Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=4; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=140; TrailingStop=40; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 1907 | Ticks modelled | 20901747 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1375.01 | Gross profit | 2369.41 | Gross loss | -994.40 |
| Profit factor | 2.38 | Expected payoff | 40.44 | ||
| Absolute drawdown | 162.29 | Maximal drawdown | 431.14 (4.20%) | Relative drawdown | 4.20% (431.14) |
| Total trades | 34 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 21 (61.76%) | Loss trades (% of total) | 13 (38.24%) | ||
| Largest | profit trade | 239.34 | loss trade | -140.30 | |
| Average | profit trade | 112.83 | loss trade | -76.49 | |
| Maximum | consecutive wins (profit in money) | 4 (510.64) | consecutive losses (loss in money) | 2 (-175.99) | |
| Maximal | consecutive profit (count of wins) | 510.64 (4) | consecutive loss (count of losses) | -175.99 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.08 03:00 | sell | 1 | 0.10 | 1.24987 | 0.00000 | 0.00000 | ||
| 2 | 2023.09.08 03:00 | modify | 1 | 0.10 | 1.24987 | 0.00000 | 1.22587 | ||
| 3 | 2023.09.20 06:00 | modify | 1 | 0.10 | 1.24987 | 1.23972 | 1.22587 | ||
| 4 | 2023.09.20 13:35 | s/l | 1 | 0.10 | 1.23972 | 1.23972 | 1.22587 | 100.61 | 10100.61 |
| 5 | 2023.09.22 14:04 | sell | 2 | 0.10 | 1.22816 | 0.00000 | 0.00000 | ||
| 6 | 2023.09.22 14:04 | modify | 2 | 0.10 | 1.22816 | 0.00000 | 1.20416 | ||
| 7 | 2023.09.27 05:23 | modify | 2 | 0.10 | 1.22816 | 1.21816 | 1.20416 | ||
| 8 | 2023.09.28 09:06 | s/l | 2 | 0.10 | 1.21816 | 1.21816 | 1.20416 | 99.47 | 10200.08 |
| 9 | 2023.09.29 13:50 | buy | 3 | 0.10 | 1.22217 | 0.00000 | 0.00000 | ||
| 10 | 2023.09.29 13:50 | modify | 3 | 0.10 | 1.22217 | 0.00000 | 1.24617 | ||
| 11 | 2023.10.02 14:47 | modify | 3 | 0.10 | 1.22217 | 0.00000 | 1.23617 | ||
| 12 | 2023.10.03 00:09 | modify | 3 | 0.10 | 1.22217 | 0.00000 | 1.23217 | ||
| 13 | 2023.10.03 13:51 | close | 3 | 0.10 | 1.21004 | 0.00000 | 1.23217 | -121.96 | 10078.12 |
| 14 | 2023.10.03 13:51 | sell | 4 | 0.10 | 1.21004 | 0.00000 | 0.00000 | ||
| 15 | 2023.10.03 13:51 | modify | 4 | 0.10 | 1.21004 | 0.00000 | 1.18604 | ||
| 16 | 2023.10.06 07:46 | modify | 4 | 0.10 | 1.21004 | 0.00000 | 1.19604 | ||
| 17 | 2023.10.06 15:27 | modify | 4 | 0.10 | 1.21004 | 0.00000 | 1.20004 | ||
| 18 | 2023.10.10 15:52 | modify | 4 | 0.10 | 1.21004 | 0.00000 | 1.20404 | ||
| 19 | 2023.10.11 13:19 | modify | 4 | 0.10 | 1.21004 | 0.00000 | 1.20804 | ||
| 20 | 2023.10.26 03:22 | t/p | 4 | 0.10 | 1.20804 | 0.00000 | 1.20804 | 17.77 | 10095.89 |
| 21 | 2023.10.26 12:31 | sell | 5 | 0.10 | 1.21057 | 0.00000 | 0.00000 | ||
