Strategy Tester Report
Divergence Trader Version 7

SymbolEURUSDm (Euro vs US Dollar)
Period15 Minutes (M15) 2003.12.24 00:00 - 2003.12.26 00:00 (2003.12.24 - 2003.12.26)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMaximumRisk=20; proximity=7; Lots=0.01; Fast_Period=7; Slow_Period=88; DVBuySell=0.0005; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=20; PLBreakEven=9999; BasketProfit=1; TakeProfit=8; BasketLoss=9999; Dynamic_Trailing_Stop_Settings="Dynamic Trailing Stop Settings"; EnableTrailingStop=true; TrailATRPeriod=7; TrailingStopFactor=1.45;
Bars in test73134Ticks modelled74881Modelling quality90.00%
Initial deposit785.00
Total net profit8188.97Gross profit8457.10Gross loss-268.13
Profit factor31.54Expected payoff61.57
Absolute drawdown48.50Maximal drawdown107.85 (9.99%)Relative drawdown9.99% (107.85)
Total trades133Short positions (won %)0 (0.00%)Long positions (won %)133 (93.98%)
Profit trades (% of total)125 (93.98%)Loss trades (% of total)8 (6.02%)
Largestprofit trade120.00loss trade-58.07
Averageprofit trade67.66loss trade-33.52
Maximumconsecutive wins (profit in money)56 (3987.72)consecutive losses (loss in money)2 (-107.85)
Maximalconsecutive profit (count of wins)3987.72 (56)consecutive loss (count of losses)-107.85 (2)
Averageconsecutive wins21consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.12.24 08:32buy17.851.24130.00001.2416
22003.12.24 08:32modify17.851.24131.24041.2416
32003.12.24 08:45modify17.851.24131.24051.2416
42003.12.24 08:46modify17.851.24131.24061.2416
52003.12.24 09:00modify17.851.24131.24061.2416
62003.12.24 09:01modify17.851.24131.24071.2416
72003.12.24 09:28s/l17.851.2406821.24071.2416-48.50736.50
82003.12.24 10:00buy27.371.24010.00001.2405
92003.12.24 10:05t/p27.371.24050.00001.240529.48765.98
102003.12.24 10:22buy37.661.24110.00001.2415
112003.12.24 12:09buy43.061.24030.00001.2408
122003.12.24 12:20t/p43.061.24080.00001.240815.30781.28
132003.12.24 14:30modify37.661.24111.24071.2415
142003.12.24 14:38t/p37.661.24151.24071.241530.64811.92
152003.12.24 14:45buy58.121.24220.00001.2427
162003.12.24 14:45modify58.121.24221.24091.2427
172003.12.24 14:51modify58.121.24221.24121.2427
182003.12.24 14:59modify58.121.24221.24131.2427
192003.12.24 15:00modify58.121.24221.24131.2427
202003.12.24 15:01buy64.221.24260.00001.2429
212003.12.24 15:01modify64.221.24261.24131.2429
222003.12.24 15:22modify58.121.24221.24141.2427
232003.12.24 15:22modify64.221.24261.24141.2429
242003.12.24 15:28t/p58.121.24271.24141.242740.60852.52
252003.12.24 15:28modify64.221.24261.24161.2429
262003.12.24 15:30modify64.221.24261.24161.2429
272003.12.24 15:45modify64.221.24261.24191.2429
282003.12.24 15:58t/p64.221.24291.24191.242912.66865.18
292003.12.24 16:02buy78.651.24360.00001.2439
302003.12.24 16:02modify78.651.24361.24251.2439
312003.12.24 16:03modify78.651.24361.24261.2439
322003.12.24 16:09modify78.651.24361.24281.2439
332003.12.24 16:10modify78.651.24361.24291.2439
342003.12.24 16:15buy84.331.24380.00001.2441
