Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=9; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; 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=50; 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 | 7264 | Ticks modelled | 158241 | Modelling quality | n/a |
| Mismatched charts errors | 40 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 3024.75 | Gross profit | 4392.05 | Gross loss | -1367.31 |
| Profit factor | 3.21 | Expected payoff | 55.00 | ||
| Absolute drawdown | 141.15 | Maximal drawdown | 793.89 (6.14%) | Relative drawdown | 6.14% (793.89) |
| Total trades | 55 | Short positions (won %) | 27 (66.67%) | Long positions (won %) | 28 (82.14%) |
| Profit trades (% of total) | 41 (74.55%) | Loss trades (% of total) | 14 (25.45%) | ||
| Largest | profit trade | 391.48 | loss trade | -283.88 | |
| Average | profit trade | 107.12 | loss trade | -97.66 | |
| Maximum | consecutive wins (profit in money) | 10 (1223.00) | consecutive losses (loss in money) | 2 (-322.09) | |
| Maximal | consecutive profit (count of wins) | 1223.00 (10) | consecutive loss (count of losses) | -322.09 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.02 00:20 | buy | 1 | 0.10 | 135.504 | 0.000 | 0.000 | ||
| 2 | 2022.12.06 08:15 | close | 1 | 0.10 | 136.801 | 0.000 | 0.000 | 97.01 | 10097.01 |
| 3 | 2022.12.06 08:15 | sell | 2 | 0.10 | 136.801 | 0.000 | 0.000 | ||
| 4 | 2022.12.08 00:15 | close | 2 | 0.10 | 136.610 | 0.000 | 0.000 | 7.52 | 10104.53 |
| 5 | 2022.12.08 00:15 | buy | 3 | 0.10 | 136.610 | 0.000 | 0.000 | ||
| 6 | 2022.12.13 02:50 | close | 3 | 0.10 | 137.575 | 0.000 | 0.000 | 73.44 | 10177.97 |
| 7 | 2022.12.13 02:50 | sell | 4 | 0.10 | 137.575 | 0.000 | 0.000 | ||
| 8 | 2022.12.14 07:45 | close | 4 | 0.10 | 135.556 | 0.000 | 0.000 | 147.33 | 10325.30 |
| 9 | 2022.12.14 07:45 | buy | 5 | 0.10 | 135.556 | 0.000 | 0.000 | ||
| 10 | 2022.12.16 00:20 | close | 5 | 0.10 | 137.526 | 0.000 | 0.000 | 147.65 | 10472.95 |
| 11 | 2022.12.16 00:20 | sell | 6 | 0.10 | 137.526 | 0.000 | 0.000 | ||
| 12 | 2022.12.19 09:50 | close | 6 | 0.10 | 136.196 | 0.000 | 0.000 | 96.04 | 10568.99 |
| 13 | 2022.12.19 09:50 | buy | 7 | 0.10 | 136.196 | 0.000 | 0.000 | ||
| 14 | 2022.12.20 03:02 | close | 7 | 0.10 | 137.021 | 0.000 | 0.000 | 61.31 | 10630.30 |
| 15 | 2022.12.20 03:02 | sell | 8 | 0.10 | 137.021 | 0.000 | 0.000 | ||
| 16 | 2022.12.20 20:50 | close | 8 | 0.10 | 131.859 | 0.000 | 0.000 | 391.48 | 11021.78 |
| 17 | 2022.12.20 20:50 | buy | 9 | 0.10 | 131.859 | 0.000 | 0.000 | ||
