Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=12; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=60; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=20; TrailingStep=30; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 2612 | Ticks modelled | 79463 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1198.77 | Gross profit | 1199.79 | Gross loss | -1.03 |
| Profit factor | 1168.71 | Expected payoff | 66.60 | ||
| Absolute drawdown | 33.09 | Maximal drawdown | 152.35 (11.02%) | Relative drawdown | 11.02% (152.35) |
| Total trades | 18 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 142.01 | loss trade | -1.03 | |
| Average | profit trade | 70.58 | loss trade | -1.03 | |
| Maximum | consecutive wins (profit in money) | 10 (399.11) | consecutive losses (loss in money) | 1 (-1.03) | |
| Maximal | consecutive profit (count of wins) | 800.68 (7) | consecutive loss (count of losses) | -1.03 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 13:06 | buy | 1 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.01 13:06 | modify | 1 | 0.10 | 1.68085 | 1.65685 | 1.70085 | ||
| 3 | 2023.11.02 12:30 | modify | 1 | 0.10 | 1.68085 | 1.68135 | 1.70085 | ||
| 4 | 2023.11.02 13:40 | s/l | 1 | 0.10 | 1.68135 | 1.68135 | 1.70085 | 3.15 | 1003.15 |
| 5 | 2023.11.02 13:40 | buy | 2 | 0.10 | 1.67930 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.02 13:40 | modify | 2 | 0.10 | 1.67930 | 1.65530 | 1.69930 | ||
| 7 | 2023.11.03 12:40 | modify | 2 | 0.10 | 1.67930 | 1.67980 | 1.69930 | ||
| 8 | 2023.11.08 16:40 | modify | 2 | 0.10 | 1.67930 | 1.69543 | 1.69930 | ||
| 9 | 2023.11.08 19:40 | s/l | 2 | 0.10 | 1.69543 | 1.69543 | 1.69930 | 114.31 | 1117.46 |
| 10 | 2023.11.09 11:40 | buy | 3 | 0.10 | 1.69045 | 0.00000 | 0.00000 | ||
| 11 | 2023.11.09 11:40 | modify | 3 | 0.10 | 1.69045 | 1.66645 | 1.71045 | ||
| 12 | 2023.11.14 07:06 | modify | 3 | 0.10 | 1.69045 | 1.69095 | 1.71045 | ||
| 13 | 2023.11.14 14:20 | modify | 3 | 0.10 | 1.69045 | 1.70693 | 1.71045 | ||
| 14 | 2023.11.14 14:40 | t/p | 3 | 0.10 | 1.71045 | 1.70693 | 1.71045 | 142.01 | 1259.47 |
| 15 | 2023.11.22 15:30 | buy | 4 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
| 16 | 2023.11.22 15:30 | modify | 4 | 0.10 | 1.71360 | 1.68960 | 1.73360 | ||
| 17 | 2023.11.24 10:40 | modify | 4 | 0.10 | 1.71360 | 1.71410 | 1.73360 | ||
| 18 | 2023.11.24 14:40 | s/l | 4 | 0.10 | 1.71410 | 1.71410 | 1.73360 | 3.02 | 1262.49 |
| 19 | 2023.12.07 11:05 | sell | 5 | 0.10 | 1.71077 | 0.00000 | 0.00000 | ||
