Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7263 | Ticks modelled | 159029 | Modelling quality | n/a |
| Mismatched charts errors | 30 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 929.10 | Gross profit | 1168.17 | Gross loss | -239.07 |
| Profit factor | 4.89 | Expected payoff | 29.03 | ||
| Absolute drawdown | 126.44 | Maximal drawdown | 271.84 (2.68%) | Relative drawdown | 2.68% (271.84) |
| Total trades | 32 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 103.57 | loss trade | -75.95 | |
| Average | profit trade | 53.10 | loss trade | -23.91 | |
| Maximum | consecutive wins (profit in money) | 10 (566.18) | consecutive losses (loss in money) | 3 (-55.24) | |
| Maximal | consecutive profit (count of wins) | 566.18 (10) | consecutive loss (count of losses) | -92.59 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.16 10:00 | buy | 1 | 0.10 | 166.635 | 0.000 | 0.000 | ||
| 2 | 2022.12.16 10:00 | modify | 1 | 0.10 | 166.635 | 165.535 | 168.135 | ||
| 3 | 2022.12.16 11:20 | buy | 2 | 0.10 | 167.401 | 0.000 | 0.000 | ||
| 4 | 2022.12.16 11:20 | modify | 2 | 0.10 | 167.401 | 167.160 | 168.135 | ||
| 5 | 2022.12.16 11:20 | modify | 1 | 0.10 | 166.635 | 167.160 | 168.135 | ||
| 6 | 2022.12.16 11:40 | s/l | 1 | 0.10 | 167.160 | 167.160 | 168.135 | 36.25 | 10036.25 |
| 7 | 2022.12.16 11:40 | s/l | 2 | 0.10 | 167.160 | 167.160 | 168.135 | -16.64 | 10019.61 |
| 8 | 2022.12.30 10:00 | buy | 3 | 0.10 | 158.996 | 0.000 | 0.000 | ||
| 9 | 2022.12.30 10:00 | modify | 3 | 0.10 | 158.996 | 157.896 | 160.496 | ||
| 10 | 2022.12.30 19:02 | s/l | 3 | 0.10 | 157.896 | 157.896 | 160.496 | -75.95 | 9943.66 |
| 11 | 2023.01.24 12:00 | buy | 4 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 12 | 2023.01.24 12:00 | modify | 4 | 0.10 | 160.354 | 159.254 | 161.854 | ||
| 13 | 2023.01.26 13:45 | buy | 5 | 0.10 | 161.126 | 0.000 | 0.000 | ||
| 14 | 2023.01.26 13:45 | modify | 5 | 0.10 | 161.126 | 160.879 | 161.854 | ||
| 15 | 2023.01.26 13:45 | modify | 4 | 0.10 | 160.354 | 160.879 | 161.854 | ||
| 16 | 2023.01.26 13:50 | buy | 6 | 0.10 | 161.260 | 0.000 | 0.000 | ||
| 17 | 2023.01.26 13:50 | modify | 6 | 0.10 | 161.260 | 160.729 | 161.854 | ||
| 18 | 2023.01.26 13:50 | modify | 5 | 0.10 | 161.126 | 160.729 | 161.854 | ||
| 19 | 2023.01.26 13:50 | modify | 4 | 0.10 | 160.354 | 160.729 | 161.854 | ||
| 20 | 2023.01.26 14:15 | buy | 7 | 0.10 | 161.330 | 0.000 | 0.000 | ||
| 21 | 2023.01.26 14:15 | modify | 7 | 0.10 | 161.330 | 160.954 | 161.854 | ||
| 22 | 2023.01.26 14:15 | modify | 6 | 0.10 | 161.260 | 160.954 | 161.854 | ||
| 23 | 2023.01.26 14:15 | modify | 5 | 0.10 | 161.126 | 160.954 | 161.854 | ||
| 24 | 2023.01.26 14:15 | modify | 4 | 0.10 | 160.354 | 160.954 | 161.854 | ||
