Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=4; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=100; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=180; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=100; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=25; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 258.74 | Gross profit | 459.05 | Gross loss | -200.31 |
| Profit factor | 2.29 | Expected payoff | 32.34 | ||
| Absolute drawdown | 39.84 | Maximal drawdown | 211.73 (2.06%) | Relative drawdown | 2.06% (211.73) |
| Total trades | 8 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 136.47 | loss trade | -68.36 | |
| Average | profit trade | 91.81 | loss trade | -66.77 | |
| Maximum | consecutive wins (profit in money) | 3 (189.63) | consecutive losses (loss in money) | 2 (-131.95) | |
| Maximal | consecutive profit (count of wins) | 269.42 (2) | consecutive loss (count of losses) | -131.95 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.12 21:00 | sell | 1 | 0.10 | 143.712 | 0.000 | 0.000 | ||
| 2 | 2023.03.12 21:00 | modify | 1 | 0.10 | 143.712 | 144.712 | 141.712 | ||
| 3 | 2023.03.13 10:00 | modify | 1 | 0.10 | 143.712 | 143.012 | 141.712 | ||
| 4 | 2023.03.13 13:00 | t/p | 1 | 0.10 | 141.712 | 143.012 | 141.712 | 132.95 | 10132.95 |
| 5 | 2023.04.06 21:00 | buy | 2 | 0.10 | 143.825 | 0.000 | 0.000 | ||
| 6 | 2023.04.06 21:00 | modify | 2 | 0.10 | 143.825 | 142.825 | 145.825 | ||
| 7 | 2023.04.10 15:00 | modify | 2 | 0.10 | 143.825 | 143.825 | 145.825 | ||
| 8 | 2023.04.11 02:00 | modify | 2 | 0.10 | 143.825 | 144.525 | 145.825 | ||
| 9 | 2023.04.11 14:00 | modify | 2 | 0.10 | 143.825 | 145.225 | 145.825 | ||
| 10 | 2023.04.11 16:00 | t/p | 2 | 0.10 | 145.825 | 145.225 | 145.825 | 136.47 | 10269.42 |
| 11 | 2023.04.24 21:00 | buy | 3 | 0.10 | 148.277 | 0.000 | 0.000 | ||
| 12 | 2023.04.24 21:00 | modify | 3 | 0.10 | 148.277 | 147.277 | 150.277 | ||
| 13 | 2023.04.25 14:00 | s/l | 3 | 0.10 | 147.277 | 147.277 | 150.277 | -66.36 | 10203.06 |
| 14 | 2023.06.04 21:00 | buy | 4 | 0.10 | 149.830 | 0.000 | 0.000 | ||
| 15 | 2023.06.04 21:00 | modify | 4 | 0.10 | 149.830 | 148.830 | 151.830 | ||
| 16 | 2023.06.06 10:00 | s/l | 4 | 0.10 | 148.830 | 148.830 | 151.830 | -65.59 | 10137.47 |
| 17 | 2023.06.18 21:00 | buy | 5 | 0.10 | 154.959 | 0.000 | 0.000 | ||
| 18 | 2023.06.18 21:00 | modify | 5 | 0.10 | 154.959 | 153.959 | 156.959 | ||
| 19 | 2023.06.22 09:00 | modify | 5 | 0.10 | 154.959 | 154.959 | 156.959 | ||
| 20 | 2023.06.22 11:00 | modify | 5 | 0.10 | 154.959 | 155.659 | 156.959 | ||
| 21 | 2023.06.22 19:00 | modify | 5 | 0.10 | 154.959 | 156.359 | 156.959 | ||
| 22 | 2023.06.23 02:00 | s/l | 5 | 0.10 | 156.359 | 156.359 | 156.959 | 99.22 | 10236.69 |
| 23 | 2023.07.04 15:00 | sell | 6 | 0.10 | 157.392 | 0.000 | 0.000 | ||
| 24 | 2023.07.04 15:00 | modify | 6 | 0.10 | 157.392 | 158.392 | 155.392 | ||
| 25 | 2023.07.06 04:00 | modify | 6 | 0.10 | 157.392 | 157.392 | 155.392 | ||
| 26 | 2023.07.06 06:00 | modify | 6 | 0.10 | 157.392 | 156.692 | 155.392 | ||
| 27 | 2023.07.06 11:00 | s/l | 6 | 0.10 | 156.692 | 156.692 | 155.392 | 41.93 | 10278.62 |
| 28 | 2023.08.20 21:00 | buy | 7 | 0.10 | 157.884 | 0.000 | 0.000 | ||
| 29 | 2023.08.20 21:00 | modify | 7 | 0.10 | 157.884 | 156.884 | 159.884 | ||
| 30 | 2023.08.21 10:00 | modify | 7 | 0.10 | 157.884 | 157.884 | 159.884 | ||
| 31 | 2023.08.21 15:00 | modify | 7 | 0.10 | 157.884 | 158.584 | 159.884 | ||
| 32 | 2023.08.22 11:00 | s/l | 7 | 0.10 | 158.584 | 158.584 | 159.884 | 48.48 | 10327.10 |
| 33 | 2023.09.28 08:00 | sell | 8 | 0.10 | 156.915 | 0.000 | 0.000 | ||
| 34 | 2023.09.28 08:00 | modify | 8 | 0.10 | 156.915 | 157.915 | 154.915 | ||
| 35 | 2023.09.29 02:00 | s/l | 8 | 0.10 | 157.915 | 157.915 | 154.915 | -68.36 | 10258.74 |