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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157081 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1042.32 | Gross profit | 1281.98 | Gross loss | -239.67 |
| Profit factor | 5.35 | Expected payoff | 32.57 | ||
| Absolute drawdown | 77.81 | Maximal drawdown | 163.53 (1.62%) | Relative drawdown | 1.62% (163.53) |
| Total trades | 32 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 20 (75.00%) |
| Profit trades (% of total) | 25 (78.12%) | Loss trades (% of total) | 7 (21.88%) | ||
| Largest | profit trade | 96.89 | loss trade | -94.41 | |
| Average | profit trade | 51.28 | loss trade | -34.24 | |
| Maximum | consecutive wins (profit in money) | 18 (1012.04) | consecutive losses (loss in money) | 2 (-59.33) | |
| Maximal | consecutive profit (count of wins) | 1012.04 (18) | consecutive loss (count of losses) | -94.41 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | 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 | 2023.07.21 12:20 | sell | 2 | 0.10 | 181.408 | 0.000 | 0.000 | ||
| 4 | 2023.07.21 12:20 | modify | 2 | 0.10 | 181.408 | 181.881 | 180.756 | ||
| 5 | 2023.07.21 12:20 | modify | 1 | 0.10 | 182.256 | 181.881 | 180.756 | ||
| 6 | 2023.07.21 12:50 | sell | 3 | 0.10 | 181.111 | 0.000 | 0.000 | ||
| 7 | 2023.07.21 12:50 | modify | 3 | 0.10 | 181.111 | 181.731 | 180.756 | ||
| 8 | 2023.07.21 12:50 | modify | 2 | 0.10 | 181.408 | 181.731 | 180.756 | ||
| 9 | 2023.07.21 12:50 | modify | 1 | 0.10 | 182.256 | 181.731 | 180.756 | ||
| 10 | 2023.07.21 13:15 | s/l | 1 | 0.10 | 181.731 | 181.731 | 180.756 | 33.04 | 10033.04 |
| 11 | 2023.07.21 13:15 | s/l | 2 | 0.10 | 181.731 | 181.731 | 180.756 | -20.32 | 10012.72 |
| 12 | 2023.07.21 13:15 | s/l | 3 | 0.10 | 181.731 | 181.731 | 180.756 | -39.01 | 9973.71 |
| 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 | 2023.08.23 19:50 | buy | 5 | 0.10 | 184.398 | 0.000 | 0.000 | ||
| 16 | 2023.08.23 19:50 | modify | 5 | 0.10 | 184.398 | 183.861 | 185.286 | ||
| 17 | 2023.08.23 19:50 | modify | 4 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 18 | 2023.08.24 04:45 | buy | 6 | 0.10 | 184.617 | 0.000 | 0.000 | ||
| 19 | 2023.08.24 04:45 | modify | 6 | 0.10 | 184.617 | 184.161 | 185.286 | ||
| 20 | 2023.08.24 04:45 | modify | 5 | 0.10 | 184.398 | 184.161 | 185.286 | ||
| 21 | 2023.08.24 04:45 | modify | 4 | 0.10 | 183.786 | 184.161 | 185.286 | ||
| 22 | 2023.08.24 14:10 | s/l | 4 | 0.10 | 184.161 | 184.161 | 185.286 | 26.09 | 9999.80 |
| 23 | 2023.08.24 14:10 | s/l | 5 | 0.10 | 184.161 | 184.161 | 185.286 | -12.43 | 9987.37 |
| 24 | 2023.08.24 14:10 | s/l | 6 | 0.10 | 184.161 | 184.161 | 185.286 | -28.70 | 9958.67 |
| 25 | 2023.11.14 18:00 | sell | 7 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 26 | 2023.11.14 18:00 | modify | 7 | 0.10 | 188.135 | 189.635 | 186.635 | ||
| 27 | 2023.11.15 15:02 | sell | 8 | 0.10 | 187.511 | 0.000 | 0.000 | ||
