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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; 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=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1329.39 | Gross profit | 1851.32 | Gross loss | -521.93 |
| Profit factor | 3.55 | Expected payoff | 35.93 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 179.57 (1.63%) | Relative drawdown | 1.63% (179.57) |
| Total trades | 37 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 26 (69.23%) |
| Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
| Largest | profit trade | 103.82 | loss trade | -62.09 | |
| Average | profit trade | 77.14 | loss trade | -40.15 | |
| Maximum | consecutive wins (profit in money) | 7 (624.56) | consecutive losses (loss in money) | 3 (-179.57) | |
| Maximal | consecutive profit (count of wins) | 624.56 (7) | consecutive loss (count of losses) | -179.57 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.05 15:00 | buy | 1 | 0.10 | 162.841 | 0.000 | 0.000 | ||
| 2 | 2022.10.05 15:00 | modify | 1 | 0.10 | 162.841 | 161.941 | 164.341 | ||
| 3 | 2022.10.05 17:00 | buy | 2 | 0.10 | 163.455 | 0.000 | 0.000 | ||
| 4 | 2022.10.05 17:00 | modify | 2 | 0.10 | 163.455 | 162.916 | 164.341 | ||
| 5 | 2022.10.05 17:00 | buy | 3 | 0.10 | 163.455 | 0.000 | 0.000 | ||
| 6 | 2022.10.05 17:00 | modify | 3 | 0.10 | 163.455 | 163.216 | 164.341 | ||
| 7 | 2022.10.05 17:00 | modify | 1 | 0.10 | 162.841 | 163.216 | 164.341 | ||
| 8 | 2022.10.05 18:00 | modify | 2 | 0.10 | 163.455 | 163.216 | 164.341 | ||
| 9 | 2022.10.06 01:00 | t/p | 1 | 0.10 | 164.341 | 163.216 | 164.341 | 103.82 | 10103.82 |
| 10 | 2022.10.06 01:00 | t/p | 2 | 0.10 | 164.341 | 163.216 | 164.341 | 62.54 | 10166.36 |
| 11 | 2022.10.06 01:00 | t/p | 3 | 0.10 | 164.341 | 163.216 | 164.341 | 62.54 | 10228.90 |
| 12 | 2022.10.06 16:00 | buy | 4 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 13 | 2022.10.06 16:00 | modify | 4 | 0.10 | 161.378 | 160.478 | 162.878 | ||
| 14 | 2022.10.07 09:00 | buy | 5 | 0.10 | 162.137 | 0.000 | 0.000 | ||
| 15 | 2022.10.07 09:00 | modify | 5 | 0.10 | 162.137 | 161.903 | 162.878 | ||
| 16 | 2022.10.07 09:00 | modify | 4 | 0.10 | 161.378 | 161.903 | 162.878 | ||
| 17 | 2022.10.07 13:00 | s/l | 4 | 0.10 | 161.903 | 161.903 | 162.878 | 36.29 | 10265.18 |
| 18 | 2022.10.07 13:00 | s/l | 5 | 0.10 | 161.903 | 161.903 | 162.878 | -15.73 | 10249.45 |
| 19 | 2022.10.11 16:00 | sell | 6 | 0.10 | 162.508 | 0.000 | 0.000 | ||
| 20 | 2022.10.11 16:00 | modify | 6 | 0.10 | 162.508 | 163.408 | 161.008 | ||
| 21 | 2022.10.11 19:00 | t/p | 6 | 0.10 | 161.008 | 163.408 | 161.008 | 100.85 | 10350.30 |
