Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=0; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=100; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=20; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
| Bars in test | 1908 | Ticks modelled | 20538078 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1442.09 | Gross profit | 1717.19 | Gross loss | -275.11 |
| Profit factor | 6.24 | Expected payoff | 72.10 | ||
| Absolute drawdown | 37.00 | Maximal drawdown | 280.52 (2.60%) | Relative drawdown | 2.60% (280.52) |
| Total trades | 20 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 17 (85.00%) | Loss trades (% of total) | 3 (15.00%) | ||
| Largest | profit trade | 126.94 | loss trade | -161.99 | |
| Average | profit trade | 101.01 | loss trade | -91.70 | |
| Maximum | consecutive wins (profit in money) | 9 (798.69) | consecutive losses (loss in money) | 1 (-161.99) | |
| Maximal | consecutive profit (count of wins) | 798.69 (9) | consecutive loss (count of losses) | -161.99 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 01:08 | sell | 1 | 0.10 | 1.08479 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.01 01:08 | modify | 1 | 0.10 | 1.08479 | 1.10079 | 1.07279 | ||
| 3 | 2023.09.05 11:17 | modify | 1 | 0.10 | 1.08479 | 1.07979 | 1.07279 | ||
| 4 | 2023.09.05 12:22 | t/p | 1 | 0.10 | 1.07279 | 1.07979 | 1.07279 | 120.69 | 10120.69 |
| 5 | 2023.09.26 08:02 | sell | 2 | 0.10 | 1.05882 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.26 08:02 | modify | 2 | 0.10 | 1.05882 | 1.07482 | 1.04682 | ||
| 7 | 2023.09.29 12:33 | close | 2 | 0.10 | 1.05933 | 1.07482 | 1.04682 | -3.36 | 10117.33 |
| 8 | 2023.09.29 12:33 | buy | 3 | 0.10 | 1.05933 | 0.00000 | 0.00000 | ||
| 9 | 2023.09.29 12:33 | modify | 3 | 0.10 | 1.05933 | 1.04333 | 1.07133 | ||
| 10 | 2023.11.03 12:38 | modify | 3 | 0.10 | 1.05933 | 1.06433 | 1.07133 | ||
| 11 | 2023.11.03 12:46 | t/p | 3 | 0.10 | 1.07133 | 1.06433 | 1.07133 | 96.76 | 10214.09 |
| 12 | 2023.11.06 12:53 | buy | 4 | 0.10 | 1.07441 | 0.00000 | 0.00000 | ||
| 13 | 2023.11.06 12:53 | modify | 4 | 0.10 | 1.07441 | 1.05841 | 1.08641 | ||
| 14 | 2023.11.14 16:12 | modify | 4 | 0.10 | 1.07441 | 1.07941 | 1.08641 | ||
| 15 | 2023.11.14 17:37 | t/p | 4 | 0.10 | 1.08641 | 1.07941 | 1.08641 | 114.69 | 10328.78 |
| 16 | 2023.11.15 07:09 | buy | 5 | 0.10 | 1.08703 | 0.00000 | 0.00000 | ||
| 17 | 2023.11.15 07:09 | modify | 5 | 0.10 | 1.08703 | 1.07103 | 1.09903 | ||
| 18 | 2023.11.28 14:26 | modify | 5 | 0.10 | 1.08703 | 1.09203 | 1.09903 | ||
| 19 | 2023.11.28 15:39 | t/p | 5 | 0.10 | 1.09903 | 1.09203 | 1.09903 | 111.37 | 10440.14 |
| 20 | 2023.12.14 07:53 | buy | 6 | 0.10 | 1.08862 | 0.00000 | 0.00000 | ||
| 21 | 2023.12.14 07:53 | modify | 6 | 0.10 | 1.08862 | 1.07262 | 1.10062 | ||
| 22 | 2023.12.14 15:02 | modify | 6 | 0.10 | 1.08862 | 1.09362 | 1.10062 | ||
| 23 | 2023.12.14 17:30 | t/p | 6 | 0.10 | 1.10062 | 1.09362 | 1.10062 | 120.00 | 10560.14 |
| 24 | 2023.12.22 13:31 | buy | 7 | 0.10 | 1.10151 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.22 13:31 | modify | 7 | 0.10 | 1.10151 | 1.08551 | 1.11351 | ||
| 26 | 2023.12.28 07:34 | modify | 7 | 0.10 | 1.10151 | 1.10651 | 1.11351 | ||
| 27 | 2023.12.28 09:36 | t/p | 7 | 0.10 | 1.11351 | 1.10651 | 1.11351 | 116.02 | 10676.16 |
| 28 | 2023.12.28 12:02 | buy | 8 | 0.10 | 1.11192 | 0.00000 | 0.00000 | ||
| 29 | 2023.12.28 12:02 | modify | 8 | 0.10 | 1.11192 | 1.09592 | 1.12392 | ||
| 30 | 2024.01.02 12:39 | s/l | 8 | 0.10 | 1.09592 | 1.09592 | 1.12392 | -161.99 | 10514.17 |
| 31 | 2024.01.03 00:31 | sell | 9 | 0.10 | 1.09500 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.03 00:31 | modify | 9 | 0.10 | 1.09500 | 1.11100 | 1.08300 | ||
