Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | DISHelp="===================================="; RSI_Period=7; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=220; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 79909 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 2950.54 | Gross profit | 3240.03 | Gross loss | -289.49 |
| Profit factor | 11.19 | Expected payoff | 92.20 | ||
| Absolute drawdown | 34.17 | Maximal drawdown | 278.02 (8.13%) | Relative drawdown | 12.14% (201.18) |
| Total trades | 32 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 20 (85.00%) |
| Profit trades (% of total) | 26 (81.25%) | Loss trades (% of total) | 6 (18.75%) | ||
| Largest | profit trade | 145.43 | loss trade | -79.25 | |
| Average | profit trade | 124.62 | loss trade | -48.25 | |
| Maximum | consecutive wins (profit in money) | 14 (1833.08) | consecutive losses (loss in money) | 2 (-107.74) | |
| Maximal | consecutive profit (count of wins) | 1833.08 (14) | consecutive loss (count of losses) | -107.74 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.08 06:40 | buy | 1 | 0.10 | 183.302 | 0.000 | 0.000 | ||
| 2 | 2024.01.08 06:40 | modify | 1 | 0.10 | 183.302 | 0.000 | 185.302 | ||
| 3 | 2024.01.10 15:20 | t/p | 1 | 0.10 | 185.302 | 0.000 | 185.302 | 128.40 | 1128.40 |
| 4 | 2024.01.12 04:15 | buy | 2 | 0.10 | 185.142 | 0.000 | 0.000 | ||
| 5 | 2024.01.12 04:15 | modify | 2 | 0.10 | 185.142 | 0.000 | 187.142 | ||
| 6 | 2024.01.17 07:33 | t/p | 2 | 0.10 | 187.142 | 0.000 | 187.142 | 129.30 | 1257.70 |
| 7 | 2024.01.19 09:40 | buy | 3 | 0.10 | 187.658 | 0.000 | 0.000 | ||
| 8 | 2024.01.19 09:40 | modify | 3 | 0.10 | 187.658 | 0.000 | 189.658 | ||
| 9 | 2024.01.25 04:40 | close | 3 | 0.10 | 187.826 | 0.000 | 189.658 | 16.01 | 1273.71 |
| 10 | 2024.01.25 04:40 | sell | 4 | 0.10 | 187.826 | 0.000 | 0.000 | ||
| 11 | 2024.01.25 04:40 | modify | 4 | 0.10 | 187.826 | 0.000 | 185.826 | ||
| 12 | 2024.02.01 07:33 | t/p | 4 | 0.10 | 185.826 | 0.000 | 185.826 | 111.46 | 1385.17 |
| 13 | 2024.02.12 08:40 | buy | 5 | 0.10 | 188.237 | 0.000 | 0.000 | ||
| 14 | 2024.02.12 08:40 | modify | 5 | 0.10 | 188.237 | 0.000 | 190.237 | ||
| 15 | 2024.02.22 07:40 | t/p | 5 | 0.10 | 190.237 | 0.000 | 190.237 | 137.37 | 1522.54 |
| 16 | 2024.03.01 04:40 | sell | 6 | 0.10 | 189.974 | 0.000 | 0.000 | ||
| 17 | 2024.03.01 04:40 | modify | 6 | 0.10 | 189.974 | 0.000 | 187.974 | ||
| 18 | 2024.03.18 17:30 | close | 6 | 0.10 | 189.670 | 0.000 | 187.974 | -13.22 | 1509.32 |
| 19 | 2024.03.18 17:30 | buy | 7 | 0.10 | 189.670 | 0.000 | 0.000 | ||
| 20 | 2024.03.18 17:30 | modify | 7 | 0.10 | 189.670 | 0.000 | 191.670 | ||
| 21 | 2024.03.19 16:10 | t/p | 7 | 0.10 | 191.670 | 0.000 | 191.670 | 127.51 | 1636.83 |
| 22 | 2024.03.21 12:40 | buy | 8 | 0.10 | 192.274 | 0.000 | 0.000 | ||
| 23 | 2024.03.21 12:40 | modify | 8 | 0.10 | 192.274 | 0.000 | 194.274 | ||
| 24 | 2024.03.25 11:20 | close | 8 | 0.10 | 191.104 | 0.000 | 194.274 | -72.28 | 1564.55 |
