Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7242 | Ticks modelled | 13483 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 739.55 | Gross profit | 1249.22 | Gross loss | -509.67 |
| Profit factor | 2.45 | Expected payoff | 27.39 | ||
| Absolute drawdown | 32.49 | Maximal drawdown | 314.75 (18.02%) | Relative drawdown | 18.02% (314.75) |
| Total trades | 27 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
| Largest | profit trade | 97.71 | loss trade | -95.16 | |
| Average | profit trade | 73.48 | loss trade | -50.97 | |
| Maximum | consecutive wins (profit in money) | 6 (415.19) | consecutive losses (loss in money) | 3 (-21.52) | |
| Maximal | consecutive profit (count of wins) | 415.19 (6) | consecutive loss (count of losses) | -188.16 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.01 21:00 | buy | 1 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 2 | 2024.05.01 21:00 | modify | 1 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 3 | 2024.05.02 00:00 | t/p | 1 | 0.10 | 195.129 | 192.229 | 195.129 | 97.70 | 1097.70 |
| 4 | 2024.05.02 15:00 | buy | 2 | 0.10 | 192.375 | 0.000 | 0.000 | ||
| 5 | 2024.05.02 15:00 | modify | 2 | 0.10 | 192.375 | 190.975 | 193.875 | ||
| 6 | 2024.05.06 06:00 | buy | 3 | 0.10 | 193.134 | 0.000 | 0.000 | ||
| 7 | 2024.05.06 06:00 | modify | 3 | 0.10 | 193.134 | 192.675 | 193.875 | ||
| 8 | 2024.05.06 06:00 | buy | 4 | 0.10 | 193.134 | 0.000 | 0.000 | ||
| 9 | 2024.05.06 06:00 | modify | 4 | 0.10 | 193.134 | 192.750 | 193.875 | ||
| 10 | 2024.05.06 06:00 | modify | 2 | 0.10 | 192.375 | 192.750 | 193.875 | ||
| 11 | 2024.05.06 07:00 | modify | 3 | 0.10 | 193.134 | 192.750 | 193.875 | ||
| 12 | 2024.05.06 09:00 | buy | 5 | 0.10 | 193.444 | 0.000 | 0.000 | ||
| 13 | 2024.05.06 09:00 | modify | 5 | 0.10 | 193.444 | 193.125 | 193.875 | ||
| 14 | 2024.05.06 09:00 | modify | 4 | 0.10 | 193.134 | 193.125 | 193.875 | ||
| 15 | 2024.05.06 09:00 | modify | 3 | 0.10 | 193.134 | 193.125 | 193.875 | ||
| 16 | 2024.05.06 09:00 | modify | 2 | 0.10 | 192.375 | 193.125 | 193.875 | ||
| 17 | 2024.05.07 02:00 | t/p | 2 | 0.10 | 193.875 | 193.125 | 193.875 | 97.71 | 1195.41 |
| 18 | 2024.05.07 02:00 | t/p | 3 | 0.10 | 193.875 | 193.125 | 193.875 | 47.84 | 1243.24 |
| 19 | 2024.05.07 02:00 | t/p | 4 | 0.10 | 193.875 | 193.125 | 193.875 | 47.84 | 1291.08 |
| 20 | 2024.05.07 02:00 | t/p | 5 | 0.10 | 193.875 | 193.125 | 193.875 | 28.21 | 1319.28 |
| 21 | 2024.06.04 11:00 | buy | 6 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 22 | 2024.06.04 11:00 | modify | 6 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 23 | 2024.06.05 08:00 | t/p | 6 | 0.10 | 199.153 | 196.253 | 199.153 | 95.91 | 1415.19 |
| 24 | 2024.07.11 13:00 | buy | 7 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 25 | 2024.07.11 13:00 | modify | 7 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 26 | 2024.07.17 09:00 | s/l | 7 | 0.10 | 203.789 | 203.789 | 206.689 | -85.10 | 1330.09 |
