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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1907 | Ticks modelled | 17194243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 1505.15 | Gross profit | 1748.87 | Gross loss | -243.72 |
| Profit factor | 7.18 | Expected payoff | 71.67 | ||
| Absolute drawdown | 17.45 | Maximal drawdown | 329.56 (3.04%) | Relative drawdown | 3.04% (329.56) |
| Total trades | 21 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 14 (85.71%) |
| Profit trades (% of total) | 17 (80.95%) | Loss trades (% of total) | 4 (19.05%) | ||
| Largest | profit trade | 117.55 | loss trade | -105.23 | |
| Average | profit trade | 102.87 | loss trade | -60.93 | |
| Maximum | consecutive wins (profit in money) | 9 (819.92) | consecutive losses (loss in money) | 2 (-167.50) | |
| Maximal | consecutive profit (count of wins) | 819.92 (9) | consecutive loss (count of losses) | -167.50 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.13 09:06 | sell | 1 | 0.10 | 1.69281 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.13 09:06 | modify | 1 | 0.10 | 1.69281 | 0.00000 | 1.67681 | ||
| 3 | 2023.09.14 12:30 | modify | 1 | 0.10 | 1.69281 | 1.69231 | 1.67681 | ||
| 4 | 2023.09.14 15:54 | t/p | 1 | 0.10 | 1.67681 | 1.69231 | 1.67681 | 116.40 | 10116.40 |
| 5 | 2023.09.21 08:11 | sell | 2 | 0.10 | 1.66177 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.21 08:11 | modify | 2 | 0.10 | 1.66177 | 0.00000 | 1.64577 | ||
| 7 | 2023.09.22 07:23 | modify | 2 | 0.10 | 1.66177 | 1.66127 | 1.64577 | ||
| 8 | 2023.09.25 11:57 | t/p | 2 | 0.10 | 1.64577 | 1.66127 | 1.64577 | 116.87 | 10233.26 |
| 9 | 2023.10.02 10:02 | buy | 3 | 0.10 | 1.65529 | 0.00000 | 0.00000 | ||
| 10 | 2023.10.02 10:02 | modify | 3 | 0.10 | 1.65529 | 0.00000 | 1.67129 | ||
| 11 | 2023.10.04 12:16 | modify | 3 | 0.10 | 1.65529 | 1.65579 | 1.67129 | ||
| 12 | 2023.10.04 13:35 | t/p | 3 | 0.10 | 1.67129 | 1.65579 | 1.67129 | 117.55 | 10350.81 |
| 13 | 2023.10.12 07:00 | buy | 4 | 0.10 | 1.67360 | 0.00000 | 0.00000 | ||
| 14 | 2023.10.12 07:00 | modify | 4 | 0.10 | 1.67360 | 0.00000 | 1.68960 | ||
| 15 | 2023.10.27 14:16 | modify | 4 | 0.10 | 1.67360 | 1.67410 | 1.68960 | ||
| 16 | 2023.11.03 14:33 | t/p | 4 | 0.10 | 1.68960 | 1.67410 | 1.68960 | 114.76 | 10465.58 |
| 17 | 2023.11.06 17:02 | buy | 5 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
| 18 | 2023.11.06 17:02 | modify | 5 | 0.10 | 1.69262 | 0.00000 | 1.70862 | ||
| 19 | 2023.11.14 13:30 | modify | 5 | 0.10 | 1.69262 | 1.69312 | 1.70862 | ||
| 20 | 2023.11.14 14:27 | t/p | 5 | 0.10 | 1.70862 | 1.69312 | 1.70862 | 116.70 | 10582.28 |