| 25 | 2024.03.25 11:20 | sell | 9 | 0.10 | 191.104 | 0.000 | 0.000 | ||
| 26 | 2024.03.25 11:20 | modify | 9 | 0.10 | 191.104 | 0.000 | 189.104 | ||
| 27 | 2024.04.04 18:40 | close | 9 | 0.10 | 191.254 | 0.000 | 189.104 | -35.47 | 1529.09 |
| 28 | 2024.04.04 18:40 | buy | 10 | 0.10 | 191.254 | 0.000 | 0.000 | ||
| 29 | 2024.04.04 18:40 | modify | 10 | 0.10 | 191.254 | 0.000 | 193.254 | ||
| 30 | 2024.04.24 17:30 | t/p | 10 | 0.10 | 193.254 | 0.000 | 193.254 | 142.74 | 1671.82 |
| 31 | 2024.04.26 08:05 | buy | 11 | 0.10 | 194.213 | 0.000 | 0.000 | ||
| 32 | 2024.04.26 08:05 | modify | 11 | 0.10 | 194.213 | 0.000 | 196.213 | ||
| 33 | 2024.04.26 08:40 | t/p | 11 | 0.10 | 196.213 | 0.000 | 196.213 | 126.62 | 1798.44 |
| 34 | 2024.05.15 08:30 | buy | 12 | 0.10 | 196.360 | 0.000 | 0.000 | ||
| 35 | 2024.05.15 08:30 | modify | 12 | 0.10 | 196.360 | 0.000 | 198.360 | ||
| 36 | 2024.05.20 12:40 | t/p | 12 | 0.10 | 198.360 | 0.000 | 198.360 | 131.09 | 1929.53 |
| 37 | 2024.05.23 18:20 | buy | 13 | 0.10 | 199.210 | 0.000 | 0.000 | ||
| 38 | 2024.05.23 18:20 | modify | 13 | 0.10 | 199.210 | 0.000 | 201.210 | ||
| 39 | 2024.06.13 08:30 | t/p | 13 | 0.10 | 201.210 | 0.000 | 201.210 | 145.43 | 2074.96 |
| 40 | 2024.06.20 12:05 | buy | 14 | 0.10 | 200.820 | 0.000 | 0.000 | ||
| 41 | 2024.06.20 12:05 | modify | 14 | 0.10 | 200.820 | 0.000 | 202.820 | ||
| 42 | 2024.06.26 01:40 | t/p | 14 | 0.10 | 202.820 | 0.000 | 202.820 | 130.19 | 2205.15 |
| 43 | 2024.06.26 13:15 | buy | 15 | 0.10 | 202.449 | 0.000 | 0.000 | ||
| 44 | 2024.06.26 13:15 | modify | 15 | 0.10 | 202.449 | 0.000 | 204.449 | ||
| 45 | 2024.07.01 13:20 | t/p | 15 | 0.10 | 204.449 | 0.000 | 204.449 | 131.10 | 2336.25 |
| 46 | 2024.07.25 16:40 | sell | 16 | 0.10 | 198.797 | 0.000 | 0.000 | ||
| 47 | 2024.07.25 16:40 | modify | 16 | 0.10 | 198.797 | 0.000 | 196.797 | ||
| 48 | 2024.07.30 16:40 | t/p | 16 | 0.10 | 196.797 | 0.000 | 196.797 | 120.12 | 2456.37 |
| 49 | 2024.08.23 16:40 | buy | 17 | 0.10 | 190.852 | 0.000 | 0.000 | ||
| 50 | 2024.08.23 16:40 | modify | 17 | 0.10 | 190.852 | 0.000 | 192.852 | ||
| 51 | 2024.09.02 08:40 | t/p | 17 | 0.10 | 192.852 | 0.000 | 192.852 | 133.79 | 2590.16 |
| 52 | 2024.09.06 12:30 | sell | 18 | 0.10 | 189.027 | 0.000 | 0.000 | ||
| 53 | 2024.09.06 12:30 | modify | 18 | 0.10 | 189.027 | 0.000 | 187.027 | ||
| 54 | 2024.09.06 15:30 | t/p | 18 | 0.10 | 187.027 | 0.000 | 187.027 | 126.61 | 2716.77 |
| 55 | 2024.09.09 09:40 | sell | 19 | 0.10 | 188.007 | 0.000 | 0.000 | ||
| 56 | 2024.09.09 09:40 | modify | 19 | 0.10 | 188.007 | 0.000 | 186.007 | ||
| 57 | 2024.09.10 15:40 | t/p | 19 | 0.10 | 186.007 | 0.000 | 186.007 | 124.45 | 2841.22 |
| 58 | 2024.09.12 04:10 | sell | 20 | 0.10 | 186.037 | 0.000 | 0.000 | ||
| 59 | 2024.09.12 04:10 | modify | 20 | 0.10 | 186.037 | 0.000 | 184.037 | ||
| 60 | 2024.09.16 06:40 | t/p | 20 | 0.10 | 184.037 | 0.000 | 184.037 | 122.28 | 2963.50 |
