Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=4; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=120; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7238 | Ticks modelled | 157265 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1687.45 | Gross profit | 1927.84 | Gross loss | -240.39 |
| Profit factor | 8.02 | Expected payoff | 56.25 | ||
| Absolute drawdown | 15.21 | Maximal drawdown | 140.57 (9.84%) | Relative drawdown | 10.48% (115.25) |
| Total trades | 30 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 19 (84.21%) |
| Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
| Largest | profit trade | 85.44 | loss trade | -69.23 | |
| Average | profit trade | 83.82 | loss trade | -34.34 | |
| Maximum | consecutive wins (profit in money) | 11 (921.84) | consecutive losses (loss in money) | 2 (-48.55) | |
| Maximal | consecutive profit (count of wins) | 921.84 (11) | consecutive loss (count of losses) | -69.23 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 13:20 | buy | 1 | 0.10 | 1.69851 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.14 13:20 | modify | 1 | 0.10 | 1.69851 | 1.68051 | 1.71051 | ||
| 3 | 2023.11.14 13:50 | modify | 1 | 0.10 | 1.69851 | 1.69473 | 1.71051 | ||
| 4 | 2023.11.14 14:45 | t/p | 1 | 0.10 | 1.71051 | 1.69473 | 1.71051 | 85.44 | 1085.44 |
| 5 | 2023.11.14 22:00 | buy | 2 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.14 22:00 | modify | 2 | 0.10 | 1.70953 | 1.69153 | 1.72153 | ||
| 7 | 2023.11.21 02:15 | modify | 2 | 0.10 | 1.70953 | 1.70622 | 1.72153 | ||
| 8 | 2023.11.21 13:20 | t/p | 2 | 0.10 | 1.72153 | 1.70622 | 1.72153 | 84.49 | 1169.93 |
| 9 | 2023.11.28 13:15 | sell | 3 | 0.10 | 1.71709 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.28 13:15 | modify | 3 | 0.10 | 1.71709 | 1.73509 | 1.70509 | ||
| 11 | 2023.12.01 13:46 | modify | 3 | 0.10 | 1.71709 | 1.72065 | 1.70509 | ||
| 12 | 2023.12.01 14:50 | t/p | 3 | 0.10 | 1.70509 | 1.72065 | 1.70509 | 83.14 | 1253.07 |
| 13 | 2023.12.12 21:59 | buy | 4 | 0.10 | 1.70735 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.12 21:59 | modify | 4 | 0.10 | 1.70735 | 1.68935 | 1.71935 | ||
| 15 | 2023.12.13 13:37 | close | 4 | 0.10 | 1.70314 | 1.68935 | 1.71935 | -30.12 | 1222.95 |
| 16 | 2023.12.13 13:37 | sell | 5 | 0.10 | 1.70314 | 0.00000 | 0.00000 | ||
| 17 | 2023.12.13 13:37 | modify | 5 | 0.10 | 1.70314 | 1.72114 | 1.69114 | ||
| 18 | 2023.12.15 21:20 | modify | 5 | 0.10 | 1.70314 | 1.70675 | 1.69114 | ||
| 19 | 2023.12.18 11:50 | t/p | 5 | 0.10 | 1.69114 | 1.70675 | 1.69114 | 83.14 | 1306.09 |
| 20 | 2023.12.20 14:20 | sell | 6 | 0.10 | 1.69014 | 0.00000 | 0.00000 | ||
