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 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6563 | Ticks modelled | 42447877 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 3234.84 | Gross profit | 4532.34 | Gross loss | -1297.51 |
| Profit factor | 3.49 | Expected payoff | 58.82 | ||
| Absolute drawdown | 139.58 | Maximal drawdown | 791.85 (6.04%) | Relative drawdown | 6.04% (791.85) |
| 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 | 391.51 | loss trade | -273.50 | |
| Average | profit trade | 110.54 | loss trade | -92.68 | |
| Maximum | consecutive wins (profit in money) | 10 (1273.01) | consecutive losses (loss in money) | 2 (-319.85) | |
| Maximal | consecutive profit (count of wins) | 1273.01 (10) | consecutive loss (count of losses) | -319.85 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.02 00:26 | buy | 1 | 0.10 | 135.483 | 0.000 | 0.000 | ||
| 2 | 2022.12.06 08:02 | close | 1 | 0.10 | 136.872 | 0.000 | 0.000 | 103.68 | 10103.68 |
| 3 | 2022.12.06 08:02 | sell | 2 | 0.10 | 136.872 | 0.000 | 0.000 | ||
| 4 | 2022.12.08 00:12 | close | 2 | 0.10 | 136.565 | 0.000 | 0.000 | 16.02 | 10119.70 |
| 5 | 2022.12.08 00:12 | buy | 3 | 0.10 | 136.565 | 0.000 | 0.000 | ||
| 6 | 2022.12.13 02:42 | close | 3 | 0.10 | 137.580 | 0.000 | 0.000 | 77.08 | 10196.78 |
| 7 | 2022.12.13 02:42 | sell | 4 | 0.10 | 137.580 | 0.000 | 0.000 | ||
| 8 | 2022.12.14 07:31 | close | 4 | 0.10 | 135.536 | 0.000 | 0.000 | 149.20 | 10345.98 |
| 9 | 2022.12.14 07:31 | buy | 5 | 0.10 | 135.536 | 0.000 | 0.000 | ||
| 10 | 2022.12.16 00:27 | close | 5 | 0.10 | 137.584 | 0.000 | 0.000 | 153.25 | 10499.23 |
| 11 | 2022.12.16 00:27 | sell | 6 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 12 | 2022.12.19 09:56 | close | 6 | 0.10 | 136.130 | 0.000 | 0.000 | 105.20 | 10604.43 |
| 13 | 2022.12.19 09:56 | buy | 7 | 0.10 | 136.130 | 0.000 | 0.000 | ||
| 14 | 2022.12.20 03:01 | close | 7 | 0.10 | 137.009 | 0.000 | 0.000 | 65.26 | 10669.69 |
| 15 | 2022.12.20 03:01 | sell | 8 | 0.10 | 137.009 | 0.000 | 0.000 | ||
| 16 | 2022.12.20 20:50 | close | 8 | 0.10 | 131.847 | 0.000 | 0.000 | 391.51 | 11061.20 |
| 17 | 2022.12.20 20:50 | buy | 9 | 0.10 | 131.847 | 0.000 | 0.000 | ||
| 18 | 2022.12.27 19:08 | close | 9 | 0.10 | 133.344 | 0.000 | 0.000 | 119.97 | 11181.17 |
| 19 | 2022.12.27 19:08 | sell | 10 | 0.10 | 133.344 | 0.000 | 0.000 | ||
| 20 | 2022.12.30 15:05 | close | 10 | 0.10 | 132.025 | 0.000 | 0.000 | 91.84 | 11273.01 |
