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=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1034.34 | Gross profit | 1480.00 | Gross loss | -445.66 |
| Profit factor | 3.32 | Expected payoff | 29.55 | ||
| Absolute drawdown | 50.31 | Maximal drawdown | 373.63 (3.39%) | Relative drawdown | 3.39% (373.63) |
| Total trades | 35 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
| Largest | profit trade | 96.28 | loss trade | -95.97 | |
| Average | profit trade | 59.20 | loss trade | -44.57 | |
| Maximum | consecutive wins (profit in money) | 9 (642.57) | consecutive losses (loss in money) | 4 (-298.87) | |
| Maximal | consecutive profit (count of wins) | 642.57 (9) | consecutive loss (count of losses) | -298.87 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 07:00 | buy | 2 | 0.10 | 161.058 | 0.000 | 0.000 | ||
| 4 | 2023.01.27 07:00 | modify | 2 | 0.10 | 161.058 | 160.704 | 161.754 | ||
| 5 | 2023.01.27 07:00 | modify | 1 | 0.10 | 160.354 | 160.704 | 161.754 | ||
| 6 | 2023.01.27 09:00 | s/l | 1 | 0.10 | 160.704 | 160.704 | 161.754 | 29.89 | 10029.89 |
| 7 | 2023.01.27 09:00 | s/l | 2 | 0.10 | 160.704 | 160.704 | 161.754 | -24.04 | 10005.85 |
| 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 | 158.954 | 159.724 | ||
| 15 | 2023.02.09 19:00 | modify | 4 | 0.10 | 158.820 | 158.954 | 159.724 | ||
| 16 | 2023.02.09 19:00 | modify | 3 | 0.10 | 158.324 | 158.954 | 159.724 | ||
| 17 | 2023.02.10 08:00 | s/l | 3 | 0.10 | 158.954 | 158.954 | 159.724 | 48.90 | 10054.76 |
| 18 | 2023.02.10 08:00 | s/l | 4 | 0.10 | 158.954 | 158.954 | 159.724 | 10.32 | 10065.08 |
| 19 | 2023.02.10 08:00 | s/l | 5 | 0.10 | 158.954 | 158.954 | 159.724 | -33.14 | 10031.95 |
| 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 09:00 | t/p | 6 | 0.10 | 159.538 | 156.838 | 159.538 | 96.28 | 10128.23 |
| 23 | 2023.02.28 12:00 | sell | 7 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 24 | 2023.02.28 12:00 | modify | 7 | 0.10 | 165.423 | 166.723 | 164.023 | ||
| 25 | 2023.02.28 20:00 | t/p | 7 | 0.10 | 164.023 | 166.723 | 164.023 | 95.05 | 10223.28 |
| 26 | 2023.03.10 12:00 | sell | 8 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 27 | 2023.03.10 12:00 | modify | 8 | 0.10 | 164.013 | 165.313 | 162.613 | ||
| 28 | 2023.03.10 15:00 | sell | 9 | 0.10 | 162.869 | 0.000 | 0.000 | ||
| 29 | 2023.03.10 15:00 | modify | 9 | 0.10 | 162.869 | 163.383 | 162.613 | ||
| 30 | 2023.03.10 15:00 | modify | 8 | 0.10 | 164.013 | 163.383 | 162.613 | ||
| 31 | 2023.03.10 16:00 | t/p | 8 | 0.10 | 162.613 | 163.383 | 162.613 | 95.06 | 10318.34 |
| 32 | 2023.03.10 16:00 | t/p | 9 | 0.10 | 162.613 | 163.383 | 162.613 | 17.38 | 10335.72 |
| 33 | 2023.03.24 11:00 | buy | 10 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 34 | 2023.03.24 11:00 | modify | 10 | 0.10 | 158.525 | 157.225 | 159.925 | ||
| 35 | 2023.03.24 17:00 | t/p | 10 | 0.10 | 159.925 | 157.225 | 159.925 | 95.06 | 10430.78 |
| 36 | 2023.04.04 12:00 | sell | 11 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 37 | 2023.04.04 12:00 | modify | 11 | 0.10 | 166.029 | 167.329 | 164.629 | ||
| 38 | 2023.04.04 16:00 | t/p | 11 | 0.10 | 164.629 | 167.329 | 164.629 | 95.06 | 10525.84 |
| 39 | 2023.04.19 09:00 | sell | 12 | 0.10 | 167.744 | 0.000 | 0.000 | ||
| 40 | 2023.04.19 09:00 | modify | 12 | 0.10 | 167.744 | 169.044 | 166.344 | ||
