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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1333.25 | Gross profit | 2379.82 | Gross loss | -1046.57 |
| Profit factor | 2.27 | Expected payoff | 31.01 | ||
| Absolute drawdown | 118.54 | Maximal drawdown | 224.18 (2.09%) | Relative drawdown | 2.18% (220.22) |
| Total trades | 43 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 29 (65.52%) |
| Profit trades (% of total) | 25 (58.14%) | Loss trades (% of total) | 18 (41.86%) | ||
| Largest | profit trade | 117.83 | loss trade | -69.46 | |
| Average | profit trade | 95.19 | loss trade | -58.14 | |
| Maximum | consecutive wins (profit in money) | 6 (608.22) | consecutive losses (loss in money) | 2 (-137.59) | |
| Maximal | consecutive profit (count of wins) | 608.22 (6) | consecutive loss (count of losses) | -137.59 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.22 08:00 | buy | 1 | 0.10 | 165.333 | 0.000 | 0.000 | ||
| 2 | 2022.04.22 08:00 | modify | 1 | 0.10 | 165.333 | 164.433 | 166.833 | ||
| 3 | 2022.04.25 02:00 | s/l | 1 | 0.10 | 164.433 | 164.433 | 166.833 | -67.06 | 9932.94 |
| 4 | 2022.04.26 15:00 | buy | 2 | 0.10 | 160.517 | 0.000 | 0.000 | ||
| 5 | 2022.04.26 15:00 | modify | 2 | 0.10 | 160.517 | 159.617 | 162.017 | ||
| 6 | 2022.04.28 04:00 | t/p | 2 | 0.10 | 162.017 | 159.617 | 162.017 | 117.83 | 10050.77 |
| 7 | 2022.05.05 12:00 | buy | 3 | 0.10 | 161.154 | 0.000 | 0.000 | ||
| 8 | 2022.05.05 12:00 | modify | 3 | 0.10 | 161.154 | 160.254 | 162.654 | ||
| 9 | 2022.05.09 16:00 | s/l | 3 | 0.10 | 160.254 | 160.254 | 162.654 | -65.99 | 9984.78 |
| 10 | 2022.05.12 08:00 | buy | 4 | 0.10 | 157.223 | 0.000 | 0.000 | ||
| 11 | 2022.05.12 08:00 | modify | 4 | 0.10 | 157.223 | 156.323 | 158.723 | ||
| 12 | 2022.05.12 14:00 | s/l | 4 | 0.10 | 156.323 | 156.323 | 158.723 | -68.14 | 9916.64 |
| 13 | 2022.05.12 14:00 | buy | 5 | 0.10 | 156.201 | 0.000 | 0.000 | ||
| 14 | 2022.05.12 14:00 | modify | 5 | 0.10 | 156.201 | 155.301 | 157.701 | ||
| 15 | 2022.05.13 02:00 | t/p | 5 | 0.10 | 157.701 | 155.301 | 157.701 | 114.62 | 10031.26 |
| 16 | 2022.05.17 09:00 | sell | 6 | 0.10 | 161.401 | 0.000 | 0.000 | ||
| 17 | 2022.05.17 09:00 | modify | 6 | 0.10 | 161.401 | 162.301 | 159.901 | ||
| 18 | 2022.05.18 09:00 | t/p | 6 | 0.10 | 159.901 | 162.301 | 159.901 | 112.03 | 10143.28 |
| 19 | 2022.06.13 14:00 | buy | 7 | 0.10 | 162.797 | 0.000 | 0.000 | ||
| 20 | 2022.06.13 14:00 | modify | 7 | 0.10 | 162.797 | 161.897 | 164.297 | ||
