Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 598.39 | Gross profit | 1276.46 | Gross loss | -678.07 |
| Profit factor | 1.88 | Expected payoff | 17.10 | ||
| Absolute drawdown | 56.33 | Maximal drawdown | 386.12 (3.74%) | Relative drawdown | 3.74% (386.12) |
| Total trades | 35 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 19 (52.63%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 75.91 | loss trade | -100.53 | |
| Average | profit trade | 53.19 | loss trade | -61.64 | |
| Maximum | consecutive wins (profit in money) | 7 (360.00) | consecutive losses (loss in money) | 3 (-214.60) | |
| Maximal | consecutive profit (count of wins) | 360.00 (7) | consecutive loss (count of losses) | -214.60 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.16 02:00 | sell | 1 | 0.10 | 163.466 | 0.000 | 0.000 | ||
| 2 | 2022.06.16 02:00 | modify | 1 | 0.10 | 163.466 | 164.866 | 162.466 | ||
| 3 | 2022.06.16 08:00 | t/p | 1 | 0.10 | 162.466 | 164.866 | 162.466 | 71.65 | 10071.65 |
| 4 | 2022.06.21 10:00 | sell | 2 | 0.10 | 166.516 | 0.000 | 0.000 | ||
| 5 | 2022.06.21 10:00 | modify | 2 | 0.10 | 166.516 | 167.916 | 165.516 | ||
| 6 | 2022.06.23 08:00 | t/p | 2 | 0.10 | 165.516 | 167.916 | 165.516 | 66.27 | 10137.92 |
| 7 | 2022.07.01 06:00 | buy | 3 | 0.10 | 163.768 | 0.000 | 0.000 | ||
| 8 | 2022.07.01 06:00 | modify | 3 | 0.10 | 163.768 | 162.368 | 164.768 | ||
| 9 | 2022.07.01 13:00 | s/l | 3 | 0.10 | 162.368 | 162.368 | 164.768 | -100.52 | 10037.40 |
| 10 | 2022.07.12 11:00 | buy | 4 | 0.10 | 162.114 | 0.000 | 0.000 | ||
| 11 | 2022.07.12 11:00 | modify | 4 | 0.10 | 162.114 | 160.714 | 163.114 | ||
| 12 | 2022.07.13 03:00 | t/p | 4 | 0.10 | 163.114 | 160.714 | 163.114 | 72.83 | 10110.23 |
| 13 | 2022.08.02 03:00 | buy | 5 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 03:00 | modify | 5 | 0.10 | 160.220 | 158.820 | 161.220 | ||
| 15 | 2022.08.02 16:00 | t/p | 5 | 0.10 | 161.220 | 158.820 | 161.220 | 71.80 | 10182.03 |
| 16 | 2022.08.03 02:00 | sell | 6 | 0.10 | 162.498 | 0.000 | 0.000 | ||
| 17 | 2022.08.03 02:00 | modify | 6 | 0.10 | 162.498 | 163.898 | 161.498 | ||
| 18 | 2022.08.03 05:00 | t/p | 6 | 0.10 | 161.498 | 163.898 | 161.498 | 71.66 | 10253.69 |
| 19 | 2022.09.12 09:00 | sell | 7 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 20 | 2022.09.12 09:00 | modify | 7 | 0.10 | 166.813 | 168.213 | 165.813 | ||
| 21 | 2022.09.13 04:00 | sell | 8 | 0.10 | 166.551 | 0.000 | 0.000 | ||
| 22 | 2022.09.13 04:00 | modify | 8 | 0.10 | 166.551 | 166.763 | 165.813 | ||
| 23 | 2022.09.13 04:00 | modify | 7 | 0.10 | 166.813 | 166.763 | 165.813 | ||
| 24 | 2022.09.13 07:00 | s/l | 7 | 0.10 | 166.763 | 166.763 | 165.813 | 2.25 | 10255.93 |
| 25 | 2022.09.13 07:00 | s/l | 8 | 0.10 | 166.763 | 166.763 | 165.813 | -15.19 | 10240.74 |
| 26 | 2022.09.16 10:00 | buy | 9 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 27 | 2022.09.16 10:00 | modify | 9 | 0.10 | 163.091 | 161.691 | 164.091 | ||
| 28 | 2022.09.16 11:00 | buy | 10 | 0.10 | 163.347 | 0.000 | 0.000 | ||
| 29 | 2022.09.16 11:00 | modify | 10 | 0.10 | 163.347 | 163.141 | 164.091 | ||
| 30 | 2022.09.16 11:00 | modify | 9 | 0.10 | 163.091 | 163.141 | 164.091 | ||
| 31 | 2022.09.16 12:00 | s/l | 9 | 0.10 | 163.141 | 163.141 | 164.091 | 3.59 | 10244.33 |
| 32 | 2022.09.16 12:00 | s/l | 10 | 0.10 | 163.141 | 163.141 | 164.091 | -14.79 | 10229.54 |