| 21 | 2023.12.18 21:21 | sell | 6 | 0.10 | 1.69437 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.18 21:21 | modify | 6 | 0.10 | 1.69437 | 0.00000 | 1.67837 | ||
| 23 | 2023.12.21 08:37 | modify | 6 | 0.10 | 1.69437 | 1.69387 | 1.67837 | ||
| 24 | 2023.12.26 13:50 | t/p | 6 | 0.10 | 1.67837 | 1.69387 | 1.67837 | 114.04 | 10696.32 |
| 25 | 2023.12.28 12:21 | buy | 7 | 0.10 | 1.68993 | 0.00000 | 0.00000 | ||
| 26 | 2023.12.28 12:21 | modify | 7 | 0.10 | 1.68993 | 0.00000 | 1.70593 | ||
| 27 | 2024.01.05 15:37 | modify | 7 | 0.10 | 1.68993 | 1.69043 | 1.70593 | ||
| 28 | 2024.01.08 16:16 | t/p | 7 | 0.10 | 1.70593 | 1.69043 | 1.70593 | 116.60 | 10812.91 |
| 29 | 2024.01.17 07:00 | sell | 8 | 0.10 | 1.70564 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.17 07:00 | modify | 8 | 0.10 | 1.70564 | 0.00000 | 1.68964 | ||
| 31 | 2024.01.25 09:46 | close | 8 | 0.10 | 1.71929 | 0.00000 | 1.68964 | -105.23 | 10707.69 |
| 32 | 2024.01.25 09:46 | buy | 9 | 0.10 | 1.71929 | 0.00000 | 0.00000 | ||
| 33 | 2024.01.25 09:46 | modify | 9 | 0.10 | 1.71929 | 0.00000 | 1.73529 | ||
| 34 | 2024.01.30 09:11 | modify | 9 | 0.10 | 1.71929 | 0.00000 | 1.71529 | ||
| 35 | 2024.02.05 11:53 | modify | 9 | 0.10 | 1.71929 | 0.00000 | 1.71129 | ||
| 36 | 2024.02.20 15:08 | t/p | 9 | 0.10 | 1.71129 | 0.00000 | 1.71129 | -62.28 | 10645.41 |
| 37 | 2024.02.26 14:59 | buy | 10 | 0.10 | 1.71345 | 0.00000 | 0.00000 | ||
| 38 | 2024.02.26 14:59 | modify | 10 | 0.10 | 1.71345 | 0.00000 | 1.72945 | ||
| 39 | 2024.03.04 15:46 | modify | 10 | 0.10 | 1.71345 | 1.71395 | 1.72945 | ||
| 40 | 2024.03.08 13:30 | t/p | 10 | 0.10 | 1.72945 | 1.71395 | 1.72945 | 116.04 | 10761.45 |
| 41 | 2024.03.22 12:46 | sell | 11 | 0.10 | 1.71193 | 0.00000 | 0.00000 | ||
| 42 | 2024.03.22 12:46 | modify | 11 | 0.10 | 1.71193 | 0.00000 | 1.69593 | ||
| 43 | 2024.04.05 12:30 | close | 11 | 0.10 | 1.71172 | 0.00000 | 1.69593 | -5.06 | 10756.39 |
| 44 | 2024.04.05 12:30 | buy | 12 | 0.10 | 1.71172 | 0.00000 | 0.00000 | ||
| 45 | 2024.04.05 12:30 | modify | 12 | 0.10 | 1.71172 | 0.00000 | 1.72772 | ||
| 46 | 2024.04.09 11:10 | modify | 12 | 0.10 | 1.71172 | 1.71222 | 1.72772 | ||
| 47 | 2024.04.12 13:56 | s/l | 12 | 0.10 | 1.71222 | 1.71222 | 1.72772 | 2.70 | 10759.09 |
| 48 | 2024.04.25 18:45 | buy | 13 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.25 18:45 | modify | 13 | 0.10 | 1.70953 | 0.00000 | 1.72553 | ||
| 50 | 2024.04.30 13:04 | modify | 13 | 0.10 | 1.70953 | 1.71003 | 1.72553 | ||
| 51 | 2024.05.02 21:05 | s/l | 13 | 0.10 | 1.71003 | 1.71003 | 1.72553 | 2.70 | 10761.79 |
