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=0; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 717.38 | Gross profit | 1629.30 | Gross loss | -911.92 |
| Profit factor | 1.79 | Expected payoff | 19.93 | ||
| Absolute drawdown | 123.91 | Maximal drawdown | 349.86 (23.68%) | Relative drawdown | 23.68% (349.86) |
| Total trades | 36 | Short positions (won %) | 28 (67.86%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 94.59 | loss trade | -106.05 | |
| Average | profit trade | 67.89 | loss trade | -75.99 | |
| Maximum | consecutive wins (profit in money) | 8 (546.64) | consecutive losses (loss in money) | 3 (-315.87) | |
| Maximal | consecutive profit (count of wins) | 546.64 (8) | consecutive loss (count of losses) | -315.87 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 15:00 | sell | 1 | 0.10 | 184.485 | 0.000 | 0.000 | ||
| 2 | 2023.11.03 15:00 | modify | 1 | 0.10 | 184.485 | 185.985 | 183.085 | ||
| 3 | 2023.11.06 13:00 | s/l | 1 | 0.10 | 185.985 | 185.985 | 183.085 | -99.20 | 900.80 |
| 4 | 2023.11.14 15:00 | sell | 2 | 0.10 | 187.853 | 0.000 | 0.000 | ||
| 5 | 2023.11.14 15:00 | modify | 2 | 0.10 | 187.853 | 189.353 | 186.453 | ||
| 6 | 2023.11.17 08:00 | t/p | 2 | 0.10 | 186.453 | 189.353 | 186.453 | 79.04 | 979.84 |
| 7 | 2023.11.24 15:00 | sell | 3 | 0.10 | 188.353 | 0.000 | 0.000 | ||
| 8 | 2023.11.24 15:00 | modify | 3 | 0.10 | 188.353 | 189.853 | 186.953 | ||
| 9 | 2023.11.27 16:00 | sell | 4 | 0.10 | 187.709 | 0.000 | 0.000 | ||
| 10 | 2023.11.27 16:00 | modify | 4 | 0.10 | 187.709 | 188.003 | 186.953 | ||
| 11 | 2023.11.27 16:00 | modify | 3 | 0.10 | 188.353 | 188.003 | 186.953 | ||
| 12 | 2023.11.28 13:00 | sell | 5 | 0.10 | 187.364 | 0.000 | 0.000 | ||
| 13 | 2023.11.28 13:00 | modify | 5 | 0.10 | 187.364 | 187.793 | 186.953 | ||
| 14 | 2023.11.28 13:00 | modify | 4 | 0.10 | 187.709 | 187.793 | 186.953 | ||
| 15 | 2023.11.28 13:00 | modify | 3 | 0.10 | 188.353 | 187.793 | 186.953 | ||
| 16 | 2023.11.29 00:00 | t/p | 3 | 0.10 | 186.953 | 187.793 | 186.953 | 83.61 | 1063.45 |
| 17 | 2023.11.29 00:00 | t/p | 4 | 0.10 | 186.953 | 187.793 | 186.953 | 44.28 | 1107.73 |
| 18 | 2023.11.29 00:00 | t/p | 5 | 0.10 | 186.953 | 187.793 | 186.953 | 24.28 | 1132.01 |
| 19 | 2023.12.11 11:00 | sell | 6 | 0.10 | 183.846 | 0.000 | 0.000 | ||
| 20 | 2023.12.11 11:00 | modify | 6 | 0.10 | 183.846 | 185.346 | 182.446 | ||
| 21 | 2023.12.12 01:00 | sell | 7 | 0.10 | 183.135 | 0.000 | 0.000 | ||
| 22 | 2023.12.12 01:00 | modify | 7 | 0.10 | 183.135 | 183.706 | 182.446 | ||
| 23 | 2023.12.12 01:00 | modify | 6 | 0.10 | 183.846 | 183.706 | 182.446 | ||
