Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 | 6499 | Ticks modelled | 30623603 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 995.61 | Gross profit | 1278.32 | Gross loss | -282.71 |
| Profit factor | 4.52 | Expected payoff | 28.45 | ||
| Absolute drawdown | 190.77 | Maximal drawdown | 307.66 (3.04%) | Relative drawdown | 3.04% (307.66) |
| Total trades | 35 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
| Largest | profit trade | 96.85 | loss trade | -94.37 | |
| Average | profit trade | 51.13 | loss trade | -28.27 | |
| Maximum | consecutive wins (profit in money) | 21 (1174.43) | consecutive losses (loss in money) | 3 (-137.77) | |
| Maximal | consecutive profit (count of wins) | 1174.43 (21) | consecutive loss (count of losses) | -137.77 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 10:00 | sell | 1 | 0.10 | 182.256 | 0.000 | 0.000 | ||
| 2 | 2023.07.21 10:00 | modify | 1 | 0.10 | 182.256 | 183.756 | 180.756 | ||
| 3 | 2023.07.21 12:20 | sell | 2 | 0.10 | 181.656 | 0.000 | 0.000 | ||
| 4 | 2023.07.21 12:20 | modify | 2 | 0.10 | 181.656 | 182.181 | 180.756 | ||
| 5 | 2023.07.21 12:20 | modify | 1 | 0.10 | 182.256 | 182.181 | 180.756 | ||
| 6 | 2023.07.21 12:28 | sell | 3 | 0.10 | 181.426 | 0.000 | 0.000 | ||
| 7 | 2023.07.21 12:28 | modify | 3 | 0.10 | 181.426 | 181.881 | 180.756 | ||
| 8 | 2023.07.21 12:28 | modify | 2 | 0.10 | 181.656 | 181.881 | 180.756 | ||
| 9 | 2023.07.21 12:28 | modify | 1 | 0.10 | 182.256 | 181.881 | 180.756 | ||
| 10 | 2023.07.21 12:43 | sell | 4 | 0.10 | 181.124 | 0.000 | 0.000 | ||
| 11 | 2023.07.21 12:43 | modify | 4 | 0.10 | 181.124 | 181.731 | 180.756 | ||
| 12 | 2023.07.21 12:43 | modify | 3 | 0.10 | 181.426 | 181.731 | 180.756 | ||
| 13 | 2023.07.21 12:43 | modify | 2 | 0.10 | 181.656 | 181.731 | 180.756 | ||
| 14 | 2023.07.21 12:43 | modify | 1 | 0.10 | 182.256 | 181.731 | 180.756 | ||
| 15 | 2023.07.21 13:18 | s/l | 1 | 0.10 | 181.731 | 181.731 | 180.756 | 33.03 | 10033.03 |
| 16 | 2023.07.21 13:18 | s/l | 2 | 0.10 | 181.731 | 181.731 | 180.756 | -4.72 | 10028.31 |
| 17 | 2023.07.21 13:18 | s/l | 3 | 0.10 | 181.731 | 181.731 | 180.756 | -19.19 | 10009.12 |
| 18 | 2023.07.21 13:18 | s/l | 4 | 0.10 | 181.731 | 181.731 | 180.756 | -38.19 | 9970.93 |
| 19 | 2023.08.23 13:00 | buy | 5 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 20 | 2023.08.23 13:00 | modify | 5 | 0.10 | 183.786 | 182.286 | 185.286 | ||
| 21 | 2023.08.23 19:43 | buy | 6 | 0.10 | 184.386 | 0.000 | 0.000 | ||
| 22 | 2023.08.23 19:43 | modify | 6 | 0.10 | 184.386 | 183.861 | 185.286 | ||
| 23 | 2023.08.23 19:43 | modify | 5 | 0.10 | 183.786 | 183.861 | 185.286 | ||
