Strategy Tester Report
RSITrendlineTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | SISHelp="===================================="; MaxLookbackBars=150; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=6; RSI_TriggerAreaLevels=5; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=10; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=140; TakeProfit=260; BSMHelp="------------------------------------"; BreakEvenProfit=200; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=170; TrailingStep=30; DSHelp="------------------------------------"; DynamicStop_Start=250; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=130; DynamicTarget_Step=20; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
| Bars in test | 2617 | Ticks modelled | 80170 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 2522.72 | Gross profit | 3610.11 | Gross loss | -1087.39 |
| Profit factor | 3.32 | Expected payoff | 72.08 | ||
| Absolute drawdown | 98.25 | Maximal drawdown | 449.24 (4.13%) | Relative drawdown | 4.13% (449.24) |
| Total trades | 35 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 22 (77.27%) |
| Profit trades (% of total) | 23 (65.71%) | Loss trades (% of total) | 12 (34.29%) | ||
| Largest | profit trade | 201.94 | loss trade | -107.91 | |
| Average | profit trade | 156.96 | loss trade | -90.62 | |
| Maximum | consecutive wins (profit in money) | 5 (817.39) | consecutive losses (loss in money) | 4 (-389.41) | |
| Maximal | consecutive profit (count of wins) | 817.39 (5) | consecutive loss (count of losses) | -389.41 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.03 16:00 | sell | 1 | 0.10 | 162.797 | 0.000 | 0.000 | ||
| 2 | 2022.08.03 16:00 | modify | 1 | 0.10 | 162.797 | 164.197 | 160.197 | ||
| 3 | 2022.08.08 12:00 | sell | 2 | 0.10 | 163.329 | 0.000 | 0.000 | ||
| 4 | 2022.08.08 12:00 | modify | 2 | 0.10 | 163.329 | 164.729 | 160.729 | ||
| 5 | 2022.08.11 12:40 | modify | 2 | 0.10 | 163.329 | 163.329 | 160.729 | ||
| 6 | 2022.08.15 09:30 | modify | 2 | 0.10 | 163.329 | 160.929 | 160.729 | ||
| 7 | 2022.08.15 09:40 | t/p | 2 | 0.10 | 160.729 | 160.929 | 160.729 | 172.25 | 10172.25 |
| 8 | 2022.08.15 09:40 | modify | 1 | 0.10 | 162.797 | 162.797 | 160.197 | ||
| 9 | 2022.08.16 00:30 | modify | 1 | 0.10 | 162.797 | 160.397 | 160.197 | ||
| 10 | 2022.08.16 00:40 | t/p | 1 | 0.10 | 160.197 | 160.397 | 160.197 | 164.52 | 10336.77 |
| 11 | 2022.08.16 12:00 | buy | 3 | 0.10 | 161.585 | 0.000 | 0.000 | ||
| 12 | 2022.08.16 12:00 | modify | 3 | 0.10 | 161.585 | 160.185 | 164.185 | ||
| 13 | 2022.08.30 12:00 | sell | 4 | 0.10 | 161.913 | 0.000 | 0.000 | ||
| 14 | 2022.08.30 12:00 | modify | 4 | 0.10 | 161.913 | 163.313 | 159.313 | ||
| 15 | 2022.08.31 16:00 | buy | 5 | 0.10 | 161.525 | 0.000 | 0.000 | ||
