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 20:00 (2022.10.01 - 2023.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 851.76 | Gross profit | 1101.31 | Gross loss | -249.55 |
| Profit factor | 4.41 | Expected payoff | 23.02 | ||
| Absolute drawdown | 17.67 | Maximal drawdown | 189.49 (1.83%) | Relative drawdown | 1.83% (189.49) |
| Total trades | 37 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
| Largest | profit trade | 100.74 | loss trade | -36.53 | |
| Average | profit trade | 42.36 | loss trade | -22.69 | |
| Maximum | consecutive wins (profit in money) | 7 (449.11) | consecutive losses (loss in money) | 2 (-26.12) | |
| Maximal | consecutive profit (count of wins) | 449.11 (7) | consecutive loss (count of losses) | -36.53 (1) | |
| Average | consecutive wins | 3 | 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 13:15 | sell | 2 | 0.10 | 164.577 | 0.000 | 0.000 | ||
| 4 | 2022.10.13 13:15 | modify | 2 | 0.10 | 164.577 | 165.111 | 163.686 | ||
| 5 | 2022.10.13 13:15 | modify | 1 | 0.10 | 165.186 | 165.111 | 163.686 | ||
| 6 | 2022.10.13 13:37 | sell | 3 | 0.10 | 164.280 | 0.000 | 0.000 | ||
| 7 | 2022.10.13 13:37 | modify | 3 | 0.10 | 164.280 | 164.511 | 163.686 | ||
| 8 | 2022.10.13 13:37 | modify | 2 | 0.10 | 164.577 | 164.511 | 163.686 | ||
| 9 | 2022.10.13 13:37 | modify | 1 | 0.10 | 165.186 | 164.511 | 163.686 | ||
| 10 | 2022.10.13 13:40 | s/l | 1 | 0.10 | 164.511 | 164.511 | 163.686 | 45.33 | 10045.33 |
| 11 | 2022.10.13 13:40 | s/l | 2 | 0.10 | 164.511 | 164.511 | 163.686 | 4.44 | 10049.77 |
| 12 | 2022.10.13 13:40 | s/l | 3 | 0.10 | 164.511 | 164.511 | 163.686 | -15.51 | 10034.26 |
| 13 | 2022.11.25 12:00 | sell | 4 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 14 | 2022.11.25 12:00 | modify | 4 | 0.10 | 168.688 | 169.688 | 167.188 | ||
| 15 | 2022.11.25 15:20 | sell | 5 | 0.10 | 168.078 | 0.000 | 0.000 | ||
| 16 | 2022.11.25 15:20 | modify | 5 | 0.10 | 168.078 | 168.613 | 167.188 | ||
| 17 | 2022.11.25 15:20 | modify | 4 | 0.10 | 168.688 | 168.613 | 167.188 | ||
| 18 | 2022.11.28 00:40 | sell | 6 | 0.10 | 167.765 | 0.000 | 0.000 | ||
| 19 | 2022.11.28 00:40 | modify | 6 | 0.10 | 167.765 | 168.013 | 167.188 | ||
| 20 | 2022.11.28 00:40 | modify | 5 | 0.10 | 168.078 | 168.013 | 167.188 | ||
| 21 | 2022.11.28 00:40 | modify | 4 | 0.10 | 168.688 | 168.013 | 167.188 | ||
| 22 | 2022.11.28 00:45 | sell | 7 | 0.10 | 167.693 | 0.000 | 0.000 | ||
| 23 | 2022.11.28 00:45 | modify | 7 | 0.10 | 167.693 | 167.938 | 167.188 | ||
