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=1; RSIHelp="------------------------------------"; RSI_Period=11; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 767.80 | Gross profit | 934.72 | Gross loss | -166.92 |
| Profit factor | 5.60 | Expected payoff | 29.53 | ||
| Absolute drawdown | 40.58 | Maximal drawdown | 108.87 (1.08%) | Relative drawdown | 1.08% (108.87) |
| Total trades | 26 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 77.10 | loss trade | -69.16 | |
| Average | profit trade | 49.20 | loss trade | -23.85 | |
| Maximum | consecutive wins (profit in money) | 9 (557.00) | consecutive losses (loss in money) | 2 (-33.44) | |
| Maximal | consecutive profit (count of wins) | 557.00 (9) | consecutive loss (count of losses) | -69.16 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 08:00 | sell | 1 | 0.10 | 181.932 | 0.000 | 0.000 | ||
| 2 | 2023.07.21 08:00 | modify | 1 | 0.10 | 181.932 | 183.032 | 180.732 | ||
| 3 | 2023.07.24 21:00 | sell | 2 | 0.10 | 181.191 | 0.000 | 0.000 | ||
| 4 | 2023.07.24 21:00 | modify | 2 | 0.10 | 181.191 | 181.452 | 180.732 | ||
| 5 | 2023.07.24 21:00 | modify | 1 | 0.10 | 181.932 | 181.452 | 180.732 | ||
| 6 | 2023.07.24 23:00 | s/l | 1 | 0.10 | 181.452 | 181.452 | 180.732 | 27.76 | 10027.76 |
| 7 | 2023.07.24 23:00 | s/l | 2 | 0.10 | 181.452 | 181.452 | 180.732 | -16.41 | 10011.35 |
| 8 | 2023.08.23 09:00 | buy | 3 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 9 | 2023.08.23 09:00 | modify | 3 | 0.10 | 184.329 | 183.229 | 185.529 | ||
| 10 | 2023.08.29 05:00 | buy | 4 | 0.10 | 184.944 | 0.000 | 0.000 | ||
| 11 | 2023.08.29 05:00 | modify | 4 | 0.10 | 184.944 | 184.569 | 185.529 | ||
| 12 | 2023.08.29 05:00 | buy | 5 | 0.10 | 184.944 | 0.000 | 0.000 | ||
| 13 | 2023.08.29 05:00 | modify | 5 | 0.10 | 184.944 | 184.689 | 185.529 | ||
| 14 | 2023.08.29 05:00 | modify | 3 | 0.10 | 184.329 | 184.689 | 185.529 | ||
| 15 | 2023.08.29 06:00 | modify | 4 | 0.10 | 184.944 | 184.689 | 185.529 | ||
| 16 | 2023.08.29 07:00 | s/l | 3 | 0.10 | 184.689 | 184.689 | 185.529 | 27.61 | 10038.96 |
| 17 | 2023.08.29 07:00 | s/l | 4 | 0.10 | 184.689 | 184.689 | 185.529 | -16.03 | 10022.93 |
| 18 | 2023.08.29 07:00 | s/l | 5 | 0.10 | 184.689 | 184.689 | 185.529 | -16.03 | 10006.90 |
| 19 | 2023.09.21 12:00 | buy | 6 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 20 | 2023.09.21 12:00 | modify | 6 | 0.10 | 181.552 | 180.452 | 182.752 | ||
| 21 | 2023.09.29 00:00 | buy | 7 | 0.10 | 182.284 | 0.000 | 0.000 | ||
| 22 | 2023.09.29 00:00 | modify | 7 | 0.10 | 182.284 | 182.032 | 182.752 | ||
| 23 | 2023.09.29 00:00 | modify | 6 | 0.10 | 181.552 | 182.032 | 182.752 | ||
| 24 | 2023.09.29 08:00 | s/l | 6 | 0.10 | 182.032 | 182.032 | 182.752 | 36.81 | 10043.71 |
| 25 | 2023.09.29 08:00 | s/l | 7 | 0.10 | 182.032 | 182.032 | 182.752 | -15.85 | 10027.86 |
