Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 749.74 | Gross profit | 1066.94 | Gross loss | -317.20 |
| Profit factor | 3.36 | Expected payoff | 32.60 | ||
| Absolute drawdown | 94.80 | Maximal drawdown | 131.41 (11.98%) | Relative drawdown | 11.98% (131.41) |
| Total trades | 23 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 99.90 | loss trade | -83.90 | |
| Average | profit trade | 71.13 | loss trade | -39.65 | |
| Maximum | consecutive wins (profit in money) | 7 (585.34) | consecutive losses (loss in money) | 2 (-28.42) | |
| Maximal | consecutive profit (count of wins) | 585.34 (7) | consecutive loss (count of losses) | -83.90 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 11:00 | buy | 1 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 11:00 | modify | 1 | 0.10 | 182.371 | 181.071 | 183.871 | ||
| 3 | 2023.12.07 16:00 | s/l | 1 | 0.10 | 181.071 | 181.071 | 183.871 | -83.90 | 916.10 |
| 4 | 2023.12.07 19:00 | buy | 2 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 19:00 | modify | 2 | 0.10 | 180.797 | 179.497 | 182.297 | ||
| 6 | 2023.12.07 23:00 | buy | 3 | 0.10 | 181.636 | 0.000 | 0.000 | ||
| 7 | 2023.12.07 23:00 | modify | 3 | 0.10 | 181.636 | 181.322 | 182.297 | ||
| 8 | 2023.12.07 23:00 | modify | 2 | 0.10 | 180.797 | 181.322 | 182.297 | ||
| 9 | 2023.12.08 00:00 | s/l | 2 | 0.10 | 181.322 | 181.322 | 182.297 | 34.92 | 951.02 |
| 10 | 2023.12.08 00:00 | s/l | 3 | 0.10 | 181.322 | 181.322 | 182.297 | -19.23 | 931.79 |
| 11 | 2023.12.19 12:00 | sell | 4 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 12 | 2023.12.19 12:00 | modify | 4 | 0.10 | 183.913 | 185.213 | 182.413 | ||
| 13 | 2023.12.19 20:00 | sell | 5 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 14 | 2023.12.19 20:00 | modify | 5 | 0.10 | 183.079 | 183.388 | 182.413 | ||
| 15 | 2023.12.19 20:00 | modify | 4 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 16 | 2023.12.20 08:00 | t/p | 4 | 0.10 | 182.413 | 183.388 | 182.413 | 94.52 | 1026.30 |
| 17 | 2023.12.20 08:00 | t/p | 5 | 0.10 | 182.413 | 183.388 | 182.413 | 40.70 | 1067.00 |
| 18 | 2023.12.20 09:00 | buy | 6 | 0.10 | 181.837 | 0.000 | 0.000 | ||
| 19 | 2023.12.20 09:00 | modify | 6 | 0.10 | 181.837 | 180.537 | 183.337 | ||
| 20 | 2023.12.21 03:00 | s/l | 6 | 0.10 | 180.537 | 180.537 | 183.337 | -80.82 | 986.18 |
| 21 | 2024.04.12 14:00 | buy | 7 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 22 | 2024.04.12 14:00 | modify | 7 | 0.10 | 190.472 | 189.172 | 191.972 | ||
| 23 | 2024.04.15 08:00 | t/p | 7 | 0.10 | 191.972 | 189.172 | 191.972 | 97.84 | 1084.02 |
| 24 | 2024.04.29 04:00 | sell | 8 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 25 | 2024.04.29 04:00 | modify | 8 | 0.10 | 199.601 | 200.901 | 198.101 | ||
| 26 | 2024.04.29 05:00 | t/p | 8 | 0.10 | 198.101 | 200.901 | 198.101 | 96.80 | 1180.82 |
| 27 | 2024.05.01 22:00 | buy | 9 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 28 | 2024.05.01 22:00 | modify | 9 | 0.10 | 193.156 | 191.856 | 194.656 | ||
| 29 | 2024.05.01 23:00 | t/p | 9 | 0.10 | 194.656 | 191.856 | 194.656 | 96.81 | 1277.63 |
| 30 | 2024.05.02 17:00 | buy | 10 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 31 | 2024.05.02 17:00 | modify | 10 | 0.10 | 192.497 | 191.197 | 193.997 | ||
| 32 | 2024.05.06 08:00 | buy | 11 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 33 | 2024.05.06 08:00 | modify | 11 | 0.10 | 193.340 | 193.022 | 193.997 | ||
| 34 | 2024.05.06 08:00 | modify | 10 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 35 | 2024.05.07 03:00 | t/p | 10 | 0.10 | 193.997 | 193.022 | 193.997 | 99.90 | 1377.53 |
