Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 569.54 | Gross profit | 1145.35 | Gross loss | -575.81 |
| Profit factor | 1.99 | Expected payoff | 22.78 | ||
| Absolute drawdown | 48.14 | Maximal drawdown | 401.64 (3.83%) | Relative drawdown | 3.83% (401.64) |
| Total trades | 25 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 106.84 | loss trade | -93.91 | |
| Average | profit trade | 71.58 | loss trade | -63.98 | |
| Maximum | consecutive wins (profit in money) | 4 (423.32) | consecutive losses (loss in money) | 3 (-275.74) | |
| Maximal | consecutive profit (count of wins) | 423.32 (4) | consecutive loss (count of losses) | -275.74 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 03:00 | buy | 1 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 03:00 | modify | 1 | 0.10 | 160.220 | 158.920 | 161.720 | ||
| 3 | 2022.08.02 16:00 | t/p | 1 | 0.10 | 161.720 | 158.920 | 161.720 | 106.84 | 10106.84 |
| 4 | 2022.09.12 09:00 | sell | 2 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 5 | 2022.09.12 09:00 | modify | 2 | 0.10 | 166.813 | 168.113 | 165.313 | ||
| 6 | 2022.09.14 07:00 | t/p | 2 | 0.10 | 165.313 | 168.113 | 165.313 | 104.17 | 10211.01 |
| 7 | 2022.09.30 02:00 | sell | 3 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 8 | 2022.09.30 02:00 | modify | 3 | 0.10 | 161.309 | 162.609 | 159.809 | ||
| 9 | 2022.09.30 12:00 | t/p | 3 | 0.10 | 159.809 | 162.609 | 159.809 | 106.82 | 10317.83 |
| 10 | 2022.10.04 07:00 | sell | 4 | 0.10 | 164.494 | 0.000 | 0.000 | ||
| 11 | 2022.10.04 07:00 | modify | 4 | 0.10 | 164.494 | 165.794 | 162.994 | ||
| 12 | 2022.10.05 15:00 | t/p | 4 | 0.10 | 162.994 | 165.794 | 162.994 | 105.49 | 10423.32 |
| 13 | 2022.11.03 10:00 | buy | 5 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 14 | 2022.11.03 10:00 | modify | 5 | 0.10 | 166.833 | 165.533 | 168.333 | ||
| 15 | 2022.11.03 14:00 | s/l | 5 | 0.10 | 165.533 | 165.533 | 168.333 | -92.58 | 10330.74 |
| 16 | 2022.11.25 12:00 | sell | 6 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 17 | 2022.11.25 12:00 | modify | 6 | 0.10 | 168.688 | 169.988 | 167.188 | ||
| 18 | 2022.11.28 01:00 | sell | 7 | 0.10 | 167.767 | 0.000 | 0.000 | ||
| 19 | 2022.11.28 01:00 | modify | 7 | 0.10 | 167.767 | 168.313 | 167.188 | ||
| 20 | 2022.11.28 01:00 | modify | 6 | 0.10 | 168.688 | 168.313 | 167.188 | ||
| 21 | 2022.11.28 02:00 | t/p | 6 | 0.10 | 167.188 | 168.313 | 167.188 | 105.49 | 10436.24 |
| 22 | 2022.11.28 02:00 | t/p | 7 | 0.10 | 167.188 | 168.313 | 167.188 | 41.23 | 10477.47 |
| 23 | 2022.11.28 03:00 | buy | 8 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 24 | 2022.11.28 03:00 | modify | 8 | 0.10 | 166.988 | 165.688 | 168.488 | ||
| 25 | 2022.11.29 10:00 | s/l | 8 | 0.10 | 165.688 | 165.688 | 168.488 | -91.57 | 10385.90 |
| 26 | 2022.12.16 10:00 | buy | 9 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 27 | 2022.12.16 10:00 | modify | 9 | 0.10 | 166.635 | 165.335 | 168.135 | ||
| 28 | 2022.12.18 22:00 | s/l | 9 | 0.10 | 165.335 | 165.335 | 168.135 | -92.59 | 10293.31 |
| 29 | 2022.12.30 10:00 | buy | 10 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 30 | 2022.12.30 10:00 | modify | 10 | 0.10 | 158.996 | 157.696 | 160.496 | ||
| 31 | 2023.01.02 09:00 | s/l | 10 | 0.10 | 157.696 | 157.696 | 160.496 | -91.58 | 10201.73 |
| 32 | 2023.01.24 12:00 | buy | 11 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 33 | 2023.01.24 12:00 | modify | 11 | 0.10 | 160.354 | 159.054 | 161.854 | ||
| 34 | 2023.01.25 04:00 | buy | 12 | 0.10 | 160.899 | 0.000 | 0.000 | ||
| 35 | 2023.01.25 04:00 | modify | 12 | 0.10 | 160.899 | 160.504 | 161.854 | ||
| 36 | 2023.01.25 04:00 | modify | 11 | 0.10 | 160.354 | 160.504 | 161.854 | ||
| 37 | 2023.01.25 08:00 | s/l | 11 | 0.10 | 160.504 | 160.504 | 161.854 | 11.69 | 10213.42 |