| 22 | 2022.10.13 12:00 | sell | 7 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 23 | 2022.10.13 12:00 | modify | 7 | 0.10 | 165.204 | 166.104 | 163.704 | ||
| 24 | 2022.10.13 16:00 | s/l | 7 | 0.10 | 166.104 | 166.104 | 163.704 | -60.51 | 10289.79 |
| 25 | 2022.10.14 12:00 | buy | 8 | 0.10 | 165.486 | 0.000 | 0.000 | ||
| 26 | 2022.10.14 12:00 | modify | 8 | 0.10 | 165.486 | 164.586 | 166.986 | ||
| 27 | 2022.10.14 15:00 | t/p | 8 | 0.10 | 166.986 | 164.586 | 166.986 | 100.86 | 10390.65 |
| 28 | 2022.10.17 15:00 | sell | 9 | 0.10 | 170.015 | 0.000 | 0.000 | ||
| 29 | 2022.10.17 15:00 | modify | 9 | 0.10 | 170.015 | 170.915 | 168.515 | ||
| 30 | 2022.10.17 18:00 | sell | 10 | 0.10 | 169.265 | 0.000 | 0.000 | ||
| 31 | 2022.10.17 18:00 | modify | 10 | 0.10 | 169.265 | 169.490 | 168.515 | ||
| 32 | 2022.10.17 18:00 | modify | 9 | 0.10 | 170.015 | 169.490 | 168.515 | ||
| 33 | 2022.10.18 05:00 | s/l | 9 | 0.10 | 169.490 | 169.490 | 168.515 | 33.73 | 10424.38 |
| 34 | 2022.10.18 05:00 | s/l | 10 | 0.10 | 169.490 | 169.490 | 168.515 | -16.70 | 10407.68 |
| 35 | 2022.10.21 16:00 | buy | 11 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 36 | 2022.10.21 16:00 | modify | 11 | 0.10 | 165.201 | 164.301 | 166.701 | ||
| 37 | 2022.10.21 17:00 | buy | 12 | 0.10 | 165.817 | 0.000 | 0.000 | ||
| 38 | 2022.10.21 17:00 | modify | 12 | 0.10 | 165.817 | 165.276 | 166.701 | ||
| 39 | 2022.10.21 17:00 | buy | 13 | 0.10 | 165.817 | 0.000 | 0.000 | ||
| 40 | 2022.10.21 17:00 | modify | 13 | 0.10 | 165.817 | 165.576 | 166.701 | ||
| 41 | 2022.10.21 17:00 | modify | 11 | 0.10 | 165.201 | 165.576 | 166.701 | ||
| 42 | 2022.10.21 18:00 | t/p | 11 | 0.10 | 166.701 | 165.576 | 166.701 | 100.86 | 10508.54 |
| 43 | 2022.10.21 18:00 | t/p | 12 | 0.10 | 166.701 | 165.276 | 166.701 | 59.44 | 10567.98 |
| 44 | 2022.10.21 18:00 | t/p | 13 | 0.10 | 166.701 | 165.576 | 166.701 | 59.44 | 10627.42 |
| 45 | 2022.11.03 13:00 | buy | 14 | 0.10 | 165.733 | 0.000 | 0.000 | ||
| 46 | 2022.11.03 13:00 | modify | 14 | 0.10 | 165.733 | 164.833 | 167.233 | ||
| 47 | 2022.11.07 09:00 | t/p | 14 | 0.10 | 167.233 | 164.833 | 167.233 | 102.83 | 10730.25 |
| 48 | 2022.11.11 11:00 | buy | 15 | 0.10 | 163.818 | 0.000 | 0.000 | ||
| 49 | 2022.11.11 11:00 | modify | 15 | 0.10 | 163.818 | 162.918 | 165.318 | ||
| 50 | 2022.11.14 10:00 | t/p | 15 | 0.10 | 165.318 | 162.918 | 165.318 | 101.85 | 10832.10 |
| 51 | 2022.12.01 15:00 | sell | 16 | 0.10 | 166.999 | 0.000 | 0.000 | ||
| 52 | 2022.12.01 15:00 | modify | 16 | 0.10 | 166.999 | 167.899 | 165.499 | ||
| 53 | 2022.12.02 02:00 | t/p | 16 | 0.10 | 165.499 | 167.899 | 165.499 | 99.28 | 10931.38 |
| 54 | 2023.01.03 10:00 | buy | 17 | 0.10 | 155.535 | 0.000 | 0.000 | ||
| 55 | 2023.01.03 10:00 | modify | 17 | 0.10 | 155.535 | 154.635 | 157.035 | ||
