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=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=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=50; 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 | 530.74 | Gross profit | 862.55 | Gross loss | -331.81 |
| Profit factor | 2.60 | Expected payoff | 16.59 | ||
| Absolute drawdown | 131.91 | Maximal drawdown | 284.69 (2.80%) | Relative drawdown | 2.80% (284.69) |
| Total trades | 32 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
| Largest | profit trade | 68.62 | loss trade | -74.43 | |
| Average | profit trade | 43.13 | loss trade | -27.65 | |
| Maximum | consecutive wins (profit in money) | 6 (299.94) | consecutive losses (loss in money) | 2 (-148.85) | |
| Maximal | consecutive profit (count of wins) | 299.94 (6) | consecutive loss (count of losses) | -148.85 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.12 09:00 | sell | 1 | 0.10 | 166.813 | 0.000 | 0.000 | ||
| 2 | 2022.09.12 09:00 | modify | 1 | 0.10 | 166.813 | 167.913 | 165.813 | ||
| 3 | 2022.09.13 02:00 | sell | 2 | 0.10 | 166.454 | 0.000 | 0.000 | ||
| 4 | 2022.09.13 02:00 | modify | 2 | 0.10 | 166.454 | 166.613 | 165.813 | ||
| 5 | 2022.09.13 02:00 | modify | 1 | 0.10 | 166.813 | 166.613 | 165.813 | ||
| 6 | 2022.09.13 03:00 | s/l | 1 | 0.10 | 166.613 | 166.613 | 165.813 | 12.27 | 10012.27 |
| 7 | 2022.09.13 03:00 | s/l | 2 | 0.10 | 166.613 | 166.613 | 165.813 | -10.75 | 10001.52 |
| 8 | 2022.09.16 10:00 | buy | 3 | 0.10 | 163.091 | 0.000 | 0.000 | ||
| 9 | 2022.09.16 10:00 | modify | 3 | 0.10 | 163.091 | 161.991 | 164.091 | ||
| 10 | 2022.09.16 15:00 | buy | 4 | 0.10 | 163.456 | 0.000 | 0.000 | ||
| 11 | 2022.09.16 15:00 | modify | 4 | 0.10 | 163.456 | 163.291 | 164.091 | ||
| 12 | 2022.09.16 15:00 | modify | 3 | 0.10 | 163.091 | 163.291 | 164.091 | ||
| 13 | 2022.09.16 16:00 | s/l | 3 | 0.10 | 163.291 | 163.291 | 164.091 | 13.53 | 10015.05 |
| 14 | 2022.09.16 16:00 | s/l | 4 | 0.10 | 163.291 | 163.291 | 164.091 | -11.16 | 10003.89 |
| 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 | 162.409 | 160.309 | ||
| 17 | 2022.09.30 03:00 | t/p | 5 | 0.10 | 160.309 | 162.409 | 160.309 | 67.62 | 10071.51 |
| 18 | 2022.10.13 13:00 | sell | 6 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 19 | 2022.10.13 13:00 | modify | 6 | 0.10 | 165.186 | 166.286 | 164.186 | ||
| 20 | 2022.10.13 14:00 | t/p | 6 | 0.10 | 164.186 | 166.286 | 164.186 | 67.62 | 10139.13 |
| 21 | 2022.11.03 10:00 | buy | 7 | 0.10 | 166.833 | 0.000 | 0.000 | ||
| 22 | 2022.11.03 10:00 | modify | 7 | 0.10 | 166.833 | 165.733 | 167.833 | ||
| 23 | 2022.11.03 13:00 | s/l | 7 | 0.10 | 165.733 | 165.733 | 167.833 | -74.43 | 10064.70 |
| 24 | 2022.11.28 03:00 | buy | 8 | 0.10 | 166.988 | 0.000 | 0.000 | ||
| 25 | 2022.11.28 03:00 | modify | 8 | 0.10 | 166.988 | 165.888 | 167.988 | ||
| 26 | 2022.11.28 21:00 | s/l | 8 | 0.10 | 165.888 | 165.888 | 167.988 | -74.42 | 9990.28 |
| 27 | 2022.12.16 10:00 | buy | 9 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 28 | 2022.12.16 10:00 | modify | 9 | 0.10 | 166.635 | 165.535 | 167.635 | ||
| 29 | 2022.12.16 11:00 | buy | 10 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 30 | 2022.12.16 11:00 | modify | 10 | 0.10 | 166.996 | 166.835 | 167.635 | ||
