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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 | 791.68 | Gross profit | 937.69 | Gross loss | -146.01 |
| Profit factor | 6.42 | Expected payoff | 49.48 | ||
| Absolute drawdown | 15.26 | Maximal drawdown | 204.89 (10.64%) | Relative drawdown | 10.64% (204.89) |
| Total trades | 16 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 100.06 | loss trade | -90.50 | |
| Average | profit trade | 78.14 | loss trade | -36.50 | |
| Maximum | consecutive wins (profit in money) | 11 (840.73) | consecutive losses (loss in money) | 3 (-120.22) | |
| Maximal | consecutive profit (count of wins) | 840.73 (11) | consecutive loss (count of losses) | -120.22 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 18:00 | buy | 1 | 0.10 | 180.602 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 18:00 | modify | 1 | 0.10 | 180.602 | 179.202 | 182.102 | ||
| 3 | 2023.12.11 01:00 | t/p | 1 | 0.10 | 182.102 | 179.202 | 182.102 | 99.03 | 1099.03 |
| 4 | 2023.12.14 04:00 | buy | 2 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 5 | 2023.12.14 04:00 | modify | 2 | 0.10 | 178.844 | 177.444 | 180.344 | ||
| 6 | 2023.12.14 13:00 | t/p | 2 | 0.10 | 180.344 | 177.444 | 180.344 | 96.97 | 1196.00 |
| 7 | 2023.12.19 09:00 | sell | 3 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 8 | 2023.12.19 09:00 | modify | 3 | 0.10 | 183.342 | 184.742 | 181.842 | ||
| 9 | 2023.12.20 08:00 | t/p | 3 | 0.10 | 181.842 | 184.742 | 181.842 | 94.68 | 1290.67 |
| 10 | 2024.04.29 02:00 | sell | 4 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 11 | 2024.04.29 02:00 | modify | 4 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 12 | 2024.04.29 05:00 | t/p | 4 | 0.10 | 197.814 | 200.714 | 197.814 | 96.95 | 1387.62 |
| 13 | 2024.05.01 21:00 | buy | 5 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 14 | 2024.05.01 21:00 | modify | 5 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 15 | 2024.05.02 00:00 | t/p | 5 | 0.10 | 195.129 | 192.229 | 195.129 | 100.05 | 1487.67 |
| 16 | 2024.05.02 16:00 | buy | 6 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 17 | 2024.05.02 16:00 | modify | 6 | 0.10 | 192.363 | 190.963 | 193.863 | ||
| 18 | 2024.05.06 14:00 | buy | 7 | 0.10 | 193.571 | 0.000 | 0.000 | ||
| 19 | 2024.05.06 14:00 | modify | 7 | 0.10 | 193.571 | 193.113 | 193.863 | ||
| 20 | 2024.05.06 14:00 | modify | 6 | 0.10 | 192.363 | 193.113 | 193.863 | ||
| 21 | 2024.05.07 02:00 | t/p | 6 | 0.10 | 193.863 | 193.113 | 193.863 | 100.06 | 1587.73 |
| 22 | 2024.05.07 02:00 | t/p | 7 | 0.10 | 193.863 | 193.113 | 193.863 | 19.91 | 1607.64 |
| 23 | 2024.06.04 11:00 | buy | 8 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 24 | 2024.06.04 11:00 | modify | 8 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 25 | 2024.06.05 01:00 | buy | 9 | 0.10 | 198.341 | 0.000 | 0.000 | ||
| 26 | 2024.06.05 01:00 | modify | 9 | 0.10 | 198.341 | 198.103 | 199.153 | ||
| 27 | 2024.06.05 01:00 | buy | 10 | 0.10 | 198.341 | 0.000 | 0.000 | ||
| 28 | 2024.06.05 01:00 | modify | 10 | 0.10 | 198.341 | 198.103 | 199.153 | ||
| 29 | 2024.06.05 01:00 | modify | 8 | 0.10 | 197.653 | 198.103 | 199.153 | ||
| 30 | 2024.06.05 08:00 | t/p | 8 | 0.10 | 199.153 | 198.103 | 199.153 | 97.99 | 1705.63 |
| 31 | 2024.06.05 08:00 | t/p | 9 | 0.10 | 199.153 | 198.103 | 199.153 | 52.49 | 1758.12 |
| 32 | 2024.06.05 08:00 | t/p | 10 | 0.10 | 199.153 | 198.103 | 199.153 | 52.49 | 1810.61 |
| 33 | 2024.07.11 13:00 | buy | 11 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 34 | 2024.07.11 13:00 | modify | 11 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 35 | 2024.07.12 08:00 | buy | 12 | 0.10 | 205.869 | 0.000 | 0.000 | ||
| 36 | 2024.07.12 08:00 | modify | 12 | 0.10 | 205.869 | 205.639 | 206.689 | ||
| 37 | 2024.07.12 08:00 | buy | 13 | 0.10 | 205.869 | 0.000 | 0.000 | ||
| 38 | 2024.07.12 08:00 | modify | 13 | 0.10 | 205.869 | 205.639 | 206.689 | ||
| 39 | 2024.07.12 08:00 | modify | 11 | 0.10 | 205.189 | 205.639 | 206.689 | ||
| 40 | 2024.07.12 13:00 | s/l | 11 | 0.10 | 205.639 | 205.639 | 206.689 | 30.12 | 1840.73 |
| 41 | 2024.07.12 13:00 | s/l | 12 | 0.10 | 205.639 | 205.639 | 206.689 | -14.86 | 1825.87 |
| 42 | 2024.07.12 13:00 | s/l | 13 | 0.10 | 205.639 | 205.639 | 206.689 | -14.86 | 1811.01 |
| 43 | 2024.08.05 02:00 | buy | 14 | 0.10 | 185.625 | 0.000 | 0.000 | ||
| 44 | 2024.08.05 02:00 | modify | 14 | 0.10 | 185.625 | 184.225 | 187.125 | ||
| 45 | 2024.08.05 05:00 | s/l | 14 | 0.10 | 184.225 | 184.225 | 187.125 | -90.50 | 1720.51 |
| 46 | 2024.08.19 06:00 | buy | 15 | 0.10 | 188.560 | 0.000 | 0.000 | ||
| 47 | 2024.08.19 06:00 | modify | 15 | 0.10 | 188.560 | 187.160 | 190.060 | ||
| 48 | 2024.08.19 15:00 | t/p | 15 | 0.10 | 190.060 | 187.160 | 190.060 | 96.96 | 1817.47 |
| 49 | 2024.10.31 16:00 | buy | 16 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 50 | 2024.10.31 16:00 | modify | 16 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 51 | 2024.10.31 23:59 | close at stop | 16 | 0.10 | 195.494 | 194.493 | 197.393 | -25.79 | 1791.68 |