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 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 452.28 | Gross profit | 933.26 | Gross loss | -480.98 |
| Profit factor | 1.94 | Expected payoff | 13.30 | ||
| Absolute drawdown | 154.94 | Maximal drawdown | 246.00 (2.33%) | Relative drawdown | 2.33% (246.00) |
| Total trades | 34 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
| Largest | profit trade | 97.91 | loss trade | -91.56 | |
| Average | profit trade | 49.12 | loss trade | -32.07 | |
| Maximum | consecutive wins (profit in money) | 4 (295.77) | consecutive losses (loss in money) | 3 (-115.85) | |
| Maximal | consecutive profit (count of wins) | 295.77 (4) | consecutive loss (count of losses) | -115.85 (3) | |
| Average | consecutive wins | 2 | 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 | 165.335 | 168.035 | ||
| 3 | 2022.12.16 11:00 | buy | 2 | 0.10 | 166.996 | 0.000 | 0.000 | ||
| 4 | 2022.12.16 11:00 | modify | 2 | 0.10 | 166.996 | 166.705 | 168.035 | ||
| 5 | 2022.12.16 11:00 | modify | 1 | 0.10 | 166.635 | 166.705 | 168.035 | ||
| 6 | 2022.12.16 16:00 | s/l | 1 | 0.10 | 166.705 | 166.705 | 168.035 | 4.83 | 10004.83 |
| 7 | 2022.12.16 16:00 | s/l | 2 | 0.10 | 166.705 | 166.705 | 168.035 | -20.10 | 9984.73 |
| 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 | 157.696 | 160.396 | ||
| 10 | 2023.01.02 09:00 | s/l | 3 | 0.10 | 157.696 | 157.696 | 160.396 | -88.51 | 9896.22 |
| 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 | 159.054 | 161.754 | ||
| 13 | 2023.01.27 07:00 | buy | 5 | 0.10 | 161.058 | 0.000 | 0.000 | ||
| 14 | 2023.01.27 07:00 | modify | 5 | 0.10 | 161.058 | 160.844 | 161.754 | ||
| 15 | 2023.01.27 07:00 | modify | 4 | 0.10 | 160.354 | 160.844 | 161.754 | ||
| 16 | 2023.01.27 08:00 | s/l | 4 | 0.10 | 160.844 | 160.844 | 161.754 | 40.04 | 9936.27 |
| 17 | 2023.01.27 08:00 | s/l | 5 | 0.10 | 160.844 | 160.844 | 161.754 | -14.77 | 9921.50 |
| 18 | 2023.02.07 11:00 | buy | 6 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 19 | 2023.02.07 11:00 | modify | 6 | 0.10 | 158.324 | 157.024 | 159.724 | ||
| 20 | 2023.02.09 01:00 | buy | 7 | 0.10 | 158.681 | 0.000 | 0.000 | ||
| 21 | 2023.02.09 01:00 | modify | 7 | 0.10 | 158.681 | 158.394 | 159.724 | ||
| 22 | 2023.02.09 01:00 | modify | 6 | 0.10 | 158.324 | 158.394 | 159.724 | ||
| 23 | 2023.02.09 06:00 | s/l | 6 | 0.10 | 158.394 | 158.394 | 159.724 | 9.80 | 9931.30 |
| 24 | 2023.02.09 06:00 | s/l | 7 | 0.10 | 158.394 | 158.394 | 159.724 | -19.81 | 9911.49 |
| 25 | 2023.02.10 09:00 | buy | 8 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 26 | 2023.02.10 09:00 | modify | 8 | 0.10 | 158.138 | 156.838 | 159.538 | ||
| 27 | 2023.02.13 09:00 | t/p | 8 | 0.10 | 159.538 | 156.838 | 159.538 | 97.91 | 10009.40 |
| 28 | 2023.02.28 12:00 | sell | 9 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 29 | 2023.02.28 12:00 | modify | 9 | 0.10 | 165.423 | 166.723 | 164.023 | ||
| 30 | 2023.02.28 20:00 | t/p | 9 | 0.10 | 164.023 | 166.723 | 164.023 | 96.51 | 10105.91 |
| 31 | 2023.03.10 12:00 | sell | 10 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 32 | 2023.03.10 12:00 | modify | 10 | 0.10 | 164.013 | 165.313 | 162.613 | ||
| 33 | 2023.03.10 16:00 | t/p | 10 | 0.10 | 162.613 | 165.313 | 162.613 | 96.51 | 10202.42 |
| 34 | 2023.03.24 11:00 | buy | 11 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 35 | 2023.03.24 11:00 | modify | 11 | 0.10 | 158.525 | 157.225 | 159.925 | ||