| 27 | 2024.07.30 17:00 | buy | 8 | 0.10 | 196.690 | 0.000 | 0.000 | ||
| 28 | 2024.07.30 17:00 | modify | 8 | 0.10 | 196.690 | 195.290 | 198.190 | ||
| 29 | 2024.07.31 04:00 | s/l | 8 | 0.10 | 195.290 | 195.290 | 198.190 | -87.78 | 1242.31 |
| 30 | 2024.07.31 14:00 | buy | 9 | 0.10 | 192.405 | 0.000 | 0.000 | ||
| 31 | 2024.07.31 14:00 | modify | 9 | 0.10 | 192.405 | 191.005 | 193.905 | ||
| 32 | 2024.07.31 18:00 | buy | 10 | 0.10 | 193.456 | 0.000 | 0.000 | ||
| 33 | 2024.07.31 18:00 | modify | 10 | 0.10 | 193.456 | 193.155 | 193.905 | ||
| 34 | 2024.07.31 18:00 | modify | 9 | 0.10 | 192.405 | 193.155 | 193.905 | ||
| 35 | 2024.07.31 19:00 | t/p | 9 | 0.10 | 193.905 | 193.155 | 193.905 | 95.02 | 1337.33 |
| 36 | 2024.07.31 19:00 | t/p | 10 | 0.10 | 193.905 | 193.155 | 193.905 | 28.44 | 1365.77 |
| 37 | 2024.08.02 15:00 | buy | 11 | 0.10 | 187.864 | 0.000 | 0.000 | ||
| 38 | 2024.08.02 15:00 | modify | 11 | 0.10 | 187.864 | 186.464 | 189.364 | ||
| 39 | 2024.08.05 00:00 | s/l | 11 | 0.10 | 186.464 | 186.464 | 189.364 | -87.78 | 1277.99 |
| 40 | 2024.08.05 09:00 | buy | 12 | 0.10 | 181.763 | 0.000 | 0.000 | ||
| 41 | 2024.08.05 09:00 | modify | 12 | 0.10 | 181.763 | 180.363 | 183.263 | ||
| 42 | 2024.08.05 15:00 | t/p | 12 | 0.10 | 183.263 | 180.363 | 183.263 | 95.01 | 1373.00 |
| 43 | 2024.08.05 17:00 | sell | 13 | 0.10 | 184.060 | 0.000 | 0.000 | ||
| 44 | 2024.08.05 17:00 | modify | 13 | 0.10 | 184.060 | 185.460 | 182.560 | ||
| 45 | 2024.08.05 19:00 | sell | 14 | 0.10 | 182.991 | 0.000 | 0.000 | ||
| 46 | 2024.08.05 19:00 | modify | 14 | 0.10 | 182.991 | 183.310 | 182.560 | ||
| 47 | 2024.08.05 19:00 | modify | 13 | 0.10 | 184.060 | 183.310 | 182.560 | ||
| 48 | 2024.08.05 20:00 | s/l | 13 | 0.10 | 183.310 | 183.310 | 182.560 | 47.50 | 1420.50 |
| 49 | 2024.08.05 20:00 | s/l | 14 | 0.10 | 183.310 | 183.310 | 182.560 | -20.21 | 1400.29 |
| 50 | 2024.08.06 13:00 | buy | 15 | 0.10 | 183.371 | 0.000 | 0.000 | ||
| 51 | 2024.08.06 13:00 | modify | 15 | 0.10 | 183.371 | 181.971 | 184.871 | ||
| 52 | 2024.08.07 02:00 | t/p | 15 | 0.10 | 184.871 | 181.971 | 184.871 | 95.91 | 1496.19 |
| 53 | 2024.08.07 10:00 | sell | 16 | 0.10 | 187.546 | 0.000 | 0.000 | ||
| 54 | 2024.08.07 10:00 | modify | 16 | 0.10 | 187.546 | 188.946 | 186.046 | ||
| 55 | 2024.08.07 22:00 | t/p | 16 | 0.10 | 186.046 | 188.946 | 186.046 | 95.00 | 1591.19 |
| 56 | 2024.08.15 14:00 | sell | 17 | 0.10 | 191.346 | 0.000 | 0.000 | ||
| 57 | 2024.08.15 14:00 | modify | 17 | 0.10 | 191.346 | 192.746 | 189.846 | ||
| 58 | 2024.08.19 04:00 | t/p | 17 | 0.10 | 189.846 | 192.746 | 189.846 | 90.68 | 1681.87 |
| 59 | 2024.09.20 11:00 | sell | 18 | 0.10 | 191.627 | 0.000 | 0.000 | ||
| 60 | 2024.09.20 11:00 | modify | 18 | 0.10 | 191.627 | 193.027 | 190.127 | ||
