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 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 159197 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1249.57 | Gross profit | 1720.20 | Gross loss | -470.64 |
| Profit factor | 3.66 | Expected payoff | 31.24 | ||
| Absolute drawdown | 56.12 | Maximal drawdown | 349.54 (3.26%) | Relative drawdown | 3.26% (349.54) |
| Total trades | 40 | Short positions (won %) | 23 (86.96%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 30 (75.00%) | Loss trades (% of total) | 10 (25.00%) | ||
| Largest | profit trade | 106.83 | loss trade | -92.58 | |
| Average | profit trade | 57.34 | loss trade | -47.06 | |
| Maximum | consecutive wins (profit in money) | 7 (443.09) | consecutive losses (loss in money) | 2 (-119.06) | |
| Maximal | consecutive profit (count of wins) | 443.09 (7) | consecutive loss (count of losses) | -119.06 (2) | |
| Average | consecutive wins | 3 | 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 15:20 | buy | 2 | 0.10 | 161.149 | 0.000 | 0.000 | ||
| 4 | 2022.08.02 15:20 | modify | 2 | 0.10 | 161.149 | 160.595 | 161.720 | ||
| 5 | 2022.08.02 15:20 | modify | 1 | 0.10 | 160.220 | 160.595 | 161.720 | ||
| 6 | 2022.08.02 15:50 | t/p | 1 | 0.10 | 161.720 | 160.595 | 161.720 | 106.83 | 10106.83 |
| 7 | 2022.08.02 15:50 | t/p | 2 | 0.10 | 161.720 | 160.595 | 161.720 | 40.67 | 10147.50 |
| 8 | 2022.09.12 09:00 | sell | 3 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 9 | 2022.09.12 09:00 | modify | 3 | 0.10 | 166.813 | 168.113 | 165.313 | ||
| 10 | 2022.09.13 14:50 | sell | 4 | 0.10 | 166.279 | 0.000 | 0.000 | ||
| 11 | 2022.09.13 14:50 | modify | 4 | 0.10 | 166.279 | 166.663 | 165.313 | ||
| 12 | 2022.09.13 14:50 | modify | 3 | 0.10 | 166.813 | 166.663 | 165.313 | ||
| 13 | 2022.09.14 06:16 | t/p | 3 | 0.10 | 165.313 | 166.663 | 165.313 | 104.17 | 10251.67 |
| 14 | 2022.09.14 06:16 | t/p | 4 | 0.10 | 165.313 | 166.663 | 165.313 | 67.46 | 10319.13 |
| 15 | 2022.09.30 02:00 | sell | 5 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 16 | 2022.09.30 02:00 | modify | 5 | 0.10 | 161.309 | 162.609 | 159.809 | ||
| 17 | 2022.09.30 02:25 | sell | 6 | 0.10 | 160.325 | 0.000 | 0.000 | ||
| 18 | 2022.09.30 02:25 | modify | 6 | 0.10 | 160.325 | 160.709 | 159.809 | ||
| 19 | 2022.09.30 02:25 | modify | 5 | 0.10 | 161.309 | 160.709 | 159.809 | ||
| 20 | 2022.09.30 02:27 | s/l | 5 | 0.10 | 160.709 | 160.709 | 159.809 | 42.72 | 10361.85 |
| 21 | 2022.09.30 02:27 | s/l | 6 | 0.10 | 160.709 | 160.709 | 159.809 | -27.35 | 10334.50 |
| 22 | 2022.10.04 07:00 | sell | 7 | 0.10 | 164.494 | 0.000 | 0.000 | ||
| 23 | 2022.10.04 07:00 | modify | 7 | 0.10 | 164.494 | 165.794 | 162.994 | ||
