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 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 13445 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1538.62 | Gross profit | 1835.46 | Gross loss | -296.84 |
| Profit factor | 6.18 | Expected payoff | 43.96 | ||
| Absolute drawdown | 11.23 | Maximal drawdown | 166.66 (1.42%) | Relative drawdown | 1.56% (158.63) |
| Total trades | 35 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 28 (80.00%) | Loss trades (% of total) | 7 (20.00%) | ||
| Largest | profit trade | 104.88 | loss trade | -101.87 | |
| Average | profit trade | 65.55 | loss trade | -42.41 | |
| Maximum | consecutive wins (profit in money) | 18 (1207.44) | consecutive losses (loss in money) | 2 (-135.62) | |
| Maximal | consecutive profit (count of wins) | 1207.44 (18) | consecutive loss (count of losses) | -135.62 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 10:00 | buy | 1 | 0.10 | 155.535 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 10:00 | modify | 1 | 0.10 | 155.535 | 154.035 | 156.935 | ||
| 3 | 2023.01.03 15:00 | t/p | 1 | 0.10 | 156.935 | 154.035 | 156.935 | 95.07 | 10095.07 |
| 4 | 2023.01.09 10:00 | sell | 2 | 0.10 | 161.022 | 0.000 | 0.000 | ||
| 5 | 2023.01.09 10:00 | modify | 2 | 0.10 | 161.022 | 162.522 | 159.622 | ||
| 6 | 2023.01.10 22:00 | sell | 3 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 7 | 2023.01.10 22:00 | modify | 3 | 0.10 | 160.303 | 160.532 | 159.622 | ||
| 8 | 2023.01.10 22:00 | modify | 2 | 0.10 | 161.022 | 160.532 | 159.622 | ||
| 9 | 2023.01.10 23:00 | s/l | 2 | 0.10 | 160.532 | 160.532 | 159.622 | 31.36 | 10126.43 |
| 10 | 2023.01.10 23:00 | s/l | 3 | 0.10 | 160.532 | 160.532 | 159.622 | -15.55 | 10110.88 |
| 11 | 2023.01.12 13:00 | buy | 4 | 0.10 | 158.600 | 0.000 | 0.000 | ||
| 12 | 2023.01.12 13:00 | modify | 4 | 0.10 | 158.600 | 157.100 | 160.000 | ||
| 13 | 2023.01.13 07:00 | s/l | 4 | 0.10 | 157.100 | 157.100 | 160.000 | -100.64 | 10010.24 |
| 14 | 2023.01.13 15:00 | buy | 5 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 15 | 2023.01.13 15:00 | modify | 5 | 0.10 | 155.823 | 154.323 | 157.223 | ||
| 16 | 2023.01.16 00:00 | buy | 6 | 0.10 | 156.547 | 0.000 | 0.000 | ||
| 17 | 2023.01.16 00:00 | modify | 6 | 0.10 | 156.547 | 156.313 | 157.223 | ||
| 18 | 2023.01.16 00:00 | modify | 5 | 0.10 | 155.823 | 156.313 | 157.223 | ||
| 19 | 2023.01.16 02:00 | s/l | 5 | 0.10 | 156.313 | 156.313 | 157.223 | 34.50 | 10044.75 |
| 20 | 2023.01.16 02:00 | s/l | 6 | 0.10 | 156.313 | 156.313 | 157.223 | -15.89 | 10028.86 |
| 21 | 2023.01.20 14:00 | sell | 7 | 0.10 | 161.175 | 0.000 | 0.000 | ||
| 22 | 2023.01.20 14:00 | modify | 7 | 0.10 | 161.175 | 162.675 | 159.775 | ||