| 24 | 2022.11.28 00:45 | modify | 6 | 0.10 | 167.765 | 167.938 | 167.188 | ||
| 25 | 2022.11.28 00:45 | modify | 5 | 0.10 | 168.078 | 167.938 | 167.188 | ||
| 26 | 2022.11.28 00:45 | modify | 4 | 0.10 | 168.688 | 167.938 | 167.188 | ||
| 27 | 2022.11.28 01:45 | t/p | 4 | 0.10 | 167.188 | 167.938 | 167.188 | 99.16 | 10133.42 |
| 28 | 2022.11.28 01:45 | t/p | 5 | 0.10 | 167.188 | 167.938 | 167.188 | 58.20 | 10191.62 |
| 29 | 2022.11.28 01:45 | t/p | 6 | 0.10 | 167.188 | 167.938 | 167.188 | 38.75 | 10230.37 |
| 30 | 2022.11.28 01:45 | t/p | 7 | 0.10 | 167.188 | 167.938 | 167.188 | 33.91 | 10264.28 |
| 31 | 2022.11.28 11:00 | buy | 8 | 0.10 | 166.566 | 0.000 | 0.000 | ||
| 32 | 2022.11.28 11:00 | modify | 8 | 0.10 | 166.566 | 165.566 | 168.066 | ||
| 33 | 2022.11.28 12:07 | buy | 9 | 0.10 | 167.174 | 0.000 | 0.000 | ||
| 34 | 2022.11.28 12:07 | modify | 9 | 0.10 | 167.174 | 166.641 | 168.066 | ||
| 35 | 2022.11.28 12:07 | modify | 8 | 0.10 | 166.566 | 166.641 | 168.066 | ||
| 36 | 2022.11.28 13:20 | buy | 10 | 0.10 | 167.472 | 0.000 | 0.000 | ||
| 37 | 2022.11.28 13:20 | modify | 10 | 0.10 | 167.472 | 167.241 | 168.066 | ||
| 38 | 2022.11.28 13:20 | modify | 9 | 0.10 | 167.174 | 167.241 | 168.066 | ||
| 39 | 2022.11.28 13:20 | modify | 8 | 0.10 | 166.566 | 167.241 | 168.066 | ||
| 40 | 2022.11.28 13:27 | s/l | 8 | 0.10 | 167.241 | 167.241 | 168.066 | 45.34 | 10309.62 |
| 41 | 2022.11.28 13:27 | s/l | 9 | 0.10 | 167.241 | 167.241 | 168.066 | 4.50 | 10314.12 |
| 42 | 2022.11.28 13:27 | s/l | 10 | 0.10 | 167.241 | 167.241 | 168.066 | -15.51 | 10298.61 |
| 43 | 2022.12.30 13:00 | buy | 11 | 0.10 | 158.675 | 0.000 | 0.000 | ||
| 44 | 2022.12.30 13:00 | modify | 11 | 0.10 | 158.675 | 157.675 | 160.175 | ||
| 45 | 2022.12.30 14:32 | buy | 12 | 0.10 | 159.279 | 0.000 | 0.000 | ||
| 46 | 2022.12.30 14:32 | modify | 12 | 0.10 | 159.279 | 158.750 | 160.175 | ||
| 47 | 2022.12.30 14:32 | modify | 11 | 0.10 | 158.675 | 158.750 | 160.175 | ||
| 48 | 2022.12.30 15:50 | s/l | 11 | 0.10 | 158.750 | 158.750 | 160.175 | 5.04 | 10303.65 |
| 49 | 2022.12.30 15:50 | s/l | 12 | 0.10 | 158.750 | 158.750 | 160.175 | -35.53 | 10268.12 |
| 50 | 2023.01.24 12:00 | buy | 13 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 51 | 2023.01.24 12:00 | modify | 13 | 0.10 | 160.354 | 159.354 | 161.854 | ||
| 52 | 2023.01.25 03:50 | buy | 14 | 0.10 | 160.957 | 0.000 | 0.000 | ||
| 53 | 2023.01.25 03:50 | modify | 14 | 0.10 | 160.957 | 160.429 | 161.854 | ||
| 54 | 2023.01.25 03:50 | modify | 13 | 0.10 | 160.354 | 160.429 | 161.854 | ||
