Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=4; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=220; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2607 | Ticks modelled | 79083 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1631.79 | Gross profit | 1865.06 | Gross loss | -233.26 |
| Profit factor | 8.00 | Expected payoff | 74.17 | ||
| Absolute drawdown | 17.01 | Maximal drawdown | 324.93 (3.00%) | Relative drawdown | 3.00% (324.93) |
| Total trades | 22 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
| Largest | profit trade | 117.54 | loss trade | -95.94 | |
| Average | profit trade | 103.61 | loss trade | -58.32 | |
| Maximum | consecutive wins (profit in money) | 9 (819.36) | consecutive losses (loss in money) | 2 (-157.22) | |
| Maximal | consecutive profit (count of wins) | 819.36 (9) | consecutive loss (count of losses) | -157.22 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.13 09:15 | sell | 1 | 0.10 | 1.69287 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.13 09:15 | modify | 1 | 0.10 | 1.69287 | 0.00000 | 1.67687 | ||
| 3 | 2023.09.14 12:40 | modify | 1 | 0.10 | 1.69287 | 1.69237 | 1.67687 | ||
| 4 | 2023.09.14 15:40 | t/p | 1 | 0.10 | 1.67687 | 1.69237 | 1.67687 | 116.39 | 10116.39 |
| 5 | 2023.09.21 08:05 | sell | 2 | 0.10 | 1.66216 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.21 08:05 | modify | 2 | 0.10 | 1.66216 | 0.00000 | 1.64616 | ||
| 7 | 2023.09.22 07:40 | modify | 2 | 0.10 | 1.66216 | 1.66166 | 1.64616 | ||
| 8 | 2023.09.25 11:40 | t/p | 2 | 0.10 | 1.64616 | 1.66166 | 1.64616 | 116.86 | 10233.24 |
| 9 | 2023.10.02 10:20 | buy | 3 | 0.10 | 1.65509 | 0.00000 | 0.00000 | ||
| 10 | 2023.10.02 10:20 | modify | 3 | 0.10 | 1.65509 | 0.00000 | 1.67109 | ||
| 11 | 2023.10.04 12:30 | modify | 3 | 0.10 | 1.65509 | 1.65559 | 1.67109 | ||
| 12 | 2023.10.04 13:05 | t/p | 3 | 0.10 | 1.67109 | 1.65559 | 1.67109 | 117.54 | 10350.78 |
| 13 | 2023.10.12 07:05 | buy | 4 | 0.10 | 1.67359 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.12 07:05 | modify | 4 | 0.10 | 1.67359 | 0.00000 | 1.68959 | ||
| 15 | 2023.10.27 14:40 | modify | 4 | 0.10 | 1.67359 | 1.67409 | 1.68959 | ||
| 16 | 2023.11.03 14:40 | t/p | 4 | 0.10 | 1.68959 | 1.67409 | 1.68959 | 114.75 | 10465.54 |
| 17 | 2023.11.06 17:30 | buy | 5 | 0.10 | 1.69239 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.06 17:30 | modify | 5 | 0.10 | 1.69239 | 0.00000 | 1.70839 | ||
| 19 | 2023.11.14 13:30 | modify | 5 | 0.10 | 1.69239 | 1.69289 | 1.70839 | ||
| 20 | 2023.11.14 14:20 | t/p | 5 | 0.10 | 1.70839 | 1.69289 | 1.70839 | 116.70 | 10582.24 |
| 21 | 2023.12.18 21:30 | sell | 6 | 0.10 | 1.69470 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.18 21:30 | modify | 6 | 0.10 | 1.69470 | 0.00000 | 1.67870 | ||
