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=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 | 157616 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1200.08 | Gross profit | 1469.91 | Gross loss | -269.83 |
| Profit factor | 5.45 | Expected payoff | 38.71 | ||
| Absolute drawdown | 128.46 | Maximal drawdown | 239.71 (2.14%) | Relative drawdown | 2.14% (239.71) |
| Total trades | 31 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 26 (76.92%) |
| Profit trades (% of total) | 25 (80.65%) | Loss trades (% of total) | 6 (19.35%) | ||
| Largest | profit trade | 109.83 | loss trade | -99.31 | |
| Average | profit trade | 58.80 | loss trade | -44.97 | |
| Maximum | consecutive wins (profit in money) | 18 (1246.32) | consecutive losses (loss in money) | 3 (-137.39) | |
| Maximal | consecutive profit (count of wins) | 1246.32 (18) | consecutive loss (count of losses) | -137.39 (3) | |
| Average | consecutive wins | 8 | 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 14:50 | s/l | 1 | 0.10 | 181.401 | 181.401 | 184.301 | -99.31 | 9900.69 |
| 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 | 2023.12.07 21:25 | buy | 3 | 0.10 | 181.289 | 0.000 | 0.000 | ||
| 7 | 2023.12.07 21:25 | modify | 3 | 0.10 | 181.289 | 180.977 | 182.102 | ||
| 8 | 2023.12.07 21:25 | buy | 4 | 0.10 | 181.289 | 0.000 | 0.000 | ||
| 9 | 2023.12.07 21:25 | modify | 4 | 0.10 | 181.289 | 181.052 | 182.102 | ||
| 10 | 2023.12.07 21:25 | modify | 2 | 0.10 | 180.602 | 181.052 | 182.102 | ||
| 11 | 2023.12.07 21:27 | modify | 3 | 0.10 | 181.289 | 181.052 | 182.102 | ||
| 12 | 2023.12.07 21:50 | buy | 5 | 0.10 | 181.578 | 0.000 | 0.000 | ||
| 13 | 2023.12.07 21:50 | modify | 5 | 0.10 | 181.578 | 181.352 | 182.102 | ||
| 14 | 2023.12.07 21:50 | modify | 4 | 0.10 | 181.289 | 181.352 | 182.102 | ||
| 15 | 2023.12.07 21:50 | modify | 3 | 0.10 | 181.289 | 181.352 | 182.102 | ||
| 16 | 2023.12.07 21:50 | modify | 2 | 0.10 | 180.602 | 181.352 | 182.102 | ||
| 17 | 2023.12.07 22:02 | s/l | 2 | 0.10 | 181.352 | 181.352 | 182.102 | 53.20 | 9953.89 |
| 18 | 2023.12.07 22:02 | s/l | 3 | 0.10 | 181.352 | 181.352 | 182.102 | 4.47 | 9958.36 |
| 19 | 2023.12.07 22:02 | s/l | 4 | 0.10 | 181.352 | 181.352 | 182.102 | 4.47 | 9962.83 |
| 20 | 2023.12.07 22:02 | s/l | 5 | 0.10 | 181.352 | 181.352 | 182.102 | -16.03 | 9946.80 |
| 21 | 2023.12.14 04:00 | buy | 6 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 22 | 2023.12.14 04:00 | modify | 6 | 0.10 | 178.844 | 177.444 | 180.344 | ||
| 23 | 2023.12.14 12:32 | t/p | 6 | 0.10 | 180.344 | 177.444 | 180.344 | 106.40 | 10053.20 |
| 24 | 2023.12.19 09:00 | sell | 7 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 25 | 2023.12.19 09:00 | modify | 7 | 0.10 | 183.342 | 184.742 | 181.842 | ||
