Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=9; RSI_OBSLevels=7; TrendLine_MinGapBars=6; TrendLine_MaxGapBars=12; 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=30; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=200; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=30; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7214 | Ticks modelled | 156802 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 2046.33 | Gross profit | 2577.32 | Gross loss | -530.99 |
| Profit factor | 4.85 | Expected payoff | 63.95 | ||
| Absolute drawdown | 38.78 | Maximal drawdown | 276.56 (9.27%) | Relative drawdown | 17.63% (252.23) |
| Total trades | 32 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 132.61 | loss trade | -144.51 | |
| Average | profit trade | 112.06 | loss trade | -59.00 | |
| Maximum | consecutive wins (profit in money) | 6 (718.71) | consecutive losses (loss in money) | 2 (-209.48) | |
| Maximal | consecutive profit (count of wins) | 718.71 (6) | consecutive loss (count of losses) | -209.48 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.01 10:20 | buy | 1 | 0.10 | 97.771 | 0.000 | 0.000 | ||
| 2 | 2024.03.01 10:20 | modify | 1 | 0.10 | 97.771 | 0.000 | 99.571 | ||
| 3 | 2024.03.05 15:20 | close | 1 | 0.10 | 97.721 | 0.000 | 99.571 | -2.74 | 997.26 |
| 4 | 2024.03.05 15:20 | sell | 2 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 5 | 2024.03.05 15:20 | modify | 2 | 0.10 | 97.721 | 0.000 | 95.921 | ||
| 6 | 2024.03.12 12:32 | close | 2 | 0.10 | 97.384 | 0.000 | 95.921 | 16.84 | 1014.10 |
| 7 | 2024.03.12 12:32 | buy | 3 | 0.10 | 97.384 | 0.000 | 0.000 | ||
| 8 | 2024.03.12 12:32 | modify | 3 | 0.10 | 97.384 | 0.000 | 99.184 | ||
| 9 | 2024.03.20 18:15 | t/p | 3 | 0.10 | 99.184 | 0.000 | 99.184 | 124.12 | 1138.21 |
| 10 | 2024.03.26 03:45 | buy | 4 | 0.10 | 98.970 | 0.000 | 0.000 | ||
| 11 | 2024.03.26 03:45 | modify | 4 | 0.10 | 98.970 | 0.000 | 100.770 | ||
| 12 | 2024.04.09 13:32 | t/p | 4 | 0.10 | 100.770 | 0.000 | 100.770 | 126.00 | 1264.22 |
| 13 | 2024.04.15 14:20 | buy | 5 | 0.10 | 99.678 | 0.000 | 0.000 | ||
| 14 | 2024.04.15 14:20 | modify | 5 | 0.10 | 99.678 | 0.000 | 101.478 | ||
| 15 | 2024.04.25 06:40 | t/p | 5 | 0.10 | 101.478 | 0.000 | 101.478 | 125.37 | 1389.59 |
| 16 | 2024.04.29 04:20 | buy | 6 | 0.10 | 103.038 | 0.000 | 0.000 | ||
| 17 | 2024.04.29 04:20 | modify | 6 | 0.10 | 103.038 | 0.000 | 104.838 | ||
| 18 | 2024.05.01 20:20 | modify | 6 | 0.10 | 103.038 | 0.000 | 102.838 | ||
| 19 | 2024.05.01 20:40 | modify | 6 | 0.10 | 103.038 | 0.000 | 102.538 | ||
| 20 | 2024.05.01 20:45 | modify | 6 | 0.10 | 103.038 | 0.000 | 102.238 | ||
| 21 | 2024.05.01 20:50 | modify | 6 | 0.10 | 103.038 | 0.000 | 101.938 | ||
| 22 | 2024.05.02 01:50 | t/p | 6 | 0.10 | 101.938 | 0.000 | 101.938 | -72.74 | 1316.85 |
| 23 | 2024.05.03 07:40 | sell | 7 | 0.10 | 100.771 | 0.000 | 0.000 | ||
| 24 | 2024.05.03 07:40 | modify | 7 | 0.10 | 100.771 | 0.000 | 98.971 | ||
| 25 | 2024.05.06 21:10 | close | 7 | 0.10 | 101.869 | 0.000 | 98.971 | -74.99 | 1241.86 |
| 26 | 2024.05.06 21:10 | buy | 8 | 0.10 | 101.869 | 0.000 | 0.000 | ||