| 21 | 2022.12.30 15:05 | buy | 11 | 0.10 | 132.025 | 0.000 | 0.000 | ||
| 22 | 2023.01.03 14:13 | close | 11 | 0.10 | 130.570 | 0.000 | 0.000 | -109.23 | 11163.78 |
| 23 | 2023.01.03 14:13 | sell | 12 | 0.10 | 130.570 | 0.000 | 0.000 | ||
| 24 | 2023.01.18 00:00 | close | 12 | 0.10 | 128.318 | 0.000 | 0.000 | 151.28 | 11315.05 |
| 25 | 2023.01.18 00:00 | buy | 13 | 0.10 | 128.318 | 0.000 | 0.000 | ||
| 26 | 2023.01.26 18:42 | close | 13 | 0.10 | 130.096 | 0.000 | 0.000 | 147.68 | 11462.73 |
| 27 | 2023.01.26 18:42 | sell | 14 | 0.10 | 130.096 | 0.000 | 0.000 | ||
| 28 | 2023.02.02 06:11 | close | 14 | 0.10 | 128.696 | 0.000 | 0.000 | 97.48 | 11560.21 |
| 29 | 2023.02.02 06:11 | buy | 15 | 0.10 | 128.696 | 0.000 | 0.000 | ||
| 30 | 2023.02.09 02:44 | close | 15 | 0.10 | 131.391 | 0.000 | 0.000 | 212.81 | 11773.02 |
| 31 | 2023.02.09 02:44 | sell | 16 | 0.10 | 131.391 | 0.000 | 0.000 | ||
| 32 | 2023.02.24 00:34 | close | 16 | 0.10 | 134.750 | 0.000 | 0.000 | -273.50 | 11499.52 |
| 33 | 2023.02.24 00:34 | buy | 17 | 0.10 | 134.750 | 0.000 | 0.000 | ||
| 34 | 2023.02.27 00:10 | close | 17 | 0.10 | 136.281 | 0.000 | 0.000 | 113.44 | 11612.96 |
| 35 | 2023.02.27 00:10 | sell | 18 | 0.10 | 136.281 | 0.000 | 0.000 | ||
| 36 | 2023.03.03 15:00 | close | 18 | 0.10 | 136.232 | 0.000 | 0.000 | -6.09 | 11606.87 |
| 37 | 2023.03.03 15:00 | buy | 19 | 0.10 | 136.232 | 0.000 | 0.000 | ||
| 38 | 2023.03.08 07:41 | close | 19 | 0.10 | 137.509 | 0.000 | 0.000 | 96.17 | 11703.04 |
| 39 | 2023.03.08 07:41 | sell | 20 | 0.10 | 137.509 | 0.000 | 0.000 | ||
| 40 | 2023.03.15 18:27 | close | 20 | 0.10 | 133.225 | 0.000 | 0.000 | 310.26 | 12013.29 |
| 41 | 2023.03.15 18:27 | buy | 21 | 0.10 | 133.225 | 0.000 | 0.000 | ||
| 42 | 2023.03.30 15:06 | close | 21 | 0.10 | 132.637 | 0.000 | 0.000 | -25.62 | 11987.68 |
| 43 | 2023.03.30 15:06 | sell | 22 | 0.10 | 132.637 | 0.000 | 0.000 | ||
| 44 | 2023.04.04 00:21 | close | 22 | 0.10 | 132.489 | 0.000 | 0.000 | 6.33 | 11994.00 |
| 45 | 2023.04.04 00:21 | buy | 23 | 0.10 | 132.489 | 0.000 | 0.000 | ||
| 46 | 2023.04.12 01:12 | close | 23 | 0.10 | 133.611 | 0.000 | 0.000 | 92.79 | 12086.79 |
| 47 | 2023.04.12 01:12 | sell | 24 | 0.10 | 133.611 | 0.000 | 0.000 | ||
| 48 | 2023.04.21 07:21 | close | 24 | 0.10 | 133.985 | 0.000 | 0.000 | -45.67 | 12041.11 |
| 49 | 2023.04.21 07:21 | buy | 25 | 0.10 | 133.985 | 0.000 | 0.000 | ||
| 50 | 2023.05.02 00:09 | close | 25 | 0.10 | 137.384 | 0.000 | 0.000 | 257.32 | 12298.43 |
