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=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=110; 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=40; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 505.37 | Gross profit | 896.64 | Gross loss | -391.27 |
| Profit factor | 2.29 | Expected payoff | 16.85 | ||
| Absolute drawdown | 143.37 | Maximal drawdown | 299.78 (2.95%) | Relative drawdown | 2.95% (299.78) |
| Total trades | 30 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 18 (50.00%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 75.30 | loss trade | -78.37 | |
| Average | profit trade | 47.19 | loss trade | -35.57 | |
| Maximum | consecutive wins (profit in money) | 5 (264.35) | consecutive losses (loss in money) | 2 (-156.74) | |
| Maximal | consecutive profit (count of wins) | 264.35 (5) | consecutive loss (count of losses) | -156.74 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 06:00 | buy | 1 | 0.10 | 163.768 | 0.000 | 0.000 | ||
| 2 | 2022.07.01 06:00 | modify | 1 | 0.10 | 163.768 | 162.668 | 164.768 | ||
| 3 | 2022.07.01 12:00 | s/l | 1 | 0.10 | 162.668 | 162.668 | 164.768 | -78.37 | 9921.63 |
| 4 | 2022.08.02 03:00 | buy | 2 | 0.10 | 160.220 | 0.000 | 0.000 | ||
| 5 | 2022.08.02 03:00 | modify | 2 | 0.10 | 160.220 | 159.120 | 161.220 | ||
| 6 | 2022.08.02 16:00 | t/p | 2 | 0.10 | 161.220 | 159.120 | 161.220 | 71.24 | 9992.87 |
| 7 | 2022.08.17 12:00 | sell | 3 | 0.10 | 163.250 | 0.000 | 0.000 | ||
| 8 | 2022.08.17 12:00 | modify | 3 | 0.10 | 163.250 | 164.350 | 162.250 | ||
| 9 | 2022.08.17 16:00 | sell | 4 | 0.10 | 162.886 | 0.000 | 0.000 | ||
| 10 | 2022.08.17 16:00 | modify | 4 | 0.10 | 162.886 | 163.050 | 162.250 | ||
| 11 | 2022.08.17 16:00 | modify | 3 | 0.10 | 163.250 | 163.050 | 162.250 | ||
| 12 | 2022.08.17 17:00 | s/l | 3 | 0.10 | 163.050 | 163.050 | 162.250 | 14.25 | 10007.12 |
| 13 | 2022.08.17 17:00 | s/l | 4 | 0.10 | 163.050 | 163.050 | 162.250 | -11.68 | 9995.44 |
| 14 | 2022.09.12 09:00 | sell | 5 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 15 | 2022.09.12 09:00 | modify | 5 | 0.10 | 166.813 | 167.913 | 165.813 | ||
| 16 | 2022.09.13 02:00 | sell | 6 | 0.10 | 166.454 | 0.000 | 0.000 | ||
| 17 | 2022.09.13 02:00 | modify | 6 | 0.10 | 166.454 | 166.613 | 165.813 | ||
| 18 | 2022.09.13 02:00 | modify | 5 | 0.10 | 166.813 | 166.613 | 165.813 | ||
| 19 | 2022.09.13 03:00 | s/l | 5 | 0.10 | 166.613 | 166.613 | 165.813 | 12.92 | 10008.36 |
| 20 | 2022.09.13 03:00 | s/l | 6 | 0.10 | 166.613 | 166.613 | 165.813 | -11.32 | 9997.04 |
| 21 | 2022.09.16 10:00 | buy | 7 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 22 | 2022.09.16 10:00 | modify | 7 | 0.10 | 163.091 | 161.991 | 164.091 | ||
| 23 | 2022.09.16 15:00 | buy | 8 | 0.10 | 163.456 | 0.000 | 0.000 | ||
| 24 | 2022.09.16 15:00 | modify | 8 | 0.10 | 163.456 | 163.291 | 164.091 | ||
| 25 | 2022.09.16 15:00 | modify | 7 | 0.10 | 163.091 | 163.291 | 164.091 | ||
| 26 | 2022.09.16 16:00 | s/l | 7 | 0.10 | 163.291 | 163.291 | 164.091 | 14.25 | 10011.29 |
| 27 | 2022.09.16 16:00 | s/l | 8 | 0.10 | 163.291 | 163.291 | 164.091 | -11.76 | 9999.53 |
