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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1912 | Ticks modelled | 18622042 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 684.81 | Gross profit | 857.30 | Gross loss | -172.49 |
| Profit factor | 4.97 | Expected payoff | 42.80 | ||
| Absolute drawdown | 81.67 | Maximal drawdown | 276.42 (22.27%) | Relative drawdown | 22.27% (276.42) |
| Total trades | 16 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 15 (93.75%) | Loss trades (% of total) | 1 (6.25%) | ||
| Largest | profit trade | 141.70 | loss trade | -172.49 | |
| Average | profit trade | 57.15 | loss trade | -172.49 | |
| Maximum | consecutive wins (profit in money) | 10 (200.21) | consecutive losses (loss in money) | 1 (-172.49) | |
| Maximal | consecutive profit (count of wins) | 657.08 (5) | consecutive loss (count of losses) | -172.49 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 13:00 | buy | 1 | 0.10 | 1.68139 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.01 13:00 | modify | 1 | 0.10 | 1.68139 | 1.65739 | 1.70139 | ||
| 3 | 2023.11.02 12:21 | modify | 1 | 0.10 | 1.68139 | 1.68189 | 1.70139 | ||
| 4 | 2023.11.02 13:37 | s/l | 1 | 0.10 | 1.68189 | 1.68189 | 1.70139 | 3.15 | 1003.15 |
| 5 | 2023.11.02 13:37 | buy | 2 | 0.10 | 1.68239 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.02 13:37 | modify | 2 | 0.10 | 1.68239 | 1.65839 | 1.70239 | ||
| 7 | 2023.11.03 14:30 | modify | 2 | 0.10 | 1.68239 | 1.68289 | 1.70239 | ||
| 8 | 2023.11.12 22:38 | s/l | 2 | 0.10 | 1.68289 | 1.68289 | 1.70239 | 2.48 | 1005.63 |
| 9 | 2023.11.22 15:32 | buy | 3 | 0.10 | 1.71377 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.22 15:32 | modify | 3 | 0.10 | 1.71377 | 1.68977 | 1.73377 | ||
| 11 | 2023.11.24 10:50 | modify | 3 | 0.10 | 1.71377 | 1.71427 | 1.73377 | ||
| 12 | 2023.11.24 14:51 | s/l | 3 | 0.10 | 1.71427 | 1.71427 | 1.73377 | 3.02 | 1008.65 |
| 13 | 2023.12.07 11:00 | sell | 4 | 0.10 | 1.71061 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.07 11:00 | modify | 4 | 0.10 | 1.71061 | 1.73461 | 1.69061 | ||
| 15 | 2023.12.08 13:30 | modify | 4 | 0.10 | 1.71061 | 1.71011 | 1.69061 | ||
| 16 | 2023.12.11 10:54 | s/l | 4 | 0.10 | 1.71011 | 1.71011 | 1.69061 | 2.64 | 1011.29 |
| 17 | 2023.12.12 10:34 | sell | 5 | 0.10 | 1.70653 | 0.00000 | 0.00000 | ||
| 18 | 2023.12.12 10:34 | modify | 5 | 0.10 | 1.70653 | 1.73053 | 1.68653 | ||
| 19 | 2023.12.13 12:32 | modify | 5 | 0.10 | 1.70653 | 1.70603 | 1.68653 | ||
| 20 | 2023.12.13 19:37 | s/l | 5 | 0.10 | 1.70603 | 1.70603 | 1.68653 | 3.10 | 1014.39 |
| 21 | 2023.12.22 11:15 | sell | 6 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
| 22 | 2023.12.22 11:15 | modify | 6 | 0.10 | 1.69052 | 1.71452 | 1.67052 | ||
| 23 | 2023.12.22 14:37 | modify | 6 | 0.10 | 1.69052 | 1.69002 | 1.67052 | ||
| 24 | 2023.12.27 16:03 | s/l | 6 | 0.10 | 1.69002 | 1.69002 | 1.67052 | 2.18 | 1016.57 |
| 25 | 2024.01.11 13:30 | buy | 7 | 0.10 | 1.70148 | 0.00000 | 0.00000 | ||
| 26 | 2024.01.11 13:30 | modify | 7 | 0.10 | 1.70148 | 1.67748 | 1.72148 | ||
| 27 | 2024.01.11 16:07 | modify | 7 | 0.10 | 1.70148 | 1.70198 | 1.72148 | ||
| 28 | 2024.01.12 12:00 | s/l | 7 | 0.10 | 1.70198 | 1.70198 | 1.72148 | 3.42 | 1020.00 |
| 29 | 2024.01.22 13:00 | sell | 8 | 0.10 | 1.70844 | 0.00000 | 0.00000 | ||
| 30 | 2024.01.22 13:00 | modify | 8 | 0.10 | 1.70844 | 1.73244 | 1.68844 | ||
| 31 | 2024.01.24 15:04 | modify | 8 | 0.10 | 1.70844 | 1.73244 | 1.69844 | ||
