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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=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 | 537.20 | Gross profit | 1098.79 | Gross loss | -561.59 |
| Profit factor | 1.96 | Expected payoff | 20.66 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 230.79 (14.31%) | Relative drawdown | 14.31% (230.79) |
| Total trades | 26 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 16 (61.54%) | Loss trades (% of total) | 10 (38.46%) | ||
| Largest | profit trade | 97.68 | loss trade | -88.65 | |
| Average | profit trade | 68.67 | loss trade | -56.16 | |
| Maximum | consecutive wins (profit in money) | 7 (542.97) | consecutive losses (loss in money) | 3 (-134.99) | |
| Maximal | consecutive profit (count of wins) | 542.97 (7) | consecutive loss (count of losses) | -134.99 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.19 03:00 | buy | 1 | 0.10 | 190.809 | 0.000 | 0.000 | ||
| 2 | 2024.04.19 03:00 | modify | 1 | 0.10 | 190.809 | 189.409 | 192.309 | ||
| 3 | 2024.04.19 04:00 | buy | 2 | 0.10 | 191.648 | 0.000 | 0.000 | ||
| 4 | 2024.04.19 04:00 | modify | 2 | 0.10 | 191.648 | 191.184 | 192.309 | ||
| 5 | 2024.04.19 04:00 | modify | 1 | 0.10 | 190.809 | 191.184 | 192.309 | ||
| 6 | 2024.04.19 08:00 | t/p | 1 | 0.10 | 192.309 | 191.184 | 192.309 | 94.99 | 1094.99 |
| 7 | 2024.04.19 08:00 | t/p | 2 | 0.10 | 192.309 | 191.184 | 192.309 | 41.86 | 1136.85 |
| 8 | 2024.04.29 02:00 | sell | 3 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 9 | 2024.04.29 02:00 | modify | 3 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 10 | 2024.04.29 05:00 | t/p | 3 | 0.10 | 197.814 | 200.714 | 197.814 | 94.98 | 1231.83 |
| 11 | 2024.05.01 21:00 | buy | 4 | 0.10 | 193.629 | 0.000 | 0.000 | ||
| 12 | 2024.05.01 21:00 | modify | 4 | 0.10 | 193.629 | 192.229 | 195.129 | ||
| 13 | 2024.05.02 00:00 | t/p | 4 | 0.10 | 195.129 | 192.229 | 195.129 | 97.68 | 1329.51 |
| 14 | 2024.05.02 15:00 | buy | 5 | 0.10 | 192.375 | 0.000 | 0.000 | ||
| 15 | 2024.05.02 15:00 | modify | 5 | 0.10 | 192.375 | 190.975 | 193.875 | ||
| 16 | 2024.05.07 02:00 | t/p | 5 | 0.10 | 193.875 | 190.975 | 193.875 | 97.68 | 1427.19 |
| 17 | 2024.06.04 10:00 | buy | 6 | 0.10 | 198.064 | 0.000 | 0.000 | ||
| 18 | 2024.06.04 10:00 | modify | 6 | 0.10 | 198.064 | 196.664 | 199.564 | ||
| 19 | 2024.06.05 09:00 | t/p | 6 | 0.10 | 199.564 | 196.664 | 199.564 | 95.89 | 1523.07 |
| 20 | 2024.07.11 13:00 | buy | 7 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 21 | 2024.07.11 13:00 | modify | 7 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 22 | 2024.07.12 08:00 | buy | 8 | 0.10 | 205.869 | 0.000 | 0.000 | ||