| 55 | 2023.01.25 08:50 | s/l | 13 | 0.10 | 160.429 | 160.429 | 161.854 | 6.02 | 10274.13 |
| 56 | 2023.01.25 08:50 | s/l | 14 | 0.10 | 160.429 | 160.429 | 161.854 | -35.46 | 10238.67 |
| 57 | 2023.02.07 11:00 | buy | 15 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 58 | 2023.02.07 11:00 | modify | 15 | 0.10 | 158.324 | 157.324 | 159.824 | ||
| 59 | 2023.02.09 05:15 | buy | 16 | 0.10 | 158.929 | 0.000 | 0.000 | ||
| 60 | 2023.02.09 05:15 | modify | 16 | 0.10 | 158.929 | 158.399 | 159.824 | ||
| 61 | 2023.02.09 05:15 | modify | 15 | 0.10 | 158.324 | 158.399 | 159.824 | ||
| 62 | 2023.02.09 05:50 | s/l | 15 | 0.10 | 158.399 | 158.399 | 159.824 | 8.99 | 10247.66 |
| 63 | 2023.02.09 05:50 | s/l | 16 | 0.10 | 158.399 | 158.399 | 159.824 | -35.59 | 10212.07 |
| 64 | 2023.02.28 12:00 | sell | 17 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 65 | 2023.02.28 12:00 | modify | 17 | 0.10 | 165.423 | 166.423 | 163.923 | ||
| 66 | 2023.02.28 16:02 | sell | 18 | 0.10 | 164.816 | 0.000 | 0.000 | ||
| 67 | 2023.02.28 16:02 | modify | 18 | 0.10 | 164.816 | 165.348 | 163.923 | ||
| 68 | 2023.02.28 16:02 | modify | 17 | 0.10 | 165.423 | 165.348 | 163.923 | ||
| 69 | 2023.02.28 16:50 | sell | 19 | 0.10 | 164.522 | 0.000 | 0.000 | ||
| 70 | 2023.02.28 16:50 | modify | 19 | 0.10 | 164.522 | 164.748 | 163.923 | ||
| 71 | 2023.02.28 16:50 | modify | 18 | 0.10 | 164.816 | 164.748 | 163.923 | ||
| 72 | 2023.02.28 16:50 | modify | 17 | 0.10 | 165.423 | 164.748 | 163.923 | ||
| 73 | 2023.02.28 19:20 | t/p | 17 | 0.10 | 163.923 | 164.748 | 163.923 | 100.73 | 10312.80 |
| 74 | 2023.02.28 19:20 | t/p | 18 | 0.10 | 163.923 | 164.748 | 163.923 | 59.97 | 10372.77 |
| 75 | 2023.02.28 19:20 | t/p | 19 | 0.10 | 163.923 | 164.748 | 163.923 | 40.22 | 10412.99 |
| 76 | 2023.03.10 12:00 | sell | 20 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 77 | 2023.03.10 12:00 | modify | 20 | 0.10 | 164.013 | 165.013 | 162.513 | ||
| 78 | 2023.03.10 14:15 | sell | 21 | 0.10 | 163.387 | 0.000 | 0.000 | ||
| 79 | 2023.03.10 14:15 | modify | 21 | 0.10 | 163.387 | 163.938 | 162.513 | ||
| 80 | 2023.03.10 14:15 | modify | 20 | 0.10 | 164.013 | 163.938 | 162.513 | ||
| 81 | 2023.03.10 14:35 | sell | 22 | 0.10 | 163.085 | 0.000 | 0.000 | ||
| 82 | 2023.03.10 14:35 | modify | 22 | 0.10 | 163.085 | 163.338 | 162.513 | ||
| 83 | 2023.03.10 14:35 | modify | 21 | 0.10 | 163.387 | 163.338 | 162.513 | ||
| 84 | 2023.03.10 14:35 | modify | 20 | 0.10 | 164.013 | 163.338 | 162.513 | ||
| 85 | 2023.03.10 15:50 | t/p | 20 | 0.10 | 162.513 | 163.338 | 162.513 | 100.73 | 10513.72 |
