Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=180; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=80; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1912 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1472.16 | Gross profit | 2238.22 | Gross loss | -766.07 |
| Profit factor | 2.92 | Expected payoff | 40.89 | ||
| Absolute drawdown | 154.11 | Maximal drawdown | 351.63 (29.36%) | Relative drawdown | 29.36% (351.63) |
| Total trades | 36 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 129.54 | loss trade | -124.55 | |
| Average | profit trade | 93.26 | loss trade | -63.84 | |
| Maximum | consecutive wins (profit in money) | 8 (871.14) | consecutive losses (loss in money) | 4 (-245.31) | |
| Maximal | consecutive profit (count of wins) | 871.14 (8) | consecutive loss (count of losses) | -245.31 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 01:00 | buy | 1 | 0.10 | 97.301 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 01:00 | modify | 1 | 0.10 | 97.301 | 0.000 | 99.101 | ||
| 3 | 2023.11.10 18:44 | close | 1 | 0.10 | 96.384 | 0.000 | 99.101 | -57.04 | 942.96 |
| 4 | 2023.11.10 18:44 | sell | 2 | 0.10 | 96.384 | 0.000 | 0.000 | ||
| 5 | 2023.11.10 18:44 | modify | 2 | 0.10 | 96.384 | 0.000 | 94.584 | ||
| 6 | 2023.11.14 03:17 | close | 2 | 0.10 | 96.643 | 0.000 | 94.584 | -18.88 | 924.08 |
| 7 | 2023.11.14 03:17 | buy | 3 | 0.10 | 96.643 | 0.000 | 0.000 | ||
| 8 | 2023.11.14 03:17 | modify | 3 | 0.10 | 96.643 | 0.000 | 98.443 | ||
| 9 | 2023.11.15 13:30 | modify | 3 | 0.10 | 96.643 | 97.443 | 98.443 | ||
| 10 | 2023.11.15 13:30 | modify | 3 | 0.10 | 96.643 | 98.043 | 98.443 | ||
| 11 | 2023.11.15 13:37 | s/l | 3 | 0.10 | 98.043 | 98.043 | 98.443 | 90.56 | 1014.64 |
| 12 | 2023.11.27 01:34 | buy | 4 | 0.10 | 98.294 | 0.000 | 0.000 | ||
| 13 | 2023.11.27 01:34 | modify | 4 | 0.10 | 98.294 | 0.000 | 100.094 | ||
| 14 | 2023.12.06 01:16 | close | 4 | 0.10 | 96.792 | 0.000 | 100.094 | -93.11 | 921.53 |
| 15 | 2023.12.06 01:16 | sell | 5 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 16 | 2023.12.06 01:16 | modify | 5 | 0.10 | 96.792 | 0.000 | 94.992 | ||
| 17 | 2023.12.07 08:47 | modify | 5 | 0.10 | 96.792 | 95.392 | 94.992 | ||
| 18 | 2023.12.07 09:00 | s/l | 5 | 0.10 | 95.392 | 95.392 | 94.992 | 86.85 | 1008.38 |
| 19 | 2023.12.21 19:33 | sell | 6 | 0.10 | 96.672 | 0.000 | 0.000 | ||
| 20 | 2023.12.21 19:33 | modify | 6 | 0.10 | 96.672 | 0.000 | 94.872 | ||
| 21 | 2024.01.05 13:28 | close | 6 | 0.10 | 96.976 | 0.000 | 94.872 | -36.08 | 972.31 |
| 22 | 2024.01.05 13:28 | buy | 7 | 0.10 | 96.976 | 0.000 | 0.000 | ||
| 23 | 2024.01.05 13:28 | modify | 7 | 0.10 | 96.976 | 0.000 | 98.776 | ||
| 24 | 2024.01.25 06:06 | close | 7 | 0.10 | 97.175 | 0.000 | 98.776 | 20.87 | 993.17 |
| 25 | 2024.01.25 06:06 | sell | 8 | 0.10 | 97.175 | 0.000 | 0.000 | ||
| 26 | 2024.01.25 06:06 | modify | 8 | 0.10 | 97.175 | 0.000 | 95.375 | ||
