Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=4; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=120; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 6538 | Ticks modelled | 18622042 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 1669.88 | Gross profit | 1925.09 | Gross loss | -255.21 |
| Profit factor | 7.54 | Expected payoff | 55.66 | ||
| Absolute drawdown | 15.20 | Maximal drawdown | 149.29 (10.49%) | Relative drawdown | 10.49% (149.29) |
| Total trades | 30 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 19 (84.21%) |
| Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
| Largest | profit trade | 85.45 | loss trade | -70.66 | |
| Average | profit trade | 83.70 | loss trade | -36.46 | |
| Maximum | consecutive wins (profit in money) | 11 (921.81) | consecutive losses (loss in money) | 2 (-52.53) | |
| Maximal | consecutive profit (count of wins) | 921.81 (11) | consecutive loss (count of losses) | -70.66 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 13:29 | buy | 1 | 0.10 | 1.69851 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.14 13:29 | modify | 1 | 0.10 | 1.69851 | 1.68051 | 1.71051 | ||
| 3 | 2023.11.14 13:35 | modify | 1 | 0.10 | 1.69851 | 1.69451 | 1.71051 | ||
| 4 | 2023.11.14 14:34 | t/p | 1 | 0.10 | 1.71051 | 1.69451 | 1.71051 | 85.45 | 1085.45 |
| 5 | 2023.11.14 22:04 | buy | 2 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 6 | 2023.11.14 22:04 | modify | 2 | 0.10 | 1.70953 | 1.69153 | 1.72153 | ||
| 7 | 2023.11.21 02:14 | modify | 2 | 0.10 | 1.70953 | 1.70553 | 1.72153 | ||
| 8 | 2023.11.21 13:20 | t/p | 2 | 0.10 | 1.72153 | 1.70553 | 1.72153 | 84.50 | 1169.95 |
| 9 | 2023.11.28 13:18 | sell | 3 | 0.10 | 1.71618 | 0.00000 | 0.00000 | ||
| 10 | 2023.11.28 13:18 | modify | 3 | 0.10 | 1.71618 | 1.73418 | 1.70418 | ||
| 11 | 2023.12.01 14:07 | modify | 3 | 0.10 | 1.71618 | 1.72018 | 1.70418 | ||
| 12 | 2023.12.08 13:30 | t/p | 3 | 0.10 | 1.70418 | 1.72018 | 1.70418 | 79.94 | 1249.89 |
| 13 | 2023.12.12 21:58 | buy | 4 | 0.10 | 1.70759 | 0.00000 | 0.00000 | ||
| 14 | 2023.12.12 21:58 | modify | 4 | 0.10 | 1.70759 | 1.68959 | 1.71959 | ||
| 15 | 2023.12.13 13:30 | close | 4 | 0.10 | 1.70312 | 1.68959 | 1.71959 | -31.97 | 1217.92 |
| 16 | 2023.12.13 13:30 | sell | 5 | 0.10 | 1.70312 | 0.00000 | 0.00000 | ||
| 17 | 2023.12.13 13:30 | modify | 5 | 0.10 | 1.70312 | 1.72112 | 1.69112 | ||
| 18 | 2023.12.15 21:09 | modify | 5 | 0.10 | 1.70312 | 1.70712 | 1.69112 | ||
| 19 | 2023.12.18 11:44 | t/p | 5 | 0.10 | 1.69112 | 1.70712 | 1.69112 | 83.14 | 1301.06 |
| 20 | 2023.12.20 14:19 | sell | 6 | 0.10 | 1.69009 | 0.00000 | 0.00000 | ||