| 36 | 2023.03.24 12:00 | buy | 12 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 37 | 2023.03.24 12:00 | modify | 12 | 0.10 | 158.888 | 158.595 | 159.925 | ||
| 38 | 2023.03.24 12:00 | modify | 11 | 0.10 | 158.525 | 158.595 | 159.925 | ||
| 39 | 2023.03.24 13:00 | s/l | 11 | 0.10 | 158.595 | 158.595 | 159.925 | 4.84 | 10207.26 |
| 40 | 2023.03.24 13:00 | s/l | 12 | 0.10 | 158.595 | 158.595 | 159.925 | -20.23 | 10187.03 |
| 41 | 2023.04.04 12:00 | sell | 13 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 42 | 2023.04.04 12:00 | modify | 13 | 0.10 | 166.029 | 167.329 | 164.629 | ||
| 43 | 2023.04.04 16:00 | t/p | 13 | 0.10 | 164.629 | 167.329 | 164.629 | 96.51 | 10283.54 |
| 44 | 2023.04.19 09:00 | sell | 14 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 45 | 2023.04.19 09:00 | modify | 14 | 0.10 | 167.744 | 169.044 | 166.344 | ||
| 46 | 2023.04.21 06:00 | t/p | 14 | 0.10 | 166.344 | 169.044 | 166.344 | 88.70 | 10372.24 |
| 47 | 2023.04.21 08:00 | buy | 15 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 48 | 2023.04.21 08:00 | modify | 15 | 0.10 | 166.080 | 164.780 | 167.480 | ||
| 49 | 2023.04.21 16:00 | buy | 16 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 50 | 2023.04.21 16:00 | modify | 16 | 0.10 | 166.781 | 166.570 | 167.480 | ||
| 51 | 2023.04.21 16:00 | modify | 15 | 0.10 | 166.080 | 166.570 | 167.480 | ||
| 52 | 2023.04.24 07:00 | s/l | 15 | 0.10 | 166.570 | 166.570 | 167.480 | 35.07 | 10407.32 |
| 53 | 2023.04.24 07:00 | s/l | 16 | 0.10 | 166.570 | 166.570 | 167.480 | -13.33 | 10393.99 |
| 54 | 2023.07.21 10:00 | sell | 17 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 55 | 2023.07.21 10:00 | modify | 17 | 0.10 | 182.256 | 183.556 | 180.856 | ||
| 56 | 2023.07.23 21:00 | sell | 18 | 0.10 | 181.879 | 0.000 | 0.000 | ||
| 57 | 2023.07.23 21:00 | modify | 18 | 0.10 | 181.879 | 182.186 | 180.856 | ||
| 58 | 2023.07.23 21:00 | modify | 17 | 0.10 | 182.256 | 182.186 | 180.856 | ||
| 59 | 2023.07.23 22:00 | s/l | 17 | 0.10 | 182.186 | 182.186 | 180.856 | 4.83 | 10398.82 |
| 60 | 2023.07.23 22:00 | s/l | 18 | 0.10 | 182.186 | 182.186 | 180.856 | -21.16 | 10377.66 |
| 61 | 2023.07.31 10:00 | sell | 19 | 0.10 | 182.958 | 0.000 | 0.000 | ||
| 62 | 2023.07.31 10:00 | modify | 19 | 0.10 | 182.958 | 184.258 | 181.558 | ||
| 63 | 2023.07.31 20:00 | sell | 20 | 0.10 | 182.586 | 0.000 | 0.000 | ||
| 64 | 2023.07.31 20:00 | modify | 20 | 0.10 | 182.586 | 182.888 | 181.558 | ||
| 65 | 2023.07.31 20:00 | modify | 19 | 0.10 | 182.958 | 182.888 | 181.558 | ||
| 66 | 2023.08.01 02:00 | s/l | 19 | 0.10 | 182.888 | 182.888 | 181.558 | 2.88 | 10380.54 |
| 67 | 2023.08.01 02:00 | s/l | 20 | 0.10 | 182.888 | 182.888 | 181.558 | -22.76 | 10357.77 |
| 68 | 2023.08.08 04:00 | sell | 21 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 69 | 2023.08.08 04:00 | modify | 21 | 0.10 | 182.817 | 184.117 | 181.417 | ||
| 70 | 2023.08.08 10:00 | sell | 22 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 71 | 2023.08.08 10:00 | modify | 22 | 0.10 | 182.099 | 182.327 | 181.417 | ||
| 72 | 2023.08.08 10:00 | modify | 21 | 0.10 | 182.817 | 182.327 | 181.417 | ||
| 73 | 2023.08.08 13:00 | t/p | 21 | 0.10 | 181.417 | 182.327 | 181.417 | 96.51 | 10454.28 |
| 74 | 2023.08.08 13:00 | t/p | 22 | 0.10 | 181.417 | 182.327 | 181.417 | 47.01 | 10501.29 |