| 21 | 2023.12.20 14:20 | modify | 6 | 0.10 | 1.69014 | 1.70814 | 1.67814 | ||
| 22 | 2023.12.21 16:20 | modify | 6 | 0.10 | 1.69014 | 1.69409 | 1.67814 | ||
| 23 | 2023.12.26 15:45 | t/p | 6 | 0.10 | 1.67814 | 1.69409 | 1.67814 | 82.68 | 1388.77 |
| 24 | 2023.12.28 21:20 | sell | 7 | 0.10 | 1.68453 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.28 21:20 | modify | 7 | 0.10 | 1.68453 | 1.70253 | 1.67253 | ||
| 26 | 2024.01.04 17:32 | close | 7 | 0.10 | 1.69312 | 1.70253 | 1.67253 | -64.37 | 1324.40 |
| 27 | 2024.01.04 17:32 | buy | 8 | 0.10 | 1.69312 | 0.00000 | 0.00000 | ||
| 28 | 2024.01.04 17:32 | modify | 8 | 0.10 | 1.69312 | 1.67512 | 1.70512 | ||
| 29 | 2024.01.05 15:50 | modify | 8 | 0.10 | 1.69312 | 1.68939 | 1.70512 | ||
| 30 | 2024.01.08 14:50 | t/p | 8 | 0.10 | 1.70512 | 1.68939 | 1.70512 | 85.17 | 1409.56 |
| 31 | 2024.01.10 22:10 | buy | 9 | 0.10 | 1.70373 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.10 22:10 | modify | 9 | 0.10 | 1.70373 | 1.68573 | 1.71573 | ||
| 33 | 2024.01.15 16:15 | modify | 9 | 0.10 | 1.70373 | 1.69984 | 1.71573 | ||
| 34 | 2024.01.17 11:45 | t/p | 9 | 0.10 | 1.71573 | 1.69984 | 1.71573 | 84.49 | 1494.06 |
| 35 | 2024.01.19 18:15 | sell | 10 | 0.10 | 1.70838 | 0.00000 | 0.00000 | ||
| 36 | 2024.01.19 18:15 | modify | 10 | 0.10 | 1.70838 | 1.72638 | 1.69638 | ||
| 37 | 2024.01.22 22:00 | close | 10 | 0.10 | 1.71135 | 1.72638 | 1.69638 | -21.61 | 1472.45 |
| 38 | 2024.01.22 22:00 | buy | 11 | 0.10 | 1.71135 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.22 22:00 | modify | 11 | 0.10 | 1.71135 | 1.69335 | 1.72335 | ||
| 40 | 2024.01.24 15:45 | modify | 11 | 0.10 | 1.71135 | 1.70768 | 1.72335 | ||
| 41 | 2024.01.26 20:50 | s/l | 11 | 0.10 | 1.70768 | 1.70768 | 1.72335 | -26.94 | 1445.50 |
| 42 | 2024.01.29 18:20 | sell | 12 | 0.10 | 1.70559 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.29 18:20 | modify | 12 | 0.10 | 1.70559 | 1.72359 | 1.69359 | ||
| 44 | 2024.02.05 10:20 | modify | 12 | 0.10 | 1.70559 | 1.70946 | 1.69359 | ||
| 45 | 2024.02.09 13:32 | t/p | 12 | 0.10 | 1.69359 | 1.70946 | 1.69359 | 79.47 | 1524.97 |
| 46 | 2024.02.15 14:37 | sell | 13 | 0.10 | 1.69977 | 0.00000 | 0.00000 | ||
| 47 | 2024.02.15 14:37 | modify | 13 | 0.10 | 1.69977 | 1.71777 | 1.68777 | ||
| 48 | 2024.02.23 13:20 | close | 13 | 0.10 | 1.70898 | 1.71777 | 1.68777 | -69.23 | 1455.74 |
| 49 | 2024.02.23 13:20 | buy | 14 | 0.10 | 1.70898 | 0.00000 | 0.00000 | ||
| 50 | 2024.02.23 13:20 | modify | 14 | 0.10 | 1.70898 | 1.69098 | 1.72098 | ||
| 51 | 2024.02.27 17:20 | modify | 14 | 0.10 | 1.70898 | 1.70511 | 1.72098 | ||
| 52 | 2024.02.29 09:07 | t/p | 14 | 0.10 | 1.72098 | 1.70511 | 1.72098 | 84.63 | 1540.37 |