| 21 | 2023.12.20 14:19 | modify | 6 | 0.10 | 1.69009 | 1.70809 | 1.67809 | ||
| 22 | 2023.12.21 16:15 | modify | 6 | 0.10 | 1.69009 | 1.69409 | 1.67809 | ||
| 23 | 2023.12.26 15:34 | t/p | 6 | 0.10 | 1.67809 | 1.69409 | 1.67809 | 82.68 | 1383.74 |
| 24 | 2023.12.28 21:29 | sell | 7 | 0.10 | 1.68450 | 0.00000 | 0.00000 | ||
| 25 | 2023.12.28 21:29 | modify | 7 | 0.10 | 1.68450 | 1.70250 | 1.67250 | ||
| 26 | 2024.01.04 17:33 | close | 7 | 0.10 | 1.69373 | 1.70250 | 1.67250 | -68.93 | 1314.81 |
| 27 | 2024.01.04 17:33 | buy | 8 | 0.10 | 1.69373 | 0.00000 | 0.00000 | ||
| 28 | 2024.01.04 17:33 | modify | 8 | 0.10 | 1.69373 | 1.67573 | 1.70573 | ||
| 29 | 2024.01.08 12:11 | modify | 8 | 0.10 | 1.69373 | 1.68973 | 1.70573 | ||
| 30 | 2024.01.08 15:49 | t/p | 8 | 0.10 | 1.70573 | 1.68973 | 1.70573 | 85.17 | 1399.97 |
| 31 | 2024.01.10 22:06 | buy | 9 | 0.10 | 1.70341 | 0.00000 | 0.00000 | ||
| 32 | 2024.01.10 22:06 | modify | 9 | 0.10 | 1.70341 | 1.68541 | 1.71541 | ||
| 33 | 2024.01.15 16:15 | modify | 9 | 0.10 | 1.70341 | 1.69945 | 1.71541 | ||
| 34 | 2024.01.17 11:26 | t/p | 9 | 0.10 | 1.71541 | 1.69945 | 1.71541 | 84.50 | 1484.47 |
| 35 | 2024.01.19 18:09 | sell | 10 | 0.10 | 1.70813 | 0.00000 | 0.00000 | ||
| 36 | 2024.01.19 18:09 | modify | 10 | 0.10 | 1.70813 | 1.72613 | 1.69613 | ||
| 37 | 2024.01.22 22:05 | close | 10 | 0.10 | 1.71135 | 1.72613 | 1.69613 | -23.38 | 1461.10 |
| 38 | 2024.01.22 22:05 | buy | 11 | 0.10 | 1.71135 | 0.00000 | 0.00000 | ||
| 39 | 2024.01.22 22:05 | modify | 11 | 0.10 | 1.71135 | 1.69335 | 1.72335 | ||
| 40 | 2024.01.24 15:50 | modify | 11 | 0.10 | 1.71135 | 1.70737 | 1.72335 | ||
| 41 | 2024.01.26 20:58 | s/l | 11 | 0.10 | 1.70737 | 1.70737 | 1.72335 | -29.15 | 1431.94 |
| 42 | 2024.01.29 18:04 | sell | 12 | 0.10 | 1.70559 | 0.00000 | 0.00000 | ||
| 43 | 2024.01.29 18:04 | modify | 12 | 0.10 | 1.70559 | 1.72359 | 1.69359 | ||
| 44 | 2024.02.05 10:14 | modify | 12 | 0.10 | 1.70559 | 1.70954 | 1.69359 | ||
| 45 | 2024.02.09 13:30 | t/p | 12 | 0.10 | 1.69359 | 1.70954 | 1.69359 | 79.48 | 1511.42 |
| 46 | 2024.02.15 14:34 | sell | 13 | 0.10 | 1.69958 | 0.00000 | 0.00000 | ||
| 47 | 2024.02.15 14:34 | modify | 13 | 0.10 | 1.69958 | 1.71758 | 1.68758 | ||
| 48 | 2024.02.23 13:27 | close | 13 | 0.10 | 1.70899 | 1.71758 | 1.68758 | -70.66 | 1440.76 |
| 49 | 2024.02.23 13:27 | buy | 14 | 0.10 | 1.70899 | 0.00000 | 0.00000 | ||
| 50 | 2024.02.23 13:27 | modify | 14 | 0.10 | 1.70899 | 1.69099 | 1.72099 | ||
| 51 | 2024.02.27 17:14 | modify | 14 | 0.10 | 1.70899 | 1.70499 | 1.72099 | ||
| 52 | 2024.02.29 09:07 | t/p | 14 | 0.10 | 1.72099 | 1.70499 | 1.72099 | 84.64 | 1525.40 |