| 18 | 2022.12.27 19:02 | close | 9 | 0.10 | 133.335 | 0.000 | 0.000 | 118.40 | 11140.18 |
| 19 | 2022.12.27 19:02 | sell | 10 | 0.10 | 133.335 | 0.000 | 0.000 | ||
| 20 | 2022.12.30 15:15 | close | 10 | 0.10 | 132.134 | 0.000 | 0.000 | 82.82 | 11223.00 |
| 21 | 2022.12.30 15:15 | buy | 11 | 0.10 | 132.134 | 0.000 | 0.000 | ||
| 22 | 2023.01.03 14:20 | close | 11 | 0.10 | 130.497 | 0.000 | 0.000 | -123.24 | 11099.76 |
| 23 | 2023.01.03 14:20 | sell | 12 | 0.10 | 130.497 | 0.000 | 0.000 | ||
| 24 | 2023.01.18 00:00 | close | 12 | 0.10 | 128.318 | 0.000 | 0.000 | 145.59 | 11245.34 |
| 25 | 2023.01.18 00:00 | buy | 13 | 0.10 | 128.318 | 0.000 | 0.000 | ||
| 26 | 2023.01.26 18:50 | close | 13 | 0.10 | 130.050 | 0.000 | 0.000 | 144.19 | 11389.53 |
| 27 | 2023.01.26 18:50 | sell | 14 | 0.10 | 130.050 | 0.000 | 0.000 | ||
| 28 | 2023.02.02 06:15 | close | 14 | 0.10 | 128.713 | 0.000 | 0.000 | 92.57 | 11482.10 |
| 29 | 2023.02.02 06:15 | buy | 15 | 0.10 | 128.713 | 0.000 | 0.000 | ||
| 30 | 2023.02.09 02:50 | close | 15 | 0.10 | 131.369 | 0.000 | 0.000 | 209.88 | 11691.98 |
| 31 | 2023.02.09 02:50 | sell | 16 | 0.10 | 131.369 | 0.000 | 0.000 | ||
| 32 | 2023.02.24 00:32 | close | 16 | 0.10 | 134.871 | 0.000 | 0.000 | -283.88 | 11408.10 |
| 33 | 2023.02.24 00:32 | buy | 17 | 0.10 | 134.871 | 0.000 | 0.000 | ||
| 34 | 2023.02.27 00:20 | close | 17 | 0.10 | 136.218 | 0.000 | 0.000 | 99.99 | 11508.09 |
| 35 | 2023.02.27 00:20 | sell | 18 | 0.10 | 136.218 | 0.000 | 0.000 | ||
| 36 | 2023.03.03 15:10 | close | 18 | 0.10 | 136.323 | 0.000 | 0.000 | -17.39 | 11490.70 |
| 37 | 2023.03.03 15:10 | buy | 19 | 0.10 | 136.323 | 0.000 | 0.000 | ||
| 38 | 2023.03.08 07:50 | close | 19 | 0.10 | 137.451 | 0.000 | 0.000 | 85.37 | 11576.07 |
| 39 | 2023.03.08 07:50 | sell | 20 | 0.10 | 137.451 | 0.000 | 0.000 | ||
| 40 | 2023.03.15 18:10 | close | 20 | 0.10 | 133.284 | 0.000 | 0.000 | 301.34 | 11877.40 |
| 41 | 2023.03.15 18:10 | buy | 21 | 0.10 | 133.284 | 0.000 | 0.000 | ||
| 42 | 2023.03.30 15:02 | close | 21 | 0.10 | 132.606 | 0.000 | 0.000 | -32.42 | 11844.99 |
| 43 | 2023.03.30 15:02 | sell | 22 | 0.10 | 132.606 | 0.000 | 0.000 | ||
| 44 | 2023.04.04 00:20 | close | 22 | 0.10 | 132.530 | 0.000 | 0.000 | 0.89 | 11845.87 |
| 45 | 2023.04.04 00:20 | buy | 23 | 0.10 | 132.530 | 0.000 | 0.000 | ||
| 46 | 2023.04.12 01:20 | close | 23 | 0.10 | 133.601 | 0.000 | 0.000 | 88.97 | 11934.84 |
| 47 | 2023.04.12 01:20 | sell | 24 | 0.10 | 133.601 | 0.000 | 0.000 | ||
| 48 | 2023.04.21 07:15 | close | 24 | 0.10 | 133.993 | 0.000 | 0.000 | -47.02 | 11887.81 |
