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=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=150; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 408.28 | Gross profit | 934.44 | Gross loss | -526.15 |
| Profit factor | 1.78 | Expected payoff | 12.37 | ||
| Absolute drawdown | 244.84 | Maximal drawdown | 385.20 (3.80%) | Relative drawdown | 3.80% (385.20) |
| Total trades | 33 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 18 (50.00%) |
| Profit trades (% of total) | 20 (60.61%) | Loss trades (% of total) | 13 (39.39%) | ||
| Largest | profit trade | 75.91 | loss trade | -107.70 | |
| Average | profit trade | 46.72 | loss trade | -40.47 | |
| Maximum | consecutive wins (profit in money) | 5 (266.03) | consecutive losses (loss in money) | 3 (-127.77) | |
| Maximal | consecutive profit (count of wins) | 266.03 (5) | consecutive loss (count of losses) | -213.35 (2) | |
| 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 | 164.459 | 161.959 | ||
| 3 | 2022.06.01 23:00 | sell | 2 | 0.10 | 162.438 | 0.000 | 0.000 | ||
| 4 | 2022.06.01 23:00 | modify | 2 | 0.10 | 162.438 | 162.659 | 161.959 | ||
| 5 | 2022.06.01 23:00 | modify | 1 | 0.10 | 162.959 | 162.659 | 161.959 | ||
| 6 | 2022.06.02 02:00 | sell | 3 | 0.10 | 162.256 | 0.000 | 0.000 | ||
| 7 | 2022.06.02 02:00 | modify | 3 | 0.10 | 162.256 | 162.459 | 161.959 | ||
| 8 | 2022.06.02 02:00 | modify | 2 | 0.10 | 162.438 | 162.459 | 161.959 | ||
| 9 | 2022.06.02 02:00 | modify | 1 | 0.10 | 162.959 | 162.459 | 161.959 | ||
| 10 | 2022.06.02 04:00 | s/l | 1 | 0.10 | 162.459 | 162.459 | 161.959 | 31.80 | 10031.80 |
| 11 | 2022.06.02 04:00 | s/l | 2 | 0.10 | 162.459 | 162.459 | 161.959 | -5.53 | 10026.26 |
| 12 | 2022.06.02 04:00 | s/l | 3 | 0.10 | 162.459 | 162.459 | 161.959 | -14.54 | 10011.72 |
| 13 | 2022.07.01 06:00 | buy | 4 | 0.10 | 163.768 | 0.000 | 0.000 | ||
| 14 | 2022.07.01 06:00 | modify | 4 | 0.10 | 163.768 | 162.268 | 164.768 | ||
| 15 | 2022.07.01 15:00 | s/l | 4 | 0.10 | 162.268 | 162.268 | 164.768 | -107.70 | 9904.02 |
| 16 | 2022.08.02 03:00 | buy | 5 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 17 | 2022.08.02 03:00 | modify | 5 | 0.10 | 160.220 | 158.720 | 161.220 | ||
| 18 | 2022.08.02 16:00 | t/p | 5 | 0.10 | 161.220 | 158.720 | 161.220 | 71.80 | 9975.82 |
| 19 | 2022.08.17 12:00 | sell | 6 | 0.10 | 163.250 | 0.000 | 0.000 | ||
| 20 | 2022.08.17 12:00 | modify | 6 | 0.10 | 163.250 | 164.750 | 162.250 | ||
| 21 | 2022.08.17 16:00 | sell | 7 | 0.10 | 162.886 | 0.000 | 0.000 | ||
| 22 | 2022.08.17 16:00 | modify | 7 | 0.10 | 162.886 | 163.050 | 162.250 | ||
| 23 | 2022.08.17 16:00 | modify | 6 | 0.10 | 163.250 | 163.050 | 162.250 | ||
| 24 | 2022.08.17 17:00 | s/l | 6 | 0.10 | 163.050 | 163.050 | 162.250 | 14.34 | 9990.16 |
| 25 | 2022.08.17 17:00 | s/l | 7 | 0.10 | 163.050 | 163.050 | 162.250 | -11.75 | 9978.41 |
| 26 | 2022.09.12 09:00 | sell | 8 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 27 | 2022.09.12 09:00 | modify | 8 | 0.10 | 166.813 | 168.313 | 165.813 | ||
| 28 | 2022.09.13 02:00 | sell | 9 | 0.10 | 166.454 | 0.000 | 0.000 | ||
| 29 | 2022.09.13 02:00 | modify | 9 | 0.10 | 166.454 | 166.613 | 165.813 | ||
| 30 | 2022.09.13 02:00 | modify | 8 | 0.10 | 166.813 | 166.613 | 165.813 | ||
| 31 | 2022.09.13 03:00 | s/l | 8 | 0.10 | 166.613 | 166.613 | 165.813 | 13.00 | 9991.41 |
| 32 | 2022.09.13 03:00 | s/l | 9 | 0.10 | 166.613 | 166.613 | 165.813 | -11.39 | 9980.02 |