| 33 | 2022.09.23 12:00 | buy | 11 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 34 | 2022.09.23 12:00 | modify | 11 | 0.10 | 157.899 | 156.499 | 158.899 | ||
| 35 | 2022.09.23 15:00 | s/l | 11 | 0.10 | 156.499 | 156.499 | 158.899 | -100.52 | 10129.02 |
| 36 | 2022.09.30 02:00 | sell | 12 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 37 | 2022.09.30 02:00 | modify | 12 | 0.10 | 161.309 | 162.709 | 160.309 | ||
| 38 | 2022.09.30 03:00 | t/p | 12 | 0.10 | 160.309 | 162.709 | 160.309 | 71.66 | 10200.68 |
| 39 | 2022.10.04 09:00 | sell | 13 | 0.10 | 164.697 | 0.000 | 0.000 | ||
| 40 | 2022.10.04 09:00 | modify | 13 | 0.10 | 164.697 | 166.097 | 163.697 | ||
| 41 | 2022.10.04 12:00 | t/p | 13 | 0.10 | 163.697 | 166.097 | 163.697 | 71.66 | 10272.34 |
| 42 | 2022.10.06 12:00 | buy | 14 | 0.10 | 162.934 | 0.000 | 0.000 | ||
| 43 | 2022.10.06 12:00 | modify | 14 | 0.10 | 162.934 | 161.534 | 163.934 | ||
| 44 | 2022.10.06 16:00 | s/l | 14 | 0.10 | 161.534 | 161.534 | 163.934 | -100.53 | 10171.81 |
| 45 | 2022.10.13 13:00 | sell | 15 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 46 | 2022.10.13 13:00 | modify | 15 | 0.10 | 165.186 | 166.586 | 164.186 | ||
| 47 | 2022.10.13 14:00 | t/p | 15 | 0.10 | 164.186 | 166.586 | 164.186 | 71.66 | 10243.47 |
| 48 | 2022.10.27 08:00 | buy | 16 | 0.10 | 168.949 | 0.000 | 0.000 | ||
| 49 | 2022.10.27 08:00 | modify | 16 | 0.10 | 168.949 | 167.549 | 169.949 | ||
| 50 | 2022.10.27 13:00 | t/p | 16 | 0.10 | 169.949 | 167.549 | 169.949 | 71.80 | 10315.27 |
| 51 | 2022.11.03 10:00 | buy | 17 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 52 | 2022.11.03 10:00 | modify | 17 | 0.10 | 166.833 | 165.433 | 167.833 | ||
| 53 | 2022.11.03 14:00 | s/l | 17 | 0.10 | 165.433 | 165.433 | 167.833 | -100.52 | 10214.75 |
| 54 | 2022.11.28 03:00 | buy | 18 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 55 | 2022.11.28 03:00 | modify | 18 | 0.10 | 166.988 | 165.588 | 167.988 | ||
| 56 | 2022.11.28 13:00 | buy | 19 | 0.10 | 167.241 | 0.000 | 0.000 | ||
| 57 | 2022.11.28 13:00 | modify | 19 | 0.10 | 167.241 | 167.038 | 167.988 | ||
| 58 | 2022.11.28 13:00 | modify | 18 | 0.10 | 166.988 | 167.038 | 167.988 | ||
| 59 | 2022.11.28 15:00 | s/l | 18 | 0.10 | 167.038 | 167.038 | 167.988 | 3.59 | 10218.34 |
| 60 | 2022.11.28 15:00 | s/l | 19 | 0.10 | 167.038 | 167.038 | 167.988 | -14.58 | 10203.76 |
| 61 | 2022.12.16 10:00 | buy | 20 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 62 | 2022.12.16 10:00 | modify | 20 | 0.10 | 166.635 | 165.235 | 167.635 | ||
| 63 | 2022.12.18 22:00 | s/l | 20 | 0.10 | 165.235 | 165.235 | 167.635 | -100.53 | 10103.23 |
| 64 | 2022.12.30 10:00 | buy | 21 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 65 | 2022.12.30 10:00 | modify | 21 | 0.10 | 158.996 | 157.596 | 159.996 | ||
| 66 | 2023.01.02 10:00 | s/l | 21 | 0.10 | 157.596 | 157.596 | 159.996 | -99.49 | 10003.74 |
| 67 | 2023.01.24 12:00 | buy | 22 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 68 | 2023.01.24 12:00 | modify | 22 | 0.10 | 160.354 | 158.954 | 161.354 | ||
| 69 | 2023.01.25 00:00 | buy | 23 | 0.10 | 160.605 | 0.000 | 0.000 | ||
| 70 | 2023.01.25 00:00 | modify | 23 | 0.10 | 160.605 | 160.404 | 161.354 | ||
| 71 | 2023.01.25 00:00 | modify | 22 | 0.10 | 160.354 | 160.404 | 161.354 | ||
| 72 | 2023.01.25 02:00 | s/l | 22 | 0.10 | 160.404 | 160.404 | 161.354 | 4.62 | 10008.36 |
| 73 | 2023.01.25 02:00 | s/l | 23 | 0.10 | 160.404 | 160.404 | 161.354 | -14.43 | 9993.93 |
