Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=6; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=90; BreakEvenLockin=40; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 486.49 | Gross profit | 821.17 | Gross loss | -334.68 |
| Profit factor | 2.45 | Expected payoff | 44.23 | ||
| Absolute drawdown | 244.55 | Maximal drawdown | 618.25 (5.80%) | Relative drawdown | 5.80% (618.25) |
| Total trades | 11 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
| Largest | profit trade | 157.81 | loss trade | -295.60 | |
| Average | profit trade | 91.24 | loss trade | -167.34 | |
| Maximum | consecutive wins (profit in money) | 6 (605.48) | consecutive losses (loss in money) | 1 (-295.60) | |
| Maximal | consecutive profit (count of wins) | 605.48 (6) | consecutive loss (count of losses) | -295.60 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.30 21:00 | buy | 1 | 0.10 | 181.074 | 0.000 | 0.000 | ||
| 2 | 2023.07.30 21:00 | modify | 1 | 0.10 | 181.074 | 0.000 | 183.474 | ||
| 3 | 2023.07.31 03:00 | modify | 1 | 0.10 | 181.074 | 181.474 | 183.474 | ||
| 4 | 2023.08.03 08:00 | s/l | 1 | 0.10 | 181.474 | 181.474 | 183.474 | 30.17 | 10030.17 |
| 5 | 2023.08.23 21:00 | buy | 2 | 0.10 | 184.007 | 0.000 | 0.000 | ||
| 6 | 2023.08.23 21:00 | modify | 2 | 0.10 | 184.007 | 0.000 | 186.407 | ||
| 7 | 2023.08.29 12:00 | modify | 2 | 0.10 | 184.007 | 184.407 | 186.407 | ||
| 8 | 2023.08.29 15:00 | s/l | 2 | 0.10 | 184.407 | 184.407 | 186.407 | 30.18 | 10060.35 |
| 9 | 2023.09.04 12:00 | buy | 3 | 0.10 | 184.894 | 0.000 | 0.000 | ||
| 10 | 2023.09.04 12:00 | modify | 3 | 0.10 | 184.894 | 0.000 | 187.294 | ||
| 11 | 2023.11.06 12:00 | modify | 3 | 0.10 | 184.894 | 185.294 | 187.294 | ||
| 12 | 2023.11.06 20:00 | s/l | 3 | 0.10 | 185.294 | 185.294 | 187.294 | 77.51 | 10137.86 |
| 13 | 2023.11.19 22:00 | buy | 4 | 0.10 | 186.200 | 0.000 | 0.000 | ||
| 14 | 2023.11.19 22:00 | modify | 4 | 0.10 | 186.200 | 0.000 | 188.600 | ||
| 15 | 2023.11.23 10:00 | modify | 4 | 0.10 | 186.200 | 186.600 | 188.600 | ||
| 16 | 2023.11.24 17:00 | t/p | 4 | 0.10 | 188.600 | 186.600 | 188.600 | 156.98 | 10294.84 |
| 17 | 2023.12.14 22:00 | buy | 5 | 0.10 | 181.015 | 0.000 | 0.000 | ||
| 18 | 2023.12.14 22:00 | modify | 5 | 0.10 | 181.015 | 0.000 | 183.415 | ||
| 19 | 2023.12.19 08:00 | modify | 5 | 0.10 | 181.015 | 181.415 | 183.415 | ||
| 20 | 2023.12.19 09:00 | t/p | 5 | 0.10 | 183.415 | 181.415 | 183.415 | 153.66 | 10448.50 |
| 21 | 2023.12.28 22:00 | buy | 6 | 0.10 | 179.786 | 0.000 | 0.000 | ||
| 22 | 2023.12.28 22:00 | modify | 6 | 0.10 | 179.786 | 0.000 | 182.186 | ||
| 23 | 2024.01.03 15:00 | modify | 6 | 0.10 | 179.786 | 180.186 | 182.186 | ||
| 24 | 2024.01.04 06:00 | t/p | 6 | 0.10 | 182.186 | 180.186 | 182.186 | 156.98 | 10605.48 |
| 25 | 2024.03.28 22:00 | sell | 7 | 0.10 | 191.008 | 0.000 | 0.000 | ||
| 26 | 2024.03.28 22:00 | modify | 7 | 0.10 | 191.008 | 0.000 | 188.608 | ||
| 27 | 2024.04.07 21:00 | close | 7 | 0.10 | 191.322 | 0.000 | 188.608 | -39.08 | 10566.40 |
| 28 | 2024.04.07 21:00 | buy | 8 | 0.10 | 191.322 | 0.000 | 0.000 | ||
| 29 | 2024.04.07 21:00 | modify | 8 | 0.10 | 191.322 | 0.000 | 193.722 | ||
| 30 | 2024.04.09 05:00 | modify | 8 | 0.10 | 191.322 | 191.722 | 193.722 | ||
| 31 | 2024.04.10 13:00 | s/l | 8 | 0.10 | 191.722 | 191.722 | 193.722 | 27.69 | 10594.09 |
| 32 | 2024.04.21 22:00 | sell | 9 | 0.10 | 191.245 | 0.000 | 0.000 | ||
| 33 | 2024.04.21 22:00 | modify | 9 | 0.10 | 191.245 | 0.000 | 188.845 | ||
| 34 | 2024.05.10 10:00 | close | 9 | 0.10 | 195.134 | 0.000 | 188.845 | -295.60 | 10298.49 |
| 35 | 2024.05.10 10:00 | buy | 10 | 0.10 | 195.134 | 0.000 | 0.000 | ||
| 36 | 2024.05.10 10:00 | modify | 10 | 0.10 | 195.134 | 0.000 | 197.534 | ||
| 37 | 2024.05.13 16:00 | modify | 10 | 0.10 | 195.134 | 195.534 | 197.534 | ||
| 38 | 2024.05.16 01:00 | s/l | 10 | 0.10 | 195.534 | 195.534 | 197.534 | 30.18 | 10328.68 |
| 39 | 2024.06.18 22:00 | buy | 11 | 0.10 | 200.560 | 0.000 | 0.000 | ||
| 40 | 2024.06.18 22:00 | modify | 11 | 0.10 | 200.560 | 0.000 | 202.960 | ||
| 41 | 2024.06.21 15:00 | modify | 11 | 0.10 | 200.560 | 200.960 | 202.960 | ||
| 42 | 2024.06.26 12:00 | t/p | 11 | 0.10 | 202.960 | 200.960 | 202.960 | 157.81 | 10486.49 |