Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7223 | Ticks modelled | 157950 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1016.85 | Gross profit | 1270.72 | Gross loss | -253.87 |
| Profit factor | 5.01 | Expected payoff | 27.48 | ||
| Absolute drawdown | 86.87 | Maximal drawdown | 198.59 (1.85%) | Relative drawdown | 1.85% (198.59) |
| Total trades | 37 | Short positions (won %) | 27 (85.19%) | Long positions (won %) | 10 (40.00%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 95.08 | loss trade | -88.30 | |
| Average | profit trade | 47.06 | loss trade | -25.39 | |
| Maximum | consecutive wins (profit in money) | 8 (408.54) | consecutive losses (loss in money) | 2 (-113.09) | |
| Maximal | consecutive profit (count of wins) | 408.54 (8) | consecutive loss (count of losses) | -113.09 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.24 12:00 | buy | 1 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 2 | 2023.01.24 12:00 | modify | 1 | 0.10 | 160.354 | 159.054 | 161.754 | ||
| 3 | 2023.01.24 14:55 | buy | 2 | 0.10 | 160.861 | 0.000 | 0.000 | ||
| 4 | 2023.01.24 14:55 | modify | 2 | 0.10 | 160.861 | 160.494 | 161.754 | ||
| 5 | 2023.01.24 14:55 | modify | 1 | 0.10 | 160.354 | 160.494 | 161.754 | ||
| 6 | 2023.01.24 15:15 | s/l | 1 | 0.10 | 160.494 | 160.494 | 161.754 | 9.51 | 10009.51 |
| 7 | 2023.01.24 15:15 | s/l | 2 | 0.10 | 160.494 | 160.494 | 161.754 | -24.93 | 9984.58 |
| 8 | 2023.02.07 11:00 | buy | 3 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 9 | 2023.02.07 11:00 | modify | 3 | 0.10 | 158.324 | 157.024 | 159.724 | ||
| 10 | 2023.02.08 15:55 | buy | 4 | 0.10 | 158.838 | 0.000 | 0.000 | ||
| 11 | 2023.02.08 15:55 | modify | 4 | 0.10 | 158.838 | 158.464 | 159.724 | ||
| 12 | 2023.02.08 15:55 | modify | 3 | 0.10 | 158.324 | 158.464 | 159.724 | ||
| 13 | 2023.02.08 22:00 | s/l | 3 | 0.10 | 158.464 | 158.464 | 159.724 | 10.73 | 9995.31 |
| 14 | 2023.02.08 22:00 | s/l | 4 | 0.10 | 158.464 | 158.464 | 159.724 | -25.40 | 9969.91 |
| 15 | 2023.02.10 09:00 | buy | 5 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 16 | 2023.02.10 09:00 | modify | 5 | 0.10 | 158.138 | 156.838 | 159.538 | ||
| 17 | 2023.02.10 09:57 | buy | 6 | 0.10 | 158.633 | 0.000 | 0.000 | ||
| 18 | 2023.02.10 09:57 | modify | 6 | 0.10 | 158.633 | 158.278 | 159.538 | ||
| 19 | 2023.02.10 09:57 | modify | 5 | 0.10 | 158.138 | 158.278 | 159.538 | ||
| 20 | 2023.02.10 11:50 | s/l | 5 | 0.10 | 158.278 | 158.278 | 159.538 | 9.51 | 9979.42 |
| 21 | 2023.02.10 11:50 | s/l | 6 | 0.10 | 158.278 | 158.278 | 159.538 | -24.11 | 9955.31 |
