Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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=12; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=180; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=160; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7242 | Ticks modelled | 158424 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 2367.27 | Gross profit | 2724.45 | Gross loss | -357.18 |
| Profit factor | 7.63 | Expected payoff | 76.36 | ||
| Absolute drawdown | 51.34 | Maximal drawdown | 359.67 (20.46%) | Relative drawdown | 20.46% (359.67) |
| Total trades | 31 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 23 (91.30%) |
| Profit trades (% of total) | 26 (83.87%) | Loss trades (% of total) | 5 (16.13%) | ||
| Largest | profit trade | 123.84 | loss trade | -204.90 | |
| Average | profit trade | 104.79 | loss trade | -71.44 | |
| Maximum | consecutive wins (profit in money) | 11 (1280.08) | consecutive losses (loss in money) | 1 (-204.90) | |
| Maximal | consecutive profit (count of wins) | 1280.08 (11) | consecutive loss (count of losses) | -204.90 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.05 15:16 | buy | 1 | 0.10 | 183.587 | 0.000 | 0.000 | ||
| 2 | 2024.01.05 15:16 | modify | 1 | 0.10 | 183.587 | 0.000 | 185.387 | ||
| 3 | 2024.01.10 12:45 | modify | 1 | 0.10 | 183.587 | 183.637 | 185.387 | ||
| 4 | 2024.01.10 15:45 | t/p | 1 | 0.10 | 185.387 | 183.637 | 185.387 | 116.67 | 1116.67 |
| 5 | 2024.01.11 15:20 | buy | 2 | 0.10 | 185.359 | 0.000 | 0.000 | ||
| 6 | 2024.01.11 15:20 | modify | 2 | 0.10 | 185.359 | 0.000 | 187.159 | ||
| 7 | 2024.01.17 07:10 | modify | 2 | 0.10 | 185.359 | 185.409 | 187.159 | ||
| 8 | 2024.01.17 07:50 | t/p | 2 | 0.10 | 187.159 | 185.409 | 187.159 | 117.56 | 1234.23 |
| 9 | 2024.01.30 15:45 | sell | 3 | 0.10 | 187.169 | 0.000 | 0.000 | ||
| 10 | 2024.01.30 15:45 | modify | 3 | 0.10 | 187.169 | 0.000 | 185.369 | ||
| 11 | 2024.02.01 07:03 | modify | 3 | 0.10 | 187.169 | 187.119 | 185.369 | ||
| 12 | 2024.02.01 11:20 | t/p | 3 | 0.10 | 185.369 | 187.119 | 185.369 | 105.31 | 1339.55 |
| 13 | 2024.02.09 09:20 | buy | 4 | 0.10 | 188.306 | 0.000 | 0.000 | ||
| 14 | 2024.02.09 09:20 | modify | 4 | 0.10 | 188.306 | 0.000 | 190.106 | ||
| 15 | 2024.02.13 13:50 | modify | 4 | 0.10 | 188.306 | 188.356 | 190.106 | ||
| 16 | 2024.02.15 07:20 | s/l | 4 | 0.10 | 188.356 | 188.356 | 190.106 | 8.54 | 1348.08 |
| 17 | 2024.02.15 14:50 | sell | 5 | 0.10 | 188.730 | 0.000 | 0.000 | ||
| 18 | 2024.02.15 14:50 | modify | 5 | 0.10 | 188.730 | 0.000 | 186.930 | ||
| 19 | 2024.02.16 08:37 | close | 5 | 0.10 | 188.946 | 0.000 | 186.930 | -15.84 | 1332.24 |
| 20 | 2024.02.16 08:37 | buy | 6 | 0.10 | 188.946 | 0.000 | 0.000 | ||
| 21 | 2024.02.16 08:37 | modify | 6 | 0.10 | 188.946 | 0.000 | 190.746 | ||
| 22 | 2024.02.22 00:20 | modify | 6 | 0.10 | 188.946 | 188.996 | 190.746 | ||