| 16 | 2022.08.31 16:00 | modify | 5 | 0.10 | 161.525 | 160.125 | 164.125 | ||
| 17 | 2022.09.05 08:00 | buy | 6 | 0.10 | 161.381 | 0.000 | 0.000 | ||
| 18 | 2022.09.05 08:00 | modify | 6 | 0.10 | 161.381 | 159.981 | 163.981 | ||
| 19 | 2022.09.06 05:30 | modify | 4 | 0.10 | 161.913 | 163.313 | 160.613 | ||
| 20 | 2022.09.06 05:40 | s/l | 4 | 0.10 | 163.313 | 163.313 | 160.613 | -106.62 | 10230.16 |
| 21 | 2022.09.06 06:20 | modify | 6 | 0.10 | 161.381 | 161.381 | 163.981 | ||
| 22 | 2022.09.06 06:30 | modify | 5 | 0.10 | 161.525 | 161.525 | 164.125 | ||
| 23 | 2022.09.06 06:30 | modify | 3 | 0.10 | 161.585 | 161.585 | 164.185 | ||
| 24 | 2022.09.06 07:20 | modify | 6 | 0.10 | 161.381 | 163.781 | 163.981 | ||
| 25 | 2022.09.06 07:30 | t/p | 6 | 0.10 | 163.981 | 163.781 | 163.981 | 182.27 | 10412.43 |
| 26 | 2022.09.06 07:30 | modify | 5 | 0.10 | 161.525 | 163.925 | 164.125 | ||
| 27 | 2022.09.06 07:30 | modify | 3 | 0.10 | 161.585 | 163.985 | 164.185 | ||
| 28 | 2022.09.06 07:40 | t/p | 3 | 0.10 | 164.185 | 163.985 | 164.185 | 201.94 | 10614.37 |
| 29 | 2022.09.06 07:40 | t/p | 5 | 0.10 | 164.125 | 163.925 | 164.125 | 187.19 | 10801.56 |
| 30 | 2022.09.14 12:00 | buy | 7 | 0.10 | 165.569 | 0.000 | 0.000 | ||
| 31 | 2022.09.14 12:00 | modify | 7 | 0.10 | 165.569 | 164.169 | 168.169 | ||
| 32 | 2022.09.15 23:30 | modify | 7 | 0.10 | 165.569 | 164.169 | 166.869 | ||
| 33 | 2022.09.15 23:40 | s/l | 7 | 0.10 | 164.169 | 164.169 | 166.869 | -94.67 | 10706.89 |
| 34 | 2022.09.20 12:00 | sell | 8 | 0.10 | 164.134 | 0.000 | 0.000 | ||
| 35 | 2022.09.20 12:00 | modify | 8 | 0.10 | 164.134 | 165.534 | 161.534 | ||
| 36 | 2022.09.21 12:00 | buy | 9 | 0.10 | 163.385 | 0.000 | 0.000 | ||
| 37 | 2022.09.21 12:00 | modify | 9 | 0.10 | 163.385 | 161.985 | 165.985 | ||
| 38 | 2022.09.21 21:00 | modify | 9 | 0.10 | 163.385 | 161.985 | 164.685 | ||
| 39 | 2022.09.21 21:00 | modify | 8 | 0.10 | 164.134 | 164.134 | 161.534 | ||
| 40 | 2022.09.22 00:40 | s/l | 9 | 0.10 | 161.985 | 161.985 | 164.685 | -94.66 | 10612.24 |
| 41 | 2022.09.22 02:05 | modify | 8 | 0.10 | 164.134 | 161.734 | 161.534 | ||
| 42 | 2022.09.22 02:10 | s/l | 8 | 0.10 | 161.734 | 161.734 | 161.534 | 162.17 | 10774.40 |
| 43 | 2022.10.11 12:00 | buy | 10 | 0.10 | 161.457 | 0.000 | 0.000 | ||
| 44 | 2022.10.11 12:00 | modify | 10 | 0.10 | 161.457 | 160.057 | 164.057 | ||
| 45 | 2022.10.11 19:40 | s/l | 10 | 0.10 | 160.057 | 160.057 | 164.057 | -97.62 | 10676.78 |
| 46 | 2022.11.08 08:00 | sell | 11 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 47 | 2022.11.08 08:00 | modify | 11 | 0.10 | 168.303 | 169.703 | 165.703 | ||
| 48 | 2022.11.09 15:40 | modify | 11 | 0.10 | 168.303 | 168.303 | 165.703 | ||
| 49 | 2022.11.10 14:40 | t/p | 11 | 0.10 | 165.703 | 168.303 | 165.703 | 176.12 | 10852.90 |
