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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1914 | Ticks modelled | 27396306 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1512.23 | Gross profit | 2009.98 | Gross loss | -497.75 |
| Profit factor | 4.04 | Expected payoff | 48.78 | ||
| Absolute drawdown | 105.84 | Maximal drawdown | 268.28 (13.41%) | Relative drawdown | 16.09% (187.84) |
| Total trades | 31 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 18 (83.33%) |
| Profit trades (% of total) | 22 (70.97%) | Loss trades (% of total) | 9 (29.03%) | ||
| Largest | profit trade | 114.36 | loss trade | -122.54 | |
| Average | profit trade | 91.36 | loss trade | -55.31 | |
| Maximum | consecutive wins (profit in money) | 7 (728.05) | consecutive losses (loss in money) | 2 (-83.28) | |
| Maximal | consecutive profit (count of wins) | 728.05 (7) | consecutive loss (count of losses) | -122.54 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.03 07:15 | sell | 1 | 0.10 | 96.193 | 0.000 | 0.000 | ||
| 2 | 2024.01.03 07:15 | modify | 1 | 0.10 | 96.193 | 0.000 | 94.593 | ||
| 3 | 2024.01.05 13:28 | close | 1 | 0.10 | 96.976 | 0.000 | 94.593 | -53.89 | 946.11 |
| 4 | 2024.01.05 13:28 | buy | 2 | 0.10 | 96.976 | 0.000 | 0.000 | ||
| 5 | 2024.01.05 13:28 | modify | 2 | 0.10 | 96.976 | 0.000 | 98.576 | ||
| 6 | 2024.01.25 06:06 | close | 2 | 0.10 | 97.175 | 0.000 | 98.576 | 20.52 | 966.63 |
| 7 | 2024.01.25 06:06 | sell | 3 | 0.10 | 97.175 | 0.000 | 0.000 | ||
| 8 | 2024.01.25 06:06 | modify | 3 | 0.10 | 97.175 | 0.000 | 95.575 | ||
| 9 | 2024.02.01 11:14 | t/p | 3 | 0.10 | 95.575 | 0.000 | 95.575 | 93.70 | 1060.32 |
| 10 | 2024.02.13 09:09 | buy | 4 | 0.10 | 97.459 | 0.000 | 0.000 | ||
| 11 | 2024.02.13 09:09 | modify | 4 | 0.10 | 97.459 | 0.000 | 99.059 | ||
| 12 | 2024.03.06 09:03 | close | 4 | 0.10 | 97.674 | 0.000 | 99.059 | 22.33 | 1082.65 |
| 13 | 2024.03.06 09:03 | sell | 5 | 0.10 | 97.674 | 0.000 | 0.000 | ||
| 14 | 2024.03.06 09:03 | modify | 5 | 0.10 | 97.674 | 0.000 | 96.074 | ||
| 15 | 2024.03.14 12:30 | close | 5 | 0.10 | 97.787 | 0.000 | 96.074 | -17.99 | 1064.66 |
| 16 | 2024.03.14 12:30 | buy | 6 | 0.10 | 97.787 | 0.000 | 0.000 | ||
| 17 | 2024.03.14 12:30 | modify | 6 | 0.10 | 97.787 | 0.000 | 99.387 | ||
| 18 | 2024.03.20 19:24 | t/p | 6 | 0.10 | 99.387 | 0.000 | 99.387 | 102.87 | 1167.54 |
| 19 | 2024.04.10 12:30 | buy | 7 | 0.10 | 100.352 | 0.000 | 0.000 | ||
| 20 | 2024.04.10 12:30 | modify | 7 | 0.10 | 100.352 | 0.000 | 101.952 | ||
| 21 | 2024.04.17 06:30 | close | 7 | 0.10 | 99.238 | 0.000 | 101.952 | -67.75 | 1099.79 |
| 22 | 2024.04.17 06:30 | sell | 8 | 0.10 | 99.238 | 0.000 | 0.000 | ||
| 23 | 2024.04.17 06:30 | modify | 8 | 0.10 | 99.238 | 0.000 | 97.638 | ||
| 24 | 2024.04.18 12:30 | close | 8 | 0.10 | 99.432 | 0.000 | 97.638 | -15.53 | 1084.26 |
