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=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 | 157616 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1115.15 | Gross profit | 1397.29 | Gross loss | -282.14 |
| Profit factor | 4.95 | Expected payoff | 27.88 | ||
| Absolute drawdown | 43.21 | Maximal drawdown | 226.59 (2.08%) | Relative drawdown | 2.08% (226.59) |
| Total trades | 40 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 20 (65.00%) |
| Profit trades (% of total) | 27 (67.50%) | Loss trades (% of total) | 13 (32.50%) | ||
| Largest | profit trade | 86.32 | loss trade | -42.59 | |
| Average | profit trade | 51.75 | loss trade | -21.70 | |
| Maximum | consecutive wins (profit in money) | 8 (392.59) | consecutive losses (loss in money) | 4 (-62.41) | |
| Maximal | consecutive profit (count of wins) | 392.59 (8) | consecutive loss (count of losses) | -85.18 (2) | |
| Average | consecutive wins | 4 | 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 03:02 | buy | 2 | 0.10 | 184.137 | 0.000 | 0.000 | ||
| 4 | 2023.09.08 03:02 | modify | 2 | 0.10 | 184.137 | 183.874 | 184.774 | ||
| 5 | 2023.09.08 03:02 | modify | 1 | 0.10 | 183.574 | 183.874 | 184.774 | ||
| 6 | 2023.09.08 04:45 | s/l | 1 | 0.10 | 183.874 | 183.874 | 184.774 | 22.44 | 10022.44 |
| 7 | 2023.09.08 04:45 | s/l | 2 | 0.10 | 183.874 | 183.874 | 184.774 | -18.66 | 10003.78 |
| 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 14:45 | s/l | 3 | 0.10 | 181.771 | 181.771 | 183.571 | -42.59 | 9961.19 |
| 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 19:50 | sell | 5 | 0.10 | 183.474 | 0.000 | 0.000 | ||
| 14 | 2023.12.11 19:50 | modify | 5 | 0.10 | 183.474 | 183.740 | 182.840 | ||
| 15 | 2023.12.11 19:50 | modify | 4 | 0.10 | 184.040 | 183.740 | 182.840 | ||
| 16 | 2023.12.11 23:15 | sell | 6 | 0.10 | 183.425 | 0.000 | 0.000 | ||
| 17 | 2023.12.11 23:15 | modify | 6 | 0.10 | 183.425 | 183.740 | 182.840 | ||
| 18 | 2023.12.12 00:10 | sell | 7 | 0.10 | 183.305 | 0.000 | 0.000 | ||
| 19 | 2023.12.12 00:10 | modify | 7 | 0.10 | 183.305 | 183.500 | 182.840 | ||
| 20 | 2023.12.12 00:10 | modify | 5 | 0.10 | 183.474 | 183.500 | 182.840 | ||
| 21 | 2023.12.12 00:10 | modify | 6 | 0.10 | 183.425 | 183.500 | 182.840 | ||
| 22 | 2023.12.12 00:10 | modify | 4 | 0.10 | 184.040 | 183.500 | 182.840 | ||
| 23 | 2023.12.12 05:50 | t/p | 4 | 0.10 | 182.840 | 183.500 | 182.840 | 82.63 | 10043.82 |
| 24 | 2023.12.12 05:50 | t/p | 5 | 0.10 | 182.840 | 183.500 | 182.840 | 42.46 | 10086.28 |
| 25 | 2023.12.12 05:50 | t/p | 6 | 0.10 | 182.840 | 183.500 | 182.840 | 38.99 | 10125.26 |
