Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=70; 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 | 211.32 | Gross profit | 797.63 | Gross loss | -586.32 |
| Profit factor | 1.36 | Expected payoff | 7.29 | ||
| Absolute drawdown | 171.27 | Maximal drawdown | 281.92 (2.79%) | Relative drawdown | 2.79% (281.92) |
| Total trades | 29 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 17 (41.18%) |
| Profit trades (% of total) | 15 (51.72%) | Loss trades (% of total) | 14 (48.28%) | ||
| Largest | profit trade | 69.57 | loss trade | -55.34 | |
| Average | profit trade | 53.18 | loss trade | -41.88 | |
| Maximum | consecutive wins (profit in money) | 4 (221.04) | consecutive losses (loss in money) | 3 (-163.60) | |
| Maximal | consecutive profit (count of wins) | 221.04 (4) | consecutive loss (count of losses) | -163.60 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.16 10:00 | buy | 1 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 2 | 2022.09.16 10:00 | modify | 1 | 0.10 | 163.091 | 162.291 | 164.091 | ||
| 3 | 2022.09.16 15:00 | buy | 2 | 0.10 | 163.456 | 0.000 | 0.000 | ||
| 4 | 2022.09.16 15:00 | modify | 2 | 0.10 | 163.456 | 163.291 | 164.091 | ||
| 5 | 2022.09.16 15:00 | modify | 1 | 0.10 | 163.091 | 163.291 | 164.091 | ||
| 6 | 2022.09.16 16:00 | s/l | 1 | 0.10 | 163.291 | 163.291 | 164.091 | 13.53 | 10013.53 |
| 7 | 2022.09.16 16:00 | s/l | 2 | 0.10 | 163.291 | 163.291 | 164.091 | -11.16 | 10002.37 |
| 8 | 2022.09.23 12:00 | buy | 3 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 9 | 2022.09.23 12:00 | modify | 3 | 0.10 | 157.899 | 157.099 | 158.899 | ||
| 10 | 2022.09.23 15:00 | s/l | 3 | 0.10 | 157.099 | 157.099 | 158.899 | -54.13 | 9948.24 |
| 11 | 2022.09.30 02:00 | sell | 4 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 12 | 2022.09.30 02:00 | modify | 4 | 0.10 | 161.309 | 162.109 | 160.309 | ||
| 13 | 2022.09.30 03:00 | t/p | 4 | 0.10 | 160.309 | 162.109 | 160.309 | 67.62 | 10015.86 |
| 14 | 2022.10.04 09:00 | sell | 5 | 0.10 | 164.697 | 0.000 | 0.000 | ||
| 15 | 2022.10.04 09:00 | modify | 5 | 0.10 | 164.697 | 165.497 | 163.697 | ||
| 16 | 2022.10.04 12:00 | t/p | 5 | 0.10 | 163.697 | 165.497 | 163.697 | 67.63 | 10083.49 |
| 17 | 2022.10.06 12:00 | buy | 6 | 0.10 | 162.934 | 0.000 | 0.000 | ||
| 18 | 2022.10.06 12:00 | modify | 6 | 0.10 | 162.934 | 162.134 | 163.934 | ||
| 19 | 2022.10.06 15:00 | s/l | 6 | 0.10 | 162.134 | 162.134 | 163.934 | -54.12 | 10029.37 |
| 20 | 2022.10.13 13:00 | sell | 7 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 21 | 2022.10.13 13:00 | modify | 7 | 0.10 | 165.186 | 165.986 | 164.186 | ||
| 22 | 2022.10.13 14:00 | t/p | 7 | 0.10 | 164.186 | 165.986 | 164.186 | 67.62 | 10096.99 |
| 23 | 2022.11.03 10:00 | buy | 8 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 24 | 2022.11.03 10:00 | modify | 8 | 0.10 | 166.833 | 166.033 | 167.833 | ||
