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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6517 | Ticks modelled | 32394169 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 895.08 | Gross profit | 1224.36 | Gross loss | -329.28 |
| Profit factor | 3.72 | Expected payoff | 26.33 | ||
| Absolute drawdown | 128.47 | Maximal drawdown | 241.94 (2.25%) | Relative drawdown | 2.29% (236.50) |
| Total trades | 34 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 24 (66.67%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 109.84 | loss trade | -99.31 | |
| Average | profit trade | 51.02 | loss trade | -32.93 | |
| Maximum | consecutive wins (profit in money) | 9 (559.87) | consecutive losses (loss in money) | 3 (-131.23) | |
| Maximal | consecutive profit (count of wins) | 559.87 (9) | consecutive loss (count of losses) | -131.23 (3) | |
| Average | consecutive wins | 5 | 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 14:52 | 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 21:26 | buy | 3 | 0.10 | 181.277 | 0.000 | 0.000 | ||
| 7 | 2023.12.07 21:26 | modify | 3 | 0.10 | 181.277 | 180.977 | 182.102 | ||
| 8 | 2023.12.07 21:26 | buy | 4 | 0.10 | 181.277 | 0.000 | 0.000 | ||
| 9 | 2023.12.07 21:26 | modify | 4 | 0.10 | 181.277 | 181.052 | 182.102 | ||
| 10 | 2023.12.07 21:26 | modify | 2 | 0.10 | 180.602 | 181.052 | 182.102 | ||
| 11 | 2023.12.07 21:26 | modify | 3 | 0.10 | 181.277 | 181.052 | 182.102 | ||
| 12 | 2023.12.07 21:57 | buy | 5 | 0.10 | 181.577 | 0.000 | 0.000 | ||
| 13 | 2023.12.07 21:57 | modify | 5 | 0.10 | 181.577 | 181.352 | 182.102 | ||
| 14 | 2023.12.07 21:57 | modify | 4 | 0.10 | 181.277 | 181.352 | 182.102 | ||
| 15 | 2023.12.07 21:57 | modify | 3 | 0.10 | 181.277 | 181.352 | 182.102 | ||
| 16 | 2023.12.07 21:57 | modify | 2 | 0.10 | 180.602 | 181.352 | 182.102 | ||
| 17 | 2023.12.07 22:05 | s/l | 2 | 0.10 | 181.352 | 181.352 | 182.102 | 53.20 | 9953.89 |
| 18 | 2023.12.07 22:05 | s/l | 3 | 0.10 | 181.352 | 181.352 | 182.102 | 5.32 | 9959.21 |
| 19 | 2023.12.07 22:05 | s/l | 4 | 0.10 | 181.352 | 181.352 | 182.102 | 5.32 | 9964.53 |
| 20 | 2023.12.07 22:05 | s/l | 5 | 0.10 | 181.352 | 181.352 | 182.102 | -15.96 | 9948.57 |
| 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 10:04 | buy | 7 | 0.10 | 179.520 | 0.000 | 0.000 | ||
| 24 | 2023.12.14 10:04 | modify | 7 | 0.10 | 179.520 | 179.219 | 180.344 | ||
| 25 | 2023.12.14 10:04 | buy | 8 | 0.10 | 179.520 | 0.000 | 0.000 | ||
| 26 | 2023.12.14 10:04 | modify | 8 | 0.10 | 179.520 | 179.294 | 180.344 | ||
| 27 | 2023.12.14 10:04 | modify | 6 | 0.10 | 178.844 | 179.294 | 180.344 | ||
| 28 | 2023.12.14 10:04 | modify | 7 | 0.10 | 179.520 | 179.294 | 180.344 | ||
| 29 | 2023.12.14 10:32 | s/l | 6 | 0.10 | 179.294 | 179.294 | 180.344 | 31.92 | 9980.49 |