| 53 | 2024.04.23 21:05 | buy | 15 | 0.10 | 1.69869 | 0.00000 | 0.00000 | ||
| 54 | 2024.04.23 21:05 | modify | 15 | 0.10 | 1.69869 | 1.68069 | 1.71069 | ||
| 55 | 2024.04.24 13:03 | modify | 15 | 0.10 | 1.69869 | 1.69469 | 1.71069 | ||
| 56 | 2024.04.25 06:53 | t/p | 15 | 0.10 | 1.71069 | 1.69469 | 1.71069 | 84.91 | 1610.30 |
| 57 | 2024.04.25 15:57 | buy | 16 | 0.10 | 1.71109 | 0.00000 | 0.00000 | ||
| 58 | 2024.04.25 15:57 | modify | 16 | 0.10 | 1.71109 | 1.69309 | 1.72309 | ||
| 59 | 2024.04.30 13:02 | modify | 16 | 0.10 | 1.71109 | 1.70713 | 1.72309 | ||
| 60 | 2024.05.15 13:05 | t/p | 16 | 0.10 | 1.72309 | 1.70713 | 1.72309 | 83.01 | 1693.31 |
| 61 | 2024.05.15 21:05 | buy | 17 | 0.10 | 1.72369 | 0.00000 | 0.00000 | ||
| 62 | 2024.05.15 21:05 | modify | 17 | 0.10 | 1.72369 | 1.70569 | 1.73569 | ||
| 63 | 2024.05.20 16:48 | modify | 17 | 0.10 | 1.72369 | 1.71973 | 1.73569 | ||
| 64 | 2024.05.21 12:38 | t/p | 17 | 0.10 | 1.73569 | 1.71973 | 1.73569 | 84.64 | 1777.95 |
| 65 | 2024.05.29 10:32 | buy | 18 | 0.10 | 1.74293 | 0.00000 | 0.00000 | ||
| 66 | 2024.05.29 10:32 | modify | 18 | 0.10 | 1.74293 | 1.72493 | 1.75493 | ||
| 67 | 2024.06.05 13:45 | modify | 18 | 0.10 | 1.74293 | 1.73899 | 1.75493 | ||
| 68 | 2024.06.11 10:07 | t/p | 18 | 0.10 | 1.75493 | 1.73899 | 1.75493 | 83.69 | 1861.64 |
| 69 | 2024.06.17 12:03 | sell | 19 | 0.10 | 1.74129 | 0.00000 | 0.00000 | ||
| 70 | 2024.06.17 12:03 | modify | 19 | 0.10 | 1.74129 | 1.75929 | 1.72929 | ||
| 71 | 2024.06.20 19:45 | modify | 19 | 0.10 | 1.74129 | 1.74529 | 1.72929 | ||
| 72 | 2024.06.25 12:30 | t/p | 19 | 0.10 | 1.72929 | 1.74529 | 1.72929 | 81.77 | 1943.41 |
| 73 | 2024.07.07 21:05 | buy | 20 | 0.10 | 1.74439 | 0.00000 | 0.00000 | ||
| 74 | 2024.07.07 21:05 | modify | 20 | 0.10 | 1.74439 | 1.72639 | 1.75639 | ||
| 75 | 2024.07.11 06:07 | modify | 20 | 0.10 | 1.74439 | 1.74041 | 1.75639 | ||
| 76 | 2024.07.11 12:30 | t/p | 20 | 0.10 | 1.75639 | 1.74041 | 1.75639 | 84.63 | 2028.03 |
| 77 | 2024.07.11 21:05 | buy | 21 | 0.10 | 1.75876 | 0.00000 | 0.00000 | ||
| 78 | 2024.07.11 21:05 | modify | 21 | 0.10 | 1.75876 | 1.74076 | 1.77076 | ||
| 79 | 2024.07.12 12:44 | modify | 21 | 0.10 | 1.75876 | 1.75478 | 1.77076 | ||
| 80 | 2024.07.12 20:29 | t/p | 21 | 0.10 | 1.77076 | 1.75478 | 1.77076 | 85.31 | 2113.35 |
| 81 | 2024.07.14 21:05 | buy | 22 | 0.10 | 1.76860 | 0.00000 | 0.00000 | ||
| 82 | 2024.07.14 21:05 | modify | 22 | 0.10 | 1.76860 | 1.75060 | 1.78060 | ||
| 83 | 2024.07.17 06:50 | modify | 22 | 0.10 | 1.76860 | 1.76460 | 1.78060 | ||
| 84 | 2024.07.17 08:48 | t/p | 22 | 0.10 | 1.78060 | 1.76460 | 1.78060 | 85.03 | 2198.38 |