| 50 | 2022.11.28 12:00 | buy | 12 | 0.10 | 167.108 | 0.000 | 0.000 | ||
| 51 | 2022.11.28 12:00 | modify | 12 | 0.10 | 167.108 | 165.708 | 169.708 | ||
| 52 | 2022.11.29 00:15 | modify | 12 | 0.10 | 167.108 | 165.708 | 168.408 | ||
| 53 | 2022.11.29 09:40 | s/l | 12 | 0.10 | 165.708 | 165.708 | 168.408 | -96.64 | 10756.26 |
| 54 | 2022.12.14 16:00 | buy | 13 | 0.10 | 167.289 | 0.000 | 0.000 | ||
| 55 | 2022.12.14 16:00 | modify | 13 | 0.10 | 167.289 | 165.889 | 169.889 | ||
| 56 | 2022.12.16 15:40 | modify | 13 | 0.10 | 167.289 | 165.889 | 168.589 | ||
| 57 | 2022.12.18 22:00 | s/l | 13 | 0.10 | 165.889 | 165.889 | 168.589 | -93.68 | 10662.58 |
| 58 | 2022.12.27 16:00 | sell | 14 | 0.10 | 160.277 | 0.000 | 0.000 | ||
| 59 | 2022.12.27 16:00 | modify | 14 | 0.10 | 160.277 | 161.677 | 157.677 | ||
| 60 | 2022.12.28 11:20 | modify | 14 | 0.10 | 160.277 | 161.677 | 158.977 | ||
| 61 | 2022.12.28 11:30 | s/l | 14 | 0.10 | 161.677 | 161.677 | 158.977 | -98.90 | 10563.68 |
| 62 | 2023.01.05 08:00 | sell | 15 | 0.10 | 159.074 | 0.000 | 0.000 | ||
| 63 | 2023.01.05 08:00 | modify | 15 | 0.10 | 159.074 | 160.474 | 156.474 | ||
| 64 | 2023.01.09 07:30 | s/l | 15 | 0.10 | 160.474 | 160.474 | 156.474 | -100.19 | 10463.49 |
| 65 | 2023.01.16 16:00 | buy | 16 | 0.10 | 156.902 | 0.000 | 0.000 | ||
| 66 | 2023.01.16 16:00 | modify | 16 | 0.10 | 156.902 | 155.502 | 159.502 | ||
| 67 | 2023.01.18 02:30 | t/p | 16 | 0.10 | 159.502 | 155.502 | 159.502 | 183.25 | 10646.74 |
| 68 | 2023.02.03 16:00 | buy | 17 | 0.10 | 158.685 | 0.000 | 0.000 | ||
| 69 | 2023.02.03 16:00 | modify | 17 | 0.10 | 158.685 | 157.285 | 161.285 | ||
| 70 | 2023.02.08 08:00 | buy | 18 | 0.10 | 158.395 | 0.000 | 0.000 | ||
| 71 | 2023.02.08 08:00 | modify | 18 | 0.10 | 158.395 | 156.995 | 160.995 | ||
| 72 | 2023.02.10 12:00 | buy | 19 | 0.10 | 158.454 | 0.000 | 0.000 | ||
| 73 | 2023.02.10 12:00 | modify | 19 | 0.10 | 158.454 | 157.054 | 161.054 | ||
| 74 | 2023.02.13 12:40 | modify | 18 | 0.10 | 158.395 | 158.395 | 160.995 | ||
| 75 | 2023.02.13 13:30 | modify | 19 | 0.10 | 158.454 | 158.454 | 161.054 | ||
| 76 | 2023.02.13 15:20 | modify | 17 | 0.10 | 158.685 | 158.685 | 161.285 | ||
| 77 | 2023.02.13 15:30 | t/p | 18 | 0.10 | 160.995 | 158.395 | 160.995 | 186.21 | 10832.95 |
| 78 | 2023.02.13 15:30 | modify | 19 | 0.10 | 158.454 | 160.854 | 161.054 | ||
| 79 | 2023.02.13 15:40 | t/p | 19 | 0.10 | 161.054 | 160.854 | 161.054 | 182.27 | 11015.22 |
| 80 | 2023.02.13 16:15 | modify | 17 | 0.10 | 158.685 | 161.085 | 161.285 | ||
| 81 | 2023.02.13 16:30 | s/l | 17 | 0.10 | 161.085 | 161.085 | 161.285 | 175.21 | 11190.44 |
| 82 | 2023.02.14 08:00 | sell | 20 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 83 | 2023.02.14 08:00 | modify | 20 | 0.10 | 160.320 | 161.720 | 157.720 | ||
