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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158374 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 993.31 | Gross profit | 1263.81 | Gross loss | -270.50 |
| Profit factor | 4.67 | Expected payoff | 26.85 | ||
| Absolute drawdown | 77.35 | Maximal drawdown | 198.15 (1.88%) | Relative drawdown | 1.88% (198.15) |
| Total trades | 37 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 25 (68.00%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 97.93 | loss trade | -70.31 | |
| Average | profit trade | 46.81 | loss trade | -27.05 | |
| Maximum | consecutive wins (profit in money) | 9 (466.83) | consecutive losses (loss in money) | 2 (-84.82) | |
| Maximal | consecutive profit (count of wins) | 466.83 (9) | consecutive loss (count of losses) | -84.82 (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 22:20 | 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 04:50 | buy | 3 | 0.10 | 168.606 | 0.000 | 0.000 | ||
| 7 | 2023.05.12 04:50 | modify | 3 | 0.10 | 168.606 | 168.381 | 169.506 | ||
| 8 | 2023.05.12 04:50 | modify | 2 | 0.10 | 168.006 | 168.381 | 169.506 | ||
| 9 | 2023.05.12 08:10 | buy | 4 | 0.10 | 168.785 | 0.000 | 0.000 | ||
| 10 | 2023.05.12 08:10 | modify | 4 | 0.10 | 168.785 | 168.381 | 169.506 | ||
| 11 | 2023.05.15 00:57 | buy | 5 | 0.10 | 169.216 | 0.000 | 0.000 | ||
| 12 | 2023.05.15 00:57 | modify | 5 | 0.10 | 169.216 | 168.981 | 169.506 | ||
| 13 | 2023.05.15 00:57 | modify | 4 | 0.10 | 168.785 | 168.981 | 169.506 | ||
| 14 | 2023.05.15 00:57 | modify | 3 | 0.10 | 168.606 | 168.981 | 169.506 | ||
| 15 | 2023.05.15 00:57 | modify | 2 | 0.10 | 168.006 | 168.981 | 169.506 | ||
| 16 | 2023.05.15 03:45 | t/p | 2 | 0.10 | 169.506 | 168.981 | 169.506 | 97.93 | 10028.64 |
| 17 | 2023.05.15 03:45 | t/p | 3 | 0.10 | 169.506 | 168.981 | 169.506 | 58.55 | 10087.20 |
| 18 | 2023.05.15 03:45 | t/p | 4 | 0.10 | 169.506 | 168.981 | 169.506 | 47.11 | 10134.31 |
| 19 | 2023.05.15 03:45 | t/p | 5 | 0.10 | 169.506 | 168.981 | 169.506 | 18.54 | 10152.85 |
| 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 | 2023.07.24 08:46 | sell | 7 | 0.10 | 181.177 | 0.000 | 0.000 | ||
| 23 | 2023.07.24 08:46 | modify | 7 | 0.10 | 181.177 | 181.557 | 180.432 | ||
| 24 | 2023.07.24 08:46 | modify | 6 | 0.10 | 181.932 | 181.557 | 180.432 | ||
| 25 | 2023.07.24 09:37 | s/l | 6 | 0.10 | 181.557 | 181.557 | 180.432 | 21.52 | 10174.37 |
| 26 | 2023.07.24 09:37 | s/l | 7 | 0.10 | 181.557 | 181.557 | 180.432 | -24.29 | 10150.08 |
| 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 | 2023.08.04 01:50 | buy | 9 | 0.10 | 181.727 | 0.000 | 0.000 | ||
| 30 | 2023.08.04 01:50 | modify | 9 | 0.10 | 181.727 | 181.473 | 182.598 | ||
| 31 | 2023.08.04 01:50 | modify | 8 | 0.10 | 181.098 | 181.473 | 182.598 | ||
| 32 | 2023.08.04 02:45 | s/l | 8 | 0.10 | 181.473 | 181.473 | 182.598 | 24.99 | 10175.08 |