| 27 | 2024.05.06 21:10 | modify | 8 | 0.10 | 101.869 | 0.000 | 103.669 | ||
| 28 | 2024.05.14 15:46 | t/p | 8 | 0.10 | 103.669 | 0.000 | 103.669 | 124.12 | 1365.97 |
| 29 | 2024.05.15 01:32 | buy | 9 | 0.10 | 103.576 | 0.000 | 0.000 | ||
| 30 | 2024.05.15 01:32 | modify | 9 | 0.10 | 103.576 | 0.000 | 105.376 | ||
| 31 | 2024.06.19 14:50 | t/p | 9 | 0.10 | 105.376 | 0.000 | 105.376 | 132.61 | 1498.58 |
| 32 | 2024.06.20 05:46 | buy | 10 | 0.10 | 105.421 | 0.000 | 0.000 | ||
| 33 | 2024.06.20 05:46 | modify | 10 | 0.10 | 105.421 | 0.000 | 107.221 | ||
| 34 | 2024.06.28 14:45 | t/p | 10 | 0.10 | 107.221 | 0.000 | 107.221 | 124.12 | 1622.70 |
| 35 | 2024.07.04 06:16 | buy | 11 | 0.10 | 108.348 | 0.000 | 0.000 | ||
| 36 | 2024.07.04 06:16 | modify | 11 | 0.10 | 108.348 | 0.000 | 110.148 | ||
| 37 | 2024.07.12 02:45 | close | 11 | 0.10 | 107.771 | 0.000 | 110.148 | -36.46 | 1586.23 |
| 38 | 2024.07.12 02:45 | sell | 12 | 0.10 | 107.771 | 0.000 | 0.000 | ||
| 39 | 2024.07.12 02:45 | modify | 12 | 0.10 | 107.771 | 0.000 | 105.971 | ||
| 40 | 2024.07.17 07:20 | t/p | 12 | 0.10 | 105.971 | 0.000 | 105.971 | 119.02 | 1705.25 |
| 41 | 2024.07.18 02:02 | sell | 13 | 0.10 | 105.310 | 0.000 | 0.000 | ||
| 42 | 2024.07.18 02:02 | modify | 13 | 0.10 | 105.310 | 0.000 | 103.510 | ||
| 43 | 2024.07.23 07:45 | t/p | 13 | 0.10 | 103.510 | 0.000 | 103.510 | 119.02 | 1824.27 |
| 44 | 2024.07.25 12:45 | sell | 14 | 0.10 | 100.195 | 0.000 | 0.000 | ||
| 45 | 2024.07.25 12:45 | modify | 14 | 0.10 | 100.195 | 0.000 | 98.395 | ||
| 46 | 2024.07.31 07:50 | t/p | 14 | 0.10 | 98.395 | 0.000 | 98.395 | 118.17 | 1942.44 |
| 47 | 2024.07.31 18:02 | sell | 15 | 0.10 | 98.591 | 0.000 | 0.000 | ||
| 48 | 2024.07.31 18:02 | modify | 15 | 0.10 | 98.591 | 0.000 | 96.791 | ||
| 49 | 2024.08.01 22:20 | t/p | 15 | 0.10 | 96.791 | 0.000 | 96.791 | 119.03 | 2061.46 |
| 50 | 2024.08.02 06:20 | sell | 16 | 0.10 | 97.318 | 0.000 | 0.000 | ||
| 51 | 2024.08.02 06:20 | modify | 16 | 0.10 | 97.318 | 0.000 | 95.518 | ||
| 52 | 2024.08.02 15:15 | t/p | 16 | 0.10 | 95.518 | 0.000 | 95.518 | 121.55 | 2183.01 |
| 53 | 2024.08.06 08:15 | buy | 17 | 0.10 | 94.096 | 0.000 | 0.000 | ||
| 54 | 2024.08.06 08:15 | modify | 17 | 0.10 | 94.096 | 0.000 | 95.896 | ||
| 55 | 2024.08.07 01:45 | t/p | 17 | 0.10 | 95.896 | 0.000 | 95.896 | 121.92 | 2304.94 |
| 56 | 2024.08.28 00:15 | sell | 18 | 0.10 | 97.856 | 0.000 | 0.000 | ||
| 57 | 2024.08.28 00:15 | modify | 18 | 0.10 | 97.856 | 0.000 | 96.056 | ||
| 58 | 2024.09.01 21:00 | close | 18 | 0.10 | 98.768 | 0.000 | 96.056 | -64.97 | 2239.97 |
| 59 | 2024.09.01 21:00 | buy | 19 | 0.10 | 98.768 | 0.000 | 0.000 | ||
| 60 | 2024.09.01 21:00 | modify | 19 | 0.10 | 98.768 | 0.000 | 100.568 | ||
| 61 | 2024.09.04 17:20 | modify | 19 | 0.10 | 98.768 | 0.000 | 98.568 | ||
| 62 | 2024.09.04 21:16 | modify | 19 | 0.10 | 98.768 | 0.000 | 98.268 | ||
| 63 | 2024.09.05 12:32 | modify | 19 | 0.10 | 98.768 | 0.000 | 97.968 | ||
| 64 | 2024.09.05 14:10 | close | 19 | 0.10 | 96.601 | 0.000 | 97.968 | -144.51 | 2095.46 |
