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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1332.92 | Gross profit | 1622.23 | Gross loss | -289.31 |
| Profit factor | 5.61 | Expected payoff | 43.00 | ||
| Absolute drawdown | 159.93 | Maximal drawdown | 159.93 (15.99%) | Relative drawdown | 15.99% (159.93) |
| Total trades | 31 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
| Largest | profit trade | 97.69 | loss trade | -103.65 | |
| Average | profit trade | 70.53 | loss trade | -36.16 | |
| Maximum | consecutive wins (profit in money) | 7 (508.00) | consecutive losses (loss in money) | 2 (-23.99) | |
| Maximal | consecutive profit (count of wins) | 508.00 (7) | consecutive loss (count of losses) | -103.65 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.17 09:00 | sell | 1 | 0.10 | 187.090 | 0.000 | 0.000 | ||
| 2 | 2024.01.17 09:00 | modify | 1 | 0.10 | 187.090 | 188.590 | 185.590 | ||
| 3 | 2024.01.19 03:00 | s/l | 1 | 0.10 | 188.590 | 188.590 | 185.590 | -103.65 | 896.35 |
| 4 | 2024.01.31 17:00 | buy | 2 | 0.10 | 186.245 | 0.000 | 0.000 | ||
| 5 | 2024.01.31 17:00 | modify | 2 | 0.10 | 186.245 | 184.745 | 187.745 | ||
| 6 | 2024.02.07 11:00 | buy | 3 | 0.10 | 187.078 | 0.000 | 0.000 | ||
| 7 | 2024.02.07 11:00 | modify | 3 | 0.10 | 187.078 | 186.770 | 187.745 | ||
| 8 | 2024.02.07 11:00 | modify | 2 | 0.10 | 186.245 | 186.770 | 187.745 | ||
| 9 | 2024.02.07 15:00 | s/l | 2 | 0.10 | 186.770 | 186.770 | 187.745 | 39.52 | 935.88 |
| 10 | 2024.02.07 15:00 | s/l | 3 | 0.10 | 186.770 | 186.770 | 187.745 | -19.50 | 916.38 |
| 11 | 2024.04.12 14:00 | buy | 4 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 12 | 2024.04.12 14:00 | modify | 4 | 0.10 | 190.472 | 188.972 | 191.972 | ||
| 13 | 2024.04.15 08:00 | t/p | 4 | 0.10 | 191.972 | 188.972 | 191.972 | 95.90 | 1012.27 |
| 14 | 2024.05.01 22:00 | buy | 5 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 15 | 2024.05.01 22:00 | modify | 5 | 0.10 | 193.156 | 191.656 | 194.656 | ||
| 16 | 2024.05.01 23:00 | t/p | 5 | 0.10 | 194.656 | 191.656 | 194.656 | 95.00 | 1107.27 |
| 17 | 2024.05.02 17:00 | buy | 6 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 18 | 2024.05.02 17:00 | modify | 6 | 0.10 | 192.497 | 190.997 | 193.997 | ||
| 19 | 2024.05.06 08:00 | buy | 7 | 0.10 | 193.340 | 0.000 | 0.000 | ||
| 20 | 2024.05.06 08:00 | modify | 7 | 0.10 | 193.340 | 193.022 | 193.997 | ||
| 21 | 2024.05.06 08:00 | modify | 6 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 22 | 2024.05.06 18:00 | buy | 8 | 0.10 | 193.421 | 0.000 | 0.000 | ||
| 23 | 2024.05.06 18:00 | modify | 8 | 0.10 | 193.421 | 192.872 | 193.997 | ||
| 24 | 2024.05.06 19:00 | modify | 8 | 0.10 | 193.421 | 193.022 | 193.997 | ||
| 25 | 2024.05.07 03:00 | t/p | 6 | 0.10 | 193.997 | 193.022 | 193.997 | 97.69 | 1204.96 |
| 26 | 2024.05.07 03:00 | t/p | 7 | 0.10 | 193.997 | 193.022 | 193.997 | 42.51 | 1247.47 |
| 27 | 2024.05.07 03:00 | t/p | 8 | 0.10 | 193.997 | 193.022 | 193.997 | 37.38 | 1284.84 |
| 28 | 2024.06.04 12:00 | buy | 9 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 29 | 2024.06.04 12:00 | modify | 9 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 30 | 2024.06.05 08:00 | t/p | 9 | 0.10 | 199.158 | 196.158 | 199.158 | 95.90 | 1380.74 |