| 23 | 2023.01.25 11:00 | t/p | 7 | 0.10 | 159.775 | 162.675 | 159.775 | 89.30 | 10118.15 |
| 24 | 2023.02.02 13:00 | buy | 8 | 0.10 | 157.874 | 0.000 | 0.000 | ||
| 25 | 2023.02.02 13:00 | modify | 8 | 0.10 | 157.874 | 156.374 | 159.274 | ||
| 26 | 2023.02.05 22:00 | t/p | 8 | 0.10 | 159.274 | 156.374 | 159.274 | 96.29 | 10214.45 |
| 27 | 2023.02.21 10:00 | sell | 9 | 0.10 | 162.727 | 0.000 | 0.000 | ||
| 28 | 2023.02.21 10:00 | modify | 9 | 0.10 | 162.727 | 164.227 | 161.327 | ||
| 29 | 2023.02.24 01:00 | t/p | 9 | 0.10 | 161.327 | 164.227 | 161.327 | 85.44 | 10299.89 |
| 30 | 2023.03.01 12:00 | buy | 10 | 0.10 | 163.115 | 0.000 | 0.000 | ||
| 31 | 2023.03.01 12:00 | modify | 10 | 0.10 | 163.115 | 161.615 | 164.515 | ||
| 32 | 2023.03.02 00:00 | buy | 11 | 0.10 | 163.820 | 0.000 | 0.000 | ||
| 33 | 2023.03.02 00:00 | modify | 11 | 0.10 | 163.820 | 163.605 | 164.515 | ||
| 34 | 2023.03.02 00:00 | modify | 10 | 0.10 | 163.115 | 163.605 | 164.515 | ||
| 35 | 2023.03.02 09:00 | s/l | 10 | 0.10 | 163.605 | 163.605 | 164.515 | 36.95 | 10336.84 |
| 36 | 2023.03.02 09:00 | s/l | 11 | 0.10 | 163.605 | 163.605 | 164.515 | -14.60 | 10322.24 |
| 37 | 2023.03.10 10:00 | sell | 12 | 0.10 | 163.969 | 0.000 | 0.000 | ||
| 38 | 2023.03.10 10:00 | modify | 12 | 0.10 | 163.969 | 165.469 | 162.569 | ||
| 39 | 2023.03.10 16:00 | t/p | 12 | 0.10 | 162.569 | 165.469 | 162.569 | 95.06 | 10417.30 |
| 40 | 2023.03.22 11:00 | sell | 13 | 0.10 | 163.181 | 0.000 | 0.000 | ||
| 41 | 2023.03.22 11:00 | modify | 13 | 0.10 | 163.181 | 164.681 | 161.781 | ||
| 42 | 2023.03.22 18:00 | sell | 14 | 0.10 | 162.102 | 0.000 | 0.000 | ||
| 43 | 2023.03.22 18:00 | modify | 14 | 0.10 | 162.102 | 162.621 | 161.781 | ||
| 44 | 2023.03.22 18:00 | modify | 13 | 0.10 | 163.181 | 162.621 | 161.781 | ||
| 45 | 2023.03.22 19:00 | t/p | 13 | 0.10 | 161.781 | 162.621 | 161.781 | 95.06 | 10512.36 |
| 46 | 2023.03.22 19:00 | t/p | 14 | 0.10 | 161.781 | 162.621 | 161.781 | 21.79 | 10534.15 |
| 47 | 2023.03.24 10:00 | buy | 15 | 0.10 | 158.511 | 0.000 | 0.000 | ||
| 48 | 2023.03.24 10:00 | modify | 15 | 0.10 | 158.511 | 157.011 | 159.911 | ||
| 49 | 2023.03.24 17:00 | t/p | 15 | 0.10 | 159.911 | 157.011 | 159.911 | 95.07 | 10629.22 |
| 50 | 2023.04.04 10:00 | sell | 16 | 0.10 | 166.177 | 0.000 | 0.000 | ||
| 51 | 2023.04.04 10:00 | modify | 16 | 0.10 | 166.177 | 167.677 | 164.777 | ||
| 52 | 2023.04.04 15:00 | t/p | 16 | 0.10 | 164.777 | 167.677 | 164.777 | 95.07 | 10724.29 |
| 53 | 2023.04.05 15:00 | buy | 17 | 0.10 | 162.872 | 0.000 | 0.000 | ||
| 54 | 2023.04.05 15:00 | modify | 17 | 0.10 | 162.872 | 161.372 | 164.272 | ||
| 55 | 2023.04.06 07:00 | buy | 18 | 0.10 | 163.721 | 0.000 | 0.000 | ||
