Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 520.36 | Gross profit | 1265.45 | Gross loss | -745.09 |
| Profit factor | 1.70 | Expected payoff | 11.31 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 276.38 (2.56%) | Relative drawdown | 2.56% (276.38) |
| Total trades | 46 | Short positions (won %) | 32 (50.00%) | Long positions (won %) | 14 (21.43%) |
| Profit trades (% of total) | 19 (41.30%) | Loss trades (% of total) | 27 (58.70%) | ||
| Largest | profit trade | 105.48 | loss trade | -34.40 | |
| Average | profit trade | 66.60 | loss trade | -27.60 | |
| Maximum | consecutive wins (profit in money) | 4 (274.51) | consecutive losses (loss in money) | 7 (-206.77) | |
| Maximal | consecutive profit (count of wins) | 306.73 (3) | consecutive loss (count of losses) | -206.77 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 12:00 | sell | 1 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 2 | 2023.03.10 12:00 | modify | 1 | 0.10 | 164.013 | 164.413 | 162.513 | ||
| 3 | 2023.03.10 15:00 | sell | 2 | 0.10 | 162.869 | 0.000 | 0.000 | ||
| 4 | 2023.03.10 15:00 | modify | 2 | 0.10 | 162.869 | 163.488 | 162.513 | ||
| 5 | 2023.03.10 15:00 | modify | 1 | 0.10 | 164.013 | 163.488 | 162.513 | ||
| 6 | 2023.03.10 16:00 | t/p | 1 | 0.10 | 162.513 | 163.488 | 162.513 | 100.59 | 10100.59 |
| 7 | 2023.03.10 16:00 | t/p | 2 | 0.10 | 162.513 | 163.488 | 162.513 | 23.87 | 10124.46 |
| 8 | 2023.03.21 12:00 | sell | 3 | 0.10 | 162.030 | 0.000 | 0.000 | ||
| 9 | 2023.03.21 12:00 | modify | 3 | 0.10 | 162.030 | 162.430 | 160.530 | ||
| 10 | 2023.03.22 08:00 | s/l | 3 | 0.10 | 162.430 | 162.430 | 160.530 | -28.72 | 10095.74 |
| 11 | 2023.03.24 11:00 | buy | 4 | 0.10 | 158.525 | 0.000 | 0.000 | ||
| 12 | 2023.03.24 11:00 | modify | 4 | 0.10 | 158.525 | 158.125 | 160.025 | ||
| 13 | 2023.03.26 23:00 | t/p | 4 | 0.10 | 160.025 | 158.125 | 160.025 | 100.66 | 10196.40 |
| 14 | 2023.04.04 12:00 | sell | 5 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 15 | 2023.04.04 12:00 | modify | 5 | 0.10 | 166.029 | 166.429 | 164.529 | ||
| 16 | 2023.04.04 16:00 | t/p | 5 | 0.10 | 164.529 | 166.429 | 164.529 | 100.59 | 10296.99 |
| 17 | 2023.04.25 19:00 | buy | 6 | 0.10 | 165.767 | 0.000 | 0.000 | ||
| 18 | 2023.04.25 19:00 | modify | 6 | 0.10 | 165.767 | 165.367 | 167.267 | ||
| 19 | 2023.04.27 16:00 | t/p | 6 | 0.10 | 167.267 | 165.367 | 167.267 | 105.48 | 10402.47 |
| 20 | 2023.04.28 16:00 | sell | 7 | 0.10 | 170.926 | 0.000 | 0.000 | ||
| 21 | 2023.04.28 16:00 | modify | 7 | 0.10 | 170.926 | 171.326 | 169.426 | ||
| 22 | 2023.05.01 00:00 | s/l | 7 | 0.10 | 171.326 | 171.326 | 169.426 | -28.72 | 10373.76 |