| 56 | 2023.01.03 15:00 | t/p | 17 | 0.10 | 157.035 | 154.635 | 157.035 | 100.86 | 11032.24 |
| 57 | 2023.01.04 16:00 | sell | 18 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 58 | 2023.01.04 16:00 | modify | 18 | 0.10 | 158.999 | 159.899 | 157.499 | ||
| 59 | 2023.01.04 18:00 | s/l | 18 | 0.10 | 159.899 | 159.899 | 157.499 | -60.51 | 10971.73 |
| 60 | 2023.01.12 15:00 | buy | 19 | 0.10 | 158.268 | 0.000 | 0.000 | ||
| 61 | 2023.01.12 15:00 | modify | 19 | 0.10 | 158.268 | 157.368 | 159.768 | ||
| 62 | 2023.01.13 01:00 | s/l | 19 | 0.10 | 157.368 | 157.368 | 159.768 | -59.53 | 10912.20 |
| 63 | 2023.02.02 13:00 | buy | 20 | 0.10 | 157.874 | 0.000 | 0.000 | ||
| 64 | 2023.02.02 13:00 | modify | 20 | 0.10 | 157.874 | 156.974 | 159.374 | ||
| 65 | 2023.02.03 01:00 | s/l | 20 | 0.10 | 156.974 | 156.974 | 159.374 | -59.52 | 10852.67 |
| 66 | 2023.02.10 09:00 | buy | 21 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 67 | 2023.02.10 09:00 | modify | 21 | 0.10 | 158.138 | 157.238 | 159.638 | ||
| 68 | 2023.02.13 03:00 | buy | 22 | 0.10 | 158.758 | 0.000 | 0.000 | ||
| 69 | 2023.02.13 03:00 | modify | 22 | 0.10 | 158.758 | 158.213 | 159.638 | ||
| 70 | 2023.02.13 03:00 | buy | 23 | 0.10 | 158.758 | 0.000 | 0.000 | ||
| 71 | 2023.02.13 03:00 | modify | 23 | 0.10 | 158.758 | 158.513 | 159.638 | ||
| 72 | 2023.02.13 03:00 | modify | 21 | 0.10 | 158.138 | 158.513 | 159.638 | ||
| 73 | 2023.02.13 04:00 | modify | 22 | 0.10 | 158.758 | 158.513 | 159.638 | ||
| 74 | 2023.02.13 10:00 | t/p | 21 | 0.10 | 159.638 | 158.513 | 159.638 | 101.85 | 10954.52 |
| 75 | 2023.02.13 10:00 | t/p | 22 | 0.10 | 159.638 | 158.513 | 159.638 | 59.17 | 11013.69 |
| 76 | 2023.02.13 10:00 | t/p | 23 | 0.10 | 159.638 | 158.513 | 159.638 | 59.17 | 11072.86 |
| 77 | 2023.03.13 10:00 | buy | 24 | 0.10 | 160.930 | 0.000 | 0.000 | ||
| 78 | 2023.03.13 10:00 | modify | 24 | 0.10 | 160.930 | 160.030 | 162.430 | ||
| 79 | 2023.03.13 19:00 | t/p | 24 | 0.10 | 162.430 | 160.030 | 162.430 | 100.86 | 11173.72 |
| 80 | 2023.03.15 11:00 | buy | 25 | 0.10 | 161.276 | 0.000 | 0.000 | ||
| 81 | 2023.03.15 11:00 | modify | 25 | 0.10 | 161.276 | 160.376 | 162.776 | ||
| 82 | 2023.03.15 13:00 | s/l | 25 | 0.10 | 160.376 | 160.376 | 162.776 | -60.52 | 11113.20 |
| 83 | 2023.03.16 18:00 | sell | 26 | 0.10 | 161.811 | 0.000 | 0.000 | ||
| 84 | 2023.03.16 18:00 | modify | 26 | 0.10 | 161.811 | 162.711 | 160.311 | ||
| 85 | 2023.03.17 13:00 | t/p | 26 | 0.10 | 160.311 | 162.711 | 160.311 | 99.28 | 11212.48 |
| 86 | 2023.03.22 20:00 | buy | 27 | 0.10 | 161.038 | 0.000 | 0.000 | ||
| 87 | 2023.03.22 20:00 | modify | 27 | 0.10 | 161.038 | 160.138 | 162.538 | ||
| 88 | 2023.03.23 15:00 | buy | 28 | 0.10 | 161.648 | 0.000 | 0.000 | ||
