Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 322.59 | Gross profit | 1325.73 | Gross loss | -1003.14 |
| Profit factor | 1.32 | Expected payoff | 8.27 | ||
| Absolute drawdown | 190.80 | Maximal drawdown | 547.15 (5.28%) | Relative drawdown | 5.28% (547.15) |
| Total trades | 39 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 20 (45.00%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 111.31 | loss trade | -76.24 | |
| Average | profit trade | 66.29 | loss trade | -52.80 | |
| Maximum | consecutive wins (profit in money) | 3 (291.23) | consecutive losses (loss in money) | 5 (-272.59) | |
| Maximal | consecutive profit (count of wins) | 291.23 (3) | consecutive loss (count of losses) | -272.59 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 08:00 | sell | 1 | 0.10 | 162.959 | 0.000 | 0.000 | ||
| 2 | 2022.06.01 08:00 | modify | 1 | 0.10 | 162.959 | 163.959 | 161.459 | ||
| 3 | 2022.06.01 21:00 | sell | 2 | 0.10 | 162.420 | 0.000 | 0.000 | ||
| 4 | 2022.06.01 21:00 | modify | 2 | 0.10 | 162.420 | 162.809 | 161.459 | ||
| 5 | 2022.06.01 21:00 | modify | 1 | 0.10 | 162.959 | 162.809 | 161.459 | ||
| 6 | 2022.06.02 08:00 | s/l | 1 | 0.10 | 162.809 | 162.809 | 161.459 | 6.93 | 10006.93 |
| 7 | 2022.06.02 08:00 | s/l | 2 | 0.10 | 162.809 | 162.809 | 161.459 | -32.69 | 9974.24 |
| 8 | 2022.06.21 10:00 | sell | 3 | 0.10 | 166.516 | 0.000 | 0.000 | ||
| 9 | 2022.06.21 10:00 | modify | 3 | 0.10 | 166.516 | 167.516 | 165.016 | ||
| 10 | 2022.06.21 19:00 | s/l | 3 | 0.10 | 167.516 | 167.516 | 165.016 | -73.51 | 9900.73 |
| 11 | 2022.07.12 11:00 | buy | 4 | 0.10 | 162.114 | 0.000 | 0.000 | ||
| 12 | 2022.07.12 11:00 | modify | 4 | 0.10 | 162.114 | 161.114 | 163.614 | ||
| 13 | 2022.07.13 08:00 | t/p | 4 | 0.10 | 163.614 | 161.114 | 163.614 | 111.31 | 10012.04 |
| 14 | 2022.08.04 10:00 | sell | 5 | 0.10 | 163.337 | 0.000 | 0.000 | ||
| 15 | 2022.08.04 10:00 | modify | 5 | 0.10 | 163.337 | 164.337 | 161.837 | ||
| 16 | 2022.08.04 12:00 | t/p | 5 | 0.10 | 161.837 | 164.337 | 161.837 | 110.26 | 10122.30 |
| 17 | 2022.08.17 12:00 | sell | 6 | 0.10 | 163.250 | 0.000 | 0.000 | ||
| 18 | 2022.08.17 12:00 | modify | 6 | 0.10 | 163.250 | 164.250 | 161.750 | ||
| 19 | 2022.08.17 20:00 | sell | 7 | 0.10 | 162.705 | 0.000 | 0.000 | ||
| 20 | 2022.08.17 20:00 | modify | 7 | 0.10 | 162.705 | 163.100 | 161.750 | ||
| 21 | 2022.08.17 20:00 | modify | 6 | 0.10 | 163.250 | 163.100 | 161.750 | ||
| 22 | 2022.08.18 09:00 | s/l | 6 | 0.10 | 163.100 | 163.100 | 161.750 | 6.93 | 10129.23 |
| 23 | 2022.08.18 09:00 | s/l | 7 | 0.10 | 163.100 | 163.100 | 161.750 | -33.13 | 10096.10 |
| 24 | 2022.09.12 09:00 | sell | 8 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 25 | 2022.09.12 09:00 | modify | 8 | 0.10 | 166.813 | 167.813 | 165.313 | ||
| 26 | 2022.09.14 07:00 | t/p | 8 | 0.10 | 165.313 | 167.813 | 165.313 | 107.52 | 10203.63 |