| 28 | 2023.11.15 15:02 | modify | 8 | 0.10 | 187.511 | 188.060 | 186.635 | ||
| 29 | 2023.11.15 15:02 | modify | 7 | 0.10 | 188.135 | 188.060 | 186.635 | ||
| 30 | 2023.11.16 02:50 | sell | 9 | 0.10 | 187.296 | 0.000 | 0.000 | ||
| 31 | 2023.11.16 02:50 | modify | 9 | 0.10 | 187.296 | 187.760 | 186.635 | ||
| 32 | 2023.11.16 02:50 | modify | 8 | 0.10 | 187.511 | 187.760 | 186.635 | ||
| 33 | 2023.11.16 02:50 | modify | 7 | 0.10 | 188.135 | 187.760 | 186.635 | ||
| 34 | 2023.11.16 16:15 | sell | 10 | 0.10 | 186.995 | 0.000 | 0.000 | ||
| 35 | 2023.11.16 16:15 | modify | 10 | 0.10 | 186.995 | 187.610 | 186.635 | ||
| 36 | 2023.11.16 16:15 | modify | 9 | 0.10 | 187.296 | 187.610 | 186.635 | ||
| 37 | 2023.11.16 16:15 | modify | 8 | 0.10 | 187.511 | 187.610 | 186.635 | ||
| 38 | 2023.11.16 16:15 | modify | 7 | 0.10 | 188.135 | 187.610 | 186.635 | ||
| 39 | 2023.11.17 07:16 | t/p | 7 | 0.10 | 186.635 | 187.610 | 186.635 | 82.33 | 10041.00 |
| 40 | 2023.11.17 07:16 | t/p | 8 | 0.10 | 186.635 | 187.610 | 186.635 | 45.47 | 10086.47 |
| 41 | 2023.11.17 07:16 | t/p | 9 | 0.10 | 186.635 | 187.610 | 186.635 | 39.18 | 10125.64 |
| 42 | 2023.11.17 07:16 | t/p | 10 | 0.10 | 186.635 | 187.610 | 186.635 | 20.24 | 10145.88 |
| 43 | 2023.12.07 11:00 | buy | 11 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 44 | 2023.12.07 11:00 | modify | 11 | 0.10 | 182.371 | 180.871 | 183.871 | ||
| 45 | 2023.12.07 17:40 | s/l | 11 | 0.10 | 180.871 | 180.871 | 183.871 | -94.41 | 10051.47 |
| 46 | 2023.12.07 19:00 | buy | 12 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 47 | 2023.12.07 19:00 | modify | 12 | 0.10 | 180.797 | 179.297 | 182.297 | ||
| 48 | 2023.12.07 21:40 | buy | 13 | 0.10 | 181.420 | 0.000 | 0.000 | ||
| 49 | 2023.12.07 21:40 | modify | 13 | 0.10 | 181.420 | 180.872 | 182.297 | ||
| 50 | 2023.12.07 21:40 | modify | 12 | 0.10 | 180.797 | 180.872 | 182.297 | ||
| 51 | 2023.12.07 22:59 | buy | 14 | 0.10 | 181.636 | 0.000 | 0.000 | ||
| 52 | 2023.12.07 22:59 | modify | 14 | 0.10 | 181.636 | 181.172 | 182.297 | ||
| 53 | 2023.12.07 22:59 | modify | 13 | 0.10 | 181.420 | 181.172 | 182.297 | ||
| 54 | 2023.12.07 22:59 | modify | 12 | 0.10 | 180.797 | 181.172 | 182.297 | ||
| 55 | 2023.12.07 23:16 | s/l | 12 | 0.10 | 181.172 | 181.172 | 182.297 | 23.60 | 10075.07 |
| 56 | 2023.12.07 23:16 | s/l | 13 | 0.10 | 181.172 | 181.172 | 182.297 | -15.60 | 10059.47 |
| 57 | 2023.12.07 23:16 | s/l | 14 | 0.10 | 181.172 | 181.172 | 182.297 | -29.20 | 10030.27 |
| 58 | 2023.12.19 12:00 | sell | 15 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 59 | 2023.12.19 12:00 | modify | 15 | 0.10 | 183.913 | 185.413 | 182.413 | ||
| 60 | 2023.12.19 15:47 | sell | 16 | 0.10 | 183.305 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 15:47 | modify | 16 | 0.10 | 183.305 | 183.838 | 182.413 | ||
| 62 | 2023.12.19 15:47 | modify | 15 | 0.10 | 183.913 | 183.838 | 182.413 | ||
| 63 | 2023.12.19 16:50 | sell | 17 | 0.10 | 183.076 | 0.000 | 0.000 | ||
