Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; 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 | 28.05 | Gross profit | 855.70 | Gross loss | -827.65 |
| Profit factor | 1.03 | Expected payoff | 0.78 | ||
| Absolute drawdown | 167.30 | Maximal drawdown | 397.64 (3.89%) | Relative drawdown | 3.89% (397.64) |
| Total trades | 36 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 17 (41.18%) |
| Profit trades (% of total) | 18 (50.00%) | Loss trades (% of total) | 18 (50.00%) | ||
| Largest | profit trade | 69.80 | loss trade | -79.38 | |
| Average | profit trade | 47.54 | loss trade | -45.98 | |
| Maximum | consecutive wins (profit in money) | 4 (224.80) | consecutive losses (loss in money) | 3 (-124.44) | |
| Maximal | consecutive profit (count of wins) | 224.80 (4) | consecutive loss (count of losses) | -156.15 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 159.120 | 161.220 | ||
| 3 | 2022.08.02 16:00 | t/p | 1 | 0.10 | 161.220 | 159.120 | 161.220 | 69.80 | 10069.80 |
| 4 | 2022.08.03 02:00 | sell | 2 | 0.10 | 162.498 | 0.000 | 0.000 | ||
| 5 | 2022.08.03 02:00 | modify | 2 | 0.10 | 162.498 | 163.598 | 161.498 | ||
| 6 | 2022.08.03 05:00 | t/p | 2 | 0.10 | 161.498 | 163.598 | 161.498 | 69.79 | 10139.59 |
| 7 | 2022.08.04 10:00 | sell | 3 | 0.10 | 163.337 | 0.000 | 0.000 | ||
| 8 | 2022.08.04 10:00 | modify | 3 | 0.10 | 163.337 | 164.437 | 162.337 | ||
| 9 | 2022.08.04 12:00 | t/p | 3 | 0.10 | 162.337 | 164.437 | 162.337 | 69.79 | 10209.38 |
| 10 | 2022.09.12 09:00 | sell | 4 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 11 | 2022.09.12 09:00 | modify | 4 | 0.10 | 166.813 | 167.913 | 165.813 | ||
| 12 | 2022.09.13 02:00 | sell | 5 | 0.10 | 166.454 | 0.000 | 0.000 | ||
| 13 | 2022.09.13 02:00 | modify | 5 | 0.10 | 166.454 | 166.613 | 165.813 | ||
| 14 | 2022.09.13 02:00 | modify | 4 | 0.10 | 166.813 | 166.613 | 165.813 | ||
| 15 | 2022.09.13 03:00 | s/l | 4 | 0.10 | 166.613 | 166.613 | 165.813 | 12.65 | 10222.03 |
| 16 | 2022.09.13 03:00 | s/l | 5 | 0.10 | 166.613 | 166.613 | 165.813 | -11.10 | 10210.93 |
| 17 | 2022.09.23 12:00 | buy | 6 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 18 | 2022.09.23 12:00 | modify | 6 | 0.10 | 157.899 | 156.799 | 158.899 | ||
| 19 | 2022.09.23 15:00 | s/l | 6 | 0.10 | 156.799 | 156.799 | 158.899 | -76.77 | 10134.16 |
| 20 | 2022.09.30 02:00 | sell | 7 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 21 | 2022.09.30 02:00 | modify | 7 | 0.10 | 161.309 | 162.409 | 160.309 | ||
| 22 | 2022.09.30 03:00 | t/p | 7 | 0.10 | 160.309 | 162.409 | 160.309 | 69.79 | 10203.95 |
| 23 | 2022.10.04 07:00 | sell | 8 | 0.10 | 164.494 | 0.000 | 0.000 | ||