| 22 | 2023.02.28 12:00 | sell | 7 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 23 | 2023.02.28 12:00 | modify | 7 | 0.10 | 165.423 | 166.723 | 164.023 | ||
| 24 | 2023.02.28 15:59 | sell | 8 | 0.10 | 164.908 | 0.000 | 0.000 | ||
| 25 | 2023.02.28 15:59 | modify | 8 | 0.10 | 164.908 | 165.283 | 164.023 | ||
| 26 | 2023.02.28 15:59 | modify | 7 | 0.10 | 165.423 | 165.283 | 164.023 | ||
| 27 | 2023.02.28 16:55 | sell | 9 | 0.10 | 164.566 | 0.000 | 0.000 | ||
| 28 | 2023.02.28 16:55 | modify | 9 | 0.10 | 164.566 | 165.073 | 164.023 | ||
| 29 | 2023.02.28 16:55 | modify | 8 | 0.10 | 164.908 | 165.073 | 164.023 | ||
| 30 | 2023.02.28 16:55 | modify | 7 | 0.10 | 165.423 | 165.073 | 164.023 | ||
| 31 | 2023.02.28 17:25 | sell | 10 | 0.10 | 164.301 | 0.000 | 0.000 | ||
| 32 | 2023.02.28 17:25 | modify | 10 | 0.10 | 164.301 | 164.583 | 164.023 | ||
| 33 | 2023.02.28 17:25 | modify | 9 | 0.10 | 164.566 | 164.583 | 164.023 | ||
| 34 | 2023.02.28 17:25 | modify | 8 | 0.10 | 164.908 | 164.583 | 164.023 | ||
| 35 | 2023.02.28 17:25 | modify | 7 | 0.10 | 165.423 | 164.583 | 164.023 | ||
| 36 | 2023.02.28 19:15 | t/p | 7 | 0.10 | 164.023 | 164.583 | 164.023 | 95.08 | 10050.39 |
| 37 | 2023.02.28 19:15 | t/p | 8 | 0.10 | 164.023 | 164.583 | 164.023 | 60.10 | 10110.49 |
| 38 | 2023.02.28 19:15 | t/p | 9 | 0.10 | 164.023 | 164.583 | 164.023 | 36.88 | 10147.37 |
| 39 | 2023.02.28 19:15 | t/p | 10 | 0.10 | 164.023 | 164.583 | 164.023 | 18.88 | 10166.25 |
| 40 | 2023.03.10 12:00 | sell | 11 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 41 | 2023.03.10 12:00 | modify | 11 | 0.10 | 164.013 | 165.313 | 162.613 | ||
| 42 | 2023.03.10 14:27 | sell | 12 | 0.10 | 163.156 | 0.000 | 0.000 | ||
| 43 | 2023.03.10 14:27 | modify | 12 | 0.10 | 163.156 | 163.663 | 162.613 | ||
| 44 | 2023.03.10 14:27 | modify | 11 | 0.10 | 164.013 | 163.663 | 162.613 | ||
| 45 | 2023.03.10 15:20 | t/p | 11 | 0.10 | 162.613 | 163.663 | 162.613 | 95.08 | 10261.33 |
| 46 | 2023.03.10 15:20 | t/p | 12 | 0.10 | 162.613 | 163.663 | 162.613 | 36.88 | 10298.21 |
| 47 | 2023.03.24 11:00 | buy | 13 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 48 | 2023.03.24 11:00 | modify | 13 | 0.10 | 158.525 | 157.225 | 159.925 | ||
| 49 | 2023.03.24 13:27 | buy | 14 | 0.10 | 159.378 | 0.000 | 0.000 | ||
| 50 | 2023.03.24 13:27 | modify | 14 | 0.10 | 159.378 | 158.875 | 159.925 | ||
| 51 | 2023.03.24 13:27 | modify | 13 | 0.10 | 158.525 | 158.875 | 159.925 | ||
| 52 | 2023.03.24 14:25 | buy | 15 | 0.10 | 159.651 | 0.000 | 0.000 | ||
| 53 | 2023.03.24 14:25 | modify | 15 | 0.10 | 159.651 | 159.365 | 159.925 | ||
| 54 | 2023.03.24 14:25 | modify | 14 | 0.10 | 159.378 | 159.365 | 159.925 | ||