| 24 | 2023.12.12 12:00 | t/p | 6 | 0.10 | 182.446 | 183.706 | 182.446 | 88.17 | 1220.17 |
| 25 | 2023.12.12 12:00 | t/p | 7 | 0.10 | 182.446 | 183.706 | 182.446 | 44.51 | 1264.68 |
| 26 | 2023.12.19 14:00 | sell | 8 | 0.10 | 183.868 | 0.000 | 0.000 | ||
| 27 | 2023.12.19 14:00 | modify | 8 | 0.10 | 183.868 | 185.368 | 182.468 | ||
| 28 | 2023.12.20 05:00 | t/p | 8 | 0.10 | 182.468 | 185.368 | 182.468 | 88.17 | 1352.85 |
| 29 | 2023.12.28 10:00 | buy | 9 | 0.10 | 180.088 | 0.000 | 0.000 | ||
| 30 | 2023.12.28 10:00 | modify | 9 | 0.10 | 180.088 | 178.588 | 181.488 | ||
| 31 | 2024.01.03 18:00 | t/p | 9 | 0.10 | 181.488 | 178.588 | 181.488 | 94.59 | 1447.44 |
| 32 | 2024.01.04 15:00 | sell | 10 | 0.10 | 183.557 | 0.000 | 0.000 | ||
| 33 | 2024.01.04 15:00 | modify | 10 | 0.10 | 183.557 | 185.057 | 182.157 | ||
| 34 | 2024.01.10 15:00 | s/l | 10 | 0.10 | 185.057 | 185.057 | 182.157 | -106.05 | 1341.38 |
| 35 | 2024.01.17 10:00 | sell | 11 | 0.10 | 187.313 | 0.000 | 0.000 | ||
| 36 | 2024.01.17 10:00 | modify | 11 | 0.10 | 187.313 | 188.813 | 185.913 | ||
| 37 | 2024.01.19 06:00 | s/l | 11 | 0.10 | 188.813 | 188.813 | 185.913 | -106.05 | 1235.33 |
| 38 | 2024.02.08 11:00 | sell | 12 | 0.10 | 188.171 | 0.000 | 0.000 | ||
| 39 | 2024.02.08 11:00 | modify | 12 | 0.10 | 188.171 | 189.671 | 186.771 | ||
| 40 | 2024.02.13 16:00 | s/l | 12 | 0.10 | 189.671 | 189.671 | 186.771 | -103.76 | 1131.57 |
| 41 | 2024.02.13 17:00 | sell | 13 | 0.10 | 189.957 | 0.000 | 0.000 | ||
| 42 | 2024.02.13 17:00 | modify | 13 | 0.10 | 189.957 | 191.457 | 188.557 | ||
| 43 | 2024.02.15 08:00 | t/p | 13 | 0.10 | 188.557 | 191.457 | 188.557 | 81.32 | 1212.88 |
| 44 | 2024.03.04 16:00 | sell | 14 | 0.10 | 191.079 | 0.000 | 0.000 | ||
| 45 | 2024.03.04 16:00 | modify | 14 | 0.10 | 191.079 | 192.579 | 189.679 | ||
| 46 | 2024.03.05 20:00 | sell | 15 | 0.10 | 190.444 | 0.000 | 0.000 | ||
| 47 | 2024.03.05 20:00 | modify | 15 | 0.10 | 190.444 | 190.729 | 189.679 | ||
| 48 | 2024.03.05 20:00 | modify | 14 | 0.10 | 191.079 | 190.729 | 189.679 | ||
| 49 | 2024.03.06 03:00 | sell | 16 | 0.10 | 190.378 | 0.000 | 0.000 | ||
| 50 | 2024.03.06 03:00 | modify | 16 | 0.10 | 190.378 | 190.939 | 189.679 | ||
| 51 | 2024.03.06 04:00 | modify | 16 | 0.10 | 190.378 | 190.729 | 189.679 | ||
| 52 | 2024.03.07 01:00 | t/p | 14 | 0.10 | 189.679 | 190.729 | 189.679 | 79.04 | 1291.93 |
| 53 | 2024.03.07 01:00 | t/p | 15 | 0.10 | 189.679 | 190.729 | 189.679 | 40.30 | 1332.22 |
| 54 | 2024.03.07 01:00 | t/p | 16 | 0.10 | 189.679 | 190.729 | 189.679 | 38.31 | 1370.53 |
| 55 | 2024.03.19 15:00 | sell | 17 | 0.10 | 191.595 | 0.000 | 0.000 | ||