| 33 | 2023.08.04 02:45 | s/l | 9 | 0.10 | 181.473 | 181.473 | 182.598 | -16.24 | 10158.84 |
| 34 | 2023.08.23 09:00 | buy | 10 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 35 | 2023.08.23 09:00 | modify | 10 | 0.10 | 184.329 | 183.229 | 185.829 | ||
| 36 | 2023.08.29 03:20 | buy | 11 | 0.10 | 184.940 | 0.000 | 0.000 | ||
| 37 | 2023.08.29 03:20 | modify | 11 | 0.10 | 184.940 | 184.704 | 185.829 | ||
| 38 | 2023.08.29 03:20 | modify | 10 | 0.10 | 184.329 | 184.704 | 185.829 | ||
| 39 | 2023.08.29 06:50 | s/l | 10 | 0.10 | 184.704 | 184.704 | 185.829 | 30.12 | 10188.96 |
| 40 | 2023.08.29 06:50 | s/l | 11 | 0.10 | 184.704 | 184.704 | 185.829 | -15.09 | 10173.87 |
| 41 | 2023.09.21 12:00 | buy | 12 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 42 | 2023.09.21 12:00 | modify | 12 | 0.10 | 181.552 | 180.452 | 183.052 | ||
| 43 | 2023.09.22 06:45 | buy | 13 | 0.10 | 182.164 | 0.000 | 0.000 | ||
| 44 | 2023.09.22 06:45 | modify | 13 | 0.10 | 182.164 | 181.927 | 183.052 | ||
| 45 | 2023.09.22 06:45 | modify | 12 | 0.10 | 181.552 | 181.927 | 183.052 | ||
| 46 | 2023.09.22 07:15 | s/l | 12 | 0.10 | 181.927 | 181.927 | 183.052 | 24.99 | 10198.86 |
| 47 | 2023.09.22 07:15 | s/l | 13 | 0.10 | 181.927 | 181.927 | 183.052 | -15.15 | 10183.71 |
| 48 | 2023.10.31 10:00 | sell | 14 | 0.10 | 183.682 | 0.000 | 0.000 | ||
| 49 | 2023.10.31 10:00 | modify | 14 | 0.10 | 183.682 | 184.782 | 182.182 | ||
| 50 | 2023.11.01 13:45 | sell | 15 | 0.10 | 183.078 | 0.000 | 0.000 | ||
| 51 | 2023.11.01 13:45 | modify | 15 | 0.10 | 183.078 | 183.307 | 182.182 | ||
| 52 | 2023.11.01 13:45 | modify | 14 | 0.10 | 183.682 | 183.307 | 182.182 | ||
| 53 | 2023.11.01 14:15 | s/l | 14 | 0.10 | 183.307 | 183.307 | 182.182 | 21.52 | 10205.23 |
| 54 | 2023.11.01 14:15 | s/l | 15 | 0.10 | 183.307 | 183.307 | 182.182 | -14.63 | 10190.60 |
| 55 | 2023.11.14 15:00 | sell | 16 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 56 | 2023.11.14 15:00 | modify | 16 | 0.10 | 187.853 | 188.953 | 186.353 | ||
| 57 | 2023.11.16 14:59 | sell | 17 | 0.10 | 187.242 | 0.000 | 0.000 | ||
| 58 | 2023.11.16 14:59 | modify | 17 | 0.10 | 187.242 | 187.478 | 186.353 | ||
| 59 | 2023.11.16 14:59 | modify | 16 | 0.10 | 187.853 | 187.478 | 186.353 | ||
| 60 | 2023.11.16 16:05 | sell | 18 | 0.10 | 187.096 | 0.000 | 0.000 | ||
| 61 | 2023.11.16 16:05 | modify | 18 | 0.10 | 187.096 | 187.478 | 186.353 | ||
| 62 | 2023.11.17 07:50 | t/p | 16 | 0.10 | 186.353 | 187.478 | 186.353 | 83.62 | 10274.23 |
| 63 | 2023.11.17 07:50 | t/p | 17 | 0.10 | 186.353 | 187.478 | 186.353 | 54.37 | 10328.60 |
| 64 | 2023.11.17 07:50 | t/p | 18 | 0.10 | 186.353 | 187.478 | 186.353 | 45.04 | 10373.63 |
| 65 | 2023.11.17 09:00 | buy | 19 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 66 | 2023.11.17 09:00 | modify | 19 | 0.10 | 185.490 | 184.390 | 186.990 | ||