| 26 | 2023.12.12 05:50 | t/p | 7 | 0.10 | 182.840 | 183.500 | 182.840 | 33.00 | 10158.26 |
| 27 | 2023.12.19 12:00 | sell | 8 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 28 | 2023.12.19 12:00 | modify | 8 | 0.10 | 183.913 | 184.513 | 182.713 | ||
| 29 | 2023.12.19 15:47 | sell | 9 | 0.10 | 183.305 | 0.000 | 0.000 | ||
| 30 | 2023.12.19 15:47 | modify | 9 | 0.10 | 183.305 | 183.613 | 182.713 | ||
| 31 | 2023.12.19 15:47 | modify | 8 | 0.10 | 183.913 | 183.613 | 182.713 | ||
| 32 | 2023.12.19 15:52 | sell | 10 | 0.10 | 183.351 | 0.000 | 0.000 | ||
| 33 | 2023.12.19 15:52 | modify | 10 | 0.10 | 183.351 | 183.613 | 182.713 | ||
| 34 | 2023.12.19 15:59 | sell | 11 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 35 | 2023.12.19 15:59 | modify | 11 | 0.10 | 183.181 | 183.373 | 182.713 | ||
| 36 | 2023.12.19 15:59 | modify | 10 | 0.10 | 183.351 | 183.373 | 182.713 | ||
| 37 | 2023.12.19 15:59 | modify | 9 | 0.10 | 183.305 | 183.373 | 182.713 | ||
| 38 | 2023.12.19 15:59 | modify | 8 | 0.10 | 183.913 | 183.373 | 182.713 | ||
| 39 | 2023.12.20 04:15 | t/p | 8 | 0.10 | 182.713 | 183.373 | 182.713 | 82.63 | 10240.89 |
| 40 | 2023.12.20 04:15 | t/p | 9 | 0.10 | 182.713 | 183.373 | 182.713 | 39.48 | 10280.37 |
| 41 | 2023.12.20 04:15 | t/p | 10 | 0.10 | 182.713 | 183.373 | 182.713 | 42.74 | 10323.10 |
| 42 | 2023.12.20 04:15 | t/p | 11 | 0.10 | 182.713 | 183.373 | 182.713 | 30.68 | 10353.78 |
| 43 | 2024.01.17 11:00 | sell | 12 | 0.10 | 187.302 | 0.000 | 0.000 | ||
| 44 | 2024.01.17 11:00 | modify | 12 | 0.10 | 187.302 | 187.902 | 186.102 | ||
| 45 | 2024.01.17 15:45 | s/l | 12 | 0.10 | 187.902 | 187.902 | 186.102 | -42.58 | 10311.20 |
| 46 | 2024.03.07 09:00 | buy | 13 | 0.10 | 188.460 | 0.000 | 0.000 | ||
| 47 | 2024.03.07 09:00 | modify | 13 | 0.10 | 188.460 | 187.860 | 189.660 | ||
| 48 | 2024.03.07 14:45 | buy | 14 | 0.10 | 189.067 | 0.000 | 0.000 | ||
| 49 | 2024.03.07 14:45 | modify | 14 | 0.10 | 189.067 | 188.760 | 189.660 | ||
| 50 | 2024.03.07 14:45 | modify | 13 | 0.10 | 188.460 | 188.760 | 189.660 | ||
| 51 | 2024.03.07 15:05 | buy | 15 | 0.10 | 189.189 | 0.000 | 0.000 | ||
| 52 | 2024.03.07 15:05 | modify | 15 | 0.10 | 189.189 | 189.000 | 189.660 | ||
| 53 | 2024.03.07 15:05 | modify | 14 | 0.10 | 189.067 | 189.000 | 189.660 | ||
| 54 | 2024.03.07 15:05 | modify | 13 | 0.10 | 188.460 | 189.000 | 189.660 | ||
| 55 | 2024.03.07 18:50 | t/p | 13 | 0.10 | 189.660 | 189.000 | 189.660 | 85.17 | 10396.37 |
| 56 | 2024.03.07 18:50 | t/p | 14 | 0.10 | 189.660 | 189.000 | 189.660 | 42.08 | 10438.45 |
| 57 | 2024.03.07 18:50 | t/p | 15 | 0.10 | 189.660 | 189.000 | 189.660 | 33.43 | 10471.88 |
