Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=200; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=80; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=80; DynamicTarget_Step=35; 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 | 7261 | Ticks modelled | 13520 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 50 | ||
| Total net profit | -184.37 | Gross profit | 260.50 | Gross loss | -444.87 |
| Profit factor | 0.59 | Expected payoff | -36.87 | ||
| Absolute drawdown | 306.10 | Maximal drawdown | 306.18 (3.06%) | Relative drawdown | 3.06% (306.18) |
| Total trades | 5 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 176.04 | loss trade | -148.79 | |
| Average | profit trade | 130.25 | loss trade | -148.29 | |
| Maximum | consecutive wins (profit in money) | 1 (176.04) | consecutive losses (loss in money) | 2 (-296.90) | |
| Maximal | consecutive profit (count of wins) | 176.04 (1) | consecutive loss (count of losses) | -296.90 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.26 02:00 | buy | 1 | 0.10 | 1.64073 | 0.00000 | 0.00000 | ||
| 2 | 2022.12.26 02:00 | modify | 1 | 0.10 | 1.64073 | 1.62073 | 1.66473 | ||
| 3 | 2022.12.27 10:00 | modify | 1 | 0.10 | 1.64073 | 1.62073 | 1.65673 | ||
| 4 | 2022.12.27 13:00 | modify | 1 | 0.10 | 1.64073 | 1.62073 | 1.65323 | ||
| 5 | 2022.12.27 14:00 | modify | 1 | 0.10 | 1.64073 | 1.62073 | 1.64973 | ||
| 6 | 2022.12.27 18:00 | modify | 1 | 0.10 | 1.64073 | 1.62073 | 1.64623 | ||
| 7 | 2023.01.05 13:00 | s/l | 1 | 0.10 | 1.62073 | 1.62073 | 1.64623 | -148.79 | 9851.21 |
| 8 | 2023.01.13 09:00 | sell | 2 | 0.10 | 1.63122 | 0.00000 | 0.00000 | ||
| 9 | 2023.01.13 09:00 | modify | 2 | 0.10 | 1.63122 | 1.65122 | 1.60722 | ||
| 10 | 2023.01.16 01:00 | modify | 2 | 0.10 | 1.63122 | 1.65122 | 1.61522 | ||
| 11 | 2023.01.17 12:00 | modify | 2 | 0.10 | 1.63122 | 1.65122 | 1.61872 | ||
| 12 | 2023.01.18 09:00 | modify | 2 | 0.10 | 1.63122 | 1.65122 | 1.62572 | ||
| 13 | 2023.01.18 10:00 | s/l | 2 | 0.10 | 1.65122 | 1.65122 | 1.62572 | -148.11 | 9703.10 |
| 14 | 2023.04.19 18:00 | buy | 3 | 0.10 | 1.67392 | 0.00000 | 0.00000 | ||
| 15 | 2023.04.19 18:00 | modify | 3 | 0.10 | 1.67392 | 1.65392 | 1.69792 | ||
| 16 | 2023.04.25 08:00 | modify | 3 | 0.10 | 1.67392 | 1.68429 | 1.69792 | ||
| 17 | 2023.04.26 08:00 | t/p | 3 | 0.10 | 1.69792 | 1.68429 | 1.69792 | 176.04 | 9879.14 |
| 18 | 2023.05.31 21:00 | buy | 4 | 0.10 | 1.68665 | 0.00000 | 0.00000 | ||
| 19 | 2023.05.31 21:00 | modify | 4 | 0.10 | 1.68665 | 1.66665 | 1.71065 | ||
| 20 | 2023.06.02 15:00 | modify | 4 | 0.10 | 1.68665 | 1.66665 | 1.70265 | ||
| 21 | 2023.06.02 17:00 | modify | 4 | 0.10 | 1.68665 | 1.66665 | 1.69915 | ||
| 22 | 2023.06.02 20:00 | modify | 4 | 0.10 | 1.68665 | 1.66665 | 1.69565 | ||
| 23 | 2023.06.05 07:00 | modify | 4 | 0.10 | 1.68665 | 1.66665 | 1.69215 | ||
| 24 | 2023.06.05 08:00 | s/l | 4 | 0.10 | 1.66665 | 1.66665 | 1.69215 | -147.97 | 9731.17 |
| 25 | 2023.10.22 21:00 | buy | 5 | 0.10 | 1.66515 | 0.00000 | 0.00000 | ||
| 26 | 2023.10.22 21:00 | modify | 5 | 0.10 | 1.66515 | 1.64515 | 1.68915 | ||
| 27 | 2023.10.27 16:00 | modify | 5 | 0.10 | 1.66515 | 1.67674 | 1.68915 | ||
| 28 | 2023.10.30 08:00 | s/l | 5 | 0.10 | 1.67674 | 1.67674 | 1.68915 | 84.46 | 9815.63 |