| 36 | 2024.05.07 03:00 | t/p | 11 | 0.10 | 193.997 | 193.022 | 193.997 | 43.43 | 1420.95 |
| 37 | 2024.06.04 12:00 | buy | 12 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 38 | 2024.06.04 12:00 | modify | 12 | 0.10 | 197.658 | 196.358 | 199.158 | ||
| 39 | 2024.06.05 01:00 | buy | 13 | 0.10 | 198.341 | 0.000 | 0.000 | ||
| 40 | 2024.06.05 01:00 | modify | 13 | 0.10 | 198.341 | 198.183 | 199.158 | ||
| 41 | 2024.06.05 01:00 | modify | 12 | 0.10 | 197.658 | 198.183 | 199.158 | ||
| 42 | 2024.06.05 08:00 | t/p | 12 | 0.10 | 199.158 | 198.183 | 199.158 | 97.84 | 1518.79 |
| 43 | 2024.06.05 08:00 | t/p | 13 | 0.10 | 199.158 | 198.183 | 199.158 | 52.73 | 1571.52 |
| 44 | 2024.07.24 06:00 | buy | 14 | 0.10 | 199.436 | 0.000 | 0.000 | ||
| 45 | 2024.07.24 06:00 | modify | 14 | 0.10 | 199.436 | 198.136 | 200.936 | ||
| 46 | 2024.07.24 15:00 | s/l | 14 | 0.10 | 198.136 | 198.136 | 200.936 | -83.90 | 1487.62 |
| 47 | 2024.08.05 07:00 | buy | 15 | 0.10 | 181.902 | 0.000 | 0.000 | ||
| 48 | 2024.08.05 07:00 | modify | 15 | 0.10 | 181.902 | 180.602 | 183.402 | ||
| 49 | 2024.08.05 08:00 | t/p | 15 | 0.10 | 183.402 | 180.602 | 183.402 | 96.81 | 1584.43 |
| 50 | 2024.08.15 16:00 | sell | 16 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 51 | 2024.08.15 16:00 | modify | 16 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 52 | 2024.08.18 21:00 | sell | 17 | 0.10 | 190.837 | 0.000 | 0.000 | ||
| 53 | 2024.08.18 21:00 | modify | 17 | 0.10 | 190.837 | 191.004 | 190.029 | ||
| 54 | 2024.08.18 21:00 | modify | 16 | 0.10 | 191.529 | 191.004 | 190.029 | ||
| 55 | 2024.08.18 22:00 | s/l | 16 | 0.10 | 191.004 | 191.004 | 190.029 | 31.60 | 1616.03 |
| 56 | 2024.08.18 22:00 | s/l | 17 | 0.10 | 191.004 | 191.004 | 190.029 | -10.78 | 1605.25 |
| 57 | 2024.09.23 09:00 | buy | 18 | 0.10 | 190.598 | 0.000 | 0.000 | ||
| 58 | 2024.09.23 09:00 | modify | 18 | 0.10 | 190.598 | 189.298 | 192.098 | ||
| 59 | 2024.09.23 12:00 | buy | 19 | 0.10 | 191.216 | 0.000 | 0.000 | ||
| 60 | 2024.09.23 12:00 | modify | 19 | 0.10 | 191.216 | 190.973 | 192.098 | ||
| 61 | 2024.09.23 12:00 | modify | 18 | 0.10 | 190.598 | 190.973 | 192.098 | ||
| 62 | 2024.09.23 14:00 | t/p | 18 | 0.10 | 192.098 | 190.973 | 192.098 | 96.81 | 1702.06 |
| 63 | 2024.09.23 14:00 | t/p | 19 | 0.10 | 192.098 | 190.973 | 192.098 | 56.93 | 1758.99 |
| 64 | 2024.10.04 14:00 | sell | 20 | 0.10 | 194.398 | 0.000 | 0.000 | ||
| 65 | 2024.10.04 14:00 | modify | 20 | 0.10 | 194.398 | 195.698 | 192.898 | ||
| 66 | 2024.10.07 13:00 | sell | 21 | 0.10 | 193.781 | 0.000 | 0.000 | ||
| 67 | 2024.10.07 13:00 | modify | 21 | 0.10 | 193.781 | 194.023 | 192.898 | ||
| 68 | 2024.10.07 13:00 | modify | 20 | 0.10 | 194.398 | 194.023 | 192.898 | ||
| 69 | 2024.10.08 06:00 | sell | 22 | 0.10 | 193.716 | 0.000 | 0.000 | ||
| 70 | 2024.10.08 06:00 | modify | 22 | 0.10 | 193.716 | 193.873 | 192.898 | ||
| 71 | 2024.10.08 07:00 | s/l | 22 | 0.10 | 193.873 | 193.873 | 192.898 | -10.14 | 1748.85 |
| 72 | 2024.10.08 10:00 | sell | 23 | 0.10 | 193.560 | 0.000 | 0.000 | ||
| 73 | 2024.10.08 10:00 | modify | 23 | 0.10 | 193.560 | 193.873 | 192.898 | ||
| 74 | 2024.10.08 10:00 | modify | 21 | 0.10 | 193.781 | 193.873 | 192.898 | ||
| 75 | 2024.10.08 10:00 | modify | 20 | 0.10 | 194.398 | 193.873 | 192.898 | ||
| 76 | 2024.10.08 11:00 | s/l | 20 | 0.10 | 193.873 | 193.873 | 192.898 | 29.31 | 1778.16 |
| 77 | 2024.10.08 11:00 | s/l | 21 | 0.10 | 193.873 | 193.873 | 192.898 | -8.22 | 1769.94 |
| 78 | 2024.10.08 11:00 | s/l | 23 | 0.10 | 193.873 | 193.873 | 192.898 | -20.20 | 1749.74 |