Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 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=5; RSI_OBSLevels=6; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=200; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=120; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=25; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2612 | Ticks modelled | 79098 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 2189.14 | Gross profit | 2252.93 | Gross loss | -63.79 |
| Profit factor | 35.32 | Expected payoff | 115.22 | ||
| Absolute drawdown | 1.70 | Maximal drawdown | 159.18 (6.88%) | Relative drawdown | 9.20% (147.29) |
| Total trades | 19 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
| Largest | profit trade | 160.00 | loss trade | -41.30 | |
| Average | profit trade | 132.53 | loss trade | -31.90 | |
| Maximum | consecutive wins (profit in money) | 9 (1183.85) | consecutive losses (loss in money) | 1 (-41.30) | |
| Maximal | consecutive profit (count of wins) | 1183.85 (9) | consecutive loss (count of losses) | -41.30 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 08:33 | buy | 1 | 0.10 | 1.21886 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.03 08:33 | modify | 1 | 0.10 | 1.21886 | 1.19486 | 1.23486 | ||
| 3 | 2023.11.03 12:40 | modify | 1 | 0.10 | 1.21886 | 1.22686 | 1.23486 | ||
| 4 | 2023.11.03 13:40 | modify | 1 | 0.10 | 1.21886 | 1.23086 | 1.23486 | ||
| 5 | 2023.11.03 14:40 | t/p | 1 | 0.10 | 1.23486 | 1.23086 | 1.23486 | 160.00 | 1160.00 |
| 6 | 2023.11.22 05:40 | buy | 2 | 0.10 | 1.25265 | 0.00000 | 0.00000 | ||
| 7 | 2023.11.22 05:40 | modify | 2 | 0.10 | 1.25265 | 1.22865 | 1.26865 | ||
| 8 | 2023.11.27 12:30 | modify | 2 | 0.10 | 1.25265 | 1.25365 | 1.26865 | ||
| 9 | 2023.11.28 13:40 | modify | 2 | 0.10 | 1.25265 | 1.26065 | 1.26865 | ||
| 10 | 2023.11.28 15:20 | modify | 2 | 0.10 | 1.25265 | 1.26465 | 1.26865 | ||
| 11 | 2023.11.28 15:40 | t/p | 2 | 0.10 | 1.26865 | 1.26465 | 1.26865 | 158.03 | 1318.03 |
| 12 | 2023.12.01 08:30 | sell | 3 | 0.10 | 1.26532 | 0.00000 | 0.00000 | ||
| 13 | 2023.12.01 08:30 | modify | 3 | 0.10 | 1.26532 | 1.28932 | 1.24932 | ||
| 14 | 2023.12.08 13:30 | modify | 3 | 0.10 | 1.26532 | 1.26432 | 1.24932 | ||
| 15 | 2023.12.08 13:40 | modify | 3 | 0.10 | 1.26532 | 1.25732 | 1.24932 | ||
| 16 | 2023.12.08 14:40 | modify | 3 | 0.10 | 1.26532 | 1.25332 | 1.24932 | ||
| 17 | 2023.12.08 15:06 | s/l | 3 | 0.10 | 1.25332 | 1.25332 | 1.24932 | 119.38 | 1437.40 |
| 18 | 2023.12.29 15:40 | sell | 4 | 0.10 | 1.27592 | 0.00000 | 0.00000 | ||
| 19 | 2023.12.29 15:40 | modify | 4 | 0.10 | 1.27592 | 1.29992 | 1.25992 | ||
| 20 | 2024.01.02 12:40 | modify | 4 | 0.10 | 1.27592 | 1.27492 | 1.25992 | ||
| 21 | 2024.01.02 13:30 | modify | 4 | 0.10 | 1.27592 | 1.26792 | 1.25992 | ||
| 22 | 2024.01.02 15:40 | modify | 4 | 0.10 | 1.27592 | 1.26392 | 1.25992 | ||
| 23 | 2024.01.02 17:40 | s/l | 4 | 0.10 | 1.26392 | 1.26392 | 1.25992 | 119.82 | 1557.22 |
| 24 | 2024.01.17 08:05 | sell | 5 | 0.10 | 1.26735 | 0.00000 | 0.00000 | ||
| 25 | 2024.01.17 08:05 | modify | 5 | 0.10 | 1.26735 | 1.29135 | 1.25135 | ||