| 31 | 2024.06.14 12:00 | buy | 10 | 0.10 | 199.573 | 0.000 | 0.000 | ||
| 32 | 2024.06.14 12:00 | modify | 10 | 0.10 | 199.573 | 198.073 | 201.073 | ||
| 33 | 2024.06.17 15:00 | buy | 11 | 0.10 | 200.191 | 0.000 | 0.000 | ||
| 34 | 2024.06.17 15:00 | modify | 11 | 0.10 | 200.191 | 199.648 | 201.073 | ||
| 35 | 2024.06.17 15:00 | modify | 10 | 0.10 | 199.573 | 199.648 | 201.073 | ||
| 36 | 2024.06.17 18:00 | buy | 12 | 0.10 | 200.412 | 0.000 | 0.000 | ||
| 37 | 2024.06.17 18:00 | modify | 12 | 0.10 | 200.412 | 200.098 | 201.073 | ||
| 38 | 2024.06.17 18:00 | modify | 11 | 0.10 | 200.191 | 200.098 | 201.073 | ||
| 39 | 2024.06.17 18:00 | modify | 10 | 0.10 | 199.573 | 200.098 | 201.073 | ||
| 40 | 2024.06.18 02:00 | s/l | 10 | 0.10 | 200.098 | 200.098 | 201.073 | 35.04 | 1415.78 |
| 41 | 2024.06.18 02:00 | s/l | 11 | 0.10 | 200.098 | 200.098 | 201.073 | -4.99 | 1410.79 |
| 42 | 2024.06.18 02:00 | s/l | 12 | 0.10 | 200.098 | 200.098 | 201.073 | -18.99 | 1391.79 |
| 43 | 2024.08.15 16:00 | sell | 13 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 44 | 2024.08.15 16:00 | modify | 13 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 45 | 2024.08.19 02:00 | sell | 14 | 0.10 | 190.917 | 0.000 | 0.000 | ||
| 46 | 2024.08.19 02:00 | modify | 14 | 0.10 | 190.917 | 191.454 | 190.029 | ||
| 47 | 2024.08.19 02:00 | modify | 13 | 0.10 | 191.529 | 191.454 | 190.029 | ||
| 48 | 2024.08.19 04:00 | t/p | 13 | 0.10 | 190.029 | 191.454 | 190.029 | 90.66 | 1482.45 |
| 49 | 2024.08.19 04:00 | t/p | 14 | 0.10 | 190.029 | 191.454 | 190.029 | 56.23 | 1538.68 |
| 50 | 2024.09.02 10:00 | sell | 15 | 0.10 | 192.685 | 0.000 | 0.000 | ||
| 51 | 2024.09.02 10:00 | modify | 15 | 0.10 | 192.685 | 194.185 | 191.185 | ||
| 52 | 2024.09.03 09:00 | t/p | 15 | 0.10 | 191.185 | 194.185 | 191.185 | 92.83 | 1631.51 |
| 53 | 2024.09.23 09:00 | buy | 16 | 0.10 | 190.598 | 0.000 | 0.000 | ||
| 54 | 2024.09.23 09:00 | modify | 16 | 0.10 | 190.598 | 189.098 | 192.098 | ||
| 55 | 2024.09.23 12:00 | buy | 17 | 0.10 | 191.216 | 0.000 | 0.000 | ||
| 56 | 2024.09.23 12:00 | modify | 17 | 0.10 | 191.216 | 190.673 | 192.098 | ||
| 57 | 2024.09.23 12:00 | modify | 16 | 0.10 | 190.598 | 190.673 | 192.098 | ||
| 58 | 2024.09.23 14:00 | t/p | 16 | 0.10 | 192.098 | 190.673 | 192.098 | 95.00 | 1726.51 |
| 59 | 2024.09.23 14:00 | t/p | 17 | 0.10 | 192.098 | 190.673 | 192.098 | 55.86 | 1782.37 |
| 60 | 2024.10.02 17:00 | sell | 18 | 0.10 | 193.789 | 0.000 | 0.000 | ||
| 61 | 2024.10.02 17:00 | modify | 18 | 0.10 | 193.789 | 195.289 | 192.289 | ||
| 62 | 2024.10.03 09:00 | t/p | 18 | 0.10 | 192.289 | 195.289 | 192.289 | 88.50 | 1870.87 |
| 63 | 2024.10.04 14:00 | sell | 19 | 0.10 | 194.398 | 0.000 | 0.000 | ||
| 64 | 2024.10.04 14:00 | modify | 19 | 0.10 | 194.398 | 195.898 | 192.898 | ||
| 65 | 2024.10.07 13:00 | sell | 20 | 0.10 | 193.781 | 0.000 | 0.000 | ||
| 66 | 2024.10.07 13:00 | modify | 20 | 0.10 | 193.781 | 194.323 | 192.898 | ||
| 67 | 2024.10.07 13:00 | modify | 19 | 0.10 | 194.398 | 194.323 | 192.898 | ||
| 68 | 2024.10.08 10:00 | sell | 21 | 0.10 | 193.560 | 0.000 | 0.000 | ||
