Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=2; RSI_OBSLevels=9; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=14; 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=220; TrailingStop=60; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=25; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2619 | Ticks modelled | 79751 | Modelling quality | n/a |
| Mismatched charts errors | 58 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2431.41 | Gross profit | 2558.39 | Gross loss | -126.98 |
| Profit factor | 20.15 | Expected payoff | 127.97 | ||
| Absolute drawdown | 141.85 | Maximal drawdown | 332.71 (2.76%) | Relative drawdown | 2.76% (332.71) |
| Total trades | 19 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
| Largest | profit trade | 341.48 | loss trade | -94.82 | |
| Average | profit trade | 150.49 | loss trade | -63.49 | |
| Maximum | consecutive wins (profit in money) | 17 (2558.39) | consecutive losses (loss in money) | 1 (-94.82) | |
| Maximal | consecutive profit (count of wins) | 2558.39 (17) | consecutive loss (count of losses) | -94.82 (1) | |
| Average | consecutive wins | 17 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.06 08:30 | sell | 1 | 0.10 | 143.447 | 0.000 | 0.000 | ||
| 2 | 2022.12.14 16:30 | close | 1 | 0.10 | 143.763 | 0.000 | 0.000 | -32.16 | 9967.84 |
| 3 | 2022.12.14 16:30 | buy | 2 | 0.10 | 143.763 | 0.000 | 0.000 | ||
| 4 | 2022.12.15 14:30 | modify | 2 | 0.10 | 143.763 | 145.479 | 0.000 | ||
| 5 | 2022.12.15 15:40 | modify | 2 | 0.10 | 143.763 | 146.014 | 0.000 | ||
| 6 | 2022.12.16 02:40 | s/l | 2 | 0.10 | 146.014 | 146.014 | 0.000 | 158.52 | 10126.36 |
| 7 | 2022.12.28 16:05 | sell | 3 | 0.10 | 142.450 | 0.000 | 0.000 | ||
| 8 | 2022.12.30 18:30 | modify | 3 | 0.10 | 142.450 | 140.795 | 0.000 | ||
| 9 | 2023.01.02 04:40 | close | 3 | 0.10 | 140.123 | 140.795 | 0.000 | 153.91 | 10280.27 |
| 10 | 2023.01.02 04:40 | buy | 4 | 0.10 | 140.123 | 0.000 | 0.000 | ||
| 11 | 2023.01.05 16:30 | close | 4 | 0.10 | 140.591 | 0.000 | 0.000 | 36.20 | 10316.47 |
| 12 | 2023.01.05 16:30 | sell | 5 | 0.10 | 140.591 | 0.000 | 0.000 | ||
| 13 | 2023.01.13 14:30 | modify | 5 | 0.10 | 140.591 | 138.884 | 0.000 | ||
| 14 | 2023.01.16 00:40 | s/l | 5 | 0.10 | 138.884 | 138.884 | 0.000 | 105.99 | 10422.46 |
| 15 | 2023.01.24 01:00 | sell | 6 | 0.10 | 141.779 | 0.000 | 0.000 | ||
| 16 | 2023.02.10 08:40 | modify | 6 | 0.10 | 141.779 | 140.176 | 0.000 | ||
| 17 | 2023.02.10 09:20 | s/l | 6 | 0.10 | 140.176 | 140.176 | 0.000 | 85.84 | 10508.29 |
| 18 | 2023.03.02 08:20 | sell | 7 | 0.10 | 145.282 | 0.000 | 0.000 | ||
| 19 | 2023.03.12 22:05 | modify | 7 | 0.10 | 145.282 | 143.602 | 0.000 | ||
| 20 | 2023.03.12 22:30 | s/l | 7 | 0.10 | 143.602 | 143.602 | 0.000 | 105.43 | 10613.72 |
| 21 | 2023.03.22 08:05 | sell | 8 | 0.10 | 142.618 | 0.000 | 0.000 | ||
| 22 | 2023.03.24 08:30 | modify | 8 | 0.10 | 142.618 | 140.976 | 0.000 | ||
| 23 | 2023.03.24 09:30 | modify | 8 | 0.10 | 142.618 | 140.226 | 0.000 | ||
| 24 | 2023.03.24 10:15 | modify | 8 | 0.10 | 142.618 | 139.695 | 0.000 | ||
| 25 | 2023.03.24 11:40 | s/l | 8 | 0.10 | 139.695 | 139.695 | 0.000 | 196.30 | 10810.02 |
| 26 | 2023.04.21 08:05 | buy | 9 | 0.10 | 147.016 | 0.000 | 0.000 | ||
| 27 | 2023.04.28 06:30 | modify | 9 | 0.10 | 147.016 | 148.640 | 0.000 | ||
| 28 | 2023.04.28 13:40 | modify | 9 | 0.10 | 147.016 | 149.159 | 0.000 | ||
