Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=2; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=220; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=160; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7238 | Ticks modelled | 157344 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1509.18 | Gross profit | 1773.83 | Gross loss | -264.64 |
| Profit factor | 6.70 | Expected payoff | 71.87 | ||
| Absolute drawdown | 149.33 | Maximal drawdown | 187.29 (10.74%) | Relative drawdown | 15.25% (153.05) |
| Total trades | 21 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
| Largest | profit trade | 166.63 | loss trade | -113.53 | |
| Average | profit trade | 126.70 | loss trade | -37.81 | |
| Maximum | consecutive wins (profit in money) | 6 (916.37) | consecutive losses (loss in money) | 2 (-77.06) | |
| Maximal | consecutive profit (count of wins) | 916.37 (6) | consecutive loss (count of losses) | -113.53 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.15 20:10 | buy | 1 | 0.10 | 98.551 | 0.000 | 0.000 | ||
| 2 | 2023.11.15 20:10 | modify | 1 | 0.10 | 98.551 | 96.351 | 100.951 | ||
| 3 | 2023.12.05 08:45 | close | 1 | 0.10 | 96.663 | 96.351 | 100.951 | -113.53 | 886.47 |
| 4 | 2023.12.05 08:45 | sell | 2 | 0.10 | 96.663 | 0.000 | 0.000 | ||
| 5 | 2023.12.05 08:45 | modify | 2 | 0.10 | 96.663 | 98.863 | 94.263 | ||
| 6 | 2023.12.07 10:20 | modify | 2 | 0.10 | 96.663 | 96.599 | 94.263 | ||
| 7 | 2023.12.07 17:45 | t/p | 2 | 0.10 | 94.263 | 96.599 | 94.263 | 150.15 | 1036.62 |
| 8 | 2023.12.11 13:02 | buy | 3 | 0.10 | 95.957 | 0.000 | 0.000 | ||
| 9 | 2023.12.11 13:02 | modify | 3 | 0.10 | 95.957 | 93.757 | 98.357 | ||
| 10 | 2023.12.19 10:50 | modify | 3 | 0.10 | 95.957 | 95.982 | 98.357 | ||
| 11 | 2023.12.29 21:50 | s/l | 3 | 0.10 | 95.982 | 95.982 | 98.357 | 9.66 | 1046.27 |
| 12 | 2024.01.09 21:15 | buy | 4 | 0.10 | 96.634 | 0.000 | 0.000 | ||
| 13 | 2024.01.09 21:15 | modify | 4 | 0.10 | 96.634 | 94.434 | 99.034 | ||
| 14 | 2024.02.16 17:50 | modify | 4 | 0.10 | 96.634 | 96.656 | 99.034 | ||
| 15 | 2024.02.22 06:50 | modify | 4 | 0.10 | 96.634 | 97.168 | 99.034 | ||
| 16 | 2024.02.22 07:15 | modify | 4 | 0.10 | 96.634 | 98.634 | 99.034 | ||
| 17 | 2024.02.22 08:15 | modify | 4 | 0.10 | 96.634 | 98.934 | 99.034 | ||
| 18 | 2024.02.22 08:46 | s/l | 4 | 0.10 | 98.934 | 98.934 | 99.034 | 166.63 | 1212.90 |
| 19 | 2024.02.28 13:15 | sell | 5 | 0.10 | 97.897 | 0.000 | 0.000 | ||
| 20 | 2024.02.28 13:15 | modify | 5 | 0.10 | 97.897 | 100.097 | 95.497 | ||
| 21 | 2024.03.13 14:02 | close | 5 | 0.10 | 97.839 | 100.097 | 95.497 | -11.67 | 1201.23 |
| 22 | 2024.03.13 14:02 | buy | 6 | 0.10 | 97.839 | 0.000 | 0.000 | ||
| 23 | 2024.03.13 14:02 | modify | 6 | 0.10 | 97.839 | 95.639 | 100.239 | ||
| 24 | 2024.03.20 19:16 | modify | 6 | 0.10 | 97.839 | 97.882 | 100.239 | ||
| 25 | 2024.03.21 05:50 | modify | 6 | 0.10 | 97.839 | 98.416 | 100.239 | ||
| 26 | 2024.03.21 06:15 | modify | 6 | 0.10 | 97.839 | 99.839 | 100.239 | ||