| 58 | 2024.03.22 10:00 | buy | 16 | 0.10 | 190.875 | 0.000 | 0.000 | ||
| 59 | 2024.03.22 10:00 | modify | 16 | 0.10 | 190.875 | 190.275 | 192.075 | ||
| 60 | 2024.03.25 14:10 | buy | 17 | 0.10 | 191.417 | 0.000 | 0.000 | ||
| 61 | 2024.03.25 14:10 | modify | 17 | 0.10 | 191.417 | 191.175 | 192.075 | ||
| 62 | 2024.03.25 14:10 | modify | 16 | 0.10 | 190.875 | 191.175 | 192.075 | ||
| 63 | 2024.03.25 14:50 | buy | 18 | 0.10 | 191.477 | 0.000 | 0.000 | ||
| 64 | 2024.03.25 14:50 | modify | 18 | 0.10 | 191.477 | 191.175 | 192.075 | ||
| 65 | 2024.03.25 16:20 | buy | 19 | 0.10 | 191.602 | 0.000 | 0.000 | ||
| 66 | 2024.03.25 16:20 | modify | 19 | 0.10 | 191.602 | 191.415 | 192.075 | ||
| 67 | 2024.03.25 16:20 | modify | 17 | 0.10 | 191.417 | 191.415 | 192.075 | ||
| 68 | 2024.03.25 16:20 | modify | 18 | 0.10 | 191.477 | 191.415 | 192.075 | ||
| 69 | 2024.03.25 16:20 | modify | 16 | 0.10 | 190.875 | 191.415 | 192.075 | ||
| 70 | 2024.03.25 17:20 | s/l | 16 | 0.10 | 191.415 | 191.415 | 192.075 | 39.47 | 10511.35 |
| 71 | 2024.03.25 17:20 | s/l | 17 | 0.10 | 191.415 | 191.415 | 192.075 | -0.14 | 10511.21 |
| 72 | 2024.03.25 17:20 | s/l | 18 | 0.10 | 191.415 | 191.415 | 192.075 | -4.40 | 10506.81 |
| 73 | 2024.03.25 17:20 | s/l | 19 | 0.10 | 191.415 | 191.415 | 192.075 | -13.27 | 10493.54 |
| 74 | 2024.04.12 14:00 | buy | 20 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 75 | 2024.04.12 14:00 | modify | 20 | 0.10 | 190.472 | 189.872 | 191.672 | ||
| 76 | 2024.04.14 23:07 | buy | 21 | 0.10 | 191.020 | 0.000 | 0.000 | ||
| 77 | 2024.04.14 23:07 | modify | 21 | 0.10 | 191.020 | 190.772 | 191.672 | ||
| 78 | 2024.04.14 23:07 | modify | 20 | 0.10 | 190.472 | 190.772 | 191.672 | ||
| 79 | 2024.04.14 23:50 | buy | 22 | 0.10 | 191.095 | 0.000 | 0.000 | ||
| 80 | 2024.04.14 23:50 | modify | 22 | 0.10 | 191.095 | 190.772 | 191.672 | ||
| 81 | 2024.04.15 01:10 | buy | 23 | 0.10 | 191.202 | 0.000 | 0.000 | ||
| 82 | 2024.04.15 01:10 | modify | 23 | 0.10 | 191.202 | 191.012 | 191.672 | ||
| 83 | 2024.04.15 01:10 | modify | 21 | 0.10 | 191.020 | 191.012 | 191.672 | ||
| 84 | 2024.04.15 01:10 | modify | 22 | 0.10 | 191.095 | 191.012 | 191.672 | ||
| 85 | 2024.04.15 01:10 | modify | 20 | 0.10 | 190.472 | 191.012 | 191.672 | ||
| 86 | 2024.04.15 05:15 | t/p | 20 | 0.10 | 191.672 | 191.012 | 191.672 | 86.31 | 10579.85 |
| 87 | 2024.04.15 05:15 | t/p | 21 | 0.10 | 191.672 | 191.012 | 191.672 | 47.42 | 10627.27 |
| 88 | 2024.04.15 05:15 | t/p | 22 | 0.10 | 191.672 | 191.012 | 191.672 | 42.09 | 10669.37 |