| 23 | 2023.12.21 08:40 | modify | 6 | 0.10 | 1.69470 | 1.69420 | 1.67870 | ||
| 24 | 2023.12.26 13:40 | t/p | 6 | 0.10 | 1.67870 | 1.69420 | 1.67870 | 114.04 | 10696.28 |
| 25 | 2023.12.28 12:30 | buy | 7 | 0.10 | 1.68929 | 0.00000 | 0.00000 | ||
| 26 | 2023.12.28 12:30 | modify | 7 | 0.10 | 1.68929 | 0.00000 | 1.70529 | ||
| 27 | 2024.01.05 15:33 | modify | 7 | 0.10 | 1.68929 | 1.68979 | 1.70529 | ||
| 28 | 2024.01.08 14:40 | t/p | 7 | 0.10 | 1.70529 | 1.68979 | 1.70529 | 116.57 | 10812.84 |
| 29 | 2024.01.17 07:06 | sell | 8 | 0.10 | 1.70659 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.17 07:06 | modify | 8 | 0.10 | 1.70659 | 0.00000 | 1.69059 | ||
| 31 | 2024.01.25 09:40 | close | 8 | 0.10 | 1.71898 | 0.00000 | 1.69059 | -95.94 | 10716.91 |
| 32 | 2024.01.25 09:40 | buy | 9 | 0.10 | 1.71898 | 0.00000 | 0.00000 | ||
| 33 | 2024.01.25 09:40 | modify | 9 | 0.10 | 1.71898 | 0.00000 | 1.73498 | ||
| 34 | 2024.01.30 09:40 | modify | 9 | 0.10 | 1.71898 | 0.00000 | 1.71498 | ||
| 35 | 2024.02.05 12:40 | modify | 9 | 0.10 | 1.71898 | 0.00000 | 1.71098 | ||
| 36 | 2024.02.13 17:40 | t/p | 9 | 0.10 | 1.71098 | 0.00000 | 1.71098 | -61.28 | 10655.63 |
| 37 | 2024.02.19 09:30 | buy | 10 | 0.10 | 1.69988 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.19 09:30 | modify | 10 | 0.10 | 1.69988 | 0.00000 | 1.71588 | ||
| 39 | 2024.02.20 14:40 | modify | 10 | 0.10 | 1.69988 | 1.70038 | 1.71588 | ||
| 40 | 2024.02.26 11:40 | t/p | 10 | 0.10 | 1.71588 | 1.70038 | 1.71588 | 116.84 | 10772.47 |
| 41 | 2024.02.26 14:53 | buy | 11 | 0.10 | 1.71345 | 0.00000 | 0.00000 | ||
| 42 | 2024.02.26 14:53 | modify | 11 | 0.10 | 1.71345 | 0.00000 | 1.72945 | ||
| 43 | 2024.03.04 15:40 | modify | 11 | 0.10 | 1.71345 | 1.71395 | 1.72945 | ||
| 44 | 2024.03.08 13:30 | t/p | 11 | 0.10 | 1.72945 | 1.71395 | 1.72945 | 116.01 | 10888.48 |
| 45 | 2024.03.22 12:40 | sell | 12 | 0.10 | 1.71243 | 0.00000 | 0.00000 | ||
| 46 | 2024.03.22 12:40 | modify | 12 | 0.10 | 1.71243 | 0.00000 | 1.69643 | ||
| 47 | 2024.04.05 12:05 | close | 12 | 0.10 | 1.71220 | 0.00000 | 1.69643 | -4.90 | 10883.58 |
| 48 | 2024.04.05 12:05 | buy | 13 | 0.10 | 1.71220 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.05 12:05 | modify | 13 | 0.10 | 1.71220 | 0.00000 | 1.72820 | ||
| 50 | 2024.04.09 12:30 | modify | 13 | 0.10 | 1.71220 | 1.71270 | 1.72820 | ||
| 51 | 2024.04.10 21:40 | s/l | 13 | 0.10 | 1.71270 | 1.71270 | 1.72820 | 3.27 | 10886.85 |
| 52 | 2024.04.25 18:40 | buy | 14 | 0.10 | 1.70918 | 0.00000 | 0.00000 | ||
| 53 | 2024.04.25 18:40 | modify | 14 | 0.10 | 1.70918 | 0.00000 | 1.72518 | ||
| 54 | 2024.04.30 13:10 | modify | 14 | 0.10 | 1.70918 | 1.70968 | 1.72518 | ||
