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 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 532.30 | Gross profit | 852.95 | Gross loss | -320.65 |
| Profit factor | 2.66 | Expected payoff | 23.14 | ||
| Absolute drawdown | 42.03 | Maximal drawdown | 110.61 (1.06%) | Relative drawdown | 1.06% (110.61) |
| Total trades | 23 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 86.33 | loss trade | -42.60 | |
| Average | profit trade | 60.92 | loss trade | -35.63 | |
| Maximum | consecutive wins (profit in money) | 4 (239.37) | consecutive losses (loss in money) | 2 (-85.19) | |
| Maximal | consecutive profit (count of wins) | 239.37 (4) | consecutive loss (count of losses) | -85.19 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.07 13:00 | buy | 1 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 2 | 2023.09.07 13:00 | modify | 1 | 0.10 | 183.574 | 182.974 | 184.774 | ||
| 3 | 2023.09.08 08:00 | buy | 2 | 0.10 | 184.182 | 0.000 | 0.000 | ||
| 4 | 2023.09.08 08:00 | modify | 2 | 0.10 | 184.182 | 183.874 | 184.774 | ||
| 5 | 2023.09.08 08:00 | modify | 1 | 0.10 | 183.574 | 183.874 | 184.774 | ||
| 6 | 2023.09.08 10:00 | s/l | 1 | 0.10 | 183.874 | 183.874 | 184.774 | 22.43 | 10022.43 |
| 7 | 2023.09.08 10:00 | s/l | 2 | 0.10 | 183.874 | 183.874 | 184.774 | -21.87 | 10000.56 |
| 8 | 2023.12.07 11:00 | buy | 3 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 9 | 2023.12.07 11:00 | modify | 3 | 0.10 | 182.371 | 181.771 | 183.571 | ||
| 10 | 2023.12.07 15:00 | s/l | 3 | 0.10 | 181.771 | 181.771 | 183.571 | -42.59 | 9957.97 |
| 11 | 2023.12.11 14:00 | sell | 4 | 0.10 | 184.040 | 0.000 | 0.000 | ||
| 12 | 2023.12.11 14:00 | modify | 4 | 0.10 | 184.040 | 184.640 | 182.840 | ||
| 13 | 2023.12.11 20:00 | sell | 5 | 0.10 | 183.487 | 0.000 | 0.000 | ||
| 14 | 2023.12.11 20:00 | modify | 5 | 0.10 | 183.487 | 183.740 | 182.840 | ||
| 15 | 2023.12.11 20:00 | modify | 4 | 0.10 | 184.040 | 183.740 | 182.840 | ||
| 16 | 2023.12.12 06:00 | t/p | 4 | 0.10 | 182.840 | 183.740 | 182.840 | 82.65 | 10040.62 |
| 17 | 2023.12.12 06:00 | t/p | 5 | 0.10 | 182.840 | 183.740 | 182.840 | 43.39 | 10084.01 |
| 18 | 2023.12.19 12:00 | sell | 6 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 19 | 2023.12.19 12:00 | modify | 6 | 0.10 | 183.913 | 184.513 | 182.713 | ||
| 20 | 2023.12.19 16:00 | sell | 7 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 21 | 2023.12.19 16:00 | modify | 7 | 0.10 | 183.181 | 183.373 | 182.713 | ||
| 22 | 2023.12.19 16:00 | modify | 6 | 0.10 | 183.913 | 183.373 | 182.713 | ||
| 23 | 2023.12.20 05:00 | t/p | 6 | 0.10 | 182.713 | 183.373 | 182.713 | 82.65 | 10166.65 |
| 24 | 2023.12.20 05:00 | t/p | 7 | 0.10 | 182.713 | 183.373 | 182.713 | 30.69 | 10197.34 |
| 25 | 2024.01.17 11:00 | sell | 8 | 0.10 | 187.302 | 0.000 | 0.000 | ||
| 26 | 2024.01.17 11:00 | modify | 8 | 0.10 | 187.302 | 187.902 | 186.102 | ||
| 27 | 2024.01.17 16:00 | s/l | 8 | 0.10 | 187.902 | 187.902 | 186.102 | -42.59 | 10154.75 |
| 28 | 2024.03.07 09:00 | buy | 9 | 0.10 | 188.460 | 0.000 | 0.000 | ||
| 29 | 2024.03.07 09:00 | modify | 9 | 0.10 | 188.460 | 187.860 | 189.660 | ||
| 30 | 2024.03.07 19:00 | t/p | 9 | 0.10 | 189.660 | 187.860 | 189.660 | 85.19 | 10239.94 |
| 31 | 2024.03.22 10:00 | buy | 10 | 0.10 | 190.875 | 0.000 | 0.000 | ||
| 32 | 2024.03.22 10:00 | modify | 10 | 0.10 | 190.875 | 190.275 | 192.075 | ||
| 33 | 2024.03.25 16:00 | buy | 11 | 0.10 | 191.497 | 0.000 | 0.000 | ||
