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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 860.54 | Gross profit | 1372.60 | Gross loss | -512.06 |
| Profit factor | 2.68 | Expected payoff | 31.87 | ||
| Absolute drawdown | 47.17 | Maximal drawdown | 467.29 (4.47%) | Relative drawdown | 4.47% (467.29) |
| Total trades | 27 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
| Largest | profit trade | 105.67 | loss trade | -69.78 | |
| Average | profit trade | 76.26 | loss trade | -56.90 | |
| Maximum | consecutive wins (profit in money) | 10 (854.61) | consecutive losses (loss in money) | 6 (-410.69) | |
| Maximal | consecutive profit (count of wins) | 854.61 (10) | consecutive loss (count of losses) | -410.69 (6) | |
| Average | consecutive wins | 4 | 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 | 159.220 | 161.720 | ||
| 3 | 2022.08.02 16:00 | t/p | 1 | 0.10 | 161.720 | 159.220 | 161.720 | 104.67 | 10104.67 |
| 4 | 2022.08.17 12:00 | sell | 2 | 0.10 | 163.250 | 0.000 | 0.000 | ||
| 5 | 2022.08.17 12:00 | modify | 2 | 0.10 | 163.250 | 164.250 | 161.750 | ||
| 6 | 2022.08.18 17:00 | t/p | 2 | 0.10 | 161.750 | 164.250 | 161.750 | 100.74 | 10205.41 |
| 7 | 2022.09.12 09:00 | sell | 3 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 8 | 2022.09.12 09:00 | modify | 3 | 0.10 | 166.813 | 167.813 | 165.313 | ||
| 9 | 2022.09.14 07:00 | t/p | 3 | 0.10 | 165.313 | 167.813 | 165.313 | 102.04 | 10307.45 |
| 10 | 2022.09.16 10:00 | buy | 4 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 11 | 2022.09.16 10:00 | modify | 4 | 0.10 | 163.091 | 162.091 | 164.591 | ||
| 12 | 2022.09.19 23:00 | buy | 5 | 0.10 | 163.862 | 0.000 | 0.000 | ||
| 13 | 2022.09.19 23:00 | modify | 5 | 0.10 | 163.862 | 163.316 | 164.591 | ||
| 14 | 2022.09.19 23:00 | modify | 4 | 0.10 | 163.091 | 163.316 | 164.591 | ||
| 15 | 2022.09.20 11:00 | buy | 6 | 0.10 | 164.296 | 0.000 | 0.000 | ||
| 16 | 2022.09.20 11:00 | modify | 6 | 0.10 | 164.296 | 163.916 | 164.591 | ||
| 17 | 2022.09.20 11:00 | modify | 5 | 0.10 | 163.862 | 163.916 | 164.591 | ||
| 18 | 2022.09.20 11:00 | modify | 4 | 0.10 | 163.091 | 163.916 | 164.591 | ||
| 19 | 2022.09.20 13:00 | s/l | 4 | 0.10 | 163.916 | 163.916 | 164.591 | 59.57 | 10367.01 |
| 20 | 2022.09.20 13:00 | s/l | 5 | 0.10 | 163.916 | 163.916 | 164.591 | 4.77 | 10371.78 |
| 21 | 2022.09.20 13:00 | s/l | 6 | 0.10 | 163.916 | 163.916 | 164.591 | -26.52 | 10345.26 |
| 22 | 2022.09.30 02:00 | sell | 7 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 23 | 2022.09.30 02:00 | modify | 7 | 0.10 | 161.309 | 162.309 | 159.809 | ||
| 24 | 2022.09.30 12:00 | t/p | 7 | 0.10 | 159.809 | 162.309 | 159.809 | 104.66 | 10449.92 |