| 29 | 2023.04.28 14:40 | modify | 9 | 0.10 | 147.016 | 149.827 | 0.000 | ||
| 30 | 2023.05.01 13:15 | modify | 9 | 0.10 | 147.016 | 150.331 | 0.000 | ||
| 31 | 2023.05.02 07:30 | modify | 9 | 0.10 | 147.016 | 150.879 | 0.000 | ||
| 32 | 2023.05.02 08:20 | close | 9 | 0.10 | 151.034 | 150.879 | 0.000 | 284.39 | 11094.41 |
| 33 | 2023.05.02 08:20 | sell | 10 | 0.10 | 151.034 | 0.000 | 0.000 | ||
| 34 | 2023.05.04 06:30 | modify | 10 | 0.10 | 151.034 | 149.413 | 0.000 | ||
| 35 | 2023.05.04 13:40 | modify | 10 | 0.10 | 151.034 | 148.530 | 0.000 | ||
| 36 | 2023.05.04 14:40 | modify | 10 | 0.10 | 151.034 | 147.751 | 0.000 | ||
| 37 | 2023.05.04 17:30 | s/l | 10 | 0.10 | 147.751 | 147.751 | 0.000 | 221.12 | 11315.53 |
| 38 | 2023.05.05 01:40 | buy | 11 | 0.10 | 147.956 | 0.000 | 0.000 | ||
| 39 | 2023.05.08 08:53 | close | 11 | 0.10 | 148.945 | 0.000 | 0.000 | 69.06 | 11384.58 |
| 40 | 2023.05.08 08:53 | sell | 12 | 0.10 | 148.945 | 0.000 | 0.000 | ||
| 41 | 2023.05.11 11:30 | modify | 12 | 0.10 | 148.945 | 147.329 | 0.000 | ||
| 42 | 2023.05.11 13:05 | modify | 12 | 0.10 | 148.945 | 146.788 | 0.000 | ||
| 43 | 2023.05.11 14:40 | s/l | 12 | 0.10 | 146.788 | 146.788 | 0.000 | 142.19 | 11526.77 |
| 44 | 2023.05.30 05:40 | buy | 13 | 0.10 | 150.376 | 0.000 | 0.000 | ||
| 45 | 2023.06.15 04:10 | modify | 13 | 0.10 | 150.376 | 151.983 | 0.000 | ||
| 46 | 2023.06.15 09:15 | modify | 13 | 0.10 | 150.376 | 152.510 | 0.000 | ||
| 47 | 2023.06.15 15:40 | modify | 13 | 0.10 | 150.376 | 153.039 | 0.000 | ||
| 48 | 2023.06.16 06:30 | modify | 13 | 0.10 | 150.376 | 153.683 | 0.000 | ||
| 49 | 2023.06.16 12:40 | modify | 13 | 0.10 | 150.376 | 154.194 | 0.000 | ||
| 50 | 2023.06.18 23:05 | modify | 13 | 0.10 | 150.376 | 154.712 | 0.000 | ||
| 51 | 2023.06.19 01:40 | close | 13 | 0.10 | 155.097 | 154.712 | 0.000 | 341.48 | 11868.25 |
| 52 | 2023.06.19 01:40 | sell | 14 | 0.10 | 155.097 | 0.000 | 0.000 | ||
| 53 | 2023.07.12 12:40 | close | 14 | 0.10 | 154.079 | 0.000 | 0.000 | 40.32 | 11908.56 |
| 54 | 2023.07.12 12:40 | buy | 15 | 0.10 | 154.079 | 0.000 | 0.000 | ||
| 55 | 2023.07.17 13:40 | modify | 15 | 0.10 | 154.079 | 155.689 | 0.000 | ||
| 56 | 2023.07.18 06:40 | s/l | 15 | 0.10 | 155.689 | 155.689 | 0.000 | 115.81 | 12024.38 |
| 57 | 2023.07.26 15:40 | buy | 16 | 0.10 | 155.588 | 0.000 | 0.000 | ||
| 58 | 2023.08.09 14:40 | modify | 16 | 0.10 | 155.588 | 157.295 | 0.000 | ||
| 59 | 2023.08.10 07:30 | modify | 16 | 0.10 | 155.588 | 157.803 | 0.000 | ||
| 60 | 2023.08.10 13:20 | modify | 16 | 0.10 | 155.588 | 158.305 | 0.000 | ||
| 61 | 2023.08.11 08:05 | close | 16 | 0.10 | 158.922 | 158.305 | 0.000 | 244.15 | 12268.53 |
| 62 | 2023.08.11 08:05 | sell | 17 | 0.10 | 158.922 | 0.000 | 0.000 | ||
| 63 | 2023.09.11 06:40 | modify | 17 | 0.10 | 158.922 | 157.226 | 0.000 | ||
| 64 | 2023.09.11 09:30 | s/l | 17 | 0.10 | 157.226 | 157.226 | 0.000 | 79.27 | 12347.80 |
| 65 | 2023.09.19 08:30 | sell | 18 | 0.10 | 157.824 | 0.000 | 0.000 | ||
| 66 | 2023.10.03 14:30 | modify | 18 | 0.10 | 157.824 | 155.971 | 0.000 | ||
| 67 | 2023.10.03 14:40 | modify | 18 | 0.10 | 157.824 | 154.972 | 0.000 | ||
| 68 | 2023.10.03 14:55 | s/l | 18 | 0.10 | 154.972 | 154.972 | 0.000 | 178.43 | 12526.23 |
| 69 | 2023.11.06 08:40 | sell | 19 | 0.10 | 160.516 | 0.000 | 0.000 | ||
| 70 | 2023.11.30 23:59 | close at stop | 19 | 0.10 | 161.402 | 0.000 | 0.000 | -94.82 | 12431.41 |