| 28 | 2022.09.30 02:00 | sell | 9 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 29 | 2022.09.30 02:00 | modify | 9 | 0.10 | 161.309 | 162.409 | 160.309 | ||
| 30 | 2022.09.30 03:00 | t/p | 9 | 0.10 | 160.309 | 162.409 | 160.309 | 71.24 | 10070.77 |
| 31 | 2022.10.13 13:00 | sell | 10 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 32 | 2022.10.13 13:00 | modify | 10 | 0.10 | 165.186 | 166.286 | 164.186 | ||
| 33 | 2022.10.13 14:00 | t/p | 10 | 0.10 | 164.186 | 166.286 | 164.186 | 71.24 | 10142.01 |
| 34 | 2022.11.03 10:00 | buy | 11 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 35 | 2022.11.03 10:00 | modify | 11 | 0.10 | 166.833 | 165.733 | 167.833 | ||
| 36 | 2022.11.03 13:00 | s/l | 11 | 0.10 | 165.733 | 165.733 | 167.833 | -78.37 | 10063.64 |
| 37 | 2022.11.28 03:00 | buy | 12 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 38 | 2022.11.28 03:00 | modify | 12 | 0.10 | 166.988 | 165.888 | 167.988 | ||
| 39 | 2022.11.28 21:00 | s/l | 12 | 0.10 | 165.888 | 165.888 | 167.988 | -78.37 | 9985.27 |
| 40 | 2022.12.16 10:00 | buy | 13 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 41 | 2022.12.16 10:00 | modify | 13 | 0.10 | 166.635 | 165.535 | 167.635 | ||
| 42 | 2022.12.16 11:00 | buy | 14 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 43 | 2022.12.16 11:00 | modify | 14 | 0.10 | 166.996 | 166.835 | 167.635 | ||
| 44 | 2022.12.16 11:00 | modify | 13 | 0.10 | 166.635 | 166.835 | 167.635 | ||
| 45 | 2022.12.16 13:00 | s/l | 13 | 0.10 | 166.835 | 166.835 | 167.635 | 14.25 | 9999.52 |
| 46 | 2022.12.16 13:00 | s/l | 14 | 0.10 | 166.835 | 166.835 | 167.635 | -11.47 | 9988.05 |
| 47 | 2022.12.30 10:00 | buy | 15 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 48 | 2022.12.30 10:00 | modify | 15 | 0.10 | 158.996 | 157.896 | 159.996 | ||
| 49 | 2022.12.30 20:00 | s/l | 15 | 0.10 | 157.896 | 157.896 | 159.996 | -78.37 | 9909.68 |
| 50 | 2023.01.24 12:00 | buy | 16 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 51 | 2023.01.24 12:00 | modify | 16 | 0.10 | 160.354 | 159.254 | 161.354 | ||
| 52 | 2023.01.26 15:00 | t/p | 16 | 0.10 | 161.354 | 159.254 | 161.354 | 75.30 | 9984.98 |
| 53 | 2023.02.07 11:00 | buy | 17 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 54 | 2023.02.07 11:00 | modify | 17 | 0.10 | 158.324 | 157.224 | 159.324 | ||
| 55 | 2023.02.09 01:00 | buy | 18 | 0.10 | 158.681 | 0.000 | 0.000 | ||
| 56 | 2023.02.09 01:00 | modify | 18 | 0.10 | 158.681 | 158.524 | 159.324 | ||
| 57 | 2023.02.09 01:00 | modify | 17 | 0.10 | 158.324 | 158.524 | 159.324 | ||
| 58 | 2023.02.09 02:00 | buy | 19 | 0.10 | 158.847 | 0.000 | 0.000 | ||
| 59 | 2023.02.09 02:00 | modify | 19 | 0.10 | 158.847 | 158.624 | 159.324 | ||
| 60 | 2023.02.09 02:00 | modify | 18 | 0.10 | 158.681 | 158.624 | 159.324 | ||
| 61 | 2023.02.09 02:00 | modify | 17 | 0.10 | 158.324 | 158.624 | 159.324 | ||
| 62 | 2023.02.09 06:00 | s/l | 17 | 0.10 | 158.624 | 158.624 | 159.324 | 25.43 | 10010.41 |
| 63 | 2023.02.09 06:00 | s/l | 18 | 0.10 | 158.624 | 158.624 | 159.324 | -4.06 | 10006.35 |
| 64 | 2023.02.09 06:00 | s/l | 19 | 0.10 | 158.624 | 158.624 | 159.324 | -15.88 | 9990.47 |