| 51 | 2023.05.02 00:09 | sell | 26 | 0.10 | 137.384 | 0.000 | 0.000 | ||
| 52 | 2023.05.03 18:00 | close | 26 | 0.10 | 135.476 | 0.000 | 0.000 | 139.23 | 12437.65 |
| 53 | 2023.05.03 18:00 | buy | 27 | 0.10 | 135.476 | 0.000 | 0.000 | ||
| 54 | 2023.05.08 00:58 | close | 27 | 0.10 | 134.884 | 0.000 | 0.000 | -38.39 | 12399.27 |
| 55 | 2023.05.08 00:58 | sell | 28 | 0.10 | 134.884 | 0.000 | 0.000 | ||
| 56 | 2023.05.11 02:32 | close | 28 | 0.10 | 134.268 | 0.000 | 0.000 | 37.81 | 12437.07 |
| 57 | 2023.05.11 02:32 | buy | 29 | 0.10 | 134.268 | 0.000 | 0.000 | ||
| 58 | 2023.05.18 00:46 | close | 29 | 0.10 | 137.519 | 0.000 | 0.000 | 244.10 | 12681.18 |
| 59 | 2023.05.18 00:46 | sell | 30 | 0.10 | 137.519 | 0.000 | 0.000 | ||
| 60 | 2023.06.02 00:16 | close | 30 | 0.10 | 138.874 | 0.000 | 0.000 | -121.79 | 12559.38 |
| 61 | 2023.06.02 00:16 | buy | 31 | 0.10 | 138.874 | 0.000 | 0.000 | ||
| 62 | 2023.06.05 03:43 | close | 31 | 0.10 | 140.009 | 0.000 | 0.000 | 82.17 | 12641.55 |
| 63 | 2023.06.05 03:43 | sell | 32 | 0.10 | 140.009 | 0.000 | 0.000 | ||
| 64 | 2023.06.06 01:12 | close | 32 | 0.10 | 139.627 | 0.000 | 0.000 | 25.75 | 12667.30 |
| 65 | 2023.06.06 01:12 | buy | 33 | 0.10 | 139.627 | 0.000 | 0.000 | ||
| 66 | 2023.06.19 03:29 | close | 33 | 0.10 | 141.804 | 0.000 | 0.000 | 167.83 | 12835.13 |
| 67 | 2023.06.19 03:29 | sell | 34 | 0.10 | 141.804 | 0.000 | 0.000 | ||
| 68 | 2023.06.20 19:16 | close | 34 | 0.10 | 141.461 | 0.000 | 0.000 | 22.64 | 12857.76 |
| 69 | 2023.06.20 19:16 | buy | 35 | 0.10 | 141.461 | 0.000 | 0.000 | ||
| 70 | 2023.07.19 01:00 | close | 35 | 0.10 | 138.862 | 0.000 | 0.000 | -155.24 | 12702.52 |
| 71 | 2023.07.19 01:00 | sell | 36 | 0.10 | 138.862 | 0.000 | 0.000 | ||
| 72 | 2023.07.26 00:01 | close | 36 | 0.10 | 141.024 | 0.000 | 0.000 | -164.61 | 12537.91 |
| 73 | 2023.07.26 00:01 | buy | 37 | 0.10 | 141.024 | 0.000 | 0.000 | ||
| 74 | 2023.07.31 14:30 | close | 37 | 0.10 | 142.124 | 0.000 | 0.000 | 82.90 | 12620.81 |
| 75 | 2023.07.31 14:30 | sell | 38 | 0.10 | 142.124 | 0.000 | 0.000 | ||
| 76 | 2023.08.07 01:09 | close | 38 | 0.10 | 141.846 | 0.000 | 0.000 | 8.30 | 12629.11 |
| 77 | 2023.08.07 01:09 | buy | 39 | 0.10 | 141.846 | 0.000 | 0.000 | ||
| 78 | 2023.08.11 01:40 | close | 39 | 0.10 | 144.673 | 0.000 | 0.000 | 202.01 | 12831.12 |
| 79 | 2023.08.11 01:40 | sell | 40 | 0.10 | 144.673 | 0.000 | 0.000 | ||
| 80 | 2023.08.18 08:26 | close | 40 | 0.10 | 145.500 | 0.000 | 0.000 | -68.14 | 12762.97 |