| 26 | 2023.10.31 10:00 | sell | 8 | 0.10 | 183.682 | 0.000 | 0.000 | ||
| 27 | 2023.10.31 10:00 | modify | 8 | 0.10 | 183.682 | 184.782 | 182.482 | ||
| 28 | 2023.11.01 16:00 | sell | 9 | 0.10 | 183.056 | 0.000 | 0.000 | ||
| 29 | 2023.11.01 16:00 | modify | 9 | 0.10 | 183.056 | 183.442 | 182.482 | ||
| 30 | 2023.11.01 16:00 | sell | 10 | 0.10 | 183.056 | 0.000 | 0.000 | ||
| 31 | 2023.11.01 16:00 | modify | 10 | 0.10 | 183.056 | 183.322 | 182.482 | ||
| 32 | 2023.11.01 16:00 | modify | 8 | 0.10 | 183.682 | 183.322 | 182.482 | ||
| 33 | 2023.11.01 17:00 | modify | 9 | 0.10 | 183.056 | 183.322 | 182.482 | ||
| 34 | 2023.11.01 20:00 | s/l | 8 | 0.10 | 183.322 | 183.322 | 182.482 | 20.22 | 10048.08 |
| 35 | 2023.11.01 20:00 | s/l | 9 | 0.10 | 183.322 | 183.322 | 182.482 | -16.72 | 10031.36 |
| 36 | 2023.11.01 20:00 | s/l | 10 | 0.10 | 183.322 | 183.322 | 182.482 | -16.72 | 10014.64 |
| 37 | 2023.11.14 15:00 | sell | 11 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 38 | 2023.11.14 15:00 | modify | 11 | 0.10 | 187.853 | 188.953 | 186.653 | ||
| 39 | 2023.11.16 15:00 | sell | 12 | 0.10 | 187.243 | 0.000 | 0.000 | ||
| 40 | 2023.11.16 15:00 | modify | 12 | 0.10 | 187.243 | 187.613 | 186.653 | ||
| 41 | 2023.11.16 15:00 | sell | 13 | 0.10 | 187.243 | 0.000 | 0.000 | ||
| 42 | 2023.11.16 15:00 | modify | 13 | 0.10 | 187.243 | 187.493 | 186.653 | ||
| 43 | 2023.11.16 15:00 | modify | 11 | 0.10 | 187.853 | 187.493 | 186.653 | ||
| 44 | 2023.11.16 16:00 | sell | 14 | 0.10 | 187.109 | 0.000 | 0.000 | ||
| 45 | 2023.11.16 16:00 | modify | 14 | 0.10 | 187.109 | 187.373 | 186.653 | ||
| 46 | 2023.11.16 16:00 | modify | 13 | 0.10 | 187.243 | 187.373 | 186.653 | ||
| 47 | 2023.11.16 16:00 | modify | 12 | 0.10 | 187.243 | 187.373 | 186.653 | ||
| 48 | 2023.11.16 16:00 | modify | 11 | 0.10 | 187.853 | 187.373 | 186.653 | ||
| 49 | 2023.11.17 08:00 | t/p | 11 | 0.10 | 186.653 | 187.373 | 186.653 | 63.38 | 10078.01 |
| 50 | 2023.11.17 08:00 | t/p | 12 | 0.10 | 186.653 | 187.373 | 186.653 | 34.68 | 10112.69 |
| 51 | 2023.11.17 08:00 | t/p | 13 | 0.10 | 186.653 | 187.373 | 186.653 | 34.68 | 10147.37 |
| 52 | 2023.11.17 08:00 | t/p | 14 | 0.10 | 186.653 | 187.373 | 186.653 | 26.26 | 10173.63 |
| 53 | 2023.11.17 09:00 | buy | 15 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 54 | 2023.11.17 09:00 | modify | 15 | 0.10 | 185.490 | 184.390 | 186.690 | ||
| 55 | 2023.11.17 17:00 | buy | 16 | 0.10 | 186.225 | 0.000 | 0.000 | ||
| 56 | 2023.11.17 17:00 | modify | 16 | 0.10 | 186.225 | 185.970 | 186.690 | ||
| 57 | 2023.11.17 17:00 | modify | 15 | 0.10 | 185.490 | 185.970 | 186.690 | ||
| 58 | 2023.11.20 00:00 | t/p | 15 | 0.10 | 186.690 | 185.970 | 186.690 | 76.27 | 10249.90 |
| 59 | 2023.11.20 00:00 | t/p | 16 | 0.10 | 186.690 | 185.970 | 186.690 | 30.07 | 10279.97 |