| 61 | 2024.09.24 07:00 | s/l | 18 | 0.10 | 193.027 | 193.027 | 190.127 | -93.00 | 1588.88 |
| 62 | 2024.10.02 15:00 | sell | 19 | 0.10 | 193.706 | 0.000 | 0.000 | ||
| 63 | 2024.10.02 15:00 | modify | 19 | 0.10 | 193.706 | 195.106 | 192.206 | ||
| 64 | 2024.10.03 02:00 | s/l | 19 | 0.10 | 195.106 | 195.106 | 192.206 | -95.16 | 1493.72 |
| 65 | 2024.10.04 13:00 | sell | 20 | 0.10 | 194.415 | 0.000 | 0.000 | ||
| 66 | 2024.10.04 13:00 | modify | 20 | 0.10 | 194.415 | 195.815 | 192.915 | ||
| 67 | 2024.10.07 14:00 | sell | 21 | 0.10 | 193.363 | 0.000 | 0.000 | ||
| 68 | 2024.10.07 14:00 | modify | 21 | 0.10 | 193.363 | 193.665 | 192.915 | ||
| 69 | 2024.10.07 14:00 | modify | 20 | 0.10 | 194.415 | 193.665 | 192.915 | ||
| 70 | 2024.10.07 15:00 | s/l | 20 | 0.10 | 193.665 | 193.665 | 192.915 | 45.35 | 1539.06 |
| 71 | 2024.10.07 15:00 | s/l | 21 | 0.10 | 193.665 | 193.665 | 192.915 | -19.12 | 1519.94 |
| 72 | 2024.10.31 16:00 | buy | 22 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 73 | 2024.10.31 16:00 | modify | 22 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 74 | 2024.11.01 13:00 | t/p | 22 | 0.10 | 197.393 | 194.493 | 197.393 | 95.91 | 1615.85 |
| 75 | 2024.11.15 18:00 | buy | 23 | 0.10 | 194.846 | 0.000 | 0.000 | ||
| 76 | 2024.11.15 18:00 | modify | 23 | 0.10 | 194.846 | 193.446 | 196.346 | ||
| 77 | 2024.11.19 04:00 | buy | 24 | 0.10 | 195.610 | 0.000 | 0.000 | ||
| 78 | 2024.11.19 04:00 | modify | 24 | 0.10 | 195.610 | 195.146 | 196.346 | ||
| 79 | 2024.11.19 04:00 | buy | 25 | 0.10 | 195.610 | 0.000 | 0.000 | ||
| 80 | 2024.11.19 04:00 | modify | 25 | 0.10 | 195.610 | 195.221 | 196.346 | ||
| 81 | 2024.11.19 04:00 | modify | 23 | 0.10 | 194.846 | 195.221 | 196.346 | ||
| 82 | 2024.11.19 05:00 | modify | 24 | 0.10 | 195.610 | 195.221 | 196.346 | ||
| 83 | 2024.11.19 07:00 | buy | 26 | 0.10 | 195.908 | 0.000 | 0.000 | ||
| 84 | 2024.11.19 07:00 | modify | 26 | 0.10 | 195.908 | 195.596 | 196.346 | ||
| 85 | 2024.11.19 07:00 | modify | 25 | 0.10 | 195.610 | 195.596 | 196.346 | ||
| 86 | 2024.11.19 07:00 | modify | 24 | 0.10 | 195.610 | 195.596 | 196.346 | ||
| 87 | 2024.11.19 07:00 | modify | 23 | 0.10 | 194.846 | 195.596 | 196.346 | ||
| 88 | 2024.11.19 09:00 | s/l | 23 | 0.10 | 195.596 | 195.596 | 196.346 | 49.30 | 1665.15 |
| 89 | 2024.11.19 09:00 | s/l | 24 | 0.10 | 195.596 | 195.596 | 196.346 | -0.88 | 1664.27 |
| 90 | 2024.11.19 09:00 | s/l | 25 | 0.10 | 195.596 | 195.596 | 196.346 | -0.88 | 1663.39 |
| 91 | 2024.11.19 09:00 | s/l | 26 | 0.10 | 195.596 | 195.596 | 196.346 | -19.76 | 1643.63 |
| 92 | 2024.12.02 17:00 | buy | 27 | 0.10 | 188.640 | 0.000 | 0.000 | ||
| 93 | 2024.12.02 17:00 | modify | 27 | 0.10 | 188.640 | 187.240 | 190.140 | ||
| 94 | 2024.12.03 09:00 | t/p | 27 | 0.10 | 190.140 | 187.240 | 190.140 | 95.92 | 1739.55 |