| 24 | 2023.08.24 04:38 | buy | 7 | 0.10 | 184.612 | 0.000 | 0.000 | ||
| 25 | 2023.08.24 04:38 | modify | 7 | 0.10 | 184.612 | 184.161 | 185.286 | ||
| 26 | 2023.08.24 04:38 | modify | 6 | 0.10 | 184.386 | 184.161 | 185.286 | ||
| 27 | 2023.08.24 04:38 | modify | 5 | 0.10 | 183.786 | 184.161 | 185.286 | ||
| 28 | 2023.08.24 14:01 | s/l | 5 | 0.10 | 184.161 | 184.161 | 185.286 | 26.09 | 9997.02 |
| 29 | 2023.08.24 14:01 | s/l | 6 | 0.10 | 184.161 | 184.161 | 185.286 | -11.67 | 9985.35 |
| 30 | 2023.08.24 14:01 | s/l | 7 | 0.10 | 184.161 | 184.161 | 185.286 | -28.38 | 9956.97 |
| 31 | 2023.11.14 18:00 | sell | 8 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 32 | 2023.11.14 18:00 | modify | 8 | 0.10 | 188.135 | 189.635 | 186.635 | ||
| 33 | 2023.11.15 09:05 | sell | 9 | 0.10 | 187.535 | 0.000 | 0.000 | ||
| 34 | 2023.11.15 09:05 | modify | 9 | 0.10 | 187.535 | 188.060 | 186.635 | ||
| 35 | 2023.11.15 09:05 | modify | 8 | 0.10 | 188.135 | 188.060 | 186.635 | ||
| 36 | 2023.11.15 13:30 | sell | 10 | 0.10 | 187.295 | 0.000 | 0.000 | ||
| 37 | 2023.11.15 13:30 | modify | 10 | 0.10 | 187.295 | 187.760 | 186.635 | ||
| 38 | 2023.11.15 13:30 | modify | 9 | 0.10 | 187.535 | 187.760 | 186.635 | ||
| 39 | 2023.11.15 13:30 | modify | 8 | 0.10 | 188.135 | 187.760 | 186.635 | ||
| 40 | 2023.11.15 14:16 | s/l | 8 | 0.10 | 187.760 | 187.760 | 186.635 | 21.18 | 9978.15 |
| 41 | 2023.11.15 14:16 | s/l | 9 | 0.10 | 187.760 | 187.760 | 186.635 | -14.15 | 9964.00 |
| 42 | 2023.11.15 14:16 | s/l | 10 | 0.10 | 187.760 | 187.760 | 186.635 | -29.25 | 9934.75 |
| 43 | 2023.12.07 11:00 | buy | 11 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 44 | 2023.12.07 11:00 | modify | 11 | 0.10 | 182.371 | 180.871 | 183.871 | ||
| 45 | 2023.12.07 17:43 | s/l | 11 | 0.10 | 180.871 | 180.871 | 183.871 | -94.37 | 9840.38 |
| 46 | 2023.12.07 19:00 | buy | 12 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 47 | 2023.12.07 19:00 | modify | 12 | 0.10 | 180.797 | 179.297 | 182.297 | ||
| 48 | 2023.12.07 21:35 | buy | 13 | 0.10 | 181.401 | 0.000 | 0.000 | ||
| 49 | 2023.12.07 21:35 | modify | 13 | 0.10 | 181.401 | 180.872 | 182.297 | ||
| 50 | 2023.12.07 21:35 | modify | 12 | 0.10 | 180.797 | 180.872 | 182.297 | ||
| 51 | 2023.12.07 22:51 | buy | 14 | 0.10 | 181.623 | 0.000 | 0.000 | ||
| 52 | 2023.12.07 22:51 | modify | 14 | 0.10 | 181.623 | 181.172 | 182.297 | ||
| 53 | 2023.12.07 22:51 | modify | 13 | 0.10 | 181.401 | 181.172 | 182.297 | ||
| 54 | 2023.12.07 22:51 | modify | 12 | 0.10 | 180.797 | 181.172 | 182.297 | ||