| 53 | 2024.04.23 21:15 | buy | 15 | 0.10 | 1.69992 | 0.00000 | 0.00000 | ||
| 54 | 2024.04.23 21:15 | modify | 15 | 0.10 | 1.69992 | 1.68192 | 1.71192 | ||
| 55 | 2024.04.25 06:10 | modify | 15 | 0.10 | 1.69992 | 1.69596 | 1.71192 | ||
| 56 | 2024.04.25 08:46 | t/p | 15 | 0.10 | 1.71192 | 1.69596 | 1.71192 | 84.90 | 1625.27 |
| 57 | 2024.04.25 15:50 | buy | 16 | 0.10 | 1.71081 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.25 15:50 | modify | 16 | 0.10 | 1.71081 | 1.69281 | 1.72281 | ||
| 59 | 2024.04.30 12:59 | modify | 16 | 0.10 | 1.71081 | 1.70697 | 1.72281 | ||
| 60 | 2024.05.15 13:15 | t/p | 16 | 0.10 | 1.72281 | 1.70697 | 1.72281 | 82.99 | 1708.25 |
| 61 | 2024.05.15 21:20 | buy | 17 | 0.10 | 1.72334 | 0.00000 | 0.00000 | ||
| 62 | 2024.05.15 21:20 | modify | 17 | 0.10 | 1.72334 | 1.70534 | 1.73534 | ||
| 63 | 2024.05.20 16:20 | modify | 17 | 0.10 | 1.72334 | 1.71934 | 1.73534 | ||
| 64 | 2024.05.21 12:50 | t/p | 17 | 0.10 | 1.73534 | 1.71934 | 1.73534 | 84.63 | 1792.88 |
| 65 | 2024.05.29 10:33 | buy | 18 | 0.10 | 1.74277 | 0.00000 | 0.00000 | ||
| 66 | 2024.05.29 10:33 | modify | 18 | 0.10 | 1.74277 | 1.72477 | 1.75477 | ||
| 67 | 2024.06.05 13:45 | modify | 18 | 0.10 | 1.74277 | 1.73958 | 1.75477 | ||
| 68 | 2024.06.11 10:15 | t/p | 18 | 0.10 | 1.75477 | 1.73958 | 1.75477 | 83.67 | 1876.55 |
| 69 | 2024.06.17 12:20 | sell | 19 | 0.10 | 1.74148 | 0.00000 | 0.00000 | ||
| 70 | 2024.06.17 12:20 | modify | 19 | 0.10 | 1.74148 | 1.75948 | 1.72948 | ||
| 71 | 2024.06.20 19:40 | modify | 19 | 0.10 | 1.74148 | 1.74542 | 1.72948 | ||
| 72 | 2024.06.25 12:40 | t/p | 19 | 0.10 | 1.72948 | 1.74542 | 1.72948 | 81.76 | 1958.31 |
| 73 | 2024.07.07 21:00 | buy | 20 | 0.10 | 1.74439 | 0.00000 | 0.00000 | ||
| 74 | 2024.07.07 21:00 | modify | 20 | 0.10 | 1.74439 | 1.72639 | 1.75639 | ||
| 75 | 2024.07.11 06:20 | modify | 20 | 0.10 | 1.74439 | 1.74046 | 1.75639 | ||
| 76 | 2024.07.11 12:45 | t/p | 20 | 0.10 | 1.75639 | 1.74046 | 1.75639 | 84.63 | 2042.93 |
| 77 | 2024.07.11 21:00 | buy | 21 | 0.10 | 1.75876 | 0.00000 | 0.00000 | ||
| 78 | 2024.07.11 21:00 | modify | 21 | 0.10 | 1.75876 | 1.74076 | 1.77076 | ||
| 79 | 2024.07.12 12:50 | modify | 21 | 0.10 | 1.75876 | 1.75597 | 1.77076 | ||
| 80 | 2024.07.12 20:20 | t/p | 21 | 0.10 | 1.77076 | 1.75597 | 1.77076 | 85.30 | 2128.24 |
| 81 | 2024.07.14 21:00 | buy | 22 | 0.10 | 1.76860 | 0.00000 | 0.00000 | ||
| 82 | 2024.07.14 21:00 | modify | 22 | 0.10 | 1.76860 | 1.75060 | 1.78060 | ||
| 83 | 2024.07.17 06:50 | modify | 22 | 0.10 | 1.76860 | 1.76466 | 1.78060 | ||
| 84 | 2024.07.17 08:50 | t/p | 22 | 0.10 | 1.78060 | 1.76466 | 1.78060 | 85.03 | 2213.27 |