| 27 | 2024.03.21 09:02 | s/l | 6 | 0.10 | 99.839 | 99.839 | 100.239 | 132.82 | 1334.06 |
| 28 | 2024.04.10 18:02 | sell | 7 | 0.10 | 99.587 | 0.000 | 0.000 | ||
| 29 | 2024.04.10 18:02 | modify | 7 | 0.10 | 99.587 | 101.787 | 97.187 | ||
| 30 | 2024.04.18 09:15 | close | 7 | 0.10 | 99.526 | 101.787 | 97.187 | -7.07 | 1326.98 |
| 31 | 2024.04.18 09:15 | buy | 8 | 0.10 | 99.526 | 0.000 | 0.000 | ||
| 32 | 2024.04.18 09:15 | modify | 8 | 0.10 | 99.526 | 97.326 | 101.926 | ||
| 33 | 2024.04.25 02:20 | modify | 8 | 0.10 | 99.526 | 99.547 | 101.926 | ||
| 34 | 2024.04.25 08:50 | modify | 8 | 0.10 | 99.526 | 100.051 | 101.926 | ||
| 35 | 2024.04.26 03:45 | modify | 8 | 0.10 | 99.526 | 101.526 | 101.926 | ||
| 36 | 2024.04.26 04:35 | modify | 8 | 0.10 | 99.526 | 101.826 | 101.926 | ||
| 37 | 2024.04.26 04:45 | t/p | 8 | 0.10 | 101.926 | 101.826 | 101.926 | 157.78 | 1484.76 |
| 38 | 2024.04.26 13:37 | buy | 9 | 0.10 | 102.571 | 0.000 | 0.000 | ||
| 39 | 2024.04.26 13:37 | modify | 9 | 0.10 | 102.571 | 100.371 | 104.971 | ||
| 40 | 2024.04.29 01:40 | modify | 9 | 0.10 | 102.571 | 102.701 | 104.971 | ||
| 41 | 2024.04.29 01:50 | modify | 9 | 0.10 | 102.571 | 104.871 | 104.971 | ||
| 42 | 2024.04.29 01:52 | s/l | 9 | 0.10 | 104.871 | 104.871 | 104.971 | 148.51 | 1633.27 |
| 43 | 2024.05.08 20:16 | buy | 10 | 0.10 | 102.374 | 0.000 | 0.000 | ||
| 44 | 2024.05.08 20:16 | modify | 10 | 0.10 | 102.374 | 100.174 | 104.774 | ||
| 45 | 2024.05.15 03:32 | modify | 10 | 0.10 | 102.374 | 102.429 | 104.774 | ||
| 46 | 2024.05.15 13:15 | close | 10 | 0.10 | 103.390 | 102.429 | 104.774 | 68.25 | 1701.52 |
| 47 | 2024.05.15 13:15 | sell | 11 | 0.10 | 103.390 | 0.000 | 0.000 | ||
| 48 | 2024.05.15 13:15 | modify | 11 | 0.10 | 103.390 | 105.590 | 100.990 | ||
| 49 | 2024.05.16 20:16 | close | 11 | 0.10 | 103.768 | 105.590 | 100.990 | -27.64 | 1673.88 |
| 50 | 2024.05.16 20:16 | buy | 12 | 0.10 | 103.768 | 0.000 | 0.000 | ||
| 51 | 2024.05.16 20:16 | modify | 12 | 0.10 | 103.768 | 101.568 | 106.168 | ||
| 52 | 2024.05.20 13:10 | close | 12 | 0.10 | 104.123 | 101.568 | 106.168 | 23.66 | 1697.54 |
| 53 | 2024.05.20 13:10 | sell | 13 | 0.10 | 104.123 | 0.000 | 0.000 | ||
| 54 | 2024.05.20 13:10 | modify | 13 | 0.10 | 104.123 | 106.323 | 101.723 | ||
| 55 | 2024.05.27 18:20 | close | 13 | 0.10 | 104.433 | 106.323 | 101.723 | -27.66 | 1669.88 |
| 56 | 2024.05.27 18:20 | buy | 14 | 0.10 | 104.433 | 0.000 | 0.000 | ||
| 57 | 2024.05.27 18:20 | modify | 14 | 0.10 | 104.433 | 102.233 | 106.833 | ||
| 58 | 2024.06.21 20:15 | modify | 14 | 0.10 | 104.433 | 104.437 | 106.833 | ||
| 59 | 2024.06.26 01:46 | modify | 14 | 0.10 | 104.433 | 106.433 | 106.833 | ||
| 60 | 2024.06.26 05:20 | modify | 14 | 0.10 | 104.433 | 106.733 | 106.833 | ||
| 61 | 2024.06.26 05:50 | t/p | 14 | 0.10 | 106.833 | 106.733 | 106.833 | 166.62 | 1836.50 |
| 62 | 2024.06.26 08:03 | buy | 15 | 0.10 | 106.806 | 0.000 | 0.000 | ||
