Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7217 | Ticks modelled | 157611 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 897.29 | Gross profit | 988.64 | Gross loss | -91.35 |
| Profit factor | 10.82 | Expected payoff | 40.79 | ||
| Absolute drawdown | 23.85 | Maximal drawdown | 156.61 (1.55%) | Relative drawdown | 1.55% (156.61) |
| Total trades | 22 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 100.51 | loss trade | -15.40 | |
| Average | profit trade | 61.79 | loss trade | -15.23 | |
| Maximum | consecutive wins (profit in money) | 15 (953.86) | consecutive losses (loss in money) | 3 (-46.20) | |
| Maximal | consecutive profit (count of wins) | 953.86 (15) | consecutive loss (count of losses) | -46.20 (3) | |
| Average | consecutive wins | 8 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 19:00 | buy | 1 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 19:00 | modify | 1 | 0.10 | 180.797 | 180.197 | 182.197 | ||
| 3 | 2023.12.07 21:45 | buy | 2 | 0.10 | 181.499 | 0.000 | 0.000 | ||
| 4 | 2023.12.07 21:45 | modify | 2 | 0.10 | 181.499 | 181.007 | 182.197 | ||
| 5 | 2023.12.07 21:45 | buy | 3 | 0.10 | 181.499 | 0.000 | 0.000 | ||
| 6 | 2023.12.07 21:45 | modify | 3 | 0.10 | 181.499 | 181.217 | 182.197 | ||
| 7 | 2023.12.07 21:45 | buy | 4 | 0.10 | 181.499 | 0.000 | 0.000 | ||
| 8 | 2023.12.07 21:45 | modify | 4 | 0.10 | 181.499 | 181.287 | 182.197 | ||
| 9 | 2023.12.07 21:45 | modify | 1 | 0.10 | 180.797 | 181.287 | 182.197 | ||
| 10 | 2023.12.07 21:47 | modify | 3 | 0.10 | 181.499 | 181.287 | 182.197 | ||
| 11 | 2023.12.07 21:47 | modify | 2 | 0.10 | 181.499 | 181.287 | 182.197 | ||
| 12 | 2023.12.07 23:10 | s/l | 1 | 0.10 | 181.287 | 181.287 | 182.197 | 34.78 | 10034.78 |
| 13 | 2023.12.07 23:10 | s/l | 2 | 0.10 | 181.287 | 181.287 | 182.197 | -15.05 | 10019.73 |
| 14 | 2023.12.07 23:10 | s/l | 3 | 0.10 | 181.287 | 181.287 | 182.197 | -15.05 | 10004.68 |
| 15 | 2023.12.07 23:10 | s/l | 4 | 0.10 | 181.287 | 181.287 | 182.197 | -15.05 | 9989.63 |
| 16 | 2023.12.19 12:00 | sell | 5 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 17 | 2023.12.19 12:00 | modify | 5 | 0.10 | 183.913 | 184.513 | 182.513 | ||
| 18 | 2023.12.19 17:40 | sell | 6 | 0.10 | 183.193 | 0.000 | 0.000 | ||
| 19 | 2023.12.19 17:40 | modify | 6 | 0.10 | 183.193 | 183.703 | 182.513 | ||
| 20 | 2023.12.19 17:40 | sell | 7 | 0.10 | 183.193 | 0.000 | 0.000 | ||
| 21 | 2023.12.19 17:40 | modify | 7 | 0.10 | 183.193 | 183.493 | 182.513 | ||
| 22 | 2023.12.19 17:40 | sell | 8 | 0.10 | 183.193 | 0.000 | 0.000 | ||
| 23 | 2023.12.19 17:40 | modify | 8 | 0.10 | 183.193 | 183.423 | 182.513 | ||
| 24 | 2023.12.19 17:40 | modify | 5 | 0.10 | 183.913 | 183.423 | 182.513 | ||
| 25 | 2023.12.19 17:42 | modify | 7 | 0.10 | 183.193 | 183.423 | 182.513 | ||
| 26 | 2023.12.19 17:42 | modify | 6 | 0.10 | 183.193 | 183.423 | 182.513 | ||
| 27 | 2023.12.20 04:50 | t/p | 5 | 0.10 | 182.513 | 183.423 | 182.513 | 96.84 | 10086.47 |
| 28 | 2023.12.20 04:50 | t/p | 6 | 0.10 | 182.513 | 183.423 | 182.513 | 45.73 | 10132.19 |
| 29 | 2023.12.20 04:50 | t/p | 7 | 0.10 | 182.513 | 183.423 | 182.513 | 45.73 | 10177.92 |
| 30 | 2023.12.20 04:50 | t/p | 8 | 0.10 | 182.513 | 183.423 | 182.513 | 45.73 | 10223.65 |
| 31 | 2024.04.29 04:00 | sell | 9 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 32 | 2024.04.29 04:00 | modify | 9 | 0.10 | 199.601 | 200.201 | 198.201 | ||
| 33 | 2024.04.29 04:15 | t/p | 9 | 0.10 | 198.201 | 200.201 | 198.201 | 99.37 | 10323.02 |
| 34 | 2024.05.01 22:00 | buy | 10 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 35 | 2024.05.01 22:00 | modify | 10 | 0.10 | 193.156 | 192.556 | 194.556 | ||
| 36 | 2024.05.01 22:03 | buy | 11 | 0.10 | 193.876 | 0.000 | 0.000 | ||
