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 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 480.19 | Gross profit | 688.98 | Gross loss | -208.79 |
| Profit factor | 3.30 | Expected payoff | 21.83 | ||
| Absolute drawdown | 3.45 | Maximal drawdown | 134.26 (1.32%) | Relative drawdown | 1.32% (134.26) |
| Total trades | 22 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
| Largest | profit trade | 71.35 | loss trade | -45.70 | |
| Average | profit trade | 49.21 | loss trade | -26.10 | |
| Maximum | consecutive wins (profit in money) | 4 (189.33) | consecutive losses (loss in money) | 3 (-98.31) | |
| Maximal | consecutive profit (count of wins) | 189.33 (4) | consecutive loss (count of losses) | -98.31 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.08 04:00 | sell | 1 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 2 | 2023.08.08 04:00 | modify | 1 | 0.10 | 182.817 | 183.417 | 181.717 | ||
| 3 | 2023.08.08 10:00 | sell | 2 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 4 | 2023.08.08 10:00 | modify | 2 | 0.10 | 182.099 | 182.322 | 181.717 | ||
| 5 | 2023.08.08 10:00 | modify | 1 | 0.10 | 182.817 | 182.322 | 181.717 | ||
| 6 | 2023.08.08 12:00 | t/p | 1 | 0.10 | 181.717 | 182.322 | 181.717 | 70.31 | 10070.31 |
| 7 | 2023.08.08 12:00 | t/p | 2 | 0.10 | 181.717 | 182.322 | 181.717 | 24.41 | 10094.72 |
| 8 | 2023.08.23 13:00 | buy | 3 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 9 | 2023.08.23 13:00 | modify | 3 | 0.10 | 183.786 | 183.186 | 184.886 | ||
| 10 | 2023.08.27 23:00 | buy | 4 | 0.10 | 184.366 | 0.000 | 0.000 | ||
| 11 | 2023.08.27 23:00 | modify | 4 | 0.10 | 184.366 | 183.896 | 184.886 | ||
| 12 | 2023.08.27 23:00 | modify | 3 | 0.10 | 183.786 | 183.896 | 184.886 | ||
| 13 | 2023.08.28 00:00 | buy | 5 | 0.10 | 184.519 | 0.000 | 0.000 | ||
| 14 | 2023.08.28 00:00 | modify | 5 | 0.10 | 184.519 | 184.281 | 184.886 | ||
| 15 | 2023.08.28 00:00 | modify | 4 | 0.10 | 184.366 | 184.281 | 184.886 | ||
| 16 | 2023.08.28 00:00 | modify | 3 | 0.10 | 183.786 | 184.281 | 184.886 | ||
| 17 | 2023.08.28 08:00 | s/l | 3 | 0.10 | 184.281 | 184.281 | 184.886 | 36.76 | 10131.48 |
| 18 | 2023.08.28 08:00 | s/l | 4 | 0.10 | 184.281 | 184.281 | 184.886 | -4.42 | 10127.07 |
| 19 | 2023.08.28 08:00 | s/l | 5 | 0.10 | 184.281 | 184.281 | 184.886 | -15.22 | 10111.85 |
| 20 | 2023.09.07 13:00 | buy | 6 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 21 | 2023.09.07 13:00 | modify | 6 | 0.10 | 183.574 | 182.974 | 184.674 | ||
| 22 | 2023.09.08 08:00 | buy | 7 | 0.10 | 184.182 | 0.000 | 0.000 | ||
| 23 | 2023.09.08 08:00 | modify | 7 | 0.10 | 184.182 | 183.959 | 184.674 | ||
| 24 | 2023.09.08 08:00 | modify | 6 | 0.10 | 183.574 | 183.959 | 184.674 | ||
| 25 | 2023.09.08 10:00 | s/l | 6 | 0.10 | 183.959 | 183.959 | 184.674 | 25.64 | 10137.49 |
| 26 | 2023.09.08 10:00 | s/l | 7 | 0.10 | 183.959 | 183.959 | 184.674 | -14.25 | 10123.24 |
| 27 | 2023.11.22 10:00 | sell | 8 | 0.10 | 186.816 | 0.000 | 0.000 | ||
| 28 | 2023.11.22 10:00 | modify | 8 | 0.10 | 186.816 | 187.416 | 185.716 | ||
| 29 | 2023.11.23 10:00 | s/l | 8 | 0.10 | 187.416 | 187.416 | 185.716 | -45.70 | 10077.54 |
| 30 | 2023.12.07 11:00 | buy | 9 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 31 | 2023.12.07 11:00 | modify | 9 | 0.10 | 182.371 | 181.771 | 183.471 | ||
| 32 | 2023.12.07 15:00 | s/l | 9 | 0.10 | 181.771 | 181.771 | 183.471 | -38.36 | 10039.18 |
| 33 | 2023.12.11 14:00 | sell | 10 | 0.10 | 184.040 | 0.000 | 0.000 | ||