| 27 | 2022.09.16 10:00 | buy | 9 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 28 | 2022.09.16 10:00 | modify | 9 | 0.10 | 163.091 | 162.091 | 164.591 | ||
| 29 | 2022.09.19 18:00 | buy | 10 | 0.10 | 163.640 | 0.000 | 0.000 | ||
| 30 | 2022.09.19 18:00 | modify | 10 | 0.10 | 163.640 | 163.241 | 164.591 | ||
| 31 | 2022.09.19 18:00 | modify | 9 | 0.10 | 163.091 | 163.241 | 164.591 | ||
| 32 | 2022.09.20 11:00 | buy | 11 | 0.10 | 164.296 | 0.000 | 0.000 | ||
| 33 | 2022.09.20 11:00 | modify | 11 | 0.10 | 164.296 | 163.616 | 164.591 | ||
| 34 | 2022.09.20 11:00 | modify | 10 | 0.10 | 163.640 | 163.616 | 164.591 | ||
| 35 | 2022.09.20 11:00 | modify | 9 | 0.10 | 163.091 | 163.616 | 164.591 | ||
| 36 | 2022.09.20 17:00 | s/l | 9 | 0.10 | 163.616 | 163.616 | 164.591 | 40.68 | 10244.31 |
| 37 | 2022.09.20 17:00 | s/l | 10 | 0.10 | 163.616 | 163.616 | 164.591 | -0.72 | 10243.59 |
| 38 | 2022.09.20 17:00 | s/l | 11 | 0.10 | 163.616 | 163.616 | 164.591 | -49.99 | 10193.60 |
| 39 | 2022.09.23 12:00 | buy | 12 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 40 | 2022.09.23 12:00 | modify | 12 | 0.10 | 157.899 | 156.899 | 159.399 | ||
| 41 | 2022.09.23 15:00 | s/l | 12 | 0.10 | 156.899 | 156.899 | 159.399 | -73.51 | 10120.09 |
| 42 | 2022.10.04 09:00 | sell | 13 | 0.10 | 164.697 | 0.000 | 0.000 | ||
| 43 | 2022.10.04 09:00 | modify | 13 | 0.10 | 164.697 | 165.697 | 163.197 | ||
| 44 | 2022.10.05 07:00 | s/l | 13 | 0.10 | 165.697 | 165.697 | 163.197 | -74.86 | 10045.23 |
| 45 | 2022.10.06 12:00 | buy | 14 | 0.10 | 162.934 | 0.000 | 0.000 | ||
| 46 | 2022.10.06 12:00 | modify | 14 | 0.10 | 162.934 | 161.934 | 164.434 | ||
| 47 | 2022.10.06 16:00 | s/l | 14 | 0.10 | 161.934 | 161.934 | 164.434 | -73.51 | 9971.72 |
| 48 | 2022.10.27 08:00 | buy | 15 | 0.10 | 168.949 | 0.000 | 0.000 | ||
| 49 | 2022.10.27 08:00 | modify | 15 | 0.10 | 168.949 | 167.949 | 170.449 | ||
| 50 | 2022.10.28 11:00 | t/p | 15 | 0.10 | 170.449 | 167.949 | 170.449 | 111.31 | 10083.03 |
| 51 | 2022.11.03 10:00 | buy | 16 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 52 | 2022.11.03 10:00 | modify | 16 | 0.10 | 166.833 | 165.833 | 168.333 | ||
| 53 | 2022.11.03 13:00 | s/l | 16 | 0.10 | 165.833 | 165.833 | 168.333 | -73.52 | 10009.51 |
| 54 | 2022.11.21 11:00 | sell | 17 | 0.10 | 167.414 | 0.000 | 0.000 | ||
| 55 | 2022.11.21 11:00 | modify | 17 | 0.10 | 167.414 | 168.414 | 165.914 | ||
| 56 | 2022.11.23 10:00 | s/l | 17 | 0.10 | 168.414 | 168.414 | 165.914 | -76.24 | 9933.27 |
| 57 | 2022.11.25 12:00 | sell | 18 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 58 | 2022.11.25 12:00 | modify | 18 | 0.10 | 168.688 | 169.688 | 167.188 | ||
| 59 | 2022.11.28 01:00 | sell | 19 | 0.10 | 167.767 | 0.000 | 0.000 | ||
| 60 | 2022.11.28 01:00 | modify | 19 | 0.10 | 167.767 | 168.313 | 167.188 | ||
| 61 | 2022.11.28 01:00 | modify | 18 | 0.10 | 168.688 | 168.313 | 167.188 | ||
