Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=1; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=160; 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=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2610 | Ticks modelled | 79142 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2586.73 | Gross profit | 3339.93 | Gross loss | -753.20 |
| Profit factor | 4.43 | Expected payoff | 123.18 | ||
| Absolute drawdown | 44.48 | Maximal drawdown | 585.71 (5.03%) | Relative drawdown | 5.03% (585.71) |
| Total trades | 21 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
| Largest | profit trade | 551.03 | loss trade | -158.96 | |
| Average | profit trade | 222.66 | loss trade | -125.53 | |
| Maximum | consecutive wins (profit in money) | 7 (2035.74) | consecutive losses (loss in money) | 2 (-300.42) | |
| Maximal | consecutive profit (count of wins) | 2035.74 (7) | consecutive loss (count of losses) | -300.42 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 08:20 | buy | 1 | 0.10 | 130.516 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 08:20 | modify | 1 | 0.10 | 130.516 | 128.916 | 0.000 | ||
| 3 | 2023.01.06 13:30 | close | 1 | 0.10 | 133.792 | 128.916 | 0.000 | 250.67 | 10250.67 |
| 4 | 2023.01.06 13:30 | sell | 2 | 0.10 | 133.792 | 0.000 | 0.000 | ||
| 5 | 2023.01.06 13:30 | modify | 2 | 0.10 | 133.792 | 135.392 | 0.000 | ||
| 6 | 2023.01.16 06:30 | close | 2 | 0.10 | 128.004 | 135.392 | 0.000 | 438.54 | 10689.21 |
| 7 | 2023.01.16 06:30 | buy | 3 | 0.10 | 128.004 | 0.000 | 0.000 | ||
| 8 | 2023.01.16 06:30 | modify | 3 | 0.10 | 128.004 | 126.404 | 0.000 | ||
| 9 | 2023.02.07 02:00 | close | 3 | 0.10 | 132.294 | 126.404 | 0.000 | 349.82 | 11039.03 |
| 10 | 2023.02.07 02:00 | sell | 4 | 0.10 | 132.294 | 0.000 | 0.000 | ||
| 11 | 2023.02.07 02:00 | modify | 4 | 0.10 | 132.294 | 133.894 | 0.000 | ||
| 12 | 2023.02.08 12:40 | close | 4 | 0.10 | 131.108 | 133.894 | 0.000 | 88.76 | 11127.79 |
| 13 | 2023.02.08 12:40 | buy | 5 | 0.10 | 131.108 | 0.000 | 0.000 | ||
| 14 | 2023.02.08 12:40 | modify | 5 | 0.10 | 131.108 | 129.508 | 0.000 | ||
| 15 | 2023.05.02 08:40 | close | 5 | 0.10 | 137.353 | 129.508 | 0.000 | 551.03 | 11678.82 |
| 16 | 2023.05.02 08:40 | sell | 6 | 0.10 | 137.353 | 0.000 | 0.000 | ||
| 17 | 2023.05.02 08:40 | modify | 6 | 0.10 | 137.353 | 138.953 | 0.000 | ||
| 18 | 2023.05.05 07:05 | close | 6 | 0.10 | 134.226 | 138.953 | 0.000 | 224.45 | 11903.27 |
| 19 | 2023.05.05 07:05 | buy | 7 | 0.10 | 134.226 | 0.000 | 0.000 | ||
| 20 | 2023.05.05 07:05 | modify | 7 | 0.10 | 134.226 | 132.626 | 0.000 | ||
| 21 | 2023.05.15 12:30 | close | 7 | 0.10 | 135.900 | 132.626 | 0.000 | 132.47 | 12035.74 |
| 22 | 2023.05.15 12:30 | sell | 8 | 0.10 | 135.900 | 0.000 | 0.000 | ||
| 23 | 2023.05.15 12:30 | modify | 8 | 0.10 | 135.900 | 137.500 | 0.000 | ||
| 24 | 2023.05.17 15:20 | s/l | 8 | 0.10 | 137.500 | 137.500 | 0.000 | -119.77 | 11915.97 |
| 25 | 2023.05.31 04:40 | buy | 9 | 0.10 | 139.888 | 0.000 | 0.000 | ||
| 26 | 2023.05.31 04:40 | modify | 9 | 0.10 | 139.888 | 138.288 | 0.000 | ||
