Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 50.41 | Gross profit | 660.97 | Gross loss | -610.56 |
| Profit factor | 1.08 | Expected payoff | 1.80 | ||
| Absolute drawdown | 168.08 | Maximal drawdown | 281.62 (2.77%) | Relative drawdown | 2.77% (281.62) |
| Total trades | 28 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 13 (38.46%) |
| Profit trades (% of total) | 14 (50.00%) | Loss trades (% of total) | 14 (50.00%) | ||
| Largest | profit trade | 75.70 | loss trade | -61.90 | |
| Average | profit trade | 47.21 | loss trade | -43.61 | |
| Maximum | consecutive wins (profit in money) | 3 (172.15) | consecutive losses (loss in money) | 4 (-242.24) | |
| Maximal | consecutive profit (count of wins) | 172.15 (3) | consecutive loss (count of losses) | -242.24 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.19 10:00 | sell | 1 | 0.10 | 167.208 | 0.000 | 0.000 | ||
| 2 | 2022.04.19 10:00 | modify | 1 | 0.10 | 167.208 | 168.008 | 166.208 | ||
| 3 | 2022.04.19 23:00 | s/l | 1 | 0.10 | 168.008 | 168.008 | 166.208 | -60.50 | 9939.50 |
| 4 | 2022.06.08 14:00 | sell | 2 | 0.10 | 168.334 | 0.000 | 0.000 | ||
| 5 | 2022.06.08 14:00 | modify | 2 | 0.10 | 168.334 | 169.134 | 167.334 | ||
| 6 | 2022.06.08 15:00 | sell | 3 | 0.10 | 167.966 | 0.000 | 0.000 | ||
| 7 | 2022.06.08 15:00 | modify | 3 | 0.10 | 167.966 | 168.134 | 167.334 | ||
| 8 | 2022.06.08 15:00 | modify | 2 | 0.10 | 168.334 | 168.134 | 167.334 | ||
| 9 | 2022.06.08 16:00 | s/l | 2 | 0.10 | 168.134 | 168.134 | 167.334 | 15.12 | 9954.62 |
| 10 | 2022.06.08 16:00 | s/l | 3 | 0.10 | 168.134 | 168.134 | 167.334 | -12.70 | 9941.92 |
| 11 | 2022.07.01 06:00 | buy | 4 | 0.10 | 163.768 | 0.000 | 0.000 | ||
| 12 | 2022.07.01 06:00 | modify | 4 | 0.10 | 163.768 | 162.968 | 164.768 | ||
| 13 | 2022.07.01 12:00 | s/l | 4 | 0.10 | 162.968 | 162.968 | 164.768 | -60.57 | 9881.35 |
| 14 | 2022.07.05 18:00 | buy | 5 | 0.10 | 162.005 | 0.000 | 0.000 | ||
| 15 | 2022.07.05 18:00 | modify | 5 | 0.10 | 162.005 | 161.205 | 163.005 | ||
| 16 | 2022.07.05 20:00 | buy | 6 | 0.10 | 162.382 | 0.000 | 0.000 | ||
| 17 | 2022.07.05 20:00 | modify | 6 | 0.10 | 162.382 | 162.205 | 163.005 | ||
| 18 | 2022.07.05 20:00 | modify | 5 | 0.10 | 162.005 | 162.205 | 163.005 | ||
| 19 | 2022.07.05 21:00 | s/l | 5 | 0.10 | 162.205 | 162.205 | 163.005 | 15.14 | 9896.49 |
| 20 | 2022.07.05 21:00 | s/l | 6 | 0.10 | 162.205 | 162.205 | 163.005 | -13.40 | 9883.09 |
| 21 | 2022.08.02 03:00 | buy | 7 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 22 | 2022.08.02 03:00 | modify | 7 | 0.10 | 160.220 | 159.420 | 161.220 | ||
| 23 | 2022.08.02 16:00 | t/p | 7 | 0.10 | 161.220 | 159.420 | 161.220 | 75.70 | 9958.79 |
| 24 | 2022.08.16 15:00 | sell | 8 | 0.10 | 162.522 | 0.000 | 0.000 | ||
| 25 | 2022.08.16 15:00 | modify | 8 | 0.10 | 162.522 | 163.322 | 161.522 | ||