| 23 | 2023.05.10 16:00 | buy | 8 | 0.10 | 169.697 | 0.000 | 0.000 | ||
| 24 | 2023.05.10 16:00 | modify | 8 | 0.10 | 169.697 | 169.297 | 171.197 | ||
| 25 | 2023.05.10 18:00 | s/l | 8 | 0.10 | 169.297 | 169.297 | 171.197 | -26.84 | 10346.92 |
| 26 | 2023.05.26 15:00 | sell | 9 | 0.10 | 173.218 | 0.000 | 0.000 | ||
| 27 | 2023.05.26 15:00 | modify | 9 | 0.10 | 173.218 | 173.618 | 171.718 | ||
| 28 | 2023.05.26 18:00 | s/l | 9 | 0.10 | 173.618 | 173.618 | 171.718 | -26.83 | 10320.09 |
| 29 | 2023.05.26 19:00 | sell | 10 | 0.10 | 173.662 | 0.000 | 0.000 | ||
| 30 | 2023.05.26 19:00 | modify | 10 | 0.10 | 173.662 | 174.062 | 172.162 | ||
| 31 | 2023.05.30 10:00 | s/l | 10 | 0.10 | 174.062 | 174.062 | 172.162 | -30.61 | 10289.47 |
| 32 | 2023.06.13 20:00 | sell | 11 | 0.10 | 176.773 | 0.000 | 0.000 | ||
| 33 | 2023.06.13 20:00 | modify | 11 | 0.10 | 176.773 | 177.173 | 175.273 | ||
| 34 | 2023.06.14 11:00 | s/l | 11 | 0.10 | 177.173 | 177.173 | 175.273 | -28.73 | 10260.75 |
| 35 | 2023.06.16 20:00 | sell | 12 | 0.10 | 181.845 | 0.000 | 0.000 | ||
| 36 | 2023.06.16 20:00 | modify | 12 | 0.10 | 181.845 | 182.245 | 180.345 | ||
| 37 | 2023.06.19 21:00 | sell | 13 | 0.10 | 181.239 | 0.000 | 0.000 | ||
| 38 | 2023.06.19 21:00 | modify | 13 | 0.10 | 181.239 | 181.620 | 180.345 | ||
| 39 | 2023.06.19 21:00 | modify | 12 | 0.10 | 181.845 | 181.620 | 180.345 | ||
| 40 | 2023.06.19 22:00 | s/l | 12 | 0.10 | 181.620 | 181.620 | 180.345 | 13.19 | 10273.94 |
| 41 | 2023.06.19 22:00 | s/l | 13 | 0.10 | 181.620 | 181.620 | 180.345 | -25.55 | 10248.39 |
| 42 | 2023.08.03 13:00 | buy | 14 | 0.10 | 180.885 | 0.000 | 0.000 | ||
| 43 | 2023.08.03 13:00 | modify | 14 | 0.10 | 180.885 | 180.485 | 182.385 | ||
| 44 | 2023.08.06 21:00 | s/l | 14 | 0.10 | 180.485 | 180.485 | 182.385 | -25.63 | 10222.76 |
| 45 | 2023.08.07 19:00 | sell | 15 | 0.10 | 182.067 | 0.000 | 0.000 | ||
| 46 | 2023.08.07 19:00 | modify | 15 | 0.10 | 182.067 | 182.467 | 180.567 | ||
| 47 | 2023.08.08 01:00 | s/l | 15 | 0.10 | 182.467 | 182.467 | 180.567 | -28.72 | 10194.04 |
| 48 | 2023.08.21 18:00 | sell | 16 | 0.10 | 186.444 | 0.000 | 0.000 | ||
| 49 | 2023.08.21 18:00 | modify | 16 | 0.10 | 186.444 | 186.844 | 184.944 | ||
| 50 | 2023.08.22 14:00 | sell | 17 | 0.10 | 185.828 | 0.000 | 0.000 | ||
| 51 | 2023.08.22 14:00 | modify | 17 | 0.10 | 185.828 | 186.219 | 184.944 | ||
| 52 | 2023.08.22 14:00 | modify | 16 | 0.10 | 186.444 | 186.219 | 184.944 | ||
| 53 | 2023.08.23 08:00 | t/p | 16 | 0.10 | 184.944 | 186.219 | 184.944 | 96.80 | 10290.84 |
| 54 | 2023.08.23 08:00 | t/p | 17 | 0.10 | 184.944 | 186.219 | 184.944 | 57.39 | 10348.24 |