| 21 | 2022.06.14 05:00 | t/p | 7 | 0.10 | 164.297 | 161.897 | 164.297 | 114.63 | 10257.91 |
| 22 | 2022.06.14 15:00 | buy | 8 | 0.10 | 161.583 | 0.000 | 0.000 | ||
| 23 | 2022.06.14 15:00 | modify | 8 | 0.10 | 161.583 | 160.683 | 163.083 | ||
| 24 | 2022.06.15 13:00 | t/p | 8 | 0.10 | 163.083 | 160.683 | 163.083 | 114.62 | 10372.53 |
| 25 | 2022.06.16 09:00 | buy | 9 | 0.10 | 161.604 | 0.000 | 0.000 | ||
| 26 | 2022.06.16 09:00 | modify | 9 | 0.10 | 161.604 | 160.704 | 163.104 | ||
| 27 | 2022.06.16 10:00 | s/l | 9 | 0.10 | 160.704 | 160.704 | 163.104 | -68.14 | 10304.39 |
| 28 | 2022.07.01 15:00 | buy | 10 | 0.10 | 162.218 | 0.000 | 0.000 | ||
| 29 | 2022.07.01 15:00 | modify | 10 | 0.10 | 162.218 | 161.318 | 163.718 | ||
| 30 | 2022.07.01 17:00 | buy | 11 | 0.10 | 162.986 | 0.000 | 0.000 | ||
| 31 | 2022.07.01 17:00 | modify | 11 | 0.10 | 162.986 | 162.293 | 163.718 | ||
| 32 | 2022.07.01 17:00 | buy | 12 | 0.10 | 162.986 | 0.000 | 0.000 | ||
| 33 | 2022.07.01 17:00 | modify | 12 | 0.10 | 162.986 | 162.668 | 163.718 | ||
| 34 | 2022.07.01 17:00 | modify | 10 | 0.10 | 162.218 | 162.668 | 163.718 | ||
| 35 | 2022.07.01 18:00 | modify | 11 | 0.10 | 162.986 | 162.668 | 163.718 | ||
| 36 | 2022.07.03 23:00 | t/p | 10 | 0.10 | 163.718 | 162.668 | 163.718 | 113.55 | 10417.94 |
| 37 | 2022.07.03 23:00 | t/p | 11 | 0.10 | 163.718 | 162.668 | 163.718 | 55.41 | 10473.35 |
| 38 | 2022.07.03 23:00 | t/p | 12 | 0.10 | 163.718 | 162.668 | 163.718 | 55.41 | 10528.76 |
| 39 | 2022.07.05 13:00 | buy | 13 | 0.10 | 162.629 | 0.000 | 0.000 | ||
| 40 | 2022.07.05 13:00 | modify | 13 | 0.10 | 162.629 | 161.729 | 164.129 | ||
| 41 | 2022.07.05 16:00 | s/l | 13 | 0.10 | 161.729 | 161.729 | 164.129 | -68.13 | 10460.63 |
| 42 | 2022.08.02 16:00 | sell | 14 | 0.10 | 161.669 | 0.000 | 0.000 | ||
| 43 | 2022.08.02 16:00 | modify | 14 | 0.10 | 161.669 | 162.569 | 160.169 | ||
| 44 | 2022.08.03 01:00 | s/l | 14 | 0.10 | 162.569 | 162.569 | 160.169 | -69.46 | 10391.17 |
| 45 | 2022.08.04 13:00 | buy | 15 | 0.10 | 161.766 | 0.000 | 0.000 | ||
| 46 | 2022.08.04 13:00 | modify | 15 | 0.10 | 161.766 | 160.866 | 163.266 | ||
| 47 | 2022.08.05 14:00 | buy | 16 | 0.10 | 162.544 | 0.000 | 0.000 | ||
| 48 | 2022.08.05 14:00 | modify | 16 | 0.10 | 162.544 | 161.841 | 163.266 | ||
| 49 | 2022.08.05 14:00 | buy | 17 | 0.10 | 162.544 | 0.000 | 0.000 | ||
| 50 | 2022.08.05 14:00 | modify | 17 | 0.10 | 162.544 | 162.216 | 163.266 | ||