| 24 | 2022.10.04 07:00 | modify | 8 | 0.10 | 164.494 | 165.594 | 163.494 | ||
| 25 | 2022.10.04 23:00 | s/l | 8 | 0.10 | 165.594 | 165.594 | 163.494 | -76.77 | 10127.18 |
| 26 | 2022.10.06 12:00 | buy | 9 | 0.10 | 162.934 | 0.000 | 0.000 | ||
| 27 | 2022.10.06 12:00 | modify | 9 | 0.10 | 162.934 | 161.834 | 163.934 | ||
| 28 | 2022.10.06 16:00 | s/l | 9 | 0.10 | 161.834 | 161.834 | 163.934 | -76.78 | 10050.40 |
| 29 | 2022.10.13 13:00 | sell | 10 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 30 | 2022.10.13 13:00 | modify | 10 | 0.10 | 165.186 | 166.286 | 164.186 | ||
| 31 | 2022.10.13 14:00 | t/p | 10 | 0.10 | 164.186 | 166.286 | 164.186 | 69.79 | 10120.19 |
| 32 | 2022.10.27 08:00 | buy | 11 | 0.10 | 168.949 | 0.000 | 0.000 | ||
| 33 | 2022.10.27 08:00 | modify | 11 | 0.10 | 168.949 | 167.849 | 169.949 | ||
| 34 | 2022.10.27 13:00 | t/p | 11 | 0.10 | 169.949 | 167.849 | 169.949 | 69.80 | 10189.99 |
| 35 | 2022.11.03 10:00 | buy | 12 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 36 | 2022.11.03 10:00 | modify | 12 | 0.10 | 166.833 | 165.733 | 167.833 | ||
| 37 | 2022.11.03 13:00 | s/l | 12 | 0.10 | 165.733 | 165.733 | 167.833 | -76.77 | 10113.22 |
| 38 | 2022.11.21 11:00 | sell | 13 | 0.10 | 167.414 | 0.000 | 0.000 | ||
| 39 | 2022.11.21 11:00 | modify | 13 | 0.10 | 167.414 | 168.514 | 166.414 | ||
| 40 | 2022.11.23 10:00 | s/l | 13 | 0.10 | 168.514 | 168.514 | 166.414 | -79.38 | 10033.84 |
| 41 | 2022.11.25 12:00 | sell | 14 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 42 | 2022.11.25 12:00 | modify | 14 | 0.10 | 168.688 | 169.788 | 167.688 | ||
| 43 | 2022.11.25 14:00 | sell | 15 | 0.10 | 168.312 | 0.000 | 0.000 | ||
| 44 | 2022.11.25 14:00 | modify | 15 | 0.10 | 168.312 | 168.488 | 167.688 | ||
| 45 | 2022.11.25 14:00 | modify | 14 | 0.10 | 168.688 | 168.488 | 167.688 | ||
| 46 | 2022.11.25 18:00 | s/l | 14 | 0.10 | 168.488 | 168.488 | 167.688 | 13.96 | 10047.80 |
| 47 | 2022.11.25 18:00 | s/l | 15 | 0.10 | 168.488 | 168.488 | 167.688 | -12.29 | 10035.51 |
| 48 | 2022.11.28 03:00 | buy | 16 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 49 | 2022.11.28 03:00 | modify | 16 | 0.10 | 166.988 | 165.888 | 167.988 | ||
| 50 | 2022.11.28 21:00 | s/l | 16 | 0.10 | 165.888 | 165.888 | 167.988 | -76.78 | 9958.73 |
| 51 | 2022.12.16 10:00 | buy | 17 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 52 | 2022.12.16 10:00 | modify | 17 | 0.10 | 166.635 | 165.535 | 167.635 | ||
| 53 | 2022.12.16 11:00 | buy | 18 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 54 | 2022.12.16 11:00 | modify | 18 | 0.10 | 166.996 | 166.835 | 167.635 | ||
| 55 | 2022.12.16 11:00 | modify | 17 | 0.10 | 166.635 | 166.835 | 167.635 | ||
