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=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 287.61 | Gross profit | 1592.04 | Gross loss | -1304.43 |
| Profit factor | 1.22 | Expected payoff | 6.39 | ||
| Absolute drawdown | 168.15 | Maximal drawdown | 698.81 (6.64%) | Relative drawdown | 6.64% (698.81) |
| Total trades | 45 | Short positions (won %) | 24 (62.50%) | Long positions (won %) | 21 (38.10%) |
| Profit trades (% of total) | 23 (51.11%) | Loss trades (% of total) | 22 (48.89%) | ||
| Largest | profit trade | 113.56 | loss trade | -109.51 | |
| Average | profit trade | 69.22 | loss trade | -59.29 | |
| Maximum | consecutive wins (profit in money) | 4 (417.87) | consecutive losses (loss in money) | 7 (-590.60) | |
| Maximal | consecutive profit (count of wins) | 417.87 (4) | consecutive loss (count of losses) | -590.60 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.11 13:00 | sell | 1 | 0.10 | 163.676 | 0.000 | 0.000 | ||
| 2 | 2022.04.11 13:00 | modify | 1 | 0.10 | 163.676 | 164.976 | 162.176 | ||
| 3 | 2022.04.12 02:00 | sell | 2 | 0.10 | 163.222 | 0.000 | 0.000 | ||
| 4 | 2022.04.12 02:00 | modify | 2 | 0.10 | 163.222 | 163.376 | 162.176 | ||
| 5 | 2022.04.12 02:00 | modify | 1 | 0.10 | 163.676 | 163.376 | 162.176 | ||
| 6 | 2022.04.12 03:00 | s/l | 1 | 0.10 | 163.376 | 163.376 | 162.176 | 21.29 | 10021.29 |
| 7 | 2022.04.12 03:00 | s/l | 2 | 0.10 | 163.376 | 163.376 | 162.176 | -11.64 | 10009.65 |
| 8 | 2022.04.19 08:00 | sell | 3 | 0.10 | 166.668 | 0.000 | 0.000 | ||
| 9 | 2022.04.19 08:00 | modify | 3 | 0.10 | 166.668 | 167.968 | 165.168 | ||
| 10 | 2022.04.19 23:00 | s/l | 3 | 0.10 | 167.968 | 167.968 | 165.168 | -98.31 | 9911.34 |
| 11 | 2022.04.26 16:00 | buy | 4 | 0.10 | 160.706 | 0.000 | 0.000 | ||
| 12 | 2022.04.26 16:00 | modify | 4 | 0.10 | 160.706 | 159.406 | 162.206 | ||
| 13 | 2022.04.28 01:00 | buy | 5 | 0.10 | 161.473 | 0.000 | 0.000 | ||
| 14 | 2022.04.28 01:00 | modify | 5 | 0.10 | 161.473 | 161.306 | 162.206 | ||
| 15 | 2022.04.28 01:00 | modify | 4 | 0.10 | 160.706 | 161.306 | 162.206 | ||
| 16 | 2022.04.28 02:00 | s/l | 4 | 0.10 | 161.306 | 161.306 | 162.206 | 49.71 | 9961.05 |
| 17 | 2022.04.28 02:00 | s/l | 5 | 0.10 | 161.306 | 161.306 | 162.206 | -12.64 | 9948.41 |
| 18 | 2022.05.30 15:00 | sell | 6 | 0.10 | 161.418 | 0.000 | 0.000 | ||
| 19 | 2022.05.30 15:00 | modify | 6 | 0.10 | 161.418 | 162.718 | 159.918 | ||
| 20 | 2022.06.01 02:00 | s/l | 6 | 0.10 | 162.718 | 162.718 | 159.918 | -101.11 | 9847.30 |
| 21 | 2022.06.01 08:00 | sell | 7 | 0.10 | 162.959 | 0.000 | 0.000 | ||
| 22 | 2022.06.01 08:00 | modify | 7 | 0.10 | 162.959 | 164.259 | 161.459 | ||