| 23 | 2024.07.12 08:00 | modify | 8 | 0.10 | 205.869 | 205.489 | 206.689 | ||
| 24 | 2024.07.12 08:00 | modify | 7 | 0.10 | 205.189 | 205.489 | 206.689 | ||
| 25 | 2024.07.12 13:00 | s/l | 7 | 0.10 | 205.489 | 205.489 | 206.689 | 19.90 | 1542.97 |
| 26 | 2024.07.12 13:00 | s/l | 8 | 0.10 | 205.489 | 205.489 | 206.689 | -24.06 | 1518.91 |
| 27 | 2024.07.17 09:00 | buy | 9 | 0.10 | 203.593 | 0.000 | 0.000 | ||
| 28 | 2024.07.17 09:00 | modify | 9 | 0.10 | 203.593 | 202.193 | 205.093 | ||
| 29 | 2024.07.18 00:00 | s/l | 9 | 0.10 | 202.193 | 202.193 | 205.093 | -85.97 | 1432.94 |
| 30 | 2024.07.25 03:00 | buy | 10 | 0.10 | 196.772 | 0.000 | 0.000 | ||
| 31 | 2024.07.25 03:00 | modify | 10 | 0.10 | 196.772 | 195.372 | 198.272 | ||
| 32 | 2024.07.25 14:00 | t/p | 10 | 0.10 | 198.272 | 195.372 | 198.272 | 94.99 | 1527.93 |
| 33 | 2024.07.30 21:00 | buy | 11 | 0.10 | 196.013 | 0.000 | 0.000 | ||
| 34 | 2024.07.30 21:00 | modify | 11 | 0.10 | 196.013 | 194.613 | 197.513 | ||
| 35 | 2024.07.31 05:00 | t/p | 11 | 0.10 | 197.513 | 194.613 | 197.513 | 95.89 | 1623.81 |
| 36 | 2024.08.02 15:00 | buy | 12 | 0.10 | 187.864 | 0.000 | 0.000 | ||
| 37 | 2024.08.02 15:00 | modify | 12 | 0.10 | 187.864 | 186.464 | 189.364 | ||
| 38 | 2024.08.05 00:00 | s/l | 12 | 0.10 | 186.464 | 186.464 | 189.364 | -87.76 | 1536.05 |
| 39 | 2024.08.15 13:00 | sell | 13 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 40 | 2024.08.15 13:00 | modify | 13 | 0.10 | 190.922 | 192.322 | 189.422 | ||
| 41 | 2024.08.19 04:00 | sell | 14 | 0.10 | 189.718 | 0.000 | 0.000 | ||
| 42 | 2024.08.19 04:00 | modify | 14 | 0.10 | 189.718 | 190.172 | 189.422 | ||
| 43 | 2024.08.19 04:00 | modify | 13 | 0.10 | 190.922 | 190.172 | 189.422 | ||
| 44 | 2024.08.19 05:00 | t/p | 13 | 0.10 | 189.422 | 190.172 | 189.422 | 90.66 | 1626.71 |
| 45 | 2024.08.19 05:00 | t/p | 14 | 0.10 | 189.422 | 190.172 | 189.422 | 18.75 | 1645.46 |
| 46 | 2024.10.02 14:00 | sell | 15 | 0.10 | 193.304 | 0.000 | 0.000 | ||
| 47 | 2024.10.02 14:00 | modify | 15 | 0.10 | 193.304 | 194.704 | 191.804 | ||
| 48 | 2024.10.02 23:00 | s/l | 15 | 0.10 | 194.704 | 194.704 | 191.804 | -88.65 | 1556.81 |
| 49 | 2024.10.04 13:00 | sell | 16 | 0.10 | 194.415 | 0.000 | 0.000 | ||
| 50 | 2024.10.04 13:00 | modify | 16 | 0.10 | 194.415 | 195.815 | 192.915 | ||
| 51 | 2024.10.07 16:00 | sell | 17 | 0.10 | 193.739 | 0.000 | 0.000 | ||
| 52 | 2024.10.07 16:00 | modify | 17 | 0.10 | 193.739 | 194.115 | 192.915 | ||
| 53 | 2024.10.07 16:00 | modify | 16 | 0.10 | 194.415 | 194.115 | 192.915 | ||
| 54 | 2024.10.07 19:00 | sell | 18 | 0.10 | 193.582 | 0.000 | 0.000 | ||
| 55 | 2024.10.07 19:00 | modify | 18 | 0.10 | 193.582 | 194.040 | 192.915 | ||