| 60 | 2023.12.07 09:00 | buy | 17 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 61 | 2023.12.07 09:00 | modify | 17 | 0.10 | 182.801 | 181.701 | 184.001 | ||
| 62 | 2023.12.07 15:00 | s/l | 17 | 0.10 | 181.701 | 181.701 | 184.001 | -69.16 | 10210.81 |
| 63 | 2023.12.14 04:00 | buy | 18 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 64 | 2023.12.14 04:00 | modify | 18 | 0.10 | 178.844 | 177.744 | 180.044 | ||
| 65 | 2023.12.14 13:00 | t/p | 18 | 0.10 | 180.044 | 177.744 | 180.044 | 75.44 | 10286.25 |
| 66 | 2023.12.19 09:00 | sell | 19 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 67 | 2023.12.19 09:00 | modify | 19 | 0.10 | 183.342 | 184.442 | 182.142 | ||
| 68 | 2023.12.20 07:00 | sell | 20 | 0.10 | 182.611 | 0.000 | 0.000 | ||
| 69 | 2023.12.20 07:00 | modify | 20 | 0.10 | 182.611 | 182.862 | 182.142 | ||
| 70 | 2023.12.20 07:00 | modify | 19 | 0.10 | 183.342 | 182.862 | 182.142 | ||
| 71 | 2023.12.20 08:00 | t/p | 19 | 0.10 | 182.142 | 182.862 | 182.142 | 73.02 | 10359.26 |
| 72 | 2023.12.20 08:00 | t/p | 20 | 0.10 | 182.142 | 182.862 | 182.142 | 29.48 | 10388.74 |
| 73 | 2024.04.12 14:00 | buy | 21 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 74 | 2024.04.12 14:00 | modify | 21 | 0.10 | 190.472 | 189.372 | 191.672 | ||
| 75 | 2024.04.15 06:00 | t/p | 21 | 0.10 | 191.672 | 189.372 | 191.672 | 76.27 | 10465.01 |
| 76 | 2024.04.19 02:00 | buy | 22 | 0.10 | 191.310 | 0.000 | 0.000 | ||
| 77 | 2024.04.19 02:00 | modify | 22 | 0.10 | 191.310 | 190.210 | 192.510 | ||
| 78 | 2024.04.19 13:00 | t/p | 22 | 0.10 | 192.510 | 190.210 | 192.510 | 75.44 | 10540.45 |
| 79 | 2024.04.29 02:00 | sell | 23 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 80 | 2024.04.29 02:00 | modify | 23 | 0.10 | 199.314 | 200.414 | 198.114 | ||
| 81 | 2024.04.29 05:00 | t/p | 23 | 0.10 | 198.114 | 200.414 | 198.114 | 75.43 | 10615.88 |
| 82 | 2024.05.02 15:00 | buy | 24 | 0.10 | 192.375 | 0.000 | 0.000 | ||
| 83 | 2024.05.02 15:00 | modify | 24 | 0.10 | 192.375 | 191.275 | 193.575 | ||
| 84 | 2024.05.06 03:00 | buy | 25 | 0.10 | 192.980 | 0.000 | 0.000 | ||
| 85 | 2024.05.06 03:00 | modify | 25 | 0.10 | 192.980 | 192.615 | 193.575 | ||
| 86 | 2024.05.06 03:00 | buy | 26 | 0.10 | 192.980 | 0.000 | 0.000 | ||
| 87 | 2024.05.06 03:00 | modify | 26 | 0.10 | 192.980 | 192.735 | 193.575 | ||
| 88 | 2024.05.06 03:00 | modify | 24 | 0.10 | 192.375 | 192.735 | 193.575 | ||
| 89 | 2024.05.06 04:00 | modify | 25 | 0.10 | 192.980 | 192.735 | 193.575 | ||
| 90 | 2024.05.06 15:00 | t/p | 24 | 0.10 | 193.575 | 192.735 | 193.575 | 77.10 | 10692.98 |
| 91 | 2024.05.06 15:00 | t/p | 25 | 0.10 | 193.575 | 192.735 | 193.575 | 37.41 | 10730.39 |
| 92 | 2024.05.06 15:00 | t/p | 26 | 0.10 | 193.575 | 192.735 | 193.575 | 37.41 | 10767.80 |