Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; 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=10; 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=16; 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 | 2615 | Ticks modelled | 79496 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 2276.72 | Gross profit | 2746.90 | Gross loss | -470.18 |
| Profit factor | 5.84 | Expected payoff | 151.78 | ||
| Absolute drawdown | 56.30 | Maximal drawdown | 615.20 (4.83%) | Relative drawdown | 4.83% (615.20) |
| Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
| Largest | profit trade | 655.53 | loss trade | -345.76 | |
| Average | profit trade | 211.30 | loss trade | -235.09 | |
| Maximum | consecutive wins (profit in money) | 9 (1637.32) | consecutive losses (loss in money) | 1 (-345.76) | |
| Maximal | consecutive profit (count of wins) | 1637.32 (9) | consecutive loss (count of losses) | -345.76 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 21:06 | sell | 1 | 0.10 | 150.782 | 0.000 | 0.000 | ||
| 2 | 2023.05.04 20:40 | close | 1 | 0.10 | 148.005 | 0.000 | 0.000 | 170.48 | 10170.48 |
| 3 | 2023.05.04 20:40 | buy | 2 | 0.10 | 148.005 | 0.000 | 0.000 | ||
| 4 | 2023.07.03 21:20 | close | 2 | 0.10 | 157.783 | 0.000 | 0.000 | 655.53 | 10826.01 |
| 5 | 2023.07.03 21:20 | sell | 3 | 0.10 | 157.783 | 0.000 | 0.000 | ||
| 6 | 2023.07.12 16:20 | close | 3 | 0.10 | 153.920 | 0.000 | 0.000 | 234.31 | 11060.31 |
| 7 | 2023.07.12 16:20 | buy | 4 | 0.10 | 153.920 | 0.000 | 0.000 | ||
| 8 | 2023.07.13 21:33 | close | 4 | 0.10 | 154.666 | 0.000 | 0.000 | 49.26 | 11109.58 |
| 9 | 2023.07.13 21:33 | sell | 5 | 0.10 | 154.666 | 0.000 | 0.000 | ||
| 10 | 2023.08.03 16:30 | close | 5 | 0.10 | 156.154 | 0.000 | 0.000 | -124.42 | 10985.16 |
| 11 | 2023.08.03 16:30 | buy | 6 | 0.10 | 156.154 | 0.000 | 0.000 | ||
| 12 | 2023.08.16 21:05 | close | 6 | 0.10 | 158.992 | 0.000 | 0.000 | 187.18 | 11172.34 |
| 13 | 2023.08.16 21:05 | sell | 7 | 0.10 | 158.992 | 0.000 | 0.000 | ||
| 14 | 2023.10.09 18:05 | close | 7 | 0.10 | 157.005 | 0.000 | 0.000 | 51.60 | 11223.94 |
| 15 | 2023.10.09 18:05 | buy | 8 | 0.10 | 157.005 | 0.000 | 0.000 | ||
| 16 | 2023.11.12 22:00 | close | 8 | 0.10 | 161.719 | 0.000 | 0.000 | 319.22 | 11543.16 |
| 17 | 2023.11.12 22:00 | sell | 9 | 0.10 | 161.719 | 0.000 | 0.000 | ||
| 18 | 2023.12.21 20:30 | close | 9 | 0.10 | 156.496 | 0.000 | 0.000 | 276.55 | 11819.70 |
| 19 | 2023.12.21 20:30 | buy | 10 | 0.10 | 156.496 | 0.000 | 0.000 | ||
| 20 | 2023.12.27 16:40 | close | 10 | 0.10 | 157.689 | 0.000 | 0.000 | 78.35 | 11898.05 |
| 21 | 2023.12.27 16:40 | sell | 11 | 0.10 | 157.689 | 0.000 | 0.000 | ||
| 22 | 2023.12.28 16:05 | close | 11 | 0.10 | 156.811 | 0.000 | 0.000 | 51.92 | 11949.98 |
| 23 | 2023.12.28 16:05 | buy | 12 | 0.10 | 156.811 | 0.000 | 0.000 | ||
| 24 | 2024.02.16 21:40 | close | 12 | 0.10 | 161.823 | 0.000 | 0.000 | 346.70 | 12296.67 |
| 25 | 2024.02.16 21:40 | sell | 13 | 0.10 | 161.823 | 0.000 | 0.000 | ||
| 26 | 2024.03.11 16:30 | close | 13 | 0.10 | 160.557 | 0.000 | 0.000 | 50.20 | 12346.87 |
| 27 | 2024.03.11 16:30 | buy | 14 | 0.10 | 160.557 | 0.000 | 0.000 | ||
| 28 | 2024.03.20 23:40 | close | 14 | 0.10 | 164.795 | 0.000 | 0.000 | 275.61 | 12622.48 |
| 29 | 2024.03.20 23:40 | sell | 15 | 0.10 | 164.795 | 0.000 | 0.000 | ||
| 30 | 2024.04.30 23:59 | close at stop | 15 | 0.10 | 169.310 | 0.000 | 0.000 | -345.76 | 12276.72 |