| 56 | 2023.04.06 07:00 | modify | 18 | 0.10 | 163.721 | 163.222 | 164.272 | ||
| 57 | 2023.04.06 07:00 | modify | 17 | 0.10 | 162.872 | 163.222 | 164.272 | ||
| 58 | 2023.04.06 23:00 | buy | 19 | 0.10 | 163.946 | 0.000 | 0.000 | ||
| 59 | 2023.04.06 23:00 | modify | 19 | 0.10 | 163.946 | 163.432 | 164.272 | ||
| 60 | 2023.04.06 23:00 | modify | 18 | 0.10 | 163.721 | 163.432 | 164.272 | ||
| 61 | 2023.04.06 23:00 | modify | 17 | 0.10 | 162.872 | 163.432 | 164.272 | ||
| 62 | 2023.04.07 07:00 | t/p | 17 | 0.10 | 164.272 | 163.432 | 164.272 | 99.97 | 10824.26 |
| 63 | 2023.04.07 07:00 | t/p | 18 | 0.10 | 164.272 | 163.432 | 164.272 | 38.64 | 10862.91 |
| 64 | 2023.04.07 07:00 | t/p | 19 | 0.10 | 164.272 | 163.432 | 164.272 | 23.36 | 10886.27 |
| 65 | 2023.04.28 15:00 | sell | 20 | 0.10 | 170.935 | 0.000 | 0.000 | ||
| 66 | 2023.04.28 15:00 | modify | 20 | 0.10 | 170.935 | 172.435 | 169.535 | ||
| 67 | 2023.05.03 02:00 | sell | 21 | 0.10 | 169.856 | 0.000 | 0.000 | ||
| 68 | 2023.05.03 02:00 | modify | 21 | 0.10 | 169.856 | 170.375 | 169.535 | ||
| 69 | 2023.05.03 02:00 | modify | 20 | 0.10 | 170.935 | 170.375 | 169.535 | ||
| 70 | 2023.05.03 11:00 | t/p | 20 | 0.10 | 169.535 | 170.375 | 169.535 | 89.30 | 10975.57 |
| 71 | 2023.05.03 11:00 | t/p | 21 | 0.10 | 169.535 | 170.375 | 169.535 | 21.80 | 10997.37 |
| 72 | 2023.05.11 14:00 | buy | 22 | 0.10 | 168.006 | 0.000 | 0.000 | ||
| 73 | 2023.05.11 14:00 | modify | 22 | 0.10 | 168.006 | 166.506 | 169.406 | ||
| 74 | 2023.05.12 16:00 | buy | 23 | 0.10 | 169.064 | 0.000 | 0.000 | ||
| 75 | 2023.05.12 16:00 | modify | 23 | 0.10 | 169.064 | 168.566 | 169.406 | ||
| 76 | 2023.05.12 16:00 | modify | 22 | 0.10 | 168.006 | 168.566 | 169.406 | ||
| 77 | 2023.05.15 04:00 | t/p | 22 | 0.10 | 169.406 | 168.566 | 169.406 | 97.53 | 11094.90 |
| 78 | 2023.05.15 04:00 | t/p | 23 | 0.10 | 169.406 | 168.566 | 169.406 | 24.45 | 11119.35 |
| 79 | 2023.08.03 09:00 | buy | 24 | 0.10 | 181.098 | 0.000 | 0.000 | ||
| 80 | 2023.08.03 09:00 | modify | 24 | 0.10 | 181.098 | 179.598 | 182.498 | ||
| 81 | 2023.08.07 15:00 | buy | 25 | 0.10 | 181.820 | 0.000 | 0.000 | ||
| 82 | 2023.08.07 15:00 | modify | 25 | 0.10 | 181.820 | 181.588 | 182.498 | ||
| 83 | 2023.08.07 15:00 | modify | 24 | 0.10 | 181.098 | 181.588 | 182.498 | ||
| 84 | 2023.08.07 18:00 | buy | 26 | 0.10 | 182.156 | 0.000 | 0.000 | ||
| 85 | 2023.08.07 18:00 | modify | 26 | 0.10 | 182.156 | 181.658 | 182.498 | ||
| 86 | 2023.08.07 18:00 | modify | 25 | 0.10 | 181.820 | 181.658 | 182.498 | ||
| 87 | 2023.08.07 18:00 | modify | 24 | 0.10 | 181.098 | 181.658 | 182.498 | ||
| 88 | 2023.08.08 01:00 | t/p | 24 | 0.10 | 182.498 | 181.658 | 182.498 | 98.74 | 11218.10 |