| 56 | 2024.03.19 15:00 | modify | 17 | 0.10 | 191.595 | 193.095 | 190.195 | ||
| 57 | 2024.03.20 19:00 | s/l | 17 | 0.10 | 193.095 | 193.095 | 190.195 | -99.19 | 1271.34 |
| 58 | 2024.04.03 15:00 | sell | 18 | 0.10 | 191.532 | 0.000 | 0.000 | ||
| 59 | 2024.04.03 15:00 | modify | 18 | 0.10 | 191.532 | 193.032 | 190.132 | ||
| 60 | 2024.04.12 14:00 | t/p | 18 | 0.10 | 190.132 | 193.032 | 190.132 | 65.34 | 1336.68 |
| 61 | 2024.04.26 16:00 | sell | 19 | 0.10 | 196.574 | 0.000 | 0.000 | ||
| 62 | 2024.04.26 16:00 | modify | 19 | 0.10 | 196.574 | 198.074 | 195.174 | ||
| 63 | 2024.04.29 01:00 | s/l | 19 | 0.10 | 198.074 | 198.074 | 195.174 | -99.20 | 1237.48 |
| 64 | 2024.05.02 15:00 | buy | 20 | 0.10 | 192.375 | 0.000 | 0.000 | ||
| 65 | 2024.05.02 15:00 | modify | 20 | 0.10 | 192.375 | 190.875 | 193.775 | ||
| 66 | 2024.05.07 02:00 | t/p | 20 | 0.10 | 193.775 | 190.875 | 193.775 | 93.56 | 1331.03 |
| 67 | 2024.05.13 16:00 | sell | 21 | 0.10 | 196.161 | 0.000 | 0.000 | ||
| 68 | 2024.05.13 16:00 | modify | 21 | 0.10 | 196.161 | 197.661 | 194.761 | ||
| 69 | 2024.05.16 03:00 | sell | 22 | 0.10 | 195.436 | 0.000 | 0.000 | ||
| 70 | 2024.05.16 03:00 | modify | 22 | 0.10 | 195.436 | 196.021 | 194.761 | ||
| 71 | 2024.05.16 03:00 | modify | 21 | 0.10 | 196.161 | 196.021 | 194.761 | ||
| 72 | 2024.05.16 09:00 | s/l | 21 | 0.10 | 196.021 | 196.021 | 194.761 | -2.38 | 1328.66 |
| 73 | 2024.05.16 09:00 | s/l | 22 | 0.10 | 196.021 | 196.021 | 194.761 | -37.80 | 1290.86 |
| 74 | 2024.06.04 10:00 | buy | 23 | 0.10 | 198.064 | 0.000 | 0.000 | ||
| 75 | 2024.06.04 10:00 | modify | 23 | 0.10 | 198.064 | 196.564 | 199.464 | ||
| 76 | 2024.06.05 05:00 | buy | 24 | 0.10 | 198.773 | 0.000 | 0.000 | ||
| 77 | 2024.06.05 05:00 | modify | 24 | 0.10 | 198.773 | 198.204 | 199.464 | ||
| 78 | 2024.06.05 05:00 | modify | 23 | 0.10 | 198.064 | 198.204 | 199.464 | ||
| 79 | 2024.06.05 08:00 | t/p | 23 | 0.10 | 199.464 | 198.204 | 199.464 | 91.49 | 1382.35 |
| 80 | 2024.06.05 08:00 | t/p | 24 | 0.10 | 199.464 | 198.204 | 199.464 | 44.65 | 1427.00 |
| 81 | 2024.07.01 14:00 | sell | 25 | 0.10 | 204.502 | 0.000 | 0.000 | ||
| 82 | 2024.07.01 14:00 | modify | 25 | 0.10 | 204.502 | 206.002 | 203.102 | ||
| 83 | 2024.07.03 14:00 | s/l | 25 | 0.10 | 206.002 | 206.002 | 203.102 | -101.49 | 1325.51 |
| 84 | 2024.07.10 16:00 | sell | 26 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 85 | 2024.07.10 16:00 | modify | 26 | 0.10 | 207.690 | 209.190 | 206.290 | ||
| 86 | 2024.07.11 13:00 | t/p | 26 | 0.10 | 206.290 | 209.190 | 206.290 | 83.61 | 1409.12 |