| 22 | 2023.10.26 12:31 | modify | 5 | 0.10 | 1.21057 | 0.00000 | 1.18657 | ||
| 23 | 2023.11.02 12:00 | modify | 5 | 0.10 | 1.21057 | 0.00000 | 1.19657 | ||
| 24 | 2023.11.02 14:33 | close | 5 | 0.10 | 1.21737 | 0.00000 | 1.19657 | -68.62 | 10027.27 |
| 25 | 2023.11.02 14:33 | buy | 6 | 0.10 | 1.21737 | 0.00000 | 0.00000 | ||
| 26 | 2023.11.02 14:33 | modify | 6 | 0.10 | 1.21737 | 0.00000 | 1.24137 | ||
| 27 | 2023.11.03 12:49 | modify | 6 | 0.10 | 1.21737 | 1.22739 | 1.24137 | ||
| 28 | 2023.11.03 14:00 | modify | 6 | 0.10 | 1.21737 | 1.23090 | 1.24137 | ||
| 29 | 2023.11.03 15:56 | modify | 6 | 0.10 | 1.21737 | 1.23337 | 1.24137 | ||
| 30 | 2023.11.06 07:40 | modify | 6 | 0.10 | 1.21737 | 1.23737 | 1.24137 | ||
| 31 | 2023.11.06 09:00 | t/p | 6 | 0.10 | 1.24137 | 1.23737 | 1.24137 | 239.34 | 10266.61 |
| 32 | 2023.11.22 05:15 | buy | 7 | 0.10 | 1.25336 | 0.00000 | 0.00000 | ||
| 33 | 2023.11.22 05:15 | modify | 7 | 0.10 | 1.25336 | 0.00000 | 1.27736 | ||
| 34 | 2023.11.28 15:39 | modify | 7 | 0.10 | 1.25336 | 1.26336 | 1.27736 | ||
| 35 | 2023.11.28 16:58 | modify | 7 | 0.10 | 1.25336 | 1.26688 | 1.27736 | ||
| 36 | 2023.11.29 15:19 | s/l | 7 | 0.10 | 1.26688 | 1.26688 | 1.27736 | 132.90 | 10399.51 |
| 37 | 2023.12.01 08:14 | sell | 8 | 0.10 | 1.26451 | 0.00000 | 0.00000 | ||
| 38 | 2023.12.01 08:14 | modify | 8 | 0.10 | 1.26451 | 0.00000 | 1.24051 | ||
| 39 | 2023.12.08 14:27 | modify | 8 | 0.10 | 1.26451 | 1.25451 | 1.24051 | ||
| 40 | 2023.12.08 15:00 | s/l | 8 | 0.10 | 1.25451 | 1.25451 | 1.24051 | 99.38 | 10498.89 |
| 41 | 2023.12.12 03:00 | sell | 9 | 0.10 | 1.25634 | 0.00000 | 0.00000 | ||
| 42 | 2023.12.12 03:00 | modify | 9 | 0.10 | 1.25634 | 0.00000 | 1.23234 | ||
| 43 | 2023.12.12 13:30 | close | 9 | 0.10 | 1.25663 | 0.00000 | 1.23234 | -2.90 | 10495.99 |
| 44 | 2023.12.12 13:30 | buy | 10 | 0.10 | 1.25663 | 0.00000 | 0.00000 | ||
| 45 | 2023.12.12 13:30 | modify | 10 | 0.10 | 1.25663 | 0.00000 | 1.28063 | ||
| 46 | 2023.12.14 12:00 | modify | 10 | 0.10 | 1.25663 | 1.26671 | 1.28063 | ||
| 47 | 2023.12.14 14:45 | modify | 10 | 0.10 | 1.25663 | 1.27030 | 1.28063 | ||
| 48 | 2023.12.14 16:08 | modify | 10 | 0.10 | 1.25663 | 1.27263 | 1.28063 | ||
| 49 | 2023.12.14 17:30 | modify | 10 | 0.10 | 1.25663 | 1.27663 | 1.28063 | ||
| 50 | 2023.12.14 18:09 | s/l | 10 | 0.10 | 1.27663 | 1.27663 | 1.28063 | 198.68 | 10694.67 |
| 51 | 2023.12.15 13:32 | buy | 11 | 0.10 | 1.27430 | 0.00000 | 0.00000 | ||
| 52 | 2023.12.15 13:32 | modify | 11 | 0.10 | 1.27430 | 0.00000 | 1.29830 | ||
| 53 | 2023.12.18 15:40 | modify | 11 | 0.10 | 1.27430 | 0.00000 | 1.28830 | ||
| 54 | 2023.12.21 11:11 | close | 11 | 0.10 | 1.26515 | 0.00000 | 1.28830 | -93.47 | 10601.20 |
