Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7223 | Ticks modelled | 13445 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1094.79 | Gross profit | 1251.09 | Gross loss | -156.30 |
| Profit factor | 8.00 | Expected payoff | 43.79 | ||
| Absolute drawdown | 54.13 | Maximal drawdown | 187.54 (1.70%) | Relative drawdown | 1.70% (187.54) |
| Total trades | 25 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
| Largest | profit trade | 96.32 | loss trade | -88.31 | |
| Average | profit trade | 59.58 | loss trade | -39.07 | |
| Maximum | consecutive wins (profit in money) | 14 (912.47) | consecutive losses (loss in money) | 2 (-112.76) | |
| Maximal | consecutive profit (count of wins) | 912.47 (14) | consecutive loss (count of losses) | -112.76 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.24 12:00 | buy | 1 | 0.10 | 160.354 | 0.000 | 0.000 | ||
| 2 | 2023.01.24 12:00 | modify | 1 | 0.10 | 160.354 | 159.054 | 161.754 | ||
| 3 | 2023.01.27 17:00 | buy | 2 | 0.10 | 160.857 | 0.000 | 0.000 | ||
| 4 | 2023.01.27 17:00 | modify | 2 | 0.10 | 160.857 | 160.494 | 161.754 | ||
| 5 | 2023.01.27 17:00 | modify | 1 | 0.10 | 160.354 | 160.494 | 161.754 | ||
| 6 | 2023.01.30 05:00 | s/l | 1 | 0.10 | 160.494 | 160.494 | 161.754 | 16.86 | 10016.86 |
| 7 | 2023.01.30 05:00 | s/l | 2 | 0.10 | 160.494 | 160.494 | 161.754 | -23.44 | 9993.42 |
| 8 | 2023.02.07 11:00 | buy | 3 | 0.10 | 158.324 | 0.000 | 0.000 | ||
| 9 | 2023.02.07 11:00 | modify | 3 | 0.10 | 158.324 | 157.024 | 159.724 | ||
| 10 | 2023.02.09 09:00 | buy | 4 | 0.10 | 158.820 | 0.000 | 0.000 | ||
| 11 | 2023.02.09 09:00 | modify | 4 | 0.10 | 158.820 | 158.464 | 159.724 | ||
| 12 | 2023.02.09 09:00 | modify | 3 | 0.10 | 158.324 | 158.464 | 159.724 | ||
| 13 | 2023.02.09 19:00 | buy | 5 | 0.10 | 159.460 | 0.000 | 0.000 | ||
| 14 | 2023.02.09 19:00 | modify | 5 | 0.10 | 159.460 | 159.164 | 159.724 | ||
| 15 | 2023.02.09 19:00 | modify | 4 | 0.10 | 158.820 | 159.164 | 159.724 | ||
| 16 | 2023.02.09 19:00 | modify | 3 | 0.10 | 158.324 | 159.164 | 159.724 | ||
| 17 | 2023.02.09 23:00 | s/l | 3 | 0.10 | 159.164 | 159.164 | 159.724 | 61.96 | 10055.38 |
| 18 | 2023.02.09 23:00 | s/l | 4 | 0.10 | 159.164 | 159.164 | 159.724 | 23.37 | 10078.75 |
| 19 | 2023.02.09 23:00 | s/l | 5 | 0.10 | 159.164 | 159.164 | 159.724 | -20.10 | 10058.65 |
| 20 | 2023.02.10 09:00 | buy | 6 | 0.10 | 158.138 | 0.000 | 0.000 | ||
| 21 | 2023.02.10 09:00 | modify | 6 | 0.10 | 158.138 | 156.838 | 159.538 | ||
| 22 | 2023.02.13 04:00 | buy | 7 | 0.10 | 159.008 | 0.000 | 0.000 | ||
| 23 | 2023.02.13 04:00 | modify | 7 | 0.10 | 159.008 | 158.488 | 159.538 | ||
| 24 | 2023.02.13 04:00 | modify | 6 | 0.10 | 158.138 | 158.488 | 159.538 | ||
