Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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=10; RSI_OBSLevels=7; TrendLine_MinGapBars=6; 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=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 7238 | Ticks modelled | 158230 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 3302.36 | Gross profit | 3884.47 | Gross loss | -582.11 |
| Profit factor | 6.67 | Expected payoff | 220.16 | ||
| Absolute drawdown | 53.32 | Maximal drawdown | 854.69 (17.30%) | Relative drawdown | 22.01% (614.93) |
| Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 1252.48 | loss trade | -353.95 | |
| Average | profit trade | 388.45 | loss trade | -116.42 | |
| Maximum | consecutive wins (profit in money) | 3 (2381.33) | consecutive losses (loss in money) | 1 (-353.95) | |
| Maximal | consecutive profit (count of wins) | 2381.33 (3) | consecutive loss (count of losses) | -353.95 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.01 02:20 | buy | 1 | 0.10 | 183.600 | 0.000 | 0.000 | ||
| 2 | 2023.11.30 08:02 | close | 1 | 0.10 | 186.890 | 0.000 | 0.000 | 244.19 | 1244.19 |
| 3 | 2023.11.30 08:02 | sell | 2 | 0.10 | 186.890 | 0.000 | 0.000 | ||
| 4 | 2023.12.27 08:20 | close | 2 | 0.10 | 181.174 | 0.000 | 0.000 | 309.95 | 1554.14 |
| 5 | 2023.12.27 08:20 | buy | 3 | 0.10 | 181.174 | 0.000 | 0.000 | ||
| 6 | 2024.01.30 15:40 | close | 3 | 0.10 | 187.078 | 0.000 | 0.000 | 415.61 | 1969.75 |
| 7 | 2024.01.30 15:40 | sell | 4 | 0.10 | 187.078 | 0.000 | 0.000 | ||
| 8 | 2024.02.05 01:20 | close | 4 | 0.10 | 187.223 | 0.000 | 0.000 | -23.25 | 1946.50 |
| 9 | 2024.02.05 01:20 | buy | 5 | 0.10 | 187.223 | 0.000 | 0.000 | ||
| 10 | 2024.03.07 14:50 | close | 5 | 0.10 | 189.180 | 0.000 | 0.000 | 160.47 | 2106.97 |
| 11 | 2024.03.07 14:50 | sell | 6 | 0.10 | 189.180 | 0.000 | 0.000 | ||
| 12 | 2024.03.18 02:50 | close | 6 | 0.10 | 189.694 | 0.000 | 0.000 | -53.96 | 2053.01 |
| 13 | 2024.03.18 02:50 | buy | 7 | 0.10 | 189.694 | 0.000 | 0.000 | ||
| 14 | 2024.05.03 08:20 | close | 7 | 0.10 | 192.554 | 0.000 | 0.000 | 234.28 | 2287.29 |
| 15 | 2024.05.03 08:20 | sell | 8 | 0.10 | 192.554 | 0.000 | 0.000 | ||
| 16 | 2024.05.07 07:15 | close | 8 | 0.10 | 193.534 | 0.000 | 0.000 | -67.72 | 2219.57 |
| 17 | 2024.05.07 07:15 | buy | 9 | 0.10 | 193.534 | 0.000 | 0.000 | ||
| 18 | 2024.07.15 06:20 | close | 9 | 0.10 | 205.205 | 0.000 | 0.000 | 823.43 | 3043.00 |
| 19 | 2024.07.15 06:20 | sell | 10 | 0.10 | 205.205 | 0.000 | 0.000 | ||
| 20 | 2024.08.06 07:50 | close | 10 | 0.10 | 184.954 | 0.000 | 0.000 | 1252.48 | 4295.48 |
| 21 | 2024.08.06 07:50 | buy | 11 | 0.10 | 184.954 | 0.000 | 0.000 | ||
| 22 | 2024.09.05 08:20 | close | 11 | 0.10 | 189.179 | 0.000 | 0.000 | 305.43 | 4600.91 |
| 23 | 2024.09.05 08:20 | sell | 12 | 0.10 | 189.179 | 0.000 | 0.000 | ||
| 24 | 2024.10.03 05:15 | close | 12 | 0.10 | 193.669 | 0.000 | 0.000 | -353.95 | 4246.96 |
| 25 | 2024.10.03 05:15 | buy | 13 | 0.10 | 193.669 | 0.000 | 0.000 | ||
| 26 | 2024.10.08 04:15 | close | 13 | 0.10 | 193.817 | 0.000 | 0.000 | 12.66 | 4259.61 |
| 27 | 2024.10.08 04:15 | sell | 14 | 0.10 | 193.817 | 0.000 | 0.000 | ||
| 28 | 2024.10.10 06:10 | close | 14 | 0.10 | 194.966 | 0.000 | 0.000 | -83.24 | 4176.38 |
| 29 | 2024.10.10 06:10 | buy | 15 | 0.10 | 194.966 | 0.000 | 0.000 | ||
| 30 | 2024.10.31 23:59 | close at stop | 15 | 0.10 | 196.582 | 0.000 | 0.000 | 125.98 | 4302.36 |