| 86 | 2023.03.10 15:50 | t/p | 21 | 0.10 | 162.513 | 163.338 | 162.513 | 58.69 | 10572.41 |
| 87 | 2023.03.10 15:50 | t/p | 22 | 0.10 | 162.513 | 163.338 | 162.513 | 38.41 | 10610.82 |
| 88 | 2023.03.21 12:00 | sell | 23 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 89 | 2023.03.21 12:00 | modify | 23 | 0.10 | 162.030 | 163.030 | 160.530 | ||
| 90 | 2023.03.21 14:55 | sell | 24 | 0.10 | 161.034 | 0.000 | 0.000 | ||
| 91 | 2023.03.21 14:55 | modify | 24 | 0.10 | 161.034 | 161.280 | 160.530 | ||
| 92 | 2023.03.21 14:55 | modify | 23 | 0.10 | 162.030 | 161.280 | 160.530 | ||
| 93 | 2023.03.21 15:15 | s/l | 23 | 0.10 | 161.280 | 161.280 | 160.530 | 50.36 | 10661.18 |
| 94 | 2023.03.21 15:15 | s/l | 24 | 0.10 | 161.280 | 161.280 | 160.530 | -16.52 | 10644.66 |
| 95 | 2023.03.24 11:00 | buy | 25 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 96 | 2023.03.24 11:00 | modify | 25 | 0.10 | 158.525 | 157.525 | 160.025 | ||
| 97 | 2023.03.24 13:25 | buy | 26 | 0.10 | 159.438 | 0.000 | 0.000 | ||
| 98 | 2023.03.24 13:25 | modify | 26 | 0.10 | 159.438 | 159.200 | 160.025 | ||
| 99 | 2023.03.24 13:25 | modify | 25 | 0.10 | 158.525 | 159.200 | 160.025 | ||
| 100 | 2023.03.24 13:32 | s/l | 25 | 0.10 | 159.200 | 159.200 | 160.025 | 45.33 | 10689.99 |
| 101 | 2023.03.24 13:32 | s/l | 26 | 0.10 | 159.200 | 159.200 | 160.025 | -15.99 | 10674.00 |
| 102 | 2023.04.04 12:00 | sell | 27 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 103 | 2023.04.04 12:00 | modify | 27 | 0.10 | 166.029 | 167.029 | 164.529 | ||
| 104 | 2023.04.04 14:15 | sell | 28 | 0.10 | 165.045 | 0.000 | 0.000 | ||
| 105 | 2023.04.04 14:15 | modify | 28 | 0.10 | 165.045 | 165.279 | 164.529 | ||
| 106 | 2023.04.04 14:15 | modify | 27 | 0.10 | 166.029 | 165.279 | 164.529 | ||
| 107 | 2023.04.04 15:45 | t/p | 27 | 0.10 | 164.529 | 165.279 | 164.529 | 100.74 | 10774.74 |
| 108 | 2023.04.04 15:45 | t/p | 28 | 0.10 | 164.529 | 165.279 | 164.529 | 34.65 | 10809.39 |
| 109 | 2023.08.03 13:00 | buy | 29 | 0.10 | 180.885 | 0.000 | 0.000 | ||
| 110 | 2023.08.03 13:00 | modify | 29 | 0.10 | 180.885 | 179.885 | 182.385 | ||
| 111 | 2023.08.04 00:25 | buy | 30 | 0.10 | 181.504 | 0.000 | 0.000 | ||
| 112 | 2023.08.04 00:25 | modify | 30 | 0.10 | 181.504 | 180.960 | 182.385 | ||
| 113 | 2023.08.04 00:25 | modify | 29 | 0.10 | 180.885 | 180.960 | 182.385 | ||
| 114 | 2023.08.04 13:59 | s/l | 29 | 0.10 | 180.960 | 180.960 | 182.385 | 6.03 | 10815.42 |
| 115 | 2023.08.04 13:59 | s/l | 30 | 0.10 | 180.960 | 180.960 | 182.385 | -36.53 | 10778.89 |