| 27 | 2024.02.01 11:14 | modify | 8 | 0.10 | 97.175 | 96.375 | 95.375 | ||
| 28 | 2024.02.01 11:14 | modify | 8 | 0.10 | 97.175 | 95.775 | 95.375 | ||
| 29 | 2024.02.01 12:06 | s/l | 8 | 0.10 | 95.775 | 95.775 | 95.375 | 82.44 | 1075.61 |
| 30 | 2024.02.13 09:09 | buy | 9 | 0.10 | 97.459 | 0.000 | 0.000 | ||
| 31 | 2024.02.13 09:09 | modify | 9 | 0.10 | 97.459 | 0.000 | 99.259 | ||
| 32 | 2024.03.06 09:03 | close | 9 | 0.10 | 97.674 | 0.000 | 99.259 | 22.69 | 1098.30 |
| 33 | 2024.03.06 09:03 | sell | 10 | 0.10 | 97.674 | 0.000 | 0.000 | ||
| 34 | 2024.03.06 09:03 | modify | 10 | 0.10 | 97.674 | 0.000 | 95.874 | ||
| 35 | 2024.03.14 12:30 | close | 10 | 0.10 | 97.787 | 0.000 | 95.874 | -18.27 | 1080.03 |
| 36 | 2024.03.14 12:30 | buy | 11 | 0.10 | 97.787 | 0.000 | 0.000 | ||
| 37 | 2024.03.14 12:30 | modify | 11 | 0.10 | 97.787 | 0.000 | 99.587 | ||
| 38 | 2024.03.20 19:24 | modify | 11 | 0.10 | 97.787 | 99.187 | 99.587 | ||
| 39 | 2024.03.20 20:00 | t/p | 11 | 0.10 | 99.587 | 99.187 | 99.587 | 117.49 | 1197.52 |
| 40 | 2024.03.22 01:50 | buy | 12 | 0.10 | 99.535 | 0.000 | 0.000 | ||
| 41 | 2024.03.22 01:50 | modify | 12 | 0.10 | 99.535 | 0.000 | 101.335 | ||
| 42 | 2024.03.25 02:36 | close | 12 | 0.10 | 98.825 | 0.000 | 101.335 | -45.30 | 1152.22 |
| 43 | 2024.03.25 02:36 | sell | 13 | 0.10 | 98.825 | 0.000 | 0.000 | ||
| 44 | 2024.03.25 02:36 | modify | 13 | 0.10 | 98.825 | 0.000 | 97.025 | ||
| 45 | 2024.04.10 12:30 | close | 13 | 0.10 | 100.352 | 0.000 | 97.025 | -115.87 | 1036.35 |
| 46 | 2024.04.10 12:30 | buy | 14 | 0.10 | 100.352 | 0.000 | 0.000 | ||
| 47 | 2024.04.10 12:30 | modify | 14 | 0.10 | 100.352 | 0.000 | 102.152 | ||
| 48 | 2024.04.17 01:21 | close | 14 | 0.10 | 99.242 | 0.000 | 102.152 | -68.61 | 967.74 |
| 49 | 2024.04.17 01:21 | sell | 15 | 0.10 | 99.242 | 0.000 | 0.000 | ||
| 50 | 2024.04.17 01:21 | modify | 15 | 0.10 | 99.242 | 0.000 | 97.442 | ||
| 51 | 2024.04.18 12:30 | close | 15 | 0.10 | 99.432 | 0.000 | 97.442 | -15.53 | 952.21 |
| 52 | 2024.04.18 12:30 | buy | 16 | 0.10 | 99.432 | 0.000 | 0.000 | ||
| 53 | 2024.04.18 12:30 | modify | 16 | 0.10 | 99.432 | 0.000 | 101.232 | ||
| 54 | 2024.04.25 00:53 | modify | 16 | 0.10 | 99.432 | 100.232 | 101.232 | ||
| 55 | 2024.04.25 00:53 | modify | 16 | 0.10 | 99.432 | 100.832 | 101.232 | ||
| 56 | 2024.04.25 04:57 | t/p | 16 | 0.10 | 101.232 | 100.832 | 101.232 | 118.68 | 1070.88 |
| 57 | 2024.04.25 13:10 | buy | 17 | 0.10 | 101.029 | 0.000 | 0.000 | ||
| 58 | 2024.04.25 13:10 | modify | 17 | 0.10 | 101.029 | 0.000 | 102.829 | ||
| 59 | 2024.04.26 08:44 | modify | 17 | 0.10 | 101.029 | 102.429 | 102.829 | ||
| 60 | 2024.04.26 09:16 | s/l | 17 | 0.10 | 102.429 | 102.429 | 102.829 | 90.51 | 1161.40 |
| 61 | 2024.05.03 12:30 | sell | 18 | 0.10 | 101.007 | 0.000 | 0.000 | ||
| 62 | 2024.05.03 12:30 | modify | 18 | 0.10 | 101.007 | 0.000 | 99.207 | ||
| 63 | 2024.05.10 20:59 | close | 18 | 0.10 | 102.823 | 0.000 | 99.207 | -124.55 | 1036.84 |
