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=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 | 6547 | Ticks modelled | 31414882 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 729.16 | Gross profit | 1061.24 | Gross loss | -332.08 |
| Profit factor | 3.20 | Expected payoff | 18.23 | ||
| Absolute drawdown | 77.34 | Maximal drawdown | 197.42 (1.91%) | Relative drawdown | 1.91% (197.42) |
| Total trades | 40 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 25 (64.00%) |
| Profit trades (% of total) | 26 (65.00%) | Loss trades (% of total) | 14 (35.00%) | ||
| Largest | profit trade | 97.93 | loss trade | -70.31 | |
| Average | profit trade | 40.82 | loss trade | -23.72 | |
| Maximum | consecutive wins (profit in money) | 9 (462.64) | consecutive losses (loss in money) | 2 (-83.92) | |
| Maximal | consecutive profit (count of wins) | 462.64 (9) | consecutive loss (count of losses) | -83.92 (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 22:14 | 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 04:59 | buy | 3 | 0.10 | 168.606 | 0.000 | 0.000 | ||
| 7 | 2023.05.12 04:59 | modify | 3 | 0.10 | 168.606 | 168.381 | 169.506 | ||
| 8 | 2023.05.12 04:59 | modify | 2 | 0.10 | 168.006 | 168.381 | 169.506 | ||
| 9 | 2023.05.12 06:42 | buy | 4 | 0.10 | 168.758 | 0.000 | 0.000 | ||
| 10 | 2023.05.12 06:42 | modify | 4 | 0.10 | 168.758 | 168.381 | 169.506 | ||
| 11 | 2023.05.15 00:00 | buy | 5 | 0.10 | 169.212 | 0.000 | 0.000 | ||
| 12 | 2023.05.15 00:00 | modify | 5 | 0.10 | 169.212 | 168.981 | 169.506 | ||
| 13 | 2023.05.15 00:00 | modify | 4 | 0.10 | 168.758 | 168.981 | 169.506 | ||
| 14 | 2023.05.15 00:00 | modify | 3 | 0.10 | 168.606 | 168.981 | 169.506 | ||
| 15 | 2023.05.15 00:00 | modify | 2 | 0.10 | 168.006 | 168.981 | 169.506 | ||
| 16 | 2023.05.15 03:35 | t/p | 2 | 0.10 | 169.506 | 168.981 | 169.506 | 97.93 | 10028.64 |
| 17 | 2023.05.15 03:35 | t/p | 3 | 0.10 | 169.506 | 168.981 | 169.506 | 58.55 | 10087.20 |
| 18 | 2023.05.15 03:35 | t/p | 4 | 0.10 | 169.506 | 168.981 | 169.506 | 48.83 | 10136.03 |
| 19 | 2023.05.15 03:35 | t/p | 5 | 0.10 | 169.506 | 168.981 | 169.506 | 18.79 | 10154.82 |
| 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 | 2023.07.21 12:32 | sell | 7 | 0.10 | 181.331 | 0.000 | 0.000 | ||
| 23 | 2023.07.21 12:32 | modify | 7 | 0.10 | 181.331 | 181.557 | 180.432 | ||
| 24 | 2023.07.21 12:32 | modify | 6 | 0.10 | 181.932 | 181.557 | 180.432 | ||
| 25 | 2023.07.21 12:42 | sell | 8 | 0.10 | 181.182 | 0.000 | 0.000 | ||
| 26 | 2023.07.21 12:42 | modify | 8 | 0.10 | 181.182 | 181.557 | 180.432 | ||