| 25 | 2023.02.13 09:00 | t/p | 6 | 0.10 | 159.538 | 158.488 | 159.538 | 96.32 | 10154.98 |
| 26 | 2023.02.13 09:00 | t/p | 7 | 0.10 | 159.538 | 158.488 | 159.538 | 36.00 | 10190.98 |
| 27 | 2023.02.28 12:00 | sell | 8 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 28 | 2023.02.28 12:00 | modify | 8 | 0.10 | 165.423 | 166.723 | 164.023 | ||
| 29 | 2023.02.28 17:00 | sell | 9 | 0.10 | 164.557 | 0.000 | 0.000 | ||
| 30 | 2023.02.28 17:00 | modify | 9 | 0.10 | 164.557 | 165.073 | 164.023 | ||
| 31 | 2023.02.28 17:00 | modify | 8 | 0.10 | 165.423 | 165.073 | 164.023 | ||
| 32 | 2023.02.28 20:00 | t/p | 8 | 0.10 | 164.023 | 165.073 | 164.023 | 95.09 | 10286.07 |
| 33 | 2023.02.28 20:00 | t/p | 9 | 0.10 | 164.023 | 165.073 | 164.023 | 36.27 | 10322.34 |
| 34 | 2023.03.10 12:00 | sell | 10 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 35 | 2023.03.10 12:00 | modify | 10 | 0.10 | 164.013 | 165.313 | 162.613 | ||
| 36 | 2023.03.10 15:00 | sell | 11 | 0.10 | 162.869 | 0.000 | 0.000 | ||
| 37 | 2023.03.10 15:00 | modify | 11 | 0.10 | 162.869 | 163.173 | 162.613 | ||
| 38 | 2023.03.10 15:00 | modify | 10 | 0.10 | 164.013 | 163.173 | 162.613 | ||
| 39 | 2023.03.10 16:00 | t/p | 10 | 0.10 | 162.613 | 163.173 | 162.613 | 95.10 | 10417.44 |
| 40 | 2023.03.10 16:00 | t/p | 11 | 0.10 | 162.613 | 163.173 | 162.613 | 17.39 | 10434.83 |
| 41 | 2023.03.24 11:00 | buy | 12 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 42 | 2023.03.24 11:00 | modify | 12 | 0.10 | 158.525 | 157.225 | 159.925 | ||
| 43 | 2023.03.24 17:00 | t/p | 12 | 0.10 | 159.925 | 157.225 | 159.925 | 95.10 | 10529.93 |
| 44 | 2023.04.04 12:00 | sell | 13 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 45 | 2023.04.04 12:00 | modify | 13 | 0.10 | 166.029 | 167.329 | 164.629 | ||
| 46 | 2023.04.04 16:00 | t/p | 13 | 0.10 | 164.629 | 167.329 | 164.629 | 95.09 | 10625.02 |
| 47 | 2023.04.19 09:00 | sell | 14 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 48 | 2023.04.19 09:00 | modify | 14 | 0.10 | 167.744 | 169.044 | 166.344 | ||
| 49 | 2023.04.21 02:00 | sell | 15 | 0.10 | 166.599 | 0.000 | 0.000 | ||
| 50 | 2023.04.21 02:00 | modify | 15 | 0.10 | 166.599 | 166.904 | 166.344 | ||
| 51 | 2023.04.21 02:00 | modify | 14 | 0.10 | 167.744 | 166.904 | 166.344 | ||
| 52 | 2023.04.21 06:00 | t/p | 14 | 0.10 | 166.344 | 166.904 | 166.344 | 87.39 | 10712.41 |
| 53 | 2023.04.21 06:00 | t/p | 15 | 0.10 | 166.344 | 166.904 | 166.344 | 17.32 | 10729.73 |
| 54 | 2023.07.21 10:00 | sell | 16 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 55 | 2023.07.21 10:00 | modify | 16 | 0.10 | 182.256 | 183.556 | 180.856 | ||
