Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=160; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2615 | Ticks modelled | 79517 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1883.61 | Gross profit | 2308.98 | Gross loss | -425.37 |
| Profit factor | 5.43 | Expected payoff | 57.08 | ||
| Absolute drawdown | 94.59 | Maximal drawdown | 198.69 (6.58%) | Relative drawdown | 14.96% (187.87) |
| Total trades | 33 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 20 (85.00%) |
| Profit trades (% of total) | 24 (72.73%) | Loss trades (% of total) | 9 (27.27%) | ||
| Largest | profit trade | 114.37 | loss trade | -118.36 | |
| Average | profit trade | 96.21 | loss trade | -47.26 | |
| Maximum | consecutive wins (profit in money) | 10 (1035.77) | consecutive losses (loss in money) | 2 (-76.58) | |
| Maximal | consecutive profit (count of wins) | 1035.77 (10) | consecutive loss (count of losses) | -118.36 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.03 07:30 | sell | 1 | 0.10 | 96.241 | 0.000 | 0.000 | ||
| 2 | 2024.01.03 07:30 | modify | 1 | 0.10 | 96.241 | 0.000 | 94.641 | ||
| 3 | 2024.01.05 13:05 | close | 1 | 0.10 | 96.911 | 0.000 | 94.641 | -46.75 | 953.25 |
| 4 | 2024.01.05 13:05 | buy | 2 | 0.10 | 96.911 | 0.000 | 0.000 | ||
| 5 | 2024.01.05 13:05 | modify | 2 | 0.10 | 96.911 | 0.000 | 98.511 | ||
| 6 | 2024.01.25 06:20 | close | 2 | 0.10 | 97.184 | 0.000 | 98.511 | 25.20 | 978.45 |
| 7 | 2024.01.25 06:20 | sell | 3 | 0.10 | 97.184 | 0.000 | 0.000 | ||
| 8 | 2024.01.25 06:20 | modify | 3 | 0.10 | 97.184 | 0.000 | 95.584 | ||
| 9 | 2024.02.01 11:15 | t/p | 3 | 0.10 | 95.584 | 0.000 | 95.584 | 93.71 | 1072.15 |
| 10 | 2024.02.13 09:40 | buy | 4 | 0.10 | 97.450 | 0.000 | 0.000 | ||
| 11 | 2024.02.13 09:40 | modify | 4 | 0.10 | 97.450 | 0.000 | 99.050 | ||
| 12 | 2024.02.23 08:15 | t/p | 4 | 0.10 | 99.050 | 0.000 | 99.050 | 106.05 | 1178.21 |
| 13 | 2024.03.04 08:40 | buy | 5 | 0.10 | 97.943 | 0.000 | 0.000 | ||
| 14 | 2024.03.04 08:40 | modify | 5 | 0.10 | 97.943 | 0.000 | 99.543 | ||
| 15 | 2024.03.06 09:05 | close | 5 | 0.10 | 97.673 | 0.000 | 99.543 | -16.30 | 1161.91 |
| 16 | 2024.03.06 09:05 | sell | 6 | 0.10 | 97.673 | 0.000 | 0.000 | ||
| 17 | 2024.03.06 09:05 | modify | 6 | 0.10 | 97.673 | 0.000 | 96.073 | ||
| 18 | 2024.03.14 12:30 | close | 6 | 0.10 | 97.789 | 0.000 | 96.073 | -18.18 | 1143.74 |
| 19 | 2024.03.14 12:30 | buy | 7 | 0.10 | 97.789 | 0.000 | 0.000 | ||
| 20 | 2024.03.14 12:30 | modify | 7 | 0.10 | 97.789 | 0.000 | 99.389 | ||
| 21 | 2024.03.20 19:30 | t/p | 7 | 0.10 | 99.389 | 0.000 | 99.389 | 102.88 | 1246.62 |
| 22 | 2024.04.10 12:10 | buy | 8 | 0.10 | 100.417 | 0.000 | 0.000 | ||
| 23 | 2024.04.10 12:10 | modify | 8 | 0.10 | 100.417 | 0.000 | 102.017 | ||
| 24 | 2024.04.17 06:40 | close | 8 | 0.10 | 99.303 | 0.000 | 102.017 | -67.76 | 1178.86 |
| 25 | 2024.04.17 06:40 | sell | 9 | 0.10 | 99.303 | 0.000 | 0.000 | ||
| 26 | 2024.04.17 06:40 | modify | 9 | 0.10 | 99.303 | 0.000 | 97.703 | ||
