Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 6547 | Ticks modelled | 31414882 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 657.49 | Gross profit | 780.11 | Gross loss | -122.62 |
| Profit factor | 6.36 | Expected payoff | 31.31 | ||
| Absolute drawdown | 36.91 | Maximal drawdown | 173.16 (1.71%) | Relative drawdown | 1.71% (173.16) |
| Total trades | 21 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
| Largest | profit trade | 96.91 | loss trade | -31.97 | |
| Average | profit trade | 52.01 | loss trade | -20.44 | |
| Maximum | consecutive wins (profit in money) | 12 (690.44) | consecutive losses (loss in money) | 4 (-103.24) | |
| Maximal | consecutive profit (count of wins) | 690.44 (12) | consecutive loss (count of losses) | -103.24 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.23 13:00 | buy | 1 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 2 | 2023.08.23 13:00 | modify | 1 | 0.10 | 183.786 | 183.286 | 185.286 | ||
| 3 | 2023.08.23 19:32 | buy | 2 | 0.10 | 184.316 | 0.000 | 0.000 | ||
| 4 | 2023.08.23 19:32 | modify | 2 | 0.10 | 184.316 | 183.861 | 185.286 | ||
| 5 | 2023.08.23 19:32 | modify | 1 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 6 | 2023.08.24 04:38 | buy | 3 | 0.10 | 184.612 | 0.000 | 0.000 | ||
| 7 | 2023.08.24 04:38 | modify | 3 | 0.10 | 184.612 | 184.161 | 185.286 | ||
| 8 | 2023.08.24 04:38 | modify | 2 | 0.10 | 184.316 | 184.161 | 185.286 | ||
| 9 | 2023.08.24 04:38 | modify | 1 | 0.10 | 183.786 | 184.161 | 185.286 | ||
| 10 | 2023.08.24 05:57 | buy | 4 | 0.10 | 184.763 | 0.000 | 0.000 | ||
| 11 | 2023.08.24 05:57 | modify | 4 | 0.10 | 184.763 | 184.536 | 185.286 | ||
| 12 | 2023.08.24 05:57 | modify | 3 | 0.10 | 184.612 | 184.536 | 185.286 | ||
| 13 | 2023.08.24 05:57 | modify | 2 | 0.10 | 184.316 | 184.536 | 185.286 | ||
| 14 | 2023.08.24 05:57 | modify | 1 | 0.10 | 183.786 | 184.536 | 185.286 | ||
| 15 | 2023.08.24 06:09 | s/l | 1 | 0.10 | 184.536 | 184.536 | 185.286 | 51.01 | 10051.01 |
| 16 | 2023.08.24 06:09 | s/l | 2 | 0.10 | 184.536 | 184.536 | 185.286 | 17.13 | 10068.15 |
| 17 | 2023.08.24 06:09 | s/l | 3 | 0.10 | 184.536 | 184.536 | 185.286 | -4.86 | 10063.29 |
| 18 | 2023.08.24 06:09 | s/l | 4 | 0.10 | 184.536 | 184.536 | 185.286 | -14.52 | 10048.77 |
| 19 | 2023.11.14 18:00 | sell | 5 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 20 | 2023.11.14 18:00 | modify | 5 | 0.10 | 188.135 | 188.635 | 186.635 | ||
| 21 | 2023.11.15 08:34 | sell | 6 | 0.10 | 187.610 | 0.000 | 0.000 | ||
| 22 | 2023.11.15 08:34 | modify | 6 | 0.10 | 187.610 | 188.060 | 186.635 | ||
| 23 | 2023.11.15 08:34 | modify | 5 | 0.10 | 188.135 | 188.060 | 186.635 | ||
| 24 | 2023.11.15 13:30 | sell | 7 | 0.10 | 187.295 | 0.000 | 0.000 | ||