| 89 | 2023.08.08 01:00 | t/p | 25 | 0.10 | 182.498 | 181.658 | 182.498 | 47.26 | 11265.36 |
| 90 | 2023.08.08 01:00 | t/p | 26 | 0.10 | 182.498 | 181.658 | 182.498 | 24.44 | 11289.81 |
| 91 | 2023.08.23 09:00 | buy | 27 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 92 | 2023.08.23 09:00 | modify | 27 | 0.10 | 184.329 | 182.829 | 185.729 | ||
| 93 | 2023.08.30 17:00 | t/p | 27 | 0.10 | 185.729 | 182.829 | 185.729 | 103.64 | 11393.45 |
| 94 | 2023.09.21 12:00 | buy | 28 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 95 | 2023.09.21 12:00 | modify | 28 | 0.10 | 181.552 | 180.052 | 182.952 | ||
| 96 | 2023.09.29 12:00 | t/p | 28 | 0.10 | 182.952 | 180.052 | 182.952 | 104.88 | 11498.33 |
| 97 | 2023.10.31 10:00 | sell | 29 | 0.10 | 183.682 | 0.000 | 0.000 | ||
| 98 | 2023.10.31 10:00 | modify | 29 | 0.10 | 183.682 | 185.182 | 182.282 | ||
| 99 | 2023.11.01 18:00 | sell | 30 | 0.10 | 182.978 | 0.000 | 0.000 | ||
| 100 | 2023.11.01 18:00 | modify | 30 | 0.10 | 182.978 | 183.192 | 182.282 | ||
| 101 | 2023.11.01 18:00 | modify | 29 | 0.10 | 183.682 | 183.192 | 182.282 | ||
| 102 | 2023.11.01 19:00 | s/l | 29 | 0.10 | 183.192 | 183.192 | 182.282 | 31.35 | 11529.68 |
| 103 | 2023.11.01 19:00 | s/l | 30 | 0.10 | 183.192 | 183.192 | 182.282 | -14.54 | 11515.14 |
| 104 | 2023.11.14 15:00 | sell | 31 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 105 | 2023.11.14 15:00 | modify | 31 | 0.10 | 187.853 | 189.353 | 186.453 | ||
| 106 | 2023.11.16 18:00 | sell | 32 | 0.10 | 187.006 | 0.000 | 0.000 | ||
| 107 | 2023.11.16 18:00 | modify | 32 | 0.10 | 187.006 | 187.503 | 186.453 | ||
| 108 | 2023.11.16 18:00 | modify | 31 | 0.10 | 187.853 | 187.503 | 186.453 | ||
| 109 | 2023.11.17 08:00 | t/p | 31 | 0.10 | 186.453 | 187.503 | 186.453 | 85.45 | 11600.59 |
| 110 | 2023.11.17 08:00 | t/p | 32 | 0.10 | 186.453 | 187.503 | 186.453 | 35.63 | 11636.21 |
| 111 | 2023.11.17 09:00 | buy | 33 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 112 | 2023.11.17 09:00 | modify | 33 | 0.10 | 185.490 | 183.990 | 186.890 | ||
| 113 | 2023.11.17 21:00 | buy | 34 | 0.10 | 186.547 | 0.000 | 0.000 | ||
| 114 | 2023.11.17 21:00 | modify | 34 | 0.10 | 186.547 | 186.050 | 186.890 | ||
| 115 | 2023.11.17 21:00 | modify | 33 | 0.10 | 185.490 | 186.050 | 186.890 | ||
| 116 | 2023.11.19 23:00 | s/l | 33 | 0.10 | 186.050 | 186.050 | 186.890 | 38.03 | 11674.24 |
| 117 | 2023.11.19 23:00 | s/l | 34 | 0.10 | 186.050 | 186.050 | 186.890 | -33.75 | 11640.49 |
| 118 | 2023.12.07 09:00 | buy | 35 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 119 | 2023.12.07 09:00 | modify | 35 | 0.10 | 182.801 | 181.301 | 184.201 | ||
| 120 | 2023.12.07 16:00 | s/l | 35 | 0.10 | 181.301 | 181.301 | 184.201 | -101.87 | 11538.62 |