| 55 | 2023.03.24 14:25 | modify | 13 | 0.10 | 158.525 | 159.365 | 159.925 | ||
| 56 | 2023.03.24 15:15 | s/l | 13 | 0.10 | 159.365 | 159.365 | 159.925 | 57.06 | 10355.27 |
| 57 | 2023.03.24 15:15 | s/l | 14 | 0.10 | 159.365 | 159.365 | 159.925 | -0.88 | 10354.39 |
| 58 | 2023.03.24 15:15 | s/l | 15 | 0.10 | 159.365 | 159.365 | 159.925 | -19.42 | 10334.97 |
| 59 | 2023.04.04 12:00 | sell | 16 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 60 | 2023.04.04 12:00 | modify | 16 | 0.10 | 166.029 | 167.329 | 164.629 | ||
| 61 | 2023.04.04 14:02 | sell | 17 | 0.10 | 165.531 | 0.000 | 0.000 | ||
| 62 | 2023.04.04 14:02 | modify | 17 | 0.10 | 165.531 | 165.889 | 164.629 | ||
| 63 | 2023.04.04 14:02 | modify | 16 | 0.10 | 166.029 | 165.889 | 164.629 | ||
| 64 | 2023.04.04 15:35 | t/p | 16 | 0.10 | 164.629 | 165.889 | 164.629 | 95.08 | 10430.05 |
| 65 | 2023.04.04 15:35 | t/p | 17 | 0.10 | 164.629 | 165.889 | 164.629 | 61.25 | 10491.30 |
| 66 | 2023.04.19 09:00 | sell | 18 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 67 | 2023.04.19 09:00 | modify | 18 | 0.10 | 167.744 | 169.044 | 166.344 | ||
| 68 | 2023.04.19 11:15 | sell | 19 | 0.10 | 167.239 | 0.000 | 0.000 | ||
| 69 | 2023.04.19 11:15 | modify | 19 | 0.10 | 167.239 | 167.604 | 166.344 | ||
| 70 | 2023.04.19 11:15 | modify | 18 | 0.10 | 167.744 | 167.604 | 166.344 | ||
| 71 | 2023.04.19 14:40 | s/l | 18 | 0.10 | 167.604 | 167.604 | 166.344 | 9.51 | 10500.81 |
| 72 | 2023.04.19 14:40 | s/l | 19 | 0.10 | 167.604 | 167.604 | 166.344 | -24.79 | 10476.02 |
| 73 | 2023.07.21 10:00 | sell | 20 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 74 | 2023.07.21 10:00 | modify | 20 | 0.10 | 182.256 | 183.556 | 180.856 | ||
| 75 | 2023.07.21 12:20 | sell | 21 | 0.10 | 181.408 | 0.000 | 0.000 | ||
| 76 | 2023.07.21 12:20 | modify | 21 | 0.10 | 181.408 | 181.906 | 180.856 | ||
| 77 | 2023.07.21 12:20 | modify | 20 | 0.10 | 182.256 | 181.906 | 180.856 | ||
| 78 | 2023.07.21 12:50 | sell | 22 | 0.10 | 181.111 | 0.000 | 0.000 | ||
| 79 | 2023.07.21 12:50 | modify | 22 | 0.10 | 181.111 | 181.416 | 180.856 | ||
| 80 | 2023.07.21 12:50 | modify | 21 | 0.10 | 181.408 | 181.416 | 180.856 | ||
| 81 | 2023.07.21 12:50 | modify | 20 | 0.10 | 182.256 | 181.416 | 180.856 | ||
| 82 | 2023.07.21 12:59 | s/l | 20 | 0.10 | 181.416 | 181.416 | 180.856 | 57.05 | 10533.07 |
| 83 | 2023.07.21 12:59 | s/l | 21 | 0.10 | 181.416 | 181.416 | 180.856 | -0.54 | 10532.53 |
| 84 | 2023.07.21 12:59 | s/l | 22 | 0.10 | 181.416 | 181.416 | 180.856 | -20.71 | 10511.82 |
| 85 | 2023.10.10 10:00 | sell | 23 | 0.10 | 182.606 | 0.000 | 0.000 | ||