| 25 | 2022.10.13 13:00 | sell | 8 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 26 | 2022.10.13 13:00 | modify | 8 | 0.10 | 165.186 | 166.186 | 163.686 | ||
| 27 | 2022.10.13 16:00 | s/l | 8 | 0.10 | 166.186 | 166.186 | 163.686 | -69.77 | 10380.15 |
| 28 | 2022.11.03 10:00 | buy | 9 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 29 | 2022.11.03 10:00 | modify | 9 | 0.10 | 166.833 | 165.833 | 168.333 | ||
| 30 | 2022.11.03 13:00 | s/l | 9 | 0.10 | 165.833 | 165.833 | 168.333 | -69.78 | 10310.37 |
| 31 | 2022.11.28 03:00 | buy | 10 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 32 | 2022.11.28 03:00 | modify | 10 | 0.10 | 166.988 | 165.988 | 168.488 | ||
| 33 | 2022.11.28 20:00 | s/l | 10 | 0.10 | 165.988 | 165.988 | 168.488 | -69.78 | 10240.59 |
| 34 | 2022.12.16 10:00 | buy | 11 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 35 | 2022.12.16 10:00 | modify | 11 | 0.10 | 166.635 | 165.635 | 168.135 | ||
| 36 | 2022.12.18 22:00 | s/l | 11 | 0.10 | 165.635 | 165.635 | 168.135 | -69.78 | 10170.81 |
| 37 | 2022.12.30 10:00 | buy | 12 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 38 | 2022.12.30 10:00 | modify | 12 | 0.10 | 158.996 | 157.996 | 160.496 | ||
| 39 | 2022.12.30 19:00 | s/l | 12 | 0.10 | 157.996 | 157.996 | 160.496 | -69.78 | 10101.03 |
| 40 | 2023.01.24 12:00 | buy | 13 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 41 | 2023.01.24 12:00 | modify | 13 | 0.10 | 160.354 | 159.354 | 161.854 | ||
| 42 | 2023.02.01 16:00 | s/l | 13 | 0.10 | 159.354 | 159.354 | 161.854 | -61.80 | 10039.23 |
| 43 | 2023.02.07 11:00 | buy | 14 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 44 | 2023.02.07 11:00 | modify | 14 | 0.10 | 158.324 | 157.324 | 159.824 | ||
| 45 | 2023.02.09 13:00 | buy | 15 | 0.10 | 159.091 | 0.000 | 0.000 | ||
| 46 | 2023.02.09 13:00 | modify | 15 | 0.10 | 159.091 | 158.549 | 159.824 | ||
| 47 | 2023.02.09 13:00 | modify | 14 | 0.10 | 158.324 | 158.549 | 159.824 | ||
| 48 | 2023.02.10 08:00 | s/l | 14 | 0.10 | 158.549 | 158.549 | 159.824 | 20.69 | 10059.92 |
| 49 | 2023.02.10 08:00 | s/l | 15 | 0.10 | 158.549 | 158.549 | 159.824 | -36.82 | 10023.10 |
| 50 | 2023.02.10 09:00 | buy | 16 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 51 | 2023.02.10 09:00 | modify | 16 | 0.10 | 158.138 | 157.138 | 159.638 | ||
| 52 | 2023.02.13 10:00 | t/p | 16 | 0.10 | 159.638 | 157.138 | 159.638 | 105.67 | 10128.77 |
| 53 | 2023.02.28 12:00 | sell | 17 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 54 | 2023.02.28 12:00 | modify | 17 | 0.10 | 165.423 | 166.423 | 163.923 | ||
| 55 | 2023.02.28 20:00 | t/p | 17 | 0.10 | 163.923 | 166.423 | 163.923 | 104.66 | 10233.43 |