| 85 | 2024.07.18 13:40 | sell | 23 | 0.10 | 1.77669 | 0.00000 | 0.00000 | ||
| 86 | 2024.07.18 13:40 | modify | 23 | 0.10 | 1.77669 | 1.79469 | 1.76469 | ||
| 87 | 2024.08.01 07:13 | modify | 23 | 0.10 | 1.77669 | 1.78068 | 1.76469 | ||
| 88 | 2024.08.01 09:59 | t/p | 23 | 0.10 | 1.76469 | 1.78068 | 1.76469 | 79.01 | 2277.39 |
| 89 | 2024.08.15 12:30 | buy | 24 | 0.10 | 1.76152 | 0.00000 | 0.00000 | ||
| 90 | 2024.08.15 12:30 | modify | 24 | 0.10 | 1.76152 | 1.74352 | 1.77352 | ||
| 91 | 2024.08.16 09:46 | modify | 24 | 0.10 | 1.76152 | 1.75752 | 1.77352 | ||
| 92 | 2024.08.19 08:54 | t/p | 24 | 0.10 | 1.77352 | 1.75752 | 1.77352 | 85.18 | 2362.57 |
| 93 | 2024.08.26 21:44 | sell | 25 | 0.10 | 1.77861 | 0.00000 | 0.00000 | ||
| 94 | 2024.08.26 21:44 | modify | 25 | 0.10 | 1.77861 | 1.79661 | 1.76661 | ||
| 95 | 2024.08.30 17:51 | modify | 25 | 0.10 | 1.77861 | 1.78261 | 1.76661 | ||
| 96 | 2024.09.05 14:02 | close | 25 | 0.10 | 1.77820 | 1.78261 | 1.76661 | -2.58 | 2359.99 |
| 97 | 2024.09.05 14:02 | buy | 26 | 0.10 | 1.77820 | 0.00000 | 0.00000 | ||
| 98 | 2024.09.05 14:02 | modify | 26 | 0.10 | 1.77820 | 1.76020 | 1.79020 | ||
| 99 | 2024.09.16 06:04 | modify | 26 | 0.10 | 1.77820 | 1.77420 | 1.79020 | ||
| 100 | 2024.09.16 08:57 | t/p | 26 | 0.10 | 1.79020 | 1.77420 | 1.79020 | 84.23 | 2444.21 |
| 101 | 2024.09.16 21:05 | buy | 27 | 0.10 | 1.79454 | 0.00000 | 0.00000 | ||
| 102 | 2024.09.16 21:05 | modify | 27 | 0.10 | 1.79454 | 1.77654 | 1.80654 | ||
| 103 | 2024.09.19 11:08 | modify | 27 | 0.10 | 1.79454 | 1.79055 | 1.80654 | ||
| 104 | 2024.09.20 06:32 | t/p | 27 | 0.10 | 1.80654 | 1.79055 | 1.80654 | 84.64 | 2528.85 |
| 105 | 2024.09.26 20:59 | buy | 28 | 0.10 | 1.80561 | 0.00000 | 0.00000 | ||
| 106 | 2024.09.26 20:59 | modify | 28 | 0.10 | 1.80561 | 1.78761 | 1.81761 | ||
| 107 | 2024.09.30 08:44 | modify | 28 | 0.10 | 1.80561 | 1.80166 | 1.81761 | ||
| 108 | 2024.10.01 10:08 | s/l | 28 | 0.10 | 1.80166 | 1.80166 | 1.81761 | -28.54 | 2500.31 |
| 109 | 2024.10.04 12:30 | buy | 29 | 0.10 | 1.77963 | 0.00000 | 0.00000 | ||
| 110 | 2024.10.04 12:30 | modify | 29 | 0.10 | 1.77963 | 1.76163 | 1.79163 | ||
| 111 | 2024.10.08 12:03 | modify | 29 | 0.10 | 1.77963 | 1.77564 | 1.79163 | ||
| 112 | 2024.10.09 19:25 | t/p | 29 | 0.10 | 1.79163 | 1.77564 | 1.79163 | 85.04 | 2585.36 |
| 113 | 2024.10.21 12:02 | sell | 30 | 0.10 | 1.79983 | 0.00000 | 0.00000 | ||
| 114 | 2024.10.21 12:02 | modify | 30 | 0.10 | 1.79983 | 1.81783 | 1.78783 | ||
| 115 | 2024.10.22 13:00 | modify | 30 | 0.10 | 1.79983 | 1.80383 | 1.78783 | ||
| 116 | 2024.10.23 17:41 | t/p | 30 | 0.10 | 1.78783 | 1.80383 | 1.78783 | 84.52 | 2669.88 |