| 116 | 2023.08.23 13:00 | buy | 31 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 117 | 2023.08.23 13:00 | modify | 31 | 0.10 | 183.786 | 182.786 | 185.286 | ||
| 118 | 2023.08.23 19:50 | buy | 32 | 0.10 | 184.398 | 0.000 | 0.000 | ||
| 119 | 2023.08.23 19:50 | modify | 32 | 0.10 | 184.398 | 183.861 | 185.286 | ||
| 120 | 2023.08.23 19:50 | modify | 31 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 121 | 2023.08.24 05:10 | buy | 33 | 0.10 | 184.690 | 0.000 | 0.000 | ||
| 122 | 2023.08.24 05:10 | modify | 33 | 0.10 | 184.690 | 184.461 | 185.286 | ||
| 123 | 2023.08.24 05:10 | modify | 32 | 0.10 | 184.398 | 184.461 | 185.286 | ||
| 124 | 2023.08.24 05:10 | modify | 31 | 0.10 | 183.786 | 184.461 | 185.286 | ||
| 125 | 2023.08.24 05:50 | buy | 34 | 0.10 | 184.771 | 0.000 | 0.000 | ||
| 126 | 2023.08.24 05:50 | modify | 34 | 0.10 | 184.771 | 184.536 | 185.286 | ||
| 127 | 2023.08.24 05:50 | modify | 33 | 0.10 | 184.690 | 184.536 | 185.286 | ||
| 128 | 2023.08.24 05:50 | modify | 32 | 0.10 | 184.398 | 184.536 | 185.286 | ||
| 129 | 2023.08.24 05:50 | modify | 31 | 0.10 | 183.786 | 184.536 | 185.286 | ||
| 130 | 2023.08.24 06:15 | s/l | 31 | 0.10 | 184.536 | 184.536 | 185.286 | 53.33 | 10832.21 |
| 131 | 2023.08.24 06:15 | s/l | 32 | 0.10 | 184.536 | 184.536 | 185.286 | 12.23 | 10844.44 |
| 132 | 2023.08.24 06:15 | s/l | 33 | 0.10 | 184.536 | 184.536 | 185.286 | -10.34 | 10834.10 |
| 133 | 2023.08.24 06:15 | s/l | 34 | 0.10 | 184.536 | 184.536 | 185.286 | -15.78 | 10818.32 |
| 134 | 2023.09.07 13:00 | buy | 35 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 135 | 2023.09.07 13:00 | modify | 35 | 0.10 | 183.574 | 182.574 | 185.074 | ||
| 136 | 2023.09.08 07:55 | buy | 36 | 0.10 | 184.191 | 0.000 | 0.000 | ||
| 137 | 2023.09.08 07:55 | modify | 36 | 0.10 | 184.191 | 183.649 | 185.074 | ||
| 138 | 2023.09.08 07:55 | modify | 35 | 0.10 | 183.574 | 183.649 | 185.074 | ||
| 139 | 2023.09.08 14:20 | buy | 37 | 0.10 | 184.499 | 0.000 | 0.000 | ||
| 140 | 2023.09.08 14:20 | modify | 37 | 0.10 | 184.499 | 184.249 | 185.074 | ||
| 141 | 2023.09.08 14:20 | modify | 36 | 0.10 | 184.191 | 184.249 | 185.074 | ||
| 142 | 2023.09.08 14:20 | modify | 35 | 0.10 | 183.574 | 184.249 | 185.074 | ||
| 143 | 2023.09.08 14:32 | s/l | 35 | 0.10 | 184.249 | 184.249 | 185.074 | 46.33 | 10864.65 |
| 144 | 2023.09.08 14:32 | s/l | 36 | 0.10 | 184.249 | 184.249 | 185.074 | 3.90 | 10868.55 |
| 145 | 2023.09.08 14:32 | s/l | 37 | 0.10 | 184.249 | 184.249 | 185.074 | -16.79 | 10851.76 |