Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 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=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=180; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=80; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79496 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1892.71 | Gross profit | 2555.63 | Gross loss | -662.92 |
| Profit factor | 3.86 | Expected payoff | 48.53 | ||
| Absolute drawdown | 106.52 | Maximal drawdown | 351.33 (26.92%) | Relative drawdown | 26.92% (351.33) |
| Total trades | 39 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 23 (78.26%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 129.58 | loss trade | -120.37 | |
| Average | profit trade | 98.29 | loss trade | -50.99 | |
| Maximum | consecutive wins (profit in money) | 11 (1221.65) | consecutive losses (loss in money) | 4 (-242.39) | |
| Maximal | consecutive profit (count of wins) | 1221.65 (11) | consecutive loss (count of losses) | -242.39 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 01:10 | buy | 1 | 0.10 | 97.296 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 01:10 | modify | 1 | 0.10 | 97.296 | 0.000 | 99.096 | ||
| 3 | 2023.11.10 18:40 | close | 1 | 0.10 | 96.392 | 0.000 | 99.096 | -56.19 | 943.81 |
| 4 | 2023.11.10 18:40 | sell | 2 | 0.10 | 96.392 | 0.000 | 0.000 | ||
| 5 | 2023.11.10 18:40 | modify | 2 | 0.10 | 96.392 | 0.000 | 94.592 | ||
| 6 | 2023.11.14 03:40 | close | 2 | 0.10 | 96.631 | 0.000 | 94.592 | -17.58 | 926.23 |
| 7 | 2023.11.14 03:40 | buy | 3 | 0.10 | 96.631 | 0.000 | 0.000 | ||
| 8 | 2023.11.14 03:40 | modify | 3 | 0.10 | 96.631 | 0.000 | 98.431 | ||
| 9 | 2023.11.15 13:05 | modify | 3 | 0.10 | 96.631 | 98.031 | 98.431 | ||
| 10 | 2023.11.15 13:40 | s/l | 3 | 0.10 | 98.031 | 98.031 | 98.431 | 90.55 | 1016.78 |
| 11 | 2023.11.27 01:40 | buy | 4 | 0.10 | 98.228 | 0.000 | 0.000 | ||
| 12 | 2023.11.27 01:40 | modify | 4 | 0.10 | 98.228 | 0.000 | 100.028 | ||
| 13 | 2023.12.06 01:20 | close | 4 | 0.10 | 96.858 | 0.000 | 100.028 | -84.59 | 932.19 |
| 14 | 2023.12.06 01:20 | sell | 5 | 0.10 | 96.858 | 0.000 | 0.000 | ||
| 15 | 2023.12.06 01:20 | modify | 5 | 0.10 | 96.858 | 0.000 | 95.058 | ||
| 16 | 2023.12.07 08:40 | modify | 5 | 0.10 | 96.858 | 95.458 | 95.058 | ||
| 17 | 2023.12.07 10:40 | t/p | 5 | 0.10 | 95.058 | 95.458 | 95.058 | 112.59 | 1044.78 |
| 18 | 2023.12.21 19:40 | sell | 6 | 0.10 | 96.692 | 0.000 | 0.000 | ||