| 33 | 2024.01.23 15:24 | modify | 9 | 0.10 | 1.09500 | 1.09000 | 1.08300 | ||
| 34 | 2024.01.23 15:41 | t/p | 9 | 0.10 | 1.08300 | 1.09000 | 1.08300 | 126.94 | 10641.11 |
| 35 | 2024.02.27 08:08 | buy | 10 | 0.10 | 1.08560 | 0.00000 | 0.00000 | ||
| 36 | 2024.02.27 08:08 | modify | 10 | 0.10 | 1.08560 | 1.06960 | 1.09760 | ||
| 37 | 2024.03.08 13:31 | modify | 10 | 0.10 | 1.08560 | 1.09060 | 1.09760 | ||
| 38 | 2024.03.08 13:41 | t/p | 10 | 0.10 | 1.09760 | 1.09060 | 1.09760 | 112.03 | 10753.14 |
| 39 | 2024.03.26 08:01 | buy | 11 | 0.10 | 1.08421 | 0.00000 | 0.00000 | ||
| 40 | 2024.03.26 08:01 | modify | 11 | 0.10 | 1.08421 | 1.06821 | 1.09621 | ||
| 41 | 2024.04.02 07:43 | close | 11 | 0.10 | 1.07370 | 1.06821 | 1.09621 | -109.75 | 10643.39 |
| 42 | 2024.04.02 07:43 | sell | 12 | 0.10 | 1.07370 | 0.00000 | 0.00000 | ||
| 43 | 2024.04.02 07:43 | modify | 12 | 0.10 | 1.07370 | 1.08970 | 1.06170 | ||
| 44 | 2024.04.12 14:20 | modify | 12 | 0.10 | 1.07370 | 1.06870 | 1.06170 | ||
| 45 | 2024.04.16 01:09 | t/p | 12 | 0.10 | 1.06170 | 1.06870 | 1.06170 | 124.86 | 10768.25 |
| 46 | 2024.04.18 08:29 | buy | 13 | 0.10 | 1.06788 | 0.00000 | 0.00000 | ||
| 47 | 2024.04.18 08:29 | modify | 13 | 0.10 | 1.06788 | 1.05188 | 1.07988 | ||
| 48 | 2024.05.03 12:30 | modify | 13 | 0.10 | 1.06788 | 1.07288 | 1.07988 | ||
| 49 | 2024.05.03 12:30 | t/p | 13 | 0.10 | 1.07988 | 1.07288 | 1.07988 | 110.04 | 10878.29 |
| 50 | 2024.05.15 11:39 | buy | 14 | 0.10 | 1.08256 | 0.00000 | 0.00000 | ||
| 51 | 2024.05.15 11:39 | modify | 14 | 0.10 | 1.08256 | 1.06656 | 1.09456 | ||
| 52 | 2024.05.29 12:00 | close | 14 | 0.10 | 1.08513 | 1.06656 | 1.09456 | 16.40 | 10894.69 |
| 53 | 2024.05.29 12:00 | sell | 15 | 0.10 | 1.08513 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.29 12:00 | modify | 15 | 0.10 | 1.08513 | 1.10113 | 1.07313 | ||
| 55 | 2024.06.10 10:09 | modify | 15 | 0.10 | 1.08513 | 1.08013 | 1.07313 | ||
| 56 | 2024.06.11 11:17 | t/p | 15 | 0.10 | 1.07313 | 1.08013 | 1.07313 | 124.51 | 11019.21 |
| 57 | 2024.06.25 06:28 | buy | 16 | 0.10 | 1.07376 | 0.00000 | 0.00000 | ||
| 58 | 2024.06.25 06:28 | modify | 16 | 0.10 | 1.07376 | 1.05776 | 1.08576 | ||
| 59 | 2024.07.11 08:51 | modify | 16 | 0.10 | 1.07376 | 1.07876 | 1.08576 | ||
| 60 | 2024.07.11 11:56 | t/p | 16 | 0.10 | 1.08576 | 1.07876 | 1.08576 | 108.05 | 11127.25 |
| 61 | 2024.07.19 11:58 | sell | 17 | 0.10 | 1.08922 | 0.00000 | 0.00000 | ||
| 62 | 2024.07.19 11:58 | modify | 17 | 0.10 | 1.08922 | 1.10522 | 1.07722 | ||
| 63 | 2024.08.01 09:08 | modify | 17 | 0.10 | 1.08922 | 1.08422 | 1.07722 | ||
| 64 | 2024.08.02 12:30 | s/l | 17 | 0.10 | 1.08422 | 1.08422 | 1.07722 | 54.86 | 11182.11 |
| 65 | 2024.08.05 05:54 | buy | 18 | 0.10 | 1.09201 | 0.00000 | 0.00000 | ||
| 66 | 2024.08.05 05:54 | modify | 18 | 0.10 | 1.09201 | 1.07601 | 1.10401 | ||
| 67 | 2024.08.14 12:30 | modify | 18 | 0.10 | 1.09201 | 1.09701 | 1.10401 | ||
| 68 | 2024.08.14 13:10 | t/p | 18 | 0.10 | 1.10401 | 1.09701 | 1.10401 | 114.02 | 11296.14 |
| 69 | 2024.08.14 16:49 | buy | 19 | 0.10 | 1.10191 | 0.00000 | 0.00000 | ||
| 70 | 2024.08.14 16:49 | modify | 19 | 0.10 | 1.10191 | 1.08591 | 1.11391 | ||
| 71 | 2024.08.20 20:25 | modify | 19 | 0.10 | 1.10191 | 1.10691 | 1.11391 | ||
| 72 | 2024.08.21 15:26 | t/p | 19 | 0.10 | 1.11391 | 1.10691 | 1.11391 | 115.35 | 11411.49 |
| 73 | 2024.08.30 06:45 | sell | 20 | 0.10 | 1.10792 | 0.00000 | 0.00000 | ||
| 74 | 2024.08.30 06:45 | modify | 20 | 0.10 | 1.10792 | 1.12392 | 1.09592 | ||
| 75 | 2024.08.30 20:59 | close at stop | 20 | 0.10 | 1.10486 | 1.12392 | 1.09592 | 30.60 | 11442.09 |