| 81 | 2023.08.18 08:26 | buy | 41 | 0.10 | 145.500 | 0.000 | 0.000 | ||
| 82 | 2023.09.04 00:02 | close | 41 | 0.10 | 146.043 | 0.000 | 0.000 | 53.69 | 12816.67 |
| 83 | 2023.09.04 00:02 | sell | 42 | 0.10 | 146.043 | 0.000 | 0.000 | ||
| 84 | 2023.09.07 18:02 | close | 42 | 0.10 | 147.296 | 0.000 | 0.000 | -93.14 | 12723.52 |
| 85 | 2023.09.07 18:02 | buy | 43 | 0.10 | 147.296 | 0.000 | 0.000 | ||
| 86 | 2023.09.21 02:32 | close | 43 | 0.10 | 148.196 | 0.000 | 0.000 | 76.14 | 12799.66 |
| 87 | 2023.09.21 02:32 | sell | 44 | 0.10 | 148.196 | 0.000 | 0.000 | ||
| 88 | 2023.09.28 12:30 | close | 44 | 0.10 | 149.397 | 0.000 | 0.000 | -91.69 | 12707.97 |
| 89 | 2023.09.28 12:30 | buy | 45 | 0.10 | 149.397 | 0.000 | 0.000 | ||
| 90 | 2023.09.29 20:57 | close | 45 | 0.10 | 149.341 | 0.000 | 0.000 | -2.65 | 12705.32 |
| 91 | 2023.09.29 20:57 | sell | 46 | 0.10 | 149.341 | 0.000 | 0.000 | ||
| 92 | 2023.10.10 00:25 | close | 46 | 0.10 | 148.561 | 0.000 | 0.000 | 37.97 | 12743.28 |
| 93 | 2023.10.10 00:25 | buy | 47 | 0.10 | 148.561 | 0.000 | 0.000 | ||
| 94 | 2023.10.10 14:03 | close | 47 | 0.10 | 148.886 | 0.000 | 0.000 | 21.83 | 12765.11 |
| 95 | 2023.10.10 14:03 | sell | 48 | 0.10 | 148.886 | 0.000 | 0.000 | ||
| 96 | 2023.10.11 01:07 | close | 48 | 0.10 | 148.699 | 0.000 | 0.000 | 10.97 | 12776.08 |
| 97 | 2023.10.11 01:07 | buy | 49 | 0.10 | 148.699 | 0.000 | 0.000 | ||
| 98 | 2023.10.11 21:02 | close | 49 | 0.10 | 149.074 | 0.000 | 0.000 | 25.16 | 12801.24 |
| 99 | 2023.10.11 21:02 | sell | 50 | 0.10 | 149.074 | 0.000 | 0.000 | ||
| 100 | 2023.10.27 11:28 | close | 50 | 0.10 | 150.165 | 0.000 | 0.000 | -101.72 | 12699.52 |
| 101 | 2023.10.27 11:28 | buy | 51 | 0.10 | 150.165 | 0.000 | 0.000 | ||
| 102 | 2023.11.07 16:10 | close | 51 | 0.10 | 150.457 | 0.000 | 0.000 | 29.32 | 12728.83 |
| 103 | 2023.11.07 16:10 | sell | 52 | 0.10 | 150.457 | 0.000 | 0.000 | ||
| 104 | 2023.11.21 09:29 | close | 52 | 0.10 | 147.731 | 0.000 | 0.000 | 161.91 | 12890.74 |
| 105 | 2023.11.21 09:29 | buy | 53 | 0.10 | 147.731 | 0.000 | 0.000 | ||
| 106 | 2023.11.24 14:17 | close | 53 | 0.10 | 149.535 | 0.000 | 0.000 | 126.14 | 13016.89 |
| 107 | 2023.11.24 14:17 | sell | 54 | 0.10 | 149.535 | 0.000 | 0.000 | ||
| 108 | 2023.11.30 07:08 | close | 54 | 0.10 | 147.090 | 0.000 | 0.000 | 156.53 | 13173.42 |
| 109 | 2023.11.30 07:08 | buy | 55 | 0.10 | 147.090 | 0.000 | 0.000 | ||
| 110 | 2023.11.30 23:59 | close at stop | 55 | 0.10 | 147.999 | 0.000 | 0.000 | 61.42 | 13234.84 |