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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 847.37 | Gross profit | 1094.33 | Gross loss | -246.96 |
| Profit factor | 4.43 | Expected payoff | 47.08 | ||
| Absolute drawdown | 116.00 | Maximal drawdown | 301.41 (2.76%) | Relative drawdown | 2.76% (301.41) |
| Total trades | 18 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 109.80 | loss trade | -99.27 | |
| Average | profit trade | 84.18 | loss trade | -49.39 | |
| Maximum | consecutive wins (profit in money) | 11 (938.72) | consecutive losses (loss in money) | 3 (-131.89) | |
| Maximal | consecutive profit (count of wins) | 938.72 (11) | consecutive loss (count of losses) | -131.89 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 09:00 | buy | 1 | 0.10 | 182.801 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 09:00 | modify | 1 | 0.10 | 182.801 | 181.401 | 184.301 | ||
| 3 | 2023.12.07 15:00 | s/l | 1 | 0.10 | 181.401 | 181.401 | 184.301 | -99.27 | 9900.73 |
| 4 | 2023.12.07 18:00 | buy | 2 | 0.10 | 180.602 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 18:00 | modify | 2 | 0.10 | 180.602 | 179.202 | 182.102 | ||
| 6 | 2023.12.11 01:00 | t/p | 2 | 0.10 | 182.102 | 179.202 | 182.102 | 108.64 | 10009.37 |
| 7 | 2023.12.14 04:00 | buy | 3 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 8 | 2023.12.14 04:00 | modify | 3 | 0.10 | 178.844 | 177.444 | 180.344 | ||
| 9 | 2023.12.14 13:00 | t/p | 3 | 0.10 | 180.344 | 177.444 | 180.344 | 106.37 | 10115.74 |
| 10 | 2023.12.19 09:00 | sell | 4 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 11 | 2023.12.19 09:00 | modify | 4 | 0.10 | 183.342 | 184.742 | 181.842 | ||
| 12 | 2023.12.20 08:00 | t/p | 4 | 0.10 | 181.842 | 184.742 | 181.842 | 103.82 | 10219.56 |
| 13 | 2024.04.29 02:00 | sell | 5 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 14 | 2024.04.29 02:00 | modify | 5 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 15 | 2024.04.29 05:00 | t/p | 5 | 0.10 | 197.814 | 200.714 | 197.814 | 106.36 | 10325.92 |
| 16 | 2024.05.01 21:00 | buy | 6 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 17 | 2024.05.01 21:00 | modify | 6 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 18 | 2024.05.02 00:00 | t/p | 6 | 0.10 | 195.129 | 192.229 | 195.129 | 109.80 | 10435.72 |
| 19 | 2024.05.02 16:00 | buy | 7 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 20 | 2024.05.02 16:00 | modify | 7 | 0.10 | 192.363 | 190.963 | 193.863 | ||
| 21 | 2024.05.06 08:00 | buy | 8 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 22 | 2024.05.06 08:00 | modify | 8 | 0.10 | 193.340 | 193.113 | 193.863 | ||
| 23 | 2024.05.06 08:00 | modify | 7 | 0.10 | 192.363 | 193.113 | 193.863 | ||
| 24 | 2024.05.07 02:00 | t/p | 7 | 0.10 | 193.863 | 193.113 | 193.863 | 109.80 | 10545.51 |
| 25 | 2024.05.07 02:00 | t/p | 8 | 0.10 | 193.863 | 193.113 | 193.863 | 38.23 | 10583.74 |