| 56 | 2023.07.24 14:00 | t/p | 16 | 0.10 | 180.856 | 183.556 | 180.856 | 93.18 | 10822.91 |
| 57 | 2023.10.10 10:00 | sell | 17 | 0.10 | 182.606 | 0.000 | 0.000 | ||
| 58 | 2023.10.10 10:00 | modify | 17 | 0.10 | 182.606 | 183.906 | 181.206 | ||
| 59 | 2023.10.13 14:00 | sell | 18 | 0.10 | 182.103 | 0.000 | 0.000 | ||
| 60 | 2023.10.13 14:00 | modify | 18 | 0.10 | 182.103 | 182.466 | 181.206 | ||
| 61 | 2023.10.13 14:00 | modify | 17 | 0.10 | 182.606 | 182.466 | 181.206 | ||
| 62 | 2023.10.15 21:00 | t/p | 17 | 0.10 | 181.206 | 182.466 | 181.206 | 85.47 | 10908.38 |
| 63 | 2023.10.15 21:00 | t/p | 18 | 0.10 | 181.206 | 182.466 | 181.206 | 60.93 | 10969.31 |
| 64 | 2023.10.31 12:00 | sell | 19 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 65 | 2023.10.31 12:00 | modify | 19 | 0.10 | 183.583 | 184.883 | 182.183 | ||
| 66 | 2023.11.02 15:00 | sell | 20 | 0.10 | 183.083 | 0.000 | 0.000 | ||
| 67 | 2023.11.02 15:00 | modify | 20 | 0.10 | 183.083 | 183.443 | 182.183 | ||
| 68 | 2023.11.02 15:00 | modify | 19 | 0.10 | 183.583 | 183.443 | 182.183 | ||
| 69 | 2023.11.02 18:00 | s/l | 19 | 0.10 | 183.443 | 183.443 | 182.183 | 1.81 | 10971.12 |
| 70 | 2023.11.02 18:00 | s/l | 20 | 0.10 | 183.443 | 183.443 | 182.183 | -24.45 | 10946.67 |
| 71 | 2023.12.07 11:00 | buy | 21 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 72 | 2023.12.07 11:00 | modify | 21 | 0.10 | 182.371 | 181.071 | 183.771 | ||
| 73 | 2023.12.07 16:00 | s/l | 21 | 0.10 | 181.071 | 181.071 | 183.771 | -88.31 | 10858.36 |
| 74 | 2023.12.11 09:00 | sell | 22 | 0.10 | 183.534 | 0.000 | 0.000 | ||
| 75 | 2023.12.11 09:00 | modify | 22 | 0.10 | 183.534 | 184.834 | 182.134 | ||
| 76 | 2023.12.12 22:00 | sell | 23 | 0.10 | 182.674 | 0.000 | 0.000 | ||
| 77 | 2023.12.12 22:00 | modify | 23 | 0.10 | 182.674 | 183.184 | 182.134 | ||
| 78 | 2023.12.12 22:00 | modify | 22 | 0.10 | 183.534 | 183.184 | 182.134 | ||
| 79 | 2023.12.13 15:00 | t/p | 22 | 0.10 | 182.134 | 183.184 | 182.134 | 91.24 | 10949.60 |
| 80 | 2023.12.13 15:00 | t/p | 23 | 0.10 | 182.134 | 183.184 | 182.134 | 34.76 | 10984.36 |
| 81 | 2023.12.19 12:00 | sell | 24 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 82 | 2023.12.19 12:00 | modify | 24 | 0.10 | 183.913 | 185.213 | 182.513 | ||
| 83 | 2023.12.20 04:00 | sell | 25 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 84 | 2023.12.20 04:00 | modify | 25 | 0.10 | 182.767 | 183.073 | 182.513 | ||
| 85 | 2023.12.20 04:00 | modify | 24 | 0.10 | 183.913 | 183.073 | 182.513 | ||
| 86 | 2023.12.20 05:00 | t/p | 24 | 0.10 | 182.513 | 183.073 | 182.513 | 93.18 | 11077.53 |
| 87 | 2023.12.20 05:00 | t/p | 25 | 0.10 | 182.513 | 183.073 | 182.513 | 17.26 | 11094.79 |