| 24 | 2022.10.05 11:15 | sell | 8 | 0.10 | 163.941 | 0.000 | 0.000 | ||
| 25 | 2022.10.05 11:15 | modify | 8 | 0.10 | 163.941 | 164.344 | 162.994 | ||
| 26 | 2022.10.05 11:15 | modify | 7 | 0.10 | 164.494 | 164.344 | 162.994 | ||
| 27 | 2022.10.05 11:50 | sell | 9 | 0.10 | 163.567 | 0.000 | 0.000 | ||
| 28 | 2022.10.05 11:50 | modify | 9 | 0.10 | 163.567 | 164.119 | 162.994 | ||
| 29 | 2022.10.05 11:50 | modify | 8 | 0.10 | 163.941 | 164.119 | 162.994 | ||
| 30 | 2022.10.05 11:50 | modify | 7 | 0.10 | 164.494 | 164.119 | 162.994 | ||
| 31 | 2022.10.05 14:20 | t/p | 7 | 0.10 | 162.994 | 164.119 | 162.994 | 105.49 | 10440.00 |
| 32 | 2022.10.05 14:20 | t/p | 8 | 0.10 | 162.994 | 164.119 | 162.994 | 67.44 | 10507.44 |
| 33 | 2022.10.05 14:20 | t/p | 9 | 0.10 | 162.994 | 164.119 | 162.994 | 40.81 | 10548.25 |
| 34 | 2022.11.03 10:00 | buy | 10 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 35 | 2022.11.03 10:00 | modify | 10 | 0.10 | 166.833 | 165.533 | 168.333 | ||
| 36 | 2022.11.03 13:20 | s/l | 10 | 0.10 | 165.533 | 165.533 | 168.333 | -92.58 | 10455.67 |
| 37 | 2022.11.25 12:00 | sell | 11 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 38 | 2022.11.25 12:00 | modify | 11 | 0.10 | 168.688 | 169.988 | 167.188 | ||
| 39 | 2022.11.25 18:10 | sell | 12 | 0.10 | 168.143 | 0.000 | 0.000 | ||
| 40 | 2022.11.25 18:10 | modify | 12 | 0.10 | 168.143 | 168.538 | 167.188 | ||
| 41 | 2022.11.25 18:10 | modify | 11 | 0.10 | 168.688 | 168.538 | 167.188 | ||
| 42 | 2022.11.28 00:40 | sell | 13 | 0.10 | 167.765 | 0.000 | 0.000 | ||
| 43 | 2022.11.28 00:40 | modify | 13 | 0.10 | 167.765 | 168.313 | 167.188 | ||
| 44 | 2022.11.28 00:40 | modify | 12 | 0.10 | 168.143 | 168.313 | 167.188 | ||
| 45 | 2022.11.28 00:40 | modify | 11 | 0.10 | 168.688 | 168.313 | 167.188 | ||
| 46 | 2022.11.28 00:45 | sell | 14 | 0.10 | 167.693 | 0.000 | 0.000 | ||
| 47 | 2022.11.28 00:45 | modify | 14 | 0.10 | 167.693 | 168.088 | 167.188 | ||
| 48 | 2022.11.28 00:45 | modify | 13 | 0.10 | 167.765 | 168.088 | 167.188 | ||
| 49 | 2022.11.28 00:45 | modify | 12 | 0.10 | 168.143 | 168.088 | 167.188 | ||
| 50 | 2022.11.28 00:45 | modify | 11 | 0.10 | 168.688 | 168.088 | 167.188 | ||
| 51 | 2022.11.28 01:45 | t/p | 11 | 0.10 | 167.188 | 168.088 | 167.188 | 105.49 | 10561.16 |
| 52 | 2022.11.28 01:45 | t/p | 12 | 0.10 | 167.188 | 168.088 | 167.188 | 66.68 | 10627.85 |
| 53 | 2022.11.28 01:45 | t/p | 13 | 0.10 | 167.188 | 168.088 | 167.188 | 41.09 | 10668.94 |
| 54 | 2022.11.28 01:45 | t/p | 14 | 0.10 | 167.188 | 168.088 | 167.188 | 35.96 | 10704.90 |
| 55 | 2022.11.28 03:00 | buy | 15 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 56 | 2022.11.28 03:00 | modify | 15 | 0.10 | 166.988 | 165.688 | 168.488 | ||