| 56 | 2023.03.10 12:00 | sell | 18 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 57 | 2023.03.10 12:00 | modify | 18 | 0.10 | 164.013 | 165.013 | 162.513 | ||
| 58 | 2023.03.10 16:00 | t/p | 18 | 0.10 | 162.513 | 165.013 | 162.513 | 104.66 | 10338.09 |
| 59 | 2023.03.24 11:00 | buy | 19 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 60 | 2023.03.24 11:00 | modify | 19 | 0.10 | 158.525 | 157.525 | 160.025 | ||
| 61 | 2023.03.26 23:00 | t/p | 19 | 0.10 | 160.025 | 157.525 | 160.025 | 104.67 | 10442.76 |
| 62 | 2023.04.04 12:00 | sell | 20 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 63 | 2023.04.04 12:00 | modify | 20 | 0.10 | 166.029 | 167.029 | 164.529 | ||
| 64 | 2023.04.04 16:00 | t/p | 20 | 0.10 | 164.529 | 167.029 | 164.529 | 104.66 | 10547.42 |
| 65 | 2023.04.19 09:00 | sell | 21 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 66 | 2023.04.19 09:00 | modify | 21 | 0.10 | 167.744 | 168.744 | 166.244 | ||
| 67 | 2023.04.20 15:00 | sell | 22 | 0.10 | 166.982 | 0.000 | 0.000 | ||
| 68 | 2023.04.20 15:00 | modify | 22 | 0.10 | 166.982 | 167.519 | 166.244 | ||
| 69 | 2023.04.20 15:00 | modify | 21 | 0.10 | 167.744 | 167.519 | 166.244 | ||
| 70 | 2023.04.21 07:00 | t/p | 21 | 0.10 | 166.244 | 167.519 | 166.244 | 99.43 | 10646.85 |
| 71 | 2023.04.21 07:00 | t/p | 22 | 0.10 | 166.244 | 167.519 | 166.244 | 50.19 | 10697.05 |
| 72 | 2023.04.21 08:00 | buy | 23 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 73 | 2023.04.21 08:00 | modify | 23 | 0.10 | 166.080 | 165.080 | 167.580 | ||
| 74 | 2023.04.21 19:00 | buy | 24 | 0.10 | 166.857 | 0.000 | 0.000 | ||
| 75 | 2023.04.21 19:00 | modify | 24 | 0.10 | 166.857 | 166.305 | 167.580 | ||
| 76 | 2023.04.21 19:00 | modify | 23 | 0.10 | 166.080 | 166.305 | 167.580 | ||
| 77 | 2023.04.24 13:00 | t/p | 23 | 0.10 | 167.580 | 166.305 | 167.580 | 105.67 | 10802.71 |
| 78 | 2023.04.24 13:00 | t/p | 24 | 0.10 | 167.580 | 166.305 | 167.580 | 51.45 | 10854.16 |
| 79 | 2023.07.21 10:00 | sell | 25 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 80 | 2023.07.21 10:00 | modify | 25 | 0.10 | 182.256 | 183.256 | 180.756 | ||
| 81 | 2023.07.25 00:00 | sell | 26 | 0.10 | 181.336 | 0.000 | 0.000 | ||
| 82 | 2023.07.25 00:00 | modify | 26 | 0.10 | 181.336 | 181.881 | 180.756 | ||
| 83 | 2023.07.25 00:00 | modify | 25 | 0.10 | 182.256 | 181.881 | 180.756 | ||
| 84 | 2023.07.25 07:00 | s/l | 25 | 0.10 | 181.881 | 181.881 | 180.756 | 23.55 | 10877.71 |
| 85 | 2023.07.25 07:00 | s/l | 26 | 0.10 | 181.881 | 181.881 | 180.756 | -38.03 | 10839.68 |
| 86 | 2023.07.31 10:00 | sell | 27 | 0.10 | 182.958 | 0.000 | 0.000 | ||
| 87 | 2023.07.31 10:00 | modify | 27 | 0.10 | 182.958 | 183.958 | 181.458 | ||
| 88 | 2023.07.31 23:59 | close at stop | 27 | 0.10 | 182.659 | 183.958 | 181.458 | 20.86 | 10860.54 |