Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 702.80 | Gross profit | 903.25 | Gross loss | -200.45 |
| Profit factor | 4.51 | Expected payoff | 33.47 | ||
| Absolute drawdown | 58.19 | Maximal drawdown | 137.64 (1.37%) | Relative drawdown | 1.37% (137.64) |
| Total trades | 21 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 96.90 | loss trade | -94.42 | |
| Average | profit trade | 56.45 | loss trade | -40.09 | |
| Maximum | consecutive wins (profit in money) | 10 (695.34) | consecutive losses (loss in money) | 2 (-44.62) | |
| Maximal | consecutive profit (count of wins) | 695.34 (10) | consecutive loss (count of losses) | -94.42 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 10:00 | sell | 1 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 2 | 2023.07.21 10:00 | modify | 1 | 0.10 | 182.256 | 183.756 | 180.756 | ||
| 3 | 2023.07.25 09:00 | sell | 2 | 0.10 | 181.629 | 0.000 | 0.000 | ||
| 4 | 2023.07.25 09:00 | modify | 2 | 0.10 | 181.629 | 182.181 | 180.756 | ||
| 5 | 2023.07.25 09:00 | modify | 1 | 0.10 | 182.256 | 182.181 | 180.756 | ||
| 6 | 2023.07.25 10:00 | sell | 3 | 0.10 | 181.424 | 0.000 | 0.000 | ||
| 7 | 2023.07.25 10:00 | modify | 3 | 0.10 | 181.424 | 181.881 | 180.756 | ||
| 8 | 2023.07.25 10:00 | modify | 2 | 0.10 | 181.629 | 181.881 | 180.756 | ||
| 9 | 2023.07.25 10:00 | modify | 1 | 0.10 | 182.256 | 181.881 | 180.756 | ||
| 10 | 2023.07.25 12:00 | s/l | 1 | 0.10 | 181.881 | 181.881 | 180.756 | 18.77 | 10018.77 |
| 11 | 2023.07.25 12:00 | s/l | 2 | 0.10 | 181.881 | 181.881 | 180.756 | -15.86 | 10002.91 |
| 12 | 2023.07.25 12:00 | s/l | 3 | 0.10 | 181.881 | 181.881 | 180.756 | -28.76 | 9974.15 |
| 13 | 2023.08.23 13:00 | buy | 4 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 14 | 2023.08.23 13:00 | modify | 4 | 0.10 | 183.786 | 182.286 | 185.286 | ||
| 15 | 2023.08.24 03:00 | buy | 5 | 0.10 | 184.386 | 0.000 | 0.000 | ||
| 16 | 2023.08.24 03:00 | modify | 5 | 0.10 | 184.386 | 183.861 | 185.286 | ||
| 17 | 2023.08.24 03:00 | modify | 4 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 18 | 2023.08.24 18:00 | s/l | 4 | 0.10 | 183.861 | 183.861 | 185.286 | 7.21 | 9981.37 |
| 19 | 2023.08.24 18:00 | s/l | 5 | 0.10 | 183.861 | 183.861 | 185.286 | -33.04 | 9948.33 |
| 20 | 2023.11.14 18:00 | sell | 6 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 21 | 2023.11.14 18:00 | modify | 6 | 0.10 | 188.135 | 189.635 | 186.635 | ||
| 22 | 2023.11.16 02:00 | sell | 7 | 0.10 | 187.535 | 0.000 | 0.000 | ||
| 23 | 2023.11.16 02:00 | modify | 7 | 0.10 | 187.535 | 188.060 | 186.635 | ||
| 24 | 2023.11.16 02:00 | modify | 6 | 0.10 | 188.135 | 188.060 | 186.635 | ||
| 25 | 2023.11.16 18:00 | sell | 8 | 0.10 | 187.006 | 0.000 | 0.000 | ||
| 26 | 2023.11.16 18:00 | modify | 8 | 0.10 | 187.006 | 187.610 | 186.635 | ||
| 27 | 2023.11.16 18:00 | modify | 7 | 0.10 | 187.535 | 187.610 | 186.635 | ||
| 28 | 2023.11.16 18:00 | modify | 6 | 0.10 | 188.135 | 187.610 | 186.635 | ||
| 29 | 2023.11.17 08:00 | t/p | 6 | 0.10 | 186.635 | 187.610 | 186.635 | 82.34 | 10030.66 |
| 30 | 2023.11.17 08:00 | t/p | 7 | 0.10 | 186.635 | 187.610 | 186.635 | 54.23 | 10084.89 |
| 31 | 2023.11.17 08:00 | t/p | 8 | 0.10 | 186.635 | 187.610 | 186.635 | 20.94 | 10105.83 |
| 32 | 2023.12.07 11:00 | buy | 9 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 33 | 2023.12.07 11:00 | modify | 9 | 0.10 | 182.371 | 180.871 | 183.871 | ||
| 34 | 2023.12.07 18:00 | s/l | 9 | 0.10 | 180.871 | 180.871 | 183.871 | -94.42 | 10011.41 |
| 35 | 2023.12.07 19:00 | buy | 10 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 36 | 2023.12.07 19:00 | modify | 10 | 0.10 | 180.797 | 179.297 | 182.297 | ||
