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 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158230 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1193.53 | Gross profit | 1526.51 | Gross loss | -332.98 |
| Profit factor | 4.58 | Expected payoff | 35.10 | ||
| Absolute drawdown | 100.36 | Maximal drawdown | 147.79 (7.18%) | Relative drawdown | 13.59% (142.41) |
| Total trades | 34 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
| Largest | profit trade | 99.98 | loss trade | -83.97 | |
| Average | profit trade | 63.60 | loss trade | -33.30 | |
| Maximum | consecutive wins (profit in money) | 12 (841.08) | consecutive losses (loss in money) | 3 (-38.04) | |
| Maximal | consecutive profit (count of wins) | 841.08 (12) | consecutive loss (count of losses) | -83.97 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | 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 15:50 | s/l | 1 | 0.10 | 181.071 | 181.071 | 183.871 | -83.97 | 916.03 |
| 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 21:40 | buy | 3 | 0.10 | 181.420 | 0.000 | 0.000 | ||
| 7 | 2023.12.07 21:40 | modify | 3 | 0.10 | 181.420 | 181.172 | 182.297 | ||
| 8 | 2023.12.07 21:40 | modify | 2 | 0.10 | 180.797 | 181.172 | 182.297 | ||
| 9 | 2023.12.07 21:45 | buy | 4 | 0.10 | 181.499 | 0.000 | 0.000 | ||
| 10 | 2023.12.07 21:45 | modify | 4 | 0.10 | 181.499 | 181.322 | 182.297 | ||
| 11 | 2023.12.07 21:47 | modify | 4 | 0.10 | 181.499 | 181.172 | 182.297 | ||
| 12 | 2023.12.07 22:59 | buy | 5 | 0.10 | 181.636 | 0.000 | 0.000 | ||
| 13 | 2023.12.07 22:59 | modify | 5 | 0.10 | 181.636 | 181.322 | 182.297 | ||
| 14 | 2023.12.07 22:59 | modify | 3 | 0.10 | 181.420 | 181.322 | 182.297 | ||
| 15 | 2023.12.07 22:59 | modify | 4 | 0.10 | 181.499 | 181.322 | 182.297 | ||
| 16 | 2023.12.07 22:59 | modify | 2 | 0.10 | 180.797 | 181.322 | 182.297 | ||
| 17 | 2023.12.07 23:10 | s/l | 2 | 0.10 | 181.322 | 181.322 | 182.297 | 33.92 | 949.95 |
| 18 | 2023.12.07 23:10 | s/l | 3 | 0.10 | 181.322 | 181.322 | 182.297 | -6.33 | 943.62 |
| 19 | 2023.12.07 23:10 | s/l | 4 | 0.10 | 181.322 | 181.322 | 182.297 | -11.43 | 932.19 |
| 20 | 2023.12.07 23:10 | s/l | 5 | 0.10 | 181.322 | 181.322 | 182.297 | -20.28 | 911.91 |
| 21 | 2023.12.19 12:00 | sell | 6 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 22 | 2023.12.19 12:00 | modify | 6 | 0.10 | 183.913 | 185.213 | 182.413 | ||
| 23 | 2023.12.19 15:42 | sell | 7 | 0.10 | 183.236 | 0.000 | 0.000 | ||
| 24 | 2023.12.19 15:42 | modify | 7 | 0.10 | 183.236 | 183.388 | 182.413 | ||
| 25 | 2023.12.19 15:42 | modify | 6 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 26 | 2023.12.19 15:47 | sell | 8 | 0.10 | 183.305 | 0.000 | 0.000 | ||
| 27 | 2023.12.19 15:47 | modify | 8 | 0.10 | 183.305 | 183.538 | 182.413 | ||
| 28 | 2023.12.19 15:47 | modify | 7 | 0.10 | 183.236 | 183.538 | 182.413 | ||