| 84 | 2023.02.14 13:40 | s/l | 20 | 0.10 | 161.720 | 161.720 | 157.720 | -97.61 | 11092.83 |
| 85 | 2023.02.17 12:00 | buy | 21 | 0.10 | 161.191 | 0.000 | 0.000 | ||
| 86 | 2023.02.17 12:00 | modify | 21 | 0.10 | 161.191 | 159.791 | 163.791 | ||
| 87 | 2023.02.21 13:20 | modify | 21 | 0.10 | 161.191 | 161.191 | 163.791 | ||
| 88 | 2023.02.21 15:40 | modify | 21 | 0.10 | 161.191 | 163.591 | 163.791 | ||
| 89 | 2023.02.21 15:55 | s/l | 21 | 0.10 | 163.591 | 163.591 | 163.791 | 169.32 | 11262.14 |
| 90 | 2023.03.10 16:00 | sell | 22 | 0.10 | 162.472 | 0.000 | 0.000 | ||
| 91 | 2023.03.10 16:00 | modify | 22 | 0.10 | 162.472 | 163.872 | 159.872 | ||
| 92 | 2023.03.13 12:30 | modify | 22 | 0.10 | 162.472 | 162.472 | 159.872 | ||
| 93 | 2023.03.13 16:00 | buy | 23 | 0.10 | 161.903 | 0.000 | 0.000 | ||
| 94 | 2023.03.13 16:00 | modify | 23 | 0.10 | 161.903 | 160.503 | 164.503 | ||
| 95 | 2023.03.13 18:30 | s/l | 22 | 0.10 | 162.472 | 162.472 | 159.872 | -1.29 | 11260.85 |
| 96 | 2023.03.14 13:40 | modify | 23 | 0.10 | 161.903 | 161.903 | 164.503 | ||
| 97 | 2023.03.15 10:30 | s/l | 23 | 0.10 | 161.903 | 161.903 | 164.503 | 1.97 | 11262.82 |
| 98 | 2023.03.15 16:00 | buy | 24 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 99 | 2023.03.15 16:00 | modify | 24 | 0.10 | 159.820 | 158.420 | 162.420 | ||
| 100 | 2023.03.16 17:30 | modify | 24 | 0.10 | 159.820 | 159.820 | 162.420 | ||
| 101 | 2023.03.20 06:40 | s/l | 24 | 0.10 | 159.820 | 159.820 | 162.420 | 4.92 | 11267.74 |
| 102 | 2023.03.22 16:00 | sell | 25 | 0.10 | 162.255 | 0.000 | 0.000 | ||
| 103 | 2023.03.22 16:00 | modify | 25 | 0.10 | 162.255 | 163.655 | 159.655 | ||
| 104 | 2023.03.23 18:40 | modify | 25 | 0.10 | 162.255 | 162.255 | 159.655 | ||
| 105 | 2023.03.24 08:20 | t/p | 25 | 0.10 | 159.655 | 162.255 | 159.655 | 176.12 | 11443.86 |
| 106 | 2023.04.10 08:00 | sell | 26 | 0.10 | 164.112 | 0.000 | 0.000 | ||
| 107 | 2023.04.10 08:00 | modify | 26 | 0.10 | 164.112 | 165.512 | 161.512 | ||
| 108 | 2023.04.10 14:40 | modify | 26 | 0.10 | 164.112 | 165.512 | 162.812 | ||
| 109 | 2023.04.10 15:15 | s/l | 26 | 0.10 | 165.512 | 165.512 | 162.812 | -97.61 | 11346.25 |
| 110 | 2023.04.21 16:00 | buy | 27 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 111 | 2023.04.21 16:00 | modify | 27 | 0.10 | 166.781 | 165.381 | 169.381 | ||
| 112 | 2023.04.25 18:05 | modify | 27 | 0.10 | 166.781 | 165.381 | 168.081 | ||
| 113 | 2023.04.26 08:00 | buy | 28 | 0.10 | 166.302 | 0.000 | 0.000 | ||
| 114 | 2023.04.26 08:00 | modify | 28 | 0.10 | 166.302 | 164.902 | 168.902 | ||
| 115 | 2023.04.28 04:40 | t/p | 27 | 0.10 | 168.081 | 165.381 | 168.081 | 97.53 | 11443.78 |
| 116 | 2023.04.28 05:30 | modify | 28 | 0.10 | 166.302 | 166.302 | 168.902 | ||