| 37 | 2023.12.07 23:00 | buy | 11 | 0.10 | 181.636 | 0.000 | 0.000 | ||
| 38 | 2023.12.07 23:00 | modify | 11 | 0.10 | 181.636 | 181.172 | 182.297 | ||
| 39 | 2023.12.07 23:00 | modify | 10 | 0.10 | 180.797 | 181.172 | 182.297 | ||
| 40 | 2023.12.08 00:00 | s/l | 10 | 0.10 | 181.172 | 181.172 | 182.297 | 24.43 | 10035.84 |
| 41 | 2023.12.08 00:00 | s/l | 11 | 0.10 | 181.172 | 181.172 | 182.297 | -28.37 | 10007.47 |
| 42 | 2023.12.19 12:00 | sell | 12 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 43 | 2023.12.19 12:00 | modify | 12 | 0.10 | 183.913 | 185.413 | 182.413 | ||
| 44 | 2023.12.19 20:00 | sell | 13 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 45 | 2023.12.19 20:00 | modify | 13 | 0.10 | 183.079 | 183.538 | 182.413 | ||
| 46 | 2023.12.19 20:00 | modify | 12 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 47 | 2023.12.20 04:00 | sell | 14 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 48 | 2023.12.20 04:00 | modify | 14 | 0.10 | 182.767 | 183.388 | 182.413 | ||
| 49 | 2023.12.20 04:00 | modify | 13 | 0.10 | 183.079 | 183.388 | 182.413 | ||
| 50 | 2023.12.20 04:00 | modify | 12 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 51 | 2023.12.20 08:00 | t/p | 12 | 0.10 | 182.413 | 183.388 | 182.413 | 92.00 | 10099.46 |
| 52 | 2023.12.20 08:00 | t/p | 13 | 0.10 | 182.413 | 183.388 | 182.413 | 39.51 | 10138.97 |
| 53 | 2023.12.20 08:00 | t/p | 14 | 0.10 | 182.413 | 183.388 | 182.413 | 22.28 | 10161.25 |
| 54 | 2024.04.12 14:00 | buy | 15 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 55 | 2024.04.12 14:00 | modify | 15 | 0.10 | 190.472 | 188.972 | 191.972 | ||
| 56 | 2024.04.15 08:00 | t/p | 15 | 0.10 | 191.972 | 188.972 | 191.972 | 95.24 | 10256.49 |
| 57 | 2024.04.29 04:00 | sell | 16 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 58 | 2024.04.29 04:00 | modify | 16 | 0.10 | 199.601 | 201.101 | 198.101 | ||
| 59 | 2024.04.29 05:00 | t/p | 16 | 0.10 | 198.101 | 201.101 | 198.101 | 94.40 | 10350.89 |
| 60 | 2024.05.01 22:00 | buy | 17 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 61 | 2024.05.01 22:00 | modify | 17 | 0.10 | 193.156 | 191.656 | 194.656 | ||
| 62 | 2024.05.01 23:00 | t/p | 17 | 0.10 | 194.656 | 191.656 | 194.656 | 94.41 | 10445.30 |
| 63 | 2024.05.02 17:00 | buy | 18 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 64 | 2024.05.02 17:00 | modify | 18 | 0.10 | 192.497 | 190.997 | 193.997 | ||
| 65 | 2024.05.06 08:00 | buy | 19 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 66 | 2024.05.06 08:00 | modify | 19 | 0.10 | 193.340 | 192.872 | 193.997 | ||
| 67 | 2024.05.06 08:00 | modify | 18 | 0.10 | 192.497 | 192.872 | 193.997 | ||
| 68 | 2024.05.06 15:00 | buy | 20 | 0.10 | 193.642 | 0.000 | 0.000 | ||
| 69 | 2024.05.06 15:00 | modify | 20 | 0.10 | 193.642 | 193.022 | 193.997 | ||
| 70 | 2024.05.06 15:00 | modify | 19 | 0.10 | 193.340 | 193.022 | 193.997 | ||
| 71 | 2024.05.06 15:00 | modify | 18 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 72 | 2024.05.07 03:00 | t/p | 18 | 0.10 | 193.997 | 193.022 | 193.997 | 96.90 | 10542.20 |
| 73 | 2024.05.07 03:00 | t/p | 19 | 0.10 | 193.997 | 193.022 | 193.997 | 42.18 | 10584.38 |
| 74 | 2024.05.07 03:00 | t/p | 20 | 0.10 | 193.997 | 193.022 | 193.997 | 23.17 | 10607.55 |
| 75 | 2024.06.04 12:00 | buy | 21 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 76 | 2024.06.04 12:00 | modify | 21 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 77 | 2024.06.05 08:00 | t/p | 21 | 0.10 | 199.158 | 196.158 | 199.158 | 95.25 | 10702.80 |