| 34 | 2023.12.11 14:00 | modify | 10 | 0.10 | 184.040 | 184.640 | 182.940 | ||
| 35 | 2023.12.11 20:00 | sell | 11 | 0.10 | 183.487 | 0.000 | 0.000 | ||
| 36 | 2023.12.11 20:00 | modify | 11 | 0.10 | 183.487 | 183.930 | 182.940 | ||
| 37 | 2023.12.11 20:00 | modify | 10 | 0.10 | 184.040 | 183.930 | 182.940 | ||
| 38 | 2023.12.12 02:00 | t/p | 10 | 0.10 | 182.940 | 183.930 | 182.940 | 67.86 | 10107.04 |
| 39 | 2023.12.12 02:00 | t/p | 11 | 0.10 | 182.940 | 183.930 | 182.940 | 32.52 | 10139.56 |
| 40 | 2023.12.19 12:00 | sell | 12 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 41 | 2023.12.19 12:00 | modify | 12 | 0.10 | 183.913 | 184.513 | 182.813 | ||
| 42 | 2023.12.19 16:00 | sell | 13 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 43 | 2023.12.19 16:00 | modify | 13 | 0.10 | 183.181 | 183.418 | 182.813 | ||
| 44 | 2023.12.19 16:00 | modify | 12 | 0.10 | 183.913 | 183.418 | 182.813 | ||
| 45 | 2023.12.20 04:00 | t/p | 12 | 0.10 | 182.813 | 183.418 | 182.813 | 67.87 | 10207.43 |
| 46 | 2023.12.20 04:00 | t/p | 13 | 0.10 | 182.813 | 183.418 | 182.813 | 21.08 | 10228.51 |
| 47 | 2024.01.17 11:00 | sell | 14 | 0.10 | 187.302 | 0.000 | 0.000 | ||
| 48 | 2024.01.17 11:00 | modify | 14 | 0.10 | 187.302 | 187.902 | 186.202 | ||
| 49 | 2024.01.17 16:00 | s/l | 14 | 0.10 | 187.902 | 187.902 | 186.202 | -38.36 | 10190.15 |
| 50 | 2024.03.07 09:00 | buy | 15 | 0.10 | 188.460 | 0.000 | 0.000 | ||
| 51 | 2024.03.07 09:00 | modify | 15 | 0.10 | 188.460 | 187.860 | 189.560 | ||
| 52 | 2024.03.07 18:00 | t/p | 15 | 0.10 | 189.560 | 187.860 | 189.560 | 70.33 | 10260.48 |
| 53 | 2024.03.22 10:00 | buy | 16 | 0.10 | 190.875 | 0.000 | 0.000 | ||
| 54 | 2024.03.22 10:00 | modify | 16 | 0.10 | 190.875 | 190.275 | 191.975 | ||
| 55 | 2024.03.25 16:00 | buy | 17 | 0.10 | 191.497 | 0.000 | 0.000 | ||
| 56 | 2024.03.25 16:00 | modify | 17 | 0.10 | 191.497 | 191.260 | 191.975 | ||
| 57 | 2024.03.25 16:00 | modify | 16 | 0.10 | 190.875 | 191.260 | 191.975 | ||
| 58 | 2024.03.26 01:00 | s/l | 16 | 0.10 | 191.260 | 191.260 | 191.975 | 26.66 | 10287.14 |
| 59 | 2024.03.26 01:00 | s/l | 17 | 0.10 | 191.260 | 191.260 | 191.975 | -14.14 | 10273.00 |
| 60 | 2024.04.12 14:00 | buy | 18 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 61 | 2024.04.12 14:00 | modify | 18 | 0.10 | 190.472 | 189.872 | 191.572 | ||
| 62 | 2024.04.15 00:00 | buy | 19 | 0.10 | 191.047 | 0.000 | 0.000 | ||
| 63 | 2024.04.15 00:00 | modify | 19 | 0.10 | 191.047 | 190.582 | 191.572 | ||
| 64 | 2024.04.15 00:00 | modify | 18 | 0.10 | 190.472 | 190.582 | 191.572 | ||
| 65 | 2024.04.15 04:00 | t/p | 18 | 0.10 | 191.572 | 190.582 | 191.572 | 71.35 | 10344.36 |
| 66 | 2024.04.15 04:00 | t/p | 19 | 0.10 | 191.572 | 190.582 | 191.572 | 33.56 | 10377.92 |
| 67 | 2024.04.25 10:00 | sell | 20 | 0.10 | 194.750 | 0.000 | 0.000 | ||
| 68 | 2024.04.25 10:00 | modify | 20 | 0.10 | 194.750 | 195.350 | 193.650 | ||
| 69 | 2024.04.25 14:00 | t/p | 20 | 0.10 | 193.650 | 195.350 | 193.650 | 70.31 | 10448.23 |
| 70 | 2024.04.26 12:00 | sell | 21 | 0.10 | 196.188 | 0.000 | 0.000 | ||
| 71 | 2024.04.26 12:00 | modify | 21 | 0.10 | 196.188 | 196.788 | 195.088 | ||
| 72 | 2024.04.26 17:00 | s/l | 21 | 0.10 | 196.788 | 196.788 | 195.088 | -38.35 | 10409.88 |
| 73 | 2024.04.29 04:00 | sell | 22 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 74 | 2024.04.29 04:00 | modify | 22 | 0.10 | 199.601 | 200.201 | 198.501 | ||
| 75 | 2024.04.29 05:00 | t/p | 22 | 0.10 | 198.501 | 200.201 | 198.501 | 70.31 | 10480.19 |