| 20 | 2023.12.07 11:05 | modify | 5 | 0.10 | 1.71077 | 1.73477 | 1.69077 | ||
| 21 | 2023.12.08 13:30 | modify | 5 | 0.10 | 1.71077 | 1.71027 | 1.69077 | ||
| 22 | 2023.12.11 11:20 | s/l | 5 | 0.10 | 1.71027 | 1.71027 | 1.69077 | 2.64 | 1265.13 |
| 23 | 2023.12.12 10:40 | sell | 6 | 0.10 | 1.70669 | 0.00000 | 0.00000 | ||
| 24 | 2023.12.12 10:40 | modify | 6 | 0.10 | 1.70669 | 1.73069 | 1.68669 | ||
| 25 | 2023.12.13 10:40 | modify | 6 | 0.10 | 1.70669 | 1.70619 | 1.68669 | ||
| 26 | 2023.12.13 19:33 | s/l | 6 | 0.10 | 1.70619 | 1.70619 | 1.68669 | 3.10 | 1268.24 |
| 27 | 2023.12.22 11:30 | sell | 7 | 0.10 | 1.69070 | 0.00000 | 0.00000 | ||
| 28 | 2023.12.22 11:30 | modify | 7 | 0.10 | 1.69070 | 1.71470 | 1.67070 | ||
| 29 | 2023.12.22 14:40 | modify | 7 | 0.10 | 1.69070 | 1.69020 | 1.67070 | ||
| 30 | 2023.12.27 16:30 | s/l | 7 | 0.10 | 1.69020 | 1.69020 | 1.67070 | 2.18 | 1270.42 |
| 31 | 2024.01.11 13:40 | buy | 8 | 0.10 | 1.70071 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.11 13:40 | modify | 8 | 0.10 | 1.70071 | 1.67671 | 1.72071 | ||
| 33 | 2024.01.11 15:40 | modify | 8 | 0.10 | 1.70071 | 1.70121 | 1.72071 | ||
| 34 | 2024.01.22 13:20 | close | 8 | 0.10 | 1.70897 | 1.70121 | 1.72071 | 57.60 | 1328.02 |
| 35 | 2024.01.22 13:20 | sell | 9 | 0.10 | 1.70897 | 0.00000 | 0.00000 | ||
| 36 | 2024.01.22 13:20 | modify | 9 | 0.10 | 1.70897 | 1.73297 | 1.68897 | ||
| 37 | 2024.01.24 15:30 | modify | 9 | 0.10 | 1.70897 | 1.73297 | 1.69897 | ||
| 38 | 2024.01.30 06:40 | modify | 9 | 0.10 | 1.70897 | 1.70847 | 1.69897 | ||
| 39 | 2024.01.30 15:05 | t/p | 9 | 0.10 | 1.69897 | 1.70847 | 1.69897 | 67.53 | 1395.55 |
| 40 | 2024.02.01 12:40 | sell | 10 | 0.10 | 1.70535 | 0.00000 | 0.00000 | ||
| 41 | 2024.02.01 12:40 | modify | 10 | 0.10 | 1.70535 | 1.72935 | 1.68535 | ||
| 42 | 2024.02.01 14:53 | modify | 10 | 0.10 | 1.70535 | 1.70485 | 1.68535 | ||
| 43 | 2024.02.01 17:40 | s/l | 10 | 0.10 | 1.70485 | 1.70485 | 1.68535 | 3.56 | 1399.11 |
| 44 | 2024.02.01 17:40 | sell | 11 | 0.10 | 1.70450 | 0.00000 | 0.00000 | ||
| 45 | 2024.02.01 17:40 | modify | 11 | 0.10 | 1.70450 | 1.72850 | 1.68450 | ||
| 46 | 2024.02.04 22:15 | modify | 11 | 0.10 | 1.70450 | 1.70400 | 1.68450 | ||
| 47 | 2024.02.13 10:40 | s/l | 11 | 0.10 | 1.70400 | 1.70400 | 1.68450 | -1.03 | 1398.08 |
| 48 | 2024.02.29 15:40 | buy | 12 | 0.10 | 1.71475 | 0.00000 | 0.00000 | ||
| 49 | 2024.02.29 15:40 | modify | 12 | 0.10 | 1.71475 | 1.69075 | 1.73475 | ||
| 50 | 2024.03.04 13:05 | modify | 12 | 0.10 | 1.71475 | 1.71525 | 1.73475 | ||