| 29 | 2023.12.19 15:47 | modify | 6 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 30 | 2023.12.19 16:50 | sell | 9 | 0.10 | 183.076 | 0.000 | 0.000 | ||
| 31 | 2023.12.19 16:50 | modify | 9 | 0.10 | 183.076 | 183.388 | 182.413 | ||
| 32 | 2023.12.19 16:50 | modify | 8 | 0.10 | 183.305 | 183.388 | 182.413 | ||
| 33 | 2023.12.19 16:50 | modify | 7 | 0.10 | 183.236 | 183.388 | 182.413 | ||
| 34 | 2023.12.19 16:50 | modify | 6 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 35 | 2023.12.20 07:10 | t/p | 6 | 0.10 | 182.413 | 183.388 | 182.413 | 94.60 | 1006.51 |
| 36 | 2023.12.20 07:10 | t/p | 7 | 0.10 | 182.413 | 183.388 | 182.413 | 50.87 | 1057.37 |
| 37 | 2023.12.20 07:10 | t/p | 8 | 0.10 | 182.413 | 183.388 | 182.413 | 55.33 | 1112.70 |
| 38 | 2023.12.20 07:10 | t/p | 9 | 0.10 | 182.413 | 183.388 | 182.413 | 40.54 | 1153.24 |
| 39 | 2023.12.20 09:00 | buy | 10 | 0.10 | 181.837 | 0.000 | 0.000 | ||
| 40 | 2023.12.20 09:00 | modify | 10 | 0.10 | 181.837 | 180.537 | 183.337 | ||
| 41 | 2023.12.21 02:20 | s/l | 10 | 0.10 | 180.537 | 180.537 | 183.337 | -80.88 | 1072.35 |
| 42 | 2024.04.12 14:00 | buy | 11 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 43 | 2024.04.12 14:00 | modify | 11 | 0.10 | 190.472 | 189.172 | 191.972 | ||
| 44 | 2024.04.14 23:50 | buy | 12 | 0.10 | 191.095 | 0.000 | 0.000 | ||
| 45 | 2024.04.14 23:50 | modify | 12 | 0.10 | 191.095 | 190.847 | 191.972 | ||
| 46 | 2024.04.14 23:50 | modify | 11 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 47 | 2024.04.15 01:25 | buy | 13 | 0.10 | 191.321 | 0.000 | 0.000 | ||
| 48 | 2024.04.15 01:25 | modify | 13 | 0.10 | 191.321 | 190.997 | 191.972 | ||
| 49 | 2024.04.15 01:25 | modify | 12 | 0.10 | 191.095 | 190.997 | 191.972 | ||
| 50 | 2024.04.15 01:25 | modify | 11 | 0.10 | 190.472 | 190.997 | 191.972 | ||
| 51 | 2024.04.15 07:59 | t/p | 11 | 0.10 | 191.972 | 190.997 | 191.972 | 97.92 | 1170.27 |
| 52 | 2024.04.15 07:59 | t/p | 12 | 0.10 | 191.972 | 190.997 | 191.972 | 57.68 | 1227.95 |
| 53 | 2024.04.15 07:59 | t/p | 13 | 0.10 | 191.972 | 190.997 | 191.972 | 42.05 | 1270.00 |
| 54 | 2024.04.29 04:00 | sell | 14 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 55 | 2024.04.29 04:00 | modify | 14 | 0.10 | 199.601 | 200.901 | 198.101 | ||
| 56 | 2024.04.29 04:15 | t/p | 14 | 0.10 | 198.101 | 200.901 | 198.101 | 96.88 | 1366.88 |
| 57 | 2024.05.01 22:00 | buy | 15 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 58 | 2024.05.01 22:00 | modify | 15 | 0.10 | 193.156 | 191.856 | 194.656 | ||
| 59 | 2024.05.01 22:16 | t/p | 15 | 0.10 | 194.656 | 191.856 | 194.656 | 96.89 | 1463.77 |
| 60 | 2024.05.02 17:00 | buy | 16 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 61 | 2024.05.02 17:00 | modify | 16 | 0.10 | 192.497 | 191.197 | 193.997 | ||
| 62 | 2024.05.06 03:15 | buy | 17 | 0.10 | 193.109 | 0.000 | 0.000 | ||
| 63 | 2024.05.06 03:15 | modify | 17 | 0.10 | 193.109 | 192.872 | 193.997 | ||