| 56 | 2024.10.07 19:00 | modify | 17 | 0.10 | 193.739 | 194.040 | 192.915 | ||
| 57 | 2024.10.07 19:00 | modify | 16 | 0.10 | 194.415 | 194.040 | 192.915 | ||
| 58 | 2024.10.08 13:00 | s/l | 16 | 0.10 | 194.040 | 194.040 | 192.915 | 19.42 | 1576.23 |
| 59 | 2024.10.08 13:00 | s/l | 17 | 0.10 | 194.040 | 194.040 | 192.915 | -21.22 | 1555.01 |
| 60 | 2024.10.08 13:00 | s/l | 18 | 0.10 | 194.040 | 194.040 | 192.915 | -31.16 | 1523.84 |
| 61 | 2024.10.31 16:00 | buy | 19 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 62 | 2024.10.31 16:00 | modify | 19 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 63 | 2024.11.01 13:00 | t/p | 19 | 0.10 | 197.393 | 194.493 | 197.393 | 95.89 | 1619.73 |
| 64 | 2024.11.15 17:00 | buy | 20 | 0.10 | 195.247 | 0.000 | 0.000 | ||
| 65 | 2024.11.15 17:00 | modify | 20 | 0.10 | 195.247 | 193.847 | 196.747 | ||
| 66 | 2024.11.18 16:00 | buy | 21 | 0.10 | 195.937 | 0.000 | 0.000 | ||
| 67 | 2024.11.18 16:00 | modify | 21 | 0.10 | 195.937 | 195.547 | 196.747 | ||
| 68 | 2024.11.18 16:00 | modify | 20 | 0.10 | 195.247 | 195.547 | 196.747 | ||
| 69 | 2024.11.18 22:00 | buy | 22 | 0.10 | 196.081 | 0.000 | 0.000 | ||
| 70 | 2024.11.18 22:00 | modify | 22 | 0.10 | 196.081 | 195.622 | 196.747 | ||
| 71 | 2024.11.18 22:00 | modify | 21 | 0.10 | 195.937 | 195.622 | 196.747 | ||
| 72 | 2024.11.18 22:00 | modify | 20 | 0.10 | 195.247 | 195.622 | 196.747 | ||
| 73 | 2024.11.19 01:00 | s/l | 20 | 0.10 | 195.622 | 195.622 | 196.747 | 25.53 | 1645.26 |
| 74 | 2024.11.19 01:00 | s/l | 21 | 0.10 | 195.622 | 195.622 | 196.747 | -19.05 | 1626.21 |
| 75 | 2024.11.19 01:00 | s/l | 22 | 0.10 | 195.622 | 195.622 | 196.747 | -28.17 | 1598.03 |
| 76 | 2024.11.29 02:00 | buy | 23 | 0.10 | 190.482 | 0.000 | 0.000 | ||
| 77 | 2024.11.29 02:00 | modify | 23 | 0.10 | 190.482 | 189.082 | 191.982 | ||
| 78 | 2024.12.02 17:00 | s/l | 23 | 0.10 | 189.082 | 189.082 | 191.982 | -87.76 | 1510.27 |
| 79 | 2024.12.02 17:00 | buy | 24 | 0.10 | 188.640 | 0.000 | 0.000 | ||
| 80 | 2024.12.02 17:00 | modify | 24 | 0.10 | 188.640 | 187.240 | 190.140 | ||
| 81 | 2024.12.03 04:00 | buy | 25 | 0.10 | 189.843 | 0.000 | 0.000 | ||
| 82 | 2024.12.03 04:00 | modify | 25 | 0.10 | 189.843 | 189.390 | 190.140 | ||
| 83 | 2024.12.03 04:00 | modify | 24 | 0.10 | 188.640 | 189.390 | 190.140 | ||
| 84 | 2024.12.03 09:00 | t/p | 24 | 0.10 | 190.140 | 189.390 | 190.140 | 95.89 | 1606.16 |
| 85 | 2024.12.03 09:00 | t/p | 25 | 0.10 | 190.140 | 189.390 | 190.140 | 18.81 | 1624.97 |
| 86 | 2024.12.30 16:00 | buy | 26 | 0.10 | 196.685 | 0.000 | 0.000 | ||
| 87 | 2024.12.30 16:00 | modify | 26 | 0.10 | 196.685 | 195.285 | 198.185 | ||
| 88 | 2024.12.31 21:59 | s/l | 26 | 0.10 | 195.285 | 195.285 | 198.185 | -87.76 | 1537.20 |