Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 655.36 | Gross profit | 953.65 | Gross loss | -298.29 |
| Profit factor | 3.20 | Expected payoff | 21.85 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 134.38 (1.30%) | Relative drawdown | 1.30% (134.38) |
| Total trades | 30 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 70.16 | loss trade | -30.71 | |
| Average | profit trade | 50.19 | loss trade | -27.12 | |
| Maximum | consecutive wins (profit in money) | 4 (251.29) | consecutive losses (loss in money) | 5 (-134.38) | |
| Maximal | consecutive profit (count of wins) | 251.29 (4) | consecutive loss (count of losses) | -134.38 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 09:00 | sell | 1 | 0.10 | 164.697 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 09:00 | modify | 1 | 0.10 | 164.697 | 165.097 | 163.697 | ||
| 3 | 2022.10.04 12:00 | t/p | 1 | 0.10 | 163.697 | 165.097 | 163.697 | 67.20 | 10067.20 |
| 4 | 2022.10.06 12:00 | buy | 2 | 0.10 | 162.934 | 0.000 | 0.000 | ||
| 5 | 2022.10.06 12:00 | modify | 2 | 0.10 | 162.934 | 162.534 | 163.934 | ||
| 6 | 2022.10.06 14:00 | s/l | 2 | 0.10 | 162.534 | 162.534 | 163.934 | -26.88 | 10040.32 |
| 7 | 2022.10.06 17:00 | buy | 3 | 0.10 | 161.554 | 0.000 | 0.000 | ||
| 8 | 2022.10.06 17:00 | modify | 3 | 0.10 | 161.554 | 161.154 | 162.554 | ||
| 9 | 2022.10.07 11:00 | t/p | 3 | 0.10 | 162.554 | 161.154 | 162.554 | 68.19 | 10108.51 |
| 10 | 2022.10.11 17:00 | sell | 4 | 0.10 | 162.464 | 0.000 | 0.000 | ||
| 11 | 2022.10.11 17:00 | modify | 4 | 0.10 | 162.464 | 162.864 | 161.464 | ||
| 12 | 2022.10.11 19:00 | t/p | 4 | 0.10 | 161.464 | 162.864 | 161.464 | 67.19 | 10175.70 |
| 13 | 2022.10.13 13:00 | sell | 5 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 14 | 2022.10.13 13:00 | modify | 5 | 0.10 | 165.186 | 165.586 | 164.186 | ||
| 15 | 2022.10.13 14:00 | t/p | 5 | 0.10 | 164.186 | 165.586 | 164.186 | 67.19 | 10242.89 |
| 16 | 2022.10.13 14:00 | sell | 6 | 0.10 | 165.035 | 0.000 | 0.000 | ||
| 17 | 2022.10.13 14:00 | modify | 6 | 0.10 | 165.035 | 165.435 | 164.035 | ||
| 18 | 2022.10.13 15:00 | s/l | 6 | 0.10 | 165.435 | 165.435 | 164.035 | -26.87 | 10216.02 |
| 19 | 2022.10.17 16:00 | sell | 7 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 20 | 2022.10.17 16:00 | modify | 7 | 0.10 | 169.889 | 170.289 | 168.889 | ||
| 21 | 2022.10.17 18:00 | sell | 8 | 0.10 | 169.265 | 0.000 | 0.000 | ||
| 22 | 2022.10.17 18:00 | modify | 8 | 0.10 | 169.265 | 169.639 | 168.889 | ||
| 23 | 2022.10.17 18:00 | modify | 7 | 0.10 | 169.889 | 169.639 | 168.889 | ||
| 24 | 2022.10.17 21:00 | sell | 9 | 0.10 | 169.067 | 0.000 | 0.000 | ||
| 25 | 2022.10.17 21:00 | modify | 9 | 0.10 | 169.067 | 169.539 | 168.889 | ||
| 26 | 2022.10.17 21:00 | modify | 8 | 0.10 | 169.265 | 169.539 | 168.889 | ||
| 27 | 2022.10.17 21:00 | modify | 7 | 0.10 | 169.889 | 169.539 | 168.889 | ||
| 28 | 2022.10.18 02:00 | t/p | 7 | 0.10 | 168.889 | 169.539 | 168.889 | 65.62 | 10281.64 |