| 64 | 2024.05.06 03:15 | modify | 16 | 0.10 | 192.497 | 192.872 | 193.997 | ||
| 65 | 2024.05.06 03:40 | buy | 18 | 0.10 | 193.180 | 0.000 | 0.000 | ||
| 66 | 2024.05.06 03:40 | modify | 18 | 0.10 | 193.180 | 193.022 | 193.997 | ||
| 67 | 2024.05.06 03:43 | modify | 18 | 0.10 | 193.180 | 192.872 | 193.997 | ||
| 68 | 2024.05.06 07:45 | buy | 19 | 0.10 | 193.343 | 0.000 | 0.000 | ||
| 69 | 2024.05.06 07:45 | modify | 19 | 0.10 | 193.343 | 193.022 | 193.997 | ||
| 70 | 2024.05.06 07:45 | modify | 17 | 0.10 | 193.109 | 193.022 | 193.997 | ||
| 71 | 2024.05.06 07:45 | modify | 18 | 0.10 | 193.180 | 193.022 | 193.997 | ||
| 72 | 2024.05.06 07:45 | modify | 16 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 73 | 2024.05.07 02:45 | t/p | 16 | 0.10 | 193.997 | 193.022 | 193.997 | 99.98 | 1563.75 |
| 74 | 2024.05.07 02:45 | t/p | 17 | 0.10 | 193.997 | 193.022 | 193.997 | 58.39 | 1622.14 |
| 75 | 2024.05.07 02:45 | t/p | 18 | 0.10 | 193.997 | 193.022 | 193.997 | 53.80 | 1675.94 |
| 76 | 2024.05.07 02:45 | t/p | 19 | 0.10 | 193.997 | 193.022 | 193.997 | 43.27 | 1719.21 |
| 77 | 2024.06.04 12:00 | buy | 20 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 78 | 2024.06.04 12:00 | modify | 20 | 0.10 | 197.658 | 196.358 | 199.158 | ||
| 79 | 2024.06.05 00:25 | buy | 21 | 0.10 | 198.486 | 0.000 | 0.000 | ||
| 80 | 2024.06.05 00:25 | modify | 21 | 0.10 | 198.486 | 198.183 | 199.158 | ||
| 81 | 2024.06.05 00:25 | modify | 20 | 0.10 | 197.658 | 198.183 | 199.158 | ||
| 82 | 2024.06.05 00:59 | buy | 22 | 0.10 | 198.339 | 0.000 | 0.000 | ||
| 83 | 2024.06.05 00:59 | modify | 22 | 0.10 | 198.339 | 198.183 | 199.158 | ||
| 84 | 2024.06.05 07:10 | t/p | 20 | 0.10 | 199.158 | 198.183 | 199.158 | 97.92 | 1817.13 |
| 85 | 2024.06.05 07:10 | t/p | 21 | 0.10 | 199.158 | 198.183 | 199.158 | 43.41 | 1860.54 |
| 86 | 2024.06.05 07:10 | t/p | 22 | 0.10 | 199.158 | 198.183 | 199.158 | 52.90 | 1913.44 |
| 87 | 2024.07.24 06:00 | buy | 23 | 0.10 | 199.436 | 0.000 | 0.000 | ||
| 88 | 2024.07.24 06:00 | modify | 23 | 0.10 | 199.436 | 198.136 | 200.936 | ||
| 89 | 2024.07.24 14:02 | s/l | 23 | 0.10 | 198.136 | 198.136 | 200.936 | -83.97 | 1829.47 |
| 90 | 2024.08.05 07:00 | buy | 24 | 0.10 | 181.902 | 0.000 | 0.000 | ||
| 91 | 2024.08.05 07:00 | modify | 24 | 0.10 | 181.902 | 180.602 | 183.402 | ||
| 92 | 2024.08.05 07:40 | t/p | 24 | 0.10 | 183.402 | 180.602 | 183.402 | 96.89 | 1926.36 |
| 93 | 2024.08.15 16:00 | sell | 25 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 94 | 2024.08.15 16:00 | modify | 25 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 95 | 2024.08.16 12:25 | sell | 26 | 0.10 | 190.927 | 0.000 | 0.000 | ||
| 96 | 2024.08.16 12:25 | modify | 26 | 0.10 | 190.927 | 191.154 | 190.029 | ||
| 97 | 2024.08.16 12:25 | modify | 25 | 0.10 | 191.529 | 191.154 | 190.029 | ||
| 98 | 2024.08.16 12:33 | sell | 27 | 0.10 | 190.848 | 0.000 | 0.000 | ||