| 25 | 2022.11.03 13:00 | s/l | 8 | 0.10 | 166.033 | 166.033 | 167.833 | -54.13 | 10042.86 |
| 26 | 2022.11.21 11:00 | sell | 9 | 0.10 | 167.414 | 0.000 | 0.000 | ||
| 27 | 2022.11.21 11:00 | modify | 9 | 0.10 | 167.414 | 168.214 | 166.414 | ||
| 28 | 2022.11.22 01:00 | s/l | 9 | 0.10 | 168.214 | 168.214 | 166.414 | -55.34 | 9987.52 |
| 29 | 2022.11.28 03:00 | buy | 10 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 30 | 2022.11.28 03:00 | modify | 10 | 0.10 | 166.988 | 166.188 | 167.988 | ||
| 31 | 2022.11.28 20:00 | s/l | 10 | 0.10 | 166.188 | 166.188 | 167.988 | -54.13 | 9933.39 |
| 32 | 2022.12.16 10:00 | buy | 11 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 33 | 2022.12.16 10:00 | modify | 11 | 0.10 | 166.635 | 165.835 | 167.635 | ||
| 34 | 2022.12.16 11:00 | buy | 12 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 35 | 2022.12.16 11:00 | modify | 12 | 0.10 | 166.996 | 166.835 | 167.635 | ||
| 36 | 2022.12.16 11:00 | modify | 11 | 0.10 | 166.635 | 166.835 | 167.635 | ||
| 37 | 2022.12.16 13:00 | s/l | 11 | 0.10 | 166.835 | 166.835 | 167.635 | 13.53 | 9946.92 |
| 38 | 2022.12.16 13:00 | s/l | 12 | 0.10 | 166.835 | 166.835 | 167.635 | -10.89 | 9936.03 |
| 39 | 2022.12.30 10:00 | buy | 13 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 40 | 2022.12.30 10:00 | modify | 13 | 0.10 | 158.996 | 158.196 | 159.996 | ||
| 41 | 2022.12.30 19:00 | s/l | 13 | 0.10 | 158.196 | 158.196 | 159.996 | -54.12 | 9881.91 |
| 42 | 2023.01.24 12:00 | buy | 14 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 43 | 2023.01.24 12:00 | modify | 14 | 0.10 | 160.354 | 159.554 | 161.354 | ||
| 44 | 2023.01.25 12:00 | s/l | 14 | 0.10 | 159.554 | 159.554 | 161.354 | -53.17 | 9828.73 |
| 45 | 2023.02.10 09:00 | buy | 15 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 46 | 2023.02.10 09:00 | modify | 15 | 0.10 | 158.138 | 157.338 | 159.138 | ||
| 47 | 2023.02.10 10:00 | t/p | 15 | 0.10 | 159.138 | 157.338 | 159.138 | 67.66 | 9896.39 |
| 48 | 2023.02.28 12:00 | sell | 16 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 49 | 2023.02.28 12:00 | modify | 16 | 0.10 | 165.423 | 166.223 | 164.423 | ||
| 50 | 2023.02.28 18:00 | t/p | 16 | 0.10 | 164.423 | 166.223 | 164.423 | 67.62 | 9964.01 |
| 51 | 2023.03.10 12:00 | sell | 17 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 52 | 2023.03.10 12:00 | modify | 17 | 0.10 | 164.013 | 164.813 | 163.013 | ||
| 53 | 2023.03.10 15:00 | t/p | 17 | 0.10 | 163.013 | 164.813 | 163.013 | 67.62 | 10031.63 |
| 54 | 2023.03.21 12:00 | sell | 18 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 55 | 2023.03.21 12:00 | modify | 18 | 0.10 | 162.030 | 162.830 | 161.030 | ||
| 56 | 2023.03.22 09:00 | s/l | 18 | 0.10 | 162.830 | 162.830 | 161.030 | -55.34 | 9976.29 |
| 57 | 2023.03.24 11:00 | buy | 19 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 58 | 2023.03.24 11:00 | modify | 19 | 0.10 | 158.525 | 157.725 | 159.525 | ||