| 61 | 2024.09.23 07:40 | buy | 21 | 0.10 | 190.520 | 0.000 | 0.000 | ||
| 62 | 2024.09.23 07:40 | modify | 21 | 0.10 | 190.520 | 0.000 | 192.520 | ||
| 63 | 2024.09.24 05:33 | t/p | 21 | 0.10 | 192.520 | 0.000 | 192.520 | 127.52 | 3091.01 |
| 64 | 2024.09.27 06:30 | buy | 22 | 0.10 | 193.176 | 0.000 | 0.000 | ||
| 65 | 2024.09.27 06:30 | modify | 22 | 0.10 | 193.176 | 0.000 | 195.176 | ||
| 66 | 2024.10.04 16:30 | t/p | 22 | 0.10 | 195.176 | 0.000 | 195.176 | 132.89 | 3223.91 |
| 67 | 2024.10.07 09:20 | buy | 23 | 0.10 | 194.017 | 0.000 | 0.000 | ||
| 68 | 2024.10.07 09:20 | modify | 23 | 0.10 | 194.017 | 0.000 | 196.017 | ||
| 69 | 2024.10.18 07:40 | t/p | 23 | 0.10 | 196.017 | 0.000 | 196.017 | 138.26 | 3362.16 |
| 70 | 2024.10.30 10:10 | buy | 24 | 0.10 | 198.894 | 0.000 | 0.000 | ||
| 71 | 2024.10.30 10:10 | modify | 24 | 0.10 | 198.894 | 0.000 | 200.894 | ||
| 72 | 2024.11.13 05:40 | close | 24 | 0.10 | 197.444 | 0.000 | 200.894 | -79.25 | 3282.92 |
| 73 | 2024.11.13 05:40 | sell | 25 | 0.10 | 197.444 | 0.000 | 0.000 | ||
| 74 | 2024.11.13 05:40 | modify | 25 | 0.10 | 197.444 | 0.000 | 195.444 | ||
| 75 | 2024.11.15 16:30 | t/p | 25 | 0.10 | 195.444 | 0.000 | 195.444 | 117.95 | 3400.87 |
| 76 | 2024.11.25 06:30 | sell | 26 | 0.10 | 194.498 | 0.000 | 0.000 | ||
| 77 | 2024.11.25 06:30 | modify | 26 | 0.10 | 194.498 | 0.000 | 192.498 | ||
| 78 | 2024.11.26 16:40 | t/p | 26 | 0.10 | 192.498 | 0.000 | 192.498 | 124.44 | 3525.31 |
| 79 | 2024.12.03 08:30 | sell | 27 | 0.10 | 190.227 | 0.000 | 0.000 | ||
| 80 | 2024.12.03 08:30 | modify | 27 | 0.10 | 190.227 | 0.000 | 188.227 | ||
| 81 | 2024.12.03 15:05 | t/p | 27 | 0.10 | 188.227 | 0.000 | 188.227 | 126.61 | 3651.92 |
| 82 | 2024.12.04 04:06 | sell | 28 | 0.10 | 189.939 | 0.000 | 0.000 | ||
| 83 | 2024.12.04 04:06 | modify | 28 | 0.10 | 189.939 | 0.000 | 187.939 | ||
| 84 | 2024.12.05 05:40 | close | 28 | 0.10 | 190.454 | 0.000 | 187.939 | -39.09 | 3612.83 |
| 85 | 2024.12.05 05:40 | buy | 29 | 0.10 | 190.454 | 0.000 | 0.000 | ||
| 86 | 2024.12.05 05:40 | modify | 29 | 0.10 | 190.454 | 0.000 | 192.454 | ||
| 87 | 2024.12.09 13:20 | t/p | 29 | 0.10 | 192.454 | 0.000 | 192.454 | 128.41 | 3741.24 |
| 88 | 2024.12.12 11:40 | buy | 30 | 0.10 | 193.916 | 0.000 | 0.000 | ||
| 89 | 2024.12.12 11:40 | modify | 30 | 0.10 | 193.916 | 0.000 | 195.916 | ||
| 90 | 2024.12.19 06:30 | t/p | 30 | 0.10 | 195.916 | 0.000 | 195.916 | 132.89 | 3874.13 |
| 91 | 2024.12.30 13:30 | buy | 31 | 0.10 | 197.993 | 0.000 | 0.000 | ||
| 92 | 2024.12.30 13:30 | modify | 31 | 0.10 | 197.993 | 0.000 | 199.993 | ||
| 93 | 2024.12.31 17:15 | close | 31 | 0.10 | 197.186 | 0.000 | 199.993 | -50.19 | 3823.94 |
| 94 | 2024.12.31 17:15 | sell | 32 | 0.10 | 197.186 | 0.000 | 0.000 | ||
| 95 | 2024.12.31 17:15 | modify | 32 | 0.10 | 197.186 | 0.000 | 195.186 | ||
| 96 | 2024.12.31 21:30 | t/p | 32 | 0.10 | 195.186 | 0.000 | 195.186 | 126.60 | 3950.54 |