| 41 | 2023.04.21 02:00 | sell | 13 | 0.10 | 166.599 | 0.000 | 0.000 | ||
| 42 | 2023.04.21 02:00 | modify | 13 | 0.10 | 166.599 | 167.114 | 166.344 | ||
| 43 | 2023.04.21 02:00 | modify | 12 | 0.10 | 167.744 | 167.114 | 166.344 | ||
| 44 | 2023.04.21 06:00 | t/p | 12 | 0.10 | 166.344 | 167.114 | 166.344 | 87.36 | 10613.21 |
| 45 | 2023.04.21 06:00 | t/p | 13 | 0.10 | 166.344 | 167.114 | 166.344 | 17.31 | 10630.52 |
| 46 | 2023.04.21 08:00 | buy | 14 | 0.10 | 166.080 | 0.000 | 0.000 | ||
| 47 | 2023.04.21 08:00 | modify | 14 | 0.10 | 166.080 | 164.780 | 167.480 | ||
| 48 | 2023.04.21 16:00 | buy | 15 | 0.10 | 166.781 | 0.000 | 0.000 | ||
| 49 | 2023.04.21 16:00 | modify | 15 | 0.10 | 166.781 | 166.430 | 167.480 | ||
| 50 | 2023.04.21 16:00 | modify | 14 | 0.10 | 166.080 | 166.430 | 167.480 | ||
| 51 | 2023.04.24 03:00 | buy | 16 | 0.10 | 167.227 | 0.000 | 0.000 | ||
| 52 | 2023.04.24 03:00 | modify | 16 | 0.10 | 167.227 | 166.710 | 167.480 | ||
| 53 | 2023.04.24 03:00 | modify | 15 | 0.10 | 166.781 | 166.710 | 167.480 | ||
| 54 | 2023.04.24 03:00 | modify | 14 | 0.10 | 166.080 | 166.710 | 167.480 | ||
| 55 | 2023.04.24 07:00 | s/l | 14 | 0.10 | 166.710 | 166.710 | 167.480 | 44.00 | 10674.52 |
| 56 | 2023.04.24 07:00 | s/l | 15 | 0.10 | 166.710 | 166.710 | 167.480 | -3.60 | 10670.93 |
| 57 | 2023.04.24 07:00 | s/l | 16 | 0.10 | 166.710 | 166.710 | 167.480 | -35.10 | 10635.83 |
| 58 | 2023.07.21 10:00 | sell | 17 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 59 | 2023.07.21 10:00 | modify | 17 | 0.10 | 182.256 | 183.556 | 180.856 | ||
| 60 | 2023.07.24 14:00 | t/p | 17 | 0.10 | 180.856 | 183.556 | 180.856 | 93.13 | 10728.95 |
| 61 | 2023.07.31 10:00 | sell | 18 | 0.10 | 182.958 | 0.000 | 0.000 | ||
| 62 | 2023.07.31 10:00 | modify | 18 | 0.10 | 182.958 | 184.258 | 181.558 | ||
| 63 | 2023.08.03 01:00 | sell | 19 | 0.10 | 182.237 | 0.000 | 0.000 | ||
| 64 | 2023.08.03 01:00 | modify | 19 | 0.10 | 182.237 | 182.608 | 181.558 | ||
| 65 | 2023.08.03 01:00 | modify | 18 | 0.10 | 182.958 | 182.608 | 181.558 | ||
| 66 | 2023.08.03 05:00 | s/l | 18 | 0.10 | 182.608 | 182.608 | 181.558 | 14.15 | 10743.10 |
| 67 | 2023.08.03 05:00 | s/l | 19 | 0.10 | 182.608 | 182.608 | 181.558 | -25.19 | 10717.91 |
| 68 | 2023.08.08 04:00 | sell | 20 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 69 | 2023.08.08 04:00 | modify | 20 | 0.10 | 182.817 | 184.117 | 181.417 | ||
| 70 | 2023.08.08 10:00 | sell | 21 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 71 | 2023.08.08 10:00 | modify | 21 | 0.10 | 182.099 | 182.467 | 181.417 | ||
| 72 | 2023.08.08 10:00 | modify | 20 | 0.10 | 182.817 | 182.467 | 181.417 | ||
| 73 | 2023.08.08 13:00 | t/p | 20 | 0.10 | 181.417 | 182.467 | 181.417 | 95.06 | 10812.97 |
| 74 | 2023.08.08 13:00 | t/p | 21 | 0.10 | 181.417 | 182.467 | 181.417 | 46.30 | 10859.27 |
| 75 | 2023.10.06 09:00 | sell | 22 | 0.10 | 181.644 | 0.000 | 0.000 | ||
| 76 | 2023.10.06 09:00 | modify | 22 | 0.10 | 181.644 | 182.944 | 180.244 | ||
| 77 | 2023.10.06 13:00 | sell | 23 | 0.10 | 181.125 | 0.000 | 0.000 | ||
| 78 | 2023.10.06 13:00 | modify | 23 | 0.10 | 181.125 | 181.504 | 180.244 | ||
| 79 | 2023.10.06 13:00 | modify | 22 | 0.10 | 181.644 | 181.504 | 180.244 | ||
| 80 | 2023.10.06 14:00 | s/l | 22 | 0.10 | 181.504 | 181.504 | 180.244 | 9.51 | 10868.78 |
| 81 | 2023.10.06 14:00 | s/l | 23 | 0.10 | 181.504 | 181.504 | 180.244 | -25.73 | 10843.05 |
