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 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1918 | Ticks modelled | 42447877 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2306.58 | Gross profit | 3143.04 | Gross loss | -836.47 |
| Profit factor | 3.76 | Expected payoff | 121.40 | ||
| Absolute drawdown | 119.79 | Maximal drawdown | 579.30 (4.78%) | Relative drawdown | 4.78% (579.30) |
| 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 | 474.09 | loss trade | -390.93 | |
| Average | profit trade | 209.54 | loss trade | -209.12 | |
| Maximum | consecutive wins (profit in money) | 7 (2039.86) | consecutive losses (loss in money) | 1 (-390.93) | |
| Maximal | consecutive profit (count of wins) | 2039.86 (7) | consecutive loss (count of losses) | -390.93 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.06 08:03 | sell | 1 | 0.10 | 136.791 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 16:13 | close | 1 | 0.10 | 130.850 | 0.000 | 0.000 | 410.43 | 10410.43 |
| 3 | 2023.01.02 16:13 | buy | 2 | 0.10 | 130.850 | 0.000 | 0.000 | ||
| 4 | 2023.01.06 13:30 | close | 2 | 0.10 | 134.191 | 0.000 | 0.000 | 255.57 | 10666.00 |
| 5 | 2023.01.06 13:30 | sell | 3 | 0.10 | 134.191 | 0.000 | 0.000 | ||
| 6 | 2023.01.15 23:06 | close | 3 | 0.10 | 127.979 | 0.000 | 0.000 | 474.09 | 11140.08 |
| 7 | 2023.01.15 23:06 | buy | 4 | 0.10 | 127.979 | 0.000 | 0.000 | ||
| 8 | 2023.02.07 02:00 | close | 4 | 0.10 | 132.294 | 0.000 | 0.000 | 351.49 | 11491.57 |
| 9 | 2023.02.07 02:00 | sell | 5 | 0.10 | 132.294 | 0.000 | 0.000 | ||
| 10 | 2023.02.08 12:41 | close | 5 | 0.10 | 130.975 | 0.000 | 0.000 | 99.10 | 11590.67 |
| 11 | 2023.02.08 12:41 | buy | 6 | 0.10 | 130.975 | 0.000 | 0.000 | ||
| 12 | 2023.03.02 16:06 | close | 6 | 0.10 | 136.625 | 0.000 | 0.000 | 439.96 | 12030.62 |
| 13 | 2023.03.02 16:06 | sell | 7 | 0.10 | 136.625 | 0.000 | 0.000 | ||
| 14 | 2023.03.09 23:54 | close | 7 | 0.10 | 136.345 | 0.000 | 0.000 | 9.24 | 12039.86 |
| 15 | 2023.03.09 23:54 | buy | 8 | 0.10 | 136.345 | 0.000 | 0.000 | ||
| 16 | 2023.04.19 20:32 | close | 8 | 0.10 | 134.734 | 0.000 | 0.000 | -76.64 | 11963.21 |
| 17 | 2023.04.19 20:32 | sell | 9 | 0.10 | 134.734 | 0.000 | 0.000 | ||
| 18 | 2023.05.04 18:23 | close | 9 | 0.10 | 134.191 | 0.000 | 0.000 | 13.01 | 11976.22 |
| 19 | 2023.05.04 18:23 | buy | 10 | 0.10 | 134.191 | 0.000 | 0.000 | ||
| 20 | 2023.05.08 02:00 | close | 10 | 0.10 | 134.882 | 0.000 | 0.000 | 53.43 | 12029.65 |
| 21 | 2023.05.08 02:00 | sell | 11 | 0.10 | 134.882 | 0.000 | 0.000 | ||
| 22 | 2023.05.31 04:01 | close | 11 | 0.10 | 139.829 | 0.000 | 0.000 | -390.93 | 11638.72 |
| 23 | 2023.05.31 04:01 | buy | 12 | 0.10 | 139.829 | 0.000 | 0.000 | ||
| 24 | 2023.06.05 03:45 | close | 12 | 0.10 | 139.997 | 0.000 | 0.000 | 17.50 | 11656.22 |
| 25 | 2023.06.05 03:45 | sell | 13 | 0.10 | 139.997 | 0.000 | 0.000 | ||
| 26 | 2023.06.09 02:00 | close | 13 | 0.10 | 139.252 | 0.000 | 0.000 | 43.81 | 11700.03 |
| 27 | 2023.06.09 02:00 | buy | 14 | 0.10 | 139.252 | 0.000 | 0.000 | ||
| 28 | 2023.06.29 07:36 | close | 14 | 0.10 | 144.382 | 0.000 | 0.000 | 377.32 | 12077.35 |
| 29 | 2023.06.29 07:36 | sell | 15 | 0.10 | 144.382 | 0.000 | 0.000 | ||
| 30 | 2023.07.26 20:22 | close | 15 | 0.10 | 140.384 | 0.000 | 0.000 | 244.42 | 12321.77 |
| 31 | 2023.07.26 20:22 | buy | 16 | 0.10 | 140.384 | 0.000 | 0.000 | ||
| 32 | 2023.08.08 23:08 | close | 16 | 0.10 | 143.285 | 0.000 | 0.000 | 216.77 | 12538.54 |
| 33 | 2023.08.08 23:08 | sell | 17 | 0.10 | 143.285 | 0.000 | 0.000 | ||
| 34 | 2023.09.01 04:06 | close | 17 | 0.10 | 145.534 | 0.000 | 0.000 | -196.52 | 12342.02 |
| 35 | 2023.09.01 04:06 | buy | 18 | 0.10 | 145.534 | 0.000 | 0.000 | ||
| 36 | 2023.09.13 16:04 | close | 18 | 0.10 | 147.390 | 0.000 | 0.000 | 136.93 | 12478.95 |
| 37 | 2023.09.13 16:04 | sell | 19 | 0.10 | 147.390 | 0.000 | 0.000 | ||
| 38 | 2023.11.30 23:59 | close at stop | 19 | 0.10 | 148.029 | 0.000 | 0.000 | -172.37 | 12306.58 |