| 23 | 2024.02.22 08:20 | t/p | 6 | 0.10 | 190.746 | 188.996 | 190.746 | 119.36 | 1451.59 |
| 24 | 2024.02.22 14:10 | buy | 7 | 0.10 | 190.095 | 0.000 | 0.000 | ||
| 25 | 2024.02.22 14:10 | modify | 7 | 0.10 | 190.095 | 0.000 | 191.895 | ||
| 26 | 2024.02.26 12:02 | modify | 7 | 0.10 | 190.095 | 190.145 | 191.895 | ||
| 27 | 2024.02.29 01:50 | s/l | 7 | 0.10 | 190.145 | 190.145 | 191.895 | 9.44 | 1461.04 |
| 28 | 2024.03.07 15:10 | sell | 8 | 0.10 | 189.223 | 0.000 | 0.000 | ||
| 29 | 2024.03.07 15:10 | modify | 8 | 0.10 | 189.223 | 0.000 | 187.423 | ||
| 30 | 2024.03.11 15:50 | modify | 8 | 0.10 | 189.223 | 189.173 | 187.423 | ||
| 31 | 2024.03.12 05:45 | s/l | 8 | 0.10 | 189.173 | 189.173 | 187.423 | -3.33 | 1457.71 |
| 32 | 2024.03.12 21:00 | buy | 9 | 0.10 | 188.731 | 0.000 | 0.000 | ||
| 33 | 2024.03.12 21:00 | modify | 9 | 0.10 | 188.731 | 0.000 | 190.531 | ||
| 34 | 2024.03.15 15:45 | modify | 9 | 0.10 | 188.731 | 188.781 | 190.531 | ||
| 35 | 2024.03.19 03:50 | t/p | 9 | 0.10 | 190.531 | 188.781 | 190.531 | 120.25 | 1577.96 |
| 36 | 2024.03.26 08:20 | buy | 10 | 0.10 | 191.315 | 0.000 | 0.000 | ||
| 37 | 2024.03.26 08:20 | modify | 10 | 0.10 | 191.315 | 0.000 | 193.115 | ||
| 38 | 2024.04.09 09:50 | modify | 10 | 0.10 | 191.315 | 191.365 | 193.115 | ||
| 39 | 2024.04.12 10:40 | s/l | 10 | 0.10 | 191.365 | 191.365 | 193.115 | 20.18 | 1598.14 |
| 40 | 2024.04.15 17:50 | buy | 11 | 0.10 | 191.827 | 0.000 | 0.000 | ||
| 41 | 2024.04.15 17:50 | modify | 11 | 0.10 | 191.827 | 0.000 | 193.627 | ||
| 42 | 2024.04.24 16:50 | modify | 11 | 0.10 | 191.827 | 191.877 | 193.627 | ||
| 43 | 2024.04.24 20:32 | t/p | 11 | 0.10 | 193.627 | 191.877 | 193.627 | 122.04 | 1720.19 |
| 44 | 2024.04.30 21:16 | buy | 12 | 0.10 | 196.838 | 0.000 | 0.000 | ||
| 45 | 2024.04.30 21:16 | modify | 12 | 0.10 | 196.838 | 0.000 | 198.638 | ||
| 46 | 2024.05.01 20:20 | modify | 12 | 0.10 | 196.838 | 0.000 | 195.988 | ||
| 47 | 2024.05.01 20:35 | modify | 12 | 0.10 | 196.838 | 0.000 | 195.688 | ||
| 48 | 2024.05.01 20:40 | modify | 12 | 0.10 | 196.838 | 0.000 | 195.238 | ||
| 49 | 2024.05.01 20:45 | modify | 12 | 0.10 | 196.838 | 0.000 | 194.488 | ||
| 50 | 2024.05.01 20:50 | modify | 12 | 0.10 | 196.838 | 0.000 | 193.588 | ||
| 51 | 2024.05.01 21:00 | t/p | 12 | 0.10 | 193.588 | 0.000 | 193.588 | -204.90 | 1515.28 |
| 52 | 2024.05.08 21:00 | buy | 13 | 0.10 | 194.040 | 0.000 | 0.000 | ||
| 53 | 2024.05.08 21:00 | modify | 13 | 0.10 | 194.040 | 0.000 | 195.840 | ||
| 54 | 2024.05.10 07:15 | modify | 13 | 0.10 | 194.040 | 194.090 | 195.840 | ||
| 55 | 2024.05.13 13:50 | t/p | 13 | 0.10 | 195.840 | 194.090 | 195.840 | 118.47 | 1633.75 |
| 56 | 2024.05.14 08:15 | buy | 14 | 0.10 | 196.009 | 0.000 | 0.000 | ||
| 57 | 2024.05.14 08:15 | modify | 14 | 0.10 | 196.009 | 0.000 | 197.809 | ||
| 58 | 2024.05.17 01:20 | modify | 14 | 0.10 | 196.009 | 196.059 | 197.809 | ||
| 59 | 2024.05.17 17:20 | t/p | 14 | 0.10 | 197.809 | 196.059 | 197.809 | 118.46 | 1752.21 |