| 89 | 2024.04.15 05:15 | t/p | 23 | 0.10 | 191.672 | 191.012 | 191.672 | 33.36 | 10702.73 |
| 90 | 2024.04.25 10:00 | sell | 24 | 0.10 | 194.750 | 0.000 | 0.000 | ||
| 91 | 2024.04.25 10:00 | modify | 24 | 0.10 | 194.750 | 195.350 | 193.550 | ||
| 92 | 2024.04.25 12:45 | sell | 25 | 0.10 | 194.184 | 0.000 | 0.000 | ||
| 93 | 2024.04.25 12:45 | modify | 25 | 0.10 | 194.184 | 194.450 | 193.550 | ||
| 94 | 2024.04.25 12:45 | modify | 24 | 0.10 | 194.750 | 194.450 | 193.550 | ||
| 95 | 2024.04.25 13:05 | sell | 26 | 0.10 | 194.145 | 0.000 | 0.000 | ||
| 96 | 2024.04.25 13:05 | modify | 26 | 0.10 | 194.145 | 194.450 | 193.550 | ||
| 97 | 2024.04.25 13:10 | sell | 27 | 0.10 | 194.022 | 0.000 | 0.000 | ||
| 98 | 2024.04.25 13:10 | modify | 27 | 0.10 | 194.022 | 194.210 | 193.550 | ||
| 99 | 2024.04.25 13:10 | modify | 25 | 0.10 | 194.184 | 194.210 | 193.550 | ||
| 100 | 2024.04.25 13:10 | modify | 26 | 0.10 | 194.145 | 194.210 | 193.550 | ||
| 101 | 2024.04.25 13:10 | modify | 24 | 0.10 | 194.750 | 194.210 | 193.550 | ||
| 102 | 2024.04.25 13:50 | s/l | 24 | 0.10 | 194.210 | 194.210 | 193.550 | 38.32 | 10741.05 |
| 103 | 2024.04.25 13:50 | s/l | 25 | 0.10 | 194.210 | 194.210 | 193.550 | -1.85 | 10739.20 |
| 104 | 2024.04.25 13:50 | s/l | 26 | 0.10 | 194.210 | 194.210 | 193.550 | -4.62 | 10734.58 |
| 105 | 2024.04.25 13:50 | s/l | 27 | 0.10 | 194.210 | 194.210 | 193.550 | -13.35 | 10721.23 |
| 106 | 2024.04.26 12:00 | sell | 28 | 0.10 | 196.188 | 0.000 | 0.000 | ||
| 107 | 2024.04.26 12:00 | modify | 28 | 0.10 | 196.188 | 196.788 | 194.988 | ||
| 108 | 2024.04.26 16:15 | s/l | 28 | 0.10 | 196.788 | 196.788 | 194.988 | -42.59 | 10678.64 |
| 109 | 2024.04.29 04:00 | sell | 29 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 110 | 2024.04.29 04:00 | modify | 29 | 0.10 | 199.601 | 200.201 | 198.401 | ||
| 111 | 2024.04.29 04:15 | t/p | 29 | 0.10 | 198.401 | 200.201 | 198.401 | 85.16 | 10763.80 |
| 112 | 2024.05.14 04:00 | sell | 30 | 0.10 | 196.440 | 0.000 | 0.000 | ||
| 113 | 2024.05.14 04:00 | modify | 30 | 0.10 | 196.440 | 197.040 | 195.240 | ||
| 114 | 2024.05.14 08:20 | sell | 31 | 0.10 | 195.718 | 0.000 | 0.000 | ||
| 115 | 2024.05.14 08:20 | modify | 31 | 0.10 | 195.718 | 195.900 | 195.240 | ||
| 116 | 2024.05.14 08:20 | modify | 30 | 0.10 | 196.440 | 195.900 | 195.240 | ||
| 117 | 2024.05.14 08:27 | s/l | 30 | 0.10 | 195.900 | 195.900 | 195.240 | 38.33 | 10802.13 |
| 118 | 2024.05.14 08:27 | s/l | 31 | 0.10 | 195.900 | 195.900 | 195.240 | -12.91 | 10789.22 |
| 119 | 2024.06.04 12:00 | buy | 32 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 120 | 2024.06.04 12:00 | modify | 32 | 0.10 | 197.658 | 197.058 | 198.858 | ||