| 55 | 2023.12.21 11:11 | sell | 12 | 0.10 | 1.26515 | 0.00000 | 0.00000 | ||
| 56 | 2023.12.21 11:11 | modify | 12 | 0.10 | 1.26515 | 0.00000 | 1.24115 | ||
| 57 | 2023.12.27 08:03 | close | 12 | 0.10 | 1.27193 | 0.00000 | 1.24115 | -68.16 | 10533.04 |
| 58 | 2023.12.27 08:03 | buy | 13 | 0.10 | 1.27193 | 0.00000 | 0.00000 | ||
| 59 | 2023.12.27 08:03 | modify | 13 | 0.10 | 1.27193 | 0.00000 | 1.29593 | ||
| 60 | 2023.12.29 15:18 | close | 13 | 0.10 | 1.27506 | 0.00000 | 1.29593 | 29.98 | 10563.02 |
| 61 | 2023.12.29 15:18 | sell | 14 | 0.10 | 1.27506 | 0.00000 | 0.00000 | ||
| 62 | 2023.12.29 15:18 | modify | 14 | 0.10 | 1.27506 | 0.00000 | 1.25106 | ||
| 63 | 2024.01.05 03:27 | close | 14 | 0.10 | 1.26831 | 0.00000 | 1.25106 | 66.88 | 10629.90 |
| 64 | 2024.01.05 03:27 | buy | 15 | 0.10 | 1.26831 | 0.00000 | 0.00000 | ||
| 65 | 2024.01.05 03:27 | modify | 15 | 0.10 | 1.26831 | 0.00000 | 1.29231 | ||
| 66 | 2024.01.10 08:11 | close | 15 | 0.10 | 1.27085 | 0.00000 | 1.29231 | 24.41 | 10654.31 |
| 67 | 2024.01.10 08:11 | sell | 16 | 0.10 | 1.27085 | 0.00000 | 0.00000 | ||
| 68 | 2024.01.10 08:11 | modify | 16 | 0.10 | 1.27085 | 0.00000 | 1.24685 | ||
| 69 | 2024.02.05 12:15 | modify | 16 | 0.10 | 1.27085 | 1.26084 | 1.24685 | ||
| 70 | 2024.02.05 15:00 | modify | 16 | 0.10 | 1.27085 | 1.25732 | 1.24685 | ||
| 71 | 2024.02.06 13:06 | s/l | 16 | 0.10 | 1.25732 | 1.25732 | 1.24685 | 132.90 | 10787.21 |
| 72 | 2024.02.08 08:35 | buy | 17 | 0.10 | 1.26260 | 0.00000 | 0.00000 | ||
| 73 | 2024.02.08 08:35 | modify | 17 | 0.10 | 1.26260 | 0.00000 | 1.28660 | ||
| 74 | 2024.02.20 09:08 | close | 17 | 0.10 | 1.25936 | 0.00000 | 1.28660 | -35.69 | 10751.52 |
| 75 | 2024.02.20 09:08 | sell | 18 | 0.10 | 1.25936 | 0.00000 | 0.00000 | ||
| 76 | 2024.02.20 09:08 | modify | 18 | 0.10 | 1.25936 | 0.00000 | 1.23536 | ||
| 77 | 2024.02.22 08:15 | modify | 18 | 0.10 | 1.25936 | 0.00000 | 1.24536 | ||
| 78 | 2024.03.05 15:00 | modify | 18 | 0.10 | 1.25936 | 0.00000 | 1.24936 | ||
| 79 | 2024.03.07 09:11 | close | 18 | 0.10 | 1.27323 | 0.00000 | 1.24936 | -140.30 | 10611.22 |
| 80 | 2024.03.07 09:11 | buy | 19 | 0.10 | 1.27323 | 0.00000 | 0.00000 | ||
| 81 | 2024.03.07 09:11 | modify | 19 | 0.10 | 1.27323 | 0.00000 | 1.29723 | ||
| 82 | 2024.03.08 13:30 | modify | 19 | 0.10 | 1.27323 | 1.28328 | 1.29723 | ||
| 83 | 2024.03.11 08:50 | s/l | 19 | 0.10 | 1.28328 | 1.28328 | 1.29723 | 99.84 | 10711.06 |
| 84 | 2024.03.11 08:50 | buy | 20 | 0.10 | 1.28358 | 0.00000 | 0.00000 | ||
| 85 | 2024.03.11 08:50 | modify | 20 | 0.10 | 1.28358 | 0.00000 | 1.30758 | ||
| 86 | 2024.03.14 15:17 | modify | 20 | 0.10 | 1.28358 | 0.00000 | 1.29758 | ||