| 26 | 2023.12.20 04:15 | sell | 8 | 0.10 | 182.645 | 0.000 | 0.000 | ||
| 27 | 2023.12.20 04:15 | modify | 8 | 0.10 | 182.645 | 182.967 | 181.842 | ||
| 28 | 2023.12.20 04:15 | sell | 9 | 0.10 | 182.645 | 0.000 | 0.000 | ||
| 29 | 2023.12.20 04:15 | modify | 9 | 0.10 | 182.645 | 182.892 | 181.842 | ||
| 30 | 2023.12.20 04:15 | modify | 7 | 0.10 | 183.342 | 182.892 | 181.842 | ||
| 31 | 2023.12.20 04:17 | modify | 8 | 0.10 | 182.645 | 182.892 | 181.842 | ||
| 32 | 2023.12.20 07:20 | t/p | 7 | 0.10 | 181.842 | 182.892 | 181.842 | 103.86 | 10157.06 |
| 33 | 2023.12.20 07:20 | t/p | 8 | 0.10 | 181.842 | 182.892 | 181.842 | 56.95 | 10214.01 |
| 34 | 2023.12.20 07:20 | t/p | 9 | 0.10 | 181.842 | 182.892 | 181.842 | 56.95 | 10270.96 |
| 35 | 2024.04.29 02:00 | sell | 10 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 36 | 2024.04.29 02:00 | modify | 10 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 37 | 2024.04.29 04:15 | t/p | 10 | 0.10 | 197.814 | 200.714 | 197.814 | 106.39 | 10377.35 |
| 38 | 2024.05.01 21:00 | buy | 11 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 39 | 2024.05.01 21:00 | modify | 11 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 40 | 2024.05.01 22:10 | buy | 12 | 0.10 | 194.308 | 0.000 | 0.000 | ||
| 41 | 2024.05.01 22:10 | modify | 12 | 0.10 | 194.308 | 194.004 | 195.129 | ||
| 42 | 2024.05.01 22:10 | buy | 13 | 0.10 | 194.308 | 0.000 | 0.000 | ||
| 43 | 2024.05.01 22:10 | modify | 13 | 0.10 | 194.308 | 194.079 | 195.129 | ||
| 44 | 2024.05.01 22:10 | modify | 11 | 0.10 | 193.629 | 194.079 | 195.129 | ||
| 45 | 2024.05.01 22:13 | modify | 12 | 0.10 | 194.308 | 194.079 | 195.129 | ||
| 46 | 2024.05.01 22:40 | buy | 14 | 0.10 | 194.628 | 0.000 | 0.000 | ||
| 47 | 2024.05.01 22:40 | modify | 14 | 0.10 | 194.628 | 194.379 | 195.129 | ||
| 48 | 2024.05.01 22:40 | modify | 13 | 0.10 | 194.308 | 194.379 | 195.129 | ||
| 49 | 2024.05.01 22:40 | modify | 12 | 0.10 | 194.308 | 194.379 | 195.129 | ||
| 50 | 2024.05.01 22:40 | modify | 11 | 0.10 | 193.629 | 194.379 | 195.129 | ||
| 51 | 2024.05.01 23:20 | t/p | 11 | 0.10 | 195.129 | 194.379 | 195.129 | 106.40 | 10483.75 |
| 52 | 2024.05.01 23:20 | t/p | 12 | 0.10 | 195.129 | 194.379 | 195.129 | 58.23 | 10541.98 |
| 53 | 2024.05.01 23:20 | t/p | 13 | 0.10 | 195.129 | 194.379 | 195.129 | 58.23 | 10600.21 |
| 54 | 2024.05.01 23:20 | t/p | 14 | 0.10 | 195.129 | 194.379 | 195.129 | 35.54 | 10635.75 |
| 55 | 2024.05.02 16:00 | buy | 15 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 56 | 2024.05.02 16:00 | modify | 15 | 0.10 | 192.363 | 190.963 | 193.863 | ||