| 69 | 2024.10.08 10:00 | modify | 21 | 0.10 | 193.560 | 193.873 | 192.898 | ||
| 70 | 2024.10.08 10:00 | modify | 20 | 0.10 | 193.781 | 193.873 | 192.898 | ||
| 71 | 2024.10.08 10:00 | modify | 19 | 0.10 | 194.398 | 193.873 | 192.898 | ||
| 72 | 2024.10.08 11:00 | s/l | 19 | 0.10 | 193.873 | 193.873 | 192.898 | 28.92 | 1899.79 |
| 73 | 2024.10.08 11:00 | s/l | 20 | 0.10 | 193.873 | 193.873 | 192.898 | -7.98 | 1891.81 |
| 74 | 2024.10.08 11:00 | s/l | 21 | 0.10 | 193.873 | 193.873 | 192.898 | -19.82 | 1871.99 |
| 75 | 2024.10.31 17:00 | buy | 22 | 0.10 | 196.133 | 0.000 | 0.000 | ||
| 76 | 2024.10.31 17:00 | modify | 22 | 0.10 | 196.133 | 194.633 | 197.633 | ||
| 77 | 2024.11.01 14:00 | t/p | 22 | 0.10 | 197.633 | 194.633 | 197.633 | 95.90 | 1967.88 |
| 78 | 2024.11.01 16:00 | sell | 23 | 0.10 | 198.198 | 0.000 | 0.000 | ||
| 79 | 2024.11.01 16:00 | modify | 23 | 0.10 | 198.198 | 199.698 | 196.698 | ||
| 80 | 2024.11.04 08:00 | sell | 24 | 0.10 | 197.369 | 0.000 | 0.000 | ||
| 81 | 2024.11.04 08:00 | modify | 24 | 0.10 | 197.369 | 197.673 | 196.698 | ||
| 82 | 2024.11.04 08:00 | modify | 23 | 0.10 | 198.198 | 197.673 | 196.698 | ||
| 83 | 2024.11.04 12:00 | t/p | 23 | 0.10 | 196.698 | 197.673 | 196.698 | 92.84 | 2060.72 |
| 84 | 2024.11.04 12:00 | t/p | 24 | 0.10 | 196.698 | 197.673 | 196.698 | 42.50 | 2103.22 |
| 85 | 2024.11.15 20:00 | buy | 25 | 0.10 | 194.524 | 0.000 | 0.000 | ||
| 86 | 2024.11.15 20:00 | modify | 25 | 0.10 | 194.524 | 193.024 | 196.024 | ||
| 87 | 2024.11.18 02:00 | buy | 26 | 0.10 | 195.369 | 0.000 | 0.000 | ||
| 88 | 2024.11.18 02:00 | modify | 26 | 0.10 | 195.369 | 195.049 | 196.024 | ||
| 89 | 2024.11.18 02:00 | modify | 25 | 0.10 | 194.524 | 195.049 | 196.024 | ||
| 90 | 2024.11.18 05:00 | s/l | 25 | 0.10 | 195.049 | 195.049 | 196.024 | 34.15 | 2137.37 |
| 91 | 2024.11.18 05:00 | s/l | 26 | 0.10 | 195.049 | 195.049 | 196.024 | -20.27 | 2117.10 |
| 92 | 2024.11.19 11:00 | buy | 27 | 0.10 | 194.340 | 0.000 | 0.000 | ||
| 93 | 2024.11.19 11:00 | modify | 27 | 0.10 | 194.340 | 192.840 | 195.840 | ||
| 94 | 2024.11.19 18:00 | t/p | 27 | 0.10 | 195.840 | 192.840 | 195.840 | 95.00 | 2212.10 |
| 95 | 2024.12.06 16:00 | buy | 28 | 0.10 | 191.024 | 0.000 | 0.000 | ||
| 96 | 2024.12.06 16:00 | modify | 28 | 0.10 | 191.024 | 189.524 | 192.524 | ||
| 97 | 2024.12.09 14:00 | t/p | 28 | 0.10 | 192.524 | 189.524 | 192.524 | 95.90 | 2307.99 |
| 98 | 2024.12.16 17:00 | sell | 29 | 0.10 | 195.607 | 0.000 | 0.000 | ||
| 99 | 2024.12.16 17:00 | modify | 29 | 0.10 | 195.607 | 197.107 | 194.107 | ||
| 100 | 2024.12.18 20:00 | sell | 30 | 0.10 | 194.760 | 0.000 | 0.000 | ||
| 101 | 2024.12.18 20:00 | modify | 30 | 0.10 | 194.760 | 195.082 | 194.107 | ||
| 102 | 2024.12.18 20:00 | modify | 29 | 0.10 | 195.607 | 195.082 | 194.107 | ||
| 103 | 2024.12.19 00:00 | t/p | 29 | 0.10 | 194.107 | 195.082 | 194.107 | 84.17 | 2392.16 |
| 104 | 2024.12.19 00:00 | t/p | 30 | 0.10 | 194.107 | 195.082 | 194.107 | 34.86 | 2427.02 |
| 105 | 2024.12.30 17:00 | buy | 31 | 0.10 | 196.898 | 0.000 | 0.000 | ||
| 106 | 2024.12.30 17:00 | modify | 31 | 0.10 | 196.898 | 195.398 | 198.398 | ||
| 107 | 2024.12.31 21:59 | s/l | 31 | 0.10 | 195.398 | 195.398 | 198.398 | -94.10 | 2332.92 |