| 23 | 2022.06.01 14:00 | sell | 8 | 0.10 | 162.197 | 0.000 | 0.000 | ||
| 24 | 2022.06.01 14:00 | modify | 8 | 0.10 | 162.197 | 162.359 | 161.459 | ||
| 25 | 2022.06.01 14:00 | modify | 7 | 0.10 | 162.959 | 162.359 | 161.459 | ||
| 26 | 2022.06.01 15:00 | s/l | 7 | 0.10 | 162.359 | 162.359 | 161.459 | 45.37 | 9892.67 |
| 27 | 2022.06.01 15:00 | s/l | 8 | 0.10 | 162.359 | 162.359 | 161.459 | -12.25 | 9880.42 |
| 28 | 2022.06.08 14:00 | sell | 9 | 0.10 | 168.334 | 0.000 | 0.000 | ||
| 29 | 2022.06.08 14:00 | modify | 9 | 0.10 | 168.334 | 169.634 | 166.834 | ||
| 30 | 2022.06.09 06:00 | sell | 10 | 0.10 | 167.567 | 0.000 | 0.000 | ||
| 31 | 2022.06.09 06:00 | modify | 10 | 0.10 | 167.567 | 167.734 | 166.834 | ||
| 32 | 2022.06.09 06:00 | modify | 9 | 0.10 | 168.334 | 167.734 | 166.834 | ||
| 33 | 2022.06.09 08:00 | t/p | 9 | 0.10 | 166.834 | 167.734 | 166.834 | 109.23 | 9989.65 |
| 34 | 2022.06.09 08:00 | t/p | 10 | 0.10 | 166.834 | 167.734 | 166.834 | 55.43 | 10045.08 |
| 35 | 2022.06.21 15:00 | sell | 11 | 0.10 | 167.208 | 0.000 | 0.000 | ||
| 36 | 2022.06.21 15:00 | modify | 11 | 0.10 | 167.208 | 168.508 | 165.708 | ||
| 37 | 2022.06.23 03:00 | t/p | 11 | 0.10 | 165.708 | 168.508 | 165.708 | 107.83 | 10152.90 |
| 38 | 2022.07.01 06:00 | buy | 12 | 0.10 | 163.768 | 0.000 | 0.000 | ||
| 39 | 2022.07.01 06:00 | modify | 12 | 0.10 | 163.768 | 162.468 | 165.268 | ||
| 40 | 2022.07.01 13:00 | s/l | 12 | 0.10 | 162.468 | 162.468 | 165.268 | -98.42 | 10054.48 |
| 41 | 2022.07.05 18:00 | buy | 13 | 0.10 | 162.005 | 0.000 | 0.000 | ||
| 42 | 2022.07.05 18:00 | modify | 13 | 0.10 | 162.005 | 160.705 | 163.505 | ||
| 43 | 2022.07.06 13:00 | s/l | 13 | 0.10 | 160.705 | 160.705 | 163.505 | -97.34 | 9957.14 |
| 44 | 2022.07.25 14:00 | sell | 14 | 0.10 | 164.780 | 0.000 | 0.000 | ||
| 45 | 2022.07.25 14:00 | modify | 14 | 0.10 | 164.780 | 166.080 | 163.280 | ||
| 46 | 2022.07.25 21:00 | sell | 15 | 0.10 | 164.308 | 0.000 | 0.000 | ||
| 47 | 2022.07.25 21:00 | modify | 15 | 0.10 | 164.308 | 164.480 | 163.280 | ||
| 48 | 2022.07.25 21:00 | modify | 14 | 0.10 | 164.780 | 164.480 | 163.280 | ||
| 49 | 2022.07.25 22:00 | s/l | 14 | 0.10 | 164.480 | 164.480 | 163.280 | 22.69 | 9979.83 |
| 50 | 2022.07.25 22:00 | s/l | 15 | 0.10 | 164.480 | 164.480 | 163.280 | -13.01 | 9966.82 |
| 51 | 2022.08.02 03:00 | buy | 16 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 52 | 2022.08.02 03:00 | modify | 16 | 0.10 | 160.220 | 158.920 | 161.720 | ||
| 53 | 2022.08.02 16:00 | t/p | 16 | 0.10 | 161.720 | 158.920 | 161.720 | 113.56 | 10080.38 |
| 54 | 2022.08.16 15:00 | sell | 17 | 0.10 | 162.522 | 0.000 | 0.000 | ||