| 31 | 2022.12.16 11:00 | modify | 9 | 0.10 | 166.635 | 166.835 | 167.635 | ||
| 32 | 2022.12.16 13:00 | s/l | 9 | 0.10 | 166.835 | 166.835 | 167.635 | 13.53 | 10003.81 |
| 33 | 2022.12.16 13:00 | s/l | 10 | 0.10 | 166.835 | 166.835 | 167.635 | -10.89 | 9992.92 |
| 34 | 2022.12.30 10:00 | buy | 11 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 35 | 2022.12.30 10:00 | modify | 11 | 0.10 | 158.996 | 157.896 | 159.996 | ||
| 36 | 2022.12.30 20:00 | s/l | 11 | 0.10 | 157.896 | 157.896 | 159.996 | -74.42 | 9918.50 |
| 37 | 2023.01.24 12:00 | buy | 12 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 38 | 2023.01.24 12:00 | modify | 12 | 0.10 | 160.354 | 159.254 | 161.354 | ||
| 39 | 2023.01.26 09:00 | buy | 13 | 0.10 | 160.905 | 0.000 | 0.000 | ||
| 40 | 2023.01.26 09:00 | modify | 13 | 0.10 | 160.905 | 160.654 | 161.354 | ||
| 41 | 2023.01.26 09:00 | modify | 12 | 0.10 | 160.354 | 160.654 | 161.354 | ||
| 42 | 2023.01.26 10:00 | s/l | 12 | 0.10 | 160.654 | 160.654 | 161.354 | 24.12 | 9942.62 |
| 43 | 2023.01.26 10:00 | s/l | 13 | 0.10 | 160.654 | 160.654 | 161.354 | -16.98 | 9925.64 |
| 44 | 2023.02.07 11:00 | buy | 14 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 45 | 2023.02.07 11:00 | modify | 14 | 0.10 | 158.324 | 157.224 | 159.324 | ||
| 46 | 2023.02.09 01:00 | buy | 15 | 0.10 | 158.681 | 0.000 | 0.000 | ||
| 47 | 2023.02.09 01:00 | modify | 15 | 0.10 | 158.681 | 158.524 | 159.324 | ||
| 48 | 2023.02.09 01:00 | modify | 14 | 0.10 | 158.324 | 158.524 | 159.324 | ||
| 49 | 2023.02.09 05:00 | buy | 16 | 0.10 | 158.876 | 0.000 | 0.000 | ||
| 50 | 2023.02.09 05:00 | modify | 16 | 0.10 | 158.876 | 158.624 | 159.324 | ||
| 51 | 2023.02.09 05:00 | modify | 15 | 0.10 | 158.681 | 158.624 | 159.324 | ||
| 52 | 2023.02.09 05:00 | modify | 14 | 0.10 | 158.324 | 158.624 | 159.324 | ||
| 53 | 2023.02.09 06:00 | s/l | 14 | 0.10 | 158.624 | 158.624 | 159.324 | 24.11 | 9949.75 |
| 54 | 2023.02.09 06:00 | s/l | 15 | 0.10 | 158.624 | 158.624 | 159.324 | -3.86 | 9945.89 |
| 55 | 2023.02.09 06:00 | s/l | 16 | 0.10 | 158.624 | 158.624 | 159.324 | -17.05 | 9928.84 |
| 56 | 2023.02.10 09:00 | buy | 17 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 57 | 2023.02.10 09:00 | modify | 17 | 0.10 | 158.138 | 157.038 | 159.138 | ||
| 58 | 2023.02.10 10:00 | t/p | 17 | 0.10 | 159.138 | 157.038 | 159.138 | 67.66 | 9996.50 |
| 59 | 2023.02.28 12:00 | sell | 18 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 60 | 2023.02.28 12:00 | modify | 18 | 0.10 | 165.423 | 166.523 | 164.423 | ||
| 61 | 2023.02.28 18:00 | t/p | 18 | 0.10 | 164.423 | 166.523 | 164.423 | 67.62 | 10064.12 |
| 62 | 2023.03.10 12:00 | sell | 19 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 63 | 2023.03.10 12:00 | modify | 19 | 0.10 | 164.013 | 165.113 | 163.013 | ||
| 64 | 2023.03.10 15:00 | t/p | 19 | 0.10 | 163.013 | 165.113 | 163.013 | 67.62 | 10131.74 |
| 65 | 2023.03.24 11:00 | buy | 20 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 66 | 2023.03.24 11:00 | modify | 20 | 0.10 | 158.525 | 157.425 | 159.525 | ||
| 67 | 2023.03.24 12:00 | buy | 21 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 68 | 2023.03.24 12:00 | modify | 21 | 0.10 | 158.888 | 158.725 | 159.525 | ||
| 69 | 2023.03.24 12:00 | modify | 20 | 0.10 | 158.525 | 158.725 | 159.525 | ||