| 29 | 2022.10.18 02:00 | t/p | 8 | 0.10 | 168.889 | 169.539 | 168.889 | 23.69 | 10305.32 |
| 30 | 2022.10.18 02:00 | t/p | 9 | 0.10 | 168.889 | 169.539 | 168.889 | 10.39 | 10315.71 |
| 31 | 2022.10.28 16:00 | sell | 10 | 0.10 | 170.898 | 0.000 | 0.000 | ||
| 32 | 2022.10.28 16:00 | modify | 10 | 0.10 | 170.898 | 171.298 | 169.898 | ||
| 33 | 2022.10.28 19:00 | s/l | 10 | 0.10 | 171.298 | 171.298 | 169.898 | -26.87 | 10288.84 |
| 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 | 166.433 | 167.833 | ||
| 36 | 2022.11.03 13:00 | s/l | 11 | 0.10 | 166.433 | 166.433 | 167.833 | -26.87 | 10261.97 |
| 37 | 2022.12.16 10:00 | buy | 12 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 38 | 2022.12.16 10:00 | modify | 12 | 0.10 | 166.635 | 166.235 | 167.635 | ||
| 39 | 2022.12.16 16:00 | s/l | 12 | 0.10 | 166.235 | 166.235 | 167.635 | -26.88 | 10235.09 |
| 40 | 2022.12.30 10:00 | buy | 13 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 41 | 2022.12.30 10:00 | modify | 13 | 0.10 | 158.996 | 158.596 | 159.996 | ||
| 42 | 2022.12.30 12:00 | s/l | 13 | 0.10 | 158.596 | 158.596 | 159.996 | -26.88 | 10208.21 |
| 43 | 2023.01.12 14:00 | buy | 14 | 0.10 | 158.668 | 0.000 | 0.000 | ||
| 44 | 2023.01.12 14:00 | modify | 14 | 0.10 | 158.668 | 158.268 | 159.668 | ||
| 45 | 2023.01.12 15:00 | s/l | 14 | 0.10 | 158.268 | 158.268 | 159.668 | -26.88 | 10181.33 |
| 46 | 2023.02.10 09:00 | buy | 15 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 47 | 2023.02.10 09:00 | modify | 15 | 0.10 | 158.138 | 157.738 | 159.138 | ||
| 48 | 2023.02.10 10:00 | t/p | 15 | 0.10 | 159.138 | 157.738 | 159.138 | 67.20 | 10248.53 |
| 49 | 2023.02.13 17:00 | sell | 16 | 0.10 | 161.047 | 0.000 | 0.000 | ||
| 50 | 2023.02.13 17:00 | modify | 16 | 0.10 | 161.047 | 161.447 | 160.047 | ||
| 51 | 2023.02.13 22:00 | sell | 17 | 0.10 | 160.438 | 0.000 | 0.000 | ||
| 52 | 2023.02.13 22:00 | modify | 17 | 0.10 | 160.438 | 160.797 | 160.047 | ||
| 53 | 2023.02.13 22:00 | modify | 16 | 0.10 | 161.047 | 160.797 | 160.047 | ||
| 54 | 2023.02.14 00:00 | s/l | 16 | 0.10 | 160.797 | 160.797 | 160.047 | 15.23 | 10263.76 |
| 55 | 2023.02.14 00:00 | s/l | 17 | 0.10 | 160.797 | 160.797 | 160.047 | -25.69 | 10238.07 |
| 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 | 164.413 | 163.013 | ||
| 58 | 2023.03.10 14:00 | sell | 19 | 0.10 | 163.753 | 0.000 | 0.000 | ||
| 59 | 2023.03.10 14:00 | modify | 19 | 0.10 | 163.753 | 163.963 | 163.013 | ||
| 60 | 2023.03.10 14:00 | modify | 18 | 0.10 | 164.013 | 163.963 | 163.013 | ||
| 61 | 2023.03.10 15:00 | t/p | 18 | 0.10 | 163.013 | 163.963 | 163.013 | 67.19 | 10305.26 |
| 62 | 2023.03.10 15:00 | t/p | 19 | 0.10 | 163.013 | 163.963 | 163.013 | 49.72 | 10354.98 |
| 63 | 2023.03.24 11:00 | buy | 20 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 64 | 2023.03.24 11:00 | modify | 20 | 0.10 | 158.525 | 158.125 | 159.525 | ||
| 65 | 2023.03.24 15:00 | t/p | 20 | 0.10 | 159.525 | 158.125 | 159.525 | 67.19 | 10422.17 |