| 65 | 2024.09.05 14:10 | sell | 20 | 0.10 | 96.601 | 0.000 | 0.000 | ||
| 66 | 2024.09.05 14:10 | modify | 20 | 0.10 | 96.601 | 0.000 | 94.801 | ||
| 67 | 2024.09.08 21:00 | t/p | 20 | 0.10 | 94.801 | 0.000 | 94.801 | 120.71 | 2216.16 |
| 68 | 2024.09.09 01:20 | sell | 21 | 0.10 | 95.419 | 0.000 | 0.000 | ||
| 69 | 2024.09.09 01:20 | modify | 21 | 0.10 | 95.419 | 0.000 | 93.619 | ||
| 70 | 2024.09.11 14:37 | t/p | 21 | 0.10 | 93.619 | 0.000 | 93.619 | 119.86 | 2336.02 |
| 71 | 2024.09.17 07:20 | buy | 22 | 0.10 | 94.832 | 0.000 | 0.000 | ||
| 72 | 2024.09.17 07:20 | modify | 22 | 0.10 | 94.832 | 0.000 | 96.632 | ||
| 73 | 2024.09.19 00:03 | t/p | 22 | 0.10 | 96.632 | 0.000 | 96.632 | 122.86 | 2458.88 |
| 74 | 2024.09.19 14:20 | buy | 23 | 0.10 | 97.164 | 0.000 | 0.000 | ||
| 75 | 2024.09.19 14:20 | modify | 23 | 0.10 | 97.164 | 0.000 | 98.964 | ||
| 76 | 2024.09.24 13:20 | t/p | 23 | 0.10 | 98.964 | 0.000 | 98.964 | 122.54 | 2581.43 |
| 77 | 2024.09.24 14:20 | buy | 24 | 0.10 | 98.558 | 0.000 | 0.000 | ||
| 78 | 2024.09.24 14:20 | modify | 24 | 0.10 | 98.558 | 0.000 | 100.358 | ||
| 79 | 2024.09.27 05:10 | t/p | 24 | 0.10 | 100.358 | 0.000 | 100.358 | 123.17 | 2704.60 |
| 80 | 2024.10.03 05:15 | buy | 25 | 0.10 | 100.608 | 0.000 | 0.000 | ||
| 81 | 2024.10.03 05:15 | modify | 25 | 0.10 | 100.608 | 0.000 | 102.408 | ||
| 82 | 2024.10.08 12:15 | close | 25 | 0.10 | 99.793 | 0.000 | 102.408 | -54.12 | 2650.48 |
| 83 | 2024.10.08 12:15 | sell | 26 | 0.10 | 99.793 | 0.000 | 0.000 | ||
| 84 | 2024.10.08 12:15 | modify | 26 | 0.10 | 99.793 | 0.000 | 97.993 | ||
| 85 | 2024.10.18 03:50 | close | 26 | 0.10 | 100.468 | 0.000 | 97.993 | -55.71 | 2594.77 |
| 86 | 2024.10.18 03:50 | buy | 27 | 0.10 | 100.468 | 0.000 | 0.000 | ||
| 87 | 2024.10.18 03:50 | modify | 27 | 0.10 | 100.468 | 0.000 | 102.268 | ||
| 88 | 2024.10.24 13:20 | close | 27 | 0.10 | 101.231 | 0.000 | 102.268 | 53.44 | 2648.20 |
| 89 | 2024.10.24 13:20 | sell | 28 | 0.10 | 101.231 | 0.000 | 0.000 | ||
| 90 | 2024.10.24 13:20 | modify | 28 | 0.10 | 101.231 | 0.000 | 99.431 | ||
| 91 | 2024.11.26 00:40 | t/p | 28 | 0.10 | 99.431 | 0.000 | 99.431 | 95.37 | 2743.57 |
| 92 | 2024.11.29 15:45 | sell | 29 | 0.10 | 97.868 | 0.000 | 0.000 | ||
| 93 | 2024.11.29 15:45 | modify | 29 | 0.10 | 97.868 | 0.000 | 96.068 | ||
| 94 | 2024.12.04 03:20 | t/p | 29 | 0.10 | 96.068 | 0.000 | 96.068 | 119.02 | 2862.59 |
| 95 | 2024.12.12 10:50 | buy | 30 | 0.10 | 97.505 | 0.000 | 0.000 | ||
| 96 | 2024.12.12 10:50 | modify | 30 | 0.10 | 97.505 | 0.000 | 99.305 | ||
| 97 | 2025.01.13 08:20 | close | 30 | 0.10 | 96.999 | 0.000 | 99.305 | -24.75 | 2837.85 |
| 98 | 2025.01.13 08:20 | sell | 31 | 0.10 | 96.999 | 0.000 | 0.000 | ||
| 99 | 2025.01.13 08:20 | modify | 31 | 0.10 | 96.999 | 0.000 | 95.199 | ||
| 100 | 2025.02.03 00:50 | t/p | 31 | 0.10 | 95.199 | 0.000 | 95.199 | 103.81 | 2941.66 |
| 101 | 2025.02.05 20:10 | sell | 32 | 0.10 | 95.956 | 0.000 | 0.000 | ||
| 102 | 2025.02.05 20:10 | modify | 32 | 0.10 | 95.956 | 0.000 | 94.156 | ||
| 103 | 2025.02.25 15:20 | t/p | 32 | 0.10 | 94.156 | 0.000 | 94.156 | 104.67 | 3046.33 |