| 59 | 2023.03.24 12:00 | buy | 20 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 60 | 2023.03.24 12:00 | modify | 20 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 61 | 2023.03.24 12:00 | modify | 19 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 62 | 2023.03.24 13:00 | s/l | 19 | 0.10 | 158.725 | 158.725 | 159.525 | 13.53 | 9989.82 |
| 63 | 2023.03.24 13:00 | s/l | 20 | 0.10 | 158.725 | 158.725 | 159.525 | -11.03 | 9978.79 |
| 64 | 2023.04.04 12:00 | sell | 21 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 65 | 2023.04.04 12:00 | modify | 21 | 0.10 | 166.029 | 166.829 | 165.029 | ||
| 66 | 2023.04.04 15:00 | t/p | 21 | 0.10 | 165.029 | 166.829 | 165.029 | 67.62 | 10046.41 |
| 67 | 2023.04.19 09:00 | sell | 22 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 68 | 2023.04.19 09:00 | modify | 22 | 0.10 | 167.744 | 168.544 | 166.744 | ||
| 69 | 2023.04.21 00:00 | t/p | 22 | 0.10 | 166.744 | 168.544 | 166.744 | 62.62 | 10109.03 |
| 70 | 2023.06.16 09:00 | sell | 23 | 0.10 | 180.458 | 0.000 | 0.000 | ||
| 71 | 2023.06.16 09:00 | modify | 23 | 0.10 | 180.458 | 181.258 | 179.458 | ||
| 72 | 2023.06.16 13:00 | s/l | 23 | 0.10 | 181.258 | 181.258 | 179.458 | -54.10 | 10054.93 |
| 73 | 2023.06.22 12:00 | sell | 24 | 0.10 | 181.537 | 0.000 | 0.000 | ||
| 74 | 2023.06.22 12:00 | modify | 24 | 0.10 | 181.537 | 182.337 | 180.537 | ||
| 75 | 2023.06.22 19:00 | s/l | 24 | 0.10 | 182.337 | 182.337 | 180.537 | -54.09 | 10000.84 |
| 76 | 2023.07.21 10:00 | sell | 25 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 77 | 2023.07.21 10:00 | modify | 25 | 0.10 | 182.256 | 183.056 | 181.256 | ||
| 78 | 2023.07.21 13:00 | t/p | 25 | 0.10 | 181.256 | 183.056 | 181.256 | 67.62 | 10068.46 |
| 79 | 2023.08.03 13:00 | buy | 26 | 0.10 | 180.885 | 0.000 | 0.000 | ||
| 80 | 2023.08.03 13:00 | modify | 26 | 0.10 | 180.885 | 180.085 | 181.885 | ||
| 81 | 2023.08.07 11:00 | buy | 27 | 0.10 | 181.238 | 0.000 | 0.000 | ||
| 82 | 2023.08.07 11:00 | modify | 27 | 0.10 | 181.238 | 181.085 | 181.885 | ||
| 83 | 2023.08.07 11:00 | modify | 26 | 0.10 | 180.885 | 181.085 | 181.885 | ||
| 84 | 2023.08.07 16:00 | t/p | 26 | 0.10 | 181.885 | 181.085 | 181.885 | 69.57 | 10138.03 |
| 85 | 2023.08.07 16:00 | t/p | 27 | 0.10 | 181.885 | 181.085 | 181.885 | 43.77 | 10181.80 |
| 86 | 2023.08.23 13:00 | buy | 28 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 87 | 2023.08.23 13:00 | modify | 28 | 0.10 | 183.786 | 182.986 | 184.786 | ||
| 88 | 2023.08.24 11:00 | buy | 29 | 0.10 | 184.492 | 0.000 | 0.000 | ||
| 89 | 2023.08.24 11:00 | modify | 29 | 0.10 | 184.492 | 184.336 | 184.786 | ||
| 90 | 2023.08.24 11:00 | modify | 28 | 0.10 | 183.786 | 184.336 | 184.786 | ||
| 91 | 2023.08.24 12:00 | s/l | 28 | 0.10 | 184.336 | 184.336 | 184.786 | 40.08 | 10221.88 |
| 92 | 2023.08.24 12:00 | s/l | 29 | 0.10 | 184.336 | 184.336 | 184.786 | -10.56 | 10211.32 |