| 51 | 2022.08.05 14:00 | modify | 15 | 0.10 | 161.766 | 162.216 | 163.266 | ||
| 52 | 2022.08.05 15:00 | t/p | 15 | 0.10 | 163.266 | 162.216 | 163.266 | 114.62 | 10505.79 |
| 53 | 2022.08.05 15:00 | t/p | 16 | 0.10 | 163.266 | 161.841 | 163.266 | 54.65 | 10560.44 |
| 54 | 2022.08.05 15:00 | t/p | 17 | 0.10 | 163.266 | 162.216 | 163.266 | 54.65 | 10615.09 |
| 55 | 2022.09.22 08:00 | sell | 18 | 0.10 | 164.323 | 0.000 | 0.000 | ||
| 56 | 2022.09.22 08:00 | modify | 18 | 0.10 | 164.323 | 165.223 | 162.823 | ||
| 57 | 2022.09.22 09:00 | t/p | 18 | 0.10 | 162.823 | 165.223 | 162.823 | 113.43 | 10728.52 |
| 58 | 2022.09.23 11:00 | buy | 19 | 0.10 | 157.883 | 0.000 | 0.000 | ||
| 59 | 2022.09.23 11:00 | modify | 19 | 0.10 | 157.883 | 156.983 | 159.383 | ||
| 60 | 2022.09.23 15:00 | s/l | 19 | 0.10 | 156.983 | 156.983 | 159.383 | -68.13 | 10660.39 |
| 61 | 2022.09.23 15:00 | buy | 20 | 0.10 | 156.169 | 0.000 | 0.000 | ||
| 62 | 2022.09.23 15:00 | modify | 20 | 0.10 | 156.169 | 155.269 | 157.669 | ||
| 63 | 2022.09.25 21:00 | s/l | 20 | 0.10 | 155.269 | 155.269 | 157.669 | -68.14 | 10592.25 |
| 64 | 2022.09.28 12:00 | buy | 21 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 65 | 2022.09.28 12:00 | modify | 21 | 0.10 | 153.157 | 152.257 | 154.657 | ||
| 66 | 2022.09.28 15:00 | t/p | 21 | 0.10 | 154.657 | 152.257 | 154.657 | 113.55 | 10705.80 |
| 67 | 2022.09.29 14:00 | sell | 22 | 0.10 | 158.774 | 0.000 | 0.000 | ||
| 68 | 2022.09.29 14:00 | modify | 22 | 0.10 | 158.774 | 159.674 | 157.274 | ||
| 69 | 2022.09.29 16:00 | s/l | 22 | 0.10 | 159.674 | 159.674 | 157.274 | -68.06 | 10637.74 |
| 70 | 2022.09.29 21:00 | sell | 23 | 0.10 | 160.352 | 0.000 | 0.000 | ||
| 71 | 2022.09.29 21:00 | modify | 23 | 0.10 | 160.352 | 161.252 | 158.852 | ||
| 72 | 2022.09.29 23:00 | s/l | 23 | 0.10 | 161.252 | 161.252 | 158.852 | -68.05 | 10569.69 |
| 73 | 2022.10.06 16:00 | buy | 24 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 74 | 2022.10.06 16:00 | modify | 24 | 0.10 | 161.378 | 160.478 | 162.878 | ||
| 75 | 2022.10.07 09:00 | buy | 25 | 0.10 | 162.137 | 0.000 | 0.000 | ||
| 76 | 2022.10.07 09:00 | modify | 25 | 0.10 | 162.137 | 161.453 | 162.878 | ||
| 77 | 2022.10.07 09:00 | buy | 26 | 0.10 | 162.137 | 0.000 | 0.000 | ||
| 78 | 2022.10.07 09:00 | modify | 26 | 0.10 | 162.137 | 161.828 | 162.878 | ||
| 79 | 2022.10.07 09:00 | modify | 24 | 0.10 | 161.378 | 161.828 | 162.878 | ||