| 55 | 2024.05.09 11:33 | s/l | 14 | 0.10 | 1.70968 | 1.70968 | 1.72518 | 1.73 | 10888.58 |
| 56 | 2024.05.16 16:05 | buy | 15 | 0.10 | 1.72531 | 0.00000 | 0.00000 | ||
| 57 | 2024.05.16 16:05 | modify | 15 | 0.10 | 1.72531 | 0.00000 | 1.74131 | ||
| 58 | 2024.05.21 12:40 | modify | 15 | 0.10 | 1.72531 | 1.72581 | 1.74131 | ||
| 59 | 2024.05.22 06:33 | t/p | 15 | 0.10 | 1.74131 | 1.72581 | 1.74131 | 117.26 | 11005.84 |
| 60 | 2024.05.23 07:05 | buy | 16 | 0.10 | 1.74045 | 0.00000 | 0.00000 | ||
| 61 | 2024.05.23 07:05 | modify | 16 | 0.10 | 1.74045 | 0.00000 | 1.75645 | ||
| 62 | 2024.06.04 16:40 | modify | 16 | 0.10 | 1.74045 | 1.74095 | 1.75645 | ||
| 63 | 2024.06.12 12:30 | t/p | 16 | 0.10 | 1.75645 | 1.74095 | 1.75645 | 115.31 | 11121.15 |
| 64 | 2024.06.17 12:40 | sell | 17 | 0.10 | 1.74217 | 0.00000 | 0.00000 | ||
| 65 | 2024.06.17 12:40 | modify | 17 | 0.10 | 1.74217 | 0.00000 | 1.72617 | ||
| 66 | 2024.06.20 21:00 | modify | 17 | 0.10 | 1.74217 | 1.74167 | 1.72617 | ||
| 67 | 2024.06.25 12:40 | t/p | 17 | 0.10 | 1.72617 | 1.74167 | 1.72617 | 114.03 | 11235.18 |
| 68 | 2024.07.08 16:40 | buy | 18 | 0.10 | 1.74768 | 0.00000 | 0.00000 | ||
| 69 | 2024.07.08 16:40 | modify | 18 | 0.10 | 1.74768 | 0.00000 | 1.76368 | ||
| 70 | 2024.07.11 12:40 | modify | 18 | 0.10 | 1.74768 | 1.74818 | 1.76368 | ||
| 71 | 2024.07.12 10:20 | t/p | 18 | 0.10 | 1.76368 | 1.74818 | 1.76368 | 116.98 | 11352.16 |
| 72 | 2024.07.14 21:05 | buy | 19 | 0.10 | 1.76643 | 0.00000 | 0.00000 | ||
| 73 | 2024.07.14 21:05 | modify | 19 | 0.10 | 1.76643 | 0.00000 | 1.78243 | ||
| 74 | 2024.07.17 06:40 | modify | 19 | 0.10 | 1.76643 | 1.76693 | 1.78243 | ||
| 75 | 2024.07.17 11:40 | t/p | 19 | 0.10 | 1.78243 | 1.76693 | 1.78243 | 117.40 | 11469.56 |
| 76 | 2024.08.01 12:40 | sell | 20 | 0.10 | 1.77165 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.01 12:40 | modify | 20 | 0.10 | 1.77165 | 0.00000 | 1.75565 | ||
| 78 | 2024.08.06 08:40 | modify | 20 | 0.10 | 1.77165 | 1.77115 | 1.75565 | ||
| 79 | 2024.08.06 10:40 | t/p | 20 | 0.10 | 1.75565 | 1.77115 | 1.75565 | 116.40 | 11585.96 |
| 80 | 2024.08.14 07:00 | buy | 21 | 0.10 | 1.76047 | 0.00000 | 0.00000 | ||
| 81 | 2024.08.14 07:00 | modify | 21 | 0.10 | 1.76047 | 0.00000 | 1.77647 | ||
| 82 | 2024.08.16 10:05 | modify | 21 | 0.10 | 1.76047 | 1.76097 | 1.77647 | ||
| 83 | 2024.08.20 14:30 | t/p | 21 | 0.10 | 1.77647 | 1.76097 | 1.77647 | 116.98 | 11702.94 |
| 84 | 2024.08.22 17:40 | buy | 22 | 0.10 | 1.77984 | 0.00000 | 0.00000 | ||
| 85 | 2024.08.22 17:40 | modify | 22 | 0.10 | 1.77984 | 0.00000 | 1.79584 | ||
| 86 | 2024.08.30 23:59 | close at stop | 22 | 0.10 | 1.77033 | 0.00000 | 1.79584 | -71.15 | 11631.79 |