| 55 | 2023.12.07 23:05 | s/l | 12 | 0.10 | 181.172 | 181.172 | 182.297 | 23.59 | 9863.97 |
| 56 | 2023.12.07 23:05 | s/l | 13 | 0.10 | 181.172 | 181.172 | 182.297 | -14.41 | 9849.56 |
| 57 | 2023.12.07 23:05 | s/l | 14 | 0.10 | 181.172 | 181.172 | 182.297 | -28.38 | 9821.18 |
| 58 | 2023.12.19 12:00 | sell | 15 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 59 | 2023.12.19 12:00 | modify | 15 | 0.10 | 183.913 | 185.413 | 182.413 | ||
| 60 | 2023.12.19 15:01 | sell | 16 | 0.10 | 183.310 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 15:01 | modify | 16 | 0.10 | 183.310 | 183.838 | 182.413 | ||
| 62 | 2023.12.19 15:01 | modify | 15 | 0.10 | 183.913 | 183.838 | 182.413 | ||
| 63 | 2023.12.19 16:58 | sell | 17 | 0.10 | 183.088 | 0.000 | 0.000 | ||
| 64 | 2023.12.19 16:58 | modify | 17 | 0.10 | 183.088 | 183.538 | 182.413 | ||
| 65 | 2023.12.19 16:58 | modify | 16 | 0.10 | 183.310 | 183.538 | 182.413 | ||
| 66 | 2023.12.19 16:58 | modify | 15 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 67 | 2023.12.20 03:41 | sell | 18 | 0.10 | 182.788 | 0.000 | 0.000 | ||
| 68 | 2023.12.20 03:41 | modify | 18 | 0.10 | 182.788 | 183.388 | 182.413 | ||
| 69 | 2023.12.20 03:41 | modify | 17 | 0.10 | 183.088 | 183.388 | 182.413 | ||
| 70 | 2023.12.20 03:41 | modify | 16 | 0.10 | 183.310 | 183.388 | 182.413 | ||
| 71 | 2023.12.20 03:41 | modify | 15 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 72 | 2023.12.20 07:00 | t/p | 15 | 0.10 | 182.413 | 183.388 | 182.413 | 91.94 | 9913.12 |
| 73 | 2023.12.20 07:00 | t/p | 16 | 0.10 | 182.413 | 183.388 | 182.413 | 54.01 | 9967.12 |
| 74 | 2023.12.20 07:00 | t/p | 17 | 0.10 | 182.413 | 183.388 | 182.413 | 40.05 | 10007.17 |
| 75 | 2023.12.20 07:00 | t/p | 18 | 0.10 | 182.413 | 183.388 | 182.413 | 23.59 | 10030.76 |
| 76 | 2024.04.12 14:00 | buy | 19 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 77 | 2024.04.12 14:00 | modify | 19 | 0.10 | 190.472 | 188.972 | 191.972 | ||
| 78 | 2024.04.14 23:57 | buy | 20 | 0.10 | 191.073 | 0.000 | 0.000 | ||
| 79 | 2024.04.14 23:57 | modify | 20 | 0.10 | 191.073 | 190.547 | 191.972 | ||
| 80 | 2024.04.14 23:57 | modify | 19 | 0.10 | 190.472 | 190.547 | 191.972 | ||
| 81 | 2024.04.15 01:05 | buy | 21 | 0.10 | 191.306 | 0.000 | 0.000 | ||
| 82 | 2024.04.15 01:05 | modify | 21 | 0.10 | 191.306 | 190.847 | 191.972 | ||
| 83 | 2024.04.15 01:05 | modify | 20 | 0.10 | 191.073 | 190.847 | 191.972 | ||
| 84 | 2024.04.15 01:05 | modify | 19 | 0.10 | 190.472 | 190.847 | 191.972 | ||
| 85 | 2024.04.15 03:37 | buy | 22 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 86 | 2024.04.15 03:37 | modify | 22 | 0.10 | 191.598 | 190.997 | 191.972 | ||