| 121 | 2024.06.04 23:50 | buy | 33 | 0.10 | 198.217 | 0.000 | 0.000 | ||
| 122 | 2024.06.04 23:50 | modify | 33 | 0.10 | 198.217 | 197.958 | 198.858 | ||
| 123 | 2024.06.04 23:50 | modify | 32 | 0.10 | 197.658 | 197.958 | 198.858 | ||
| 124 | 2024.06.05 00:32 | buy | 34 | 0.10 | 198.395 | 0.000 | 0.000 | ||
| 125 | 2024.06.05 00:32 | modify | 34 | 0.10 | 198.395 | 198.198 | 198.858 | ||
| 126 | 2024.06.05 00:32 | modify | 33 | 0.10 | 198.217 | 198.198 | 198.858 | ||
| 127 | 2024.06.05 00:32 | modify | 32 | 0.10 | 197.658 | 198.198 | 198.858 | ||
| 128 | 2024.06.05 06:20 | t/p | 32 | 0.10 | 198.858 | 198.198 | 198.858 | 86.32 | 10875.54 |
| 129 | 2024.06.05 06:20 | t/p | 33 | 0.10 | 198.858 | 198.198 | 198.858 | 46.64 | 10922.18 |
| 130 | 2024.06.05 06:20 | t/p | 34 | 0.10 | 198.858 | 198.198 | 198.858 | 32.87 | 10955.05 |
| 131 | 2024.07.24 06:00 | buy | 35 | 0.10 | 199.436 | 0.000 | 0.000 | ||
| 132 | 2024.07.24 06:00 | modify | 35 | 0.10 | 199.436 | 198.836 | 200.636 | ||
| 133 | 2024.07.24 12:20 | s/l | 35 | 0.10 | 198.836 | 198.836 | 200.636 | -42.59 | 10912.46 |
| 134 | 2024.08.05 03:00 | buy | 36 | 0.10 | 185.767 | 0.000 | 0.000 | ||
| 135 | 2024.08.05 03:00 | modify | 36 | 0.10 | 185.767 | 185.167 | 186.967 | ||
| 136 | 2024.08.05 03:20 | s/l | 36 | 0.10 | 185.167 | 185.167 | 186.967 | -42.59 | 10869.87 |
| 137 | 2024.08.05 07:00 | buy | 37 | 0.10 | 181.902 | 0.000 | 0.000 | ||
| 138 | 2024.08.05 07:00 | modify | 37 | 0.10 | 181.902 | 181.302 | 183.102 | ||
| 139 | 2024.08.05 07:20 | t/p | 37 | 0.10 | 183.102 | 181.302 | 183.102 | 85.18 | 10955.05 |
| 140 | 2024.08.16 01:00 | sell | 38 | 0.10 | 191.842 | 0.000 | 0.000 | ||
| 141 | 2024.08.16 01:00 | modify | 38 | 0.10 | 191.842 | 192.442 | 190.642 | ||
| 142 | 2024.08.16 11:15 | sell | 39 | 0.10 | 191.230 | 0.000 | 0.000 | ||
| 143 | 2024.08.16 11:15 | modify | 39 | 0.10 | 191.230 | 191.542 | 190.642 | ||
| 144 | 2024.08.16 11:15 | modify | 38 | 0.10 | 191.842 | 191.542 | 190.642 | ||
| 145 | 2024.08.16 11:25 | sell | 40 | 0.10 | 191.110 | 0.000 | 0.000 | ||
| 146 | 2024.08.16 11:25 | modify | 40 | 0.10 | 191.110 | 191.302 | 190.642 | ||
| 147 | 2024.08.16 11:25 | modify | 39 | 0.10 | 191.230 | 191.302 | 190.642 | ||
| 148 | 2024.08.16 11:25 | modify | 38 | 0.10 | 191.842 | 191.302 | 190.642 | ||
| 149 | 2024.08.16 12:46 | t/p | 38 | 0.10 | 190.642 | 191.302 | 190.642 | 85.16 | 11040.21 |
| 150 | 2024.08.16 12:46 | t/p | 39 | 0.10 | 190.642 | 191.302 | 190.642 | 41.73 | 11081.94 |
| 151 | 2024.08.16 12:46 | t/p | 40 | 0.10 | 190.642 | 191.302 | 190.642 | 33.21 | 11115.15 |