| 56 | 2022.12.16 13:00 | s/l | 17 | 0.10 | 166.835 | 166.835 | 167.635 | 13.96 | 9972.69 |
| 57 | 2022.12.16 13:00 | s/l | 18 | 0.10 | 166.835 | 166.835 | 167.635 | -11.24 | 9961.45 |
| 58 | 2022.12.30 10:00 | buy | 19 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 59 | 2022.12.30 10:00 | modify | 19 | 0.10 | 158.996 | 157.896 | 159.996 | ||
| 60 | 2022.12.30 20:00 | s/l | 19 | 0.10 | 157.896 | 157.896 | 159.996 | -76.78 | 9884.67 |
| 61 | 2023.01.24 12:00 | buy | 20 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 62 | 2023.01.24 12:00 | modify | 20 | 0.10 | 160.354 | 159.254 | 161.354 | ||
| 63 | 2023.01.26 09:00 | buy | 21 | 0.10 | 160.905 | 0.000 | 0.000 | ||
| 64 | 2023.01.26 09:00 | modify | 21 | 0.10 | 160.905 | 160.654 | 161.354 | ||
| 65 | 2023.01.26 09:00 | modify | 20 | 0.10 | 160.354 | 160.654 | 161.354 | ||
| 66 | 2023.01.26 10:00 | s/l | 20 | 0.10 | 160.654 | 160.654 | 161.354 | 24.93 | 9909.60 |
| 67 | 2023.01.26 10:00 | s/l | 21 | 0.10 | 160.654 | 160.654 | 161.354 | -17.52 | 9892.08 |
| 68 | 2023.02.07 11:00 | buy | 22 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 69 | 2023.02.07 11:00 | modify | 22 | 0.10 | 158.324 | 157.224 | 159.324 | ||
| 70 | 2023.02.09 01:00 | buy | 23 | 0.10 | 158.681 | 0.000 | 0.000 | ||
| 71 | 2023.02.09 01:00 | modify | 23 | 0.10 | 158.681 | 158.524 | 159.324 | ||
| 72 | 2023.02.09 01:00 | modify | 22 | 0.10 | 158.324 | 158.524 | 159.324 | ||
| 73 | 2023.02.09 05:00 | buy | 24 | 0.10 | 158.876 | 0.000 | 0.000 | ||
| 74 | 2023.02.09 05:00 | modify | 24 | 0.10 | 158.876 | 158.624 | 159.324 | ||
| 75 | 2023.02.09 05:00 | modify | 23 | 0.10 | 158.681 | 158.624 | 159.324 | ||
| 76 | 2023.02.09 05:00 | modify | 22 | 0.10 | 158.324 | 158.624 | 159.324 | ||
| 77 | 2023.02.09 06:00 | s/l | 22 | 0.10 | 158.624 | 158.624 | 159.324 | 24.93 | 9917.01 |
| 78 | 2023.02.09 06:00 | s/l | 23 | 0.10 | 158.624 | 158.624 | 159.324 | -3.98 | 9913.03 |
| 79 | 2023.02.09 06:00 | s/l | 24 | 0.10 | 158.624 | 158.624 | 159.324 | -17.59 | 9895.44 |
| 80 | 2023.02.10 09:00 | buy | 25 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 81 | 2023.02.10 09:00 | modify | 25 | 0.10 | 158.138 | 157.038 | 159.138 | ||
| 82 | 2023.02.10 10:00 | t/p | 25 | 0.10 | 159.138 | 157.038 | 159.138 | 69.80 | 9965.24 |
| 83 | 2023.02.28 10:00 | sell | 26 | 0.10 | 165.095 | 0.000 | 0.000 | ||
| 84 | 2023.02.28 10:00 | modify | 26 | 0.10 | 165.095 | 166.195 | 164.095 | ||
| 85 | 2023.02.28 18:00 | sell | 27 | 0.10 | 164.316 | 0.000 | 0.000 | ||
| 86 | 2023.02.28 18:00 | modify | 27 | 0.10 | 164.316 | 164.495 | 164.095 | ||
| 87 | 2023.02.28 18:00 | modify | 26 | 0.10 | 165.095 | 164.495 | 164.095 | ||
