Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=4; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=120; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; 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 | 7238 | Ticks modelled | 13475 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 482.04 | Gross profit | 508.26 | Gross loss | -26.22 |
| Profit factor | 19.38 | Expected payoff | 68.86 | ||
| Absolute drawdown | 95.08 | Maximal drawdown | 109.83 (9.51%) | Relative drawdown | 10.67% (108.06) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 85.29 | loss trade | -26.22 | |
| Average | profit trade | 84.71 | loss trade | -26.22 | |
| Maximum | consecutive wins (profit in money) | 5 (423.77) | consecutive losses (loss in money) | 1 (-26.22) | |
| Maximal | consecutive profit (count of wins) | 423.77 (5) | consecutive loss (count of losses) | -26.22 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 22:00 | buy | 1 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
| 2 | 2023.11.14 22:00 | modify | 1 | 0.10 | 1.70953 | 1.69153 | 1.72153 | ||
| 3 | 2023.11.21 03:00 | modify | 1 | 0.10 | 1.70953 | 1.70624 | 1.72153 | ||
| 4 | 2023.11.21 14:00 | t/p | 1 | 0.10 | 1.72153 | 1.70624 | 1.72153 | 84.49 | 1084.49 |
| 5 | 2024.01.22 22:00 | buy | 2 | 0.10 | 1.71135 | 0.00000 | 0.00000 | ||
| 6 | 2024.01.22 22:00 | modify | 2 | 0.10 | 1.71135 | 1.69335 | 1.72335 | ||
| 7 | 2024.01.24 16:00 | modify | 2 | 0.10 | 1.71135 | 1.70778 | 1.72335 | ||
| 8 | 2024.01.26 21:00 | s/l | 2 | 0.10 | 1.70778 | 1.70778 | 1.72335 | -26.22 | 1058.27 |
| 9 | 2024.07.07 21:00 | buy | 3 | 0.10 | 1.74439 | 0.00000 | 0.00000 | ||
| 10 | 2024.07.07 21:00 | modify | 3 | 0.10 | 1.74439 | 1.72639 | 1.75639 | ||
| 11 | 2024.07.11 08:00 | modify | 3 | 0.10 | 1.74439 | 1.74176 | 1.75639 | ||
| 12 | 2024.07.11 13:00 | t/p | 3 | 0.10 | 1.75639 | 1.74176 | 1.75639 | 84.62 | 1142.88 |
| 13 | 2024.07.11 21:00 | buy | 4 | 0.10 | 1.75876 | 0.00000 | 0.00000 | ||
| 14 | 2024.07.11 21:00 | modify | 4 | 0.10 | 1.75876 | 1.74076 | 1.77076 | ||
| 15 | 2024.07.12 13:00 | modify | 4 | 0.10 | 1.75876 | 1.75545 | 1.77076 | ||
| 16 | 2024.07.14 21:00 | t/p | 4 | 0.10 | 1.77076 | 1.75545 | 1.77076 | 85.29 | 1228.18 |
| 17 | 2024.07.14 21:00 | buy | 5 | 0.10 | 1.76860 | 0.00000 | 0.00000 | ||
| 18 | 2024.07.14 21:00 | modify | 5 | 0.10 | 1.76860 | 1.75060 | 1.78060 | ||
| 19 | 2024.07.17 08:00 | modify | 5 | 0.10 | 1.76860 | 1.76689 | 1.78060 | ||
| 20 | 2024.07.17 09:00 | t/p | 5 | 0.10 | 1.78060 | 1.76689 | 1.78060 | 85.03 | 1313.21 |
| 21 | 2024.09.05 21:00 | buy | 6 | 0.10 | 1.77932 | 0.00000 | 0.00000 | ||
| 22 | 2024.09.05 21:00 | modify | 6 | 0.10 | 1.77932 | 1.76132 | 1.79132 | ||
| 23 | 2024.09.16 07:00 | modify | 6 | 0.10 | 1.77932 | 1.77561 | 1.79132 | ||
| 24 | 2024.09.16 11:00 | t/p | 6 | 0.10 | 1.79132 | 1.77561 | 1.79132 | 84.21 | 1397.42 |
| 25 | 2024.09.16 21:00 | buy | 7 | 0.10 | 1.79454 | 0.00000 | 0.00000 | ||
| 26 | 2024.09.16 21:00 | modify | 7 | 0.10 | 1.79454 | 1.77654 | 1.80654 | ||
| 27 | 2024.09.20 07:00 | t/p | 7 | 0.10 | 1.80654 | 1.77654 | 1.80654 | 84.62 | 1482.04 |