352003.12.24 16:15modify84.331.24381.24291.2441
362003.12.24 16:19t/p78.651.24391.24291.243925.95891.13
372003.12.24 16:19modify84.331.24381.24301.2441
382003.12.24 16:20t/p84.331.24411.24301.244112.99904.12
392003.12.24 16:35buy99.041.24360.00001.2439
402003.12.24 16:38modify99.041.24361.24301.2439
412003.12.24 16:40modify99.041.24361.24311.2439
422003.12.24 16:41t/p99.041.24391.24311.243927.12931.24
432003.12.24 16:45buy109.311.24470.00001.2451
442003.12.24 16:45modify109.311.24471.24371.2451
452003.12.24 16:55t/p109.311.24511.24371.245137.24968.48
462003.12.24 17:00buy119.681.24550.00001.2458
472003.12.24 17:00modify119.681.24551.24441.2458
482003.12.24 17:00t/p119.681.24581.24441.245829.04997.52
492003.12.24 17:15buy129.981.24630.00001.2467
502003.12.24 17:15modify129.981.24631.24501.2467
512003.12.24 17:15modify129.981.24631.24511.2467
522003.12.24 17:16modify129.981.24631.24541.2467
532003.12.24 17:19modify129.981.24631.24551.2467
542003.12.24 17:40t/p129.981.24671.24551.246739.921037.44
552003.12.24 17:44buy1310.001.24660.00001.2469
562003.12.24 17:44modify1310.001.24661.24551.2469
572003.12.24 17:59buy145.271.24670.00001.2472
582003.12.24 17:59modify145.271.24671.24551.2472
592003.12.24 18:00buy152.381.24660.00001.2470
602003.12.24 18:00modify152.381.24661.24551.2470
612003.12.24 18:03modify1310.001.24661.24561.2469
622003.12.24 18:03modify145.271.24671.24561.2472
632003.12.24 18:03modify152.381.24661.24561.2470
642003.12.24 18:15buy160.441.24620.00001.2469
652003.12.24 18:15modify160.441.24621.24561.2469
662003.12.24 18:29t/p1310.001.24691.24561.246930.001067.44
672003.12.24 18:29t/p160.441.24691.24561.24693.081070.52
682003.12.24 18:30buy176.521.24640.00001.2473
692003.12.24 18:30modify176.521.24641.24561.2473
702003.12.24 18:30t/p152.381.24701.24561.24709.521080.04
712003.12.24 18:45s/l145.271.2456191.24561.2472-56.951023.09
722003.12.24 18:45s/l176.521.2456191.24561.2473-50.90972.19
732003.12.24 18:45buy189.721.24580.00001.2466
742003.12.24 19:00buy193.991.24510.00001.2459
752003.12.24 19:02t/p193.991.24590.00001.245931.921004.11
762003.12.24 19:09modify189.721.24581.24561.2466
772003.12.24 19:15s/l189.721.2456191.24561.2466-17.57986.54
782003.12.24 19:15buy209.871.24560.00001.2465
792003.12.24 19:19modify209.871.24561.24561.2465
802003.12.24 19:21t/p209.871.24651.24561.246588.831075.37
812003.12.24 19:30buy2110.001.24510.00001.2460
822003.12.24 19:45buy224.751.24430.00001.2455
832003.12.24 19:51t/p224.751.24550.00001.245557.001132.37
842003.12.24 20:00buy236.421.24540.00001.2464
852003.12.24 20:14t/p2110.001.24600.00001.246090.001222.37
862003.12.24 20:15buy248.821.24530.00001.2462
872003.12.24 20:18t/p248.821.24620.00001.246279.381301.75
882003.12.24 20:18modify236.421.24541.24561.2464
892003.12.24 20:20s/l236.421.2456191.24561.246414.081315.83
902003.12.24 20:30buy2510.001.24540.00001.2461
912003.12.24 20:33t/p2510.001.24610.00001.246170.001385.83
922003.12.24 20:45buy2610.001.24530.00001.2460
932003.12.24 20:45t/p2610.001.24600.00001.246070.001455.83
