Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; 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=35; 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 | 2612 | Ticks modelled | 79823 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 3520.27 | Gross profit | 3751.04 | Gross loss | -230.77 |
| Profit factor | 16.25 | Expected payoff | 251.45 | ||
| Absolute drawdown | 225.49 | Maximal drawdown | 584.22 (26.35%) | Relative drawdown | 27.68% (386.53) |
| Total trades | 14 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
| Largest | profit trade | 1180.94 | loss trade | -72.78 | |
| Average | profit trade | 468.88 | loss trade | -38.46 | |
| Maximum | consecutive wins (profit in money) | 3 (2389.38) | consecutive losses (loss in money) | 3 (-84.75) | |
| Maximal | consecutive profit (count of wins) | 2389.38 (3) | consecutive loss (count of losses) | -84.75 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.21 16:30 | sell | 1 | 0.10 | 185.374 | 0.000 | 0.000 | ||
| 2 | 2023.12.27 19:40 | close | 1 | 0.10 | 181.213 | 0.000 | 0.000 | 184.42 | 1184.42 |
| 3 | 2023.12.27 19:40 | buy | 2 | 0.10 | 181.213 | 0.000 | 0.000 | ||
| 4 | 2024.01.24 16:40 | close | 2 | 0.10 | 187.852 | 0.000 | 0.000 | 456.77 | 1641.18 |
| 5 | 2024.01.24 16:40 | sell | 3 | 0.10 | 187.852 | 0.000 | 0.000 | ||
| 6 | 2024.02.11 22:00 | close | 3 | 0.10 | 188.334 | 0.000 | 0.000 | -72.78 | 1568.41 |
| 7 | 2024.02.11 22:00 | buy | 4 | 0.10 | 188.334 | 0.000 | 0.000 | ||
| 8 | 2024.03.08 15:20 | close | 4 | 0.10 | 189.314 | 0.000 | 0.000 | 92.38 | 1660.78 |
| 9 | 2024.03.08 15:20 | sell | 5 | 0.10 | 189.314 | 0.000 | 0.000 | ||
| 10 | 2024.03.18 16:40 | close | 5 | 0.10 | 189.724 | 0.000 | 0.000 | -44.95 | 1615.83 |
| 11 | 2024.03.18 16:40 | buy | 6 | 0.10 | 189.724 | 0.000 | 0.000 | ||
| 12 | 2024.03.25 09:30 | close | 6 | 0.10 | 190.940 | 0.000 | 0.000 | 85.62 | 1701.45 |
| 13 | 2024.03.25 09:30 | sell | 7 | 0.10 | 190.940 | 0.000 | 0.000 | ||
| 14 | 2024.03.26 09:05 | close | 7 | 0.10 | 191.249 | 0.000 | 0.000 | -22.22 | 1679.23 |
| 15 | 2024.03.26 09:05 | buy | 8 | 0.10 | 191.249 | 0.000 | 0.000 | ||
| 16 | 2024.03.28 12:30 | close | 8 | 0.10 | 191.019 | 0.000 | 0.000 | -10.63 | 1668.60 |
| 17 | 2024.03.28 12:30 | sell | 9 | 0.10 | 191.019 | 0.000 | 0.000 | ||
| 18 | 2024.04.04 18:30 | close | 9 | 0.10 | 191.573 | 0.000 | 0.000 | -51.90 | 1616.69 |
| 19 | 2024.04.04 18:30 | buy | 10 | 0.10 | 191.573 | 0.000 | 0.000 | ||
| 20 | 2024.07.15 13:33 | close | 10 | 0.10 | 205.292 | 0.000 | 0.000 | 987.93 | 2604.62 |
| 21 | 2024.07.15 13:33 | sell | 11 | 0.10 | 205.292 | 0.000 | 0.000 | ||
| 22 | 2024.08.07 21:00 | close | 11 | 0.10 | 186.122 | 0.000 | 0.000 | 1180.94 | 3785.56 |
| 23 | 2024.08.07 21:00 | buy | 12 | 0.10 | 186.122 | 0.000 | 0.000 | ||
| 24 | 2024.09.06 12:30 | close | 12 | 0.10 | 189.027 | 0.000 | 0.000 | 220.52 | 4006.08 |
| 25 | 2024.09.06 12:30 | sell | 13 | 0.10 | 189.027 | 0.000 | 0.000 | ||
| 26 | 2024.09.20 06:15 | close | 13 | 0.10 | 188.962 | 0.000 | 0.000 | -28.29 | 3977.79 |
| 27 | 2024.09.20 06:15 | buy | 14 | 0.10 | 188.962 | 0.000 | 0.000 | ||
| 28 | 2024.10.31 23:59 | close at stop | 14 | 0.10 | 196.721 | 0.000 | 0.000 | 542.48 | 4520.27 |