| 70 | 2023.03.24 13:00 | s/l | 20 | 0.10 | 158.725 | 158.725 | 159.525 | 13.53 | 10145.27 |
| 71 | 2023.03.24 13:00 | s/l | 21 | 0.10 | 158.725 | 158.725 | 159.525 | -11.03 | 10134.24 |
| 72 | 2023.04.04 12:00 | sell | 22 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 73 | 2023.04.04 12:00 | modify | 22 | 0.10 | 166.029 | 167.129 | 165.029 | ||
| 74 | 2023.04.04 15:00 | t/p | 22 | 0.10 | 165.029 | 167.129 | 165.029 | 67.62 | 10201.86 |
| 75 | 2023.04.19 09:00 | sell | 23 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 76 | 2023.04.19 09:00 | modify | 23 | 0.10 | 167.744 | 168.844 | 166.744 | ||
| 77 | 2023.04.21 00:00 | t/p | 23 | 0.10 | 166.744 | 168.844 | 166.744 | 62.62 | 10264.48 |
| 78 | 2023.04.21 08:00 | buy | 24 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 79 | 2023.04.21 08:00 | modify | 24 | 0.10 | 166.080 | 164.980 | 167.080 | ||
| 80 | 2023.04.21 16:00 | buy | 25 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 81 | 2023.04.21 16:00 | modify | 25 | 0.10 | 166.781 | 166.580 | 167.080 | ||
| 82 | 2023.04.21 16:00 | modify | 24 | 0.10 | 166.080 | 166.580 | 167.080 | ||
| 83 | 2023.04.24 03:00 | t/p | 24 | 0.10 | 167.080 | 166.580 | 167.080 | 68.62 | 10333.09 |
| 84 | 2023.04.24 03:00 | t/p | 25 | 0.10 | 167.080 | 166.580 | 167.080 | 21.19 | 10354.28 |
| 85 | 2023.07.21 10:00 | sell | 26 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 86 | 2023.07.21 10:00 | modify | 26 | 0.10 | 182.256 | 183.356 | 181.256 | ||
| 87 | 2023.07.21 13:00 | t/p | 26 | 0.10 | 181.256 | 183.356 | 181.256 | 67.62 | 10421.90 |
| 88 | 2023.07.31 10:00 | sell | 27 | 0.10 | 182.958 | 0.000 | 0.000 | ||
| 89 | 2023.07.31 10:00 | modify | 27 | 0.10 | 182.958 | 184.058 | 181.958 | ||
| 90 | 2023.07.31 20:00 | sell | 28 | 0.10 | 182.586 | 0.000 | 0.000 | ||
| 91 | 2023.07.31 20:00 | modify | 28 | 0.10 | 182.586 | 182.758 | 181.958 | ||
| 92 | 2023.07.31 20:00 | modify | 27 | 0.10 | 182.958 | 182.758 | 181.958 | ||
| 93 | 2023.08.01 00:00 | s/l | 27 | 0.10 | 182.758 | 182.758 | 181.958 | 12.28 | 10434.18 |
| 94 | 2023.08.01 00:00 | s/l | 28 | 0.10 | 182.758 | 182.758 | 181.958 | -12.88 | 10421.30 |
| 95 | 2023.08.08 04:00 | sell | 29 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 96 | 2023.08.08 04:00 | modify | 29 | 0.10 | 182.817 | 183.917 | 181.817 | ||
| 97 | 2023.08.08 10:00 | sell | 30 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 98 | 2023.08.08 10:00 | modify | 30 | 0.10 | 182.099 | 182.317 | 181.817 | ||
| 99 | 2023.08.08 10:00 | modify | 29 | 0.10 | 182.817 | 182.317 | 181.817 | ||
| 100 | 2023.08.08 12:00 | t/p | 29 | 0.10 | 181.817 | 182.317 | 181.817 | 67.62 | 10488.92 |
| 101 | 2023.08.08 12:00 | t/p | 30 | 0.10 | 181.817 | 182.317 | 181.817 | 19.07 | 10507.99 |
| 102 | 2023.08.23 13:00 | buy | 31 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 103 | 2023.08.23 13:00 | modify | 31 | 0.10 | 183.786 | 182.686 | 184.786 | ||
| 104 | 2023.08.24 11:00 | buy | 32 | 0.10 | 184.492 | 0.000 | 0.000 | ||
| 105 | 2023.08.24 11:00 | modify | 32 | 0.10 | 184.492 | 184.286 | 184.786 | ||
| 106 | 2023.08.24 11:00 | modify | 31 | 0.10 | 183.786 | 184.286 | 184.786 | ||
| 107 | 2023.08.24 13:00 | s/l | 31 | 0.10 | 184.286 | 184.286 | 184.786 | 36.70 | 10544.68 |
| 108 | 2023.08.24 13:00 | s/l | 32 | 0.10 | 184.286 | 184.286 | 184.786 | -13.94 | 10530.74 |