Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=4; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=160; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=220; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=20; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7223 | Ticks modelled | 13445 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 301.19 | Gross profit | 431.93 | Gross loss | -130.74 |
| Profit factor | 3.30 | Expected payoff | 27.38 | ||
| Absolute drawdown | 0.89 | Maximal drawdown | 122.83 (1.18%) | Relative drawdown | 1.18% (122.83) |
| Total trades | 11 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 110.16 | loss trade | -39.63 | |
| Average | profit trade | 71.99 | loss trade | -26.15 | |
| Maximum | consecutive wins (profit in money) | 3 (248.77) | consecutive losses (loss in money) | 3 (-84.84) | |
| Maximal | consecutive profit (count of wins) | 248.77 (3) | consecutive loss (count of losses) | -84.84 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.19 22:00 | buy | 1 | 0.10 | 159.067 | 0.000 | 0.000 | ||
| 2 | 2023.01.19 22:00 | modify | 1 | 0.10 | 159.067 | 157.467 | 160.667 | ||
| 3 | 2023.01.20 01:00 | modify | 1 | 0.10 | 159.067 | 157.867 | 160.667 | ||
| 4 | 2023.01.20 02:00 | modify | 1 | 0.10 | 159.067 | 158.367 | 160.667 | ||
| 5 | 2023.01.20 05:00 | modify | 1 | 0.10 | 159.067 | 158.467 | 160.667 | ||
| 6 | 2023.01.20 06:00 | modify | 1 | 0.10 | 159.067 | 159.467 | 160.667 | ||
| 7 | 2023.01.20 08:00 | s/l | 1 | 0.10 | 159.467 | 159.467 | 160.667 | 28.45 | 10028.45 |
| 8 | 2023.02.20 22:00 | buy | 2 | 0.10 | 161.569 | 0.000 | 0.000 | ||
| 9 | 2023.02.20 22:00 | modify | 2 | 0.10 | 161.569 | 159.969 | 163.169 | ||
| 10 | 2023.02.21 07:00 | modify | 2 | 0.10 | 161.569 | 160.369 | 163.169 | ||
| 11 | 2023.02.21 10:00 | modify | 2 | 0.10 | 161.569 | 162.269 | 163.169 | ||
| 12 | 2023.02.21 12:00 | modify | 2 | 0.10 | 161.569 | 162.769 | 163.169 | ||
| 13 | 2023.02.21 13:00 | t/p | 2 | 0.10 | 163.169 | 162.769 | 163.169 | 110.15 | 10138.61 |
| 14 | 2023.03.21 21:00 | buy | 3 | 0.10 | 161.651 | 0.000 | 0.000 | ||
| 15 | 2023.03.21 21:00 | modify | 3 | 0.10 | 161.651 | 160.051 | 163.251 | ||
| 16 | 2023.03.22 01:00 | modify | 3 | 0.10 | 161.651 | 160.551 | 163.251 | ||
| 17 | 2023.03.22 02:00 | modify | 3 | 0.10 | 161.651 | 160.651 | 163.251 | ||
| 18 | 2023.03.22 05:00 | modify | 3 | 0.10 | 161.651 | 160.751 | 163.251 | ||
| 19 | 2023.03.22 08:00 | modify | 3 | 0.10 | 161.651 | 162.051 | 163.251 | ||
| 20 | 2023.03.22 10:00 | modify | 3 | 0.10 | 161.651 | 162.251 | 163.251 | ||
| 21 | 2023.03.22 11:00 | t/p | 3 | 0.10 | 163.251 | 162.251 | 163.251 | 110.16 | 10248.77 |
| 22 | 2023.04.02 21:00 | sell | 4 | 0.10 | 164.260 | 0.000 | 0.000 | ||
| 23 | 2023.04.02 21:00 | modify | 4 | 0.10 | 164.260 | 165.860 | 162.660 | ||
| 24 | 2023.04.03 00:00 | modify | 4 | 0.10 | 164.260 | 165.160 | 162.660 | ||
| 25 | 2023.04.03 01:00 | modify | 4 | 0.10 | 164.260 | 164.860 | 162.660 | ||
| 26 | 2023.04.03 02:00 | modify | 4 | 0.10 | 164.260 | 164.760 | 162.660 | ||
| 27 | 2023.04.03 10:00 | s/l | 4 | 0.10 | 164.760 | 164.760 | 162.660 | -35.96 | 10212.81 |
| 28 | 2023.04.23 21:00 | buy | 5 | 0.10 | 166.721 | 0.000 | 0.000 | ||