| 25 | 2023.11.15 13:30 | modify | 7 | 0.10 | 187.295 | 187.760 | 186.635 | ||
| 26 | 2023.11.15 13:30 | modify | 6 | 0.10 | 187.610 | 187.760 | 186.635 | ||
| 27 | 2023.11.15 13:30 | modify | 5 | 0.10 | 188.135 | 187.760 | 186.635 | ||
| 28 | 2023.11.15 14:16 | s/l | 5 | 0.10 | 187.760 | 187.760 | 186.635 | 21.52 | 10070.29 |
| 29 | 2023.11.15 14:16 | s/l | 6 | 0.10 | 187.760 | 187.760 | 186.635 | -9.59 | 10060.70 |
| 30 | 2023.11.15 14:16 | s/l | 7 | 0.10 | 187.760 | 187.760 | 186.635 | -29.72 | 10030.98 |
| 31 | 2023.12.07 11:00 | buy | 8 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 32 | 2023.12.07 11:00 | modify | 8 | 0.10 | 182.371 | 181.871 | 183.871 | ||
| 33 | 2023.12.07 14:32 | s/l | 8 | 0.10 | 181.871 | 181.871 | 183.871 | -31.96 | 9999.02 |
| 34 | 2023.12.07 17:00 | buy | 9 | 0.10 | 181.296 | 0.000 | 0.000 | ||
| 35 | 2023.12.07 17:00 | modify | 9 | 0.10 | 181.296 | 180.796 | 182.796 | ||
| 36 | 2023.12.07 17:46 | s/l | 9 | 0.10 | 180.796 | 180.796 | 182.796 | -31.97 | 9967.05 |
| 37 | 2023.12.11 14:00 | sell | 10 | 0.10 | 184.040 | 0.000 | 0.000 | ||
| 38 | 2023.12.11 14:00 | modify | 10 | 0.10 | 184.040 | 184.540 | 182.540 | ||
| 39 | 2023.12.11 19:35 | sell | 11 | 0.10 | 183.513 | 0.000 | 0.000 | ||
| 40 | 2023.12.11 19:35 | modify | 11 | 0.10 | 183.513 | 183.965 | 182.540 | ||
| 41 | 2023.12.11 19:35 | modify | 10 | 0.10 | 184.040 | 183.965 | 182.540 | ||
| 42 | 2023.12.12 00:14 | sell | 12 | 0.10 | 183.215 | 0.000 | 0.000 | ||
| 43 | 2023.12.12 00:14 | modify | 12 | 0.10 | 183.215 | 183.665 | 182.540 | ||
| 44 | 2023.12.12 00:14 | modify | 11 | 0.10 | 183.513 | 183.665 | 182.540 | ||
| 45 | 2023.12.12 00:14 | modify | 10 | 0.10 | 184.040 | 183.665 | 182.540 | ||
| 46 | 2023.12.12 00:33 | sell | 13 | 0.10 | 183.049 | 0.000 | 0.000 | ||
| 47 | 2023.12.12 00:33 | modify | 13 | 0.10 | 183.049 | 183.290 | 182.540 | ||
| 48 | 2023.12.12 00:33 | modify | 12 | 0.10 | 183.215 | 183.290 | 182.540 | ||
| 49 | 2023.12.12 00:33 | modify | 11 | 0.10 | 183.513 | 183.290 | 182.540 | ||
| 50 | 2023.12.12 00:33 | modify | 10 | 0.10 | 184.040 | 183.290 | 182.540 | ||
| 51 | 2023.12.12 09:37 | t/p | 10 | 0.10 | 182.540 | 183.290 | 182.540 | 93.43 | 10060.48 |
| 52 | 2023.12.12 09:37 | t/p | 11 | 0.10 | 182.540 | 183.290 | 182.540 | 59.74 | 10120.22 |
| 53 | 2023.12.12 09:37 | t/p | 12 | 0.10 | 182.540 | 183.290 | 182.540 | 43.14 | 10163.36 |
| 54 | 2023.12.12 09:37 | t/p | 13 | 0.10 | 182.540 | 183.290 | 182.540 | 32.53 | 10195.89 |
| 55 | 2023.12.19 13:00 | sell | 14 | 0.10 | 183.789 | 0.000 | 0.000 | ||
| 56 | 2023.12.19 13:00 | modify | 14 | 0.10 | 183.789 | 184.289 | 182.289 | ||
| 57 | 2023.12.19 15:02 | sell | 15 | 0.10 | 183.261 | 0.000 | 0.000 | ||