| 55 | 2023.08.23 13:00 | buy | 18 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 56 | 2023.08.23 13:00 | modify | 18 | 0.10 | 183.786 | 183.386 | 185.286 | ||
| 57 | 2023.08.23 14:00 | s/l | 18 | 0.10 | 183.386 | 183.386 | 185.286 | -26.84 | 10321.40 |
| 58 | 2023.08.23 15:00 | buy | 19 | 0.10 | 183.630 | 0.000 | 0.000 | ||
| 59 | 2023.08.23 15:00 | modify | 19 | 0.10 | 183.630 | 183.230 | 185.130 | ||
| 60 | 2023.08.23 18:00 | buy | 20 | 0.10 | 184.238 | 0.000 | 0.000 | ||
| 61 | 2023.08.23 18:00 | modify | 20 | 0.10 | 184.238 | 183.855 | 185.130 | ||
| 62 | 2023.08.23 18:00 | modify | 19 | 0.10 | 183.630 | 183.855 | 185.130 | ||
| 63 | 2023.08.24 18:00 | s/l | 19 | 0.10 | 183.855 | 183.855 | 185.130 | 18.72 | 10340.12 |
| 64 | 2023.08.24 18:00 | s/l | 20 | 0.10 | 183.855 | 183.855 | 185.130 | -22.08 | 10318.04 |
| 65 | 2023.08.30 21:00 | sell | 21 | 0.10 | 186.007 | 0.000 | 0.000 | ||
| 66 | 2023.08.30 21:00 | modify | 21 | 0.10 | 186.007 | 186.407 | 184.507 | ||
| 67 | 2023.08.31 15:00 | t/p | 21 | 0.10 | 184.507 | 186.407 | 184.507 | 94.90 | 10412.94 |
| 68 | 2023.09.07 13:00 | buy | 22 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 69 | 2023.09.07 13:00 | modify | 22 | 0.10 | 183.574 | 183.174 | 185.074 | ||
| 70 | 2023.09.08 01:00 | s/l | 22 | 0.10 | 183.174 | 183.174 | 185.074 | -25.63 | 10387.31 |
| 71 | 2023.10.10 11:00 | sell | 23 | 0.10 | 182.563 | 0.000 | 0.000 | ||
| 72 | 2023.10.10 11:00 | modify | 23 | 0.10 | 182.563 | 182.963 | 181.063 | ||
| 73 | 2023.10.11 04:00 | s/l | 23 | 0.10 | 182.963 | 182.963 | 181.063 | -28.73 | 10358.58 |
| 74 | 2023.10.11 15:00 | sell | 24 | 0.10 | 183.616 | 0.000 | 0.000 | ||
| 75 | 2023.10.11 15:00 | modify | 24 | 0.10 | 183.616 | 184.016 | 182.116 | ||
| 76 | 2023.10.13 11:00 | t/p | 24 | 0.10 | 182.116 | 184.016 | 182.116 | 93.01 | 10451.59 |
| 77 | 2023.10.25 11:00 | buy | 25 | 0.10 | 181.793 | 0.000 | 0.000 | ||
| 78 | 2023.10.25 11:00 | modify | 25 | 0.10 | 181.793 | 181.393 | 183.293 | ||
| 79 | 2023.10.26 07:00 | s/l | 25 | 0.10 | 181.393 | 181.393 | 183.293 | -23.22 | 10428.37 |
| 80 | 2023.10.31 12:00 | sell | 26 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 81 | 2023.10.31 12:00 | modify | 26 | 0.10 | 183.583 | 183.983 | 182.083 | ||
| 82 | 2023.10.31 17:00 | s/l | 26 | 0.10 | 183.983 | 183.983 | 182.083 | -26.83 | 10401.54 |
| 83 | 2023.11.03 19:00 | sell | 27 | 0.10 | 184.860 | 0.000 | 0.000 | ||
| 84 | 2023.11.03 19:00 | modify | 27 | 0.10 | 184.860 | 185.260 | 183.360 | ||
| 85 | 2023.11.06 07:00 | s/l | 27 | 0.10 | 185.260 | 185.260 | 183.360 | -28.72 | 10372.82 |