| 64 | 2024.05.10 20:59 | buy | 19 | 0.10 | 102.823 | 0.000 | 0.000 | ||
| 65 | 2024.05.10 20:59 | modify | 19 | 0.10 | 102.823 | 0.000 | 104.623 | ||
| 66 | 2024.05.19 23:28 | modify | 19 | 0.10 | 102.823 | 104.223 | 104.623 | ||
| 67 | 2024.05.20 07:11 | s/l | 19 | 0.10 | 104.223 | 104.223 | 104.623 | 93.32 | 1130.16 |
| 68 | 2024.05.20 11:27 | buy | 20 | 0.10 | 104.135 | 0.000 | 0.000 | ||
| 69 | 2024.05.20 11:27 | modify | 20 | 0.10 | 104.135 | 0.000 | 105.935 | ||
| 70 | 2024.06.20 10:30 | modify | 20 | 0.10 | 104.135 | 104.935 | 105.935 | ||
| 71 | 2024.06.20 10:31 | modify | 20 | 0.10 | 104.135 | 105.535 | 105.935 | ||
| 72 | 2024.06.21 01:31 | t/p | 20 | 0.10 | 105.935 | 105.535 | 105.935 | 129.54 | 1259.70 |
| 73 | 2024.06.24 10:05 | buy | 21 | 0.10 | 105.993 | 0.000 | 0.000 | ||
| 74 | 2024.06.24 10:05 | modify | 21 | 0.10 | 105.993 | 0.000 | 107.793 | ||
| 75 | 2024.07.01 08:16 | modify | 21 | 0.10 | 105.993 | 107.393 | 107.793 | ||
| 76 | 2024.07.01 13:37 | t/p | 21 | 0.10 | 107.793 | 107.393 | 107.793 | 118.67 | 1378.37 |
| 77 | 2024.07.01 21:05 | buy | 22 | 0.10 | 107.364 | 0.000 | 0.000 | ||
| 78 | 2024.07.01 21:05 | modify | 22 | 0.10 | 107.364 | 0.000 | 109.164 | ||
| 79 | 2024.07.10 13:33 | modify | 22 | 0.10 | 107.364 | 108.764 | 109.164 | ||
| 80 | 2024.07.11 01:44 | t/p | 22 | 0.10 | 109.164 | 108.764 | 109.164 | 120.67 | 1499.04 |
| 81 | 2024.07.17 01:33 | sell | 23 | 0.10 | 106.819 | 0.000 | 0.000 | ||
| 82 | 2024.07.17 01:33 | modify | 23 | 0.10 | 106.819 | 0.000 | 105.019 | ||
| 83 | 2024.07.17 16:13 | modify | 23 | 0.10 | 106.819 | 105.419 | 105.019 | ||
| 84 | 2024.07.17 18:58 | t/p | 23 | 0.10 | 105.019 | 105.419 | 105.019 | 115.82 | 1614.86 |
| 85 | 2024.07.25 13:20 | sell | 24 | 0.10 | 100.846 | 0.000 | 0.000 | ||
| 86 | 2024.07.25 13:20 | modify | 24 | 0.10 | 100.846 | 0.000 | 99.046 | ||
| 87 | 2024.07.31 01:30 | modify | 24 | 0.10 | 100.846 | 99.446 | 99.046 | ||
| 88 | 2024.07.31 01:30 | t/p | 24 | 0.10 | 99.046 | 99.446 | 99.046 | 111.39 | 1726.24 |
| 89 | 2024.08.01 11:47 | sell | 25 | 0.10 | 98.408 | 0.000 | 0.000 | ||
| 90 | 2024.08.01 11:47 | modify | 25 | 0.10 | 98.408 | 0.000 | 96.608 | ||
| 91 | 2024.08.01 22:11 | modify | 25 | 0.10 | 98.408 | 97.008 | 96.608 | ||
| 92 | 2024.08.01 22:26 | s/l | 25 | 0.10 | 97.008 | 97.008 | 96.608 | 90.05 | 1816.29 |
| 93 | 2024.08.07 20:57 | buy | 26 | 0.10 | 95.650 | 0.000 | 0.000 | ||
| 94 | 2024.08.07 20:57 | modify | 26 | 0.10 | 95.650 | 0.000 | 97.450 | ||
| 95 | 2024.08.08 23:11 | modify | 26 | 0.10 | 95.650 | 96.450 | 97.450 | ||
| 96 | 2024.08.08 23:11 | modify | 26 | 0.10 | 95.650 | 97.050 | 97.450 | ||
| 97 | 2024.08.09 00:15 | s/l | 26 | 0.10 | 97.050 | 97.050 | 97.450 | 91.69 | 1907.98 |
| 98 | 2024.08.16 11:07 | buy | 27 | 0.10 | 98.301 | 0.000 | 0.000 | ||
| 99 | 2024.08.16 11:07 | modify | 27 | 0.10 | 98.301 | 0.000 | 100.101 | ||