| 87 | 2024.03.18 07:31 | close | 20 | 0.10 | 1.27371 | 0.00000 | 1.29758 | -101.00 | 10610.06 |
| 88 | 2024.03.18 07:31 | sell | 21 | 0.10 | 1.27371 | 0.00000 | 0.00000 | ||
| 89 | 2024.03.18 07:31 | modify | 21 | 0.10 | 1.27371 | 0.00000 | 1.24971 | ||
| 90 | 2024.03.22 08:13 | modify | 21 | 0.10 | 1.27371 | 1.26369 | 1.24971 | ||
| 91 | 2024.03.25 11:38 | s/l | 21 | 0.10 | 1.26369 | 1.26369 | 1.24971 | 99.58 | 10709.64 |
| 92 | 2024.04.05 16:01 | sell | 22 | 0.10 | 1.26333 | 0.00000 | 0.00000 | ||
| 93 | 2024.04.05 16:01 | modify | 22 | 0.10 | 1.26333 | 0.00000 | 1.23933 | ||
| 94 | 2024.04.12 09:27 | modify | 22 | 0.10 | 1.26333 | 1.25333 | 1.23933 | ||
| 95 | 2024.04.12 12:50 | modify | 22 | 0.10 | 1.26333 | 1.24981 | 1.23933 | ||
| 96 | 2024.04.12 14:21 | modify | 22 | 0.10 | 1.26333 | 1.24733 | 1.23933 | ||
| 97 | 2024.04.15 06:24 | s/l | 22 | 0.10 | 1.24733 | 1.24733 | 1.23933 | 159.29 | 10868.92 |
| 98 | 2024.04.25 12:32 | buy | 23 | 0.10 | 1.24772 | 0.00000 | 0.00000 | ||
| 99 | 2024.04.25 12:32 | modify | 23 | 0.10 | 1.24772 | 0.00000 | 1.27172 | ||
| 100 | 2024.05.03 12:30 | modify | 23 | 0.10 | 1.24772 | 1.25772 | 1.27172 | ||
| 101 | 2024.05.03 13:31 | s/l | 23 | 0.10 | 1.25772 | 1.25772 | 1.27172 | 97.37 | 10966.29 |
| 102 | 2024.05.03 14:16 | buy | 24 | 0.10 | 1.25430 | 0.00000 | 0.00000 | ||
| 103 | 2024.05.03 14:16 | modify | 24 | 0.10 | 1.25430 | 0.00000 | 1.27830 | ||
| 104 | 2024.05.15 17:54 | modify | 24 | 0.10 | 1.25430 | 1.26430 | 1.27830 | ||
| 105 | 2024.05.20 16:58 | modify | 24 | 0.10 | 1.25430 | 1.26781 | 1.27830 | ||
| 106 | 2024.05.22 06:00 | modify | 24 | 0.10 | 1.25430 | 1.27030 | 1.27830 | ||
| 107 | 2024.05.22 11:44 | s/l | 24 | 0.10 | 1.27030 | 1.27030 | 1.27830 | 154.41 | 11120.70 |
| 108 | 2024.05.28 16:20 | buy | 25 | 0.10 | 1.27767 | 0.00000 | 0.00000 | ||
| 109 | 2024.05.28 16:20 | modify | 25 | 0.10 | 1.27767 | 0.00000 | 1.30167 | ||
| 110 | 2024.06.10 12:34 | close | 25 | 0.10 | 1.27292 | 0.00000 | 1.30167 | -51.78 | 11068.92 |
| 111 | 2024.06.10 12:34 | sell | 26 | 0.10 | 1.27292 | 0.00000 | 0.00000 | ||
| 112 | 2024.06.10 12:34 | modify | 26 | 0.10 | 1.27292 | 0.00000 | 1.24892 | ||
| 113 | 2024.06.12 12:31 | modify | 26 | 0.10 | 1.27292 | 0.00000 | 1.25892 | ||
| 114 | 2024.06.25 11:39 | close | 26 | 0.10 | 1.26823 | 0.00000 | 1.25892 | 45.56 | 11114.49 |
| 115 | 2024.06.25 11:39 | buy | 27 | 0.10 | 1.26823 | 0.00000 | 0.00000 | ||
| 116 | 2024.06.25 11:39 | modify | 27 | 0.10 | 1.26823 | 0.00000 | 1.29223 | ||
| 117 | 2024.06.27 06:28 | close | 27 | 0.10 | 1.26411 | 0.00000 | 1.29223 | -42.52 | 11071.97 |
| 118 | 2024.06.27 06:28 | sell | 28 | 0.10 | 1.26411 | 0.00000 | 0.00000 | ||