| 57 | 2024.05.06 03:10 | buy | 16 | 0.10 | 193.050 | 0.000 | 0.000 | ||
| 58 | 2024.05.06 03:10 | modify | 16 | 0.10 | 193.050 | 192.738 | 193.863 | ||
| 59 | 2024.05.06 03:10 | buy | 17 | 0.10 | 193.050 | 0.000 | 0.000 | ||
| 60 | 2024.05.06 03:10 | modify | 17 | 0.10 | 193.050 | 192.813 | 193.863 | ||
| 61 | 2024.05.06 03:10 | modify | 15 | 0.10 | 192.363 | 192.813 | 193.863 | ||
| 62 | 2024.05.06 03:12 | modify | 16 | 0.10 | 193.050 | 192.813 | 193.863 | ||
| 63 | 2024.05.06 07:45 | buy | 18 | 0.10 | 193.343 | 0.000 | 0.000 | ||
| 64 | 2024.05.06 07:45 | modify | 18 | 0.10 | 193.343 | 193.113 | 193.863 | ||
| 65 | 2024.05.06 07:45 | modify | 17 | 0.10 | 193.050 | 193.113 | 193.863 | ||
| 66 | 2024.05.06 07:45 | modify | 16 | 0.10 | 193.050 | 193.113 | 193.863 | ||
| 67 | 2024.05.06 07:45 | modify | 15 | 0.10 | 192.363 | 193.113 | 193.863 | ||
| 68 | 2024.05.07 01:45 | t/p | 15 | 0.10 | 193.863 | 193.113 | 193.863 | 109.83 | 10745.57 |
| 69 | 2024.05.07 01:45 | t/p | 16 | 0.10 | 193.863 | 193.113 | 193.863 | 58.81 | 10804.38 |
| 70 | 2024.05.07 01:45 | t/p | 17 | 0.10 | 193.863 | 193.113 | 193.863 | 58.81 | 10863.20 |
| 71 | 2024.05.07 01:45 | t/p | 18 | 0.10 | 193.863 | 193.113 | 193.863 | 38.02 | 10901.22 |
| 72 | 2024.06.04 11:00 | buy | 19 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 73 | 2024.06.04 11:00 | modify | 19 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 74 | 2024.06.05 00:47 | buy | 20 | 0.10 | 198.331 | 0.000 | 0.000 | ||
| 75 | 2024.06.05 00:47 | modify | 20 | 0.10 | 198.331 | 198.028 | 199.153 | ||
| 76 | 2024.06.05 00:47 | buy | 21 | 0.10 | 198.331 | 0.000 | 0.000 | ||
| 77 | 2024.06.05 00:47 | modify | 21 | 0.10 | 198.331 | 198.103 | 199.153 | ||
| 78 | 2024.06.05 00:47 | modify | 19 | 0.10 | 197.653 | 198.103 | 199.153 | ||
| 79 | 2024.06.05 00:50 | modify | 20 | 0.10 | 198.331 | 198.103 | 199.153 | ||
| 80 | 2024.06.05 03:27 | buy | 22 | 0.10 | 198.648 | 0.000 | 0.000 | ||
| 81 | 2024.06.05 03:27 | modify | 22 | 0.10 | 198.648 | 198.403 | 199.153 | ||
| 82 | 2024.06.05 03:27 | modify | 21 | 0.10 | 198.331 | 198.403 | 199.153 | ||
| 83 | 2024.06.05 03:27 | modify | 20 | 0.10 | 198.331 | 198.403 | 199.153 | ||
| 84 | 2024.06.05 03:27 | modify | 19 | 0.10 | 197.653 | 198.403 | 199.153 | ||
| 85 | 2024.06.05 07:10 | t/p | 19 | 0.10 | 199.153 | 198.403 | 199.153 | 107.54 | 11008.76 |
| 86 | 2024.06.05 07:10 | t/p | 20 | 0.10 | 199.153 | 198.403 | 199.153 | 58.31 | 11067.07 |
| 87 | 2024.06.05 07:10 | t/p | 21 | 0.10 | 199.153 | 198.403 | 199.153 | 58.31 | 11125.38 |
| 88 | 2024.06.05 07:10 | t/p | 22 | 0.10 | 199.153 | 198.403 | 199.153 | 35.82 | 11161.20 |
