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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 839.14 | Gross profit | 1065.55 | Gross loss | -226.41 |
| Profit factor | 4.71 | Expected payoff | 34.96 | ||
| Absolute drawdown | 69.29 | Maximal drawdown | 151.57 (1.44%) | Relative drawdown | 1.44% (151.57) |
| Total trades | 24 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 98.95 | loss trade | -70.31 | |
| Average | profit trade | 62.68 | loss trade | -32.34 | |
| Maximum | consecutive wins (profit in money) | 5 (480.00) | consecutive losses (loss in money) | 2 (-84.89) | |
| Maximal | consecutive profit (count of wins) | 480.00 (5) | consecutive loss (count of losses) | -84.89 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 15:00 | buy | 1 | 0.10 | 170.032 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 15:00 | modify | 1 | 0.10 | 170.032 | 168.932 | 171.532 | ||
| 3 | 2023.05.03 23:00 | s/l | 1 | 0.10 | 168.932 | 168.932 | 171.532 | -69.29 | 9930.71 |
| 4 | 2023.05.11 14:00 | buy | 2 | 0.10 | 168.006 | 0.000 | 0.000 | ||
| 5 | 2023.05.11 14:00 | modify | 2 | 0.10 | 168.006 | 166.906 | 169.506 | ||
| 6 | 2023.05.12 06:00 | buy | 3 | 0.10 | 168.633 | 0.000 | 0.000 | ||
| 7 | 2023.05.12 06:00 | modify | 3 | 0.10 | 168.633 | 168.381 | 169.506 | ||
| 8 | 2023.05.12 06:00 | modify | 2 | 0.10 | 168.006 | 168.381 | 169.506 | ||
| 9 | 2023.05.12 15:00 | buy | 4 | 0.10 | 168.774 | 0.000 | 0.000 | ||
| 10 | 2023.05.12 15:00 | modify | 4 | 0.10 | 168.774 | 168.381 | 169.506 | ||
| 11 | 2023.05.15 01:00 | buy | 5 | 0.10 | 169.207 | 0.000 | 0.000 | ||
| 12 | 2023.05.15 01:00 | modify | 5 | 0.10 | 169.207 | 168.981 | 169.506 | ||
| 13 | 2023.05.15 01:00 | modify | 4 | 0.10 | 168.774 | 168.981 | 169.506 | ||
| 14 | 2023.05.15 01:00 | modify | 3 | 0.10 | 168.633 | 168.981 | 169.506 | ||
| 15 | 2023.05.15 01:00 | modify | 2 | 0.10 | 168.006 | 168.981 | 169.506 | ||
| 16 | 2023.05.15 04:00 | t/p | 2 | 0.10 | 169.506 | 168.981 | 169.506 | 97.93 | 10028.64 |
| 17 | 2023.05.15 04:00 | t/p | 3 | 0.10 | 169.506 | 168.981 | 169.506 | 56.82 | 10085.47 |
| 18 | 2023.05.15 04:00 | t/p | 4 | 0.10 | 169.506 | 168.981 | 169.506 | 47.81 | 10133.28 |
| 19 | 2023.05.15 04:00 | t/p | 5 | 0.10 | 169.506 | 168.981 | 169.506 | 19.11 | 10152.39 |
| 20 | 2023.07.21 08:00 | sell | 6 | 0.10 | 181.932 | 0.000 | 0.000 | ||
| 21 | 2023.07.21 08:00 | modify | 6 | 0.10 | 181.932 | 183.032 | 180.432 | ||
| 22 | 2023.07.25 01:00 | sell | 7 | 0.10 | 181.319 | 0.000 | 0.000 | ||
| 23 | 2023.07.25 01:00 | modify | 7 | 0.10 | 181.319 | 181.557 | 180.432 | ||
| 24 | 2023.07.25 01:00 | modify | 6 | 0.10 | 181.932 | 181.557 | 180.432 | ||
| 25 | 2023.07.25 02:00 | s/l | 6 | 0.10 | 181.557 | 181.557 | 180.432 | 19.07 | 10171.46 |
| 26 | 2023.07.25 02:00 | s/l | 7 | 0.10 | 181.557 | 181.557 | 180.432 | -15.21 | 10156.25 |
| 27 | 2023.08.03 09:00 | buy | 8 | 0.10 | 181.098 | 0.000 | 0.000 | ||
| 28 | 2023.08.03 09:00 | modify | 8 | 0.10 | 181.098 | 179.998 | 182.598 | ||
| 29 | 2023.08.08 01:00 | t/p | 8 | 0.10 | 182.598 | 179.998 | 182.598 | 98.95 | 10255.21 |
| 30 | 2023.08.23 09:00 | buy | 9 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 31 | 2023.08.23 09:00 | modify | 9 | 0.10 | 184.329 | 183.229 | 185.829 | ||
| 32 | 2023.08.29 05:00 | buy | 10 | 0.10 | 184.944 | 0.000 | 0.000 | ||
| 33 | 2023.08.29 05:00 | modify | 10 | 0.10 | 184.944 | 184.704 | 185.829 | ||
| 34 | 2023.08.29 05:00 | modify | 9 | 0.10 | 184.329 | 184.704 | 185.829 | ||
| 35 | 2023.08.29 07:00 | s/l | 9 | 0.10 | 184.704 | 184.704 | 185.829 | 30.12 | 10285.33 |
| 36 | 2023.08.29 07:00 | s/l | 10 | 0.10 | 184.704 | 184.704 | 185.829 | -15.34 | 10269.99 |
| 37 | 2023.09.21 12:00 | buy | 11 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 38 | 2023.09.21 12:00 | modify | 11 | 0.10 | 181.552 | 180.452 | 183.052 | ||