| 62 | 2022.11.28 02:00 | t/p | 18 | 0.10 | 167.188 | 168.313 | 167.188 | 108.90 | 10042.17 |
| 63 | 2022.11.28 02:00 | t/p | 19 | 0.10 | 167.188 | 168.313 | 167.188 | 42.56 | 10084.73 |
| 64 | 2022.11.28 11:00 | buy | 20 | 0.10 | 166.566 | 0.000 | 0.000 | ||
| 65 | 2022.11.28 11:00 | modify | 20 | 0.10 | 166.566 | 165.566 | 168.066 | ||
| 66 | 2022.11.28 12:00 | buy | 21 | 0.10 | 167.108 | 0.000 | 0.000 | ||
| 67 | 2022.11.28 12:00 | modify | 21 | 0.10 | 167.108 | 166.716 | 168.066 | ||
| 68 | 2022.11.28 12:00 | modify | 20 | 0.10 | 166.566 | 166.716 | 168.066 | ||
| 69 | 2022.11.28 18:00 | s/l | 20 | 0.10 | 166.716 | 166.716 | 168.066 | 11.03 | 10095.76 |
| 70 | 2022.11.28 18:00 | s/l | 21 | 0.10 | 166.716 | 166.716 | 168.066 | -28.81 | 10066.95 |
| 71 | 2022.12.16 10:00 | buy | 22 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 72 | 2022.12.16 10:00 | modify | 22 | 0.10 | 166.635 | 165.635 | 168.135 | ||
| 73 | 2022.12.18 22:00 | s/l | 22 | 0.10 | 165.635 | 165.635 | 168.135 | -73.51 | 9993.44 |
| 74 | 2022.12.30 10:00 | buy | 23 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 75 | 2022.12.30 10:00 | modify | 23 | 0.10 | 158.996 | 157.996 | 160.496 | ||
| 76 | 2022.12.30 19:00 | s/l | 23 | 0.10 | 157.996 | 157.996 | 160.496 | -73.51 | 9919.93 |
| 77 | 2023.01.24 12:00 | buy | 24 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 78 | 2023.01.24 12:00 | modify | 24 | 0.10 | 160.354 | 159.354 | 161.854 | ||
| 79 | 2023.01.25 04:00 | buy | 25 | 0.10 | 160.899 | 0.000 | 0.000 | ||
| 80 | 2023.01.25 04:00 | modify | 25 | 0.10 | 160.899 | 160.504 | 161.854 | ||
| 81 | 2023.01.25 04:00 | modify | 24 | 0.10 | 160.354 | 160.504 | 161.854 | ||
| 82 | 2023.01.25 08:00 | s/l | 24 | 0.10 | 160.504 | 160.504 | 161.854 | 12.07 | 9932.00 |
| 83 | 2023.01.25 08:00 | s/l | 25 | 0.10 | 160.504 | 160.504 | 161.854 | -29.03 | 9902.97 |
| 84 | 2023.02.07 11:00 | buy | 26 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 85 | 2023.02.07 11:00 | modify | 26 | 0.10 | 158.324 | 157.324 | 159.824 | ||
| 86 | 2023.02.09 05:00 | buy | 27 | 0.10 | 158.876 | 0.000 | 0.000 | ||
| 87 | 2023.02.09 05:00 | modify | 27 | 0.10 | 158.876 | 158.474 | 159.824 | ||
| 88 | 2023.02.09 05:00 | modify | 26 | 0.10 | 158.324 | 158.474 | 159.824 | ||
| 89 | 2023.02.09 06:00 | s/l | 26 | 0.10 | 158.474 | 158.474 | 159.824 | 15.18 | 9918.15 |
| 90 | 2023.02.09 06:00 | s/l | 27 | 0.10 | 158.474 | 158.474 | 159.824 | -29.56 | 9888.59 |
| 91 | 2023.02.10 09:00 | buy | 28 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 92 | 2023.02.10 09:00 | modify | 28 | 0.10 | 158.138 | 157.138 | 159.638 | ||
| 93 | 2023.02.10 15:00 | buy | 29 | 0.10 | 158.689 | 0.000 | 0.000 | ||
| 94 | 2023.02.10 15:00 | modify | 29 | 0.10 | 158.689 | 158.288 | 159.638 | ||
| 95 | 2023.02.10 15:00 | modify | 28 | 0.10 | 158.138 | 158.288 | 159.638 | ||