| 99 | 2024.08.16 12:33 | modify | 27 | 0.10 | 190.848 | 191.004 | 190.029 | ||
| 100 | 2024.08.16 12:36 | modify | 27 | 0.10 | 190.848 | 191.154 | 190.029 | ||
| 101 | 2024.08.16 13:22 | sell | 28 | 0.10 | 190.679 | 0.000 | 0.000 | ||
| 102 | 2024.08.16 13:22 | modify | 28 | 0.10 | 190.679 | 191.004 | 190.029 | ||
| 103 | 2024.08.16 13:22 | modify | 26 | 0.10 | 190.927 | 191.004 | 190.029 | ||
| 104 | 2024.08.16 13:22 | modify | 27 | 0.10 | 190.848 | 191.004 | 190.029 | ||
| 105 | 2024.08.16 13:22 | modify | 25 | 0.10 | 191.529 | 191.004 | 190.029 | ||
| 106 | 2024.08.16 14:20 | s/l | 25 | 0.10 | 191.004 | 191.004 | 190.029 | 31.63 | 1957.98 |
| 107 | 2024.08.16 14:20 | s/l | 26 | 0.10 | 191.004 | 191.004 | 190.029 | -4.98 | 1953.00 |
| 108 | 2024.08.16 14:20 | s/l | 27 | 0.10 | 191.004 | 191.004 | 190.029 | -10.08 | 1942.92 |
| 109 | 2024.08.16 14:20 | s/l | 28 | 0.10 | 191.004 | 191.004 | 190.029 | -20.99 | 1921.93 |
| 110 | 2024.09.23 09:00 | buy | 29 | 0.10 | 190.598 | 0.000 | 0.000 | ||
| 111 | 2024.09.23 09:00 | modify | 29 | 0.10 | 190.598 | 189.298 | 192.098 | ||
| 112 | 2024.09.23 11:45 | buy | 30 | 0.10 | 191.207 | 0.000 | 0.000 | ||
| 113 | 2024.09.23 11:45 | modify | 30 | 0.10 | 191.207 | 190.973 | 192.098 | ||
| 114 | 2024.09.23 11:45 | modify | 29 | 0.10 | 190.598 | 190.973 | 192.098 | ||
| 115 | 2024.09.23 11:50 | buy | 31 | 0.10 | 191.292 | 0.000 | 0.000 | ||
| 116 | 2024.09.23 11:50 | modify | 31 | 0.10 | 191.292 | 191.123 | 192.098 | ||
| 117 | 2024.09.23 11:52 | modify | 31 | 0.10 | 191.292 | 190.973 | 192.098 | ||
| 118 | 2024.09.23 13:35 | buy | 32 | 0.10 | 191.424 | 0.000 | 0.000 | ||
| 119 | 2024.09.23 13:35 | modify | 32 | 0.10 | 191.424 | 191.123 | 192.098 | ||
| 120 | 2024.09.23 13:35 | modify | 30 | 0.10 | 191.207 | 191.123 | 192.098 | ||
| 121 | 2024.09.23 13:35 | modify | 31 | 0.10 | 191.292 | 191.123 | 192.098 | ||
| 122 | 2024.09.23 13:35 | modify | 29 | 0.10 | 190.598 | 191.123 | 192.098 | ||
| 123 | 2024.09.23 13:50 | t/p | 29 | 0.10 | 192.098 | 191.123 | 192.098 | 96.89 | 2018.82 |
| 124 | 2024.09.23 13:50 | t/p | 30 | 0.10 | 192.098 | 191.123 | 192.098 | 57.55 | 2076.37 |
| 125 | 2024.09.23 13:50 | t/p | 31 | 0.10 | 192.098 | 191.123 | 192.098 | 52.06 | 2128.43 |
| 126 | 2024.09.23 13:50 | t/p | 32 | 0.10 | 192.098 | 191.123 | 192.098 | 43.54 | 2171.97 |
| 127 | 2024.10.04 14:00 | sell | 33 | 0.10 | 194.398 | 0.000 | 0.000 | ||
| 128 | 2024.10.04 14:00 | modify | 33 | 0.10 | 194.398 | 195.698 | 192.898 | ||
| 129 | 2024.10.07 09:37 | sell | 34 | 0.10 | 193.717 | 0.000 | 0.000 | ||
| 130 | 2024.10.07 09:37 | modify | 34 | 0.10 | 193.717 | 193.873 | 192.898 | ||
| 131 | 2024.10.07 09:37 | modify | 33 | 0.10 | 194.398 | 193.873 | 192.898 | ||
| 132 | 2024.10.07 09:45 | s/l | 33 | 0.10 | 193.873 | 193.873 | 192.898 | 31.63 | 2203.60 |
| 133 | 2024.10.07 09:45 | s/l | 34 | 0.10 | 193.873 | 193.873 | 192.898 | -10.07 | 2193.53 |