| 87 | 2024.04.15 03:37 | modify | 21 | 0.10 | 191.306 | 190.997 | 191.972 | ||
| 88 | 2024.04.15 03:37 | modify | 20 | 0.10 | 191.073 | 190.997 | 191.972 | ||
| 89 | 2024.04.15 03:37 | modify | 19 | 0.10 | 190.472 | 190.997 | 191.972 | ||
| 90 | 2024.04.15 07:57 | t/p | 19 | 0.10 | 191.972 | 190.997 | 191.972 | 95.19 | 10125.95 |
| 91 | 2024.04.15 07:57 | t/p | 20 | 0.10 | 191.972 | 190.997 | 191.972 | 57.38 | 10183.33 |
| 92 | 2024.04.15 07:57 | t/p | 21 | 0.10 | 191.972 | 190.997 | 191.972 | 41.89 | 10225.22 |
| 93 | 2024.04.15 07:57 | t/p | 22 | 0.10 | 191.972 | 190.997 | 191.972 | 23.52 | 10248.74 |
| 94 | 2024.04.29 04:00 | sell | 23 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 95 | 2024.04.29 04:00 | modify | 23 | 0.10 | 199.601 | 201.101 | 198.101 | ||
| 96 | 2024.04.29 04:05 | sell | 24 | 0.10 | 198.977 | 0.000 | 0.000 | ||
| 97 | 2024.04.29 04:05 | modify | 24 | 0.10 | 198.977 | 199.526 | 198.101 | ||
| 98 | 2024.04.29 04:05 | modify | 23 | 0.10 | 199.601 | 199.526 | 198.101 | ||
| 99 | 2024.04.29 04:05 | sell | 25 | 0.10 | 198.766 | 0.000 | 0.000 | ||
| 100 | 2024.04.29 04:05 | modify | 25 | 0.10 | 198.766 | 199.226 | 198.101 | ||
| 101 | 2024.04.29 04:05 | modify | 24 | 0.10 | 198.977 | 199.226 | 198.101 | ||
| 102 | 2024.04.29 04:05 | modify | 23 | 0.10 | 199.601 | 199.226 | 198.101 | ||
| 103 | 2024.04.29 04:06 | t/p | 23 | 0.10 | 198.101 | 199.226 | 198.101 | 94.34 | 10343.08 |
| 104 | 2024.04.29 04:06 | t/p | 24 | 0.10 | 198.101 | 199.226 | 198.101 | 55.10 | 10398.18 |
| 105 | 2024.04.29 04:06 | t/p | 25 | 0.10 | 198.101 | 199.226 | 198.101 | 41.82 | 10440.00 |
| 106 | 2024.05.01 22:00 | buy | 26 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 107 | 2024.05.01 22:00 | modify | 26 | 0.10 | 193.156 | 191.656 | 194.656 | ||
| 108 | 2024.05.01 22:03 | buy | 27 | 0.10 | 194.300 | 0.000 | 0.000 | ||
| 109 | 2024.05.01 22:03 | modify | 27 | 0.10 | 194.300 | 193.681 | 194.656 | ||
| 110 | 2024.05.01 22:03 | modify | 26 | 0.10 | 193.156 | 193.681 | 194.656 | ||
| 111 | 2024.05.01 22:15 | t/p | 26 | 0.10 | 194.656 | 193.681 | 194.656 | 94.37 | 10534.37 |
| 112 | 2024.05.01 22:15 | t/p | 27 | 0.10 | 194.656 | 193.681 | 194.656 | 22.40 | 10556.77 |
| 113 | 2024.05.02 17:00 | buy | 28 | 0.10 | 192.497 | 0.000 | 0.000 | ||
| 114 | 2024.05.02 17:00 | modify | 28 | 0.10 | 192.497 | 190.997 | 193.997 | ||
| 115 | 2024.05.06 03:28 | buy | 29 | 0.10 | 193.100 | 0.000 | 0.000 | ||
| 116 | 2024.05.06 03:28 | modify | 29 | 0.10 | 193.100 | 192.572 | 193.997 | ||
| 117 | 2024.05.06 03:28 | modify | 28 | 0.10 | 192.497 | 192.572 | 193.997 | ||