| 30 | 2023.12.14 10:32 | s/l | 7 | 0.10 | 179.294 | 179.294 | 180.344 | -16.03 | 9964.46 |
| 31 | 2023.12.14 10:32 | s/l | 8 | 0.10 | 179.294 | 179.294 | 180.344 | -16.03 | 9948.43 |
| 32 | 2023.12.19 09:00 | sell | 9 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 33 | 2023.12.19 09:00 | modify | 9 | 0.10 | 183.342 | 184.742 | 181.842 | ||
| 34 | 2023.12.20 04:26 | sell | 10 | 0.10 | 182.663 | 0.000 | 0.000 | ||
| 35 | 2023.12.20 04:26 | modify | 10 | 0.10 | 182.663 | 182.967 | 181.842 | ||
| 36 | 2023.12.20 04:26 | sell | 11 | 0.10 | 182.663 | 0.000 | 0.000 | ||
| 37 | 2023.12.20 04:26 | modify | 11 | 0.10 | 182.663 | 182.892 | 181.842 | ||
| 38 | 2023.12.20 04:26 | modify | 9 | 0.10 | 183.342 | 182.892 | 181.842 | ||
| 39 | 2023.12.20 04:26 | modify | 10 | 0.10 | 182.663 | 182.892 | 181.842 | ||
| 40 | 2023.12.20 07:00 | t/p | 9 | 0.10 | 181.842 | 182.892 | 181.842 | 103.87 | 10052.30 |
| 41 | 2023.12.20 07:00 | t/p | 10 | 0.10 | 181.842 | 182.892 | 181.842 | 58.24 | 10110.54 |
| 42 | 2023.12.20 07:00 | t/p | 11 | 0.10 | 181.842 | 182.892 | 181.842 | 58.24 | 10168.78 |
| 43 | 2024.04.29 02:00 | sell | 12 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 44 | 2024.04.29 02:00 | modify | 12 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 45 | 2024.04.29 04:05 | sell | 13 | 0.10 | 198.621 | 0.000 | 0.000 | ||
| 46 | 2024.04.29 04:05 | modify | 13 | 0.10 | 198.621 | 198.939 | 197.814 | ||
| 47 | 2024.04.29 04:05 | sell | 14 | 0.10 | 198.621 | 0.000 | 0.000 | ||
| 48 | 2024.04.29 04:05 | modify | 14 | 0.10 | 198.621 | 198.864 | 197.814 | ||
| 49 | 2024.04.29 04:05 | modify | 12 | 0.10 | 199.314 | 198.864 | 197.814 | ||
| 50 | 2024.04.29 04:05 | modify | 13 | 0.10 | 198.621 | 198.864 | 197.814 | ||
| 51 | 2024.04.29 04:06 | s/l | 12 | 0.10 | 198.864 | 198.864 | 197.814 | 31.92 | 10200.70 |
| 52 | 2024.04.29 04:06 | s/l | 13 | 0.10 | 198.864 | 198.864 | 197.814 | -17.24 | 10183.46 |
| 53 | 2024.04.29 04:06 | s/l | 14 | 0.10 | 198.864 | 198.864 | 197.814 | -17.24 | 10166.22 |
| 54 | 2024.05.02 16:00 | buy | 15 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 55 | 2024.05.02 16:00 | modify | 15 | 0.10 | 192.363 | 190.963 | 193.863 | ||
| 56 | 2024.05.06 03:00 | buy | 16 | 0.10 | 193.044 | 0.000 | 0.000 | ||
| 57 | 2024.05.06 03:00 | modify | 16 | 0.10 | 193.044 | 192.738 | 193.863 | ||
| 58 | 2024.05.06 03:00 | buy | 17 | 0.10 | 193.044 | 0.000 | 0.000 | ||
| 59 | 2024.05.06 03:00 | modify | 17 | 0.10 | 193.044 | 192.813 | 193.863 | ||
| 60 | 2024.05.06 03:00 | modify | 15 | 0.10 | 192.363 | 192.813 | 193.863 | ||
| 61 | 2024.05.06 03:00 | modify | 16 | 0.10 | 193.044 | 192.813 | 193.863 | ||
| 62 | 2024.05.06 07:34 | buy | 18 | 0.10 | 193.342 | 0.000 | 0.000 | ||
| 63 | 2024.05.06 07:34 | modify | 18 | 0.10 | 193.342 | 193.113 | 193.863 | ||
| 64 | 2024.05.06 07:34 | modify | 17 | 0.10 | 193.044 | 193.113 | 193.863 | ||
