Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=140; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=90; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=40; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=20; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 297.23 | Gross profit | 367.38 | Gross loss | -70.15 |
| Profit factor | 5.24 | Expected payoff | 37.15 | ||
| Absolute drawdown | 2.61 | Maximal drawdown | 154.63 (1.52%) | Relative drawdown | 1.52% (154.63) |
| Total trades | 8 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 160.53 | loss trade | -66.19 | |
| Average | profit trade | 61.23 | loss trade | -35.08 | |
| Maximum | consecutive wins (profit in money) | 4 (263.55) | consecutive losses (loss in money) | 1 (-66.19) | |
| Maximal | consecutive profit (count of wins) | 263.55 (4) | consecutive loss (count of losses) | -66.19 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.07 21:00 | buy | 1 | 0.10 | 174.050 | 0.000 | 0.000 | ||
| 2 | 2023.06.07 21:00 | modify | 1 | 0.10 | 174.050 | 172.650 | 176.450 | ||
| 3 | 2023.06.09 02:00 | modify | 1 | 0.10 | 174.050 | 172.950 | 176.450 | ||
| 4 | 2023.06.09 07:00 | modify | 1 | 0.10 | 174.050 | 174.675 | 176.450 | ||
| 5 | 2023.06.09 14:00 | modify | 1 | 0.10 | 174.050 | 175.028 | 176.450 | ||
| 6 | 2023.06.11 21:00 | s/l | 1 | 0.10 | 175.028 | 175.028 | 176.450 | 66.60 | 10066.60 |
| 7 | 2023.07.06 08:00 | sell | 2 | 0.10 | 183.108 | 0.000 | 0.000 | ||
| 8 | 2023.07.06 08:00 | modify | 2 | 0.10 | 183.108 | 184.508 | 180.708 | ||
| 9 | 2023.07.07 08:00 | modify | 2 | 0.10 | 183.108 | 184.208 | 180.708 | ||
| 10 | 2023.07.07 09:00 | modify | 2 | 0.10 | 183.108 | 182.487 | 180.708 | ||
| 11 | 2023.07.07 10:00 | s/l | 2 | 0.10 | 182.487 | 182.487 | 180.708 | 37.23 | 10103.83 |
| 12 | 2023.07.13 21:00 | buy | 3 | 0.10 | 181.117 | 0.000 | 0.000 | ||
| 13 | 2023.07.13 21:00 | modify | 3 | 0.10 | 181.117 | 179.717 | 183.517 | ||
| 14 | 2023.07.14 13:00 | modify | 3 | 0.10 | 181.117 | 180.017 | 183.517 | ||
| 15 | 2023.07.19 13:00 | s/l | 3 | 0.10 | 180.017 | 180.017 | 183.517 | -66.19 | 10037.64 |
| 16 | 2023.09.04 21:00 | buy | 4 | 0.10 | 184.750 | 0.000 | 0.000 | ||
| 17 | 2023.09.04 21:00 | modify | 4 | 0.10 | 184.750 | 183.350 | 187.150 | ||
| 18 | 2023.09.05 15:00 | modify | 4 | 0.10 | 184.750 | 183.650 | 187.150 | ||
| 19 | 2023.09.05 16:00 | modify | 4 | 0.10 | 184.750 | 184.800 | 187.150 | ||
| 20 | 2023.09.06 13:00 | s/l | 4 | 0.10 | 184.800 | 184.800 | 187.150 | 5.25 | 10042.89 |
| 21 | 2023.10.10 21:00 | buy | 5 | 0.10 | 182.590 | 0.000 | 0.000 | ||
| 22 | 2023.10.10 21:00 | modify | 5 | 0.10 | 182.590 | 181.190 | 184.990 | ||
| 23 | 2023.10.11 13:00 | modify | 5 | 0.10 | 182.590 | 181.490 | 184.990 | ||
| 24 | 2023.10.11 14:00 | modify | 5 | 0.10 | 182.590 | 183.270 | 184.990 | ||
| 25 | 2023.10.11 16:00 | s/l | 5 | 0.10 | 183.270 | 183.270 | 184.990 | 44.47 | 10087.36 |
| 26 | 2024.03.12 21:00 | buy | 6 | 0.10 | 188.731 | 0.000 | 0.000 | ||
| 27 | 2024.03.12 21:00 | modify | 6 | 0.10 | 188.731 | 187.331 | 191.131 | ||
| 28 | 2024.03.13 12:00 | modify | 6 | 0.10 | 188.731 | 187.631 | 191.131 | ||
| 29 | 2024.03.15 10:00 | modify | 6 | 0.10 | 188.731 | 188.781 | 191.131 | ||
| 30 | 2024.03.15 14:00 | modify | 6 | 0.10 | 188.731 | 189.354 | 191.131 | ||
| 31 | 2024.03.19 04:00 | modify | 6 | 0.10 | 188.731 | 190.056 | 191.131 | ||
| 32 | 2024.03.19 06:00 | t/p | 6 | 0.10 | 191.131 | 190.056 | 191.131 | 160.53 | 10247.90 |
| 33 | 2024.04.07 21:00 | buy | 7 | 0.10 | 191.322 | 0.000 | 0.000 | ||
| 34 | 2024.04.07 21:00 | modify | 7 | 0.10 | 191.322 | 189.922 | 193.722 | ||
| 35 | 2024.04.08 15:00 | modify | 7 | 0.10 | 191.322 | 190.222 | 193.722 | ||
| 36 | 2024.04.09 05:00 | modify | 7 | 0.10 | 191.322 | 191.372 | 193.722 | ||
| 37 | 2024.04.09 10:00 | modify | 7 | 0.10 | 191.322 | 192.124 | 193.722 | ||
| 38 | 2024.04.09 18:00 | s/l | 7 | 0.10 | 192.124 | 192.124 | 193.722 | 53.29 | 10301.19 |
| 39 | 2024.04.30 21:00 | buy | 8 | 0.10 | 197.064 | 0.000 | 0.000 | ||
| 40 | 2024.04.30 21:00 | modify | 8 | 0.10 | 197.064 | 195.664 | 199.464 | ||
| 41 | 2024.04.30 23:59 | close at stop | 8 | 0.10 | 197.002 | 195.664 | 199.464 | -3.96 | 10297.23 |