| 27 | 2023.07.21 13:12 | s/l | 6 | 0.10 | 181.557 | 181.557 | 180.432 | 23.97 | 10178.79 |
| 28 | 2023.07.21 13:12 | s/l | 7 | 0.10 | 181.557 | 181.557 | 180.432 | -14.44 | 10164.35 |
| 29 | 2023.07.21 13:12 | s/l | 8 | 0.10 | 181.557 | 181.557 | 180.432 | -23.96 | 10140.39 |
| 30 | 2023.08.03 09:00 | buy | 9 | 0.10 | 181.098 | 0.000 | 0.000 | ||
| 31 | 2023.08.03 09:00 | modify | 9 | 0.10 | 181.098 | 179.998 | 182.598 | ||
| 32 | 2023.08.04 00:45 | buy | 10 | 0.10 | 181.701 | 0.000 | 0.000 | ||
| 33 | 2023.08.04 00:45 | modify | 10 | 0.10 | 181.701 | 181.473 | 182.598 | ||
| 34 | 2023.08.04 00:45 | modify | 9 | 0.10 | 181.098 | 181.473 | 182.598 | ||
| 35 | 2023.08.04 01:10 | s/l | 9 | 0.10 | 181.473 | 181.473 | 182.598 | 24.99 | 10165.39 |
| 36 | 2023.08.04 01:10 | s/l | 10 | 0.10 | 181.473 | 181.473 | 182.598 | -14.57 | 10150.82 |
| 37 | 2023.08.23 09:00 | buy | 11 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 38 | 2023.08.23 09:00 | modify | 11 | 0.10 | 184.329 | 183.229 | 185.829 | ||
| 39 | 2023.08.29 03:27 | buy | 12 | 0.10 | 184.929 | 0.000 | 0.000 | ||
| 40 | 2023.08.29 03:27 | modify | 12 | 0.10 | 184.929 | 184.704 | 185.829 | ||
| 41 | 2023.08.29 03:27 | modify | 11 | 0.10 | 184.329 | 184.704 | 185.829 | ||
| 42 | 2023.08.29 06:46 | s/l | 11 | 0.10 | 184.704 | 184.704 | 185.829 | 30.12 | 10180.94 |
| 43 | 2023.08.29 06:46 | s/l | 12 | 0.10 | 184.704 | 184.704 | 185.829 | -14.38 | 10166.56 |
| 44 | 2023.09.21 12:00 | buy | 13 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 45 | 2023.09.21 12:00 | modify | 13 | 0.10 | 181.552 | 180.452 | 183.052 | ||
| 46 | 2023.09.22 06:42 | buy | 14 | 0.10 | 182.152 | 0.000 | 0.000 | ||
| 47 | 2023.09.22 06:42 | modify | 14 | 0.10 | 182.152 | 181.927 | 183.052 | ||
| 48 | 2023.09.22 06:42 | modify | 13 | 0.10 | 181.552 | 181.927 | 183.052 | ||
| 49 | 2023.09.22 07:09 | buy | 15 | 0.10 | 182.302 | 0.000 | 0.000 | ||
| 50 | 2023.09.22 07:09 | modify | 15 | 0.10 | 182.302 | 181.927 | 183.052 | ||
| 51 | 2023.09.22 07:15 | s/l | 13 | 0.10 | 181.927 | 181.927 | 183.052 | 24.99 | 10191.55 |
| 52 | 2023.09.22 07:15 | s/l | 14 | 0.10 | 181.927 | 181.927 | 183.052 | -14.38 | 10177.17 |
| 53 | 2023.09.22 07:15 | s/l | 15 | 0.10 | 181.927 | 181.927 | 183.052 | -23.96 | 10153.21 |
| 54 | 2023.10.31 10:00 | sell | 16 | 0.10 | 183.682 | 0.000 | 0.000 | ||
| 55 | 2023.10.31 10:00 | modify | 16 | 0.10 | 183.682 | 184.782 | 182.182 | ||
| 56 | 2023.11.01 13:35 | sell | 17 | 0.10 | 183.081 | 0.000 | 0.000 | ||