| 25 | 2023.01.27 00:45 | s/l | 4 | 0.10 | 160.954 | 160.954 | 161.854 | 47.63 | 9991.29 |
| 26 | 2023.01.27 00:45 | s/l | 5 | 0.10 | 160.954 | 160.954 | 161.854 | -10.64 | 9980.66 |
| 27 | 2023.01.27 00:45 | s/l | 6 | 0.10 | 160.954 | 160.954 | 161.854 | -19.89 | 9960.77 |
| 28 | 2023.01.27 00:45 | s/l | 7 | 0.10 | 160.954 | 160.954 | 161.854 | -24.72 | 9936.05 |
| 29 | 2023.02.07 11:00 | buy | 8 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 30 | 2023.02.07 11:00 | modify | 8 | 0.10 | 158.324 | 157.224 | 159.824 | ||
| 31 | 2023.02.09 05:32 | buy | 9 | 0.10 | 159.090 | 0.000 | 0.000 | ||
| 32 | 2023.02.09 05:32 | modify | 9 | 0.10 | 159.090 | 158.849 | 159.824 | ||
| 33 | 2023.02.09 05:32 | modify | 8 | 0.10 | 158.324 | 158.849 | 159.824 | ||
| 34 | 2023.02.09 05:40 | s/l | 8 | 0.10 | 158.849 | 158.849 | 159.824 | 41.21 | 9977.27 |
| 35 | 2023.02.09 05:40 | s/l | 9 | 0.10 | 158.849 | 158.849 | 159.824 | -16.64 | 9960.63 |
| 36 | 2023.02.10 09:00 | buy | 10 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 37 | 2023.02.10 09:00 | modify | 10 | 0.10 | 158.138 | 157.038 | 159.638 | ||
| 38 | 2023.02.10 09:15 | buy | 11 | 0.10 | 158.890 | 0.000 | 0.000 | ||
| 39 | 2023.02.10 09:15 | modify | 11 | 0.10 | 158.890 | 158.663 | 159.638 | ||
| 40 | 2023.02.10 09:15 | modify | 10 | 0.10 | 158.138 | 158.663 | 159.638 | ||
| 41 | 2023.02.10 09:45 | s/l | 10 | 0.10 | 158.663 | 158.663 | 159.638 | 36.25 | 9996.88 |
| 42 | 2023.02.10 09:45 | s/l | 11 | 0.10 | 158.663 | 158.663 | 159.638 | -15.67 | 9981.21 |
| 43 | 2023.02.28 10:00 | sell | 12 | 0.10 | 165.095 | 0.000 | 0.000 | ||
| 44 | 2023.02.28 10:00 | modify | 12 | 0.10 | 165.095 | 166.195 | 163.595 | ||
| 45 | 2023.02.28 17:32 | sell | 13 | 0.10 | 164.178 | 0.000 | 0.000 | ||
| 46 | 2023.02.28 17:32 | modify | 13 | 0.10 | 164.178 | 164.720 | 163.595 | ||
| 47 | 2023.02.28 17:32 | modify | 12 | 0.10 | 165.095 | 164.720 | 163.595 | ||
| 48 | 2023.02.28 17:47 | sell | 14 | 0.10 | 164.325 | 0.000 | 0.000 | ||
| 49 | 2023.02.28 17:47 | modify | 14 | 0.10 | 164.325 | 164.570 | 163.595 | ||
| 50 | 2023.02.28 17:50 | modify | 14 | 0.10 | 164.325 | 164.720 | 163.595 | ||
| 51 | 2023.02.28 18:45 | sell | 15 | 0.10 | 164.091 | 0.000 | 0.000 | ||
| 52 | 2023.02.28 18:45 | modify | 15 | 0.10 | 164.091 | 164.495 | 163.595 | ||
| 53 | 2023.02.28 18:45 | modify | 13 | 0.10 | 164.178 | 164.495 | 163.595 | ||
| 54 | 2023.02.28 18:45 | modify | 14 | 0.10 | 164.325 | 164.495 | 163.595 | ||
| 55 | 2023.02.28 18:45 | modify | 12 | 0.10 | 165.095 | 164.495 | 163.595 | ||
| 56 | 2023.02.28 22:00 | t/p | 12 | 0.10 | 163.595 | 164.495 | 163.595 | 103.39 | 10084.60 |
| 57 | 2023.02.28 22:00 | t/p | 13 | 0.10 | 163.595 | 164.495 | 163.595 | 40.18 | 10124.78 |
| 58 | 2023.02.28 22:00 | t/p | 14 | 0.10 | 163.595 | 164.495 | 163.595 | 50.32 | 10175.10 |