| 75 | 2023.08.23 13:00 | buy | 23 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 76 | 2023.08.23 13:00 | modify | 23 | 0.10 | 183.786 | 182.486 | 185.186 | ||
| 77 | 2023.08.24 11:00 | buy | 24 | 0.10 | 184.492 | 0.000 | 0.000 | ||
| 78 | 2023.08.24 11:00 | modify | 24 | 0.10 | 184.492 | 184.276 | 185.186 | ||
| 79 | 2023.08.24 11:00 | modify | 23 | 0.10 | 183.786 | 184.276 | 185.186 | ||
| 80 | 2023.08.24 13:00 | s/l | 23 | 0.10 | 184.276 | 184.276 | 185.186 | 37.56 | 10538.85 |
| 81 | 2023.08.24 13:00 | s/l | 24 | 0.10 | 184.276 | 184.276 | 185.186 | -14.91 | 10523.94 |
| 82 | 2023.09.07 13:00 | buy | 25 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 83 | 2023.09.07 13:00 | modify | 25 | 0.10 | 183.574 | 182.274 | 184.974 | ||
| 84 | 2023.09.13 11:00 | buy | 26 | 0.10 | 183.934 | 0.000 | 0.000 | ||
| 85 | 2023.09.13 11:00 | modify | 26 | 0.10 | 183.934 | 183.644 | 184.974 | ||
| 86 | 2023.09.13 11:00 | modify | 25 | 0.10 | 183.574 | 183.644 | 184.974 | ||
| 87 | 2023.09.13 13:00 | s/l | 25 | 0.10 | 183.644 | 183.644 | 184.974 | 9.80 | 10533.74 |
| 88 | 2023.09.13 13:00 | s/l | 26 | 0.10 | 183.644 | 183.644 | 184.974 | -20.02 | 10513.72 |
| 89 | 2023.10.06 09:00 | sell | 27 | 0.10 | 181.644 | 0.000 | 0.000 | ||
| 90 | 2023.10.06 09:00 | modify | 27 | 0.10 | 181.644 | 182.944 | 180.244 | ||
| 91 | 2023.10.06 19:00 | s/l | 27 | 0.10 | 182.944 | 182.944 | 180.244 | -89.61 | 10424.11 |
| 92 | 2023.10.10 10:00 | sell | 28 | 0.10 | 182.606 | 0.000 | 0.000 | ||
| 93 | 2023.10.10 10:00 | modify | 28 | 0.10 | 182.606 | 183.906 | 181.206 | ||
| 94 | 2023.10.13 13:00 | sell | 29 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 95 | 2023.10.13 13:00 | modify | 29 | 0.10 | 182.256 | 182.536 | 181.206 | ||
| 96 | 2023.10.13 13:00 | modify | 28 | 0.10 | 182.606 | 182.536 | 181.206 | ||
| 97 | 2023.10.15 21:00 | t/p | 28 | 0.10 | 181.206 | 182.536 | 181.206 | 86.74 | 10510.85 |
| 98 | 2023.10.15 21:00 | t/p | 29 | 0.10 | 181.206 | 182.536 | 181.206 | 72.38 | 10583.23 |
| 99 | 2023.10.31 12:00 | sell | 30 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 100 | 2023.10.31 12:00 | modify | 30 | 0.10 | 183.583 | 184.883 | 182.183 | ||
| 101 | 2023.11.02 13:00 | sell | 31 | 0.10 | 183.204 | 0.000 | 0.000 | ||
| 102 | 2023.11.02 13:00 | modify | 31 | 0.10 | 183.204 | 183.513 | 182.183 | ||
| 103 | 2023.11.02 13:00 | modify | 30 | 0.10 | 183.583 | 183.513 | 182.183 | ||
| 104 | 2023.11.02 18:00 | s/l | 30 | 0.10 | 183.513 | 183.513 | 182.183 | -2.99 | 10580.24 |
| 105 | 2023.11.02 18:00 | s/l | 31 | 0.10 | 183.513 | 183.513 | 182.183 | -21.30 | 10558.94 |
| 106 | 2023.11.13 10:00 | sell | 32 | 0.10 | 185.818 | 0.000 | 0.000 | ||
| 107 | 2023.11.13 10:00 | modify | 32 | 0.10 | 185.818 | 187.118 | 184.418 | ||
| 108 | 2023.11.14 14:00 | s/l | 32 | 0.10 | 187.118 | 187.118 | 184.418 | -91.56 | 10467.38 |
| 109 | 2023.11.22 10:00 | sell | 33 | 0.10 | 186.816 | 0.000 | 0.000 | ||
| 110 | 2023.11.22 10:00 | modify | 33 | 0.10 | 186.816 | 188.116 | 185.416 | ||
| 111 | 2023.11.22 13:00 | sell | 34 | 0.10 | 186.457 | 0.000 | 0.000 | ||
| 112 | 2023.11.22 13:00 | modify | 34 | 0.10 | 186.457 | 186.746 | 185.416 | ||
| 113 | 2023.11.22 13:00 | modify | 33 | 0.10 | 186.816 | 186.746 | 185.416 | ||
| 114 | 2023.11.22 14:00 | s/l | 33 | 0.10 | 186.746 | 186.746 | 185.416 | 4.82 | 10472.20 |
| 115 | 2023.11.22 14:00 | s/l | 34 | 0.10 | 186.746 | 186.746 | 185.416 | -19.92 | 10452.28 |