| 119 | 2024.06.27 06:28 | modify | 28 | 0.10 | 1.26411 | 0.00000 | 1.24011 | ||
| 120 | 2024.07.03 13:33 | modify | 28 | 0.10 | 1.26411 | 0.00000 | 1.25011 | ||
| 121 | 2024.07.05 07:52 | modify | 28 | 0.10 | 1.26411 | 0.00000 | 1.25411 | ||
| 122 | 2024.07.05 12:30 | close | 28 | 0.10 | 1.27697 | 0.00000 | 1.25411 | -129.31 | 10942.66 |
| 123 | 2024.07.05 12:30 | buy | 29 | 0.10 | 1.27697 | 0.00000 | 0.00000 | ||
| 124 | 2024.07.05 12:30 | modify | 29 | 0.10 | 1.27697 | 0.00000 | 1.30097 | ||
| 125 | 2024.07.11 12:30 | modify | 29 | 0.10 | 1.27697 | 1.28712 | 1.30097 | ||
| 126 | 2024.07.11 12:49 | modify | 29 | 0.10 | 1.27697 | 1.29065 | 1.30097 | ||
| 127 | 2024.07.11 13:41 | s/l | 29 | 0.10 | 1.29065 | 1.29065 | 1.30097 | 134.83 | 11077.48 |
| 128 | 2024.07.15 12:20 | buy | 30 | 0.10 | 1.29716 | 0.00000 | 0.00000 | ||
| 129 | 2024.07.15 12:20 | modify | 30 | 0.10 | 1.29716 | 0.00000 | 1.32116 | ||
| 130 | 2024.07.16 12:00 | close | 30 | 0.10 | 1.29688 | 0.00000 | 1.32116 | -3.13 | 11074.36 |
| 131 | 2024.07.16 12:00 | sell | 31 | 0.10 | 1.29688 | 0.00000 | 0.00000 | ||
| 132 | 2024.07.16 12:00 | modify | 31 | 0.10 | 1.29688 | 0.00000 | 1.27288 | ||
| 133 | 2024.07.29 08:01 | modify | 31 | 0.10 | 1.29688 | 1.28688 | 1.27288 | ||
| 134 | 2024.07.29 19:00 | s/l | 31 | 0.10 | 1.28688 | 1.28688 | 1.27288 | 98.84 | 11173.20 |
| 135 | 2024.08.08 12:28 | sell | 32 | 0.10 | 1.26996 | 0.00000 | 0.00000 | ||
| 136 | 2024.08.08 12:28 | modify | 32 | 0.10 | 1.26996 | 0.00000 | 1.24596 | ||
| 137 | 2024.08.13 06:00 | modify | 32 | 0.10 | 1.26996 | 0.00000 | 1.25596 | ||
| 138 | 2024.08.13 14:46 | modify | 32 | 0.10 | 1.26996 | 0.00000 | 1.25996 | ||
| 139 | 2024.08.14 06:00 | close | 32 | 0.10 | 1.28348 | 0.00000 | 1.25996 | -135.56 | 11037.64 |
| 140 | 2024.08.14 06:00 | buy | 33 | 0.10 | 1.28348 | 0.00000 | 0.00000 | ||
| 141 | 2024.08.14 06:00 | modify | 33 | 0.10 | 1.28348 | 0.00000 | 1.30748 | ||
| 142 | 2024.08.19 08:20 | modify | 33 | 0.10 | 1.28348 | 1.29351 | 1.30748 | ||
| 143 | 2024.08.20 08:10 | modify | 33 | 0.10 | 1.28348 | 1.29706 | 1.30748 | ||
| 144 | 2024.08.20 14:37 | modify | 33 | 0.10 | 1.28348 | 1.29948 | 1.30748 | ||
| 145 | 2024.08.21 14:04 | modify | 33 | 0.10 | 1.28348 | 1.30348 | 1.30748 | ||
| 146 | 2024.08.21 15:27 | t/p | 33 | 0.10 | 1.30748 | 1.30348 | 1.30748 | 237.70 | 11275.34 |
| 147 | 2024.08.22 14:22 | buy | 34 | 0.10 | 1.30860 | 0.00000 | 0.00000 | ||
| 148 | 2024.08.22 14:22 | modify | 34 | 0.10 | 1.30860 | 0.00000 | 1.33260 | ||
| 149 | 2024.08.23 15:16 | modify | 34 | 0.10 | 1.30860 | 1.31860 | 1.33260 | ||
| 150 | 2024.08.23 16:14 | s/l | 34 | 0.10 | 1.31860 | 1.31860 | 1.33260 | 99.67 | 11375.01 |