| 27 | 2024.04.18 12:40 | close | 9 | 0.10 | 99.391 | 0.000 | 97.703 | -8.82 | 1170.04 |
| 28 | 2024.04.18 12:40 | buy | 10 | 0.10 | 99.391 | 0.000 | 0.000 | ||
| 29 | 2024.04.18 12:40 | modify | 10 | 0.10 | 99.391 | 0.000 | 100.991 | ||
| 30 | 2024.04.24 02:05 | t/p | 10 | 0.10 | 100.991 | 0.000 | 100.991 | 102.88 | 1272.93 |
| 31 | 2024.04.25 13:30 | buy | 11 | 0.10 | 100.965 | 0.000 | 0.000 | ||
| 32 | 2024.04.25 13:30 | modify | 11 | 0.10 | 100.965 | 0.000 | 102.565 | ||
| 33 | 2024.04.26 07:40 | t/p | 11 | 0.10 | 102.565 | 0.000 | 102.565 | 101.70 | 1374.62 |
| 34 | 2024.04.26 08:40 | buy | 12 | 0.10 | 101.559 | 0.000 | 0.000 | ||
| 35 | 2024.04.26 08:40 | modify | 12 | 0.10 | 101.559 | 0.000 | 103.159 | ||
| 36 | 2024.04.26 19:40 | t/p | 12 | 0.10 | 103.159 | 0.000 | 103.159 | 101.30 | 1475.92 |
| 37 | 2024.05.03 12:40 | sell | 13 | 0.10 | 101.070 | 0.000 | 0.000 | ||
| 38 | 2024.05.03 12:40 | modify | 13 | 0.10 | 101.070 | 0.000 | 99.470 | ||
| 39 | 2024.05.10 13:40 | modify | 13 | 0.10 | 101.070 | 0.000 | 101.470 | ||
| 40 | 2024.05.10 20:40 | close | 13 | 0.10 | 102.820 | 0.000 | 101.470 | -118.36 | 1357.56 |
| 41 | 2024.05.10 20:40 | buy | 14 | 0.10 | 102.820 | 0.000 | 0.000 | ||
| 42 | 2024.05.10 20:40 | modify | 14 | 0.10 | 102.820 | 0.000 | 104.420 | ||
| 43 | 2024.05.19 23:40 | t/p | 14 | 0.10 | 104.420 | 0.000 | 104.420 | 104.07 | 1461.63 |
| 44 | 2024.05.20 11:40 | buy | 15 | 0.10 | 104.108 | 0.000 | 0.000 | ||
| 45 | 2024.05.20 11:40 | modify | 15 | 0.10 | 104.108 | 0.000 | 105.708 | ||
| 46 | 2024.06.20 10:30 | t/p | 15 | 0.10 | 105.708 | 0.000 | 105.708 | 114.37 | 1576.01 |
| 47 | 2024.06.24 10:20 | buy | 16 | 0.10 | 105.984 | 0.000 | 0.000 | ||
| 48 | 2024.06.24 10:20 | modify | 16 | 0.10 | 105.984 | 0.000 | 107.584 | ||
| 49 | 2024.07.01 08:30 | t/p | 16 | 0.10 | 107.584 | 0.000 | 107.584 | 104.07 | 1680.08 |
| 50 | 2024.07.01 21:05 | buy | 17 | 0.10 | 107.382 | 0.000 | 0.000 | ||
| 51 | 2024.07.01 21:05 | modify | 17 | 0.10 | 107.382 | 0.000 | 108.982 | ||
| 52 | 2024.07.10 13:40 | t/p | 17 | 0.10 | 108.982 | 0.000 | 108.982 | 104.87 | 1784.94 |
| 53 | 2024.07.25 13:40 | sell | 18 | 0.10 | 100.902 | 0.000 | 0.000 | ||
| 54 | 2024.07.25 13:40 | modify | 18 | 0.10 | 100.902 | 0.000 | 99.302 | ||
| 55 | 2024.07.31 01:20 | t/p | 18 | 0.10 | 99.302 | 0.000 | 99.302 | 96.96 | 1881.90 |
| 56 | 2024.08.01 11:40 | sell | 19 | 0.10 | 98.433 | 0.000 | 0.000 | ||
| 57 | 2024.08.01 11:40 | modify | 19 | 0.10 | 98.433 | 0.000 | 96.833 | ||
| 58 | 2024.08.01 22:40 | t/p | 19 | 0.10 | 96.833 | 0.000 | 96.833 | 101.29 | 1983.19 |
| 59 | 2024.08.07 20:53 | buy | 20 | 0.10 | 95.593 | 0.000 | 0.000 | ||
| 60 | 2024.08.07 20:53 | modify | 20 | 0.10 | 95.593 | 0.000 | 97.193 | ||
| 61 | 2024.08.08 23:20 | t/p | 20 | 0.10 | 97.193 | 0.000 | 97.193 | 102.49 | 2085.68 |
| 62 | 2024.08.16 11:20 | buy | 21 | 0.10 | 98.231 | 0.000 | 0.000 | ||
| 63 | 2024.08.16 11:20 | modify | 21 | 0.10 | 98.231 | 0.000 | 99.831 | ||
