Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2617 | Ticks modelled | 79600 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2588.69 | Gross profit | 2588.69 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 431.45 | |||
| Absolute drawdown | 340.75 | Maximal drawdown | 829.69 (7.57%) | Relative drawdown | 7.57% (829.69) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 844.78 | loss trade | -0.00 | |
| Average | profit trade | 431.45 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 6 (2588.69) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 2588.69 (6) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 6 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 16:30 | buy | 1 | 0.10 | 135.320 | 0.000 | 0.000 | ||
| 2 | 2022.09.07 15:40 | close | 1 | 0.10 | 144.306 | 0.000 | 0.000 | 704.51 | 10704.51 |
| 3 | 2022.09.07 15:40 | sell | 2 | 0.10 | 144.306 | 0.000 | 0.000 | ||
| 4 | 2023.01.02 16:05 | close | 2 | 0.10 | 130.857 | 0.000 | 0.000 | 844.78 | 11549.29 |
| 5 | 2023.01.02 16:05 | buy | 3 | 0.10 | 130.857 | 0.000 | 0.000 | ||
| 6 | 2023.01.06 15:00 | close | 3 | 0.10 | 133.989 | 0.000 | 0.000 | 241.19 | 11790.48 |
| 7 | 2023.01.06 15:00 | sell | 4 | 0.10 | 133.989 | 0.000 | 0.000 | ||
| 8 | 2023.02.08 15:00 | close | 4 | 0.10 | 131.410 | 0.000 | 0.000 | 147.78 | 11938.25 |
| 9 | 2023.02.08 15:00 | buy | 5 | 0.10 | 131.410 | 0.000 | 0.000 | ||
| 10 | 2023.03.02 16:05 | close | 5 | 0.10 | 136.614 | 0.000 | 0.000 | 410.68 | 12348.94 |
| 11 | 2023.03.02 16:05 | sell | 6 | 0.10 | 136.614 | 0.000 | 0.000 | ||
| 12 | 2023.03.31 23:59 | close at stop | 6 | 0.10 | 132.827 | 0.000 | 0.000 | 239.75 | 12588.69 |