Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 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=3; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=120; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 141.77 | Gross profit | 853.06 | Gross loss | -711.29 |
| Profit factor | 1.20 | Expected payoff | 8.86 | ||
| Absolute drawdown | 128.48 | Maximal drawdown | 322.61 (3.11%) | Relative drawdown | 3.11% (322.61) |
| Total trades | 16 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
| Largest | profit trade | 172.97 | loss trade | -93.55 | |
| Average | profit trade | 106.63 | loss trade | -88.91 | |
| Maximum | consecutive wins (profit in money) | 3 (8.56) | consecutive losses (loss in money) | 3 (-269.89) | |
| Maximal | consecutive profit (count of wins) | 341.66 (2) | consecutive loss (count of losses) | -269.89 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.19 21:00 | buy | 1 | 0.10 | 167.466 | 0.000 | 0.000 | ||
| 2 | 2022.04.19 21:00 | modify | 1 | 0.10 | 167.466 | 166.266 | 169.666 | ||
| 3 | 2022.04.22 07:00 | s/l | 1 | 0.10 | 166.266 | 166.266 | 169.666 | -85.49 | 9914.51 |
| 4 | 2022.05.15 21:00 | buy | 2 | 0.10 | 158.146 | 0.000 | 0.000 | ||
| 5 | 2022.05.15 21:00 | modify | 2 | 0.10 | 158.146 | 156.946 | 160.346 | ||
| 6 | 2022.05.17 02:00 | modify | 2 | 0.10 | 158.146 | 158.146 | 160.346 | ||
| 7 | 2022.05.17 08:00 | t/p | 2 | 0.10 | 160.346 | 158.146 | 160.346 | 168.69 | 10083.20 |
| 8 | 2022.05.30 21:00 | buy | 3 | 0.10 | 161.332 | 0.000 | 0.000 | ||
| 9 | 2022.05.30 21:00 | modify | 3 | 0.10 | 161.332 | 160.132 | 163.532 | ||
| 10 | 2022.06.01 02:00 | modify | 3 | 0.10 | 161.332 | 161.332 | 163.532 | ||
| 11 | 2022.06.03 10:00 | t/p | 3 | 0.10 | 163.532 | 161.332 | 163.532 | 172.97 | 10256.16 |
| 12 | 2022.07.10 21:00 | buy | 4 | 0.10 | 163.535 | 0.000 | 0.000 | ||
| 13 | 2022.07.10 21:00 | modify | 4 | 0.10 | 163.535 | 162.335 | 165.735 | ||
| 14 | 2022.07.12 09:00 | s/l | 4 | 0.10 | 162.335 | 162.335 | 165.735 | -88.71 | 10167.45 |
| 15 | 2022.10.02 21:00 | buy | 5 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 16 | 2022.10.02 21:00 | modify | 5 | 0.10 | 161.482 | 160.282 | 163.682 | ||
| 17 | 2022.10.03 06:00 | modify | 5 | 0.10 | 161.482 | 161.482 | 163.682 | ||
| 18 | 2022.10.03 19:00 | t/p | 5 | 0.10 | 163.682 | 161.482 | 163.682 | 167.62 | 10335.07 |
| 19 | 2022.10.05 21:00 | buy | 6 | 0.10 | 163.646 | 0.000 | 0.000 | ||
| 20 | 2022.10.05 21:00 | modify | 6 | 0.10 | 163.646 | 162.446 | 165.846 | ||
| 21 | 2022.10.06 14:00 | s/l | 6 | 0.10 | 162.446 | 162.446 | 165.846 | -87.63 | 10247.44 |
| 22 | 2022.10.30 21:00 | buy | 7 | 0.10 | 170.863 | 0.000 | 0.000 | ||