| 86 | 2023.11.14 18:00 | sell | 28 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 87 | 2023.11.14 18:00 | modify | 28 | 0.10 | 188.135 | 188.535 | 186.635 | ||
| 88 | 2023.11.16 02:00 | sell | 29 | 0.10 | 187.535 | 0.000 | 0.000 | ||
| 89 | 2023.11.16 02:00 | modify | 29 | 0.10 | 187.535 | 187.910 | 186.635 | ||
| 90 | 2023.11.16 02:00 | modify | 28 | 0.10 | 188.135 | 187.910 | 186.635 | ||
| 91 | 2023.11.16 18:00 | sell | 30 | 0.10 | 187.006 | 0.000 | 0.000 | ||
| 92 | 2023.11.16 18:00 | modify | 30 | 0.10 | 187.006 | 187.610 | 186.635 | ||
| 93 | 2023.11.16 18:00 | modify | 29 | 0.10 | 187.535 | 187.610 | 186.635 | ||
| 94 | 2023.11.16 18:00 | modify | 28 | 0.10 | 188.135 | 187.610 | 186.635 | ||
| 95 | 2023.11.17 08:00 | t/p | 28 | 0.10 | 186.635 | 187.610 | 186.635 | 91.11 | 10463.93 |
| 96 | 2023.11.17 08:00 | t/p | 29 | 0.10 | 186.635 | 187.610 | 186.635 | 58.46 | 10522.39 |
| 97 | 2023.11.17 08:00 | t/p | 30 | 0.10 | 186.635 | 187.610 | 186.635 | 22.98 | 10545.38 |
| 98 | 2023.12.07 11:00 | buy | 31 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 99 | 2023.12.07 11:00 | modify | 31 | 0.10 | 182.371 | 181.971 | 183.871 | ||
| 100 | 2023.12.07 15:00 | s/l | 31 | 0.10 | 181.971 | 181.971 | 183.871 | -26.84 | 10518.54 |
| 101 | 2023.12.07 17:00 | buy | 32 | 0.10 | 181.296 | 0.000 | 0.000 | ||
| 102 | 2023.12.07 17:00 | modify | 32 | 0.10 | 181.296 | 180.896 | 182.796 | ||
| 103 | 2023.12.07 18:00 | s/l | 32 | 0.10 | 180.896 | 180.896 | 182.796 | -26.84 | 10491.70 |
| 104 | 2023.12.07 19:00 | buy | 33 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 105 | 2023.12.07 19:00 | modify | 33 | 0.10 | 180.797 | 180.397 | 182.297 | ||
| 106 | 2023.12.08 01:00 | s/l | 33 | 0.10 | 180.397 | 180.397 | 182.297 | -25.63 | 10466.07 |
| 107 | 2023.12.11 14:00 | sell | 34 | 0.10 | 184.040 | 0.000 | 0.000 | ||
| 108 | 2023.12.11 14:00 | modify | 34 | 0.10 | 184.040 | 184.440 | 182.540 | ||
| 109 | 2023.12.12 00:00 | sell | 35 | 0.10 | 183.336 | 0.000 | 0.000 | ||
| 110 | 2023.12.12 00:00 | modify | 35 | 0.10 | 183.336 | 183.590 | 182.540 | ||
| 111 | 2023.12.12 00:00 | modify | 34 | 0.10 | 184.040 | 183.590 | 182.540 | ||
| 112 | 2023.12.12 10:00 | t/p | 34 | 0.10 | 182.540 | 183.590 | 182.540 | 98.69 | 10564.76 |
| 113 | 2023.12.12 10:00 | t/p | 35 | 0.10 | 182.540 | 183.590 | 182.540 | 53.38 | 10618.14 |
| 114 | 2023.12.19 12:00 | sell | 36 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 115 | 2023.12.19 12:00 | modify | 36 | 0.10 | 183.913 | 184.313 | 182.413 | ||
| 116 | 2023.12.20 04:00 | sell | 37 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 117 | 2023.12.20 04:00 | modify | 37 | 0.10 | 182.767 | 183.388 | 182.413 | ||