| 80 | 2022.10.07 10:00 | modify | 25 | 0.10 | 162.137 | 161.828 | 162.878 | ||
| 81 | 2022.10.07 13:00 | s/l | 24 | 0.10 | 161.828 | 161.828 | 162.878 | 35.13 | 10604.82 |
| 82 | 2022.10.07 13:00 | s/l | 25 | 0.10 | 161.828 | 161.828 | 162.878 | -23.40 | 10581.42 |
| 83 | 2022.10.07 13:00 | s/l | 26 | 0.10 | 161.828 | 161.828 | 162.878 | -23.40 | 10558.02 |
| 84 | 2022.10.11 21:00 | buy | 27 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 85 | 2022.10.11 21:00 | modify | 27 | 0.10 | 159.861 | 158.961 | 161.361 | ||
| 86 | 2022.10.12 05:00 | t/p | 27 | 0.10 | 161.361 | 158.961 | 161.361 | 114.63 | 10672.65 |
| 87 | 2022.10.12 11:00 | sell | 28 | 0.10 | 162.310 | 0.000 | 0.000 | ||
| 88 | 2022.10.12 11:00 | modify | 28 | 0.10 | 162.310 | 163.210 | 160.810 | ||
| 89 | 2022.10.12 19:00 | s/l | 28 | 0.10 | 163.210 | 163.210 | 160.810 | -68.06 | 10604.59 |
| 90 | 2022.10.13 12:00 | sell | 29 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 91 | 2022.10.13 12:00 | modify | 29 | 0.10 | 165.204 | 166.104 | 163.704 | ||
| 92 | 2022.10.13 16:00 | s/l | 29 | 0.10 | 166.104 | 166.104 | 163.704 | -68.06 | 10536.53 |
| 93 | 2022.10.17 15:00 | sell | 30 | 0.10 | 170.015 | 0.000 | 0.000 | ||
| 94 | 2022.10.17 15:00 | modify | 30 | 0.10 | 170.015 | 170.915 | 168.515 | ||
| 95 | 2022.10.17 18:00 | sell | 31 | 0.10 | 169.265 | 0.000 | 0.000 | ||
| 96 | 2022.10.17 18:00 | modify | 31 | 0.10 | 169.265 | 169.940 | 168.515 | ||
| 97 | 2022.10.17 18:00 | sell | 32 | 0.10 | 169.265 | 0.000 | 0.000 | ||
| 98 | 2022.10.17 18:00 | modify | 32 | 0.10 | 169.265 | 169.565 | 168.515 | ||
| 99 | 2022.10.17 18:00 | modify | 30 | 0.10 | 170.015 | 169.565 | 168.515 | ||
| 100 | 2022.10.17 19:00 | modify | 31 | 0.10 | 169.265 | 169.565 | 168.515 | ||
| 101 | 2022.10.18 05:00 | s/l | 30 | 0.10 | 169.565 | 169.565 | 168.515 | 32.63 | 10569.16 |
| 102 | 2022.10.18 05:00 | s/l | 31 | 0.10 | 169.565 | 169.565 | 168.515 | -24.08 | 10545.08 |
| 103 | 2022.10.18 05:00 | s/l | 32 | 0.10 | 169.565 | 169.565 | 168.515 | -24.08 | 10521.00 |
| 104 | 2022.10.21 16:00 | buy | 33 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 105 | 2022.10.21 16:00 | modify | 33 | 0.10 | 165.201 | 164.301 | 166.701 | ||
| 106 | 2022.10.21 18:00 | t/p | 33 | 0.10 | 166.701 | 164.301 | 166.701 | 113.56 | 10634.56 |
| 107 | 2022.11.03 13:00 | buy | 34 | 0.10 | 165.733 | 0.000 | 0.000 | ||
| 108 | 2022.11.03 13:00 | modify | 34 | 0.10 | 165.733 | 164.833 | 167.233 | ||