| 32 | 2024.01.30 06:57 | modify | 8 | 0.10 | 1.70844 | 1.70794 | 1.69844 | ||
| 33 | 2024.02.01 15:00 | t/p | 8 | 0.10 | 1.69844 | 1.70794 | 1.69844 | 65.68 | 1085.67 |
| 34 | 2024.02.01 16:22 | sell | 9 | 0.10 | 1.70358 | 0.00000 | 0.00000 | ||
| 35 | 2024.02.01 16:22 | modify | 9 | 0.10 | 1.70358 | 1.72758 | 1.68358 | ||
| 36 | 2024.02.05 10:14 | modify | 9 | 0.10 | 1.70358 | 1.70308 | 1.68358 | ||
| 37 | 2024.02.07 08:27 | s/l | 9 | 0.10 | 1.70308 | 1.70308 | 1.68358 | 1.73 | 1087.40 |
| 38 | 2024.02.29 15:52 | buy | 10 | 0.10 | 1.71528 | 0.00000 | 0.00000 | ||
| 39 | 2024.02.29 15:52 | modify | 10 | 0.10 | 1.71528 | 1.69128 | 1.73528 | ||
| 40 | 2024.03.04 14:46 | modify | 10 | 0.10 | 1.71528 | 1.71578 | 1.73528 | ||
| 41 | 2024.03.08 15:05 | modify | 10 | 0.10 | 1.71528 | 1.73128 | 1.73528 | ||
| 42 | 2024.03.08 16:16 | s/l | 10 | 0.10 | 1.73128 | 1.73128 | 1.73528 | 112.82 | 1200.21 |
| 43 | 2024.04.10 13:45 | buy | 11 | 0.10 | 1.71801 | 0.00000 | 0.00000 | ||
| 44 | 2024.04.10 13:45 | modify | 11 | 0.10 | 1.71801 | 1.69401 | 1.73801 | ||
| 45 | 2024.04.19 14:46 | modify | 11 | 0.10 | 1.71801 | 1.69401 | 1.72801 | ||
| 46 | 2024.04.19 15:57 | modify | 11 | 0.10 | 1.71801 | 1.69401 | 1.72401 | ||
| 47 | 2024.04.19 17:51 | modify | 11 | 0.10 | 1.71801 | 1.69401 | 1.72001 | ||
| 48 | 2024.04.22 09:14 | modify | 11 | 0.10 | 1.71801 | 1.69401 | 1.71601 | ||
| 49 | 2024.04.22 09:52 | s/l | 11 | 0.10 | 1.69401 | 1.69401 | 1.71601 | -172.49 | 1027.73 |
| 50 | 2024.05.02 08:28 | buy | 12 | 0.10 | 1.71648 | 0.00000 | 0.00000 | ||
| 51 | 2024.05.02 08:28 | modify | 12 | 0.10 | 1.71648 | 1.69248 | 1.73648 | ||
| 52 | 2024.05.15 12:31 | modify | 12 | 0.10 | 1.71648 | 1.71698 | 1.73648 | ||
| 53 | 2024.05.21 12:34 | modify | 12 | 0.10 | 1.71648 | 1.73248 | 1.73648 | ||
| 54 | 2024.05.21 13:50 | t/p | 12 | 0.10 | 1.73648 | 1.73248 | 1.73648 | 140.07 | 1167.80 |
| 55 | 2024.05.28 21:05 | buy | 13 | 0.10 | 1.74052 | 0.00000 | 0.00000 | ||
| 56 | 2024.05.28 21:05 | modify | 13 | 0.10 | 1.74052 | 1.71652 | 1.76052 | ||
| 57 | 2024.06.04 01:34 | modify | 13 | 0.10 | 1.74052 | 1.74102 | 1.76052 | ||
| 58 | 2024.06.12 12:32 | modify | 13 | 0.10 | 1.74052 | 1.75657 | 1.76052 | ||
| 59 | 2024.06.12 13:55 | s/l | 13 | 0.10 | 1.75657 | 1.75657 | 1.76052 | 112.22 | 1280.02 |
| 60 | 2024.06.19 06:30 | sell | 14 | 0.10 | 1.74507 | 0.00000 | 0.00000 | ||
| 61 | 2024.06.19 06:30 | modify | 14 | 0.10 | 1.74507 | 1.76907 | 1.72507 | ||
| 62 | 2024.06.20 11:00 | modify | 14 | 0.10 | 1.74507 | 1.74457 | 1.72507 | ||
| 63 | 2024.06.25 12:30 | modify | 14 | 0.10 | 1.74507 | 1.72763 | 1.72507 | ||
| 64 | 2024.06.25 12:30 | s/l | 14 | 0.10 | 1.72763 | 1.72763 | 1.72507 | 121.39 | 1401.41 |
| 65 | 2024.07.09 15:41 | buy | 15 | 0.10 | 1.74402 | 0.00000 | 0.00000 | ||
| 66 | 2024.07.09 15:41 | modify | 15 | 0.10 | 1.74402 | 1.72002 | 1.76402 | ||
| 67 | 2024.07.10 20:55 | modify | 15 | 0.10 | 1.74402 | 1.74452 | 1.76402 | ||
| 68 | 2024.07.12 08:38 | modify | 15 | 0.10 | 1.74402 | 1.76002 | 1.76402 | ||
| 69 | 2024.07.12 10:09 | t/p | 15 | 0.10 | 1.76402 | 1.76002 | 1.76402 | 141.70 | 1543.11 |
| 70 | 2024.09.17 21:05 | buy | 16 | 0.10 | 1.78706 | 0.00000 | 0.00000 | ||
| 71 | 2024.09.17 21:05 | modify | 16 | 0.10 | 1.78706 | 1.76306 | 1.80706 | ||
| 72 | 2024.09.18 07:49 | modify | 16 | 0.10 | 1.78706 | 1.78756 | 1.80706 | ||
| 73 | 2024.09.20 06:00 | modify | 16 | 0.10 | 1.78706 | 1.80307 | 1.80706 | ||
| 74 | 2024.09.20 07:01 | t/p | 16 | 0.10 | 1.80706 | 1.80307 | 1.80706 | 141.70 | 1684.81 |