| 33 | 2022.09.16 10:00 | buy | 10 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 34 | 2022.09.16 10:00 | modify | 10 | 0.10 | 163.091 | 161.591 | 164.091 | ||
| 35 | 2022.09.16 15:00 | buy | 11 | 0.10 | 163.456 | 0.000 | 0.000 | ||
| 36 | 2022.09.16 15:00 | modify | 11 | 0.10 | 163.456 | 163.291 | 164.091 | ||
| 37 | 2022.09.16 15:00 | modify | 10 | 0.10 | 163.091 | 163.291 | 164.091 | ||
| 38 | 2022.09.16 16:00 | s/l | 10 | 0.10 | 163.291 | 163.291 | 164.091 | 14.36 | 9994.38 |
| 39 | 2022.09.16 16:00 | s/l | 11 | 0.10 | 163.291 | 163.291 | 164.091 | -11.85 | 9982.53 |
| 40 | 2022.09.30 02:00 | sell | 12 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 41 | 2022.09.30 02:00 | modify | 12 | 0.10 | 161.309 | 162.809 | 160.309 | ||
| 42 | 2022.09.30 03:00 | t/p | 12 | 0.10 | 160.309 | 162.809 | 160.309 | 71.66 | 10054.19 |
| 43 | 2022.10.13 13:00 | sell | 13 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 44 | 2022.10.13 13:00 | modify | 13 | 0.10 | 165.186 | 166.686 | 164.186 | ||
| 45 | 2022.10.13 14:00 | t/p | 13 | 0.10 | 164.186 | 166.686 | 164.186 | 71.66 | 10125.85 |
| 46 | 2022.11.03 10:00 | buy | 14 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 47 | 2022.11.03 10:00 | modify | 14 | 0.10 | 166.833 | 165.333 | 167.833 | ||
| 48 | 2022.11.03 14:00 | s/l | 14 | 0.10 | 165.333 | 165.333 | 167.833 | -107.70 | 10018.15 |
| 49 | 2022.11.28 03:00 | buy | 15 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 50 | 2022.11.28 03:00 | modify | 15 | 0.10 | 166.988 | 165.488 | 167.988 | ||
| 51 | 2022.11.30 07:00 | s/l | 15 | 0.10 | 165.488 | 165.488 | 167.988 | -105.65 | 9912.50 |
| 52 | 2022.12.16 10:00 | buy | 16 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 53 | 2022.12.16 10:00 | modify | 16 | 0.10 | 166.635 | 165.135 | 167.635 | ||
| 54 | 2022.12.16 11:00 | buy | 17 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 55 | 2022.12.16 11:00 | modify | 17 | 0.10 | 166.996 | 166.835 | 167.635 | ||
| 56 | 2022.12.16 11:00 | modify | 16 | 0.10 | 166.635 | 166.835 | 167.635 | ||
| 57 | 2022.12.16 13:00 | s/l | 16 | 0.10 | 166.835 | 166.835 | 167.635 | 14.36 | 9926.86 |
| 58 | 2022.12.16 13:00 | s/l | 17 | 0.10 | 166.835 | 166.835 | 167.635 | -11.56 | 9915.30 |
| 59 | 2022.12.30 10:00 | buy | 18 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 60 | 2022.12.30 10:00 | modify | 18 | 0.10 | 158.996 | 157.496 | 159.996 | ||
| 61 | 2023.01.02 14:00 | s/l | 18 | 0.10 | 157.496 | 157.496 | 159.996 | -106.67 | 9808.63 |
| 62 | 2023.01.24 12:00 | buy | 19 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 63 | 2023.01.24 12:00 | modify | 19 | 0.10 | 160.354 | 158.854 | 161.354 | ||
| 64 | 2023.01.26 15:00 | t/p | 19 | 0.10 | 161.354 | 158.854 | 161.354 | 75.91 | 9884.54 |
| 65 | 2023.02.07 11:00 | buy | 20 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 66 | 2023.02.07 11:00 | modify | 20 | 0.10 | 158.324 | 156.824 | 159.324 | ||
| 67 | 2023.02.09 01:00 | buy | 21 | 0.10 | 158.681 | 0.000 | 0.000 | ||
| 68 | 2023.02.09 01:00 | modify | 21 | 0.10 | 158.681 | 158.524 | 159.324 | ||
| 69 | 2023.02.09 01:00 | modify | 20 | 0.10 | 158.324 | 158.524 | 159.324 | ||
| 70 | 2023.02.09 02:00 | buy | 22 | 0.10 | 158.847 | 0.000 | 0.000 | ||
| 71 | 2023.02.09 02:00 | modify | 22 | 0.10 | 158.847 | 158.624 | 159.324 | ||
| 72 | 2023.02.09 02:00 | modify | 21 | 0.10 | 158.681 | 158.624 | 159.324 | ||
| 73 | 2023.02.09 02:00 | modify | 20 | 0.10 | 158.324 | 158.624 | 159.324 | ||