| 58 | 2023.12.19 15:02 | modify | 15 | 0.10 | 183.261 | 183.714 | 182.289 | ||
| 59 | 2023.12.19 15:02 | modify | 14 | 0.10 | 183.789 | 183.714 | 182.289 | ||
| 60 | 2023.12.19 22:10 | sell | 16 | 0.10 | 182.935 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 22:10 | modify | 16 | 0.10 | 182.935 | 183.414 | 182.289 | ||
| 62 | 2023.12.19 22:10 | modify | 15 | 0.10 | 183.261 | 183.414 | 182.289 | ||
| 63 | 2023.12.19 22:10 | modify | 14 | 0.10 | 183.789 | 183.414 | 182.289 | ||
| 64 | 2023.12.20 03:40 | sell | 17 | 0.10 | 182.814 | 0.000 | 0.000 | ||
| 65 | 2023.12.20 03:40 | modify | 17 | 0.10 | 182.814 | 183.039 | 182.289 | ||
| 66 | 2023.12.20 03:40 | modify | 16 | 0.10 | 182.935 | 183.039 | 182.289 | ||
| 67 | 2023.12.20 03:40 | modify | 15 | 0.10 | 183.261 | 183.039 | 182.289 | ||
| 68 | 2023.12.20 03:40 | modify | 14 | 0.10 | 183.789 | 183.039 | 182.289 | ||
| 69 | 2023.12.20 07:00 | t/p | 14 | 0.10 | 182.289 | 183.039 | 182.289 | 93.44 | 10289.33 |
| 70 | 2023.12.20 07:00 | t/p | 15 | 0.10 | 182.289 | 183.039 | 182.289 | 59.68 | 10349.00 |
| 71 | 2023.12.20 07:00 | t/p | 16 | 0.10 | 182.289 | 183.039 | 182.289 | 38.85 | 10387.85 |
| 72 | 2023.12.20 07:00 | t/p | 17 | 0.10 | 182.289 | 183.039 | 182.289 | 33.56 | 10421.41 |
| 73 | 2024.04.12 14:00 | buy | 18 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 74 | 2024.04.12 14:00 | modify | 18 | 0.10 | 190.472 | 189.972 | 191.972 | ||
| 75 | 2024.04.14 22:30 | buy | 19 | 0.10 | 191.001 | 0.000 | 0.000 | ||
| 76 | 2024.04.14 22:30 | modify | 19 | 0.10 | 191.001 | 190.547 | 191.972 | ||
| 77 | 2024.04.14 22:30 | modify | 18 | 0.10 | 190.472 | 190.547 | 191.972 | ||
| 78 | 2024.04.15 01:05 | buy | 20 | 0.10 | 191.306 | 0.000 | 0.000 | ||
| 79 | 2024.04.15 01:05 | modify | 20 | 0.10 | 191.306 | 190.847 | 191.972 | ||
| 80 | 2024.04.15 01:05 | modify | 19 | 0.10 | 191.001 | 190.847 | 191.972 | ||
| 81 | 2024.04.15 01:05 | modify | 18 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 82 | 2024.04.15 02:15 | buy | 21 | 0.10 | 191.448 | 0.000 | 0.000 | ||
| 83 | 2024.04.15 02:15 | modify | 21 | 0.10 | 191.448 | 191.222 | 191.972 | ||
| 84 | 2024.04.15 02:15 | modify | 20 | 0.10 | 191.306 | 191.222 | 191.972 | ||
| 85 | 2024.04.15 02:15 | modify | 19 | 0.10 | 191.001 | 191.222 | 191.972 | ||
| 86 | 2024.04.15 02:15 | modify | 18 | 0.10 | 190.472 | 191.222 | 191.972 | ||
| 87 | 2024.04.15 07:57 | t/p | 18 | 0.10 | 191.972 | 191.222 | 191.972 | 96.91 | 10518.33 |
| 88 | 2024.04.15 07:57 | t/p | 19 | 0.10 | 191.972 | 191.222 | 191.972 | 63.09 | 10581.42 |
| 89 | 2024.04.15 07:57 | t/p | 20 | 0.10 | 191.972 | 191.222 | 191.972 | 42.57 | 10623.99 |
| 90 | 2024.04.15 07:57 | t/p | 21 | 0.10 | 191.972 | 191.222 | 191.972 | 33.50 | 10657.49 |