| 26 | 2024.06.04 11:00 | buy | 9 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 27 | 2024.06.04 11:00 | modify | 9 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 28 | 2024.06.05 01:00 | buy | 10 | 0.10 | 198.341 | 0.000 | 0.000 | ||
| 29 | 2024.06.05 01:00 | modify | 10 | 0.10 | 198.341 | 198.028 | 199.153 | ||
| 30 | 2024.06.05 01:00 | buy | 11 | 0.10 | 198.341 | 0.000 | 0.000 | ||
| 31 | 2024.06.05 01:00 | modify | 11 | 0.10 | 198.341 | 198.103 | 199.153 | ||
| 32 | 2024.06.05 01:00 | modify | 9 | 0.10 | 197.653 | 198.103 | 199.153 | ||
| 33 | 2024.06.05 02:00 | modify | 10 | 0.10 | 198.341 | 198.103 | 199.153 | ||
| 34 | 2024.06.05 08:00 | t/p | 9 | 0.10 | 199.153 | 198.103 | 199.153 | 107.50 | 10691.24 |
| 35 | 2024.06.05 08:00 | t/p | 10 | 0.10 | 199.153 | 198.103 | 199.153 | 57.58 | 10748.82 |
| 36 | 2024.06.05 08:00 | t/p | 11 | 0.10 | 199.153 | 198.103 | 199.153 | 57.58 | 10806.40 |
| 37 | 2024.07.11 13:00 | buy | 12 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 38 | 2024.07.11 13:00 | modify | 12 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 39 | 2024.07.12 08:00 | buy | 13 | 0.10 | 205.869 | 0.000 | 0.000 | ||
| 40 | 2024.07.12 08:00 | modify | 13 | 0.10 | 205.869 | 205.564 | 206.689 | ||
| 41 | 2024.07.12 08:00 | buy | 14 | 0.10 | 205.869 | 0.000 | 0.000 | ||
| 42 | 2024.07.12 08:00 | modify | 14 | 0.10 | 205.869 | 205.639 | 206.689 | ||
| 43 | 2024.07.12 08:00 | modify | 12 | 0.10 | 205.189 | 205.639 | 206.689 | ||
| 44 | 2024.07.12 09:00 | modify | 13 | 0.10 | 205.869 | 205.639 | 206.689 | ||
| 45 | 2024.07.12 13:00 | s/l | 12 | 0.10 | 205.639 | 205.639 | 206.689 | 33.04 | 10839.45 |
| 46 | 2024.07.12 13:00 | s/l | 13 | 0.10 | 205.639 | 205.639 | 206.689 | -16.31 | 10823.14 |
| 47 | 2024.07.12 13:00 | s/l | 14 | 0.10 | 205.639 | 205.639 | 206.689 | -16.31 | 10806.83 |
| 48 | 2024.08.05 04:00 | buy | 15 | 0.10 | 184.818 | 0.000 | 0.000 | ||
| 49 | 2024.08.05 04:00 | modify | 15 | 0.10 | 184.818 | 183.418 | 186.318 | ||
| 50 | 2024.08.05 05:00 | s/l | 15 | 0.10 | 183.418 | 183.418 | 186.318 | -99.27 | 10707.56 |
| 51 | 2024.08.15 13:00 | sell | 16 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 52 | 2024.08.15 13:00 | modify | 16 | 0.10 | 190.922 | 192.322 | 189.422 | ||
| 53 | 2024.08.19 05:00 | t/p | 16 | 0.10 | 189.422 | 192.322 | 189.422 | 101.29 | 10808.85 |
| 54 | 2024.08.19 05:00 | buy | 17 | 0.10 | 189.392 | 0.000 | 0.000 | ||
| 55 | 2024.08.19 05:00 | modify | 17 | 0.10 | 189.392 | 187.992 | 190.892 | ||
| 56 | 2024.08.19 18:00 | buy | 18 | 0.10 | 190.381 | 0.000 | 0.000 | ||
| 57 | 2024.08.19 18:00 | modify | 18 | 0.10 | 190.381 | 190.142 | 190.892 | ||
| 58 | 2024.08.19 18:00 | modify | 17 | 0.10 | 189.392 | 190.142 | 190.892 | ||
| 59 | 2024.08.20 01:00 | s/l | 17 | 0.10 | 190.142 | 190.142 | 190.892 | 54.32 | 10863.17 |
| 60 | 2024.08.20 01:00 | s/l | 18 | 0.10 | 190.142 | 190.142 | 190.892 | -15.80 | 10847.37 |