| 57 | 2022.11.29 09:50 | s/l | 15 | 0.10 | 165.688 | 165.688 | 168.488 | -91.57 | 10613.33 |
| 58 | 2022.12.16 10:00 | buy | 16 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 59 | 2022.12.16 10:00 | modify | 16 | 0.10 | 166.635 | 165.335 | 168.135 | ||
| 60 | 2022.12.16 15:07 | buy | 17 | 0.10 | 167.171 | 0.000 | 0.000 | ||
| 61 | 2022.12.16 15:07 | modify | 17 | 0.10 | 167.171 | 166.785 | 168.135 | ||
| 62 | 2022.12.16 15:07 | modify | 16 | 0.10 | 166.635 | 166.785 | 168.135 | ||
| 63 | 2022.12.16 15:15 | s/l | 16 | 0.10 | 166.785 | 166.785 | 168.135 | 10.68 | 10624.01 |
| 64 | 2022.12.16 15:15 | s/l | 17 | 0.10 | 166.785 | 166.785 | 168.135 | -27.49 | 10596.52 |
| 65 | 2022.12.30 10:00 | buy | 18 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 66 | 2022.12.30 10:00 | modify | 18 | 0.10 | 158.996 | 157.696 | 160.496 | ||
| 67 | 2023.01.02 08:50 | s/l | 18 | 0.10 | 157.696 | 157.696 | 160.496 | -91.57 | 10504.95 |
| 68 | 2023.01.24 12:00 | buy | 19 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 69 | 2023.01.24 12:00 | modify | 19 | 0.10 | 160.354 | 159.054 | 161.854 | ||
| 70 | 2023.01.25 03:45 | buy | 20 | 0.10 | 160.892 | 0.000 | 0.000 | ||
| 71 | 2023.01.25 03:45 | modify | 20 | 0.10 | 160.892 | 160.504 | 161.854 | ||
| 72 | 2023.01.25 03:45 | modify | 19 | 0.10 | 160.354 | 160.504 | 161.854 | ||
| 73 | 2023.01.25 07:50 | s/l | 19 | 0.10 | 160.504 | 160.504 | 161.854 | 11.69 | 10516.64 |
| 74 | 2023.01.25 07:50 | s/l | 20 | 0.10 | 160.504 | 160.504 | 161.854 | -27.64 | 10489.00 |
| 75 | 2023.02.07 11:00 | buy | 21 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 76 | 2023.02.07 11:00 | modify | 21 | 0.10 | 158.324 | 157.024 | 159.824 | ||
| 77 | 2023.02.08 15:50 | buy | 22 | 0.10 | 158.870 | 0.000 | 0.000 | ||
| 78 | 2023.02.08 15:50 | modify | 22 | 0.10 | 158.870 | 158.474 | 159.824 | ||
| 79 | 2023.02.08 15:50 | modify | 21 | 0.10 | 158.324 | 158.474 | 159.824 | ||
| 80 | 2023.02.08 22:00 | s/l | 21 | 0.10 | 158.474 | 158.474 | 159.824 | 11.70 | 10500.71 |
| 81 | 2023.02.08 22:00 | s/l | 22 | 0.10 | 158.474 | 158.474 | 159.824 | -28.20 | 10472.51 |
| 82 | 2023.02.10 09:00 | buy | 23 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 83 | 2023.02.10 09:00 | modify | 23 | 0.10 | 158.138 | 156.838 | 159.638 | ||
| 84 | 2023.02.10 09:47 | buy | 24 | 0.10 | 158.690 | 0.000 | 0.000 | ||
| 85 | 2023.02.10 09:47 | modify | 24 | 0.10 | 158.690 | 158.288 | 159.638 | ||
| 86 | 2023.02.10 09:47 | modify | 23 | 0.10 | 158.138 | 158.288 | 159.638 | ||
| 87 | 2023.02.10 11:50 | s/l | 23 | 0.10 | 158.288 | 158.288 | 159.638 | 10.68 | 10483.19 |
| 88 | 2023.02.10 11:50 | s/l | 24 | 0.10 | 158.288 | 158.288 | 159.638 | -28.63 | 10454.56 |