| 85 | 2024.07.18 13:50 | sell | 23 | 0.10 | 1.77677 | 0.00000 | 0.00000 | ||
| 86 | 2024.07.18 13:50 | modify | 23 | 0.10 | 1.77677 | 1.79477 | 1.76477 | ||
| 87 | 2024.08.01 07:15 | modify | 23 | 0.10 | 1.77677 | 1.78061 | 1.76477 | ||
| 88 | 2024.08.01 09:50 | t/p | 23 | 0.10 | 1.76477 | 1.78061 | 1.76477 | 79.01 | 2292.28 |
| 89 | 2024.08.15 12:40 | buy | 24 | 0.10 | 1.76116 | 0.00000 | 0.00000 | ||
| 90 | 2024.08.15 12:40 | modify | 24 | 0.10 | 1.76116 | 1.74316 | 1.77316 | ||
| 91 | 2024.08.16 08:37 | modify | 24 | 0.10 | 1.76116 | 1.75719 | 1.77316 | ||
| 92 | 2024.08.16 12:37 | t/p | 24 | 0.10 | 1.77316 | 1.75719 | 1.77316 | 85.30 | 2377.59 |
| 93 | 2024.08.26 21:50 | sell | 25 | 0.10 | 1.77861 | 0.00000 | 0.00000 | ||
| 94 | 2024.08.26 21:50 | modify | 25 | 0.10 | 1.77861 | 1.79661 | 1.76661 | ||
| 95 | 2024.08.30 17:50 | modify | 25 | 0.10 | 1.77861 | 1.78244 | 1.76661 | ||
| 96 | 2024.09.05 14:02 | close | 25 | 0.10 | 1.77789 | 1.78244 | 1.76661 | -0.37 | 2377.21 |
| 97 | 2024.09.05 14:02 | buy | 26 | 0.10 | 1.77789 | 0.00000 | 0.00000 | ||
| 98 | 2024.09.05 14:02 | modify | 26 | 0.10 | 1.77789 | 1.75989 | 1.78989 | ||
| 99 | 2024.09.13 14:50 | modify | 26 | 0.10 | 1.77789 | 1.77407 | 1.78989 | ||
| 100 | 2024.09.16 08:45 | t/p | 26 | 0.10 | 1.78989 | 1.77407 | 1.78989 | 84.22 | 2461.43 |
| 101 | 2024.09.16 21:00 | buy | 27 | 0.10 | 1.79454 | 0.00000 | 0.00000 | ||
| 102 | 2024.09.16 21:00 | modify | 27 | 0.10 | 1.79454 | 1.77654 | 1.80654 | ||
| 103 | 2024.09.19 11:20 | modify | 27 | 0.10 | 1.79454 | 1.79067 | 1.80654 | ||
| 104 | 2024.09.20 06:45 | t/p | 27 | 0.10 | 1.80654 | 1.79067 | 1.80654 | 84.63 | 2546.06 |
| 105 | 2024.09.26 20:59 | buy | 28 | 0.10 | 1.80561 | 0.00000 | 0.00000 | ||
| 106 | 2024.09.26 20:59 | modify | 28 | 0.10 | 1.80561 | 1.78761 | 1.81761 | ||
| 107 | 2024.09.30 08:45 | modify | 28 | 0.10 | 1.80561 | 1.80177 | 1.81761 | ||
| 108 | 2024.10.01 10:20 | s/l | 28 | 0.10 | 1.80177 | 1.80177 | 1.81761 | -27.75 | 2518.31 |
| 109 | 2024.10.04 12:33 | buy | 29 | 0.10 | 1.78125 | 0.00000 | 0.00000 | ||
| 110 | 2024.10.04 12:33 | modify | 29 | 0.10 | 1.78125 | 1.76325 | 1.79325 | ||
| 111 | 2024.10.08 13:20 | modify | 29 | 0.10 | 1.78125 | 1.77734 | 1.79325 | ||
| 112 | 2024.10.10 06:45 | t/p | 29 | 0.10 | 1.79325 | 1.77734 | 1.79325 | 84.63 | 2602.94 |
| 113 | 2024.10.21 12:15 | sell | 30 | 0.10 | 1.79996 | 0.00000 | 0.00000 | ||
| 114 | 2024.10.21 12:15 | modify | 30 | 0.10 | 1.79996 | 1.81796 | 1.78796 | ||
| 115 | 2024.10.22 12:50 | modify | 30 | 0.10 | 1.79996 | 1.80395 | 1.78796 | ||
| 116 | 2024.10.23 17:40 | t/p | 30 | 0.10 | 1.78796 | 1.80395 | 1.78796 | 84.51 | 2687.45 |