| 57 | 2023.11.01 13:35 | modify | 17 | 0.10 | 183.081 | 183.307 | 182.182 | ||
| 58 | 2023.11.01 13:35 | modify | 16 | 0.10 | 183.682 | 183.307 | 182.182 | ||
| 59 | 2023.11.01 14:00 | s/l | 16 | 0.10 | 183.307 | 183.307 | 182.182 | 21.51 | 10174.72 |
| 60 | 2023.11.01 14:00 | s/l | 17 | 0.10 | 183.307 | 183.307 | 182.182 | -14.45 | 10160.27 |
| 61 | 2023.11.14 15:00 | sell | 18 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 62 | 2023.11.14 15:00 | modify | 18 | 0.10 | 187.853 | 188.953 | 186.353 | ||
| 63 | 2023.11.15 13:30 | sell | 19 | 0.10 | 187.248 | 0.000 | 0.000 | ||
| 64 | 2023.11.15 13:30 | modify | 19 | 0.10 | 187.248 | 187.478 | 186.353 | ||
| 65 | 2023.11.15 13:30 | modify | 18 | 0.10 | 187.853 | 187.478 | 186.353 | ||
| 66 | 2023.11.15 13:30 | s/l | 18 | 0.10 | 187.478 | 187.478 | 186.353 | 21.51 | 10181.78 |
| 67 | 2023.11.15 13:30 | s/l | 19 | 0.10 | 187.478 | 187.478 | 186.353 | -14.70 | 10167.08 |
| 68 | 2023.11.17 09:00 | buy | 20 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 69 | 2023.11.17 09:00 | modify | 20 | 0.10 | 185.490 | 184.390 | 186.990 | ||
| 70 | 2023.11.17 16:24 | buy | 21 | 0.10 | 186.090 | 0.000 | 0.000 | ||
| 71 | 2023.11.17 16:24 | modify | 21 | 0.10 | 186.090 | 185.865 | 186.990 | ||
| 72 | 2023.11.17 16:24 | modify | 20 | 0.10 | 185.490 | 185.865 | 186.990 | ||
| 73 | 2023.11.17 17:14 | buy | 22 | 0.10 | 186.246 | 0.000 | 0.000 | ||
| 74 | 2023.11.17 17:14 | modify | 22 | 0.10 | 186.246 | 185.865 | 186.990 | ||
| 75 | 2023.11.19 23:47 | buy | 23 | 0.10 | 186.694 | 0.000 | 0.000 | ||
| 76 | 2023.11.19 23:47 | modify | 23 | 0.10 | 186.694 | 186.465 | 186.990 | ||
| 77 | 2023.11.19 23:47 | modify | 22 | 0.10 | 186.246 | 186.465 | 186.990 | ||
| 78 | 2023.11.19 23:47 | modify | 21 | 0.10 | 186.090 | 186.465 | 186.990 | ||
| 79 | 2023.11.19 23:47 | modify | 20 | 0.10 | 185.490 | 186.465 | 186.990 | ||
| 80 | 2023.11.20 01:04 | s/l | 20 | 0.10 | 186.465 | 186.465 | 186.990 | 63.34 | 10230.43 |
| 81 | 2023.11.20 01:04 | s/l | 21 | 0.10 | 186.465 | 186.465 | 186.990 | 24.99 | 10255.42 |
| 82 | 2023.11.20 01:04 | s/l | 22 | 0.10 | 186.465 | 186.465 | 186.990 | 15.02 | 10270.45 |
| 83 | 2023.11.20 01:04 | s/l | 23 | 0.10 | 186.465 | 186.465 | 186.990 | -13.61 | 10256.84 |
| 84 | 2023.12.07 09:00 | buy | 24 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 85 | 2023.12.07 09:00 | modify | 24 | 0.10 | 182.801 | 181.701 | 184.301 | ||
| 86 | 2023.12.07 14:46 | s/l | 24 | 0.10 | 181.701 | 181.701 | 184.301 | -70.31 | 10186.53 |