| 117 | 2023.04.28 06:30 | modify | 28 | 0.10 | 166.302 | 168.702 | 168.902 | ||
| 118 | 2023.04.28 06:40 | t/p | 28 | 0.10 | 168.902 | 168.702 | 168.902 | 185.23 | 11629.00 |
| 119 | 2023.05.12 16:00 | buy | 29 | 0.10 | 169.064 | 0.000 | 0.000 | ||
| 120 | 2023.05.12 16:00 | modify | 29 | 0.10 | 169.064 | 167.664 | 171.664 | ||
| 121 | 2023.05.17 13:30 | modify | 29 | 0.10 | 169.064 | 169.064 | 171.664 | ||
| 122 | 2023.05.17 15:30 | modify | 29 | 0.10 | 169.064 | 171.464 | 171.664 | ||
| 123 | 2023.05.17 15:40 | t/p | 29 | 0.10 | 171.664 | 171.464 | 171.664 | 184.24 | 11813.24 |
| 124 | 2023.06.01 08:00 | buy | 30 | 0.10 | 173.640 | 0.000 | 0.000 | ||
| 125 | 2023.06.01 08:00 | modify | 30 | 0.10 | 173.640 | 172.240 | 176.240 | ||
| 126 | 2023.06.01 16:00 | sell | 31 | 0.10 | 173.884 | 0.000 | 0.000 | ||
| 127 | 2023.06.01 16:00 | modify | 31 | 0.10 | 173.884 | 175.284 | 171.284 | ||
| 128 | 2023.06.06 16:00 | buy | 32 | 0.10 | 173.452 | 0.000 | 0.000 | ||
| 129 | 2023.06.06 16:00 | modify | 32 | 0.10 | 173.452 | 172.052 | 176.052 | ||
| 130 | 2023.06.09 06:33 | modify | 31 | 0.10 | 173.884 | 175.284 | 172.584 | ||
| 131 | 2023.06.09 12:15 | s/l | 31 | 0.10 | 175.284 | 175.284 | 172.584 | -107.91 | 11705.34 |
| 132 | 2023.06.09 13:40 | modify | 32 | 0.10 | 173.452 | 173.452 | 176.052 | ||
| 133 | 2023.06.12 07:30 | modify | 30 | 0.10 | 173.640 | 173.640 | 176.240 | ||
| 134 | 2023.06.13 12:15 | modify | 32 | 0.10 | 173.452 | 175.852 | 176.052 | ||
| 135 | 2023.06.13 12:20 | s/l | 32 | 0.10 | 175.852 | 175.852 | 176.052 | 174.24 | 11879.57 |
| 136 | 2023.06.13 14:40 | t/p | 30 | 0.10 | 176.240 | 173.640 | 176.240 | 191.13 | 12070.70 |
| 137 | 2023.06.21 08:00 | buy | 33 | 0.10 | 180.997 | 0.000 | 0.000 | ||
| 138 | 2023.06.21 08:00 | modify | 33 | 0.10 | 180.997 | 179.597 | 183.597 | ||
| 139 | 2023.06.27 06:40 | modify | 33 | 0.10 | 180.997 | 180.997 | 183.597 | ||
| 140 | 2023.06.27 14:40 | t/p | 33 | 0.10 | 183.597 | 180.997 | 183.597 | 187.19 | 12257.89 |
| 141 | 2023.07.03 08:00 | sell | 34 | 0.10 | 183.427 | 0.000 | 0.000 | ||
| 142 | 2023.07.03 08:00 | modify | 34 | 0.10 | 183.427 | 184.827 | 180.827 | ||
| 143 | 2023.07.10 13:30 | modify | 34 | 0.10 | 183.427 | 183.427 | 180.827 | ||
| 144 | 2023.07.11 07:40 | modify | 34 | 0.10 | 183.427 | 181.027 | 180.827 | ||
| 145 | 2023.07.11 07:55 | s/l | 34 | 0.10 | 181.027 | 181.027 | 180.827 | 157.02 | 12414.92 |
| 146 | 2023.07.28 16:00 | buy | 35 | 0.10 | 181.087 | 0.000 | 0.000 | ||
| 147 | 2023.07.28 16:00 | modify | 35 | 0.10 | 181.087 | 179.687 | 183.687 | ||
| 148 | 2023.07.31 08:40 | modify | 35 | 0.10 | 181.087 | 181.087 | 183.687 | ||
| 149 | 2023.07.31 23:59 | close at stop | 35 | 0.10 | 182.619 | 181.087 | 183.687 | 107.80 | 12522.72 |