942003.12.24 21:00buy2710.001.24470.00001.2457
952003.12.24 21:04t/p2710.001.24570.00001.2457100.001555.83
962003.12.24 21:15buy2810.001.24510.00001.2460
972003.12.24 21:16t/p2810.001.24600.00001.246090.001645.83
982003.12.24 21:30buy2910.001.24490.00001.2457
992003.12.24 21:39t/p2910.001.24570.00001.245780.001725.83
1002003.12.24 21:45buy3010.001.24500.00001.2457
1012003.12.24 21:45t/p3010.001.24570.00001.245770.001795.83
1022003.12.24 22:00buy3110.001.24530.00001.2461
1032003.12.24 22:15buy3210.001.24520.00001.2459
1042003.12.24 22:15t/p3210.001.24590.00001.245970.001865.83
1052003.12.24 22:26t/p3110.001.24610.00001.246180.001945.83
1062003.12.24 22:30buy3310.001.24520.00001.2461
1072003.12.24 22:32t/p3310.001.24610.00001.246190.002035.83
1082003.12.24 22:45buy3410.001.24540.00001.2461
1092003.12.24 23:00buy3510.001.24490.00001.2459
1102003.12.24 23:15buy369.661.24500.00001.2458
1112003.12.24 23:16t/p369.661.24580.00001.245877.282113.11
1122003.12.24 23:30buy3710.001.24520.00001.2460
1132003.12.24 23:30t/p3510.001.24590.00001.2459100.002213.11
1142003.12.24 23:30t/p3710.001.24600.00001.246080.002293.11
1152003.12.24 23:45buy3810.001.24480.00001.2456
1162003.12.24 23:45t/p3810.001.24560.00001.245680.002373.11
1172003.12.25 00:00buy3910.001.24500.00001.2457
1182003.12.25 00:15buy4010.001.24490.00001.2457
1192003.12.25 00:22t/p3410.001.24610.00001.246147.352420.46
1202003.12.25 00:22t/p3910.001.24570.00001.245770.002490.46
1212003.12.25 00:22t/p4010.001.24570.00001.245780.002570.46
1222003.12.25 00:30buy4110.001.24570.00001.2465
1232003.12.25 00:33modify4110.001.24571.24561.2465
1242003.12.25 00:45s/l4110.001.2456191.24561.2465-8.072562.39
1252003.12.25 00:45buy4210.001.24570.00001.2464
1262003.12.25 00:45t/p4210.001.24640.00001.246470.002632.39
1272003.12.25 01:00buy4310.001.24490.00001.2458
1282003.12.25 01:01t/p4310.001.24580.00001.245890.002722.39
1292003.12.25 01:15buy4410.001.24470.00001.2457
1302003.12.25 01:30buy4510.001.24460.00001.2453
1312003.12.25 01:37t/p4510.001.24530.00001.245370.002792.39
1322003.12.25 01:42t/p4410.001.24570.00001.2457100.002892.39
1332003.12.25 01:45buy4610.001.24540.00001.2462
1342003.12.25 01:49t/p4610.001.24620.00001.246280.002972.39
1352003.12.25 02:00buy4710.001.24510.00001.2461
1362003.12.25 02:04t/p4710.001.24610.00001.2461100.003072.39
1372003.12.25 02:15buy4810.001.24540.00001.2461
1382003.12.25 02:18t/p4810.001.24610.00001.246170.003142.39
1392003.12.25 02:30buy4910.001.24500.00001.2460
1402003.12.25 02:45buy5010.001.24530.00001.2461
1412003.12.25 03:00buy5110.001.24500.00001.2457
1422003.12.25 03:02t/p4910.001.24600.00001.2460100.003242.39
1432003.12.25 03:02t/p5110.001.24570.00001.245770.003312.39
1442003.12.25 03:04t/p5010.001.24610.00001.246180.003392.39
1452003.12.25 03:15buy5210.001.24520.00001.2459
1462003.12.25 03:30buy5310.001.24500.00001.2456
1472003.12.25 03:37t/p5310.001.24560.00001.245660.003452.39
1482003.12.25 03:45buy5410.001.24500.00001.2456
1492003.12.25 03:52t/p5410.001.24560.00001.245660.003512.39
