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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 333.41 | Gross profit | 724.91 | Gross loss | -391.50 |
| Profit factor | 1.85 | Expected payoff | 17.55 | ||
| Absolute drawdown | 133.98 | Maximal drawdown | 250.80 (2.48%) | Relative drawdown | 2.48% (250.80) |
| Total trades | 19 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 106.65 | loss trade | -68.73 | |
| Average | profit trade | 65.90 | loss trade | -48.94 | |
| Maximum | consecutive wins (profit in money) | 3 (308.11) | consecutive losses (loss in money) | 2 (-132.35) | |
| Maximal | consecutive profit (count of wins) | 308.11 (3) | consecutive loss (count of losses) | -132.35 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.13 13:00 | sell | 1 | 0.10 | 165.186 | 0.000 | 0.000 | ||
| 2 | 2022.10.13 13:00 | modify | 1 | 0.10 | 165.186 | 166.186 | 163.686 | ||
| 3 | 2022.10.13 16:00 | s/l | 1 | 0.10 | 166.186 | 166.186 | 163.686 | -67.15 | 9932.85 |
| 4 | 2022.11.25 12:00 | sell | 2 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 5 | 2022.11.25 12:00 | modify | 2 | 0.10 | 168.688 | 169.688 | 167.188 | ||
| 6 | 2022.11.28 01:00 | sell | 3 | 0.10 | 167.767 | 0.000 | 0.000 | ||
| 7 | 2022.11.28 01:00 | modify | 3 | 0.10 | 167.767 | 168.013 | 167.188 | ||
| 8 | 2022.11.28 01:00 | modify | 2 | 0.10 | 168.688 | 168.013 | 167.188 | ||
| 9 | 2022.11.28 02:00 | t/p | 2 | 0.10 | 167.188 | 168.013 | 167.188 | 99.16 | 10032.01 |
| 10 | 2022.11.28 02:00 | t/p | 3 | 0.10 | 167.188 | 168.013 | 167.188 | 38.88 | 10070.89 |
| 11 | 2022.11.28 11:00 | buy | 4 | 0.10 | 166.566 | 0.000 | 0.000 | ||
| 12 | 2022.11.28 11:00 | modify | 4 | 0.10 | 166.566 | 165.566 | 168.066 | ||
| 13 | 2022.11.29 10:00 | s/l | 4 | 0.10 | 165.566 | 165.566 | 168.066 | -66.17 | 10004.72 |
| 14 | 2022.12.30 13:00 | buy | 5 | 0.10 | 158.675 | 0.000 | 0.000 | ||
| 15 | 2022.12.30 13:00 | modify | 5 | 0.10 | 158.675 | 157.675 | 160.175 | ||
| 16 | 2023.01.02 10:00 | s/l | 5 | 0.10 | 157.675 | 157.675 | 160.175 | -66.17 | 9938.54 |
| 17 | 2023.01.24 12:00 | buy | 6 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 18 | 2023.01.24 12:00 | modify | 6 | 0.10 | 160.354 | 159.354 | 161.854 | ||
| 19 | 2023.01.26 10:00 | buy | 7 | 0.10 | 160.972 | 0.000 | 0.000 | ||
| 20 | 2023.01.26 10:00 | modify | 7 | 0.10 | 160.972 | 160.429 | 161.854 | ||
| 21 | 2023.01.26 10:00 | modify | 6 | 0.10 | 160.354 | 160.429 | 161.854 | ||
| 22 | 2023.01.27 15:00 | s/l | 6 | 0.10 | 160.429 | 160.429 | 161.854 | 9.97 | 9948.51 |
| 23 | 2023.01.27 15:00 | s/l | 7 | 0.10 | 160.429 | 160.429 | 161.854 | -35.48 | 9913.03 |
| 24 | 2023.02.07 11:00 | buy | 8 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 25 | 2023.02.07 11:00 | modify | 8 | 0.10 | 158.324 | 157.324 | 159.824 | ||
| 26 | 2023.02.13 10:00 | t/p | 8 | 0.10 | 159.824 | 157.324 | 159.824 | 106.65 | 10019.68 |
| 27 | 2023.02.28 12:00 | sell | 9 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 28 | 2023.02.28 12:00 | modify | 9 | 0.10 | 165.423 | 166.423 | 163.923 | ||