| 82 | 2023.10.10 10:00 | sell | 24 | 0.10 | 182.606 | 0.000 | 0.000 | ||
| 83 | 2023.10.10 10:00 | modify | 24 | 0.10 | 182.606 | 183.906 | 181.206 | ||
| 84 | 2023.10.13 14:00 | sell | 25 | 0.10 | 182.103 | 0.000 | 0.000 | ||
| 85 | 2023.10.13 14:00 | modify | 25 | 0.10 | 182.103 | 182.466 | 181.206 | ||
| 86 | 2023.10.13 14:00 | modify | 24 | 0.10 | 182.606 | 182.466 | 181.206 | ||
| 87 | 2023.10.15 21:00 | t/p | 24 | 0.10 | 181.206 | 182.466 | 181.206 | 85.44 | 10928.49 |
| 88 | 2023.10.15 21:00 | t/p | 25 | 0.10 | 181.206 | 182.466 | 181.206 | 60.91 | 10989.40 |
| 89 | 2023.10.31 12:00 | sell | 26 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 90 | 2023.10.31 12:00 | modify | 26 | 0.10 | 183.583 | 184.883 | 182.183 | ||
| 91 | 2023.11.02 15:00 | sell | 27 | 0.10 | 183.083 | 0.000 | 0.000 | ||
| 92 | 2023.11.02 15:00 | modify | 27 | 0.10 | 183.083 | 183.443 | 182.183 | ||
| 93 | 2023.11.02 15:00 | modify | 26 | 0.10 | 183.583 | 183.443 | 182.183 | ||
| 94 | 2023.11.02 18:00 | s/l | 26 | 0.10 | 183.443 | 183.443 | 182.183 | 1.81 | 10991.21 |
| 95 | 2023.11.02 18:00 | s/l | 27 | 0.10 | 183.443 | 183.443 | 182.183 | -24.44 | 10966.77 |
| 96 | 2023.11.13 10:00 | sell | 28 | 0.10 | 185.818 | 0.000 | 0.000 | ||
| 97 | 2023.11.13 10:00 | modify | 28 | 0.10 | 185.818 | 187.118 | 184.418 | ||
| 98 | 2023.11.14 14:00 | s/l | 28 | 0.10 | 187.118 | 187.118 | 184.418 | -90.19 | 10876.58 |
| 99 | 2023.11.22 10:00 | sell | 29 | 0.10 | 186.816 | 0.000 | 0.000 | ||
| 100 | 2023.11.22 10:00 | modify | 29 | 0.10 | 186.816 | 188.116 | 185.416 | ||
| 101 | 2023.11.24 14:00 | s/l | 29 | 0.10 | 188.116 | 188.116 | 185.416 | -95.97 | 10780.61 |
| 102 | 2023.12.07 11:00 | buy | 30 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 103 | 2023.12.07 11:00 | modify | 30 | 0.10 | 182.371 | 181.071 | 183.771 | ||
| 104 | 2023.12.07 16:00 | s/l | 30 | 0.10 | 181.071 | 181.071 | 183.771 | -88.27 | 10692.34 |
| 105 | 2023.12.11 09:00 | sell | 31 | 0.10 | 183.534 | 0.000 | 0.000 | ||
| 106 | 2023.12.11 09:00 | modify | 31 | 0.10 | 183.534 | 184.834 | 182.134 | ||
| 107 | 2023.12.12 06:00 | sell | 32 | 0.10 | 182.812 | 0.000 | 0.000 | ||
| 108 | 2023.12.12 06:00 | modify | 32 | 0.10 | 182.812 | 183.184 | 182.134 | ||
| 109 | 2023.12.12 06:00 | modify | 31 | 0.10 | 183.534 | 183.184 | 182.134 | ||
| 110 | 2023.12.13 15:00 | t/p | 31 | 0.10 | 182.134 | 183.184 | 182.134 | 91.21 | 10783.55 |
| 111 | 2023.12.13 15:00 | t/p | 32 | 0.10 | 182.134 | 183.184 | 182.134 | 44.12 | 10827.67 |
| 112 | 2023.12.19 12:00 | sell | 33 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 113 | 2023.12.19 12:00 | modify | 33 | 0.10 | 183.913 | 185.213 | 182.513 | ||
| 114 | 2023.12.20 04:00 | sell | 34 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 115 | 2023.12.20 04:00 | modify | 34 | 0.10 | 182.767 | 183.283 | 182.513 | ||
| 116 | 2023.12.20 04:00 | modify | 33 | 0.10 | 183.913 | 183.283 | 182.513 | ||
| 117 | 2023.12.20 05:00 | t/p | 33 | 0.10 | 182.513 | 183.283 | 182.513 | 93.14 | 10920.80 |
| 118 | 2023.12.20 05:00 | t/p | 34 | 0.10 | 182.513 | 183.283 | 182.513 | 17.25 | 10938.05 |
| 119 | 2023.12.28 12:00 | buy | 35 | 0.10 | 180.160 | 0.000 | 0.000 | ||
| 120 | 2023.12.28 12:00 | modify | 35 | 0.10 | 180.160 | 178.860 | 181.560 | ||
| 121 | 2023.12.29 21:59 | t/p | 35 | 0.10 | 181.560 | 178.860 | 181.560 | 96.28 | 11034.34 |