| 49 | 2023.04.21 07:15 | buy | 25 | 0.10 | 133.993 | 0.000 | 0.000 | ||
| 50 | 2023.05.02 00:15 | close | 25 | 0.10 | 137.377 | 0.000 | 0.000 | 256.24 | 12144.05 |
| 51 | 2023.05.02 00:15 | sell | 26 | 0.10 | 137.377 | 0.000 | 0.000 | ||
| 52 | 2023.05.03 18:20 | close | 26 | 0.10 | 135.534 | 0.000 | 0.000 | 134.37 | 12278.41 |
| 53 | 2023.05.03 18:20 | buy | 27 | 0.10 | 135.534 | 0.000 | 0.000 | ||
| 54 | 2023.05.08 00:50 | close | 27 | 0.10 | 134.868 | 0.000 | 0.000 | -43.88 | 12234.54 |
| 55 | 2023.05.08 00:50 | sell | 28 | 0.10 | 134.868 | 0.000 | 0.000 | ||
| 56 | 2023.05.11 02:50 | close | 28 | 0.10 | 134.278 | 0.000 | 0.000 | 35.87 | 12270.40 |
| 57 | 2023.05.11 02:50 | buy | 29 | 0.10 | 134.278 | 0.000 | 0.000 | ||
| 58 | 2023.05.18 00:50 | close | 29 | 0.10 | 137.438 | 0.000 | 0.000 | 237.62 | 12508.03 |
| 59 | 2023.05.18 00:50 | sell | 30 | 0.10 | 137.438 | 0.000 | 0.000 | ||
| 60 | 2023.06.02 00:15 | close | 30 | 0.10 | 138.885 | 0.000 | 0.000 | -128.41 | 12379.61 |
| 61 | 2023.06.02 00:15 | buy | 31 | 0.10 | 138.885 | 0.000 | 0.000 | ||
| 62 | 2023.06.05 03:50 | close | 31 | 0.10 | 139.991 | 0.000 | 0.000 | 80.11 | 12459.72 |
| 63 | 2023.06.05 03:50 | sell | 32 | 0.10 | 139.991 | 0.000 | 0.000 | ||
| 64 | 2023.06.06 01:15 | close | 32 | 0.10 | 139.637 | 0.000 | 0.000 | 23.74 | 12483.46 |
| 65 | 2023.06.06 01:15 | buy | 33 | 0.10 | 139.637 | 0.000 | 0.000 | ||
| 66 | 2023.06.19 03:20 | close | 33 | 0.10 | 141.787 | 0.000 | 0.000 | 165.95 | 12649.41 |
| 67 | 2023.06.19 03:20 | sell | 34 | 0.10 | 141.787 | 0.000 | 0.000 | ||
| 68 | 2023.06.20 19:15 | close | 34 | 0.10 | 141.464 | 0.000 | 0.000 | 21.22 | 12670.62 |
| 69 | 2023.06.20 19:15 | buy | 35 | 0.10 | 141.464 | 0.000 | 0.000 | ||
| 70 | 2023.07.19 01:07 | close | 35 | 0.10 | 138.848 | 0.000 | 0.000 | -156.49 | 12514.13 |
| 71 | 2023.07.19 01:07 | sell | 36 | 0.10 | 138.848 | 0.000 | 0.000 | ||
| 72 | 2023.07.26 00:15 | close | 36 | 0.10 | 141.024 | 0.000 | 0.000 | -165.60 | 12348.53 |
| 73 | 2023.07.26 00:15 | buy | 37 | 0.10 | 141.024 | 0.000 | 0.000 | ||
| 74 | 2023.07.31 14:45 | close | 37 | 0.10 | 142.098 | 0.000 | 0.000 | 81.08 | 12429.61 |
| 75 | 2023.07.31 14:45 | sell | 38 | 0.10 | 142.098 | 0.000 | 0.000 | ||
| 76 | 2023.08.07 01:15 | close | 38 | 0.10 | 141.864 | 0.000 | 0.000 | 5.19 | 12434.80 |
| 77 | 2023.08.07 01:15 | buy | 39 | 0.10 | 141.864 | 0.000 | 0.000 | ||
| 78 | 2023.08.11 01:50 | close | 39 | 0.10 | 144.629 | 0.000 | 0.000 | 197.78 | 12632.58 |
| 79 | 2023.08.11 01:50 | sell | 40 | 0.10 | 144.629 | 0.000 | 0.000 | ||