| 89 | 2023.02.28 10:00 | sell | 25 | 0.10 | 165.095 | 0.000 | 0.000 | ||
| 90 | 2023.02.28 10:00 | modify | 25 | 0.10 | 165.095 | 166.395 | 163.595 | ||
| 91 | 2023.02.28 16:55 | sell | 26 | 0.10 | 164.566 | 0.000 | 0.000 | ||
| 92 | 2023.02.28 16:55 | modify | 26 | 0.10 | 164.566 | 164.945 | 163.595 | ||
| 93 | 2023.02.28 16:55 | modify | 25 | 0.10 | 165.095 | 164.945 | 163.595 | ||
| 94 | 2023.02.28 17:32 | sell | 27 | 0.10 | 164.178 | 0.000 | 0.000 | ||
| 95 | 2023.02.28 17:32 | modify | 27 | 0.10 | 164.178 | 164.720 | 163.595 | ||
| 96 | 2023.02.28 17:32 | modify | 26 | 0.10 | 164.566 | 164.720 | 163.595 | ||
| 97 | 2023.02.28 17:32 | modify | 25 | 0.10 | 165.095 | 164.720 | 163.595 | ||
| 98 | 2023.02.28 18:45 | sell | 28 | 0.10 | 164.091 | 0.000 | 0.000 | ||
| 99 | 2023.02.28 18:45 | modify | 28 | 0.10 | 164.091 | 164.495 | 163.595 | ||
| 100 | 2023.02.28 18:45 | modify | 27 | 0.10 | 164.178 | 164.495 | 163.595 | ||
| 101 | 2023.02.28 18:45 | modify | 26 | 0.10 | 164.566 | 164.495 | 163.595 | ||
| 102 | 2023.02.28 18:45 | modify | 25 | 0.10 | 165.095 | 164.495 | 163.595 | ||
| 103 | 2023.02.28 22:00 | t/p | 25 | 0.10 | 163.595 | 164.495 | 163.595 | 106.82 | 10561.38 |
| 104 | 2023.02.28 22:00 | t/p | 26 | 0.10 | 163.595 | 164.495 | 163.595 | 69.15 | 10630.53 |
| 105 | 2023.02.28 22:00 | t/p | 27 | 0.10 | 163.595 | 164.495 | 163.595 | 41.52 | 10672.05 |
| 106 | 2023.02.28 22:00 | t/p | 28 | 0.10 | 163.595 | 164.495 | 163.595 | 35.32 | 10707.37 |
| 107 | 2023.03.10 12:00 | sell | 29 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 108 | 2023.03.10 12:00 | modify | 29 | 0.10 | 164.013 | 165.313 | 162.513 | ||
| 109 | 2023.03.10 14:35 | sell | 30 | 0.10 | 163.085 | 0.000 | 0.000 | ||
| 110 | 2023.03.10 14:35 | modify | 30 | 0.10 | 163.085 | 163.638 | 162.513 | ||
| 111 | 2023.03.10 14:35 | modify | 29 | 0.10 | 164.013 | 163.638 | 162.513 | ||
| 112 | 2023.03.10 15:50 | t/p | 29 | 0.10 | 162.513 | 163.638 | 162.513 | 106.82 | 10814.19 |
| 113 | 2023.03.10 15:50 | t/p | 30 | 0.10 | 162.513 | 163.638 | 162.513 | 40.73 | 10854.92 |
| 114 | 2023.03.21 12:00 | sell | 31 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 115 | 2023.03.21 12:00 | modify | 31 | 0.10 | 162.030 | 163.330 | 160.530 | ||
| 116 | 2023.03.21 14:55 | sell | 32 | 0.10 | 161.034 | 0.000 | 0.000 | ||
| 117 | 2023.03.21 14:55 | modify | 32 | 0.10 | 161.034 | 161.430 | 160.530 | ||
| 118 | 2023.03.21 14:55 | modify | 31 | 0.10 | 162.030 | 161.430 | 160.530 | ||
| 119 | 2023.03.21 15:50 | s/l | 31 | 0.10 | 161.430 | 161.430 | 160.530 | 42.73 | 10897.65 |
| 120 | 2023.03.21 15:50 | s/l | 32 | 0.10 | 161.430 | 161.430 | 160.530 | -28.20 | 10869.45 |