| 67 | 2023.11.17 16:20 | buy | 20 | 0.10 | 186.099 | 0.000 | 0.000 | ||
| 68 | 2023.11.17 16:20 | modify | 20 | 0.10 | 186.099 | 185.865 | 186.990 | ||
| 69 | 2023.11.17 16:20 | modify | 19 | 0.10 | 185.490 | 185.865 | 186.990 | ||
| 70 | 2023.11.17 18:10 | buy | 21 | 0.10 | 186.259 | 0.000 | 0.000 | ||
| 71 | 2023.11.17 18:10 | modify | 21 | 0.10 | 186.259 | 185.865 | 186.990 | ||
| 72 | 2023.11.19 23:40 | buy | 22 | 0.10 | 186.708 | 0.000 | 0.000 | ||
| 73 | 2023.11.19 23:40 | modify | 22 | 0.10 | 186.708 | 186.465 | 186.990 | ||
| 74 | 2023.11.19 23:40 | modify | 21 | 0.10 | 186.259 | 186.465 | 186.990 | ||
| 75 | 2023.11.19 23:40 | modify | 20 | 0.10 | 186.099 | 186.465 | 186.990 | ||
| 76 | 2023.11.19 23:40 | modify | 19 | 0.10 | 185.490 | 186.465 | 186.990 | ||
| 77 | 2023.11.20 01:10 | s/l | 19 | 0.10 | 186.465 | 186.465 | 186.990 | 63.35 | 10436.99 |
| 78 | 2023.11.20 01:10 | s/l | 20 | 0.10 | 186.465 | 186.465 | 186.990 | 24.42 | 10461.41 |
| 79 | 2023.11.20 01:10 | s/l | 21 | 0.10 | 186.465 | 186.465 | 186.990 | 14.19 | 10475.61 |
| 80 | 2023.11.20 01:10 | s/l | 22 | 0.10 | 186.465 | 186.465 | 186.990 | -14.51 | 10461.10 |
| 81 | 2023.12.07 09:00 | buy | 23 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 82 | 2023.12.07 09:00 | modify | 23 | 0.10 | 182.801 | 181.701 | 184.301 | ||
| 83 | 2023.12.07 14:45 | s/l | 23 | 0.10 | 181.701 | 181.701 | 184.301 | -70.31 | 10390.79 |
| 84 | 2023.12.14 04:00 | buy | 24 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 85 | 2023.12.14 04:00 | modify | 24 | 0.10 | 178.844 | 177.744 | 180.344 | ||
| 86 | 2023.12.14 09:02 | buy | 25 | 0.10 | 179.462 | 0.000 | 0.000 | ||
| 87 | 2023.12.14 09:02 | modify | 25 | 0.10 | 179.462 | 179.219 | 180.344 | ||
| 88 | 2023.12.14 09:02 | modify | 24 | 0.10 | 178.844 | 179.219 | 180.344 | ||
| 89 | 2023.12.14 09:15 | s/l | 24 | 0.10 | 179.219 | 179.219 | 180.344 | 23.97 | 10414.76 |
| 90 | 2023.12.14 09:15 | s/l | 25 | 0.10 | 179.219 | 179.219 | 180.344 | -15.53 | 10399.23 |
| 91 | 2023.12.19 09:00 | sell | 26 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 92 | 2023.12.19 09:00 | modify | 26 | 0.10 | 183.342 | 184.442 | 181.842 | ||
| 93 | 2023.12.20 03:55 | sell | 27 | 0.10 | 182.724 | 0.000 | 0.000 | ||
| 94 | 2023.12.20 03:55 | modify | 27 | 0.10 | 182.724 | 182.967 | 181.842 | ||
| 95 | 2023.12.20 03:55 | modify | 26 | 0.10 | 183.342 | 182.967 | 181.842 | ||
| 96 | 2023.12.20 04:25 | sell | 28 | 0.10 | 182.571 | 0.000 | 0.000 | ||
| 97 | 2023.12.20 04:25 | modify | 28 | 0.10 | 182.571 | 182.967 | 181.842 | ||
| 98 | 2023.12.20 07:20 | t/p | 26 | 0.10 | 181.842 | 182.967 | 181.842 | 93.42 | 10492.65 |
| 99 | 2023.12.20 07:20 | t/p | 27 | 0.10 | 181.842 | 182.967 | 181.842 | 56.37 | 10549.02 |
| 100 | 2023.12.20 07:20 | t/p | 28 | 0.10 | 181.842 | 182.967 | 181.842 | 46.59 | 10595.61 |