| 39 | 2023.09.28 12:00 | buy | 12 | 0.10 | 182.328 | 0.000 | 0.000 | ||
| 40 | 2023.09.28 12:00 | modify | 12 | 0.10 | 182.328 | 181.927 | 183.052 | ||
| 41 | 2023.09.28 12:00 | modify | 11 | 0.10 | 181.552 | 181.927 | 183.052 | ||
| 42 | 2023.09.28 15:00 | s/l | 11 | 0.10 | 181.927 | 181.927 | 183.052 | 31.14 | 10301.13 |
| 43 | 2023.09.28 15:00 | s/l | 12 | 0.10 | 181.927 | 181.927 | 183.052 | -25.64 | 10275.49 |
| 44 | 2023.10.31 10:00 | sell | 13 | 0.10 | 183.682 | 0.000 | 0.000 | ||
| 45 | 2023.10.31 10:00 | modify | 13 | 0.10 | 183.682 | 184.782 | 182.182 | ||
| 46 | 2023.11.01 16:00 | sell | 14 | 0.10 | 183.056 | 0.000 | 0.000 | ||
| 47 | 2023.11.01 16:00 | modify | 14 | 0.10 | 183.056 | 183.307 | 182.182 | ||
| 48 | 2023.11.01 16:00 | modify | 13 | 0.10 | 183.682 | 183.307 | 182.182 | ||
| 49 | 2023.11.01 20:00 | s/l | 13 | 0.10 | 183.307 | 183.307 | 182.182 | 21.52 | 10297.01 |
| 50 | 2023.11.01 20:00 | s/l | 14 | 0.10 | 183.307 | 183.307 | 182.182 | -16.04 | 10280.97 |
| 51 | 2023.11.14 15:00 | sell | 15 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 52 | 2023.11.14 15:00 | modify | 15 | 0.10 | 187.853 | 188.953 | 186.353 | ||
| 53 | 2023.11.16 15:00 | sell | 16 | 0.10 | 187.243 | 0.000 | 0.000 | ||
| 54 | 2023.11.16 15:00 | modify | 16 | 0.10 | 187.243 | 187.478 | 186.353 | ||
| 55 | 2023.11.16 15:00 | modify | 15 | 0.10 | 187.853 | 187.478 | 186.353 | ||
| 56 | 2023.11.17 08:00 | t/p | 15 | 0.10 | 186.353 | 187.478 | 186.353 | 83.62 | 10364.59 |
| 57 | 2023.11.17 08:00 | t/p | 16 | 0.10 | 186.353 | 187.478 | 186.353 | 54.44 | 10419.03 |
| 58 | 2023.11.17 09:00 | buy | 17 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 59 | 2023.11.17 09:00 | modify | 17 | 0.10 | 185.490 | 184.390 | 186.990 | ||
| 60 | 2023.11.20 06:00 | buy | 18 | 0.10 | 186.093 | 0.000 | 0.000 | ||
| 61 | 2023.11.20 06:00 | modify | 18 | 0.10 | 186.093 | 185.865 | 186.990 | ||
| 62 | 2023.11.20 06:00 | modify | 17 | 0.10 | 185.490 | 185.865 | 186.990 | ||
| 63 | 2023.11.20 08:00 | s/l | 17 | 0.10 | 185.865 | 185.865 | 186.990 | 24.99 | 10444.03 |
| 64 | 2023.11.20 08:00 | s/l | 18 | 0.10 | 185.865 | 185.865 | 186.990 | -14.58 | 10429.45 |
| 65 | 2023.12.07 09:00 | buy | 19 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 66 | 2023.12.07 09:00 | modify | 19 | 0.10 | 182.801 | 181.701 | 184.301 | ||
| 67 | 2023.12.07 15:00 | s/l | 19 | 0.10 | 181.701 | 181.701 | 184.301 | -70.31 | 10359.14 |
| 68 | 2023.12.14 04:00 | buy | 20 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 69 | 2023.12.14 04:00 | modify | 20 | 0.10 | 178.844 | 177.744 | 180.344 | ||
| 70 | 2023.12.14 13:00 | t/p | 20 | 0.10 | 180.344 | 177.744 | 180.344 | 95.88 | 10455.02 |
| 71 | 2023.12.19 09:00 | sell | 21 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 72 | 2023.12.19 09:00 | modify | 21 | 0.10 | 183.342 | 184.442 | 181.842 | ||
| 73 | 2023.12.20 08:00 | t/p | 21 | 0.10 | 181.842 | 184.442 | 181.842 | 93.42 | 10548.44 |
| 74 | 2024.04.12 14:00 | buy | 22 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 75 | 2024.04.12 14:00 | modify | 22 | 0.10 | 190.472 | 189.372 | 191.972 | ||
| 76 | 2024.04.15 08:00 | t/p | 22 | 0.10 | 191.972 | 189.372 | 191.972 | 96.90 | 10645.34 |
| 77 | 2024.04.19 02:00 | buy | 23 | 0.10 | 191.310 | 0.000 | 0.000 | ||
| 78 | 2024.04.19 02:00 | modify | 23 | 0.10 | 191.310 | 190.210 | 192.810 | ||
| 79 | 2024.04.23 19:00 | t/p | 23 | 0.10 | 192.810 | 190.210 | 192.810 | 97.93 | 10743.27 |
| 80 | 2024.04.29 02:00 | sell | 24 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 81 | 2024.04.29 02:00 | modify | 24 | 0.10 | 199.314 | 200.414 | 197.814 | ||
| 82 | 2024.04.29 05:00 | t/p | 24 | 0.10 | 197.814 | 200.414 | 197.814 | 95.87 | 10839.14 |