| 87 | 2023.12.14 04:00 | buy | 25 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 88 | 2023.12.14 04:00 | modify | 25 | 0.10 | 178.844 | 177.744 | 180.344 | ||
| 89 | 2023.12.14 09:01 | buy | 26 | 0.10 | 179.451 | 0.000 | 0.000 | ||
| 90 | 2023.12.14 09:01 | modify | 26 | 0.10 | 179.451 | 179.219 | 180.344 | ||
| 91 | 2023.12.14 09:01 | modify | 25 | 0.10 | 178.844 | 179.219 | 180.344 | ||
| 92 | 2023.12.14 09:14 | s/l | 25 | 0.10 | 179.219 | 179.219 | 180.344 | 23.96 | 10210.49 |
| 93 | 2023.12.14 09:14 | s/l | 26 | 0.10 | 179.219 | 179.219 | 180.344 | -14.83 | 10195.66 |
| 94 | 2023.12.19 09:00 | sell | 27 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 95 | 2023.12.19 09:00 | modify | 27 | 0.10 | 183.342 | 184.442 | 181.842 | ||
| 96 | 2023.12.20 03:54 | sell | 28 | 0.10 | 182.742 | 0.000 | 0.000 | ||
| 97 | 2023.12.20 03:54 | modify | 28 | 0.10 | 182.742 | 182.967 | 181.842 | ||
| 98 | 2023.12.20 03:54 | modify | 27 | 0.10 | 183.342 | 182.967 | 181.842 | ||
| 99 | 2023.12.20 04:27 | sell | 29 | 0.10 | 182.591 | 0.000 | 0.000 | ||
| 100 | 2023.12.20 04:27 | modify | 29 | 0.10 | 182.591 | 182.967 | 181.842 | ||
| 101 | 2023.12.20 07:00 | sell | 30 | 0.10 | 182.138 | 0.000 | 0.000 | ||
| 102 | 2023.12.20 07:00 | modify | 30 | 0.10 | 182.138 | 182.367 | 181.842 | ||
| 103 | 2023.12.20 07:00 | modify | 29 | 0.10 | 182.591 | 182.367 | 181.842 | ||
| 104 | 2023.12.20 07:00 | modify | 28 | 0.10 | 182.742 | 182.367 | 181.842 | ||
| 105 | 2023.12.20 07:00 | modify | 27 | 0.10 | 183.342 | 182.367 | 181.842 | ||
| 106 | 2023.12.20 07:00 | t/p | 27 | 0.10 | 181.842 | 182.367 | 181.842 | 93.41 | 10289.07 |
| 107 | 2023.12.20 07:00 | t/p | 28 | 0.10 | 181.842 | 182.367 | 181.842 | 57.52 | 10346.59 |
| 108 | 2023.12.20 07:00 | t/p | 29 | 0.10 | 181.842 | 182.367 | 181.842 | 47.87 | 10394.46 |
| 109 | 2023.12.20 07:00 | t/p | 30 | 0.10 | 181.842 | 182.367 | 181.842 | 18.92 | 10413.38 |
| 110 | 2024.04.12 14:00 | buy | 31 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 111 | 2024.04.12 14:00 | modify | 31 | 0.10 | 190.472 | 189.372 | 191.972 | ||
| 112 | 2024.04.14 23:57 | buy | 32 | 0.10 | 191.073 | 0.000 | 0.000 | ||
| 113 | 2024.04.14 23:57 | modify | 32 | 0.10 | 191.073 | 190.847 | 191.972 | ||
| 114 | 2024.04.14 23:57 | modify | 31 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 115 | 2024.04.15 01:05 | buy | 33 | 0.10 | 191.246 | 0.000 | 0.000 | ||
| 116 | 2024.04.15 01:05 | modify | 33 | 0.10 | 191.246 | 190.847 | 191.972 | ||
| 117 | 2024.04.15 04:39 | buy | 34 | 0.10 | 191.672 | 0.000 | 0.000 | ||
| 118 | 2024.04.15 04:39 | modify | 34 | 0.10 | 191.672 | 191.447 | 191.972 | ||