| 55 | 2022.08.16 15:00 | modify | 17 | 0.10 | 162.522 | 163.822 | 161.022 | ||
| 56 | 2022.08.19 11:00 | sell | 18 | 0.10 | 162.056 | 0.000 | 0.000 | ||
| 57 | 2022.08.19 11:00 | modify | 18 | 0.10 | 162.056 | 162.222 | 161.022 | ||
| 58 | 2022.08.19 11:00 | modify | 17 | 0.10 | 162.522 | 162.222 | 161.022 | ||
| 59 | 2022.08.19 12:00 | s/l | 17 | 0.10 | 162.222 | 162.222 | 161.022 | 15.68 | 10096.06 |
| 60 | 2022.08.19 12:00 | s/l | 18 | 0.10 | 162.222 | 162.222 | 161.022 | -12.56 | 10083.50 |
| 61 | 2022.09.12 09:00 | sell | 19 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 62 | 2022.09.12 09:00 | modify | 19 | 0.10 | 166.813 | 168.113 | 165.313 | ||
| 63 | 2022.09.14 07:00 | t/p | 19 | 0.10 | 165.313 | 168.113 | 165.313 | 110.63 | 10194.13 |
| 64 | 2022.09.16 10:00 | buy | 20 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 65 | 2022.09.16 10:00 | modify | 20 | 0.10 | 163.091 | 161.791 | 164.591 | ||
| 66 | 2022.09.19 15:00 | buy | 21 | 0.10 | 163.550 | 0.000 | 0.000 | ||
| 67 | 2022.09.19 15:00 | modify | 21 | 0.10 | 163.550 | 163.391 | 164.591 | ||
| 68 | 2022.09.19 15:00 | modify | 20 | 0.10 | 163.091 | 163.391 | 164.591 | ||
| 69 | 2022.09.19 16:00 | s/l | 20 | 0.10 | 163.391 | 163.391 | 164.591 | 23.78 | 10217.91 |
| 70 | 2022.09.19 16:00 | s/l | 21 | 0.10 | 163.391 | 163.391 | 164.591 | -12.03 | 10205.88 |
| 71 | 2022.09.30 02:00 | sell | 22 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 72 | 2022.09.30 02:00 | modify | 22 | 0.10 | 161.309 | 162.609 | 159.809 | ||
| 73 | 2022.09.30 12:00 | t/p | 22 | 0.10 | 159.809 | 162.609 | 159.809 | 113.43 | 10319.31 |
| 74 | 2022.10.06 17:00 | buy | 23 | 0.10 | 161.554 | 0.000 | 0.000 | ||
| 75 | 2022.10.06 17:00 | modify | 23 | 0.10 | 161.554 | 160.254 | 163.054 | ||
| 76 | 2022.10.06 22:00 | buy | 24 | 0.10 | 162.031 | 0.000 | 0.000 | ||
| 77 | 2022.10.06 22:00 | modify | 24 | 0.10 | 162.031 | 161.854 | 163.054 | ||
| 78 | 2022.10.06 22:00 | modify | 23 | 0.10 | 161.554 | 161.854 | 163.054 | ||
| 79 | 2022.10.07 00:00 | s/l | 23 | 0.10 | 161.854 | 161.854 | 163.054 | 23.78 | 10343.09 |
| 80 | 2022.10.07 00:00 | s/l | 24 | 0.10 | 161.854 | 161.854 | 163.054 | -12.33 | 10330.76 |
| 81 | 2022.10.13 13:00 | sell | 25 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 82 | 2022.10.13 13:00 | modify | 25 | 0.10 | 165.186 | 166.486 | 163.686 | ||
| 83 | 2022.10.13 16:00 | s/l | 25 | 0.10 | 166.486 | 166.486 | 163.686 | -98.31 | 10232.45 |
| 84 | 2022.10.13 17:00 | sell | 26 | 0.10 | 166.762 | 0.000 | 0.000 | ||
| 85 | 2022.10.13 17:00 | modify | 26 | 0.10 | 166.762 | 168.062 | 165.262 | ||
| 86 | 2022.10.14 12:00 | t/p | 26 | 0.10 | 165.262 | 168.062 | 165.262 | 112.03 | 10344.48 |