| 27 | 2023.06.23 12:30 | close | 9 | 0.10 | 142.972 | 138.288 | 0.000 | 244.74 | 12160.71 |
| 28 | 2023.06.23 12:30 | sell | 10 | 0.10 | 142.972 | 0.000 | 0.000 | ||
| 29 | 2023.06.23 12:30 | modify | 10 | 0.10 | 142.972 | 144.572 | 0.000 | ||
| 30 | 2023.06.28 14:40 | s/l | 10 | 0.10 | 144.572 | 144.572 | 0.000 | -115.72 | 12044.99 |
| 31 | 2023.06.29 07:40 | sell | 11 | 0.10 | 144.145 | 0.000 | 0.000 | ||
| 32 | 2023.06.29 07:40 | modify | 11 | 0.10 | 144.145 | 145.745 | 0.000 | ||
| 33 | 2023.07.14 06:20 | close | 11 | 0.10 | 138.092 | 145.745 | 0.000 | 412.78 | 12457.77 |
| 34 | 2023.07.14 06:20 | buy | 12 | 0.10 | 138.092 | 0.000 | 0.000 | ||
| 35 | 2023.07.14 06:20 | modify | 12 | 0.10 | 138.092 | 136.492 | 0.000 | ||
| 36 | 2023.08.09 03:40 | close | 12 | 0.10 | 143.160 | 136.492 | 0.000 | 381.87 | 12839.64 |
| 37 | 2023.08.09 03:40 | sell | 13 | 0.10 | 143.160 | 0.000 | 0.000 | ||
| 38 | 2023.08.09 03:40 | modify | 13 | 0.10 | 143.160 | 144.760 | 0.000 | ||
| 39 | 2023.08.10 18:40 | s/l | 13 | 0.10 | 144.760 | 144.760 | 0.000 | -115.64 | 12724.00 |
| 40 | 2023.08.17 08:05 | sell | 14 | 0.10 | 146.112 | 0.000 | 0.000 | ||
| 41 | 2023.08.17 08:05 | modify | 14 | 0.10 | 146.112 | 147.712 | 0.000 | ||
| 42 | 2023.09.01 05:40 | close | 14 | 0.10 | 145.624 | 147.712 | 0.000 | 7.96 | 12731.96 |
| 43 | 2023.09.01 05:40 | buy | 15 | 0.10 | 145.624 | 0.000 | 0.000 | ||
| 44 | 2023.09.01 05:40 | modify | 15 | 0.10 | 145.624 | 144.024 | 0.000 | ||
| 45 | 2023.09.06 04:33 | close | 15 | 0.10 | 147.394 | 144.024 | 0.000 | 123.57 | 12855.53 |
| 46 | 2023.09.06 04:33 | sell | 16 | 0.10 | 147.394 | 0.000 | 0.000 | ||
| 47 | 2023.09.06 04:33 | modify | 16 | 0.10 | 147.394 | 148.994 | 0.000 | ||
| 48 | 2023.09.26 05:40 | s/l | 16 | 0.10 | 148.994 | 148.994 | 0.000 | -141.46 | 12714.07 |
| 49 | 2023.09.27 08:05 | sell | 17 | 0.10 | 148.982 | 0.000 | 0.000 | ||
| 50 | 2023.09.27 08:05 | modify | 17 | 0.10 | 148.982 | 150.582 | 0.000 | ||
| 51 | 2023.10.26 06:05 | s/l | 17 | 0.10 | 150.582 | 150.582 | 0.000 | -158.96 | 12555.11 |
| 52 | 2023.10.30 09:30 | buy | 18 | 0.10 | 149.683 | 0.000 | 0.000 | ||
| 53 | 2023.10.30 09:30 | modify | 18 | 0.10 | 149.683 | 148.083 | 0.000 | ||
| 54 | 2023.11.09 13:40 | close | 18 | 0.10 | 150.927 | 148.083 | 0.000 | 96.35 | 12651.47 |
| 55 | 2023.11.09 13:40 | sell | 19 | 0.10 | 150.927 | 0.000 | 0.000 | ||
| 56 | 2023.11.09 13:40 | modify | 19 | 0.10 | 150.927 | 152.527 | 0.000 | ||
| 57 | 2023.11.15 13:30 | close | 19 | 0.10 | 150.686 | 152.527 | 0.000 | 9.18 | 12660.64 |
| 58 | 2023.11.15 13:30 | buy | 20 | 0.10 | 150.686 | 0.000 | 0.000 | ||
| 59 | 2023.11.15 13:30 | modify | 20 | 0.10 | 150.686 | 149.086 | 0.000 | ||
| 60 | 2023.11.20 02:40 | s/l | 20 | 0.10 | 149.086 | 149.086 | 0.000 | -101.65 | 12558.99 |
| 61 | 2023.12.01 08:20 | sell | 21 | 0.10 | 147.982 | 0.000 | 0.000 | ||
| 62 | 2023.12.01 08:20 | modify | 21 | 0.10 | 147.982 | 149.582 | 0.000 | ||
| 63 | 2023.12.29 23:59 | close at stop | 21 | 0.10 | 146.874 | 149.582 | 0.000 | 27.74 | 12586.73 |