| 74 | 2023.02.09 06:00 | s/l | 20 | 0.10 | 158.624 | 158.624 | 159.324 | 25.65 | 9910.18 |
| 75 | 2023.02.09 06:00 | s/l | 21 | 0.10 | 158.624 | 158.624 | 159.324 | -4.09 | 9906.09 |
| 76 | 2023.02.09 06:00 | s/l | 22 | 0.10 | 158.624 | 158.624 | 159.324 | -16.01 | 9890.08 |
| 77 | 2023.02.10 09:00 | buy | 23 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 78 | 2023.02.10 09:00 | modify | 23 | 0.10 | 158.138 | 156.638 | 159.138 | ||
| 79 | 2023.02.10 10:00 | t/p | 23 | 0.10 | 159.138 | 156.638 | 159.138 | 71.80 | 9961.88 |
| 80 | 2023.02.28 12:00 | sell | 24 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 81 | 2023.02.28 12:00 | modify | 24 | 0.10 | 165.423 | 166.923 | 164.423 | ||
| 82 | 2023.02.28 16:00 | sell | 25 | 0.10 | 164.903 | 0.000 | 0.000 | ||
| 83 | 2023.02.28 16:00 | modify | 25 | 0.10 | 164.903 | 165.123 | 164.423 | ||
| 84 | 2023.02.28 16:00 | modify | 24 | 0.10 | 165.423 | 165.123 | 164.423 | ||
| 85 | 2023.02.28 18:00 | t/p | 24 | 0.10 | 164.423 | 165.123 | 164.423 | 71.66 | 10033.54 |
| 86 | 2023.02.28 18:00 | t/p | 25 | 0.10 | 164.423 | 165.123 | 164.423 | 34.40 | 10067.94 |
| 87 | 2023.03.10 12:00 | sell | 26 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 88 | 2023.03.10 12:00 | modify | 26 | 0.10 | 164.013 | 165.513 | 163.013 | ||
| 89 | 2023.03.10 15:00 | t/p | 26 | 0.10 | 163.013 | 165.513 | 163.013 | 71.66 | 10139.60 |
| 90 | 2023.03.24 11:00 | buy | 27 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 91 | 2023.03.24 11:00 | modify | 27 | 0.10 | 158.525 | 157.025 | 159.525 | ||
| 92 | 2023.03.24 12:00 | buy | 28 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 93 | 2023.03.24 12:00 | modify | 28 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 94 | 2023.03.24 12:00 | modify | 27 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 95 | 2023.03.24 13:00 | s/l | 27 | 0.10 | 158.725 | 158.725 | 159.525 | 14.36 | 10153.96 |
| 96 | 2023.03.24 13:00 | s/l | 28 | 0.10 | 158.725 | 158.725 | 159.525 | -11.71 | 10142.25 |
| 97 | 2023.04.04 12:00 | sell | 29 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 98 | 2023.04.04 12:00 | modify | 29 | 0.10 | 166.029 | 167.529 | 165.029 | ||
| 99 | 2023.04.04 15:00 | t/p | 29 | 0.10 | 165.029 | 167.529 | 165.029 | 71.66 | 10213.91 |
| 100 | 2023.04.19 09:00 | sell | 30 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 101 | 2023.04.19 09:00 | modify | 30 | 0.10 | 167.744 | 169.244 | 166.744 | ||
| 102 | 2023.04.20 13:00 | sell | 31 | 0.10 | 167.220 | 0.000 | 0.000 | ||
| 103 | 2023.04.20 13:00 | modify | 31 | 0.10 | 167.220 | 167.444 | 166.744 | ||
| 104 | 2023.04.20 13:00 | modify | 30 | 0.10 | 167.744 | 167.444 | 166.744 | ||
| 105 | 2023.04.21 00:00 | t/p | 30 | 0.10 | 166.744 | 167.444 | 166.744 | 66.28 | 10280.20 |
| 106 | 2023.04.21 00:00 | t/p | 31 | 0.10 | 166.744 | 167.444 | 166.744 | 32.77 | 10312.96 |
| 107 | 2023.04.21 08:00 | buy | 32 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 108 | 2023.04.21 08:00 | modify | 32 | 0.10 | 166.080 | 164.580 | 167.080 | ||
| 109 | 2023.04.21 16:00 | buy | 33 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 110 | 2023.04.21 16:00 | modify | 33 | 0.10 | 166.781 | 166.580 | 167.080 | ||
| 111 | 2023.04.21 16:00 | modify | 32 | 0.10 | 166.080 | 166.580 | 167.080 | ||
| 112 | 2023.04.24 03:00 | t/p | 32 | 0.10 | 167.080 | 166.580 | 167.080 | 72.83 | 10385.79 |
| 113 | 2023.04.24 03:00 | t/p | 33 | 0.10 | 167.080 | 166.580 | 167.080 | 22.50 | 10408.28 |