| 59 | 2023.02.28 22:00 | t/p | 15 | 0.10 | 163.595 | 164.495 | 163.595 | 34.19 | 10209.29 |
| 60 | 2023.03.10 12:00 | sell | 16 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 61 | 2023.03.10 12:00 | modify | 16 | 0.10 | 164.013 | 165.113 | 162.513 | ||
| 62 | 2023.03.10 14:35 | sell | 17 | 0.10 | 163.085 | 0.000 | 0.000 | ||
| 63 | 2023.03.10 14:35 | modify | 17 | 0.10 | 163.085 | 163.638 | 162.513 | ||
| 64 | 2023.03.10 14:35 | modify | 16 | 0.10 | 164.013 | 163.638 | 162.513 | ||
| 65 | 2023.03.10 15:50 | t/p | 16 | 0.10 | 162.513 | 163.638 | 162.513 | 103.40 | 10312.69 |
| 66 | 2023.03.10 15:50 | t/p | 17 | 0.10 | 162.513 | 163.638 | 162.513 | 39.43 | 10352.12 |
| 67 | 2023.03.21 12:00 | sell | 18 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 68 | 2023.03.21 12:00 | modify | 18 | 0.10 | 162.030 | 163.130 | 160.530 | ||
| 69 | 2023.03.21 14:55 | sell | 19 | 0.10 | 161.034 | 0.000 | 0.000 | ||
| 70 | 2023.03.21 14:55 | modify | 19 | 0.10 | 161.034 | 161.430 | 160.530 | ||
| 71 | 2023.03.21 14:55 | modify | 18 | 0.10 | 162.030 | 161.430 | 160.530 | ||
| 72 | 2023.03.21 15:50 | s/l | 18 | 0.10 | 161.430 | 161.430 | 160.530 | 41.36 | 10393.48 |
| 73 | 2023.03.21 15:50 | s/l | 19 | 0.10 | 161.430 | 161.430 | 160.530 | -27.29 | 10366.19 |
| 74 | 2023.03.24 11:00 | buy | 20 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 75 | 2023.03.24 11:00 | modify | 20 | 0.10 | 158.525 | 157.425 | 160.025 | ||
| 76 | 2023.03.24 13:25 | buy | 21 | 0.10 | 159.438 | 0.000 | 0.000 | ||
| 77 | 2023.03.24 13:25 | modify | 21 | 0.10 | 159.438 | 158.900 | 160.025 | ||
| 78 | 2023.03.24 13:25 | modify | 20 | 0.10 | 158.525 | 158.900 | 160.025 | ||
| 79 | 2023.03.24 14:10 | buy | 22 | 0.10 | 159.528 | 0.000 | 0.000 | ||
| 80 | 2023.03.24 14:10 | modify | 22 | 0.10 | 159.528 | 159.125 | 160.025 | ||
| 81 | 2023.03.24 14:10 | modify | 21 | 0.10 | 159.438 | 159.125 | 160.025 | ||
| 82 | 2023.03.24 14:10 | modify | 20 | 0.10 | 158.525 | 159.125 | 160.025 | ||
| 83 | 2023.03.26 22:15 | t/p | 20 | 0.10 | 160.025 | 159.125 | 160.025 | 103.57 | 10469.76 |
| 84 | 2023.03.26 22:15 | t/p | 21 | 0.10 | 160.025 | 159.125 | 160.025 | 40.53 | 10510.29 |
| 85 | 2023.03.26 22:15 | t/p | 22 | 0.10 | 160.025 | 159.125 | 160.025 | 34.32 | 10544.61 |
| 86 | 2023.04.04 12:00 | sell | 23 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 87 | 2023.04.04 12:00 | modify | 23 | 0.10 | 166.029 | 167.129 | 164.529 | ||
| 88 | 2023.04.04 14:15 | sell | 24 | 0.10 | 165.045 | 0.000 | 0.000 | ||
| 89 | 2023.04.04 14:15 | modify | 24 | 0.10 | 165.045 | 165.429 | 164.529 | ||
| 90 | 2023.04.04 14:15 | modify | 23 | 0.10 | 166.029 | 165.429 | 164.529 | ||
| 91 | 2023.04.04 15:45 | t/p | 23 | 0.10 | 164.529 | 165.429 | 164.529 | 103.40 | 10648.01 |