| 86 | 2023.10.10 10:00 | modify | 23 | 0.10 | 182.606 | 183.906 | 181.206 | ||
| 87 | 2023.10.13 11:17 | sell | 24 | 0.10 | 182.116 | 0.000 | 0.000 | ||
| 88 | 2023.10.13 11:17 | modify | 24 | 0.10 | 182.116 | 182.466 | 181.206 | ||
| 89 | 2023.10.13 11:17 | modify | 23 | 0.10 | 182.606 | 182.466 | 181.206 | ||
| 90 | 2023.10.13 14:25 | sell | 25 | 0.10 | 181.737 | 0.000 | 0.000 | ||
| 91 | 2023.10.13 14:25 | modify | 25 | 0.10 | 181.737 | 182.256 | 181.206 | ||
| 92 | 2023.10.13 14:25 | modify | 24 | 0.10 | 182.116 | 182.256 | 181.206 | ||
| 93 | 2023.10.13 14:25 | modify | 23 | 0.10 | 182.606 | 182.256 | 181.206 | ||
| 94 | 2023.10.13 17:05 | sell | 26 | 0.10 | 181.481 | 0.000 | 0.000 | ||
| 95 | 2023.10.13 17:05 | modify | 26 | 0.10 | 181.481 | 181.766 | 181.206 | ||
| 96 | 2023.10.13 17:05 | modify | 25 | 0.10 | 181.737 | 181.766 | 181.206 | ||
| 97 | 2023.10.13 17:05 | modify | 24 | 0.10 | 182.116 | 181.766 | 181.206 | ||
| 98 | 2023.10.13 17:05 | modify | 23 | 0.10 | 182.606 | 181.766 | 181.206 | ||
| 99 | 2023.10.15 21:00 | t/p | 23 | 0.10 | 181.206 | 181.766 | 181.206 | 85.46 | 10597.28 |
| 100 | 2023.10.15 21:00 | t/p | 24 | 0.10 | 181.206 | 181.766 | 181.206 | 61.80 | 10659.08 |
| 101 | 2023.10.15 21:00 | t/p | 25 | 0.10 | 181.206 | 181.766 | 181.206 | 36.06 | 10695.14 |
| 102 | 2023.10.15 21:00 | t/p | 26 | 0.10 | 181.206 | 181.766 | 181.206 | 18.68 | 10713.82 |
| 103 | 2023.10.31 12:00 | sell | 27 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 104 | 2023.10.31 12:00 | modify | 27 | 0.10 | 183.583 | 184.883 | 182.183 | ||
| 105 | 2023.11.01 13:45 | sell | 28 | 0.10 | 183.078 | 0.000 | 0.000 | ||
| 106 | 2023.11.01 13:45 | modify | 28 | 0.10 | 183.078 | 183.443 | 182.183 | ||
| 107 | 2023.11.01 13:45 | modify | 27 | 0.10 | 183.583 | 183.443 | 182.183 | ||
| 108 | 2023.11.01 14:20 | s/l | 27 | 0.10 | 183.443 | 183.443 | 182.183 | 7.58 | 10721.40 |
| 109 | 2023.11.01 14:20 | s/l | 28 | 0.10 | 183.443 | 183.443 | 182.183 | -24.79 | 10696.61 |
| 110 | 2023.12.07 11:00 | buy | 29 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 111 | 2023.12.07 11:00 | modify | 29 | 0.10 | 182.371 | 181.071 | 183.771 | ||
| 112 | 2023.12.07 15:50 | s/l | 29 | 0.10 | 181.071 | 181.071 | 183.771 | -88.30 | 10608.31 |
| 113 | 2023.12.11 09:00 | sell | 30 | 0.10 | 183.534 | 0.000 | 0.000 | ||
| 114 | 2023.12.11 09:00 | modify | 30 | 0.10 | 183.534 | 184.834 | 182.134 | ||
| 115 | 2023.12.12 00:55 | sell | 31 | 0.10 | 183.030 | 0.000 | 0.000 | ||
| 116 | 2023.12.12 00:55 | modify | 31 | 0.10 | 183.030 | 183.394 | 182.134 | ||
| 117 | 2023.12.12 00:55 | modify | 30 | 0.10 | 183.534 | 183.394 | 182.134 | ||