| 87 | 2022.10.17 16:00 | sell | 27 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 88 | 2022.10.17 16:00 | modify | 27 | 0.10 | 169.889 | 171.189 | 168.389 | ||
| 89 | 2022.10.18 07:00 | sell | 28 | 0.10 | 168.971 | 0.000 | 0.000 | ||
| 90 | 2022.10.18 07:00 | modify | 28 | 0.10 | 168.971 | 169.214 | 168.389 | ||
| 91 | 2022.10.18 07:00 | modify | 27 | 0.10 | 169.889 | 169.214 | 168.389 | ||
| 92 | 2022.10.18 10:00 | t/p | 27 | 0.10 | 168.389 | 169.214 | 168.389 | 112.03 | 10456.51 |
| 93 | 2022.10.18 10:00 | t/p | 28 | 0.10 | 168.389 | 169.214 | 168.389 | 44.01 | 10500.52 |
| 94 | 2022.10.28 16:00 | sell | 29 | 0.10 | 170.898 | 0.000 | 0.000 | ||
| 95 | 2022.10.28 16:00 | modify | 29 | 0.10 | 170.898 | 172.198 | 169.398 | ||
| 96 | 2022.10.31 18:00 | sell | 30 | 0.10 | 170.441 | 0.000 | 0.000 | ||
| 97 | 2022.10.31 18:00 | modify | 30 | 0.10 | 170.441 | 170.598 | 169.398 | ||
| 98 | 2022.10.31 18:00 | modify | 29 | 0.10 | 170.898 | 170.598 | 169.398 | ||
| 99 | 2022.10.31 19:00 | s/l | 29 | 0.10 | 170.598 | 170.598 | 169.398 | 21.29 | 10521.81 |
| 100 | 2022.10.31 19:00 | s/l | 30 | 0.10 | 170.598 | 170.598 | 169.398 | -11.87 | 10509.94 |
| 101 | 2022.11.03 10:00 | buy | 31 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 102 | 2022.11.03 10:00 | modify | 31 | 0.10 | 166.833 | 165.533 | 168.333 | ||
| 103 | 2022.11.03 14:00 | s/l | 31 | 0.10 | 165.533 | 165.533 | 168.333 | -98.42 | 10411.52 |
| 104 | 2022.11.28 03:00 | buy | 32 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 105 | 2022.11.28 03:00 | modify | 32 | 0.10 | 166.988 | 165.688 | 168.488 | ||
| 106 | 2022.11.29 10:00 | s/l | 32 | 0.10 | 165.688 | 165.688 | 168.488 | -97.34 | 10314.18 |
| 107 | 2022.12.16 10:00 | buy | 33 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 108 | 2022.12.16 10:00 | modify | 33 | 0.10 | 166.635 | 165.335 | 168.135 | ||
| 109 | 2022.12.18 22:00 | s/l | 33 | 0.10 | 165.335 | 165.335 | 168.135 | -98.41 | 10215.77 |
| 110 | 2022.12.30 10:00 | buy | 34 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 111 | 2022.12.30 10:00 | modify | 34 | 0.10 | 158.996 | 157.696 | 160.496 | ||
| 112 | 2023.01.02 09:00 | s/l | 34 | 0.10 | 157.696 | 157.696 | 160.496 | -97.34 | 10118.43 |
| 113 | 2023.01.12 14:00 | buy | 35 | 0.10 | 158.668 | 0.000 | 0.000 | ||
| 114 | 2023.01.12 14:00 | modify | 35 | 0.10 | 158.668 | 157.368 | 160.168 | ||
| 115 | 2023.01.13 01:00 | s/l | 35 | 0.10 | 157.368 | 157.368 | 160.168 | -97.35 | 10021.08 |
| 116 | 2023.01.24 12:00 | buy | 36 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 117 | 2023.01.24 12:00 | modify | 36 | 0.10 | 160.354 | 159.054 | 161.854 | ||