| 88 | 2023.02.28 19:00 | t/p | 26 | 0.10 | 164.095 | 164.495 | 164.095 | 69.79 | 10035.03 |
| 89 | 2023.02.28 19:00 | t/p | 27 | 0.10 | 164.095 | 164.495 | 164.095 | 15.42 | 10050.45 |
| 90 | 2023.03.10 12:00 | sell | 28 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 91 | 2023.03.10 12:00 | modify | 28 | 0.10 | 164.013 | 165.113 | 163.013 | ||
| 92 | 2023.03.10 15:00 | t/p | 28 | 0.10 | 163.013 | 165.113 | 163.013 | 69.79 | 10120.24 |
| 93 | 2023.03.21 12:00 | sell | 29 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 94 | 2023.03.21 12:00 | modify | 29 | 0.10 | 162.030 | 163.130 | 161.030 | ||
| 95 | 2023.03.22 11:00 | s/l | 29 | 0.10 | 163.130 | 163.130 | 161.030 | -78.08 | 10042.17 |
| 96 | 2023.03.24 11:00 | buy | 30 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 97 | 2023.03.24 11:00 | modify | 30 | 0.10 | 158.525 | 157.425 | 159.525 | ||
| 98 | 2023.03.24 12:00 | buy | 31 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 99 | 2023.03.24 12:00 | modify | 31 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 100 | 2023.03.24 12:00 | modify | 30 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 101 | 2023.03.24 13:00 | s/l | 30 | 0.10 | 158.725 | 158.725 | 159.525 | 13.96 | 10056.13 |
| 102 | 2023.03.24 13:00 | s/l | 31 | 0.10 | 158.725 | 158.725 | 159.525 | -11.38 | 10044.75 |
| 103 | 2023.04.04 12:00 | sell | 32 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 104 | 2023.04.04 12:00 | modify | 32 | 0.10 | 166.029 | 167.129 | 165.029 | ||
| 105 | 2023.04.04 15:00 | t/p | 32 | 0.10 | 165.029 | 167.129 | 165.029 | 69.79 | 10114.54 |
| 106 | 2023.04.19 09:00 | sell | 33 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 107 | 2023.04.19 09:00 | modify | 33 | 0.10 | 167.744 | 168.844 | 166.744 | ||
| 108 | 2023.04.20 15:00 | sell | 34 | 0.10 | 166.982 | 0.000 | 0.000 | ||
| 109 | 2023.04.20 15:00 | modify | 34 | 0.10 | 166.982 | 167.144 | 166.744 | ||
| 110 | 2023.04.20 15:00 | modify | 33 | 0.10 | 167.744 | 167.144 | 166.744 | ||
| 111 | 2023.04.20 18:00 | s/l | 33 | 0.10 | 167.144 | 167.144 | 166.744 | 37.95 | 10152.49 |
| 112 | 2023.04.20 18:00 | s/l | 34 | 0.10 | 167.144 | 167.144 | 166.744 | -11.31 | 10141.18 |
| 113 | 2023.06.16 09:00 | sell | 35 | 0.10 | 180.458 | 0.000 | 0.000 | ||
| 114 | 2023.06.16 09:00 | modify | 35 | 0.10 | 180.458 | 181.558 | 179.458 | ||
| 115 | 2023.06.16 15:00 | s/l | 35 | 0.10 | 181.558 | 181.558 | 179.458 | -76.77 | 10064.41 |
| 116 | 2023.07.31 04:00 | sell | 36 | 0.10 | 182.138 | 0.000 | 0.000 | ||
| 117 | 2023.07.31 04:00 | modify | 36 | 0.10 | 182.138 | 183.238 | 181.138 | ||
| 118 | 2023.07.31 23:59 | close at stop | 36 | 0.10 | 182.659 | 183.238 | 181.138 | -36.36 | 10028.05 |