| 109 | 2022.11.07 09:00 | t/p | 34 | 0.10 | 167.233 | 164.833 | 167.233 | 115.69 | 10750.25 |
| 110 | 2022.11.11 11:00 | buy | 35 | 0.10 | 163.818 | 0.000 | 0.000 | ||
| 111 | 2022.11.11 11:00 | modify | 35 | 0.10 | 163.818 | 162.918 | 165.318 | ||
| 112 | 2022.11.14 10:00 | t/p | 35 | 0.10 | 165.318 | 162.918 | 165.318 | 114.63 | 10864.88 |
| 113 | 2022.12.01 15:00 | sell | 36 | 0.10 | 166.999 | 0.000 | 0.000 | ||
| 114 | 2022.12.01 15:00 | modify | 36 | 0.10 | 166.999 | 167.899 | 165.499 | ||
| 115 | 2022.12.01 18:00 | sell | 37 | 0.10 | 166.016 | 0.000 | 0.000 | ||
| 116 | 2022.12.01 18:00 | modify | 37 | 0.10 | 166.016 | 166.324 | 165.499 | ||
| 117 | 2022.12.01 18:00 | modify | 36 | 0.10 | 166.999 | 166.324 | 165.499 | ||
| 118 | 2022.12.02 02:00 | t/p | 36 | 0.10 | 165.499 | 166.324 | 165.499 | 112.03 | 10976.91 |
| 119 | 2022.12.02 02:00 | t/p | 37 | 0.10 | 165.499 | 166.324 | 165.499 | 37.69 | 11014.60 |
| 120 | 2022.12.20 17:00 | buy | 38 | 0.10 | 159.208 | 0.000 | 0.000 | ||
| 121 | 2022.12.20 17:00 | modify | 38 | 0.10 | 159.208 | 158.308 | 160.708 | ||
| 122 | 2022.12.21 00:00 | t/p | 38 | 0.10 | 160.708 | 158.308 | 160.708 | 114.62 | 11129.22 |
| 123 | 2023.01.04 16:00 | sell | 39 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 124 | 2023.01.04 16:00 | modify | 39 | 0.10 | 158.999 | 159.899 | 157.499 | ||
| 125 | 2023.01.04 18:00 | s/l | 39 | 0.10 | 159.899 | 159.899 | 157.499 | -68.06 | 11061.16 |
| 126 | 2023.02.10 09:00 | buy | 40 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 127 | 2023.02.10 09:00 | modify | 40 | 0.10 | 158.138 | 157.238 | 159.638 | ||
| 128 | 2023.02.13 10:00 | t/p | 40 | 0.10 | 159.638 | 157.238 | 159.638 | 114.62 | 11175.78 |
| 129 | 2023.03.13 10:00 | buy | 41 | 0.10 | 160.930 | 0.000 | 0.000 | ||
| 130 | 2023.03.13 10:00 | modify | 41 | 0.10 | 160.930 | 160.030 | 162.430 | ||
| 131 | 2023.03.13 19:00 | t/p | 41 | 0.10 | 162.430 | 160.030 | 162.430 | 113.56 | 11289.34 |
| 132 | 2023.03.15 11:00 | buy | 42 | 0.10 | 161.276 | 0.000 | 0.000 | ||
| 133 | 2023.03.15 11:00 | modify | 42 | 0.10 | 161.276 | 160.376 | 162.776 | ||
| 134 | 2023.03.15 13:00 | s/l | 42 | 0.10 | 160.376 | 160.376 | 162.776 | -68.13 | 11221.21 |
| 135 | 2023.03.16 18:00 | sell | 43 | 0.10 | 161.811 | 0.000 | 0.000 | ||
| 136 | 2023.03.16 18:00 | modify | 43 | 0.10 | 161.811 | 162.711 | 160.311 | ||
| 137 | 2023.03.17 13:00 | t/p | 43 | 0.10 | 160.311 | 162.711 | 160.311 | 112.04 | 11333.25 |