| 51 | 2024.03.08 15:20 | modify | 12 | 0.10 | 1.71475 | 1.73085 | 1.73475 | ||
| 52 | 2024.03.08 16:40 | s/l | 12 | 0.10 | 1.73085 | 1.73085 | 1.73475 | 113.56 | 1511.64 |
| 53 | 2024.04.10 13:30 | buy | 13 | 0.10 | 1.71740 | 0.00000 | 0.00000 | ||
| 54 | 2024.04.10 13:30 | modify | 13 | 0.10 | 1.71740 | 1.69340 | 1.73740 | ||
| 55 | 2024.04.16 13:40 | modify | 13 | 0.10 | 1.71740 | 1.71790 | 1.73740 | ||
| 56 | 2024.04.16 15:40 | s/l | 13 | 0.10 | 1.71790 | 1.71790 | 1.73740 | 2.75 | 1514.38 |
| 57 | 2024.05.02 08:40 | buy | 14 | 0.10 | 1.71646 | 0.00000 | 0.00000 | ||
| 58 | 2024.05.02 08:40 | modify | 14 | 0.10 | 1.71646 | 1.69246 | 1.73646 | ||
| 59 | 2024.05.15 12:40 | modify | 14 | 0.10 | 1.71646 | 1.71696 | 1.73646 | ||
| 60 | 2024.05.21 12:30 | modify | 14 | 0.10 | 1.71646 | 1.73286 | 1.73646 | ||
| 61 | 2024.05.21 13:40 | t/p | 14 | 0.10 | 1.73646 | 1.73286 | 1.73646 | 140.11 | 1654.50 |
| 62 | 2024.05.28 21:00 | buy | 15 | 0.10 | 1.74052 | 0.00000 | 0.00000 | ||
| 63 | 2024.05.28 21:00 | modify | 15 | 0.10 | 1.74052 | 1.71652 | 1.76052 | ||
| 64 | 2024.06.04 01:40 | modify | 15 | 0.10 | 1.74052 | 1.74102 | 1.76052 | ||
| 65 | 2024.06.12 12:40 | modify | 15 | 0.10 | 1.74052 | 1.75782 | 1.76052 | ||
| 66 | 2024.06.12 12:55 | s/l | 15 | 0.10 | 1.75782 | 1.75782 | 1.76052 | 121.16 | 1775.66 |
| 67 | 2024.06.19 06:30 | sell | 16 | 0.10 | 1.74550 | 0.00000 | 0.00000 | ||
| 68 | 2024.06.19 06:30 | modify | 16 | 0.10 | 1.74550 | 1.76950 | 1.72550 | ||
| 69 | 2024.06.20 11:40 | modify | 16 | 0.10 | 1.74550 | 1.74500 | 1.72550 | ||
| 70 | 2024.06.25 12:40 | t/p | 16 | 0.10 | 1.72550 | 1.74500 | 1.72550 | 139.65 | 1915.30 |
| 71 | 2024.07.09 15:40 | buy | 17 | 0.10 | 1.74385 | 0.00000 | 0.00000 | ||
| 72 | 2024.07.09 15:40 | modify | 17 | 0.10 | 1.74385 | 1.71985 | 1.76385 | ||
| 73 | 2024.07.10 20:30 | modify | 17 | 0.10 | 1.74385 | 1.74435 | 1.76385 | ||
| 74 | 2024.07.12 08:30 | modify | 17 | 0.10 | 1.74385 | 1.76011 | 1.76385 | ||
| 75 | 2024.07.12 10:20 | t/p | 17 | 0.10 | 1.76385 | 1.76011 | 1.76385 | 141.73 | 2057.04 |
| 76 | 2024.09.17 21:00 | buy | 18 | 0.10 | 1.78706 | 0.00000 | 0.00000 | ||
| 77 | 2024.09.17 21:00 | modify | 18 | 0.10 | 1.78706 | 1.76306 | 1.80706 | ||
| 78 | 2024.09.18 07:40 | modify | 18 | 0.10 | 1.78706 | 1.78756 | 1.80706 | ||
| 79 | 2024.09.20 06:30 | modify | 18 | 0.10 | 1.78706 | 1.80378 | 1.80706 | ||
| 80 | 2024.09.20 07:05 | t/p | 18 | 0.10 | 1.80706 | 1.80378 | 1.80706 | 141.73 | 2198.77 |