1502003.12.25 04:00buy5510.001.24480.00001.2454
1512003.12.25 04:02t/p5510.001.24540.00001.245460.003572.39
1522003.12.25 04:15buy5610.001.24510.00001.2457
1532003.12.25 04:23t/p5610.001.24570.00001.245760.003632.39
1542003.12.25 04:30buy5710.001.24510.00001.2457
1552003.12.25 04:32t/p5710.001.24570.00001.245760.003692.39
1562003.12.25 04:45buy5810.001.24550.00001.2461
1572003.12.25 04:48t/p5210.001.24590.00001.245970.003762.39
1582003.12.25 04:54t/p5810.001.24610.00001.246160.003822.39
1592003.12.25 05:00buy5910.001.24500.00001.2457
1602003.12.25 05:15buy6010.001.24520.00001.2459
1612003.12.25 05:15t/p5910.001.24570.00001.245770.003892.39
1622003.12.25 05:19t/p6010.001.24590.00001.245970.003962.39
1632003.12.25 05:30buy6110.001.24500.00001.2457
1642003.12.25 05:30t/p6110.001.24570.00001.245770.004032.39
1652003.12.25 05:45buy6210.001.24540.00001.2461
1662003.12.25 05:59t/p6210.001.24610.00001.246170.004102.39
1672003.12.25 06:00buy6310.001.24530.00001.2462
1682003.12.25 06:05t/p6310.001.24620.00001.246290.004192.39
1692003.12.25 06:15buy6410.001.24550.00001.2463
1702003.12.25 06:30buy6510.001.24510.00001.2459
1712003.12.25 06:45buy6610.001.24510.00001.2459
1722003.12.25 07:00buy6710.001.24520.00001.2458
1732003.12.25 07:09t/p6710.001.24580.00001.245860.004252.39
1742003.12.25 07:15buy6810.001.24520.00001.2458
1752003.12.25 07:30buy6910.001.24520.00001.2460
1762003.12.25 07:43t/p6510.001.24590.00001.245980.004332.39
1772003.12.25 07:43t/p6610.001.24590.00001.245980.004412.39
1782003.12.25 07:43t/p6810.001.24580.00001.245860.004472.39
1792003.12.25 07:45buy7010.001.24520.00001.2459
1802003.12.25 07:46t/p7010.001.24590.00001.245970.004542.39
1812003.12.25 07:49t/p6910.001.24600.00001.246080.004622.39
1822003.12.25 08:00buy7110.001.24520.00001.2459
1832003.12.25 08:08t/p7110.001.24590.00001.245970.004692.39
1842003.12.25 08:15buy7210.001.24560.00001.2463
1852003.12.25 08:30buy7310.001.24510.00001.2459
1862003.12.25 08:30t/p7310.001.24590.00001.245980.004772.39
1872003.12.25 08:45buy7410.001.24550.00001.2460
1882003.12.25 08:50t/p7410.001.24600.00001.246050.004822.39
1892003.12.25 09:00buy7510.001.24550.00001.2463
1902003.12.25 09:15buy7610.001.24540.00001.2461
1912003.12.25 09:30buy7710.001.24530.00001.2461
1922003.12.25 09:34t/p7610.001.24610.00001.246170.004892.39
1932003.12.25 09:34t/p7710.001.24610.00001.246180.004972.39
1942003.12.25 09:34modify6410.001.24551.24561.2463
1952003.12.25 09:34modify7210.001.24561.24561.2463
1962003.12.25 09:34modify7510.001.24551.24561.2463
1972003.12.25 09:36s/l6410.001.2456191.24561.246311.934984.32
1982003.12.25 09:36s/l7210.001.2456191.24561.24631.934986.25
1992003.12.25 09:36s/l7510.001.2456191.24561.246311.934998.18
2002003.12.25 09:45buy7810.001.24490.00001.2459
2012003.12.25 09:47t/p7810.001.24590.00001.2459100.005098.18
2022003.12.25 10:00buy7910.001.24500.00001.2457
2032003.12.25 10:01t/p7910.001.24570.00001.245770.005168.18
2042003.12.25 10:15buy8010.001.24510.00001.2460
2052003.12.25 10:30buy8110.001.24450.00001.2453