| 60 | 2024.05.21 08:20 | buy | 15 | 0.10 | 198.442 | 0.000 | 0.000 | ||
| 61 | 2024.05.21 08:20 | modify | 15 | 0.10 | 198.442 | 0.000 | 200.242 | ||
| 62 | 2024.05.23 08:15 | modify | 15 | 0.10 | 198.442 | 198.492 | 200.242 | ||
| 63 | 2024.05.27 13:45 | t/p | 15 | 0.10 | 200.242 | 198.492 | 200.242 | 119.36 | 1871.57 |
| 64 | 2024.06.19 21:02 | buy | 16 | 0.10 | 200.819 | 0.000 | 0.000 | ||
| 65 | 2024.06.19 21:02 | modify | 16 | 0.10 | 200.819 | 0.000 | 202.619 | ||
| 66 | 2024.06.21 20:50 | modify | 16 | 0.10 | 200.819 | 200.869 | 202.619 | ||
| 67 | 2024.06.24 14:50 | t/p | 16 | 0.10 | 202.619 | 200.869 | 202.619 | 118.46 | 1990.03 |
| 68 | 2024.06.26 11:20 | buy | 17 | 0.10 | 202.616 | 0.000 | 0.000 | ||
| 69 | 2024.06.26 11:20 | modify | 17 | 0.10 | 202.616 | 0.000 | 204.416 | ||
| 70 | 2024.07.01 00:45 | modify | 17 | 0.10 | 202.616 | 202.666 | 204.416 | ||
| 71 | 2024.07.01 13:10 | t/p | 17 | 0.10 | 204.416 | 202.666 | 204.416 | 118.47 | 2108.50 |
| 72 | 2024.07.25 12:45 | sell | 18 | 0.10 | 197.539 | 0.000 | 0.000 | ||
| 73 | 2024.07.25 12:45 | modify | 18 | 0.10 | 197.539 | 0.000 | 195.739 | ||
| 74 | 2024.07.30 20:20 | modify | 18 | 0.10 | 197.539 | 197.489 | 195.739 | ||
| 75 | 2024.07.30 22:20 | t/p | 18 | 0.10 | 195.739 | 197.489 | 195.739 | 107.48 | 2215.98 |
| 76 | 2024.08.06 08:10 | buy | 19 | 0.10 | 184.792 | 0.000 | 0.000 | ||
| 77 | 2024.08.06 08:10 | modify | 19 | 0.10 | 184.792 | 0.000 | 186.592 | ||
| 78 | 2024.08.07 01:45 | modify | 19 | 0.10 | 184.792 | 184.842 | 186.592 | ||
| 79 | 2024.08.07 01:50 | t/p | 19 | 0.10 | 186.592 | 184.842 | 186.592 | 114.88 | 2330.85 |
| 80 | 2024.08.21 15:10 | buy | 20 | 0.10 | 189.999 | 0.000 | 0.000 | ||
| 81 | 2024.08.21 15:10 | modify | 20 | 0.10 | 189.999 | 0.000 | 191.799 | ||
| 82 | 2024.08.22 10:15 | modify | 20 | 0.10 | 189.999 | 190.049 | 191.799 | ||
| 83 | 2024.08.22 13:50 | t/p | 20 | 0.10 | 191.799 | 190.049 | 191.799 | 116.68 | 2447.53 |
| 84 | 2024.08.23 14:50 | buy | 21 | 0.10 | 191.275 | 0.000 | 0.000 | ||
| 85 | 2024.08.23 14:50 | modify | 21 | 0.10 | 191.275 | 0.000 | 193.075 | ||
| 86 | 2024.09.01 23:07 | modify | 21 | 0.10 | 191.275 | 191.325 | 193.075 | ||
| 87 | 2024.09.02 12:40 | t/p | 21 | 0.10 | 193.075 | 191.325 | 193.075 | 121.15 | 2568.68 |
| 88 | 2024.09.05 14:10 | sell | 22 | 0.10 | 189.218 | 0.000 | 0.000 | ||
| 89 | 2024.09.05 14:10 | modify | 22 | 0.10 | 189.218 | 0.000 | 187.418 | ||
| 90 | 2024.09.06 05:20 | modify | 22 | 0.10 | 189.218 | 189.168 | 187.418 | ||
| 91 | 2024.09.06 07:16 | t/p | 22 | 0.10 | 187.418 | 189.168 | 187.418 | 111.81 | 2680.48 |
| 92 | 2024.09.26 11:45 | buy | 23 | 0.10 | 192.958 | 0.000 | 0.000 | ||
| 93 | 2024.09.26 11:45 | modify | 23 | 0.10 | 192.958 | 0.000 | 194.758 | ||
| 94 | 2024.09.26 15:20 | modify | 23 | 0.10 | 192.958 | 193.008 | 194.758 | ||
