Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=40; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2606 | Ticks modelled | 4212 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 60 | ||
| Total net profit | -315.01 | Gross profit | 268.76 | Gross loss | -583.77 |
| Profit factor | 0.46 | Expected payoff | -105.00 | ||
| Absolute drawdown | 458.29 | Maximal drawdown | 795.77 (7.70%) | Relative drawdown | 7.70% (795.77) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 134.78 | loss trade | -583.77 | |
| Average | profit trade | 134.38 | loss trade | -583.77 | |
| Maximum | consecutive wins (profit in money) | 2 (268.76) | consecutive losses (loss in money) | 1 (-583.77) | |
| Maximal | consecutive profit (count of wins) | 268.76 (2) | consecutive loss (count of losses) | -583.77 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.15 20:00 | buy | 1 | 0.10 | 2.05078 | 0.00000 | 0.00000 | ||
| 2 | 2023.10.15 20:00 | modify | 1 | 0.10 | 2.05078 | 0.00000 | 2.07278 | ||
| 3 | 2023.10.18 16:00 | t/p | 1 | 0.10 | 2.07278 | 0.00000 | 2.07278 | 134.78 | 10134.78 |
| 4 | 2024.01.01 20:00 | buy | 2 | 0.10 | 2.01090 | 0.00000 | 0.00000 | ||
| 5 | 2024.01.01 20:00 | modify | 2 | 0.10 | 2.01090 | 0.00000 | 2.03290 | ||
| 6 | 2024.01.04 12:00 | t/p | 2 | 0.10 | 2.03290 | 0.00000 | 2.03290 | 133.98 | 10268.76 |
| 7 | 2024.05.28 12:00 | sell | 3 | 0.10 | 2.07438 | 0.00000 | 0.00000 | ||
| 8 | 2024.05.28 12:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.05238 | ||
| 9 | 2024.07.02 12:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.06638 | ||
| 10 | 2024.07.10 04:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.07638 | ||
| 11 | 2024.07.10 08:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.08138 | ||
| 12 | 2024.07.10 16:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.08638 | ||
| 13 | 2024.07.11 12:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.09138 | ||
| 14 | 2024.07.11 20:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.09638 | ||
| 15 | 2024.07.15 00:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.10138 | ||
| 16 | 2024.07.15 08:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.10638 | ||
| 17 | 2024.07.15 20:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.11138 | ||
| 18 | 2024.07.16 04:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.11638 | ||
| 19 | 2024.07.16 16:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.12138 | ||
| 20 | 2024.07.19 20:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.12638 | ||
| 21 | 2024.07.22 04:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.13138 | ||
| 22 | 2024.07.22 16:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.13638 | ||
| 23 | 2024.07.23 00:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.14138 | ||
| 24 | 2024.07.24 04:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.15138 | ||
| 25 | 2024.07.25 04:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.15638 | ||
| 26 | 2024.07.25 12:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.16138 | ||
| 27 | 2024.07.29 16:00 | modify | 3 | 0.10 | 2.07438 | 0.00000 | 2.16638 | ||
| 28 | 2024.07.31 08:00 | t/p | 3 | 0.10 | 2.16638 | 0.00000 | 2.16638 | -583.77 | 9684.99 |