| 101 | 2024.04.12 14:00 | buy | 29 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 102 | 2024.04.12 14:00 | modify | 29 | 0.10 | 190.472 | 189.372 | 191.972 | ||
| 103 | 2024.04.14 23:50 | buy | 30 | 0.10 | 191.095 | 0.000 | 0.000 | ||
| 104 | 2024.04.14 23:50 | modify | 30 | 0.10 | 191.095 | 190.847 | 191.972 | ||
| 105 | 2024.04.14 23:50 | modify | 29 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 106 | 2024.04.15 04:50 | buy | 31 | 0.10 | 191.698 | 0.000 | 0.000 | ||
| 107 | 2024.04.15 04:50 | modify | 31 | 0.10 | 191.698 | 191.447 | 191.972 | ||
| 108 | 2024.04.15 04:50 | modify | 30 | 0.10 | 191.095 | 191.447 | 191.972 | ||
| 109 | 2024.04.15 04:50 | modify | 29 | 0.10 | 190.472 | 191.447 | 191.972 | ||
| 110 | 2024.04.15 07:59 | t/p | 29 | 0.10 | 191.972 | 191.447 | 191.972 | 96.90 | 10692.52 |
| 111 | 2024.04.15 07:59 | t/p | 30 | 0.10 | 191.972 | 191.447 | 191.972 | 57.08 | 10749.60 |
| 112 | 2024.04.15 07:59 | t/p | 31 | 0.10 | 191.972 | 191.447 | 191.972 | 17.51 | 10767.11 |
| 113 | 2024.04.19 02:00 | buy | 32 | 0.10 | 191.310 | 0.000 | 0.000 | ||
| 114 | 2024.04.19 02:00 | modify | 32 | 0.10 | 191.310 | 190.210 | 192.810 | ||
| 115 | 2024.04.19 06:45 | buy | 33 | 0.10 | 191.916 | 0.000 | 0.000 | ||
| 116 | 2024.04.19 06:45 | modify | 33 | 0.10 | 191.916 | 191.685 | 192.810 | ||
| 117 | 2024.04.19 06:45 | modify | 32 | 0.10 | 191.310 | 191.685 | 192.810 | ||
| 118 | 2024.04.19 08:40 | buy | 34 | 0.10 | 192.081 | 0.000 | 0.000 | ||
| 119 | 2024.04.19 08:40 | modify | 34 | 0.10 | 192.081 | 191.685 | 192.810 | ||
| 120 | 2024.04.19 12:25 | buy | 35 | 0.10 | 192.527 | 0.000 | 0.000 | ||
| 121 | 2024.04.19 12:25 | modify | 35 | 0.10 | 192.527 | 192.285 | 192.810 | ||
| 122 | 2024.04.19 12:25 | modify | 34 | 0.10 | 192.081 | 192.285 | 192.810 | ||
| 123 | 2024.04.19 12:25 | modify | 33 | 0.10 | 191.916 | 192.285 | 192.810 | ||
| 124 | 2024.04.19 12:25 | modify | 32 | 0.10 | 191.310 | 192.285 | 192.810 | ||
| 125 | 2024.04.19 14:50 | s/l | 32 | 0.10 | 192.285 | 192.285 | 192.810 | 62.32 | 10829.43 |
| 126 | 2024.04.19 14:50 | s/l | 33 | 0.10 | 192.285 | 192.285 | 192.810 | 23.59 | 10853.02 |
| 127 | 2024.04.19 14:50 | s/l | 34 | 0.10 | 192.285 | 192.285 | 192.810 | 13.04 | 10866.06 |
| 128 | 2024.04.19 14:50 | s/l | 35 | 0.10 | 192.285 | 192.285 | 192.810 | -15.47 | 10850.59 |
| 129 | 2024.04.29 02:00 | sell | 36 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 130 | 2024.04.29 02:00 | modify | 36 | 0.10 | 199.314 | 200.414 | 197.814 | ||
| 131 | 2024.04.29 04:10 | sell | 37 | 0.10 | 198.547 | 0.000 | 0.000 | ||
| 132 | 2024.04.29 04:10 | modify | 37 | 0.10 | 198.547 | 198.939 | 197.814 | ||
| 133 | 2024.04.29 04:10 | modify | 36 | 0.10 | 199.314 | 198.939 | 197.814 | ||
| 134 | 2024.04.29 04:15 | t/p | 36 | 0.10 | 197.814 | 198.939 | 197.814 | 95.87 | 10946.46 |
| 135 | 2024.04.29 04:15 | t/p | 37 | 0.10 | 197.814 | 198.939 | 197.814 | 46.85 | 10993.31 |