| 89 | 2023.03.23 15:00 | modify | 28 | 0.10 | 161.648 | 161.113 | 162.538 | ||
| 90 | 2023.03.23 15:00 | buy | 29 | 0.10 | 161.648 | 0.000 | 0.000 | ||
| 91 | 2023.03.23 15:00 | modify | 29 | 0.10 | 161.648 | 161.413 | 162.538 | ||
| 92 | 2023.03.23 15:00 | modify | 27 | 0.10 | 161.038 | 161.413 | 162.538 | ||
| 93 | 2023.03.23 16:00 | s/l | 27 | 0.10 | 161.413 | 161.413 | 162.538 | 28.17 | 11240.65 |
| 94 | 2023.03.23 16:00 | s/l | 29 | 0.10 | 161.413 | 161.413 | 162.538 | -15.80 | 11224.85 |
| 95 | 2023.03.23 16:00 | close | 28 | 0.10 | 161.395 | 161.113 | 162.538 | -17.01 | 11207.84 |
| 96 | 2023.03.24 10:00 | buy | 30 | 0.10 | 158.511 | 0.000 | 0.000 | ||
| 97 | 2023.03.24 10:00 | modify | 30 | 0.10 | 158.511 | 157.611 | 160.011 | ||
| 98 | 2023.03.24 20:00 | t/p | 30 | 0.10 | 160.011 | 157.611 | 160.011 | 100.86 | 11308.70 |
| 99 | 2023.04.04 10:00 | sell | 31 | 0.10 | 166.177 | 0.000 | 0.000 | ||
| 100 | 2023.04.04 10:00 | modify | 31 | 0.10 | 166.177 | 167.077 | 164.677 | ||
| 101 | 2023.04.04 16:00 | t/p | 31 | 0.10 | 164.677 | 167.077 | 164.677 | 100.85 | 11409.55 |
| 102 | 2023.04.28 15:00 | sell | 32 | 0.10 | 170.935 | 0.000 | 0.000 | ||
| 103 | 2023.04.28 15:00 | modify | 32 | 0.10 | 170.935 | 171.835 | 169.435 | ||
| 104 | 2023.05.01 03:00 | s/l | 32 | 0.10 | 171.835 | 171.835 | 169.435 | -62.09 | 11347.45 |
| 105 | 2023.07.21 09:00 | sell | 33 | 0.10 | 182.470 | 0.000 | 0.000 | ||
| 106 | 2023.07.21 09:00 | modify | 33 | 0.10 | 182.470 | 183.370 | 180.970 | ||
| 107 | 2023.07.24 08:00 | sell | 34 | 0.10 | 181.698 | 0.000 | 0.000 | ||
| 108 | 2023.07.24 08:00 | modify | 34 | 0.10 | 181.698 | 181.945 | 180.970 | ||
| 109 | 2023.07.24 08:00 | modify | 33 | 0.10 | 182.470 | 181.945 | 180.970 | ||
| 110 | 2023.07.24 09:00 | s/l | 33 | 0.10 | 181.945 | 181.945 | 180.970 | 33.73 | 11381.18 |
| 111 | 2023.07.24 09:00 | s/l | 34 | 0.10 | 181.945 | 181.945 | 180.970 | -16.60 | 11364.58 |
| 112 | 2023.07.27 18:00 | buy | 35 | 0.10 | 179.054 | 0.000 | 0.000 | ||
| 113 | 2023.07.27 18:00 | modify | 35 | 0.10 | 179.054 | 178.154 | 180.554 | ||
| 114 | 2023.07.27 20:00 | s/l | 35 | 0.10 | 178.154 | 178.154 | 180.554 | -60.52 | 11304.06 |
| 115 | 2023.09.21 12:00 | buy | 36 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 116 | 2023.09.21 12:00 | modify | 36 | 0.10 | 181.552 | 180.652 | 183.052 | ||
| 117 | 2023.09.28 12:00 | buy | 37 | 0.10 | 182.328 | 0.000 | 0.000 | ||
| 118 | 2023.09.28 12:00 | modify | 37 | 0.10 | 182.328 | 182.077 | 183.052 | ||
| 119 | 2023.09.28 12:00 | modify | 36 | 0.10 | 181.552 | 182.077 | 183.052 | ||
| 120 | 2023.09.28 13:00 | s/l | 36 | 0.10 | 182.077 | 182.077 | 183.052 | 42.20 | 11346.27 |
| 121 | 2023.09.28 13:00 | s/l | 37 | 0.10 | 182.077 | 182.077 | 183.052 | -16.88 | 11329.39 |