| 25 | 2024.04.18 12:30 | buy | 9 | 0.10 | 99.432 | 0.000 | 0.000 | ||
| 26 | 2024.04.18 12:30 | modify | 9 | 0.10 | 99.432 | 0.000 | 101.032 | ||
| 27 | 2024.04.25 00:53 | t/p | 9 | 0.10 | 101.032 | 0.000 | 101.032 | 104.06 | 1188.33 |
| 28 | 2024.04.25 13:10 | buy | 10 | 0.10 | 101.029 | 0.000 | 0.000 | ||
| 29 | 2024.04.25 13:10 | modify | 10 | 0.10 | 101.029 | 0.000 | 102.629 | ||
| 30 | 2024.04.26 08:44 | t/p | 10 | 0.10 | 102.629 | 0.000 | 102.629 | 101.69 | 1290.01 |
| 31 | 2024.05.03 12:30 | sell | 11 | 0.10 | 101.007 | 0.000 | 0.000 | ||
| 32 | 2024.05.03 12:30 | modify | 11 | 0.10 | 101.007 | 0.000 | 99.407 | ||
| 33 | 2024.05.10 07:02 | modify | 11 | 0.10 | 101.007 | 0.000 | 101.407 | ||
| 34 | 2024.05.10 20:59 | close | 11 | 0.10 | 102.823 | 0.000 | 101.407 | -122.54 | 1167.47 |
| 35 | 2024.05.10 20:59 | buy | 12 | 0.10 | 102.823 | 0.000 | 0.000 | ||
| 36 | 2024.05.10 20:59 | modify | 12 | 0.10 | 102.823 | 0.000 | 104.423 | ||
| 37 | 2024.05.19 23:28 | t/p | 12 | 0.10 | 104.423 | 0.000 | 104.423 | 104.06 | 1271.53 |
| 38 | 2024.05.20 11:27 | buy | 13 | 0.10 | 104.135 | 0.000 | 0.000 | ||
| 39 | 2024.05.20 11:27 | modify | 13 | 0.10 | 104.135 | 0.000 | 105.735 | ||
| 40 | 2024.06.20 10:30 | t/p | 13 | 0.10 | 105.735 | 0.000 | 105.735 | 114.36 | 1385.89 |
| 41 | 2024.06.24 10:05 | buy | 14 | 0.10 | 105.993 | 0.000 | 0.000 | ||
| 42 | 2024.06.24 10:05 | modify | 14 | 0.10 | 105.993 | 0.000 | 107.593 | ||
| 43 | 2024.07.01 08:16 | t/p | 14 | 0.10 | 107.593 | 0.000 | 107.593 | 104.06 | 1489.96 |
| 44 | 2024.07.01 21:05 | buy | 15 | 0.10 | 107.364 | 0.000 | 0.000 | ||
| 45 | 2024.07.01 21:05 | modify | 15 | 0.10 | 107.364 | 0.000 | 108.964 | ||
| 46 | 2024.07.10 13:33 | t/p | 15 | 0.10 | 108.964 | 0.000 | 108.964 | 104.86 | 1594.81 |
| 47 | 2024.07.25 13:20 | sell | 16 | 0.10 | 100.846 | 0.000 | 0.000 | ||
| 48 | 2024.07.25 13:20 | modify | 16 | 0.10 | 100.846 | 0.000 | 99.246 | ||
| 49 | 2024.07.31 01:30 | t/p | 16 | 0.10 | 99.246 | 0.000 | 99.246 | 96.95 | 1691.76 |
| 50 | 2024.08.01 11:47 | sell | 17 | 0.10 | 98.408 | 0.000 | 0.000 | ||
| 51 | 2024.08.01 11:47 | modify | 17 | 0.10 | 98.408 | 0.000 | 96.808 | ||
| 52 | 2024.08.01 22:11 | t/p | 17 | 0.10 | 96.808 | 0.000 | 96.808 | 101.28 | 1793.04 |
| 53 | 2024.08.07 20:57 | buy | 18 | 0.10 | 95.650 | 0.000 | 0.000 | ||
| 54 | 2024.08.07 20:57 | modify | 18 | 0.10 | 95.650 | 0.000 | 97.250 | ||
| 55 | 2024.08.08 23:11 | t/p | 18 | 0.10 | 97.250 | 0.000 | 97.250 | 102.48 | 1895.52 |
| 56 | 2024.08.16 11:07 | buy | 19 | 0.10 | 98.301 | 0.000 | 0.000 | ||
| 57 | 2024.08.16 11:07 | modify | 19 | 0.10 | 98.301 | 0.000 | 99.901 | ||
| 58 | 2024.09.04 23:30 | modify | 19 | 0.10 | 98.301 | 0.000 | 97.901 | ||
| 59 | 2024.09.06 05:31 | modify | 19 | 0.10 | 98.301 | 0.000 | 97.501 | ||
| 60 | 2024.09.06 12:30 | close | 19 | 0.10 | 96.768 | 0.000 | 97.501 | -88.74 | 1806.78 |
