Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound 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=9; RSI_OBSLevels=5; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=20; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2614 | Ticks modelled | 79827 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 2384.75 | Gross profit | 2384.75 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 476.95 | |||
| Absolute drawdown | 165.44 | Maximal drawdown | 469.37 (4.30%) | Relative drawdown | 4.30% (469.37) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1000.42 | loss trade | -0.00 | |
| Average | profit trade | 476.95 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (2384.75) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 2384.75 (5) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 14:26 | buy | 1 | 0.10 | 170.599 | 0.000 | 0.000 | ||
| 2 | 2023.08.25 14:15 | close | 1 | 0.10 | 184.376 | 0.000 | 0.000 | 1000.42 | 11000.42 |
| 3 | 2023.08.25 14:15 | sell | 2 | 0.10 | 184.376 | 0.000 | 0.000 | ||
| 4 | 2023.09.29 14:40 | close | 2 | 0.10 | 181.920 | 0.000 | 0.000 | 71.16 | 11071.59 |
| 5 | 2023.09.29 14:40 | buy | 3 | 0.10 | 181.920 | 0.000 | 0.000 | ||
| 6 | 2023.11.21 18:20 | close | 3 | 0.10 | 185.701 | 0.000 | 0.000 | 293.92 | 11365.51 |
| 7 | 2023.11.21 18:20 | sell | 4 | 0.10 | 185.701 | 0.000 | 0.000 | ||
| 8 | 2024.01.09 01:30 | close | 4 | 0.10 | 183.283 | 0.000 | 0.000 | 34.43 | 11399.93 |
| 9 | 2024.01.09 01:30 | buy | 5 | 0.10 | 183.283 | 0.000 | 0.000 | ||
| 10 | 2024.04.30 23:59 | close at stop | 5 | 0.10 | 196.896 | 0.000 | 0.000 | 984.82 | 12384.75 |