| 65 | 2024.05.06 07:34 | modify | 16 | 0.10 | 193.044 | 193.113 | 193.863 | ||
| 66 | 2024.05.06 07:34 | modify | 15 | 0.10 | 192.363 | 193.113 | 193.863 | ||
| 67 | 2024.05.07 01:42 | t/p | 15 | 0.10 | 193.863 | 193.113 | 193.863 | 109.84 | 10276.05 |
| 68 | 2024.05.07 01:42 | t/p | 16 | 0.10 | 193.863 | 193.113 | 193.863 | 59.24 | 10335.29 |
| 69 | 2024.05.07 01:42 | t/p | 17 | 0.10 | 193.863 | 193.113 | 193.863 | 59.24 | 10394.54 |
| 70 | 2024.05.07 01:42 | t/p | 18 | 0.10 | 193.863 | 193.113 | 193.863 | 38.10 | 10432.64 |
| 71 | 2024.06.04 11:00 | buy | 19 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 72 | 2024.06.04 11:00 | modify | 19 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 73 | 2024.06.05 00:08 | buy | 20 | 0.10 | 198.329 | 0.000 | 0.000 | ||
| 74 | 2024.06.05 00:08 | modify | 20 | 0.10 | 198.329 | 198.028 | 199.153 | ||
| 75 | 2024.06.05 00:08 | buy | 21 | 0.10 | 198.329 | 0.000 | 0.000 | ||
| 76 | 2024.06.05 00:08 | modify | 21 | 0.10 | 198.329 | 198.103 | 199.153 | ||
| 77 | 2024.06.05 00:08 | modify | 19 | 0.10 | 197.653 | 198.103 | 199.153 | ||
| 78 | 2024.06.05 00:08 | modify | 20 | 0.10 | 198.329 | 198.103 | 199.153 | ||
| 79 | 2024.06.05 02:00 | buy | 22 | 0.10 | 198.630 | 0.000 | 0.000 | ||
| 80 | 2024.06.05 02:00 | modify | 22 | 0.10 | 198.630 | 198.403 | 199.153 | ||
| 81 | 2024.06.05 02:00 | modify | 21 | 0.10 | 198.329 | 198.403 | 199.153 | ||
| 82 | 2024.06.05 02:00 | modify | 20 | 0.10 | 198.329 | 198.403 | 199.153 | ||
| 83 | 2024.06.05 02:00 | modify | 19 | 0.10 | 197.653 | 198.403 | 199.153 | ||
| 84 | 2024.06.05 07:01 | t/p | 19 | 0.10 | 199.153 | 198.403 | 199.153 | 107.54 | 10540.18 |
| 85 | 2024.06.05 07:01 | t/p | 20 | 0.10 | 199.153 | 198.403 | 199.153 | 58.45 | 10598.63 |
| 86 | 2024.06.05 07:01 | t/p | 21 | 0.10 | 199.153 | 198.403 | 199.153 | 58.45 | 10657.08 |
| 87 | 2024.06.05 07:01 | t/p | 22 | 0.10 | 199.153 | 198.403 | 199.153 | 37.10 | 10694.18 |
| 88 | 2024.07.11 13:00 | buy | 23 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 89 | 2024.07.11 13:00 | modify | 23 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 90 | 2024.07.11 23:08 | buy | 24 | 0.10 | 205.864 | 0.000 | 0.000 | ||
| 91 | 2024.07.11 23:08 | modify | 24 | 0.10 | 205.864 | 205.564 | 206.689 | ||
| 92 | 2024.07.11 23:08 | buy | 25 | 0.10 | 205.864 | 0.000 | 0.000 | ||
| 93 | 2024.07.11 23:08 | modify | 25 | 0.10 | 205.864 | 205.639 | 206.689 | ||
| 94 | 2024.07.11 23:08 | modify | 23 | 0.10 | 205.189 | 205.639 | 206.689 | ||
| 95 | 2024.07.11 23:08 | modify | 24 | 0.10 | 205.864 | 205.639 | 206.689 | ||
| 96 | 2024.07.11 23:28 | s/l | 23 | 0.10 | 205.639 | 205.639 | 206.689 | 31.91 | 10726.09 |
| 97 | 2024.07.11 23:28 | s/l | 24 | 0.10 | 205.639 | 205.639 | 206.689 | -15.96 | 10710.13 |
| 98 | 2024.07.11 23:28 | s/l | 25 | 0.10 | 205.639 | 205.639 | 206.689 | -15.96 | 10694.17 |