| 87 | 2024.07.11 13:00 | buy | 27 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 88 | 2024.07.11 13:00 | modify | 27 | 0.10 | 205.189 | 203.689 | 206.589 | ||
| 89 | 2024.07.17 09:00 | s/l | 27 | 0.10 | 203.689 | 203.689 | 206.589 | -92.80 | 1316.31 |
| 90 | 2024.07.24 15:00 | buy | 28 | 0.10 | 198.023 | 0.000 | 0.000 | ||
| 91 | 2024.07.24 15:00 | modify | 28 | 0.10 | 198.023 | 196.523 | 199.423 | ||
| 92 | 2024.07.24 18:00 | buy | 29 | 0.10 | 198.751 | 0.000 | 0.000 | ||
| 93 | 2024.07.24 18:00 | modify | 29 | 0.10 | 198.751 | 198.163 | 199.423 | ||
| 94 | 2024.07.24 18:00 | modify | 28 | 0.10 | 198.023 | 198.163 | 199.423 | ||
| 95 | 2024.07.24 22:00 | s/l | 28 | 0.10 | 198.163 | 198.163 | 199.423 | 9.04 | 1325.35 |
| 96 | 2024.07.24 22:00 | s/l | 29 | 0.10 | 198.163 | 198.163 | 199.423 | -38.00 | 1287.35 |
| 97 | 2024.08.12 15:00 | sell | 30 | 0.10 | 189.035 | 0.000 | 0.000 | ||
| 98 | 2024.08.12 15:00 | modify | 30 | 0.10 | 189.035 | 190.535 | 187.635 | ||
| 99 | 2024.08.13 00:00 | t/p | 30 | 0.10 | 187.635 | 190.535 | 187.635 | 88.17 | 1375.52 |
| 100 | 2024.08.15 13:00 | sell | 31 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 101 | 2024.08.15 13:00 | modify | 31 | 0.10 | 190.922 | 192.422 | 189.522 | ||
| 102 | 2024.08.19 05:00 | t/p | 31 | 0.10 | 189.522 | 192.422 | 189.522 | 85.88 | 1461.40 |
| 103 | 2024.10.02 18:00 | sell | 32 | 0.10 | 193.969 | 0.000 | 0.000 | ||
| 104 | 2024.10.02 18:00 | modify | 32 | 0.10 | 193.969 | 195.469 | 192.569 | ||
| 105 | 2024.10.03 08:00 | t/p | 32 | 0.10 | 192.569 | 195.469 | 192.569 | 83.61 | 1545.01 |
| 106 | 2024.10.04 15:00 | sell | 33 | 0.10 | 194.716 | 0.000 | 0.000 | ||
| 107 | 2024.10.04 15:00 | modify | 33 | 0.10 | 194.716 | 196.216 | 193.316 | ||
| 108 | 2024.10.07 17:00 | sell | 34 | 0.10 | 193.727 | 0.000 | 0.000 | ||
| 109 | 2024.10.07 17:00 | modify | 34 | 0.10 | 193.727 | 194.156 | 193.316 | ||
| 110 | 2024.10.07 17:00 | modify | 33 | 0.10 | 194.716 | 194.156 | 193.316 | ||
| 111 | 2024.10.07 23:00 | t/p | 33 | 0.10 | 193.316 | 194.156 | 193.316 | 88.18 | 1633.19 |
| 112 | 2024.10.07 23:00 | t/p | 34 | 0.10 | 193.316 | 194.156 | 193.316 | 26.56 | 1659.75 |
| 113 | 2024.10.23 10:00 | sell | 35 | 0.10 | 198.179 | 0.000 | 0.000 | ||
| 114 | 2024.10.23 10:00 | modify | 35 | 0.10 | 198.179 | 199.679 | 196.779 | ||
| 115 | 2024.10.24 05:00 | t/p | 35 | 0.10 | 196.779 | 199.679 | 196.779 | 83.61 | 1743.36 |
| 116 | 2024.10.31 16:00 | buy | 36 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 117 | 2024.10.31 16:00 | modify | 36 | 0.10 | 195.893 | 194.393 | 197.293 | ||
| 118 | 2024.10.31 23:59 | close at stop | 36 | 0.10 | 195.491 | 194.393 | 197.293 | -25.98 | 1717.38 |