| 26 | 2024.02.05 12:53 | modify | 5 | 0.10 | 1.26735 | 1.26635 | 1.25135 | ||
| 27 | 2024.02.05 13:40 | modify | 5 | 0.10 | 1.26735 | 1.25935 | 1.25135 | ||
| 28 | 2024.02.05 15:33 | modify | 5 | 0.10 | 1.26735 | 1.25535 | 1.25135 | ||
| 29 | 2024.02.06 04:40 | s/l | 5 | 0.10 | 1.25535 | 1.25535 | 1.25135 | 118.22 | 1675.44 |
| 30 | 2024.02.08 08:40 | buy | 6 | 0.10 | 1.26154 | 0.00000 | 0.00000 | ||
| 31 | 2024.02.08 08:40 | modify | 6 | 0.10 | 1.26154 | 1.23754 | 1.27754 | ||
| 32 | 2024.03.05 15:33 | modify | 6 | 0.10 | 1.26154 | 1.26254 | 1.27754 | ||
| 33 | 2024.03.06 15:30 | modify | 6 | 0.10 | 1.26154 | 1.26954 | 1.27754 | ||
| 34 | 2024.03.06 16:40 | modify | 6 | 0.10 | 1.26154 | 1.27354 | 1.27754 | ||
| 35 | 2024.03.06 20:33 | s/l | 6 | 0.10 | 1.27354 | 1.27354 | 1.27754 | 111.78 | 1787.22 |
| 36 | 2024.03.18 07:40 | sell | 7 | 0.10 | 1.27421 | 0.00000 | 0.00000 | ||
| 37 | 2024.03.18 07:40 | modify | 7 | 0.10 | 1.27421 | 1.29821 | 1.25821 | ||
| 38 | 2024.03.22 06:33 | modify | 7 | 0.10 | 1.27421 | 1.27321 | 1.25821 | ||
| 39 | 2024.03.22 07:20 | modify | 7 | 0.10 | 1.27421 | 1.26621 | 1.25821 | ||
| 40 | 2024.03.22 07:40 | modify | 7 | 0.10 | 1.27421 | 1.26221 | 1.25821 | ||
| 41 | 2024.03.22 10:33 | t/p | 7 | 0.10 | 1.25821 | 1.26221 | 1.25821 | 159.47 | 1946.69 |
| 42 | 2024.04.16 09:40 | sell | 8 | 0.10 | 1.24553 | 0.00000 | 0.00000 | ||
| 43 | 2024.04.16 09:40 | modify | 8 | 0.10 | 1.24553 | 1.26953 | 1.22953 | ||
| 44 | 2024.04.22 10:10 | modify | 8 | 0.10 | 1.24553 | 1.24453 | 1.22953 | ||
| 45 | 2024.04.22 10:30 | modify | 8 | 0.10 | 1.24553 | 1.23753 | 1.22953 | ||
| 46 | 2024.04.22 11:40 | modify | 8 | 0.10 | 1.24553 | 1.23353 | 1.22953 | ||
| 47 | 2024.04.22 14:40 | s/l | 8 | 0.10 | 1.23353 | 1.23353 | 1.22953 | 119.47 | 2066.15 |
| 48 | 2024.04.26 14:20 | buy | 9 | 0.10 | 1.24929 | 0.00000 | 0.00000 | ||
| 49 | 2024.04.26 14:20 | modify | 9 | 0.10 | 1.24929 | 1.22529 | 1.26529 | ||
| 50 | 2024.05.03 12:30 | modify | 9 | 0.10 | 1.24929 | 1.25029 | 1.26529 | ||
| 51 | 2024.05.03 12:40 | modify | 9 | 0.10 | 1.24929 | 1.26129 | 1.26529 | ||
| 52 | 2024.05.03 12:55 | s/l | 9 | 0.10 | 1.26129 | 1.26129 | 1.26529 | 117.70 | 2183.85 |
| 53 | 2024.05.09 10:05 | sell | 10 | 0.10 | 1.24961 | 0.00000 | 0.00000 | ||
| 54 | 2024.05.09 10:05 | modify | 10 | 0.10 | 1.24961 | 1.27361 | 1.23361 | ||
| 55 | 2024.05.12 21:00 | close | 10 | 0.10 | 1.25185 | 1.27361 | 1.23361 | -22.49 | 2161.36 |
| 56 | 2024.05.12 21:00 | buy | 11 | 0.10 | 1.25185 | 0.00000 | 0.00000 | ||
| 57 | 2024.05.12 21:00 | modify | 11 | 0.10 | 1.25185 | 1.22785 | 1.26785 | ||
| 58 | 2024.05.15 12:20 | modify | 11 | 0.10 | 1.25185 | 1.25985 | 1.26785 | ||
| 59 | 2024.05.15 12:40 | modify | 11 | 0.10 | 1.25185 | 1.26385 | 1.26785 | ||
| 60 | 2024.05.15 13:30 | s/l | 11 | 0.10 | 1.26385 | 1.26385 | 1.26785 | 119.01 | 2280.37 |
| 61 | 2024.06.10 16:05 | sell | 12 | 0.10 | 1.27362 | 0.00000 | 0.00000 | ||
| 62 | 2024.06.10 16:05 | modify | 12 | 0.10 | 1.27362 | 1.29762 | 1.25762 | ||
| 63 | 2024.06.21 13:40 | modify | 12 | 0.10 | 1.27362 | 1.27262 | 1.25762 | ||
