Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 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=5; RSI_OBSLevels=4; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=140; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=140; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=180; DynamicTarget_Step=40; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | -2.23 | Gross profit | 270.75 | Gross loss | -272.98 |
| Profit factor | 0.99 | Expected payoff | -0.45 | ||
| Absolute drawdown | 304.96 | Maximal drawdown | 383.05 (3.75%) | Relative drawdown | 3.75% (383.05) |
| Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 166.94 | loss trade | -137.25 | |
| Average | profit trade | 90.25 | loss trade | -136.49 | |
| Maximum | consecutive wins (profit in money) | 3 (270.75) | consecutive losses (loss in money) | 1 (-137.25) | |
| Maximal | consecutive profit (count of wins) | 270.75 (3) | consecutive loss (count of losses) | -137.25 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.23 22:00 | buy | 1 | 0.10 | 161.527 | 0.000 | 0.000 | ||
| 2 | 2023.01.23 22:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 163.927 | ||
| 3 | 2023.01.25 12:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 162.127 | ||
| 4 | 2023.02.01 16:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 161.727 | ||
| 5 | 2023.02.02 11:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 161.327 | ||
| 6 | 2023.02.02 13:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 160.527 | ||
| 7 | 2023.02.02 17:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 160.127 | ||
| 8 | 2023.02.02 18:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 159.727 | ||
| 9 | 2023.02.03 08:00 | modify | 1 | 0.10 | 161.527 | 0.000 | 159.327 | ||
| 10 | 2023.02.05 22:00 | t/p | 1 | 0.10 | 159.327 | 0.000 | 159.327 | -135.73 | 9864.27 |
| 11 | 2023.04.27 21:00 | buy | 2 | 0.10 | 167.017 | 0.000 | 0.000 | ||
| 12 | 2023.04.27 21:00 | modify | 2 | 0.10 | 167.017 | 0.000 | 169.417 | ||
| 13 | 2023.04.28 07:00 | modify | 2 | 0.10 | 167.017 | 168.117 | 169.417 | ||
| 14 | 2023.04.28 08:00 | t/p | 2 | 0.10 | 169.417 | 168.117 | 169.417 | 166.94 | 10031.21 |
| 15 | 2023.06.07 21:00 | buy | 3 | 0.10 | 174.050 | 0.000 | 0.000 | ||
| 16 | 2023.06.07 21:00 | modify | 3 | 0.10 | 174.050 | 0.000 | 176.450 | ||
| 17 | 2023.06.12 08:00 | modify | 3 | 0.10 | 174.050 | 174.450 | 176.450 | ||
| 18 | 2023.06.12 16:00 | s/l | 3 | 0.10 | 174.450 | 174.450 | 176.450 | 33.83 | 10065.05 |
| 19 | 2023.07.06 08:00 | sell | 4 | 0.10 | 183.108 | 0.000 | 0.000 | ||
| 20 | 2023.07.06 08:00 | modify | 4 | 0.10 | 183.108 | 0.000 | 180.708 | ||
| 21 | 2023.07.10 12:00 | modify | 4 | 0.10 | 183.108 | 182.708 | 180.708 | ||
| 22 | 2023.07.10 14:00 | modify | 4 | 0.10 | 183.108 | 182.008 | 180.708 | ||
| 23 | 2023.07.11 01:00 | s/l | 4 | 0.10 | 182.008 | 182.008 | 180.708 | 69.97 | 10135.02 |
| 24 | 2023.09.04 21:00 | buy | 5 | 0.10 | 184.750 | 0.000 | 0.000 | ||
| 25 | 2023.09.04 21:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 187.150 | ||
| 26 | 2023.09.11 07:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 185.350 | ||
| 27 | 2023.09.21 03:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 184.950 | ||
| 28 | 2023.09.21 10:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 184.550 | ||
| 29 | 2023.09.21 11:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 184.150 | ||
| 30 | 2023.09.21 14:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 183.750 | ||
| 31 | 2023.09.27 04:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 183.350 | ||
| 32 | 2023.10.03 15:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 182.550 | ||
| 33 | 2023.10.03 20:00 | modify | 5 | 0.10 | 184.750 | 0.000 | 182.150 | ||
| 34 | 2023.10.06 15:00 | t/p | 5 | 0.10 | 182.150 | 0.000 | 182.150 | -137.25 | 9997.77 |