| 63 | 2024.06.26 08:03 | modify | 15 | 0.10 | 106.806 | 104.606 | 109.206 | ||
| 64 | 2024.07.03 14:20 | modify | 15 | 0.10 | 106.806 | 106.851 | 109.206 | ||
| 65 | 2024.07.10 05:16 | modify | 15 | 0.10 | 106.806 | 107.352 | 109.206 | ||
| 66 | 2024.07.10 14:10 | modify | 15 | 0.10 | 106.806 | 108.806 | 109.206 | ||
| 67 | 2024.07.11 01:40 | modify | 15 | 0.10 | 106.806 | 109.106 | 109.206 | ||
| 68 | 2024.07.11 01:50 | t/p | 15 | 0.10 | 109.206 | 109.106 | 109.206 | 161.39 | 1997.89 |
| 69 | 2024.07.17 15:20 | sell | 16 | 0.10 | 105.406 | 0.000 | 0.000 | ||
| 70 | 2024.07.17 15:20 | modify | 16 | 0.10 | 105.406 | 107.606 | 103.006 | ||
| 71 | 2024.07.23 03:45 | modify | 16 | 0.10 | 105.406 | 105.363 | 103.006 | ||
| 72 | 2024.07.23 09:37 | modify | 16 | 0.10 | 105.406 | 104.853 | 103.006 | ||
| 73 | 2024.07.23 14:50 | modify | 16 | 0.10 | 105.406 | 103.406 | 103.006 | ||
| 74 | 2024.07.23 17:10 | modify | 16 | 0.10 | 105.406 | 103.106 | 103.006 | ||
| 75 | 2024.07.23 17:20 | t/p | 16 | 0.10 | 103.006 | 103.106 | 103.006 | 147.94 | 2145.83 |
| 76 | 2024.08.02 19:16 | sell | 17 | 0.10 | 95.568 | 0.000 | 0.000 | ||
| 77 | 2024.08.02 19:16 | modify | 17 | 0.10 | 95.568 | 97.768 | 93.168 | ||
| 78 | 2024.08.05 01:20 | modify | 17 | 0.10 | 95.568 | 95.504 | 93.168 | ||
| 79 | 2024.08.05 04:10 | modify | 17 | 0.10 | 95.568 | 93.568 | 93.168 | ||
| 80 | 2024.08.05 04:15 | t/p | 17 | 0.10 | 93.168 | 93.568 | 93.168 | 153.45 | 2299.28 |
| 81 | 2024.08.13 10:10 | buy | 18 | 0.10 | 97.606 | 0.000 | 0.000 | ||
| 82 | 2024.08.13 10:10 | modify | 18 | 0.10 | 97.606 | 95.406 | 100.006 | ||
| 83 | 2024.09.01 23:02 | modify | 18 | 0.10 | 97.606 | 97.653 | 100.006 | ||
| 84 | 2024.09.02 13:20 | modify | 18 | 0.10 | 97.606 | 98.168 | 100.006 | ||
| 85 | 2024.09.02 14:50 | modify | 18 | 0.10 | 97.606 | 99.606 | 100.006 | ||
| 86 | 2024.09.02 21:00 | s/l | 18 | 0.10 | 99.606 | 99.606 | 100.006 | 136.84 | 2436.12 |
| 87 | 2024.09.16 18:32 | buy | 19 | 0.10 | 94.840 | 0.000 | 0.000 | ||
| 88 | 2024.09.16 18:32 | modify | 19 | 0.10 | 94.840 | 92.640 | 97.240 | ||
| 89 | 2024.09.18 23:16 | modify | 19 | 0.10 | 94.840 | 94.896 | 97.240 | ||
| 90 | 2024.09.19 01:33 | modify | 19 | 0.10 | 94.840 | 95.418 | 97.240 | ||
| 91 | 2024.09.19 01:40 | modify | 19 | 0.10 | 94.840 | 96.840 | 97.240 | ||
| 92 | 2024.09.19 01:46 | modify | 19 | 0.10 | 94.840 | 97.140 | 97.240 | ||
| 93 | 2024.09.19 01:50 | s/l | 19 | 0.10 | 97.140 | 97.140 | 97.240 | 150.13 | 2586.25 |
| 94 | 2024.10.04 18:02 | buy | 20 | 0.10 | 101.124 | 0.000 | 0.000 | ||
| 95 | 2024.10.04 18:02 | modify | 20 | 0.10 | 101.124 | 98.924 | 103.524 | ||
| 96 | 2024.10.18 20:20 | close | 20 | 0.10 | 100.251 | 98.924 | 103.524 | -50.59 | 2535.66 |
| 97 | 2024.10.18 20:20 | sell | 21 | 0.10 | 100.251 | 0.000 | 0.000 | ||
| 98 | 2024.10.18 20:20 | modify | 21 | 0.10 | 100.251 | 102.451 | 97.851 | ||
| 99 | 2024.10.31 23:59 | close at stop | 21 | 0.10 | 100.440 | 102.451 | 97.851 | -26.48 | 2509.18 |