| 38 | 2023.01.25 08:00 | s/l | 12 | 0.10 | 160.504 | 160.504 | 161.854 | -28.13 | 10185.29 |
| 39 | 2023.02.07 11:00 | buy | 13 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 40 | 2023.02.07 11:00 | modify | 13 | 0.10 | 158.324 | 157.024 | 159.824 | ||
| 41 | 2023.02.09 05:00 | buy | 14 | 0.10 | 158.876 | 0.000 | 0.000 | ||
| 42 | 2023.02.09 05:00 | modify | 14 | 0.10 | 158.876 | 158.474 | 159.824 | ||
| 43 | 2023.02.09 05:00 | modify | 13 | 0.10 | 158.324 | 158.474 | 159.824 | ||
| 44 | 2023.02.09 06:00 | s/l | 13 | 0.10 | 158.474 | 158.474 | 159.824 | 14.73 | 10200.02 |
| 45 | 2023.02.09 06:00 | s/l | 14 | 0.10 | 158.474 | 158.474 | 159.824 | -28.63 | 10171.39 |
| 46 | 2023.02.10 09:00 | buy | 15 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 47 | 2023.02.10 09:00 | modify | 15 | 0.10 | 158.138 | 156.838 | 159.638 | ||
| 48 | 2023.02.10 15:00 | buy | 16 | 0.10 | 158.689 | 0.000 | 0.000 | ||
| 49 | 2023.02.10 15:00 | modify | 16 | 0.10 | 158.689 | 158.288 | 159.638 | ||
| 50 | 2023.02.10 15:00 | modify | 15 | 0.10 | 158.138 | 158.288 | 159.638 | ||
| 51 | 2023.02.12 22:00 | s/l | 15 | 0.10 | 158.288 | 158.288 | 159.638 | 10.68 | 10182.07 |
| 52 | 2023.02.12 22:00 | s/l | 16 | 0.10 | 158.288 | 158.288 | 159.638 | -28.56 | 10153.51 |
| 53 | 2023.02.28 10:00 | sell | 17 | 0.10 | 165.095 | 0.000 | 0.000 | ||
| 54 | 2023.02.28 10:00 | modify | 17 | 0.10 | 165.095 | 166.395 | 163.595 | ||
| 55 | 2023.02.28 17:00 | sell | 18 | 0.10 | 164.557 | 0.000 | 0.000 | ||
| 56 | 2023.02.28 17:00 | modify | 18 | 0.10 | 164.557 | 164.945 | 163.595 | ||
| 57 | 2023.02.28 17:00 | modify | 17 | 0.10 | 165.095 | 164.945 | 163.595 | ||
| 58 | 2023.02.28 22:00 | t/p | 17 | 0.10 | 163.595 | 164.945 | 163.595 | 106.83 | 10260.34 |
| 59 | 2023.02.28 22:00 | t/p | 18 | 0.10 | 163.595 | 164.945 | 163.595 | 68.51 | 10328.85 |
| 60 | 2023.03.10 12:00 | sell | 19 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 61 | 2023.03.10 12:00 | modify | 19 | 0.10 | 164.013 | 165.313 | 162.513 | ||
| 62 | 2023.03.10 16:00 | t/p | 19 | 0.10 | 162.513 | 165.313 | 162.513 | 106.82 | 10435.67 |
| 63 | 2023.03.21 12:00 | sell | 20 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 64 | 2023.03.21 12:00 | modify | 20 | 0.10 | 162.030 | 163.330 | 160.530 | ||
| 65 | 2023.03.22 11:00 | s/l | 20 | 0.10 | 163.330 | 163.330 | 160.530 | -93.91 | 10341.77 |
| 66 | 2023.03.24 11:00 | buy | 21 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 67 | 2023.03.24 11:00 | modify | 21 | 0.10 | 158.525 | 157.225 | 160.025 | ||
| 68 | 2023.03.24 15:00 | buy | 22 | 0.10 | 159.524 | 0.000 | 0.000 | ||
| 69 | 2023.03.24 15:00 | modify | 22 | 0.10 | 159.524 | 159.125 | 160.025 | ||
| 70 | 2023.03.24 15:00 | modify | 21 | 0.10 | 158.525 | 159.125 | 160.025 | ||
| 71 | 2023.03.26 23:00 | t/p | 21 | 0.10 | 160.025 | 159.125 | 160.025 | 106.83 | 10448.60 |
| 72 | 2023.03.26 23:00 | t/p | 22 | 0.10 | 160.025 | 159.125 | 160.025 | 35.68 | 10484.28 |
| 73 | 2023.04.04 12:00 | sell | 23 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 74 | 2023.04.04 12:00 | modify | 23 | 0.10 | 166.029 | 167.329 | 164.529 | ||
| 75 | 2023.04.04 16:00 | t/p | 23 | 0.10 | 164.529 | 167.329 | 164.529 | 106.82 | 10591.10 |
| 76 | 2023.04.19 09:00 | sell | 24 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 77 | 2023.04.19 09:00 | modify | 24 | 0.10 | 167.744 | 169.044 | 166.244 | ||
| 78 | 2023.04.20 08:00 | sell | 25 | 0.10 | 167.197 | 0.000 | 0.000 | ||
| 79 | 2023.04.20 08:00 | modify | 25 | 0.10 | 167.197 | 167.594 | 166.244 | ||
| 80 | 2023.04.20 08:00 | modify | 24 | 0.10 | 167.744 | 167.594 | 166.244 | ||
| 81 | 2023.04.20 09:00 | s/l | 24 | 0.10 | 167.594 | 167.594 | 166.244 | 6.71 | 10597.81 |
| 82 | 2023.04.20 09:00 | s/l | 25 | 0.10 | 167.594 | 167.594 | 166.244 | -28.27 | 10569.54 |