| 34 | 2024.03.25 16:00 | modify | 11 | 0.10 | 191.497 | 191.175 | 192.075 | ||
| 35 | 2024.03.25 16:00 | modify | 10 | 0.10 | 190.875 | 191.175 | 192.075 | ||
| 36 | 2024.03.26 15:00 | s/l | 10 | 0.10 | 191.175 | 191.175 | 192.075 | 23.58 | 10263.52 |
| 37 | 2024.03.26 15:00 | s/l | 11 | 0.10 | 191.175 | 191.175 | 192.075 | -21.72 | 10241.80 |
| 38 | 2024.04.12 14:00 | buy | 12 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 39 | 2024.04.12 14:00 | modify | 12 | 0.10 | 190.472 | 189.872 | 191.672 | ||
| 40 | 2024.04.15 06:00 | t/p | 12 | 0.10 | 191.672 | 189.872 | 191.672 | 86.33 | 10328.14 |
| 41 | 2024.04.25 10:00 | sell | 13 | 0.10 | 194.750 | 0.000 | 0.000 | ||
| 42 | 2024.04.25 10:00 | modify | 13 | 0.10 | 194.750 | 195.350 | 193.550 | ||
| 43 | 2024.04.25 14:00 | sell | 14 | 0.10 | 194.147 | 0.000 | 0.000 | ||
| 44 | 2024.04.25 14:00 | modify | 14 | 0.10 | 194.147 | 194.450 | 193.550 | ||
| 45 | 2024.04.25 14:00 | modify | 13 | 0.10 | 194.750 | 194.450 | 193.550 | ||
| 46 | 2024.04.25 15:00 | s/l | 13 | 0.10 | 194.450 | 194.450 | 193.550 | 21.30 | 10349.44 |
| 47 | 2024.04.25 15:00 | s/l | 14 | 0.10 | 194.450 | 194.450 | 193.550 | -21.51 | 10327.93 |
| 48 | 2024.04.26 12:00 | sell | 15 | 0.10 | 196.188 | 0.000 | 0.000 | ||
| 49 | 2024.04.26 12:00 | modify | 15 | 0.10 | 196.188 | 196.788 | 194.988 | ||
| 50 | 2024.04.26 17:00 | s/l | 15 | 0.10 | 196.788 | 196.788 | 194.988 | -42.59 | 10285.34 |
| 51 | 2024.04.29 04:00 | sell | 16 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 52 | 2024.04.29 04:00 | modify | 16 | 0.10 | 199.601 | 200.201 | 198.401 | ||
| 53 | 2024.04.29 05:00 | t/p | 16 | 0.10 | 198.401 | 200.201 | 198.401 | 85.18 | 10370.52 |
| 54 | 2024.05.14 04:00 | sell | 17 | 0.10 | 196.440 | 0.000 | 0.000 | ||
| 55 | 2024.05.14 04:00 | modify | 17 | 0.10 | 196.440 | 197.040 | 195.240 | ||
| 56 | 2024.05.14 16:00 | s/l | 17 | 0.10 | 197.040 | 197.040 | 195.240 | -42.59 | 10327.93 |
| 57 | 2024.06.04 12:00 | buy | 18 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 58 | 2024.06.04 12:00 | modify | 18 | 0.10 | 197.658 | 197.058 | 198.858 | ||
| 59 | 2024.06.05 07:00 | t/p | 18 | 0.10 | 198.858 | 197.058 | 198.858 | 86.33 | 10414.26 |
| 60 | 2024.07.24 06:00 | buy | 19 | 0.10 | 199.436 | 0.000 | 0.000 | ||
| 61 | 2024.07.24 06:00 | modify | 19 | 0.10 | 199.436 | 198.836 | 200.636 | ||
| 62 | 2024.07.24 13:00 | s/l | 19 | 0.10 | 198.836 | 198.836 | 200.636 | -42.59 | 10371.67 |
| 63 | 2024.08.05 03:00 | buy | 20 | 0.10 | 185.767 | 0.000 | 0.000 | ||
| 64 | 2024.08.05 03:00 | modify | 20 | 0.10 | 185.767 | 185.167 | 186.967 | ||
| 65 | 2024.08.05 04:00 | s/l | 20 | 0.10 | 185.167 | 185.167 | 186.967 | -42.60 | 10329.07 |
| 66 | 2024.08.05 07:00 | buy | 21 | 0.10 | 181.902 | 0.000 | 0.000 | ||
| 67 | 2024.08.05 07:00 | modify | 21 | 0.10 | 181.902 | 181.302 | 183.102 | ||
| 68 | 2024.08.05 08:00 | t/p | 21 | 0.10 | 183.102 | 181.302 | 183.102 | 85.19 | 10414.26 |
| 69 | 2024.08.16 01:00 | sell | 22 | 0.10 | 191.842 | 0.000 | 0.000 | ||
| 70 | 2024.08.16 01:00 | modify | 22 | 0.10 | 191.842 | 192.442 | 190.642 | ||
| 71 | 2024.08.16 12:00 | sell | 23 | 0.10 | 191.105 | 0.000 | 0.000 | ||
| 72 | 2024.08.16 12:00 | modify | 23 | 0.10 | 191.105 | 191.302 | 190.642 | ||
| 73 | 2024.08.16 12:00 | modify | 22 | 0.10 | 191.842 | 191.302 | 190.642 | ||
| 74 | 2024.08.16 13:00 | t/p | 22 | 0.10 | 190.642 | 191.302 | 190.642 | 85.18 | 10499.44 |
| 75 | 2024.08.16 13:00 | t/p | 23 | 0.10 | 190.642 | 191.302 | 190.642 | 32.86 | 10532.30 |