2062003.12.25 10:30t/p8110.001.24530.00001.245380.005248.18
2072003.12.25 10:43t/p8010.001.24600.00001.246090.005338.18
2082003.12.25 10:45buy8210.001.24500.00001.2460
2092003.12.25 11:00buy8310.001.24450.00001.2456
2102003.12.25 11:05t/p8310.001.24560.00001.2456110.005448.18
2112003.12.25 11:15buy8410.001.24540.00001.2460
2122003.12.25 11:30buy8510.001.24490.00001.2459
2132003.12.25 11:37t/p8510.001.24590.00001.2459100.005548.18
2142003.12.25 11:45buy8610.001.24500.00001.2458
2152003.12.25 11:46t/p8610.001.24580.00001.245880.005628.18
2162003.12.25 11:48t/p8210.001.24600.00001.2460100.005728.18
2172003.12.25 11:48t/p8410.001.24600.00001.246060.005788.18
2182003.12.25 12:00buy8710.001.24470.00001.2456
2192003.12.25 12:15buy8810.001.24460.00001.2452
2202003.12.25 12:16t/p8810.001.24520.00001.245260.005848.18
2212003.12.25 12:22t/p8710.001.24560.00001.245690.005938.18
2222003.12.25 12:30buy8910.001.24480.00001.2455
2232003.12.25 12:44t/p8910.001.24550.00001.245570.006008.18
2242003.12.25 12:45buy9010.001.24540.00001.2460
2252003.12.25 12:53t/p9010.001.24600.00001.246060.006068.18
2262003.12.25 13:00buy9110.001.24530.00001.2463
2272003.12.25 13:15buy9210.001.24480.00001.2456
2282003.12.25 13:19t/p9210.001.24560.00001.245680.006148.18
2292003.12.25 13:20modify9110.001.24531.24561.2463
2302003.12.25 13:29s/l9110.001.2456191.24561.246331.936180.11
2312003.12.25 13:30buy9310.001.24530.00001.2459
2322003.12.25 13:30t/p9310.001.24590.00001.245960.006240.11
2332003.12.25 13:45buy9410.001.24480.00001.2457
2342003.12.25 13:46t/p9410.001.24570.00001.245790.006330.11
2352003.12.25 14:00buy9510.001.24540.00001.2461
2362003.12.25 14:00t/p9510.001.24610.00001.246170.006400.11
2372003.12.25 14:15buy9610.001.24520.00001.2460
2382003.12.25 14:30buy9710.001.24480.00001.2455
2392003.12.25 14:30t/p9710.001.24550.00001.245570.006470.11
2402003.12.25 14:31t/p9610.001.24600.00001.246080.006550.11
2412003.12.25 14:45buy9810.001.24580.00001.2466
2422003.12.25 14:52modify9810.001.24581.24561.2466
2432003.12.25 14:57s/l9810.001.2456191.24561.2466-18.076532.04
2442003.12.25 15:00buy9910.001.24620.00001.2472
2452003.12.25 15:02modify9910.001.24621.24561.2472
2462003.12.25 15:08s/l9910.001.2456191.24561.2472-58.076473.97
2472003.12.25 15:15buy10010.001.24490.00001.2459
2482003.12.25 15:30buy10110.001.24490.00001.2456
2492003.12.25 15:45buy10210.001.24470.00001.2455
2502003.12.25 15:46t/p10210.001.24550.00001.245580.006553.97
2512003.12.25 15:48t/p10110.001.24560.00001.245670.006623.97
2522003.12.25 16:00buy10310.001.24370.00001.2448
2532003.12.25 16:14t/p10310.001.24480.00001.2448110.006733.97
2542003.12.25 16:15buy10410.001.24480.00001.2460
2552003.12.25 16:30buy10510.001.24480.00001.2455
2562003.12.25 16:45buy10610.001.24460.00001.2454
2572003.12.25 16:46t/p10610.001.24540.00001.245480.006813.97
2582003.12.25 16:50t/p10510.001.24550.00001.245570.006883.97
2592003.12.25 17:00buy10710.001.24500.00001.2459
2602003.12.25 17:15buy10810.001.24530.00001.2458