| 64 | 2023.12.19 16:50 | modify | 17 | 0.10 | 183.076 | 183.538 | 182.413 | ||
| 65 | 2023.12.19 16:50 | modify | 16 | 0.10 | 183.305 | 183.538 | 182.413 | ||
| 66 | 2023.12.19 16:50 | modify | 15 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 67 | 2023.12.20 03:59 | sell | 18 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 68 | 2023.12.20 03:59 | modify | 18 | 0.10 | 182.767 | 183.388 | 182.413 | ||
| 69 | 2023.12.20 03:59 | modify | 17 | 0.10 | 183.076 | 183.388 | 182.413 | ||
| 70 | 2023.12.20 03:59 | modify | 16 | 0.10 | 183.305 | 183.388 | 182.413 | ||
| 71 | 2023.12.20 03:59 | modify | 15 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 72 | 2023.12.20 07:10 | t/p | 15 | 0.10 | 182.413 | 183.388 | 182.413 | 91.98 | 10122.25 |
| 73 | 2023.12.20 07:10 | t/p | 16 | 0.10 | 182.413 | 183.388 | 182.413 | 53.72 | 10175.97 |
| 74 | 2023.12.20 07:10 | t/p | 17 | 0.10 | 182.413 | 183.388 | 182.413 | 39.31 | 10215.27 |
| 75 | 2023.12.20 07:10 | t/p | 18 | 0.10 | 182.413 | 183.388 | 182.413 | 22.27 | 10237.54 |
| 76 | 2024.04.12 14:00 | buy | 19 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 77 | 2024.04.12 14:00 | modify | 19 | 0.10 | 190.472 | 188.972 | 191.972 | ||
| 78 | 2024.04.14 23:50 | buy | 20 | 0.10 | 191.095 | 0.000 | 0.000 | ||
| 79 | 2024.04.14 23:50 | modify | 20 | 0.10 | 191.095 | 190.547 | 191.972 | ||
| 80 | 2024.04.14 23:50 | modify | 19 | 0.10 | 190.472 | 190.547 | 191.972 | ||
| 81 | 2024.04.15 01:25 | buy | 21 | 0.10 | 191.321 | 0.000 | 0.000 | ||
| 82 | 2024.04.15 01:25 | modify | 21 | 0.10 | 191.321 | 190.847 | 191.972 | ||
| 83 | 2024.04.15 01:25 | modify | 20 | 0.10 | 191.095 | 190.847 | 191.972 | ||
| 84 | 2024.04.15 01:25 | modify | 19 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 85 | 2024.04.15 03:46 | buy | 22 | 0.10 | 191.612 | 0.000 | 0.000 | ||
| 86 | 2024.04.15 03:46 | modify | 22 | 0.10 | 191.612 | 190.997 | 191.972 | ||
| 87 | 2024.04.15 03:46 | modify | 21 | 0.10 | 191.321 | 190.997 | 191.972 | ||
| 88 | 2024.04.15 03:46 | modify | 20 | 0.10 | 191.095 | 190.997 | 191.972 | ||
| 89 | 2024.04.15 03:46 | modify | 19 | 0.10 | 190.472 | 190.997 | 191.972 | ||
| 90 | 2024.04.15 07:59 | t/p | 19 | 0.10 | 191.972 | 190.997 | 191.972 | 95.24 | 10332.78 |
| 91 | 2024.04.15 07:59 | t/p | 20 | 0.10 | 191.972 | 190.997 | 191.972 | 56.03 | 10388.81 |
| 92 | 2024.04.15 07:59 | t/p | 21 | 0.10 | 191.972 | 190.997 | 191.972 | 40.98 | 10429.79 |
| 93 | 2024.04.15 07:59 | t/p | 22 | 0.10 | 191.972 | 190.997 | 191.972 | 22.66 | 10452.45 |
| 94 | 2024.04.29 04:00 | sell | 23 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 95 | 2024.04.29 04:00 | modify | 23 | 0.10 | 199.601 | 201.101 | 198.101 | ||
| 96 | 2024.04.29 04:15 | t/p | 23 | 0.10 | 198.101 | 201.101 | 198.101 | 94.39 | 10546.84 |
| 97 | 2024.05.01 22:00 | buy | 24 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 98 | 2024.05.01 22:00 | modify | 24 | 0.10 | 193.156 | 191.656 | 194.656 | ||