| 119 | 2024.04.15 04:39 | modify | 33 | 0.10 | 191.246 | 191.447 | 191.972 | ||
| 120 | 2024.04.15 04:39 | modify | 32 | 0.10 | 191.073 | 191.447 | 191.972 | ||
| 121 | 2024.04.15 04:39 | modify | 31 | 0.10 | 190.472 | 191.447 | 191.972 | ||
| 122 | 2024.04.15 07:57 | t/p | 31 | 0.10 | 191.972 | 191.447 | 191.972 | 96.89 | 10510.27 |
| 123 | 2024.04.15 07:57 | t/p | 32 | 0.10 | 191.972 | 191.447 | 191.972 | 58.48 | 10568.76 |
| 124 | 2024.04.15 07:57 | t/p | 33 | 0.10 | 191.972 | 191.447 | 191.972 | 46.40 | 10615.16 |
| 125 | 2024.04.15 07:57 | t/p | 34 | 0.10 | 191.972 | 191.447 | 191.972 | 19.17 | 10634.33 |
| 126 | 2024.04.19 02:00 | buy | 35 | 0.10 | 191.310 | 0.000 | 0.000 | ||
| 127 | 2024.04.19 02:00 | modify | 35 | 0.10 | 191.310 | 190.210 | 192.810 | ||
| 128 | 2024.04.19 04:22 | buy | 36 | 0.10 | 191.917 | 0.000 | 0.000 | ||
| 129 | 2024.04.19 04:22 | modify | 36 | 0.10 | 191.917 | 191.685 | 192.810 | ||
| 130 | 2024.04.19 04:22 | modify | 35 | 0.10 | 191.310 | 191.685 | 192.810 | ||
| 131 | 2024.04.19 04:50 | s/l | 35 | 0.10 | 191.685 | 191.685 | 192.810 | 23.97 | 10658.30 |
| 132 | 2024.04.19 04:50 | s/l | 36 | 0.10 | 191.685 | 191.685 | 192.810 | -14.83 | 10643.47 |
| 133 | 2024.04.29 02:00 | sell | 37 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 134 | 2024.04.29 02:00 | modify | 37 | 0.10 | 199.314 | 200.414 | 197.814 | ||
| 135 | 2024.04.29 04:05 | sell | 38 | 0.10 | 198.711 | 0.000 | 0.000 | ||
| 136 | 2024.04.29 04:05 | modify | 38 | 0.10 | 198.711 | 198.939 | 197.814 | ||
| 137 | 2024.04.29 04:05 | modify | 37 | 0.10 | 199.314 | 198.939 | 197.814 | ||
| 138 | 2024.04.29 04:05 | sell | 39 | 0.10 | 198.558 | 0.000 | 0.000 | ||
| 139 | 2024.04.29 04:05 | modify | 39 | 0.10 | 198.558 | 198.939 | 197.814 | ||
| 140 | 2024.04.29 04:05 | sell | 40 | 0.10 | 198.114 | 0.000 | 0.000 | ||
| 141 | 2024.04.29 04:05 | modify | 40 | 0.10 | 198.114 | 198.339 | 197.814 | ||
| 142 | 2024.04.29 04:05 | modify | 39 | 0.10 | 198.558 | 198.339 | 197.814 | ||
| 143 | 2024.04.29 04:05 | modify | 38 | 0.10 | 198.711 | 198.339 | 197.814 | ||
| 144 | 2024.04.29 04:05 | modify | 37 | 0.10 | 199.314 | 198.339 | 197.814 | ||
| 145 | 2024.04.29 04:06 | s/l | 37 | 0.10 | 198.339 | 198.339 | 197.814 | 62.31 | 10705.78 |
| 146 | 2024.04.29 04:06 | s/l | 38 | 0.10 | 198.339 | 198.339 | 197.814 | 23.77 | 10729.55 |
| 147 | 2024.04.29 04:06 | s/l | 39 | 0.10 | 198.339 | 198.339 | 197.814 | 13.99 | 10743.54 |
| 148 | 2024.04.29 04:06 | s/l | 40 | 0.10 | 198.339 | 198.339 | 197.814 | -14.38 | 10729.16 |