| 96 | 2023.02.12 22:00 | s/l | 28 | 0.10 | 158.288 | 158.288 | 159.638 | 11.03 | 9899.62 |
| 97 | 2023.02.12 22:00 | s/l | 29 | 0.10 | 158.288 | 158.288 | 159.638 | -29.48 | 9870.14 |
| 98 | 2023.02.28 10:00 | sell | 30 | 0.10 | 165.095 | 0.000 | 0.000 | ||
| 99 | 2023.02.28 10:00 | modify | 30 | 0.10 | 165.095 | 166.095 | 163.595 | ||
| 100 | 2023.02.28 17:00 | sell | 31 | 0.10 | 164.557 | 0.000 | 0.000 | ||
| 101 | 2023.02.28 17:00 | modify | 31 | 0.10 | 164.557 | 164.945 | 163.595 | ||
| 102 | 2023.02.28 17:00 | modify | 30 | 0.10 | 165.095 | 164.945 | 163.595 | ||
| 103 | 2023.02.28 22:00 | t/p | 30 | 0.10 | 163.595 | 164.945 | 163.595 | 110.26 | 9980.40 |
| 104 | 2023.02.28 22:00 | t/p | 31 | 0.10 | 163.595 | 164.945 | 163.595 | 70.71 | 10051.11 |
| 105 | 2023.03.10 12:00 | sell | 32 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 106 | 2023.03.10 12:00 | modify | 32 | 0.10 | 164.013 | 165.013 | 162.513 | ||
| 107 | 2023.03.10 16:00 | t/p | 32 | 0.10 | 162.513 | 165.013 | 162.513 | 110.26 | 10161.37 |
| 108 | 2023.03.21 12:00 | sell | 33 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 109 | 2023.03.21 12:00 | modify | 33 | 0.10 | 162.030 | 163.030 | 160.530 | ||
| 110 | 2023.03.22 11:00 | s/l | 33 | 0.10 | 163.030 | 163.030 | 160.530 | -74.87 | 10086.50 |
| 111 | 2023.03.24 11:00 | buy | 34 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 112 | 2023.03.24 11:00 | modify | 34 | 0.10 | 158.525 | 157.525 | 160.025 | ||
| 113 | 2023.03.26 23:00 | t/p | 34 | 0.10 | 160.025 | 157.525 | 160.025 | 110.27 | 10196.77 |
| 114 | 2023.03.29 10:00 | sell | 35 | 0.10 | 162.639 | 0.000 | 0.000 | ||
| 115 | 2023.03.29 10:00 | modify | 35 | 0.10 | 162.639 | 163.639 | 161.139 | ||
| 116 | 2023.03.29 20:00 | s/l | 35 | 0.10 | 163.639 | 163.639 | 161.139 | -73.51 | 10123.26 |
| 117 | 2023.04.04 12:00 | sell | 36 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 118 | 2023.04.04 12:00 | modify | 36 | 0.10 | 166.029 | 167.029 | 164.529 | ||
| 119 | 2023.04.04 16:00 | t/p | 36 | 0.10 | 164.529 | 167.029 | 164.529 | 110.26 | 10233.52 |
| 120 | 2023.04.19 09:00 | sell | 37 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 121 | 2023.04.19 09:00 | modify | 37 | 0.10 | 167.744 | 168.744 | 166.244 | ||
| 122 | 2023.04.20 08:00 | sell | 38 | 0.10 | 167.197 | 0.000 | 0.000 | ||
| 123 | 2023.04.20 08:00 | modify | 38 | 0.10 | 167.197 | 167.594 | 166.244 | ||
| 124 | 2023.04.20 08:00 | modify | 37 | 0.10 | 167.744 | 167.594 | 166.244 | ||
| 125 | 2023.04.20 09:00 | s/l | 37 | 0.10 | 167.594 | 167.594 | 166.244 | 6.94 | 10240.46 |
| 126 | 2023.04.20 09:00 | s/l | 38 | 0.10 | 167.594 | 167.594 | 166.244 | -29.18 | 10211.28 |
| 127 | 2023.04.21 08:00 | buy | 39 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 128 | 2023.04.21 08:00 | modify | 39 | 0.10 | 166.080 | 165.080 | 167.580 | ||
| 129 | 2023.04.24 13:00 | t/p | 39 | 0.10 | 167.580 | 165.080 | 167.580 | 111.31 | 10322.59 |