| 74 | 2023.02.07 11:00 | buy | 24 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 75 | 2023.02.07 11:00 | modify | 24 | 0.10 | 158.324 | 156.924 | 159.324 | ||
| 76 | 2023.02.09 15:00 | buy | 25 | 0.10 | 159.133 | 0.000 | 0.000 | ||
| 77 | 2023.02.09 15:00 | modify | 25 | 0.10 | 159.133 | 158.674 | 159.324 | ||
| 78 | 2023.02.09 15:00 | modify | 24 | 0.10 | 158.324 | 158.674 | 159.324 | ||
| 79 | 2023.02.09 16:00 | t/p | 24 | 0.10 | 159.324 | 158.674 | 159.324 | 75.91 | 10069.83 |
| 80 | 2023.02.09 16:00 | t/p | 25 | 0.10 | 159.324 | 158.674 | 159.324 | 13.71 | 10083.54 |
| 81 | 2023.02.10 09:00 | buy | 26 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 82 | 2023.02.10 09:00 | modify | 26 | 0.10 | 158.138 | 156.738 | 159.138 | ||
| 83 | 2023.02.10 10:00 | t/p | 26 | 0.10 | 159.138 | 156.738 | 159.138 | 71.80 | 10155.34 |
| 84 | 2023.02.28 12:00 | sell | 27 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 85 | 2023.02.28 12:00 | modify | 27 | 0.10 | 165.423 | 166.823 | 164.423 | ||
| 86 | 2023.02.28 18:00 | t/p | 27 | 0.10 | 164.423 | 166.823 | 164.423 | 71.66 | 10227.00 |
| 87 | 2023.03.10 12:00 | sell | 28 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 88 | 2023.03.10 12:00 | modify | 28 | 0.10 | 164.013 | 165.413 | 163.013 | ||
| 89 | 2023.03.10 14:00 | sell | 29 | 0.10 | 163.753 | 0.000 | 0.000 | ||
| 90 | 2023.03.10 14:00 | modify | 29 | 0.10 | 163.753 | 163.963 | 163.013 | ||
| 91 | 2023.03.10 14:00 | modify | 28 | 0.10 | 164.013 | 163.963 | 163.013 | ||
| 92 | 2023.03.10 15:00 | t/p | 28 | 0.10 | 163.013 | 163.963 | 163.013 | 71.66 | 10298.66 |
| 93 | 2023.03.10 15:00 | t/p | 29 | 0.10 | 163.013 | 163.963 | 163.013 | 53.03 | 10351.69 |
| 94 | 2023.03.21 12:00 | sell | 30 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 95 | 2023.03.21 12:00 | modify | 30 | 0.10 | 162.030 | 163.430 | 161.030 | ||
| 96 | 2023.03.21 23:00 | sell | 31 | 0.10 | 161.762 | 0.000 | 0.000 | ||
| 97 | 2023.03.21 23:00 | modify | 31 | 0.10 | 161.762 | 161.980 | 161.030 | ||
| 98 | 2023.03.21 23:00 | modify | 30 | 0.10 | 162.030 | 161.980 | 161.030 | ||
| 99 | 2023.03.22 01:00 | s/l | 30 | 0.10 | 161.980 | 161.980 | 161.030 | 2.24 | 10353.93 |
| 100 | 2023.03.22 01:00 | s/l | 31 | 0.10 | 161.980 | 161.980 | 161.030 | -16.96 | 10336.97 |
| 101 | 2023.03.24 11:00 | buy | 32 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 102 | 2023.03.24 11:00 | modify | 32 | 0.10 | 158.525 | 157.125 | 159.525 | ||
| 103 | 2023.03.24 15:00 | t/p | 32 | 0.10 | 159.525 | 157.125 | 159.525 | 71.80 | 10408.77 |
| 104 | 2023.04.04 12:00 | sell | 33 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 105 | 2023.04.04 12:00 | modify | 33 | 0.10 | 166.029 | 167.429 | 165.029 | ||
| 106 | 2023.04.04 15:00 | t/p | 33 | 0.10 | 165.029 | 167.429 | 165.029 | 71.66 | 10480.43 |
| 107 | 2023.04.19 09:00 | sell | 34 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 108 | 2023.04.19 09:00 | modify | 34 | 0.10 | 167.744 | 169.144 | 166.744 | ||
| 109 | 2023.04.20 03:00 | sell | 35 | 0.10 | 167.484 | 0.000 | 0.000 | ||
| 110 | 2023.04.20 03:00 | modify | 35 | 0.10 | 167.484 | 167.694 | 166.744 | ||
| 111 | 2023.04.20 03:00 | modify | 34 | 0.10 | 167.744 | 167.694 | 166.744 | ||
| 112 | 2023.04.21 00:00 | t/p | 34 | 0.10 | 166.744 | 167.694 | 166.744 | 66.28 | 10546.71 |
| 113 | 2023.04.21 00:00 | t/p | 35 | 0.10 | 166.744 | 167.694 | 166.744 | 51.69 | 10598.39 |