| 23 | 2022.10.30 21:00 | modify | 7 | 0.10 | 170.863 | 169.663 | 173.063 | ||
| 24 | 2022.11.01 11:00 | s/l | 7 | 0.10 | 169.663 | 169.663 | 173.063 | -88.71 | 10158.73 |
| 25 | 2022.12.26 21:00 | sell | 8 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 26 | 2022.12.26 21:00 | modify | 8 | 0.10 | 160.220 | 161.420 | 158.020 | ||
| 27 | 2022.12.28 04:00 | s/l | 8 | 0.10 | 161.420 | 161.420 | 158.020 | -93.55 | 10065.18 |
| 28 | 2023.01.17 22:00 | buy | 9 | 0.10 | 157.312 | 0.000 | 0.000 | ||
| 29 | 2023.01.17 22:00 | modify | 9 | 0.10 | 157.312 | 156.112 | 159.512 | ||
| 30 | 2023.01.18 03:00 | t/p | 9 | 0.10 | 159.512 | 156.112 | 159.512 | 167.61 | 10232.79 |
| 31 | 2023.01.19 22:00 | buy | 10 | 0.10 | 159.067 | 0.000 | 0.000 | ||
| 32 | 2023.01.19 22:00 | modify | 10 | 0.10 | 159.067 | 157.867 | 161.267 | ||
| 33 | 2023.01.20 11:00 | modify | 10 | 0.10 | 159.067 | 159.067 | 161.267 | ||
| 34 | 2023.01.20 15:00 | t/p | 10 | 0.10 | 161.267 | 159.067 | 161.267 | 167.62 | 10400.41 |
| 35 | 2023.01.23 22:00 | buy | 11 | 0.10 | 161.527 | 0.000 | 0.000 | ||
| 36 | 2023.01.23 22:00 | modify | 11 | 0.10 | 161.527 | 160.327 | 163.727 | ||
| 37 | 2023.01.24 10:00 | s/l | 11 | 0.10 | 160.327 | 160.327 | 163.727 | -89.78 | 10310.62 |
| 38 | 2023.01.29 22:00 | buy | 12 | 0.10 | 160.595 | 0.000 | 0.000 | ||
| 39 | 2023.01.29 22:00 | modify | 12 | 0.10 | 160.595 | 159.395 | 162.795 | ||
| 40 | 2023.02.01 16:00 | s/l | 12 | 0.10 | 159.395 | 159.395 | 162.795 | -87.63 | 10222.99 |
| 41 | 2023.02.09 22:00 | buy | 13 | 0.10 | 159.374 | 0.000 | 0.000 | ||
| 42 | 2023.02.09 22:00 | modify | 13 | 0.10 | 159.374 | 158.174 | 161.574 | ||
| 43 | 2023.02.10 08:00 | s/l | 13 | 0.10 | 158.174 | 158.174 | 161.574 | -89.78 | 10133.21 |
| 44 | 2023.02.20 22:00 | buy | 14 | 0.10 | 161.569 | 0.000 | 0.000 | ||
| 45 | 2023.02.20 22:00 | modify | 14 | 0.10 | 161.569 | 160.369 | 163.769 | ||
| 46 | 2023.02.21 12:00 | modify | 14 | 0.10 | 161.569 | 161.569 | 163.769 | ||
| 47 | 2023.02.24 00:00 | s/l | 14 | 0.10 | 161.569 | 161.569 | 163.769 | 6.42 | 10139.63 |
| 48 | 2023.02.27 22:00 | buy | 15 | 0.10 | 164.024 | 0.000 | 0.000 | ||
| 49 | 2023.02.27 22:00 | modify | 15 | 0.10 | 164.024 | 162.824 | 166.224 | ||
| 50 | 2023.02.28 11:00 | modify | 15 | 0.10 | 164.024 | 164.024 | 166.224 | ||
| 51 | 2023.02.28 19:00 | s/l | 15 | 0.10 | 164.024 | 164.024 | 166.224 | 1.07 | 10140.70 |
| 52 | 2023.03.21 21:00 | buy | 16 | 0.10 | 161.651 | 0.000 | 0.000 | ||
| 53 | 2023.03.21 21:00 | modify | 16 | 0.10 | 161.651 | 160.451 | 163.851 | ||
| 54 | 2023.03.22 11:00 | modify | 16 | 0.10 | 161.651 | 161.651 | 163.851 | ||
| 55 | 2023.03.22 19:00 | s/l | 16 | 0.10 | 161.651 | 161.651 | 163.851 | 1.07 | 10141.77 |