| 26 | 2022.08.17 09:00 | s/l | 8 | 0.10 | 163.322 | 163.322 | 161.522 | -61.90 | 9896.89 |
| 27 | 2022.09.12 09:00 | sell | 9 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 28 | 2022.09.12 09:00 | modify | 9 | 0.10 | 166.813 | 167.613 | 165.813 | ||
| 29 | 2022.09.13 02:00 | sell | 10 | 0.10 | 166.454 | 0.000 | 0.000 | ||
| 30 | 2022.09.13 02:00 | modify | 10 | 0.10 | 166.454 | 166.613 | 165.813 | ||
| 31 | 2022.09.13 02:00 | modify | 9 | 0.10 | 166.813 | 166.613 | 165.813 | ||
| 32 | 2022.09.13 03:00 | s/l | 9 | 0.10 | 166.613 | 166.613 | 165.813 | 13.72 | 9910.61 |
| 33 | 2022.09.13 03:00 | s/l | 10 | 0.10 | 166.613 | 166.613 | 165.813 | -12.02 | 9898.59 |
| 34 | 2022.09.16 10:00 | buy | 11 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 35 | 2022.09.16 10:00 | modify | 11 | 0.10 | 163.091 | 162.291 | 164.091 | ||
| 36 | 2022.09.16 15:00 | buy | 12 | 0.10 | 163.456 | 0.000 | 0.000 | ||
| 37 | 2022.09.16 15:00 | modify | 12 | 0.10 | 163.456 | 163.291 | 164.091 | ||
| 38 | 2022.09.16 15:00 | modify | 11 | 0.10 | 163.091 | 163.291 | 164.091 | ||
| 39 | 2022.09.16 16:00 | s/l | 11 | 0.10 | 163.291 | 163.291 | 164.091 | 15.14 | 9913.73 |
| 40 | 2022.09.16 16:00 | s/l | 12 | 0.10 | 163.291 | 163.291 | 164.091 | -12.49 | 9901.24 |
| 41 | 2022.09.30 02:00 | sell | 13 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 42 | 2022.09.30 02:00 | modify | 13 | 0.10 | 161.309 | 162.109 | 160.309 | ||
| 43 | 2022.09.30 03:00 | t/p | 13 | 0.10 | 160.309 | 162.109 | 160.309 | 75.62 | 9976.86 |
| 44 | 2022.10.13 13:00 | sell | 14 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 45 | 2022.10.13 13:00 | modify | 14 | 0.10 | 165.186 | 165.986 | 164.186 | ||
| 46 | 2022.10.13 14:00 | t/p | 14 | 0.10 | 164.186 | 165.986 | 164.186 | 75.62 | 10052.48 |
| 47 | 2022.10.13 14:00 | sell | 15 | 0.10 | 165.035 | 0.000 | 0.000 | ||
| 48 | 2022.10.13 14:00 | modify | 15 | 0.10 | 165.035 | 165.835 | 164.035 | ||
| 49 | 2022.10.13 16:00 | s/l | 15 | 0.10 | 165.835 | 165.835 | 164.035 | -60.50 | 9991.98 |
| 50 | 2022.10.13 17:00 | sell | 16 | 0.10 | 166.762 | 0.000 | 0.000 | ||
| 51 | 2022.10.13 17:00 | modify | 16 | 0.10 | 166.762 | 167.562 | 165.762 | ||
| 52 | 2022.10.14 12:00 | t/p | 16 | 0.10 | 165.762 | 167.562 | 165.762 | 74.22 | 10066.20 |
| 53 | 2022.10.17 16:00 | sell | 17 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 54 | 2022.10.17 16:00 | modify | 17 | 0.10 | 169.889 | 170.689 | 168.889 | ||
| 55 | 2022.10.17 23:00 | sell | 18 | 0.10 | 169.221 | 0.000 | 0.000 | ||
| 56 | 2022.10.17 23:00 | modify | 18 | 0.10 | 169.221 | 169.489 | 168.889 | ||
| 57 | 2022.10.17 23:00 | modify | 17 | 0.10 | 169.889 | 169.489 | 168.889 | ||
| 58 | 2022.10.18 02:00 | t/p | 17 | 0.10 | 168.889 | 169.489 | 168.889 | 74.22 | 10140.42 |