| 52 | 2024.05.16 16:00 | buy | 14 | 0.10 | 1.72553 | 0.00000 | 0.00000 | ||
| 53 | 2024.05.16 16:00 | modify | 14 | 0.10 | 1.72553 | 0.00000 | 1.74153 | ||
| 54 | 2024.05.21 12:36 | modify | 14 | 0.10 | 1.72553 | 1.72603 | 1.74153 | ||
| 55 | 2024.05.22 13:30 | t/p | 14 | 0.10 | 1.74153 | 1.72603 | 1.74153 | 117.29 | 10879.09 |
| 56 | 2024.05.23 07:15 | buy | 15 | 0.10 | 1.74053 | 0.00000 | 0.00000 | ||
| 57 | 2024.05.23 07:15 | modify | 15 | 0.10 | 1.74053 | 0.00000 | 1.75653 | ||
| 58 | 2024.06.05 13:45 | modify | 15 | 0.10 | 1.74053 | 1.74103 | 1.75653 | ||
| 59 | 2024.06.12 12:30 | t/p | 15 | 0.10 | 1.75653 | 1.74103 | 1.75653 | 115.34 | 10994.43 |
| 60 | 2024.06.17 12:50 | sell | 16 | 0.10 | 1.74194 | 0.00000 | 0.00000 | ||
| 61 | 2024.06.17 12:50 | modify | 16 | 0.10 | 1.74194 | 0.00000 | 1.72594 | ||
| 62 | 2024.06.20 21:05 | modify | 16 | 0.10 | 1.74194 | 1.74144 | 1.72594 | ||
| 63 | 2024.06.25 12:30 | t/p | 16 | 0.10 | 1.72594 | 1.74144 | 1.72594 | 114.04 | 11108.46 |
| 64 | 2024.07.08 16:20 | buy | 17 | 0.10 | 1.74836 | 0.00000 | 0.00000 | ||
| 65 | 2024.07.08 16:20 | modify | 17 | 0.10 | 1.74836 | 0.00000 | 1.76436 | ||
| 66 | 2024.07.11 12:42 | modify | 17 | 0.10 | 1.74836 | 1.74886 | 1.76436 | ||
| 67 | 2024.07.12 10:14 | t/p | 17 | 0.10 | 1.76436 | 1.74886 | 1.76436 | 117.00 | 11225.47 |
| 68 | 2024.07.14 21:12 | buy | 18 | 0.10 | 1.76600 | 0.00000 | 0.00000 | ||
| 69 | 2024.07.14 21:12 | modify | 18 | 0.10 | 1.76600 | 0.00000 | 1.78200 | ||
| 70 | 2024.07.17 06:00 | modify | 18 | 0.10 | 1.76600 | 1.76650 | 1.78200 | ||
| 71 | 2024.07.17 09:44 | t/p | 18 | 0.10 | 1.78200 | 1.76650 | 1.78200 | 117.43 | 11342.90 |
| 72 | 2024.08.01 12:31 | sell | 19 | 0.10 | 1.77103 | 0.00000 | 0.00000 | ||
| 73 | 2024.08.01 12:31 | modify | 19 | 0.10 | 1.77103 | 0.00000 | 1.75503 | ||
| 74 | 2024.08.06 09:00 | modify | 19 | 0.10 | 1.77103 | 1.77053 | 1.75503 | ||
| 75 | 2024.08.06 12:16 | t/p | 19 | 0.10 | 1.75503 | 1.77053 | 1.75503 | 116.40 | 11459.29 |
| 76 | 2024.08.14 07:00 | buy | 20 | 0.10 | 1.76047 | 0.00000 | 0.00000 | ||
| 77 | 2024.08.14 07:00 | modify | 20 | 0.10 | 1.76047 | 0.00000 | 1.77647 | ||
| 78 | 2024.08.16 10:00 | modify | 20 | 0.10 | 1.76047 | 1.76097 | 1.77647 | ||
| 79 | 2024.08.20 14:43 | t/p | 20 | 0.10 | 1.77647 | 1.76097 | 1.77647 | 117.01 | 11576.31 |
| 80 | 2024.08.22 17:20 | buy | 21 | 0.10 | 1.77984 | 0.00000 | 0.00000 | ||
| 81 | 2024.08.22 17:20 | modify | 21 | 0.10 | 1.77984 | 0.00000 | 1.79584 | ||
| 82 | 2024.08.30 20:59 | close at stop | 21 | 0.10 | 1.77033 | 0.00000 | 1.79584 | -71.16 | 11505.15 |