| 118 | 2023.12.20 04:00 | modify | 36 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 119 | 2023.12.20 08:00 | t/p | 36 | 0.10 | 182.413 | 183.388 | 182.413 | 98.69 | 10716.83 |
| 120 | 2023.12.20 08:00 | t/p | 37 | 0.10 | 182.413 | 183.388 | 182.413 | 23.74 | 10740.57 |
| 121 | 2023.12.20 13:00 | buy | 38 | 0.10 | 181.471 | 0.000 | 0.000 | ||
| 122 | 2023.12.20 13:00 | modify | 38 | 0.10 | 181.471 | 181.071 | 182.971 | ||
| 123 | 2023.12.20 23:00 | s/l | 38 | 0.10 | 181.071 | 181.071 | 182.971 | -26.85 | 10713.72 |
| 124 | 2023.12.28 12:00 | buy | 39 | 0.10 | 180.160 | 0.000 | 0.000 | ||
| 125 | 2023.12.28 12:00 | modify | 39 | 0.10 | 180.160 | 179.760 | 181.660 | ||
| 126 | 2023.12.28 14:00 | s/l | 39 | 0.10 | 179.760 | 179.760 | 181.660 | -26.84 | 10686.88 |
| 127 | 2024.01.03 19:00 | sell | 40 | 0.10 | 181.558 | 0.000 | 0.000 | ||
| 128 | 2024.01.03 19:00 | modify | 40 | 0.10 | 181.558 | 181.958 | 180.058 | ||
| 129 | 2024.01.04 05:00 | s/l | 40 | 0.10 | 181.958 | 181.958 | 180.058 | -32.51 | 10654.38 |
| 130 | 2024.01.10 17:00 | sell | 41 | 0.10 | 185.419 | 0.000 | 0.000 | ||
| 131 | 2024.01.10 17:00 | modify | 41 | 0.10 | 185.419 | 185.819 | 183.919 | ||
| 132 | 2024.01.11 00:00 | s/l | 41 | 0.10 | 185.819 | 185.819 | 183.919 | -32.51 | 10621.87 |
| 133 | 2024.01.17 11:00 | sell | 42 | 0.10 | 187.302 | 0.000 | 0.000 | ||
| 134 | 2024.01.17 11:00 | modify | 42 | 0.10 | 187.302 | 187.702 | 185.802 | ||
| 135 | 2024.01.17 16:00 | s/l | 42 | 0.10 | 187.702 | 187.702 | 185.802 | -26.83 | 10595.04 |
| 136 | 2024.01.17 18:00 | sell | 43 | 0.10 | 187.920 | 0.000 | 0.000 | ||
| 137 | 2024.01.17 18:00 | modify | 43 | 0.10 | 187.920 | 188.320 | 186.420 | ||
| 138 | 2024.01.19 00:00 | s/l | 43 | 0.10 | 188.320 | 188.320 | 186.420 | -34.40 | 10560.63 |
| 139 | 2024.02.02 11:00 | sell | 44 | 0.10 | 187.139 | 0.000 | 0.000 | ||
| 140 | 2024.02.02 11:00 | modify | 44 | 0.10 | 187.139 | 187.539 | 185.639 | ||
| 141 | 2024.02.02 14:00 | s/l | 44 | 0.10 | 187.539 | 187.539 | 185.639 | -26.83 | 10533.80 |
| 142 | 2024.02.23 13:00 | sell | 45 | 0.10 | 191.013 | 0.000 | 0.000 | ||
| 143 | 2024.02.23 13:00 | modify | 45 | 0.10 | 191.013 | 191.413 | 189.513 | ||
| 144 | 2024.02.26 01:00 | sell | 46 | 0.10 | 190.391 | 0.000 | 0.000 | ||
| 145 | 2024.02.26 01:00 | modify | 46 | 0.10 | 190.391 | 190.788 | 189.513 | ||
| 146 | 2024.02.26 01:00 | modify | 45 | 0.10 | 191.013 | 190.788 | 189.513 | ||
| 147 | 2024.02.26 09:00 | s/l | 45 | 0.10 | 190.788 | 190.788 | 189.513 | 13.18 | 10546.99 |
| 148 | 2024.02.26 09:00 | s/l | 46 | 0.10 | 190.788 | 190.788 | 189.513 | -26.63 | 10520.36 |