| 92 | 2023.04.04 15:45 | t/p | 24 | 0.10 | 164.529 | 165.429 | 164.529 | 35.57 | 10683.58 |
| 93 | 2023.04.19 09:00 | sell | 25 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 94 | 2023.04.19 09:00 | modify | 25 | 0.10 | 167.744 | 168.844 | 166.244 | ||
| 95 | 2023.04.20 14:59 | sell | 26 | 0.10 | 166.984 | 0.000 | 0.000 | ||
| 96 | 2023.04.20 14:59 | modify | 26 | 0.10 | 166.984 | 167.219 | 166.244 | ||
| 97 | 2023.04.20 14:59 | modify | 25 | 0.10 | 167.744 | 167.219 | 166.244 | ||
| 98 | 2023.04.20 15:20 | sell | 27 | 0.10 | 166.835 | 0.000 | 0.000 | ||
| 99 | 2023.04.20 15:20 | modify | 27 | 0.10 | 166.835 | 167.369 | 166.244 | ||
| 100 | 2023.04.20 15:20 | modify | 26 | 0.10 | 166.984 | 167.369 | 166.244 | ||
| 101 | 2023.04.20 15:20 | modify | 25 | 0.10 | 167.744 | 167.369 | 166.244 | ||
| 102 | 2023.04.20 23:40 | sell | 28 | 0.10 | 166.752 | 0.000 | 0.000 | ||
| 103 | 2023.04.20 23:40 | modify | 28 | 0.10 | 166.752 | 167.144 | 166.244 | ||
| 104 | 2023.04.20 23:40 | modify | 27 | 0.10 | 166.835 | 167.144 | 166.244 | ||
| 105 | 2023.04.20 23:40 | modify | 26 | 0.10 | 166.984 | 167.144 | 166.244 | ||
| 106 | 2023.04.20 23:40 | modify | 25 | 0.10 | 167.744 | 167.144 | 166.244 | ||
| 107 | 2023.04.21 06:15 | t/p | 25 | 0.10 | 166.244 | 167.144 | 166.244 | 95.59 | 10779.17 |
| 108 | 2023.04.21 06:15 | t/p | 26 | 0.10 | 166.244 | 167.144 | 166.244 | 49.06 | 10828.22 |
| 109 | 2023.04.21 06:15 | t/p | 27 | 0.10 | 166.244 | 167.144 | 166.244 | 38.79 | 10867.01 |
| 110 | 2023.04.21 06:15 | t/p | 28 | 0.10 | 166.244 | 167.144 | 166.244 | 33.07 | 10900.08 |
| 111 | 2023.07.31 10:00 | sell | 29 | 0.10 | 182.958 | 0.000 | 0.000 | ||
| 112 | 2023.07.31 10:00 | modify | 29 | 0.10 | 182.958 | 184.058 | 181.458 | ||
| 113 | 2023.08.02 06:25 | sell | 30 | 0.10 | 182.206 | 0.000 | 0.000 | ||
| 114 | 2023.08.02 06:25 | modify | 30 | 0.10 | 182.206 | 182.433 | 181.458 | ||
| 115 | 2023.08.02 06:25 | modify | 29 | 0.10 | 182.958 | 182.433 | 181.458 | ||
| 116 | 2023.08.02 07:33 | s/l | 29 | 0.10 | 182.433 | 182.433 | 181.458 | 32.28 | 10932.36 |
| 117 | 2023.08.02 07:33 | s/l | 30 | 0.10 | 182.433 | 182.433 | 181.458 | -15.65 | 10916.71 |
| 118 | 2023.10.31 12:00 | sell | 31 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 119 | 2023.10.31 12:00 | modify | 31 | 0.10 | 183.583 | 184.683 | 182.083 | ||
| 120 | 2023.11.02 09:02 | sell | 32 | 0.10 | 182.826 | 0.000 | 0.000 | ||
| 121 | 2023.11.02 09:02 | modify | 32 | 0.10 | 182.826 | 183.058 | 182.083 | ||
| 122 | 2023.11.02 09:02 | modify | 31 | 0.10 | 183.583 | 183.058 | 182.083 | ||
| 123 | 2023.11.02 09:15 | s/l | 31 | 0.10 | 183.058 | 183.058 | 182.083 | 28.38 | 10945.09 |
| 124 | 2023.11.02 09:15 | s/l | 32 | 0.10 | 183.058 | 183.058 | 182.083 | -15.99 | 10929.10 |