| 118 | 2023.12.12 07:50 | sell | 32 | 0.10 | 182.689 | 0.000 | 0.000 | ||
| 119 | 2023.12.12 07:50 | modify | 32 | 0.10 | 182.689 | 183.184 | 182.134 | ||
| 120 | 2023.12.12 07:50 | modify | 31 | 0.10 | 183.030 | 183.184 | 182.134 | ||
| 121 | 2023.12.12 07:50 | modify | 30 | 0.10 | 183.534 | 183.184 | 182.134 | ||
| 122 | 2023.12.13 10:40 | sell | 33 | 0.10 | 182.392 | 0.000 | 0.000 | ||
| 123 | 2023.12.13 10:40 | modify | 33 | 0.10 | 182.392 | 182.694 | 182.134 | ||
| 124 | 2023.12.13 10:40 | modify | 32 | 0.10 | 182.689 | 182.694 | 182.134 | ||
| 125 | 2023.12.13 10:40 | modify | 31 | 0.10 | 183.030 | 182.694 | 182.134 | ||
| 126 | 2023.12.13 10:40 | modify | 30 | 0.10 | 183.534 | 182.694 | 182.134 | ||
| 127 | 2023.12.13 14:03 | t/p | 30 | 0.10 | 182.134 | 182.694 | 182.134 | 91.24 | 10699.55 |
| 128 | 2023.12.13 14:03 | t/p | 31 | 0.10 | 182.134 | 182.694 | 182.134 | 58.94 | 10758.49 |
| 129 | 2023.12.13 14:03 | t/p | 32 | 0.10 | 182.134 | 182.694 | 182.134 | 35.78 | 10794.26 |
| 130 | 2023.12.13 14:03 | t/p | 33 | 0.10 | 182.134 | 182.694 | 182.134 | 17.53 | 10811.79 |
| 131 | 2023.12.19 12:00 | sell | 34 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 132 | 2023.12.19 12:00 | modify | 34 | 0.10 | 183.913 | 185.213 | 182.513 | ||
| 133 | 2023.12.19 15:10 | sell | 35 | 0.10 | 183.407 | 0.000 | 0.000 | ||
| 134 | 2023.12.19 15:10 | modify | 35 | 0.10 | 183.407 | 183.773 | 182.513 | ||
| 135 | 2023.12.19 15:10 | modify | 34 | 0.10 | 183.913 | 183.773 | 182.513 | ||
| 136 | 2023.12.19 18:02 | sell | 36 | 0.10 | 183.069 | 0.000 | 0.000 | ||
| 137 | 2023.12.19 18:02 | modify | 36 | 0.10 | 183.069 | 183.563 | 182.513 | ||
| 138 | 2023.12.19 18:02 | modify | 35 | 0.10 | 183.407 | 183.563 | 182.513 | ||
| 139 | 2023.12.19 18:02 | modify | 34 | 0.10 | 183.913 | 183.563 | 182.513 | ||
| 140 | 2023.12.20 03:59 | sell | 37 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 141 | 2023.12.20 03:59 | modify | 37 | 0.10 | 182.767 | 183.073 | 182.513 | ||
| 142 | 2023.12.20 03:59 | modify | 36 | 0.10 | 183.069 | 183.073 | 182.513 | ||
| 143 | 2023.12.20 03:59 | modify | 35 | 0.10 | 183.407 | 183.073 | 182.513 | ||
| 144 | 2023.12.20 03:59 | modify | 34 | 0.10 | 183.913 | 183.073 | 182.513 | ||
| 145 | 2023.12.20 04:50 | t/p | 34 | 0.10 | 182.513 | 183.073 | 182.513 | 93.17 | 10904.96 |
| 146 | 2023.12.20 04:50 | t/p | 35 | 0.10 | 182.513 | 183.073 | 182.513 | 58.80 | 10963.75 |
| 147 | 2023.12.20 04:50 | t/p | 36 | 0.10 | 182.513 | 183.073 | 182.513 | 35.85 | 10999.60 |
| 148 | 2023.12.20 04:50 | t/p | 37 | 0.10 | 182.513 | 183.073 | 182.513 | 17.25 | 11016.85 |