| 29 | 2023.02.28 20:00 | t/p | 9 | 0.10 | 163.923 | 166.423 | 163.923 | 100.73 | 10120.41 |
| 30 | 2023.03.10 12:00 | sell | 10 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 31 | 2023.03.10 12:00 | modify | 10 | 0.10 | 164.013 | 165.013 | 162.513 | ||
| 32 | 2023.03.10 16:00 | t/p | 10 | 0.10 | 162.513 | 165.013 | 162.513 | 100.73 | 10221.14 |
| 33 | 2023.03.21 12:00 | sell | 11 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 34 | 2023.03.21 12:00 | modify | 11 | 0.10 | 162.030 | 163.030 | 160.530 | ||
| 35 | 2023.03.22 11:00 | s/l | 11 | 0.10 | 163.030 | 163.030 | 160.530 | -68.73 | 10152.41 |
| 36 | 2023.03.24 11:00 | buy | 12 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 37 | 2023.03.24 11:00 | modify | 12 | 0.10 | 158.525 | 157.525 | 160.025 | ||
| 38 | 2023.03.24 15:00 | buy | 13 | 0.10 | 159.524 | 0.000 | 0.000 | ||
| 39 | 2023.03.24 15:00 | modify | 13 | 0.10 | 159.524 | 159.275 | 160.025 | ||
| 40 | 2023.03.24 15:00 | modify | 12 | 0.10 | 158.525 | 159.275 | 160.025 | ||
| 41 | 2023.03.24 16:00 | s/l | 12 | 0.10 | 159.275 | 159.275 | 160.025 | 50.36 | 10202.77 |
| 42 | 2023.03.24 16:00 | s/l | 13 | 0.10 | 159.275 | 159.275 | 160.025 | -16.73 | 10186.04 |
| 43 | 2023.04.04 12:00 | sell | 14 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 44 | 2023.04.04 12:00 | modify | 14 | 0.10 | 166.029 | 167.029 | 164.529 | ||
| 45 | 2023.04.04 16:00 | t/p | 14 | 0.10 | 164.529 | 167.029 | 164.529 | 100.72 | 10286.76 |
| 46 | 2023.08.03 13:00 | buy | 15 | 0.10 | 180.885 | 0.000 | 0.000 | ||
| 47 | 2023.08.03 13:00 | modify | 15 | 0.10 | 180.885 | 179.885 | 182.385 | ||
| 48 | 2023.08.08 01:00 | t/p | 15 | 0.10 | 182.385 | 179.885 | 182.385 | 103.70 | 10390.46 |
| 49 | 2023.08.23 13:00 | buy | 16 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 50 | 2023.08.23 13:00 | modify | 16 | 0.10 | 183.786 | 182.786 | 185.286 | ||
| 51 | 2023.08.24 03:00 | buy | 17 | 0.10 | 184.386 | 0.000 | 0.000 | ||
| 52 | 2023.08.24 03:00 | modify | 17 | 0.10 | 184.386 | 183.861 | 185.286 | ||
| 53 | 2023.08.24 03:00 | modify | 16 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 54 | 2023.08.24 18:00 | s/l | 16 | 0.10 | 183.861 | 183.861 | 185.286 | 8.00 | 10398.45 |
| 55 | 2023.08.24 18:00 | s/l | 17 | 0.10 | 183.861 | 183.861 | 185.286 | -35.26 | 10363.19 |
| 56 | 2023.09.07 13:00 | buy | 18 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 57 | 2023.09.07 13:00 | modify | 18 | 0.10 | 183.574 | 182.574 | 185.074 | ||
| 58 | 2023.09.08 08:00 | buy | 19 | 0.10 | 184.182 | 0.000 | 0.000 | ||
| 59 | 2023.09.08 08:00 | modify | 19 | 0.10 | 184.182 | 183.649 | 185.074 | ||
| 60 | 2023.09.08 08:00 | modify | 18 | 0.10 | 183.574 | 183.649 | 185.074 | ||
| 61 | 2023.09.10 21:00 | s/l | 18 | 0.10 | 183.649 | 183.649 | 185.074 | 6.02 | 10369.21 |
| 62 | 2023.09.10 21:00 | s/l | 19 | 0.10 | 183.649 | 183.649 | 185.074 | -35.80 | 10333.41 |