| 19 | 2023.12.21 19:40 | modify | 6 | 0.10 | 96.692 | 0.000 | 94.892 | ||
| 20 | 2024.01.05 13:05 | close | 6 | 0.10 | 96.911 | 0.000 | 94.892 | -30.61 | 1014.18 |
| 21 | 2024.01.05 13:05 | buy | 7 | 0.10 | 96.911 | 0.000 | 0.000 | ||
| 22 | 2024.01.05 13:05 | modify | 7 | 0.10 | 96.911 | 0.000 | 98.711 | ||
| 23 | 2024.01.25 06:20 | close | 7 | 0.10 | 97.184 | 0.000 | 98.711 | 25.63 | 1039.80 |
| 24 | 2024.01.25 06:20 | sell | 8 | 0.10 | 97.184 | 0.000 | 0.000 | ||
| 25 | 2024.01.25 06:20 | modify | 8 | 0.10 | 97.184 | 0.000 | 95.384 | ||
| 26 | 2024.02.01 11:15 | modify | 8 | 0.10 | 97.184 | 95.784 | 95.384 | ||
| 27 | 2024.02.01 12:20 | s/l | 8 | 0.10 | 95.784 | 95.784 | 95.384 | 82.44 | 1122.24 |
| 28 | 2024.02.13 09:40 | buy | 9 | 0.10 | 97.450 | 0.000 | 0.000 | ||
| 29 | 2024.02.13 09:40 | modify | 9 | 0.10 | 97.450 | 0.000 | 99.250 | ||
| 30 | 2024.02.23 08:15 | modify | 9 | 0.10 | 97.450 | 98.850 | 99.250 | ||
| 31 | 2024.02.23 08:40 | s/l | 9 | 0.10 | 98.850 | 98.850 | 99.250 | 94.97 | 1217.21 |
| 32 | 2024.03.04 08:40 | buy | 10 | 0.10 | 97.943 | 0.000 | 0.000 | ||
| 33 | 2024.03.04 08:40 | modify | 10 | 0.10 | 97.943 | 0.000 | 99.743 | ||
| 34 | 2024.03.06 09:05 | close | 10 | 0.10 | 97.673 | 0.000 | 99.743 | -16.58 | 1200.63 |
| 35 | 2024.03.06 09:05 | sell | 11 | 0.10 | 97.673 | 0.000 | 0.000 | ||
| 36 | 2024.03.06 09:05 | modify | 11 | 0.10 | 97.673 | 0.000 | 95.873 | ||
| 37 | 2024.03.14 12:30 | close | 11 | 0.10 | 97.789 | 0.000 | 95.873 | -18.47 | 1182.16 |
| 38 | 2024.03.14 12:30 | buy | 12 | 0.10 | 97.789 | 0.000 | 0.000 | ||
| 39 | 2024.03.14 12:30 | modify | 12 | 0.10 | 97.789 | 0.000 | 99.589 | ||
| 40 | 2024.03.20 19:30 | modify | 12 | 0.10 | 97.789 | 99.189 | 99.589 | ||
| 41 | 2024.03.20 20:10 | t/p | 12 | 0.10 | 99.589 | 99.189 | 99.589 | 117.51 | 1299.67 |
| 42 | 2024.03.22 01:40 | buy | 13 | 0.10 | 99.433 | 0.000 | 0.000 | ||
| 43 | 2024.03.22 01:40 | modify | 13 | 0.10 | 99.433 | 0.000 | 101.233 | ||
| 44 | 2024.03.25 02:30 | close | 13 | 0.10 | 98.829 | 0.000 | 101.233 | -38.49 | 1261.18 |
| 45 | 2024.03.25 02:30 | sell | 14 | 0.10 | 98.829 | 0.000 | 0.000 | ||
| 46 | 2024.03.25 02:30 | modify | 14 | 0.10 | 98.829 | 0.000 | 97.029 | ||
| 47 | 2024.04.10 12:10 | close | 14 | 0.10 | 100.417 | 0.000 | 97.029 | -119.85 | 1141.33 |
| 48 | 2024.04.10 12:10 | buy | 15 | 0.10 | 100.417 | 0.000 | 0.000 | ||
| 49 | 2024.04.10 12:10 | modify | 15 | 0.10 | 100.417 | 0.000 | 102.217 | ||
| 50 | 2024.04.17 01:30 | close | 15 | 0.10 | 99.255 | 0.000 | 102.217 | -72.00 | 1069.33 |
