Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=9; RSI_OBSLevels=8; TrendLine_MinGapBars=6; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=35; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7241 | Ticks modelled | 157488 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 2279.33 | Gross profit | 2470.86 | Gross loss | -191.53 |
| Profit factor | 12.90 | Expected payoff | 126.63 | ||
| Absolute drawdown | 85.42 | Maximal drawdown | 350.06 (21.36%) | Relative drawdown | 21.36% (350.06) |
| Total trades | 18 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 840.95 | loss trade | -70.60 | |
| Average | profit trade | 190.07 | loss trade | -38.31 | |
| Maximum | consecutive wins (profit in money) | 5 (1836.96) | consecutive losses (loss in money) | 1 (-70.60) | |
| Maximal | consecutive profit (count of wins) | 1836.96 (5) | consecutive loss (count of losses) | -70.60 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.05 05:10 | buy | 1 | 0.10 | 97.018 | 0.000 | 0.000 | ||
| 2 | 2024.02.16 16:15 | modify | 1 | 0.10 | 97.018 | 97.368 | 0.000 | ||
| 3 | 2024.02.21 19:02 | close | 1 | 0.10 | 98.376 | 97.368 | 0.000 | 103.82 | 1103.82 |
| 4 | 2024.02.21 19:02 | sell | 2 | 0.10 | 98.376 | 0.000 | 0.000 | ||
| 5 | 2024.03.01 10:20 | close | 2 | 0.10 | 97.771 | 0.000 | 0.000 | 26.39 | 1130.21 |
| 6 | 2024.03.01 10:20 | buy | 3 | 0.10 | 97.771 | 0.000 | 0.000 | ||
| 7 | 2024.03.05 15:20 | close | 3 | 0.10 | 97.721 | 0.000 | 0.000 | -2.37 | 1127.84 |
| 8 | 2024.03.05 15:20 | sell | 4 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 9 | 2024.03.12 12:32 | close | 4 | 0.10 | 97.384 | 0.000 | 0.000 | 13.76 | 1141.60 |
| 10 | 2024.03.12 12:32 | buy | 5 | 0.10 | 97.384 | 0.000 | 0.000 | ||
| 11 | 2024.03.19 15:32 | modify | 5 | 0.10 | 97.384 | 97.734 | 0.000 | ||
| 12 | 2024.05.03 07:40 | close | 5 | 0.10 | 100.771 | 97.734 | 0.000 | 235.86 | 1377.46 |
| 13 | 2024.05.03 07:40 | sell | 6 | 0.10 | 100.771 | 0.000 | 0.000 | ||
| 14 | 2024.05.06 21:10 | close | 6 | 0.10 | 101.869 | 0.000 | 0.000 | -70.60 | 1306.86 |
| 15 | 2024.05.06 21:10 | buy | 7 | 0.10 | 101.869 | 0.000 | 0.000 | ||
| 16 | 2024.05.10 07:10 | modify | 7 | 0.10 | 101.869 | 102.219 | 0.000 | ||
| 17 | 2024.07.12 02:45 | close | 7 | 0.10 | 107.771 | 102.219 | 0.000 | 401.07 | 1707.92 |
| 18 | 2024.07.12 02:45 | sell | 8 | 0.10 | 107.771 | 0.000 | 0.000 | ||
| 19 | 2024.07.15 16:50 | modify | 8 | 0.10 | 107.771 | 107.421 | 0.000 | ||
| 20 | 2024.08.06 08:15 | close | 8 | 0.10 | 94.096 | 107.421 | 0.000 | 840.95 | 2548.87 |
| 21 | 2024.08.06 08:15 | buy | 9 | 0.10 | 94.096 | 0.000 | 0.000 | ||
| 22 | 2024.08.07 01:40 | modify | 9 | 0.10 | 94.096 | 94.446 | 0.000 | ||
| 23 | 2024.09.05 14:10 | close | 9 | 0.10 | 96.601 | 94.446 | 0.000 | 171.31 | 2720.18 |
| 24 | 2024.09.05 14:10 | sell | 10 | 0.10 | 96.601 | 0.000 | 0.000 | ||
| 25 | 2024.09.06 14:45 | modify | 10 | 0.10 | 96.601 | 96.251 | 0.000 | ||
| 26 | 2024.09.17 07:20 | close | 10 | 0.10 | 94.832 | 96.251 | 0.000 | 101.17 | 2821.35 |
| 27 | 2024.09.17 07:20 | buy | 11 | 0.10 | 94.832 | 0.000 | 0.000 | ||
| 28 | 2024.09.17 14:32 | modify | 11 | 0.10 | 94.832 | 95.182 | 0.000 | ||
| 29 | 2024.10.08 12:15 | close | 11 | 0.10 | 99.793 | 95.182 | 0.000 | 322.46 | 3143.81 |
| 30 | 2024.10.08 12:15 | sell | 12 | 0.10 | 99.793 | 0.000 | 0.000 | ||
| 31 | 2024.10.18 03:50 | close | 12 | 0.10 | 100.468 | 0.000 | 0.000 | -55.74 | 3088.07 |
| 32 | 2024.10.18 03:50 | buy | 13 | 0.10 | 100.468 | 0.000 | 0.000 | ||
| 33 | 2024.10.23 03:02 | modify | 13 | 0.10 | 100.468 | 100.818 | 0.000 | ||
| 34 | 2024.10.24 13:20 | close | 13 | 0.10 | 101.231 | 100.818 | 0.000 | 50.69 | 3138.76 |
| 35 | 2024.10.24 13:20 | sell | 14 | 0.10 | 101.231 | 0.000 | 0.000 | ||
| 36 | 2024.10.31 06:50 | modify | 14 | 0.10 | 101.231 | 100.881 | 0.000 | ||
| 37 | 2024.11.05 12:40 | s/l | 14 | 0.10 | 100.881 | 100.881 | 0.000 | 11.32 | 3150.08 |
| 38 | 2024.11.22 06:45 | sell | 15 | 0.10 | 100.582 | 0.000 | 0.000 | ||
| 39 | 2024.11.26 00:20 | modify | 15 | 0.10 | 100.582 | 100.232 | 0.000 | ||
| 40 | 2024.12.12 10:50 | close | 15 | 0.10 | 97.505 | 100.232 | 0.000 | 173.16 | 3323.24 |
| 41 | 2024.12.12 10:50 | buy | 16 | 0.10 | 97.505 | 0.000 | 0.000 | ||
| 42 | 2024.12.18 12:43 | close | 16 | 0.10 | 97.131 | 0.000 | 0.000 | -22.10 | 3301.14 |
| 43 | 2024.12.18 12:43 | sell | 17 | 0.10 | 97.131 | 0.000 | 0.000 | ||
| 44 | 2024.12.18 23:40 | modify | 17 | 0.10 | 97.131 | 96.781 | 0.000 | ||
| 45 | 2024.12.19 03:15 | s/l | 17 | 0.10 | 96.781 | 96.781 | 0.000 | 18.91 | 3320.05 |
| 46 | 2024.12.23 13:59 | buy | 18 | 0.10 | 97.946 | 0.000 | 0.000 | ||
| 47 | 2024.12.31 21:59 | close at stop | 18 | 0.10 | 97.253 | 0.000 | 0.000 | -40.72 | 3279.33 |