| 89 | 2024.07.11 13:00 | buy | 23 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 90 | 2024.07.11 13:00 | modify | 23 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 91 | 2024.07.11 23:50 | buy | 24 | 0.10 | 205.870 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 23:50 | modify | 24 | 0.10 | 205.870 | 205.564 | 206.689 | ||
| 93 | 2024.07.11 23:50 | buy | 25 | 0.10 | 205.870 | 0.000 | 0.000 | ||
| 94 | 2024.07.11 23:50 | modify | 25 | 0.10 | 205.870 | 205.639 | 206.689 | ||
| 95 | 2024.07.11 23:50 | modify | 23 | 0.10 | 205.189 | 205.639 | 206.689 | ||
| 96 | 2024.07.11 23:52 | s/l | 23 | 0.10 | 205.639 | 205.639 | 206.689 | 31.92 | 11193.12 |
| 97 | 2024.07.11 23:52 | s/l | 24 | 0.10 | 205.564 | 205.564 | 206.689 | -21.70 | 11171.42 |
| 98 | 2024.07.11 23:52 | s/l | 25 | 0.10 | 205.639 | 205.639 | 206.689 | -16.38 | 11155.04 |
| 99 | 2024.08.05 04:00 | buy | 26 | 0.10 | 184.818 | 0.000 | 0.000 | ||
| 100 | 2024.08.05 04:00 | modify | 26 | 0.10 | 184.818 | 183.418 | 186.318 | ||
| 101 | 2024.08.05 04:15 | s/l | 26 | 0.10 | 183.418 | 183.418 | 186.318 | -99.31 | 11055.73 |
| 102 | 2024.08.15 13:00 | sell | 27 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 103 | 2024.08.15 13:00 | modify | 27 | 0.10 | 190.922 | 192.322 | 189.422 | ||
| 104 | 2024.08.19 04:40 | t/p | 27 | 0.10 | 189.422 | 192.322 | 189.422 | 101.31 | 11157.04 |
| 105 | 2024.08.19 05:00 | buy | 28 | 0.10 | 189.392 | 0.000 | 0.000 | ||
| 106 | 2024.08.19 05:00 | modify | 28 | 0.10 | 189.392 | 187.992 | 190.892 | ||
| 107 | 2024.08.19 14:30 | buy | 29 | 0.10 | 190.093 | 0.000 | 0.000 | ||
| 108 | 2024.08.19 14:30 | modify | 29 | 0.10 | 190.093 | 189.767 | 190.892 | ||
| 109 | 2024.08.19 14:30 | buy | 30 | 0.10 | 190.093 | 0.000 | 0.000 | ||
| 110 | 2024.08.19 14:30 | modify | 30 | 0.10 | 190.093 | 189.842 | 190.892 | ||
| 111 | 2024.08.19 14:30 | modify | 28 | 0.10 | 189.392 | 189.842 | 190.892 | ||
| 112 | 2024.08.19 14:32 | modify | 29 | 0.10 | 190.093 | 189.842 | 190.892 | ||
| 113 | 2024.08.19 15:32 | buy | 31 | 0.10 | 190.383 | 0.000 | 0.000 | ||
| 114 | 2024.08.19 15:32 | modify | 31 | 0.10 | 190.383 | 190.142 | 190.892 | ||
| 115 | 2024.08.19 15:32 | modify | 30 | 0.10 | 190.093 | 190.142 | 190.892 | ||
| 116 | 2024.08.19 15:32 | modify | 29 | 0.10 | 190.093 | 190.142 | 190.892 | ||
| 117 | 2024.08.19 15:32 | modify | 28 | 0.10 | 189.392 | 190.142 | 190.892 | ||
| 118 | 2024.08.19 15:50 | s/l | 28 | 0.10 | 190.142 | 190.142 | 190.892 | 53.20 | 11210.24 |
| 119 | 2024.08.19 15:50 | s/l | 29 | 0.10 | 190.142 | 190.142 | 190.892 | 3.47 | 11213.71 |
| 120 | 2024.08.19 15:50 | s/l | 30 | 0.10 | 190.142 | 190.142 | 190.892 | 3.47 | 11217.18 |
| 121 | 2024.08.19 15:50 | s/l | 31 | 0.10 | 190.142 | 190.142 | 190.892 | -17.10 | 11200.08 |