| 118 | 2024.05.06 07:34 | buy | 30 | 0.10 | 193.323 | 0.000 | 0.000 | ||
| 119 | 2024.05.06 07:34 | modify | 30 | 0.10 | 193.323 | 192.872 | 193.997 | ||
| 120 | 2024.05.06 07:34 | modify | 29 | 0.10 | 193.100 | 192.872 | 193.997 | ||
| 121 | 2024.05.06 07:34 | modify | 28 | 0.10 | 192.497 | 192.872 | 193.997 | ||
| 122 | 2024.05.06 14:53 | buy | 31 | 0.10 | 193.626 | 0.000 | 0.000 | ||
| 123 | 2024.05.06 14:53 | modify | 31 | 0.10 | 193.626 | 193.022 | 193.997 | ||
| 124 | 2024.05.06 14:53 | modify | 30 | 0.10 | 193.323 | 193.022 | 193.997 | ||
| 125 | 2024.05.06 14:53 | modify | 29 | 0.10 | 193.100 | 193.022 | 193.997 | ||
| 126 | 2024.05.06 14:53 | modify | 28 | 0.10 | 192.497 | 193.022 | 193.997 | ||
| 127 | 2024.05.07 02:30 | t/p | 28 | 0.10 | 193.997 | 193.022 | 193.997 | 96.85 | 10653.62 |
| 128 | 2024.05.07 02:30 | t/p | 29 | 0.10 | 193.997 | 193.022 | 193.997 | 57.26 | 10710.88 |
| 129 | 2024.05.07 02:30 | t/p | 30 | 0.10 | 193.997 | 193.022 | 193.997 | 43.23 | 10754.11 |
| 130 | 2024.05.07 02:30 | t/p | 31 | 0.10 | 193.997 | 193.022 | 193.997 | 24.17 | 10778.28 |
| 131 | 2024.06.04 12:00 | buy | 32 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 132 | 2024.06.04 12:00 | modify | 32 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 133 | 2024.06.05 00:05 | buy | 33 | 0.10 | 198.259 | 0.000 | 0.000 | ||
| 134 | 2024.06.05 00:05 | modify | 33 | 0.10 | 198.259 | 197.733 | 199.158 | ||
| 135 | 2024.06.05 00:05 | modify | 32 | 0.10 | 197.658 | 197.733 | 199.158 | ||
| 136 | 2024.06.05 00:15 | buy | 34 | 0.10 | 198.485 | 0.000 | 0.000 | ||
| 137 | 2024.06.05 00:15 | modify | 34 | 0.10 | 198.485 | 198.033 | 199.158 | ||
| 138 | 2024.06.05 00:15 | modify | 33 | 0.10 | 198.259 | 198.033 | 199.158 | ||
| 139 | 2024.06.05 00:15 | modify | 32 | 0.10 | 197.658 | 198.033 | 199.158 | ||
| 140 | 2024.06.05 03:00 | buy | 35 | 0.10 | 198.788 | 0.000 | 0.000 | ||
| 141 | 2024.06.05 03:00 | modify | 35 | 0.10 | 198.788 | 198.183 | 199.158 | ||
| 142 | 2024.06.05 03:00 | modify | 34 | 0.10 | 198.485 | 198.183 | 199.158 | ||
| 143 | 2024.06.05 03:00 | modify | 33 | 0.10 | 198.259 | 198.183 | 199.158 | ||
| 144 | 2024.06.05 03:00 | modify | 32 | 0.10 | 197.658 | 198.183 | 199.158 | ||
| 145 | 2024.06.05 07:01 | t/p | 32 | 0.10 | 199.158 | 198.183 | 199.158 | 95.18 | 10873.46 |
| 146 | 2024.06.05 07:01 | t/p | 33 | 0.10 | 199.158 | 198.183 | 199.158 | 56.55 | 10930.01 |
| 147 | 2024.06.05 07:01 | t/p | 34 | 0.10 | 199.158 | 198.183 | 199.158 | 42.33 | 10972.34 |
| 148 | 2024.06.05 07:01 | t/p | 35 | 0.10 | 199.158 | 198.183 | 199.158 | 23.27 | 10995.61 |