| 121 | 2023.03.24 11:00 | buy | 33 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 122 | 2023.03.24 11:00 | modify | 33 | 0.10 | 158.525 | 157.225 | 160.025 | ||
| 123 | 2023.03.24 12:55 | buy | 34 | 0.10 | 159.053 | 0.000 | 0.000 | ||
| 124 | 2023.03.24 12:55 | modify | 34 | 0.10 | 159.053 | 158.675 | 160.025 | ||
| 125 | 2023.03.24 12:55 | modify | 33 | 0.10 | 158.525 | 158.675 | 160.025 | ||
| 126 | 2023.03.24 13:25 | buy | 35 | 0.10 | 159.438 | 0.000 | 0.000 | ||
| 127 | 2023.03.24 13:25 | modify | 35 | 0.10 | 159.438 | 158.900 | 160.025 | ||
| 128 | 2023.03.24 13:25 | modify | 34 | 0.10 | 159.053 | 158.900 | 160.025 | ||
| 129 | 2023.03.24 13:25 | modify | 33 | 0.10 | 158.525 | 158.900 | 160.025 | ||
| 130 | 2023.03.24 14:10 | buy | 36 | 0.10 | 159.528 | 0.000 | 0.000 | ||
| 131 | 2023.03.24 14:10 | modify | 36 | 0.10 | 159.528 | 159.125 | 160.025 | ||
| 132 | 2023.03.24 14:10 | modify | 35 | 0.10 | 159.438 | 159.125 | 160.025 | ||
| 133 | 2023.03.24 14:10 | modify | 34 | 0.10 | 159.053 | 159.125 | 160.025 | ||
| 134 | 2023.03.24 14:10 | modify | 33 | 0.10 | 158.525 | 159.125 | 160.025 | ||
| 135 | 2023.03.26 22:15 | t/p | 33 | 0.10 | 160.025 | 159.125 | 160.025 | 106.83 | 10976.28 |
| 136 | 2023.03.26 22:15 | t/p | 34 | 0.10 | 160.025 | 159.125 | 160.025 | 69.23 | 11045.51 |
| 137 | 2023.03.26 22:15 | t/p | 35 | 0.10 | 160.025 | 159.125 | 160.025 | 41.81 | 11087.32 |
| 138 | 2023.03.26 22:15 | t/p | 36 | 0.10 | 160.025 | 159.125 | 160.025 | 35.40 | 11122.72 |
| 139 | 2023.04.04 12:00 | sell | 37 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 140 | 2023.04.04 12:00 | modify | 37 | 0.10 | 166.029 | 167.329 | 164.529 | ||
| 141 | 2023.04.04 14:15 | sell | 38 | 0.10 | 165.045 | 0.000 | 0.000 | ||
| 142 | 2023.04.04 14:15 | modify | 38 | 0.10 | 165.045 | 165.429 | 164.529 | ||
| 143 | 2023.04.04 14:15 | modify | 37 | 0.10 | 166.029 | 165.429 | 164.529 | ||
| 144 | 2023.04.04 15:45 | t/p | 37 | 0.10 | 164.529 | 165.429 | 164.529 | 106.82 | 11229.54 |
| 145 | 2023.04.04 15:45 | t/p | 38 | 0.10 | 164.529 | 165.429 | 164.529 | 36.75 | 11266.29 |
| 146 | 2023.04.19 09:00 | sell | 39 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 147 | 2023.04.19 09:00 | modify | 39 | 0.10 | 167.744 | 169.044 | 166.244 | ||
| 148 | 2023.04.19 09:55 | sell | 40 | 0.10 | 167.209 | 0.000 | 0.000 | ||
| 149 | 2023.04.19 09:55 | modify | 40 | 0.10 | 167.209 | 167.594 | 166.244 | ||
| 150 | 2023.04.19 09:55 | modify | 39 | 0.10 | 167.744 | 167.594 | 166.244 | ||
| 151 | 2023.04.19 10:20 | s/l | 39 | 0.10 | 167.594 | 167.594 | 166.244 | 10.69 | 11276.98 |
| 152 | 2023.04.19 10:20 | s/l | 40 | 0.10 | 167.594 | 167.594 | 166.244 | -27.41 | 11249.57 |