| 61 | 2024.09.06 12:30 | sell | 20 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 62 | 2024.09.06 12:30 | modify | 20 | 0.10 | 96.768 | 0.000 | 95.168 | ||
| 63 | 2024.09.06 15:15 | t/p | 20 | 0.10 | 95.168 | 0.000 | 95.168 | 101.30 | 1908.08 |
| 64 | 2024.09.09 09:16 | sell | 21 | 0.10 | 95.535 | 0.000 | 0.000 | ||
| 65 | 2024.09.09 09:16 | modify | 21 | 0.10 | 95.535 | 0.000 | 93.935 | ||
| 66 | 2024.09.11 04:07 | t/p | 21 | 0.10 | 93.935 | 0.000 | 93.935 | 99.12 | 2007.20 |
| 67 | 2024.09.11 17:03 | sell | 22 | 0.10 | 94.597 | 0.000 | 0.000 | ||
| 68 | 2024.09.11 17:03 | modify | 22 | 0.10 | 94.597 | 0.000 | 92.997 | ||
| 69 | 2024.09.18 18:00 | close | 22 | 0.10 | 95.761 | 0.000 | 92.997 | -81.27 | 1925.92 |
| 70 | 2024.09.18 18:00 | buy | 23 | 0.10 | 95.761 | 0.000 | 0.000 | ||
| 71 | 2024.09.18 18:00 | modify | 23 | 0.10 | 95.761 | 0.000 | 97.361 | ||
| 72 | 2024.09.19 08:11 | t/p | 23 | 0.10 | 97.361 | 0.000 | 97.361 | 102.50 | 2028.42 |
| 73 | 2024.09.20 06:00 | buy | 24 | 0.10 | 97.000 | 0.000 | 0.000 | ||
| 74 | 2024.09.20 06:00 | modify | 24 | 0.10 | 97.000 | 0.000 | 98.600 | ||
| 75 | 2024.09.23 04:45 | t/p | 24 | 0.10 | 98.600 | 0.000 | 98.600 | 101.70 | 2130.12 |
| 76 | 2024.09.23 07:15 | buy | 25 | 0.10 | 97.887 | 0.000 | 0.000 | ||
| 77 | 2024.09.23 07:15 | modify | 25 | 0.10 | 97.887 | 0.000 | 99.487 | ||
| 78 | 2024.09.26 07:07 | t/p | 25 | 0.10 | 99.487 | 0.000 | 99.487 | 103.29 | 2233.41 |
| 79 | 2024.09.27 06:23 | buy | 26 | 0.10 | 99.554 | 0.000 | 0.000 | ||
| 80 | 2024.09.27 06:23 | modify | 26 | 0.10 | 99.554 | 0.000 | 101.154 | ||
| 81 | 2024.10.03 00:56 | t/p | 26 | 0.10 | 101.154 | 0.000 | 101.154 | 103.69 | 2337.10 |
| 82 | 2024.10.07 07:15 | buy | 27 | 0.10 | 100.853 | 0.000 | 0.000 | ||
| 83 | 2024.10.07 07:15 | modify | 27 | 0.10 | 100.853 | 0.000 | 102.453 | ||
| 84 | 2024.10.27 21:04 | close | 27 | 0.10 | 101.221 | 0.000 | 102.453 | 31.22 | 2368.32 |
| 85 | 2024.10.27 21:04 | sell | 28 | 0.10 | 101.221 | 0.000 | 0.000 | ||
| 86 | 2024.10.27 21:04 | modify | 28 | 0.10 | 101.221 | 0.000 | 99.621 | ||
| 87 | 2024.10.31 15:52 | t/p | 28 | 0.10 | 99.621 | 0.000 | 99.621 | 94.81 | 2463.13 |
| 88 | 2024.11.22 14:33 | sell | 29 | 0.10 | 100.599 | 0.000 | 0.000 | ||
| 89 | 2024.11.22 14:33 | modify | 29 | 0.10 | 100.599 | 0.000 | 98.999 | ||
| 90 | 2024.11.26 17:12 | t/p | 29 | 0.10 | 98.999 | 0.000 | 98.999 | 99.13 | 2562.26 |
| 91 | 2024.12.17 06:00 | buy | 30 | 0.10 | 97.907 | 0.000 | 0.000 | ||
| 92 | 2024.12.17 06:00 | modify | 30 | 0.10 | 97.907 | 0.000 | 99.507 | ||
| 93 | 2024.12.18 13:15 | close | 30 | 0.10 | 97.308 | 0.000 | 99.507 | -37.52 | 2524.74 |
| 94 | 2024.12.18 13:15 | sell | 31 | 0.10 | 97.308 | 0.000 | 0.000 | ||
| 95 | 2024.12.18 13:15 | modify | 31 | 0.10 | 97.308 | 0.000 | 95.708 | ||
| 96 | 2024.12.31 21:59 | close at stop | 31 | 0.10 | 97.283 | 0.000 | 95.708 | -12.51 | 2512.23 |