| 51 | 2024.04.17 01:30 | sell | 16 | 0.10 | 99.255 | 0.000 | 0.000 | ||
| 52 | 2024.04.17 01:30 | modify | 16 | 0.10 | 99.255 | 0.000 | 97.455 | ||
| 53 | 2024.04.18 12:40 | close | 16 | 0.10 | 99.391 | 0.000 | 97.455 | -12.05 | 1057.28 |
| 54 | 2024.04.18 12:40 | buy | 17 | 0.10 | 99.391 | 0.000 | 0.000 | ||
| 55 | 2024.04.18 12:40 | modify | 17 | 0.10 | 99.391 | 0.000 | 101.191 | ||
| 56 | 2024.04.24 02:05 | modify | 17 | 0.10 | 99.391 | 100.791 | 101.191 | ||
| 57 | 2024.04.24 03:33 | s/l | 17 | 0.10 | 100.791 | 100.791 | 101.191 | 91.75 | 1149.03 |
| 58 | 2024.04.25 13:30 | buy | 18 | 0.10 | 100.965 | 0.000 | 0.000 | ||
| 59 | 2024.04.25 13:30 | modify | 18 | 0.10 | 100.965 | 0.000 | 102.765 | ||
| 60 | 2024.04.26 07:40 | modify | 18 | 0.10 | 100.965 | 102.365 | 102.765 | ||
| 61 | 2024.04.26 08:20 | s/l | 18 | 0.10 | 102.365 | 102.365 | 102.765 | 90.54 | 1239.57 |
| 62 | 2024.04.26 08:40 | buy | 19 | 0.10 | 101.559 | 0.000 | 0.000 | ||
| 63 | 2024.04.26 08:40 | modify | 19 | 0.10 | 101.559 | 0.000 | 103.359 | ||
| 64 | 2024.04.26 19:40 | modify | 19 | 0.10 | 101.559 | 102.959 | 103.359 | ||
| 65 | 2024.04.26 20:30 | t/p | 19 | 0.10 | 103.359 | 102.959 | 103.359 | 115.90 | 1355.47 |
| 66 | 2024.05.03 12:40 | sell | 20 | 0.10 | 101.070 | 0.000 | 0.000 | ||
| 67 | 2024.05.03 12:40 | modify | 20 | 0.10 | 101.070 | 0.000 | 99.270 | ||
| 68 | 2024.05.10 20:40 | close | 20 | 0.10 | 102.820 | 0.000 | 99.270 | -120.37 | 1235.10 |
| 69 | 2024.05.10 20:40 | buy | 21 | 0.10 | 102.820 | 0.000 | 0.000 | ||
| 70 | 2024.05.10 20:40 | modify | 21 | 0.10 | 102.820 | 0.000 | 104.620 | ||
| 71 | 2024.05.19 23:40 | modify | 21 | 0.10 | 102.820 | 104.220 | 104.620 | ||
| 72 | 2024.05.20 07:30 | s/l | 21 | 0.10 | 104.220 | 104.220 | 104.620 | 93.36 | 1328.46 |
| 73 | 2024.05.20 11:40 | buy | 22 | 0.10 | 104.108 | 0.000 | 0.000 | ||
| 74 | 2024.05.20 11:40 | modify | 22 | 0.10 | 104.108 | 0.000 | 105.908 | ||
| 75 | 2024.06.20 10:30 | modify | 22 | 0.10 | 104.108 | 104.908 | 105.908 | ||
| 76 | 2024.06.20 10:40 | modify | 22 | 0.10 | 104.108 | 105.508 | 105.908 | ||
| 77 | 2024.06.21 01:05 | t/p | 22 | 0.10 | 105.908 | 105.508 | 105.908 | 129.58 | 1458.04 |
| 78 | 2024.06.24 10:20 | buy | 23 | 0.10 | 105.984 | 0.000 | 0.000 | ||
| 79 | 2024.06.24 10:20 | modify | 23 | 0.10 | 105.984 | 0.000 | 107.784 | ||
| 80 | 2024.07.01 08:30 | modify | 23 | 0.10 | 105.984 | 107.384 | 107.784 | ||