| 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 04:22 | s/l | 26 | 0.10 | 183.418 | 183.418 | 186.318 | -99.31 | 10594.86 |
| 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 03:19 | sell | 28 | 0.10 | 190.241 | 0.000 | 0.000 | ||
| 105 | 2024.08.19 03:19 | modify | 28 | 0.10 | 190.241 | 190.547 | 189.422 | ||
| 106 | 2024.08.19 03:19 | sell | 29 | 0.10 | 190.241 | 0.000 | 0.000 | ||
| 107 | 2024.08.19 03:19 | modify | 29 | 0.10 | 190.241 | 190.472 | 189.422 | ||
| 108 | 2024.08.19 03:19 | modify | 27 | 0.10 | 190.922 | 190.472 | 189.422 | ||
| 109 | 2024.08.19 03:19 | modify | 28 | 0.10 | 190.241 | 190.472 | 189.422 | ||
| 110 | 2024.08.19 03:39 | sell | 30 | 0.10 | 189.931 | 0.000 | 0.000 | ||
| 111 | 2024.08.19 03:39 | modify | 30 | 0.10 | 189.931 | 190.172 | 189.422 | ||
| 112 | 2024.08.19 03:39 | modify | 29 | 0.10 | 190.241 | 190.172 | 189.422 | ||
| 113 | 2024.08.19 03:39 | modify | 28 | 0.10 | 190.241 | 190.172 | 189.422 | ||
| 114 | 2024.08.19 03:39 | modify | 27 | 0.10 | 190.922 | 190.172 | 189.422 | ||
| 115 | 2024.08.19 04:33 | t/p | 27 | 0.10 | 189.422 | 190.172 | 189.422 | 101.32 | 10696.18 |
| 116 | 2024.08.19 04:33 | t/p | 28 | 0.10 | 189.422 | 190.172 | 189.422 | 58.09 | 10754.27 |
| 117 | 2024.08.19 04:33 | t/p | 29 | 0.10 | 189.422 | 190.172 | 189.422 | 58.09 | 10812.36 |
| 118 | 2024.08.19 04:33 | t/p | 30 | 0.10 | 189.422 | 190.172 | 189.422 | 36.10 | 10848.46 |
| 119 | 2024.08.19 05:00 | buy | 31 | 0.10 | 189.392 | 0.000 | 0.000 | ||
| 120 | 2024.08.19 05:00 | modify | 31 | 0.10 | 189.392 | 187.992 | 190.892 | ||
| 121 | 2024.08.19 14:10 | buy | 32 | 0.10 | 190.074 | 0.000 | 0.000 | ||
| 122 | 2024.08.19 14:10 | modify | 32 | 0.10 | 190.074 | 189.767 | 190.892 | ||
| 123 | 2024.08.19 14:10 | buy | 33 | 0.10 | 190.074 | 0.000 | 0.000 | ||
| 124 | 2024.08.19 14:10 | modify | 33 | 0.10 | 190.074 | 189.842 | 190.892 | ||
| 125 | 2024.08.19 14:10 | modify | 31 | 0.10 | 189.392 | 189.842 | 190.892 | ||
| 126 | 2024.08.19 14:10 | modify | 32 | 0.10 | 190.074 | 189.842 | 190.892 | ||
| 127 | 2024.08.19 15:36 | buy | 34 | 0.10 | 190.371 | 0.000 | 0.000 | ||
| 128 | 2024.08.19 15:36 | modify | 34 | 0.10 | 190.371 | 190.142 | 190.892 | ||
| 129 | 2024.08.19 15:36 | modify | 33 | 0.10 | 190.074 | 190.142 | 190.892 | ||
| 130 | 2024.08.19 15:36 | modify | 32 | 0.10 | 190.074 | 190.142 | 190.892 | ||
| 131 | 2024.08.19 15:36 | modify | 31 | 0.10 | 189.392 | 190.142 | 190.892 | ||
| 132 | 2024.08.19 15:53 | s/l | 31 | 0.10 | 190.142 | 190.142 | 190.892 | 53.20 | 10901.66 |
| 133 | 2024.08.19 15:53 | s/l | 32 | 0.10 | 190.142 | 190.142 | 190.892 | 4.83 | 10906.49 |
| 134 | 2024.08.19 15:53 | s/l | 33 | 0.10 | 190.142 | 190.142 | 190.892 | 4.83 | 10911.32 |
| 135 | 2024.08.19 15:53 | s/l | 34 | 0.10 | 190.142 | 190.142 | 190.892 | -16.24 | 10895.08 |