2612003.12.25 17:20t/p10810.001.24580.00001.245850.006933.97
2622003.12.25 17:30buy10910.001.24500.00001.2456
2632003.12.25 17:32t/p10910.001.24560.00001.245660.006993.97
2642003.12.25 17:45buy11010.001.24370.00001.2447
2652003.12.25 17:47t/p11010.001.24470.00001.2447100.007093.97
2662003.12.25 17:52t/p10010.001.24590.00001.2459100.007193.97
2672003.12.25 17:52t/p10410.001.24600.00001.2460120.007313.97
2682003.12.25 17:52t/p10710.001.24590.00001.245990.007403.97
2692003.12.25 18:00buy11110.001.24500.00001.2459
2702003.12.25 18:06t/p11110.001.24590.00001.245990.007493.97
2712003.12.25 18:15buy11210.001.24470.00001.2453
2722003.12.25 18:16t/p11210.001.24530.00001.245360.007553.97
2732003.12.25 18:30buy11310.001.24520.00001.2460
2742003.12.25 18:45buy11410.001.24530.00001.2458
2752003.12.25 18:48t/p11410.001.24580.00001.245850.007603.97
2762003.12.25 19:00buy11510.001.24500.00001.2460
2772003.12.25 19:15buy11610.001.24520.00001.2458
2782003.12.25 19:18t/p11310.001.24600.00001.246080.007683.97
2792003.12.25 19:18t/p11510.001.24600.00001.2460100.007783.97
2802003.12.25 19:18t/p11610.001.24580.00001.245860.007843.97
2812003.12.25 19:30buy11710.001.24530.00001.2460
2822003.12.25 19:45buy11810.001.24530.00001.2457
2832003.12.25 19:50t/p11810.001.24570.00001.245740.007883.97
2842003.12.25 20:00buy11910.001.24500.00001.2457
2852003.12.25 20:15buy12010.001.24480.00001.2455
2862003.12.25 20:22t/p11910.001.24570.00001.245770.007953.97
2872003.12.25 20:22t/p12010.001.24550.00001.245570.008023.97
2882003.12.25 20:30buy12110.001.24470.00001.2456
2892003.12.25 20:34t/p12110.001.24560.00001.245690.008113.97
2902003.12.25 20:44t/p11710.001.24600.00001.246070.008183.97
2912003.12.25 20:45buy12210.001.24480.00001.2458
2922003.12.25 21:00buy12310.001.24500.00001.2457
2932003.12.25 21:04t/p12210.001.24580.00001.2458100.008283.97
2942003.12.25 21:04t/p12310.001.24570.00001.245770.008353.97
2952003.12.25 21:15buy12410.001.24500.00001.2458
2962003.12.25 21:18t/p12410.001.24580.00001.245880.008433.97
2972003.12.25 21:30buy12510.001.24370.00001.2446
2982003.12.25 21:37t/p12510.001.24460.00001.244690.008523.97
2992003.12.25 21:45buy12610.001.24370.00001.2449
3002003.12.25 21:52t/p12610.001.24490.00001.2449120.008643.97
3012003.12.25 22:00buy12710.001.24500.00001.2458
3022003.12.25 22:00t/p12710.001.24580.00001.245880.008723.97
3032003.12.25 22:30buy12810.001.24510.00001.2461
3042003.12.25 22:45buy12910.001.24480.00001.2456
3052003.12.25 22:55t/p12910.001.24560.00001.245680.008803.97
3062003.12.25 23:00buy13010.001.24530.00001.2459
3072003.12.25 23:15buy13110.001.24480.00001.2459
3082003.12.25 23:30buy13210.001.24390.00001.2448
3092003.12.25 23:39t/p13210.001.24480.00001.244890.008893.97
3102003.12.25 23:45buy13310.001.24480.00001.2458
3112003.12.25 23:59close at stop13310.001.24520.00001.245840.008933.97
3122003.12.25 23:59close at stop13110.001.24520.00001.245940.008973.97
3132003.12.25 23:59close at stop13010.001.24520.00001.2459-10.008963.97
3142003.12.25 23:59close at stop12810.001.24520.00001.246110.008973.97