Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar 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=0; TrendLine_MinGapBars=2; 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=0; TrailingStop=20; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2619 | Ticks modelled | 79617 | Modelling quality | n/a |
| Mismatched charts errors | 46 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2172.34 | Gross profit | 3030.54 | Gross loss | -858.21 |
| Profit factor | 3.53 | Expected payoff | 114.33 | ||
| Absolute drawdown | 126.15 | Maximal drawdown | 592.07 (4.92%) | Relative drawdown | 4.92% (592.07) |
| Total trades | 19 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 436.11 | loss trade | -392.17 | |
| Average | profit trade | 202.04 | loss trade | -214.55 | |
| Maximum | consecutive wins (profit in money) | 7 (1947.40) | consecutive losses (loss in money) | 1 (-392.17) | |
| Maximal | consecutive profit (count of wins) | 1947.40 (7) | consecutive loss (count of losses) | -392.17 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.06 08:30 | sell | 1 | 0.10 | 136.703 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 16:05 | close | 1 | 0.10 | 130.857 | 0.000 | 0.000 | 403.15 | 10403.15 |
| 3 | 2023.01.02 16:05 | buy | 2 | 0.10 | 130.857 | 0.000 | 0.000 | ||
| 4 | 2023.01.06 13:30 | close | 2 | 0.10 | 133.792 | 0.000 | 0.000 | 225.97 | 10629.12 |
| 5 | 2023.01.06 13:30 | sell | 3 | 0.10 | 133.792 | 0.000 | 0.000 | ||
| 6 | 2023.01.15 23:20 | close | 3 | 0.10 | 128.069 | 0.000 | 0.000 | 435.57 | 11064.68 |
| 7 | 2023.01.15 23:20 | buy | 4 | 0.10 | 128.069 | 0.000 | 0.000 | ||
| 8 | 2023.02.07 02:00 | close | 4 | 0.10 | 132.294 | 0.000 | 0.000 | 344.68 | 11409.36 |
| 9 | 2023.02.07 02:00 | sell | 5 | 0.10 | 132.294 | 0.000 | 0.000 | ||
| 10 | 2023.02.08 12:30 | close | 5 | 0.10 | 131.017 | 0.000 | 0.000 | 95.86 | 11505.22 |
| 11 | 2023.02.08 12:30 | buy | 6 | 0.10 | 131.017 | 0.000 | 0.000 | ||
| 12 | 2023.03.02 16:05 | close | 6 | 0.10 | 136.614 | 0.000 | 0.000 | 436.11 | 11941.32 |
| 13 | 2023.03.02 16:05 | sell | 7 | 0.10 | 136.614 | 0.000 | 0.000 | ||
| 14 | 2023.03.09 23:30 | close | 7 | 0.10 | 136.377 | 0.000 | 0.000 | 6.08 | 11947.40 |
| 15 | 2023.03.09 23:30 | buy | 8 | 0.10 | 136.377 | 0.000 | 0.000 | ||
| 16 | 2023.04.19 20:30 | close | 8 | 0.10 | 134.724 | 0.000 | 0.000 | -79.77 | 11867.62 |
| 17 | 2023.04.19 20:30 | sell | 9 | 0.10 | 134.724 | 0.000 | 0.000 | ||
| 18 | 2023.05.04 18:40 | close | 9 | 0.10 | 134.231 | 0.000 | 0.000 | 9.28 | 11876.90 |
| 19 | 2023.05.04 18:40 | buy | 10 | 0.10 | 134.231 | 0.000 | 0.000 | ||
| 20 | 2023.05.08 02:00 | close | 10 | 0.10 | 134.882 | 0.000 | 0.000 | 50.46 | 11927.36 |
| 21 | 2023.05.08 02:00 | sell | 11 | 0.10 | 134.882 | 0.000 | 0.000 | ||
| 22 | 2023.05.31 04:20 | close | 11 | 0.10 | 139.847 | 0.000 | 0.000 | -392.17 | 11535.19 |
| 23 | 2023.05.31 04:20 | buy | 12 | 0.10 | 139.847 | 0.000 | 0.000 | ||
| 24 | 2023.06.05 03:40 | close | 12 | 0.10 | 139.991 | 0.000 | 0.000 | 15.79 | 11550.98 |
| 25 | 2023.06.05 03:40 | sell | 13 | 0.10 | 139.991 | 0.000 | 0.000 | ||
| 26 | 2023.06.09 02:00 | close | 13 | 0.10 | 139.252 | 0.000 | 0.000 | 43.38 | 11594.36 |
| 27 | 2023.06.09 02:00 | buy | 14 | 0.10 | 139.252 | 0.000 | 0.000 | ||
| 28 | 2023.06.29 07:30 | close | 14 | 0.10 | 144.344 | 0.000 | 0.000 | 374.78 | 11969.14 |
| 29 | 2023.06.29 07:30 | sell | 15 | 0.10 | 144.344 | 0.000 | 0.000 | ||
| 30 | 2023.07.26 20:40 | close | 15 | 0.10 | 140.401 | 0.000 | 0.000 | 240.47 | 12209.61 |
| 31 | 2023.07.26 20:40 | buy | 16 | 0.10 | 140.401 | 0.000 | 0.000 | ||
| 32 | 2023.08.08 23:30 | close | 16 | 0.10 | 143.265 | 0.000 | 0.000 | 214.22 | 12423.83 |
| 33 | 2023.08.08 23:30 | sell | 17 | 0.10 | 143.265 | 0.000 | 0.000 | ||
| 34 | 2023.09.01 04:30 | close | 17 | 0.10 | 145.562 | 0.000 | 0.000 | -199.79 | 12224.04 |
| 35 | 2023.09.01 04:30 | buy | 18 | 0.10 | 145.562 | 0.000 | 0.000 | ||
| 36 | 2023.09.13 16:20 | close | 18 | 0.10 | 147.386 | 0.000 | 0.000 | 134.77 | 12358.81 |
| 37 | 2023.09.13 16:20 | sell | 19 | 0.10 | 147.386 | 0.000 | 0.000 | ||
| 38 | 2023.11.30 23:59 | close at stop | 19 | 0.10 | 148.235 | 0.000 | 0.000 | -186.47 | 12172.34 |