| 95 | 2024.09.27 00:40 | t/p | 23 | 0.10 | 194.758 | 193.008 | 194.758 | 114.88 | 2795.36 |
| 96 | 2024.09.30 08:20 | sell | 24 | 0.10 | 191.005 | 0.000 | 0.000 | ||
| 97 | 2024.09.30 08:20 | modify | 24 | 0.10 | 191.005 | 0.000 | 189.205 | ||
| 98 | 2024.10.01 05:20 | modify | 24 | 0.10 | 191.005 | 0.000 | 191.405 | ||
| 99 | 2024.10.01 06:37 | modify | 24 | 0.10 | 191.005 | 0.000 | 191.555 | ||
| 100 | 2024.10.01 09:07 | t/p | 24 | 0.10 | 191.555 | 0.000 | 191.555 | -36.98 | 2758.38 |
| 101 | 2024.10.10 08:50 | buy | 25 | 0.10 | 194.927 | 0.000 | 0.000 | ||
| 102 | 2024.10.10 08:50 | modify | 25 | 0.10 | 194.927 | 0.000 | 196.727 | ||
| 103 | 2024.10.22 03:20 | modify | 25 | 0.10 | 194.927 | 194.977 | 196.727 | ||
| 104 | 2024.10.23 01:15 | t/p | 25 | 0.10 | 196.727 | 194.977 | 196.727 | 123.84 | 2882.21 |
| 105 | 2024.10.23 17:45 | buy | 26 | 0.10 | 197.384 | 0.000 | 0.000 | ||
| 106 | 2024.10.23 17:45 | modify | 26 | 0.10 | 197.384 | 0.000 | 199.184 | ||
| 107 | 2024.10.28 00:20 | modify | 26 | 0.10 | 197.384 | 197.434 | 199.184 | ||
| 108 | 2024.10.28 01:40 | t/p | 26 | 0.10 | 199.184 | 197.434 | 199.184 | 118.46 | 3000.67 |
| 109 | 2024.11.29 16:10 | sell | 27 | 0.10 | 190.978 | 0.000 | 0.000 | ||
| 110 | 2024.11.29 16:10 | modify | 27 | 0.10 | 190.978 | 0.000 | 189.178 | ||
| 111 | 2024.12.02 14:45 | modify | 27 | 0.10 | 190.978 | 190.928 | 189.178 | ||
| 112 | 2024.12.02 16:10 | t/p | 27 | 0.10 | 189.178 | 190.928 | 189.178 | 111.82 | 3112.49 |
| 113 | 2024.12.17 08:50 | buy | 28 | 0.10 | 195.175 | 0.000 | 0.000 | ||
| 114 | 2024.12.17 08:50 | modify | 28 | 0.10 | 195.175 | 0.000 | 196.975 | ||
| 115 | 2024.12.19 06:50 | modify | 28 | 0.10 | 195.175 | 195.225 | 196.975 | ||
| 116 | 2024.12.19 07:10 | t/p | 28 | 0.10 | 196.975 | 195.225 | 196.975 | 117.56 | 3230.05 |
| 117 | 2024.12.23 08:15 | buy | 29 | 0.10 | 196.730 | 0.000 | 0.000 | ||
| 118 | 2024.12.23 08:15 | modify | 29 | 0.10 | 196.730 | 0.000 | 198.530 | ||
| 119 | 2024.12.26 18:15 | modify | 29 | 0.10 | 196.730 | 196.780 | 198.530 | ||
| 120 | 2024.12.27 19:40 | t/p | 29 | 0.10 | 198.530 | 196.780 | 198.530 | 119.37 | 3349.42 |
| 121 | 2024.12.30 08:20 | buy | 30 | 0.10 | 198.329 | 0.000 | 0.000 | ||
| 122 | 2024.12.30 08:20 | modify | 30 | 0.10 | 198.329 | 0.000 | 200.129 | ||
| 123 | 2024.12.31 04:40 | modify | 30 | 0.10 | 198.329 | 0.000 | 197.929 | ||
| 124 | 2024.12.31 04:50 | modify | 30 | 0.10 | 198.329 | 0.000 | 197.779 | ||
| 125 | 2024.12.31 08:20 | modify | 30 | 0.10 | 198.329 | 0.000 | 197.629 | ||
| 126 | 2024.12.31 10:20 | close | 30 | 0.10 | 196.797 | 0.000 | 197.629 | -96.11 | 3253.30 |
| 127 | 2024.12.31 10:20 | sell | 31 | 0.10 | 196.797 | 0.000 | 0.000 | ||
| 128 | 2024.12.31 10:20 | modify | 31 | 0.10 | 196.797 | 0.000 | 194.997 | ||
| 129 | 2024.12.31 21:40 | modify | 31 | 0.10 | 196.797 | 196.747 | 194.997 | ||
| 130 | 2024.12.31 21:45 | t/p | 31 | 0.10 | 194.997 | 196.747 | 194.997 | 113.97 | 3367.27 |