| 99 | 2024.05.01 22:10 | buy | 25 | 0.10 | 194.308 | 0.000 | 0.000 | ||
| 100 | 2024.05.01 22:10 | modify | 25 | 0.10 | 194.308 | 193.681 | 194.656 | ||
| 101 | 2024.05.01 22:10 | modify | 24 | 0.10 | 193.156 | 193.681 | 194.656 | ||
| 102 | 2024.05.01 22:16 | t/p | 24 | 0.10 | 194.656 | 193.681 | 194.656 | 94.40 | 10641.24 |
| 103 | 2024.05.01 22:16 | t/p | 25 | 0.10 | 194.656 | 193.681 | 194.656 | 21.90 | 10663.14 |
| 104 | 2024.05.02 17:00 | buy | 26 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 105 | 2024.05.02 17:00 | modify | 26 | 0.10 | 192.497 | 190.997 | 193.997 | ||
| 106 | 2024.05.06 03:15 | buy | 27 | 0.10 | 193.109 | 0.000 | 0.000 | ||
| 107 | 2024.05.06 03:15 | modify | 27 | 0.10 | 193.109 | 192.572 | 193.997 | ||
| 108 | 2024.05.06 03:15 | modify | 26 | 0.10 | 192.497 | 192.572 | 193.997 | ||
| 109 | 2024.05.06 07:45 | buy | 28 | 0.10 | 193.343 | 0.000 | 0.000 | ||
| 110 | 2024.05.06 07:45 | modify | 28 | 0.10 | 193.343 | 192.872 | 193.997 | ||
| 111 | 2024.05.06 07:45 | modify | 27 | 0.10 | 193.109 | 192.872 | 193.997 | ||
| 112 | 2024.05.06 07:45 | modify | 26 | 0.10 | 192.497 | 192.872 | 193.997 | ||
| 113 | 2024.05.06 14:45 | buy | 29 | 0.10 | 193.641 | 0.000 | 0.000 | ||
| 114 | 2024.05.06 14:45 | modify | 29 | 0.10 | 193.641 | 193.022 | 193.997 | ||
| 115 | 2024.05.06 14:45 | modify | 28 | 0.10 | 193.343 | 193.022 | 193.997 | ||
| 116 | 2024.05.06 14:45 | modify | 27 | 0.10 | 193.109 | 193.022 | 193.997 | ||
| 117 | 2024.05.06 14:45 | modify | 26 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 118 | 2024.05.07 02:45 | t/p | 26 | 0.10 | 193.997 | 193.022 | 193.997 | 96.89 | 10760.03 |
| 119 | 2024.05.07 02:45 | t/p | 27 | 0.10 | 193.997 | 193.022 | 193.997 | 56.72 | 10816.75 |
| 120 | 2024.05.07 02:45 | t/p | 28 | 0.10 | 193.997 | 193.022 | 193.997 | 41.99 | 10858.74 |
| 121 | 2024.05.07 02:45 | t/p | 29 | 0.10 | 193.997 | 193.022 | 193.997 | 23.24 | 10881.98 |
| 122 | 2024.06.04 12:00 | buy | 30 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 123 | 2024.06.04 12:00 | modify | 30 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 124 | 2024.06.05 00:25 | buy | 31 | 0.10 | 198.486 | 0.000 | 0.000 | ||
| 125 | 2024.06.05 00:25 | modify | 31 | 0.10 | 198.486 | 198.033 | 199.158 | ||
| 126 | 2024.06.05 00:25 | modify | 30 | 0.10 | 197.658 | 198.033 | 199.158 | ||
| 127 | 2024.06.05 03:02 | buy | 32 | 0.10 | 198.796 | 0.000 | 0.000 | ||
| 128 | 2024.06.05 03:02 | modify | 32 | 0.10 | 198.796 | 198.183 | 199.158 | ||
| 129 | 2024.06.05 03:02 | modify | 31 | 0.10 | 198.486 | 198.183 | 199.158 | ||
| 130 | 2024.06.05 03:02 | modify | 30 | 0.10 | 197.658 | 198.183 | 199.158 | ||
| 131 | 2024.06.05 07:10 | t/p | 30 | 0.10 | 199.158 | 198.183 | 199.158 | 95.24 | 10977.23 |
| 132 | 2024.06.05 07:10 | t/p | 31 | 0.10 | 199.158 | 198.183 | 199.158 | 42.30 | 11019.53 |
| 133 | 2024.06.05 07:10 | t/p | 32 | 0.10 | 199.158 | 198.183 | 199.158 | 22.79 | 11042.32 |