| 80 | 2023.08.18 08:20 | close | 40 | 0.10 | 145.527 | 0.000 | 0.000 | -73.01 | 12559.56 |
| 81 | 2023.08.18 08:20 | buy | 41 | 0.10 | 145.527 | 0.000 | 0.000 | ||
| 82 | 2023.09.04 00:02 | close | 41 | 0.10 | 146.046 | 0.000 | 0.000 | 52.05 | 12611.62 |
| 83 | 2023.09.04 00:02 | sell | 42 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 84 | 2023.09.07 18:07 | close | 42 | 0.10 | 147.298 | 0.000 | 0.000 | -93.07 | 12518.54 |
| 85 | 2023.09.07 18:07 | buy | 43 | 0.10 | 147.298 | 0.000 | 0.000 | ||
| 86 | 2023.09.21 02:32 | close | 43 | 0.10 | 148.198 | 0.000 | 0.000 | 76.14 | 12594.68 |
| 87 | 2023.09.21 02:32 | sell | 44 | 0.10 | 148.198 | 0.000 | 0.000 | ||
| 88 | 2023.09.28 12:45 | close | 44 | 0.10 | 149.439 | 0.000 | 0.000 | -94.34 | 12500.34 |
| 89 | 2023.09.28 12:45 | buy | 45 | 0.10 | 149.439 | 0.000 | 0.000 | ||
| 90 | 2023.09.29 20:50 | close | 45 | 0.10 | 149.311 | 0.000 | 0.000 | -7.47 | 12492.87 |
| 91 | 2023.09.29 20:50 | sell | 46 | 0.10 | 149.311 | 0.000 | 0.000 | ||
| 92 | 2023.10.10 00:20 | close | 46 | 0.10 | 148.568 | 0.000 | 0.000 | 35.48 | 12528.34 |
| 93 | 2023.10.10 00:20 | buy | 47 | 0.10 | 148.568 | 0.000 | 0.000 | ||
| 94 | 2023.10.10 14:15 | close | 47 | 0.10 | 148.866 | 0.000 | 0.000 | 20.02 | 12548.36 |
| 95 | 2023.10.10 14:15 | sell | 48 | 0.10 | 148.866 | 0.000 | 0.000 | ||
| 96 | 2023.10.11 01:20 | close | 48 | 0.10 | 148.720 | 0.000 | 0.000 | 8.21 | 12556.57 |
| 97 | 2023.10.11 01:20 | buy | 49 | 0.10 | 148.720 | 0.000 | 0.000 | ||
| 98 | 2023.10.11 21:10 | close | 49 | 0.10 | 149.088 | 0.000 | 0.000 | 24.68 | 12581.25 |
| 99 | 2023.10.11 21:10 | sell | 50 | 0.10 | 149.088 | 0.000 | 0.000 | ||
| 100 | 2023.10.27 11:20 | close | 50 | 0.10 | 150.169 | 0.000 | 0.000 | -101.06 | 12480.19 |
| 101 | 2023.10.27 11:20 | buy | 51 | 0.10 | 150.169 | 0.000 | 0.000 | ||
| 102 | 2023.11.07 16:02 | close | 51 | 0.10 | 150.456 | 0.000 | 0.000 | 28.99 | 12509.17 |
| 103 | 2023.11.07 16:02 | sell | 52 | 0.10 | 150.456 | 0.000 | 0.000 | ||
| 104 | 2023.11.21 09:20 | close | 52 | 0.10 | 147.741 | 0.000 | 0.000 | 161.16 | 12670.33 |
| 105 | 2023.11.21 09:20 | buy | 53 | 0.10 | 147.741 | 0.000 | 0.000 | ||
| 106 | 2023.11.24 14:15 | close | 53 | 0.10 | 149.524 | 0.000 | 0.000 | 124.75 | 12795.09 |
| 107 | 2023.11.24 14:15 | sell | 54 | 0.10 | 149.524 | 0.000 | 0.000 | ||
| 108 | 2023.11.30 07:15 | close | 54 | 0.10 | 147.100 | 0.000 | 0.000 | 155.10 | 12950.19 |
| 109 | 2023.11.30 07:15 | buy | 55 | 0.10 | 147.100 | 0.000 | 0.000 | ||
| 110 | 2023.11.30 23:59 | close at stop | 55 | 0.10 | 148.205 | 0.000 | 0.000 | 74.56 | 13024.75 |