| 64 | 2024.06.27 00:40 | modify | 12 | 0.10 | 1.27362 | 1.26562 | 1.25762 | ||
| 65 | 2024.06.27 10:40 | s/l | 12 | 0.10 | 1.26562 | 1.26562 | 1.25762 | 78.31 | 2358.68 |
| 66 | 2024.07.05 12:15 | buy | 13 | 0.10 | 1.27642 | 0.00000 | 0.00000 | ||
| 67 | 2024.07.05 12:15 | modify | 13 | 0.10 | 1.27642 | 1.25242 | 1.29242 | ||
| 68 | 2024.07.11 08:33 | modify | 13 | 0.10 | 1.27642 | 1.27742 | 1.29242 | ||
| 69 | 2024.07.11 12:20 | modify | 13 | 0.10 | 1.27642 | 1.28842 | 1.29242 | ||
| 70 | 2024.07.11 12:30 | t/p | 13 | 0.10 | 1.29242 | 1.28842 | 1.29242 | 158.03 | 2516.71 |
| 71 | 2024.07.15 17:40 | buy | 14 | 0.10 | 1.29646 | 0.00000 | 0.00000 | ||
| 72 | 2024.07.15 17:40 | modify | 14 | 0.10 | 1.29646 | 1.27246 | 1.31246 | ||
| 73 | 2024.07.22 17:40 | close | 14 | 0.10 | 1.29256 | 1.27246 | 1.31246 | -41.30 | 2475.41 |
| 74 | 2024.07.22 17:40 | sell | 15 | 0.10 | 1.29256 | 0.00000 | 0.00000 | ||
| 75 | 2024.07.22 17:40 | modify | 15 | 0.10 | 1.29256 | 1.31656 | 1.27656 | ||
| 76 | 2024.07.29 08:33 | modify | 15 | 0.10 | 1.29256 | 1.29156 | 1.27656 | ||
| 77 | 2024.08.01 07:20 | modify | 15 | 0.10 | 1.29256 | 1.28456 | 1.27656 | ||
| 78 | 2024.08.01 08:30 | modify | 15 | 0.10 | 1.29256 | 1.28056 | 1.27656 | ||
| 79 | 2024.08.01 10:00 | t/p | 15 | 0.10 | 1.27656 | 1.28056 | 1.27656 | 158.93 | 2634.34 |
| 80 | 2024.08.12 09:40 | buy | 16 | 0.10 | 1.27562 | 0.00000 | 0.00000 | ||
| 81 | 2024.08.12 09:40 | modify | 16 | 0.10 | 1.27562 | 1.25162 | 1.29162 | ||
| 82 | 2024.08.13 18:30 | modify | 16 | 0.10 | 1.27562 | 1.27662 | 1.29162 | ||
| 83 | 2024.08.16 05:30 | modify | 16 | 0.10 | 1.27562 | 1.28362 | 1.29162 | ||
| 84 | 2024.08.16 09:30 | modify | 16 | 0.10 | 1.27562 | 1.28762 | 1.29162 | ||
| 85 | 2024.08.16 16:30 | t/p | 16 | 0.10 | 1.29162 | 1.28762 | 1.29162 | 158.03 | 2792.36 |
| 86 | 2024.08.22 17:40 | buy | 17 | 0.10 | 1.30793 | 0.00000 | 0.00000 | ||
| 87 | 2024.08.22 17:40 | modify | 17 | 0.10 | 1.30793 | 1.28393 | 1.32393 | ||
| 88 | 2024.08.23 14:40 | modify | 17 | 0.10 | 1.30793 | 1.31593 | 1.32393 | ||
| 89 | 2024.08.23 15:40 | modify | 17 | 0.10 | 1.30793 | 1.31993 | 1.32393 | ||
| 90 | 2024.08.23 15:59 | s/l | 17 | 0.10 | 1.31993 | 1.31993 | 1.32393 | 119.67 | 2912.03 |
| 91 | 2024.09.17 13:30 | buy | 18 | 0.10 | 1.31970 | 0.00000 | 0.00000 | ||
| 92 | 2024.09.17 13:30 | modify | 18 | 0.10 | 1.31970 | 1.29570 | 1.33570 | ||
| 93 | 2024.09.19 11:40 | modify | 18 | 0.10 | 1.31970 | 1.32070 | 1.33570 | ||
| 94 | 2024.09.20 06:20 | modify | 18 | 0.10 | 1.31970 | 1.32770 | 1.33570 | ||
| 95 | 2024.09.20 07:05 | modify | 18 | 0.10 | 1.31970 | 1.33170 | 1.33570 | ||
| 96 | 2024.09.20 07:40 | s/l | 18 | 0.10 | 1.33170 | 1.33170 | 1.33570 | 118.36 | 3030.39 |
| 97 | 2024.10.17 10:40 | sell | 19 | 0.10 | 1.30102 | 0.00000 | 0.00000 | ||
| 98 | 2024.10.17 10:40 | modify | 19 | 0.10 | 1.30102 | 1.32502 | 1.28502 | ||
| 99 | 2024.10.31 14:33 | modify | 19 | 0.10 | 1.30102 | 1.29302 | 1.28502 | ||
| 100 | 2024.10.31 15:20 | modify | 19 | 0.10 | 1.30102 | 1.28902 | 1.28502 | ||
| 101 | 2024.10.31 15:33 | t/p | 19 | 0.10 | 1.28502 | 1.28902 | 1.28502 | 158.75 | 3189.14 |