Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=11; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; 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=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 7239 | Ticks modelled | 158103 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 2535.90 | Gross profit | 2874.77 | Gross loss | -338.87 |
| Profit factor | 8.48 | Expected payoff | 169.06 | ||
| Absolute drawdown | 24.85 | Maximal drawdown | 598.69 (34.69%) | Relative drawdown | 34.69% (598.69) |
| Total trades | 15 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 856.47 | loss trade | -170.88 | |
| Average | profit trade | 287.48 | loss trade | -67.77 | |
| Maximum | consecutive wins (profit in money) | 5 (1948.22) | consecutive losses (loss in money) | 2 (-108.95) | |
| Maximal | consecutive profit (count of wins) | 1948.22 (5) | consecutive loss (count of losses) | -170.88 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 09:15 | buy | 1 | 0.10 | 160.813 | 0.000 | 0.000 | ||
| 2 | 2023.11.28 08:10 | close | 1 | 0.10 | 162.639 | 0.000 | 0.000 | 131.49 | 1131.49 |
| 3 | 2023.11.28 08:10 | sell | 2 | 0.10 | 162.639 | 0.000 | 0.000 | ||
| 4 | 2024.01.05 08:20 | close | 2 | 0.10 | 158.230 | 0.000 | 0.000 | 226.85 | 1358.34 |
| 5 | 2024.01.05 08:20 | buy | 3 | 0.10 | 158.230 | 0.000 | 0.000 | ||
| 6 | 2024.01.08 11:20 | close | 3 | 0.10 | 158.121 | 0.000 | 0.000 | -6.35 | 1351.99 |
| 7 | 2024.01.08 11:20 | sell | 4 | 0.10 | 158.121 | 0.000 | 0.000 | ||
| 8 | 2024.01.16 13:33 | close | 4 | 0.10 | 159.538 | 0.000 | 0.000 | -102.60 | 1249.39 |
| 9 | 2024.01.16 13:33 | buy | 5 | 0.10 | 159.538 | 0.000 | 0.000 | ||
| 10 | 2024.02.15 12:40 | close | 5 | 0.10 | 161.215 | 0.000 | 0.000 | 129.20 | 1378.59 |
| 11 | 2024.02.15 12:40 | sell | 6 | 0.10 | 161.215 | 0.000 | 0.000 | ||
| 12 | 2024.02.20 15:32 | close | 6 | 0.10 | 162.005 | 0.000 | 0.000 | -55.13 | 1323.46 |
| 13 | 2024.02.20 15:32 | buy | 7 | 0.10 | 162.005 | 0.000 | 0.000 | ||
| 14 | 2024.02.27 15:50 | close | 7 | 0.10 | 163.222 | 0.000 | 0.000 | 83.00 | 1406.45 |
| 15 | 2024.02.27 15:50 | sell | 8 | 0.10 | 163.222 | 0.000 | 0.000 | ||
| 16 | 2024.04.18 12:45 | close | 8 | 0.10 | 164.704 | 0.000 | 0.000 | -170.88 | 1235.57 |
| 17 | 2024.04.18 12:45 | buy | 9 | 0.10 | 164.704 | 0.000 | 0.000 | ||
| 18 | 2024.05.31 06:16 | close | 9 | 0.10 | 169.791 | 0.000 | 0.000 | 356.02 | 1591.59 |
| 19 | 2024.05.31 06:16 | sell | 10 | 0.10 | 169.791 | 0.000 | 0.000 | ||
| 20 | 2024.06.06 14:46 | close | 10 | 0.10 | 169.719 | 0.000 | 0.000 | -3.90 | 1587.68 |
| 21 | 2024.06.06 14:46 | buy | 11 | 0.10 | 169.719 | 0.000 | 0.000 | ||
| 22 | 2024.07.15 09:40 | close | 11 | 0.10 | 172.315 | 0.000 | 0.000 | 191.68 | 1779.36 |
| 23 | 2024.07.15 09:40 | sell | 12 | 0.10 | 172.315 | 0.000 | 0.000 | ||
| 24 | 2024.08.06 08:10 | close | 12 | 0.10 | 158.523 | 0.000 | 0.000 | 856.47 | 2635.83 |
| 25 | 2024.08.06 08:10 | buy | 13 | 0.10 | 158.523 | 0.000 | 0.000 | ||
| 26 | 2024.08.23 07:50 | close | 13 | 0.10 | 162.248 | 0.000 | 0.000 | 252.41 | 2888.24 |
| 27 | 2024.08.23 07:50 | sell | 14 | 0.10 | 162.248 | 0.000 | 0.000 | ||
| 28 | 2024.09.09 12:20 | close | 14 | 0.10 | 158.265 | 0.000 | 0.000 | 235.03 | 3123.26 |
| 29 | 2024.09.09 12:20 | buy | 15 | 0.10 | 158.265 | 0.000 | 0.000 | ||
| 30 | 2024.10.31 23:59 | close at stop | 15 | 0.10 | 164.118 | 0.000 | 0.000 | 412.64 | 3535.90 |