| 100 | 2024.09.06 12:30 | close | 27 | 0.10 | 96.768 | 0.000 | 100.101 | -90.21 | 1817.77 |
| 101 | 2024.09.06 12:30 | sell | 28 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 102 | 2024.09.06 12:30 | modify | 28 | 0.10 | 96.768 | 0.000 | 94.968 | ||
| 103 | 2024.09.06 15:15 | modify | 28 | 0.10 | 96.768 | 95.368 | 94.968 | ||
| 104 | 2024.09.06 15:19 | t/p | 28 | 0.10 | 94.968 | 95.368 | 94.968 | 115.84 | 1933.61 |
| 105 | 2024.09.09 01:58 | sell | 29 | 0.10 | 95.593 | 0.000 | 0.000 | ||
| 106 | 2024.09.09 01:58 | modify | 29 | 0.10 | 95.593 | 0.000 | 93.793 | ||
| 107 | 2024.09.11 04:06 | modify | 29 | 0.10 | 95.593 | 94.193 | 93.793 | ||
| 108 | 2024.09.11 04:21 | t/p | 29 | 0.10 | 93.793 | 94.193 | 93.793 | 113.64 | 2047.25 |
| 109 | 2024.09.11 17:03 | sell | 30 | 0.10 | 94.597 | 0.000 | 0.000 | ||
| 110 | 2024.09.11 17:03 | modify | 30 | 0.10 | 94.597 | 0.000 | 92.797 | ||
| 111 | 2024.09.18 18:00 | close | 30 | 0.10 | 95.761 | 0.000 | 92.797 | -82.61 | 1964.64 |
| 112 | 2024.09.18 18:00 | buy | 31 | 0.10 | 95.761 | 0.000 | 0.000 | ||
| 113 | 2024.09.18 18:00 | modify | 31 | 0.10 | 95.761 | 0.000 | 97.561 | ||
| 114 | 2024.09.19 08:11 | modify | 31 | 0.10 | 95.761 | 97.161 | 97.561 | ||
| 115 | 2024.09.19 09:05 | t/p | 31 | 0.10 | 97.561 | 97.161 | 97.561 | 117.06 | 2081.70 |
| 116 | 2024.09.20 01:00 | buy | 32 | 0.10 | 96.945 | 0.000 | 0.000 | ||
| 117 | 2024.09.20 01:00 | modify | 32 | 0.10 | 96.945 | 0.000 | 98.745 | ||
| 118 | 2024.09.23 03:18 | modify | 32 | 0.10 | 96.945 | 98.345 | 98.745 | ||
| 119 | 2024.09.23 06:08 | s/l | 32 | 0.10 | 98.345 | 98.345 | 98.745 | 90.52 | 2172.22 |
| 120 | 2024.09.23 07:15 | buy | 33 | 0.10 | 97.887 | 0.000 | 0.000 | ||
| 121 | 2024.09.23 07:15 | modify | 33 | 0.10 | 97.887 | 0.000 | 99.687 | ||
| 122 | 2024.09.26 07:07 | modify | 33 | 0.10 | 97.887 | 99.287 | 99.687 | ||
| 123 | 2024.09.26 11:20 | s/l | 33 | 0.10 | 99.287 | 99.287 | 99.687 | 92.14 | 2264.36 |
| 124 | 2024.09.27 06:23 | buy | 34 | 0.10 | 99.554 | 0.000 | 0.000 | ||
| 125 | 2024.09.27 06:23 | modify | 34 | 0.10 | 99.554 | 0.000 | 101.354 | ||
| 126 | 2024.10.03 00:56 | modify | 34 | 0.10 | 99.554 | 100.354 | 101.354 | ||
| 127 | 2024.10.03 00:56 | modify | 34 | 0.10 | 99.554 | 100.954 | 101.354 | ||
| 128 | 2024.10.03 01:31 | s/l | 34 | 0.10 | 100.954 | 100.954 | 101.354 | 92.55 | 2356.91 |
| 129 | 2024.10.07 07:15 | buy | 35 | 0.10 | 100.853 | 0.000 | 0.000 | ||
| 130 | 2024.10.07 07:15 | modify | 35 | 0.10 | 100.853 | 0.000 | 102.653 | ||
| 131 | 2024.10.27 21:04 | close | 35 | 0.10 | 101.221 | 0.000 | 102.653 | 31.74 | 2388.65 |
| 132 | 2024.10.27 21:04 | sell | 36 | 0.10 | 101.221 | 0.000 | 0.000 | ||
| 133 | 2024.10.27 21:04 | modify | 36 | 0.10 | 101.221 | 0.000 | 99.421 | ||
| 134 | 2024.10.31 15:52 | modify | 36 | 0.10 | 101.221 | 99.821 | 99.421 | ||
| 135 | 2024.10.31 16:00 | s/l | 36 | 0.10 | 99.821 | 99.821 | 99.421 | 83.51 | 2472.16 |