Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=6; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=200; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=60; TrailingStop=220; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=25; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=30; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7254 | Ticks modelled | 13508 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | 335.22 | Gross profit | 485.81 | Gross loss | -150.59 |
| Profit factor | 3.23 | Expected payoff | 83.80 | ||
| Absolute drawdown | 3.33 | Maximal drawdown | 195.62 (1.92%) | Relative drawdown | 1.92% (195.62) |
| Total trades | 4 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 163.02 | loss trade | -150.59 | |
| Average | profit trade | 161.94 | loss trade | -150.59 | |
| Maximum | consecutive wins (profit in money) | 2 (322.79) | consecutive losses (loss in money) | 1 (-150.59) | |
| Maximal | consecutive profit (count of wins) | 322.79 (2) | consecutive loss (count of losses) | -150.59 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.18 16:00 | sell | 1 | 0.10 | 1.55887 | 0.00000 | 0.00000 | ||
| 2 | 2022.10.18 16:00 | modify | 1 | 0.10 | 1.55887 | 1.57887 | 1.53687 | ||
| 3 | 2022.10.19 07:00 | modify | 1 | 0.10 | 1.55887 | 1.57426 | 1.53687 | ||
| 4 | 2022.10.19 08:00 | modify | 1 | 0.10 | 1.55887 | 1.57348 | 1.53687 | ||
| 5 | 2022.10.19 09:00 | modify | 1 | 0.10 | 1.55887 | 1.57286 | 1.53687 | ||
| 6 | 2022.10.19 10:00 | modify | 1 | 0.10 | 1.55887 | 1.57090 | 1.53687 | ||
| 7 | 2022.10.19 13:00 | modify | 1 | 0.10 | 1.55887 | 1.57022 | 1.53687 | ||
| 8 | 2022.10.19 17:00 | modify | 1 | 0.10 | 1.55887 | 1.56623 | 1.53687 | ||
| 9 | 2022.10.19 21:00 | modify | 1 | 0.10 | 1.55887 | 1.56522 | 1.53687 | ||
| 10 | 2022.10.20 09:00 | modify | 1 | 0.10 | 1.55887 | 1.56180 | 1.53687 | ||
| 11 | 2022.10.20 11:00 | t/p | 1 | 0.10 | 1.53687 | 1.56180 | 1.53687 | 163.02 | 10163.02 |
| 12 | 2022.10.30 21:00 | buy | 2 | 0.10 | 1.57548 | 0.00000 | 0.00000 | ||
| 13 | 2022.10.30 21:00 | modify | 2 | 0.10 | 1.57548 | 1.55548 | 1.59748 | ||
| 14 | 2022.11.01 00:00 | modify | 2 | 0.10 | 1.57548 | 1.55548 | 1.58348 | ||
| 15 | 2022.11.03 08:00 | modify | 2 | 0.10 | 1.57548 | 1.55548 | 1.58048 | ||
| 16 | 2022.11.03 09:00 | s/l | 2 | 0.10 | 1.55548 | 1.55548 | 1.58048 | -150.59 | 10012.43 |
| 17 | 2022.12.08 22:00 | buy | 3 | 0.10 | 1.66244 | 0.00000 | 0.00000 | ||
| 18 | 2022.12.08 22:00 | modify | 3 | 0.10 | 1.66244 | 1.64244 | 1.68444 | ||
| 19 | 2022.12.09 09:00 | modify | 3 | 0.10 | 1.66244 | 1.64663 | 1.68444 | ||
| 20 | 2022.12.09 10:00 | modify | 3 | 0.10 | 1.66244 | 1.64803 | 1.68444 | ||
| 21 | 2022.12.09 13:00 | modify | 3 | 0.10 | 1.66244 | 1.64925 | 1.68444 | ||
| 22 | 2022.12.09 14:00 | modify | 3 | 0.10 | 1.66244 | 1.65218 | 1.68444 | ||
| 23 | 2022.12.09 16:00 | modify | 3 | 0.10 | 1.66244 | 1.65413 | 1.68444 | ||
| 24 | 2022.12.12 11:00 | modify | 3 | 0.10 | 1.66244 | 1.65589 | 1.68444 | ||
| 25 | 2022.12.12 14:00 | modify | 3 | 0.10 | 1.66244 | 1.65824 | 1.68444 | ||
| 26 | 2022.12.13 15:00 | modify | 3 | 0.10 | 1.66244 | 1.65957 | 1.68444 | ||
| 27 | 2022.12.14 17:00 | modify | 3 | 0.10 | 1.66244 | 1.66124 | 1.68444 | ||
| 28 | 2022.12.14 18:00 | t/p | 3 | 0.10 | 1.68444 | 1.66124 | 1.68444 | 161.18 | 10173.61 |
| 29 | 2023.01.15 22:00 | buy | 4 | 0.10 | 1.63515 | 0.00000 | 0.00000 | ||
| 30 | 2023.01.15 22:00 | modify | 4 | 0.10 | 1.63515 | 1.61515 | 1.65715 | ||
| 31 | 2023.01.17 12:00 | modify | 4 | 0.10 | 1.63515 | 1.62119 | 1.65715 | ||
| 32 | 2023.01.17 15:00 | modify | 4 | 0.10 | 1.63515 | 1.62233 | 1.65715 | ||
| 33 | 2023.01.18 08:00 | modify | 4 | 0.10 | 1.63515 | 1.62333 | 1.65715 | ||
| 34 | 2023.01.18 09:00 | modify | 4 | 0.10 | 1.63515 | 1.62757 | 1.65715 | ||
| 35 | 2023.01.18 10:00 | modify | 4 | 0.10 | 1.63515 | 1.62880 | 1.65715 | ||
| 36 | 2023.01.18 12:00 | modify | 4 | 0.10 | 1.63515 | 1.63217 | 1.65715 | ||
| 37 | 2023.01.18 14:00 | t/p | 4 | 0.10 | 1.65715 | 1.63217 | 1.65715 | 161.61 | 10335.22 |