| 118 | 2023.02.01 18:00 | s/l | 36 | 0.10 | 159.054 | 159.054 | 161.854 | -89.86 | 9931.21 |
| 119 | 2023.02.07 11:00 | buy | 37 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 120 | 2023.02.07 11:00 | modify | 37 | 0.10 | 158.324 | 157.024 | 159.824 | ||
| 121 | 2023.02.09 13:00 | buy | 38 | 0.10 | 159.091 | 0.000 | 0.000 | ||
| 122 | 2023.02.09 13:00 | modify | 38 | 0.10 | 159.091 | 158.924 | 159.824 | ||
| 123 | 2023.02.09 13:00 | modify | 37 | 0.10 | 158.324 | 158.924 | 159.824 | ||
| 124 | 2023.02.09 14:00 | s/l | 37 | 0.10 | 158.924 | 158.924 | 159.824 | 49.70 | 9980.91 |
| 125 | 2023.02.09 14:00 | s/l | 38 | 0.10 | 158.924 | 158.924 | 159.824 | -12.64 | 9968.27 |
| 126 | 2023.02.10 09:00 | buy | 39 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 127 | 2023.02.10 09:00 | modify | 39 | 0.10 | 158.138 | 156.838 | 159.638 | ||
| 128 | 2023.02.10 19:00 | buy | 40 | 0.10 | 158.593 | 0.000 | 0.000 | ||
| 129 | 2023.02.10 19:00 | modify | 40 | 0.10 | 158.593 | 158.438 | 159.638 | ||
| 130 | 2023.02.10 19:00 | modify | 39 | 0.10 | 158.138 | 158.438 | 159.638 | ||
| 131 | 2023.02.10 20:00 | s/l | 39 | 0.10 | 158.438 | 158.438 | 159.638 | 22.71 | 9990.98 |
| 132 | 2023.02.10 20:00 | s/l | 40 | 0.10 | 158.438 | 158.438 | 159.638 | -11.73 | 9979.25 |
| 133 | 2023.02.13 17:00 | sell | 41 | 0.10 | 161.047 | 0.000 | 0.000 | ||
| 134 | 2023.02.13 17:00 | modify | 41 | 0.10 | 161.047 | 162.347 | 159.547 | ||
| 135 | 2023.02.21 10:00 | s/l | 41 | 0.10 | 162.347 | 162.347 | 159.547 | -109.51 | 9869.74 |
| 136 | 2023.02.28 12:00 | sell | 42 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 137 | 2023.02.28 12:00 | modify | 42 | 0.10 | 165.423 | 166.723 | 163.923 | ||
| 138 | 2023.02.28 20:00 | t/p | 42 | 0.10 | 163.923 | 166.723 | 163.923 | 113.43 | 9983.17 |
| 139 | 2023.03.10 12:00 | sell | 43 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 140 | 2023.03.10 12:00 | modify | 43 | 0.10 | 164.013 | 165.313 | 162.513 | ||
| 141 | 2023.03.10 16:00 | t/p | 43 | 0.10 | 162.513 | 165.313 | 162.513 | 113.43 | 10096.60 |
| 142 | 2023.03.24 11:00 | buy | 44 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 143 | 2023.03.24 11:00 | modify | 44 | 0.10 | 158.525 | 157.225 | 160.025 | ||
| 144 | 2023.03.24 13:00 | buy | 45 | 0.10 | 159.002 | 0.000 | 0.000 | ||
| 145 | 2023.03.24 13:00 | modify | 45 | 0.10 | 159.002 | 158.825 | 160.025 | ||
| 146 | 2023.03.24 13:00 | modify | 44 | 0.10 | 158.525 | 158.825 | 160.025 | ||
| 147 | 2023.03.26 23:00 | t/p | 44 | 0.10 | 160.025 | 158.825 | 160.025 | 113.56 | 10210.16 |
| 148 | 2023.03.26 23:00 | t/p | 45 | 0.10 | 160.025 | 158.825 | 160.025 | 77.45 | 10287.61 |