| 66 | 2023.04.04 12:00 | sell | 21 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 67 | 2023.04.04 12:00 | modify | 21 | 0.10 | 166.029 | 166.429 | 165.029 | ||
| 68 | 2023.04.04 15:00 | t/p | 21 | 0.10 | 165.029 | 166.429 | 165.029 | 67.19 | 10489.36 |
| 69 | 2023.06.16 09:00 | sell | 22 | 0.10 | 180.458 | 0.000 | 0.000 | ||
| 70 | 2023.06.16 09:00 | modify | 22 | 0.10 | 180.458 | 180.858 | 179.458 | ||
| 71 | 2023.06.16 13:00 | s/l | 22 | 0.10 | 180.858 | 180.858 | 179.458 | -26.88 | 10462.48 |
| 72 | 2023.07.21 10:00 | sell | 23 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 73 | 2023.07.21 10:00 | modify | 23 | 0.10 | 182.256 | 182.656 | 181.256 | ||
| 74 | 2023.07.21 13:00 | t/p | 23 | 0.10 | 181.256 | 182.656 | 181.256 | 67.19 | 10529.67 |
| 75 | 2023.08.03 13:00 | buy | 24 | 0.10 | 180.885 | 0.000 | 0.000 | ||
| 76 | 2023.08.03 13:00 | modify | 24 | 0.10 | 180.885 | 180.485 | 181.885 | ||
| 77 | 2023.08.03 22:00 | buy | 25 | 0.10 | 181.147 | 0.000 | 0.000 | ||
| 78 | 2023.08.03 22:00 | modify | 25 | 0.10 | 181.147 | 180.935 | 181.885 | ||
| 79 | 2023.08.03 22:00 | modify | 24 | 0.10 | 180.885 | 180.935 | 181.885 | ||
| 80 | 2023.08.04 02:00 | buy | 26 | 0.10 | 181.692 | 0.000 | 0.000 | ||
| 81 | 2023.08.04 02:00 | modify | 26 | 0.10 | 181.692 | 181.235 | 181.885 | ||
| 82 | 2023.08.04 02:00 | modify | 25 | 0.10 | 181.147 | 181.235 | 181.885 | ||
| 83 | 2023.08.04 02:00 | modify | 24 | 0.10 | 180.885 | 181.235 | 181.885 | ||
| 84 | 2023.08.04 03:00 | s/l | 24 | 0.10 | 181.235 | 181.235 | 181.885 | 24.51 | 10554.18 |
| 85 | 2023.08.04 03:00 | s/l | 25 | 0.10 | 181.235 | 181.235 | 181.885 | 6.90 | 10561.07 |
| 86 | 2023.08.04 03:00 | s/l | 26 | 0.10 | 181.235 | 181.235 | 181.885 | -30.71 | 10530.36 |
| 87 | 2023.08.23 13:00 | buy | 27 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 88 | 2023.08.23 13:00 | modify | 27 | 0.10 | 183.786 | 183.386 | 184.786 | ||
| 89 | 2023.08.23 14:00 | s/l | 27 | 0.10 | 183.386 | 183.386 | 184.786 | -26.88 | 10503.48 |
| 90 | 2023.08.23 15:00 | buy | 28 | 0.10 | 183.630 | 0.000 | 0.000 | ||
| 91 | 2023.08.23 15:00 | modify | 28 | 0.10 | 183.630 | 183.230 | 184.630 | ||
| 92 | 2023.08.23 16:00 | buy | 29 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 93 | 2023.08.23 16:00 | modify | 29 | 0.10 | 183.894 | 183.680 | 184.630 | ||
| 94 | 2023.08.23 16:00 | modify | 28 | 0.10 | 183.630 | 183.680 | 184.630 | ||
| 95 | 2023.08.23 18:00 | buy | 30 | 0.10 | 184.238 | 0.000 | 0.000 | ||
| 96 | 2023.08.23 18:00 | modify | 30 | 0.10 | 184.238 | 183.880 | 184.630 | ||
| 97 | 2023.08.23 18:00 | modify | 29 | 0.10 | 183.894 | 183.880 | 184.630 | ||
| 98 | 2023.08.23 18:00 | modify | 28 | 0.10 | 183.630 | 183.880 | 184.630 | ||
| 99 | 2023.08.24 05:00 | t/p | 28 | 0.10 | 184.630 | 183.880 | 184.630 | 70.16 | 10573.64 |
| 100 | 2023.08.24 05:00 | t/p | 29 | 0.10 | 184.630 | 183.880 | 184.630 | 52.42 | 10626.06 |
| 101 | 2023.08.24 05:00 | t/p | 30 | 0.10 | 184.630 | 183.880 | 184.630 | 29.30 | 10655.36 |