| 65 | 2023.02.10 09:00 | buy | 20 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 66 | 2023.02.10 09:00 | modify | 20 | 0.10 | 158.138 | 157.038 | 159.138 | ||
| 67 | 2023.02.10 10:00 | t/p | 20 | 0.10 | 159.138 | 157.038 | 159.138 | 71.25 | 10061.72 |
| 68 | 2023.02.28 12:00 | sell | 21 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 69 | 2023.02.28 12:00 | modify | 21 | 0.10 | 165.423 | 166.523 | 164.423 | ||
| 70 | 2023.02.28 16:00 | sell | 22 | 0.10 | 164.903 | 0.000 | 0.000 | ||
| 71 | 2023.02.28 16:00 | modify | 22 | 0.10 | 164.903 | 165.123 | 164.423 | ||
| 72 | 2023.02.28 16:00 | modify | 21 | 0.10 | 165.423 | 165.123 | 164.423 | ||
| 73 | 2023.02.28 18:00 | t/p | 21 | 0.10 | 164.423 | 165.123 | 164.423 | 71.24 | 10132.96 |
| 74 | 2023.02.28 18:00 | t/p | 22 | 0.10 | 164.423 | 165.123 | 164.423 | 34.19 | 10167.15 |
| 75 | 2023.03.10 12:00 | sell | 23 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 76 | 2023.03.10 12:00 | modify | 23 | 0.10 | 164.013 | 165.113 | 163.013 | ||
| 77 | 2023.03.10 15:00 | t/p | 23 | 0.10 | 163.013 | 165.113 | 163.013 | 71.24 | 10238.39 |
| 78 | 2023.03.24 11:00 | buy | 24 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 79 | 2023.03.24 11:00 | modify | 24 | 0.10 | 158.525 | 157.425 | 159.525 | ||
| 80 | 2023.03.24 12:00 | buy | 25 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 81 | 2023.03.24 12:00 | modify | 25 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 82 | 2023.03.24 12:00 | modify | 24 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 83 | 2023.03.24 13:00 | s/l | 24 | 0.10 | 158.725 | 158.725 | 159.525 | 14.25 | 10252.64 |
| 84 | 2023.03.24 13:00 | s/l | 25 | 0.10 | 158.725 | 158.725 | 159.525 | -11.62 | 10241.02 |
| 85 | 2023.04.04 12:00 | sell | 26 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 86 | 2023.04.04 12:00 | modify | 26 | 0.10 | 166.029 | 167.129 | 165.029 | ||
| 87 | 2023.04.04 15:00 | t/p | 26 | 0.10 | 165.029 | 167.129 | 165.029 | 71.24 | 10312.26 |
| 88 | 2023.04.19 09:00 | sell | 27 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 89 | 2023.04.19 09:00 | modify | 27 | 0.10 | 167.744 | 168.844 | 166.744 | ||
| 90 | 2023.04.20 13:00 | sell | 28 | 0.10 | 167.220 | 0.000 | 0.000 | ||
| 91 | 2023.04.20 13:00 | modify | 28 | 0.10 | 167.220 | 167.444 | 166.744 | ||
| 92 | 2023.04.20 13:00 | modify | 27 | 0.10 | 167.744 | 167.444 | 166.744 | ||
| 93 | 2023.04.21 00:00 | t/p | 27 | 0.10 | 166.744 | 167.444 | 166.744 | 65.94 | 10378.20 |
| 94 | 2023.04.21 00:00 | t/p | 28 | 0.10 | 166.744 | 167.444 | 166.744 | 32.58 | 10410.78 |
| 95 | 2023.04.21 08:00 | buy | 29 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 96 | 2023.04.21 08:00 | modify | 29 | 0.10 | 166.080 | 164.980 | 167.080 | ||
| 97 | 2023.04.21 16:00 | buy | 30 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 98 | 2023.04.21 16:00 | modify | 30 | 0.10 | 166.781 | 166.480 | 167.080 | ||
| 99 | 2023.04.21 16:00 | modify | 29 | 0.10 | 166.080 | 166.480 | 167.080 | ||
| 100 | 2023.04.24 03:00 | t/p | 29 | 0.10 | 167.080 | 166.480 | 167.080 | 72.26 | 10483.05 |
| 101 | 2023.04.24 03:00 | t/p | 30 | 0.10 | 167.080 | 166.480 | 167.080 | 22.32 | 10505.37 |