| 81 | 2024.07.01 13:40 | t/p | 23 | 0.10 | 107.784 | 107.384 | 107.784 | 118.72 | 1576.75 |
| 82 | 2024.07.01 21:05 | buy | 24 | 0.10 | 107.382 | 0.000 | 0.000 | ||
| 83 | 2024.07.01 21:05 | modify | 24 | 0.10 | 107.382 | 0.000 | 109.182 | ||
| 84 | 2024.07.10 13:40 | modify | 24 | 0.10 | 107.382 | 108.782 | 109.182 | ||
| 85 | 2024.07.11 01:40 | t/p | 24 | 0.10 | 109.182 | 108.782 | 109.182 | 120.73 | 1697.48 |
| 86 | 2024.07.17 01:40 | sell | 25 | 0.10 | 106.823 | 0.000 | 0.000 | ||
| 87 | 2024.07.17 01:40 | modify | 25 | 0.10 | 106.823 | 0.000 | 105.023 | ||
| 88 | 2024.07.17 16:30 | modify | 25 | 0.10 | 106.823 | 105.423 | 105.023 | ||
| 89 | 2024.07.17 18:40 | t/p | 25 | 0.10 | 105.023 | 105.423 | 105.023 | 115.89 | 1813.37 |
| 90 | 2024.07.25 13:40 | sell | 26 | 0.10 | 100.902 | 0.000 | 0.000 | ||
| 91 | 2024.07.25 13:40 | modify | 26 | 0.10 | 100.902 | 0.000 | 99.102 | ||
| 92 | 2024.07.31 01:20 | modify | 26 | 0.10 | 100.902 | 99.502 | 99.102 | ||
| 93 | 2024.07.31 01:30 | t/p | 26 | 0.10 | 99.102 | 99.502 | 99.102 | 111.49 | 1924.86 |
| 94 | 2024.08.01 11:40 | sell | 27 | 0.10 | 98.433 | 0.000 | 0.000 | ||
| 95 | 2024.08.01 11:40 | modify | 27 | 0.10 | 98.433 | 0.000 | 96.633 | ||
| 96 | 2024.08.01 22:40 | modify | 27 | 0.10 | 98.433 | 97.033 | 96.633 | ||
| 97 | 2024.08.02 01:10 | s/l | 27 | 0.10 | 97.033 | 97.033 | 96.633 | 89.03 | 2013.89 |
| 98 | 2024.08.07 20:53 | buy | 28 | 0.10 | 95.593 | 0.000 | 0.000 | ||
| 99 | 2024.08.07 20:53 | modify | 28 | 0.10 | 95.593 | 0.000 | 97.393 | ||
| 100 | 2024.08.08 23:20 | modify | 28 | 0.10 | 95.593 | 96.993 | 97.393 | ||
| 101 | 2024.08.08 23:40 | t/p | 28 | 0.10 | 97.393 | 96.993 | 97.393 | 117.11 | 2130.99 |
| 102 | 2024.08.16 11:20 | buy | 29 | 0.10 | 98.231 | 0.000 | 0.000 | ||
| 103 | 2024.08.16 11:20 | modify | 29 | 0.10 | 98.231 | 0.000 | 100.031 | ||
| 104 | 2024.09.02 14:40 | modify | 29 | 0.10 | 98.231 | 99.631 | 100.031 | ||
| 105 | 2024.09.02 21:00 | s/l | 29 | 0.10 | 99.631 | 99.631 | 100.031 | 96.18 | 2227.17 |
| 106 | 2024.09.06 12:30 | sell | 30 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 107 | 2024.09.06 12:30 | modify | 30 | 0.10 | 96.702 | 0.000 | 94.902 | ||
| 108 | 2024.09.06 15:30 | modify | 30 | 0.10 | 96.702 | 95.302 | 94.902 | ||
| 109 | 2024.09.06 15:40 | t/p | 30 | 0.10 | 94.902 | 95.302 | 94.902 | 115.89 | 2343.06 |
| 110 | 2024.09.09 01:40 | sell | 31 | 0.10 | 95.614 | 0.000 | 0.000 | ||
| 111 | 2024.09.09 01:40 | modify | 31 | 0.10 | 95.614 | 0.000 | 93.814 | ||