| 64 | 2024.09.02 14:40 | t/p | 21 | 0.10 | 99.831 | 0.000 | 99.831 | 107.24 | 2192.92 |
| 65 | 2024.09.06 12:30 | sell | 22 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 66 | 2024.09.06 12:30 | modify | 22 | 0.10 | 96.702 | 0.000 | 95.102 | ||
| 67 | 2024.09.06 15:30 | t/p | 22 | 0.10 | 95.102 | 0.000 | 95.102 | 101.29 | 2294.21 |
| 68 | 2024.09.09 09:30 | sell | 23 | 0.10 | 95.543 | 0.000 | 0.000 | ||
| 69 | 2024.09.09 09:30 | modify | 23 | 0.10 | 95.543 | 0.000 | 93.943 | ||
| 70 | 2024.09.11 04:30 | t/p | 23 | 0.10 | 93.943 | 0.000 | 93.943 | 99.12 | 2393.33 |
| 71 | 2024.09.11 17:20 | sell | 24 | 0.10 | 94.656 | 0.000 | 0.000 | ||
| 72 | 2024.09.11 17:20 | modify | 24 | 0.10 | 94.656 | 0.000 | 93.056 | ||
| 73 | 2024.09.18 18:40 | close | 24 | 0.10 | 95.688 | 0.000 | 93.056 | -72.91 | 2320.42 |
| 74 | 2024.09.18 18:40 | buy | 25 | 0.10 | 95.688 | 0.000 | 0.000 | ||
| 75 | 2024.09.18 18:40 | modify | 25 | 0.10 | 95.688 | 0.000 | 97.288 | ||
| 76 | 2024.09.19 02:05 | t/p | 25 | 0.10 | 97.288 | 0.000 | 97.288 | 102.49 | 2422.91 |
| 77 | 2024.09.20 06:00 | buy | 26 | 0.10 | 97.000 | 0.000 | 0.000 | ||
| 78 | 2024.09.20 06:00 | modify | 26 | 0.10 | 97.000 | 0.000 | 98.600 | ||
| 79 | 2024.09.23 04:40 | t/p | 26 | 0.10 | 98.600 | 0.000 | 98.600 | 101.70 | 2524.60 |
| 80 | 2024.09.23 07:40 | buy | 27 | 0.10 | 97.724 | 0.000 | 0.000 | ||
| 81 | 2024.09.23 07:40 | modify | 27 | 0.10 | 97.724 | 0.000 | 99.324 | ||
| 82 | 2024.09.25 11:40 | t/p | 27 | 0.10 | 99.324 | 0.000 | 99.324 | 102.09 | 2626.70 |
| 83 | 2024.09.27 06:30 | buy | 28 | 0.10 | 99.309 | 0.000 | 0.000 | ||
| 84 | 2024.09.27 06:30 | modify | 28 | 0.10 | 99.309 | 0.000 | 100.909 | ||
| 85 | 2024.10.02 22:30 | t/p | 28 | 0.10 | 100.909 | 0.000 | 100.909 | 102.49 | 2729.18 |
| 86 | 2024.10.07 07:30 | buy | 29 | 0.10 | 100.765 | 0.000 | 0.000 | ||
| 87 | 2024.10.07 07:30 | modify | 29 | 0.10 | 100.765 | 0.000 | 102.365 | ||
| 88 | 2024.10.27 21:00 | close | 29 | 0.10 | 101.221 | 0.000 | 102.365 | 36.79 | 2765.98 |
| 89 | 2024.10.27 21:00 | sell | 30 | 0.10 | 101.221 | 0.000 | 0.000 | ||
| 90 | 2024.10.27 21:00 | modify | 30 | 0.10 | 101.221 | 0.000 | 99.621 | ||
| 91 | 2024.10.31 15:40 | t/p | 30 | 0.10 | 99.621 | 0.000 | 99.621 | 94.80 | 2860.78 |
| 92 | 2024.11.22 14:20 | sell | 31 | 0.10 | 100.618 | 0.000 | 0.000 | ||
| 93 | 2024.11.22 14:20 | modify | 31 | 0.10 | 100.618 | 0.000 | 99.018 | ||
| 94 | 2024.11.26 17:30 | t/p | 31 | 0.10 | 99.018 | 0.000 | 99.018 | 99.12 | 2959.90 |
| 95 | 2024.12.17 06:00 | buy | 32 | 0.10 | 97.907 | 0.000 | 0.000 | ||
| 96 | 2024.12.17 06:00 | modify | 32 | 0.10 | 97.907 | 0.000 | 99.507 | ||
| 97 | 2024.12.18 13:40 | close | 32 | 0.10 | 97.340 | 0.000 | 99.507 | -35.49 | 2924.41 |
| 98 | 2024.12.18 13:40 | sell | 33 | 0.10 | 97.340 | 0.000 | 0.000 | ||
| 99 | 2024.12.18 13:40 | modify | 33 | 0.10 | 97.340 | 0.000 | 95.740 | ||
| 100 | 2024.12.31 23:59 | close at stop | 33 | 0.10 | 97.762 | 0.000 | 95.740 | -40.80 | 2883.61 |