| 37 | 2024.05.01 22:03 | modify | 11 | 0.10 | 193.876 | 193.366 | 194.556 | ||
| 38 | 2024.05.01 22:03 | buy | 12 | 0.10 | 193.876 | 0.000 | 0.000 | ||
| 39 | 2024.05.01 22:03 | modify | 12 | 0.10 | 193.876 | 193.576 | 194.556 | ||
| 40 | 2024.05.01 22:03 | buy | 13 | 0.10 | 193.876 | 0.000 | 0.000 | ||
| 41 | 2024.05.01 22:03 | modify | 13 | 0.10 | 193.876 | 193.646 | 194.556 | ||
| 42 | 2024.05.01 22:03 | modify | 10 | 0.10 | 193.156 | 193.646 | 194.556 | ||
| 43 | 2024.05.01 22:06 | modify | 12 | 0.10 | 193.876 | 193.646 | 194.556 | ||
| 44 | 2024.05.01 22:06 | modify | 11 | 0.10 | 193.876 | 193.646 | 194.556 | ||
| 45 | 2024.05.01 22:16 | t/p | 10 | 0.10 | 194.556 | 193.646 | 194.556 | 99.38 | 10422.40 |
| 46 | 2024.05.01 22:16 | t/p | 11 | 0.10 | 194.556 | 193.646 | 194.556 | 48.27 | 10470.67 |
| 47 | 2024.05.01 22:16 | t/p | 12 | 0.10 | 194.556 | 193.646 | 194.556 | 48.27 | 10518.94 |
| 48 | 2024.05.01 22:16 | t/p | 13 | 0.10 | 194.556 | 193.646 | 194.556 | 48.27 | 10567.21 |
| 49 | 2024.06.04 12:00 | buy | 14 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 50 | 2024.06.04 12:00 | modify | 14 | 0.10 | 197.658 | 197.058 | 199.058 | ||
| 51 | 2024.06.05 00:42 | buy | 15 | 0.10 | 198.369 | 0.000 | 0.000 | ||
| 52 | 2024.06.05 00:42 | modify | 15 | 0.10 | 198.369 | 197.868 | 199.058 | ||
| 53 | 2024.06.05 00:42 | buy | 16 | 0.10 | 198.369 | 0.000 | 0.000 | ||
| 54 | 2024.06.05 00:42 | modify | 16 | 0.10 | 198.369 | 198.078 | 199.058 | ||
| 55 | 2024.06.05 00:42 | buy | 17 | 0.10 | 198.369 | 0.000 | 0.000 | ||
| 56 | 2024.06.05 00:42 | modify | 17 | 0.10 | 198.369 | 198.148 | 199.058 | ||
| 57 | 2024.06.05 00:42 | modify | 14 | 0.10 | 197.658 | 198.148 | 199.058 | ||
| 58 | 2024.06.05 00:45 | modify | 16 | 0.10 | 198.369 | 198.148 | 199.058 | ||
| 59 | 2024.06.05 00:45 | modify | 15 | 0.10 | 198.369 | 198.148 | 199.058 | ||
| 60 | 2024.06.05 06:50 | t/p | 14 | 0.10 | 199.058 | 198.148 | 199.058 | 100.51 | 10667.72 |
| 61 | 2024.06.05 06:50 | t/p | 15 | 0.10 | 199.058 | 198.148 | 199.058 | 48.90 | 10716.62 |
| 62 | 2024.06.05 06:50 | t/p | 16 | 0.10 | 199.058 | 198.148 | 199.058 | 48.90 | 10765.52 |
| 63 | 2024.06.05 06:50 | t/p | 17 | 0.10 | 199.058 | 198.148 | 199.058 | 48.90 | 10814.42 |
| 64 | 2024.08.05 07:00 | buy | 18 | 0.10 | 181.902 | 0.000 | 0.000 | ||
| 65 | 2024.08.05 07:00 | modify | 18 | 0.10 | 181.902 | 181.302 | 183.302 | ||
| 66 | 2024.08.05 07:40 | t/p | 18 | 0.10 | 183.302 | 181.302 | 183.302 | 99.37 | 10913.79 |
| 67 | 2024.08.15 16:00 | sell | 19 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 68 | 2024.08.15 16:00 | modify | 19 | 0.10 | 191.529 | 192.129 | 190.129 | ||
| 69 | 2024.08.19 01:55 | sell | 20 | 0.10 | 190.822 | 0.000 | 0.000 | ||
| 70 | 2024.08.19 01:55 | modify | 20 | 0.10 | 190.822 | 191.319 | 190.129 | ||
| 71 | 2024.08.19 01:55 | sell | 21 | 0.10 | 190.822 | 0.000 | 0.000 | ||
| 72 | 2024.08.19 01:55 | modify | 21 | 0.10 | 190.822 | 191.109 | 190.129 | ||
| 73 | 2024.08.19 01:55 | sell | 22 | 0.10 | 190.822 | 0.000 | 0.000 | ||
| 74 | 2024.08.19 01:55 | modify | 22 | 0.10 | 190.822 | 191.039 | 190.129 | ||
| 75 | 2024.08.19 01:55 | modify | 19 | 0.10 | 191.529 | 191.039 | 190.129 | ||
| 76 | 2024.08.19 01:59 | modify | 21 | 0.10 | 190.822 | 191.039 | 190.129 | ||
| 77 | 2024.08.19 01:59 | modify | 20 | 0.10 | 190.822 | 191.039 | 190.129 | ||
| 78 | 2024.08.19 02:10 | s/l | 19 | 0.10 | 191.039 | 191.039 | 190.129 | 29.70 | 10943.49 |
| 79 | 2024.08.19 02:10 | s/l | 20 | 0.10 | 191.039 | 191.039 | 190.129 | -15.40 | 10928.09 |
| 80 | 2024.08.19 02:10 | s/l | 21 | 0.10 | 191.039 | 191.039 | 190.129 | -15.40 | 10912.69 |
| 81 | 2024.08.19 02:10 | s/l | 22 | 0.10 | 191.039 | 191.039 | 190.129 | -15.40 | 10897.29 |