| 112 | 2024.09.11 03:40 | modify | 31 | 0.10 | 95.614 | 94.214 | 93.814 | ||
| 113 | 2024.09.11 04:40 | t/p | 31 | 0.10 | 93.814 | 94.214 | 93.814 | 113.69 | 2456.75 |
| 114 | 2024.09.11 17:20 | sell | 32 | 0.10 | 94.656 | 0.000 | 0.000 | ||
| 115 | 2024.09.11 17:20 | modify | 32 | 0.10 | 94.656 | 0.000 | 92.856 | ||
| 116 | 2024.09.18 18:40 | close | 32 | 0.10 | 95.688 | 0.000 | 92.856 | -74.14 | 2382.61 |
| 117 | 2024.09.18 18:40 | buy | 33 | 0.10 | 95.688 | 0.000 | 0.000 | ||
| 118 | 2024.09.18 18:40 | modify | 33 | 0.10 | 95.688 | 0.000 | 97.488 | ||
| 119 | 2024.09.19 02:05 | modify | 33 | 0.10 | 95.688 | 97.088 | 97.488 | ||
| 120 | 2024.09.19 03:05 | s/l | 33 | 0.10 | 97.088 | 97.088 | 97.488 | 91.35 | 2473.95 |
| 121 | 2024.09.20 01:00 | buy | 34 | 0.10 | 96.945 | 0.000 | 0.000 | ||
| 122 | 2024.09.20 01:00 | modify | 34 | 0.10 | 96.945 | 0.000 | 98.745 | ||
| 123 | 2024.09.23 03:30 | modify | 34 | 0.10 | 96.945 | 98.345 | 98.745 | ||
| 124 | 2024.09.23 06:20 | s/l | 34 | 0.10 | 98.345 | 98.345 | 98.745 | 90.55 | 2564.51 |
| 125 | 2024.09.23 07:40 | buy | 35 | 0.10 | 97.724 | 0.000 | 0.000 | ||
| 126 | 2024.09.23 07:40 | modify | 35 | 0.10 | 97.724 | 0.000 | 99.524 | ||
| 127 | 2024.09.25 11:40 | modify | 35 | 0.10 | 97.724 | 99.124 | 99.524 | ||
| 128 | 2024.09.25 12:30 | s/l | 35 | 0.10 | 99.124 | 99.124 | 99.524 | 90.95 | 2655.46 |
| 129 | 2024.09.27 06:30 | buy | 36 | 0.10 | 99.309 | 0.000 | 0.000 | ||
| 130 | 2024.09.27 06:30 | modify | 36 | 0.10 | 99.309 | 0.000 | 101.109 | ||
| 131 | 2024.10.02 22:30 | modify | 36 | 0.10 | 99.309 | 100.709 | 101.109 | ||
| 132 | 2024.10.03 00:40 | t/p | 36 | 0.10 | 101.109 | 100.709 | 101.109 | 118.31 | 2773.77 |
| 133 | 2024.10.07 07:30 | buy | 37 | 0.10 | 100.765 | 0.000 | 0.000 | ||
| 134 | 2024.10.07 07:30 | modify | 37 | 0.10 | 100.765 | 0.000 | 102.565 | ||
| 135 | 2024.10.27 21:00 | close | 37 | 0.10 | 101.221 | 0.000 | 102.565 | 37.41 | 2811.18 |
| 136 | 2024.10.27 21:00 | sell | 38 | 0.10 | 101.221 | 0.000 | 0.000 | ||
| 137 | 2024.10.27 21:00 | modify | 38 | 0.10 | 101.221 | 0.000 | 99.421 | ||
| 138 | 2024.10.31 15:40 | modify | 38 | 0.10 | 101.221 | 99.821 | 99.421 | ||
| 139 | 2024.10.31 16:20 | s/l | 38 | 0.10 | 99.821 | 99.821 | 99.421 | 83.53 | 2894.71 |
| 140 | 2024.10.31 23:40 | sell | 39 | 0.10 | 100.427 | 0.000 | 0.000 | ||
| 141 | 2024.10.31 23:40 | modify | 39 | 0.10 | 100.427 | 0.000 | 98.627 | ||
| 142 | 2024.10.31 23:59 | close at stop | 39 | 0.10 | 100.458 | 0.000 | 98.627 | -2.00 | 2892.71 |