| 59 | 2022.10.18 02:00 | t/p | 18 | 0.10 | 168.889 | 169.489 | 168.889 | 23.71 | 10164.13 |
| 60 | 2022.11.03 10:00 | buy | 19 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 61 | 2022.11.03 10:00 | modify | 19 | 0.10 | 166.833 | 166.033 | 167.833 | ||
| 62 | 2022.11.03 13:00 | s/l | 19 | 0.10 | 166.033 | 166.033 | 167.833 | -60.56 | 10103.57 |
| 63 | 2022.11.28 03:00 | buy | 20 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 64 | 2022.11.28 03:00 | modify | 20 | 0.10 | 166.988 | 166.188 | 167.988 | ||
| 65 | 2022.11.28 20:00 | s/l | 20 | 0.10 | 166.188 | 166.188 | 167.988 | -60.56 | 10043.01 |
| 66 | 2022.12.30 10:00 | buy | 21 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 67 | 2022.12.30 10:00 | modify | 21 | 0.10 | 158.996 | 158.196 | 159.996 | ||
| 68 | 2022.12.30 19:00 | s/l | 21 | 0.10 | 158.196 | 158.196 | 159.996 | -60.56 | 9982.45 |
| 69 | 2023.01.12 14:00 | buy | 22 | 0.10 | 158.668 | 0.000 | 0.000 | ||
| 70 | 2023.01.12 14:00 | modify | 22 | 0.10 | 158.668 | 157.868 | 159.668 | ||
| 71 | 2023.01.12 16:00 | s/l | 22 | 0.10 | 157.868 | 157.868 | 159.668 | -60.56 | 9921.89 |
| 72 | 2023.02.10 09:00 | buy | 23 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 73 | 2023.02.10 09:00 | modify | 23 | 0.10 | 158.138 | 157.338 | 159.138 | ||
| 74 | 2023.02.10 10:00 | t/p | 23 | 0.10 | 159.138 | 157.338 | 159.138 | 75.70 | 9997.59 |
| 75 | 2023.02.13 17:00 | sell | 24 | 0.10 | 161.047 | 0.000 | 0.000 | ||
| 76 | 2023.02.13 17:00 | modify | 24 | 0.10 | 161.047 | 161.847 | 160.047 | ||
| 77 | 2023.02.14 16:00 | s/l | 24 | 0.10 | 161.847 | 161.847 | 160.047 | -61.90 | 9935.69 |
| 78 | 2023.02.28 12:00 | sell | 25 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 79 | 2023.02.28 12:00 | modify | 25 | 0.10 | 165.423 | 166.223 | 164.423 | ||
| 80 | 2023.02.28 16:00 | sell | 26 | 0.10 | 164.903 | 0.000 | 0.000 | ||
| 81 | 2023.02.28 16:00 | modify | 26 | 0.10 | 164.903 | 165.123 | 164.423 | ||
| 82 | 2023.02.28 16:00 | modify | 25 | 0.10 | 165.423 | 165.123 | 164.423 | ||
| 83 | 2023.02.28 18:00 | t/p | 25 | 0.10 | 164.423 | 165.123 | 164.423 | 75.62 | 10011.31 |
| 84 | 2023.02.28 18:00 | t/p | 26 | 0.10 | 164.423 | 165.123 | 164.423 | 36.30 | 10047.61 |
| 85 | 2023.03.24 11:00 | buy | 27 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 86 | 2023.03.24 11:00 | modify | 27 | 0.10 | 158.525 | 157.725 | 159.525 | ||
| 87 | 2023.03.24 12:00 | buy | 28 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 88 | 2023.03.24 12:00 | modify | 28 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 89 | 2023.03.24 12:00 | modify | 27 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 90 | 2023.03.24 13:00 | s/l | 27 | 0.10 | 158.725 | 158.725 | 159.525 | 15.14 | 10062.75 |
| 91 | 2023.03.24 13:00 | s/l | 28 | 0.10 | 158.725 | 158.725 | 159.525 | -12.34 | 10050.41 |