Strategy Tester Report
DivergenceTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=3; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=12; 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=5; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 79431 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 2105.17 | Gross profit | 3354.85 | Gross loss | -1249.68 |
| Profit factor | 2.68 | Expected payoff | 91.53 | ||
| Absolute drawdown | 330.04 | Maximal drawdown | 578.56 (24.68%) | Relative drawdown | 44.63% (540.03) |
| Total trades | 23 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 623.49 | loss trade | -306.62 | |
| Average | profit trade | 223.66 | loss trade | -156.21 | |
| Maximum | consecutive wins (profit in money) | 3 (677.21) | consecutive losses (loss in money) | 2 (-317.28) | |
| Maximal | consecutive profit (count of wins) | 795.63 (2) | consecutive loss (count of losses) | -317.28 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 00:05 | buy | 1 | 0.10 | 142.925 | 0.000 | 0.000 | ||
| 2 | 2024.01.09 06:33 | close | 1 | 0.10 | 144.103 | 0.000 | 0.000 | 84.69 | 1084.69 |
| 3 | 2024.01.09 06:33 | sell | 2 | 0.10 | 144.103 | 0.000 | 0.000 | ||
| 4 | 2024.01.18 00:40 | close | 2 | 0.10 | 148.024 | 0.000 | 0.000 | -282.57 | 802.11 |
| 5 | 2024.01.18 00:40 | buy | 3 | 0.10 | 148.024 | 0.000 | 0.000 | ||
| 6 | 2024.02.29 17:20 | close | 3 | 0.10 | 149.960 | 0.000 | 0.000 | 170.22 | 972.33 |
| 7 | 2024.02.29 17:20 | sell | 4 | 0.10 | 149.960 | 0.000 | 0.000 | ||
| 8 | 2024.03.12 12:05 | close | 4 | 0.10 | 147.195 | 0.000 | 0.000 | 171.77 | 1144.10 |
| 9 | 2024.03.12 12:05 | buy | 5 | 0.10 | 147.195 | 0.000 | 0.000 | ||
| 10 | 2024.04.05 08:20 | close | 5 | 0.10 | 151.371 | 0.000 | 0.000 | 301.33 | 1445.43 |
| 11 | 2024.04.05 08:20 | sell | 6 | 0.10 | 151.371 | 0.000 | 0.000 | ||
| 12 | 2024.04.11 12:40 | close | 6 | 0.10 | 152.826 | 0.000 | 0.000 | -104.86 | 1340.58 |
| 13 | 2024.04.11 12:40 | buy | 7 | 0.10 | 152.826 | 0.000 | 0.000 | ||
| 14 | 2024.06.05 00:20 | close | 7 | 0.10 | 155.249 | 0.000 | 0.000 | 207.95 | 1548.53 |
| 15 | 2024.06.05 00:20 | sell | 8 | 0.10 | 155.249 | 0.000 | 0.000 | ||
| 16 | 2024.06.11 09:15 | close | 8 | 0.10 | 157.172 | 0.000 | 0.000 | -132.00 | 1416.53 |
| 17 | 2024.06.11 09:15 | buy | 9 | 0.10 | 157.172 | 0.000 | 0.000 | ||
| 18 | 2024.07.05 16:30 | close | 9 | 0.10 | 160.882 | 0.000 | 0.000 | 256.05 | 1672.59 |
| 19 | 2024.07.05 16:30 | sell | 10 | 0.10 | 160.882 | 0.000 | 0.000 | ||
| 20 | 2024.07.09 13:40 | close | 10 | 0.10 | 161.002 | 0.000 | 0.000 | -10.67 | 1661.92 |
| 21 | 2024.07.09 13:40 | buy | 11 | 0.10 | 161.002 | 0.000 | 0.000 | ||
| 22 | 2024.07.24 00:33 | close | 11 | 0.10 | 155.990 | 0.000 | 0.000 | -306.62 | 1355.31 |
| 23 | 2024.07.24 00:33 | sell | 12 | 0.10 | 155.990 | 0.000 | 0.000 | ||
| 24 | 2024.08.07 18:40 | close | 12 | 0.10 | 146.710 | 0.000 | 0.000 | 610.03 | 1965.34 |
| 25 | 2024.08.07 18:40 | buy | 13 | 0.10 | 146.710 | 0.000 | 0.000 | ||
| 26 | 2024.08.14 04:30 | close | 13 | 0.10 | 146.984 | 0.000 | 0.000 | 25.49 | 1990.83 |
| 27 | 2024.08.14 04:30 | sell | 14 | 0.10 | 146.984 | 0.000 | 0.000 | ||
| 28 | 2024.09.02 02:40 | close | 14 | 0.10 | 145.930 | 0.000 | 0.000 | 41.68 | 2032.51 |
| 29 | 2024.09.02 02:40 | buy | 15 | 0.10 | 145.930 | 0.000 | 0.000 | ||
| 30 | 2024.09.06 11:40 | close | 15 | 0.10 | 143.126 | 0.000 | 0.000 | -190.04 | 1842.48 |
| 31 | 2024.09.06 11:40 | sell | 16 | 0.10 | 143.126 | 0.000 | 0.000 | ||
| 32 | 2024.09.17 00:40 | close | 16 | 0.10 | 140.504 | 0.000 | 0.000 | 172.14 | 2014.62 |
| 33 | 2024.09.17 00:40 | buy | 17 | 0.10 | 140.504 | 0.000 | 0.000 | ||
| 34 | 2024.10.15 16:30 | close | 17 | 0.10 | 149.410 | 0.000 | 0.000 | 623.49 | 2638.11 |
| 35 | 2024.10.15 16:30 | sell | 18 | 0.10 | 149.410 | 0.000 | 0.000 | ||
| 36 | 2024.10.22 13:05 | close | 18 | 0.10 | 150.664 | 0.000 | 0.000 | -94.48 | 2543.62 |
| 37 | 2024.10.22 13:05 | buy | 19 | 0.10 | 150.664 | 0.000 | 0.000 | ||
| 38 | 2024.11.01 01:40 | close | 19 | 0.10 | 152.291 | 0.000 | 0.000 | 118.58 | 2662.20 |
| 39 | 2024.11.01 01:40 | sell | 20 | 0.10 | 152.291 | 0.000 | 0.000 | ||
| 40 | 2024.11.07 04:30 | close | 20 | 0.10 | 154.122 | 0.000 | 0.000 | -128.45 | 2533.76 |
| 41 | 2024.11.07 04:30 | buy | 21 | 0.10 | 154.122 | 0.000 | 0.000 | ||
| 42 | 2024.11.19 16:30 | close | 21 | 0.10 | 154.335 | 0.000 | 0.000 | 23.59 | 2557.34 |
| 43 | 2024.11.19 16:30 | sell | 22 | 0.10 | 154.335 | 0.000 | 0.000 | ||
| 44 | 2024.12.11 00:40 | close | 22 | 0.10 | 151.734 | 0.000 | 0.000 | 136.05 | 2693.40 |
| 45 | 2024.12.11 00:40 | buy | 23 | 0.10 | 151.734 | 0.000 | 0.000 | ||
| 46 | 2024.12.31 23:59 | close at stop | 23 | 0.10 | 157.928 | 0.000 | 0.000 | 411.78 | 3105.17 |