| 29 | 2023.04.23 21:00 | modify | 5 | 0.10 | 166.721 | 165.121 | 168.321 | ||
| 30 | 2023.04.24 03:00 | modify | 5 | 0.10 | 166.721 | 166.021 | 168.321 | ||
| 31 | 2023.04.24 11:00 | modify | 5 | 0.10 | 166.721 | 166.621 | 168.321 | ||
| 32 | 2023.04.24 14:00 | modify | 5 | 0.10 | 166.721 | 167.121 | 168.321 | ||
| 33 | 2023.04.25 01:00 | modify | 5 | 0.10 | 166.721 | 167.321 | 168.321 | ||
| 34 | 2023.04.25 08:00 | s/l | 5 | 0.10 | 167.321 | 167.321 | 168.321 | 43.31 | 10256.12 |
| 35 | 2023.07.30 21:00 | buy | 6 | 0.10 | 181.074 | 0.000 | 0.000 | ||
| 36 | 2023.07.30 21:00 | modify | 6 | 0.10 | 181.074 | 179.474 | 182.674 | ||
| 37 | 2023.07.31 02:00 | modify | 6 | 0.10 | 181.074 | 181.474 | 182.674 | ||
| 38 | 2023.07.31 03:00 | modify | 6 | 0.10 | 181.074 | 181.574 | 182.674 | ||
| 39 | 2023.07.31 05:00 | modify | 6 | 0.10 | 181.074 | 181.874 | 182.674 | ||
| 40 | 2023.07.31 07:00 | t/p | 6 | 0.10 | 182.674 | 181.874 | 182.674 | 110.15 | 10366.28 |
| 41 | 2023.08.23 21:00 | buy | 7 | 0.10 | 184.007 | 0.000 | 0.000 | ||
| 42 | 2023.08.23 21:00 | modify | 7 | 0.10 | 184.007 | 182.407 | 185.607 | ||
| 43 | 2023.08.24 02:00 | modify | 7 | 0.10 | 184.007 | 182.807 | 185.607 | ||
| 44 | 2023.08.24 03:00 | modify | 7 | 0.10 | 184.007 | 183.007 | 185.607 | ||
| 45 | 2023.08.24 05:00 | modify | 7 | 0.10 | 184.007 | 183.607 | 185.607 | ||
| 46 | 2023.08.24 06:00 | modify | 7 | 0.10 | 184.007 | 183.807 | 185.607 | ||
| 47 | 2023.08.24 19:00 | s/l | 7 | 0.10 | 183.807 | 183.807 | 185.607 | -9.95 | 10356.33 |
| 48 | 2023.09.04 12:00 | buy | 8 | 0.10 | 184.894 | 0.000 | 0.000 | ||
| 49 | 2023.09.04 12:00 | modify | 8 | 0.10 | 184.894 | 183.294 | 186.494 | ||
| 50 | 2023.09.05 03:00 | modify | 8 | 0.10 | 184.894 | 183.694 | 186.494 | ||
| 51 | 2023.09.05 04:00 | modify | 8 | 0.10 | 184.894 | 183.794 | 186.494 | ||
| 52 | 2023.09.05 06:00 | modify | 8 | 0.10 | 184.894 | 183.894 | 186.494 | ||
| 53 | 2023.09.05 14:00 | modify | 8 | 0.10 | 184.894 | 184.094 | 186.494 | ||
| 54 | 2023.09.05 15:00 | modify | 8 | 0.10 | 184.894 | 184.294 | 186.494 | ||
| 55 | 2023.09.05 16:00 | modify | 8 | 0.10 | 184.894 | 185.294 | 186.494 | ||
| 56 | 2023.09.06 00:00 | s/l | 8 | 0.10 | 185.294 | 185.294 | 186.494 | 29.69 | 10386.02 |
| 57 | 2023.11.19 22:00 | buy | 9 | 0.10 | 186.200 | 0.000 | 0.000 | ||
| 58 | 2023.11.19 22:00 | modify | 9 | 0.10 | 186.200 | 184.600 | 187.800 | ||
| 59 | 2023.11.20 00:00 | modify | 9 | 0.10 | 186.200 | 185.600 | 187.800 | ||
| 60 | 2023.11.20 09:00 | s/l | 9 | 0.10 | 185.600 | 185.600 | 187.800 | -39.63 | 10346.40 |
| 61 | 2023.12.14 22:00 | buy | 10 | 0.10 | 181.015 | 0.000 | 0.000 | ||
| 62 | 2023.12.14 22:00 | modify | 10 | 0.10 | 181.015 | 179.415 | 182.615 | ||
| 63 | 2023.12.15 00:00 | modify | 10 | 0.10 | 181.015 | 180.715 | 182.615 | ||
| 64 | 2023.12.15 09:00 | s/l | 10 | 0.10 | 180.715 | 180.715 | 182.615 | -19.21 | 10327.19 |
| 65 | 2023.12.28 22:00 | buy | 11 | 0.10 | 179.786 | 0.000 | 0.000 | ||
| 66 | 2023.12.28 22:00 | modify | 11 | 0.10 | 179.786 | 178.186 | 181.386 | ||
| 67 | 2023.12.29 00:00 | modify | 11 | 0.10 | 179.786 | 178.786 | 181.386 | ||
| 68 | 2023.12.29 01:00 | modify | 11 | 0.10 | 179.786 | 179.386 | 181.386 | ||
| 69 | 2023.12.29 17:00 | s/l | 11 | 0.10 | 179.386 | 179.386 | 181.386 | -26.01 | 10301.19 |