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 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 446.26 | Gross profit | 1138.34 | Gross loss | -692.08 |
| Profit factor | 1.64 | Expected payoff | 10.88 | ||
| Absolute drawdown | 98.12 | Maximal drawdown | 352.41 (3.44%) | Relative drawdown | 3.44% (352.41) |
| Total trades | 41 | Short positions (won %) | 26 (65.38%) | Long positions (won %) | 15 (53.33%) |
| Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
| Largest | profit trade | 70.15 | loss trade | -72.66 | |
| Average | profit trade | 45.53 | loss trade | -43.25 | |
| Maximum | consecutive wins (profit in money) | 6 (281.30) | consecutive losses (loss in money) | 6 (-286.72) | |
| Maximal | consecutive profit (count of wins) | 281.30 (6) | consecutive loss (count of losses) | -286.72 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.08 04:00 | sell | 1 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 2 | 2023.08.08 04:00 | modify | 1 | 0.10 | 182.817 | 183.817 | 181.717 | ||
| 3 | 2023.08.08 10:00 | sell | 2 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 4 | 2023.08.08 10:00 | modify | 2 | 0.10 | 182.099 | 182.377 | 181.717 | ||
| 5 | 2023.08.08 10:00 | modify | 1 | 0.10 | 182.817 | 182.377 | 181.717 | ||
| 6 | 2023.08.08 12:00 | t/p | 1 | 0.10 | 181.717 | 182.377 | 181.717 | 69.31 | 10069.31 |
| 7 | 2023.08.08 12:00 | t/p | 2 | 0.10 | 181.717 | 182.377 | 181.717 | 24.07 | 10093.38 |
| 8 | 2023.08.23 13:00 | buy | 3 | 0.10 | 183.786 | 0.000 | 0.000 | ||
| 9 | 2023.08.23 13:00 | modify | 3 | 0.10 | 183.786 | 182.786 | 184.886 | ||
| 10 | 2023.08.27 23:00 | buy | 4 | 0.10 | 184.366 | 0.000 | 0.000 | ||
| 11 | 2023.08.27 23:00 | modify | 4 | 0.10 | 184.366 | 183.896 | 184.886 | ||
| 12 | 2023.08.27 23:00 | modify | 3 | 0.10 | 183.786 | 183.896 | 184.886 | ||
| 13 | 2023.08.28 00:00 | buy | 5 | 0.10 | 184.519 | 0.000 | 0.000 | ||
| 14 | 2023.08.28 00:00 | modify | 5 | 0.10 | 184.519 | 184.226 | 184.886 | ||
| 15 | 2023.08.28 00:00 | modify | 4 | 0.10 | 184.366 | 184.226 | 184.886 | ||
| 16 | 2023.08.28 00:00 | modify | 3 | 0.10 | 183.786 | 184.226 | 184.886 | ||
| 17 | 2023.08.28 09:00 | s/l | 3 | 0.10 | 184.226 | 184.226 | 184.886 | 31.88 | 10125.26 |
| 18 | 2023.08.28 09:00 | s/l | 4 | 0.10 | 184.226 | 184.226 | 184.886 | -7.99 | 10117.27 |
| 19 | 2023.08.28 09:00 | s/l | 5 | 0.10 | 184.226 | 184.226 | 184.886 | -18.46 | 10098.81 |
| 20 | 2023.08.30 21:00 | sell | 6 | 0.10 | 186.007 | 0.000 | 0.000 | ||
| 21 | 2023.08.30 21:00 | modify | 6 | 0.10 | 186.007 | 187.007 | 184.907 | ||
| 22 | 2023.08.31 08:00 | sell | 7 | 0.10 | 185.434 | 0.000 | 0.000 | ||
| 23 | 2023.08.31 08:00 | modify | 7 | 0.10 | 185.434 | 185.897 | 184.907 | ||
| 24 | 2023.08.31 08:00 | modify | 6 | 0.10 | 186.007 | 185.897 | 184.907 | ||
| 25 | 2023.08.31 09:00 | sell | 8 | 0.10 | 185.281 | 0.000 | 0.000 | ||
| 26 | 2023.08.31 09:00 | modify | 8 | 0.10 | 185.281 | 185.567 | 184.907 | ||
| 27 | 2023.08.31 09:00 | modify | 7 | 0.10 | 185.434 | 185.567 | 184.907 | ||
| 28 | 2023.08.31 09:00 | modify | 6 | 0.10 | 186.007 | 185.567 | 184.907 | ||
| 29 | 2023.08.31 10:00 | t/p | 6 | 0.10 | 184.907 | 185.567 | 184.907 | 62.07 | 10160.88 |
| 30 | 2023.08.31 10:00 | t/p | 7 | 0.10 | 184.907 | 185.567 | 184.907 | 33.21 | 10194.09 |
| 31 | 2023.08.31 10:00 | t/p | 8 | 0.10 | 184.907 | 185.567 | 184.907 | 23.57 | 10217.66 |
| 32 | 2023.09.07 13:00 | buy | 9 | 0.10 | 183.574 | 0.000 | 0.000 | ||
| 33 | 2023.09.07 13:00 | modify | 9 | 0.10 | 183.574 | 182.574 | 184.674 | ||
| 34 | 2023.09.08 08:00 | buy | 10 | 0.10 | 184.182 | 0.000 | 0.000 | ||
| 35 | 2023.09.08 08:00 | modify | 10 | 0.10 | 184.182 | 183.959 | 184.674 | ||
| 36 | 2023.09.08 08:00 | modify | 9 | 0.10 | 183.574 | 183.959 | 184.674 | ||
| 37 | 2023.09.08 10:00 | s/l | 9 | 0.10 | 183.959 | 183.959 | 184.674 | 25.09 | 10242.75 |
| 38 | 2023.09.08 10:00 | s/l | 10 | 0.10 | 183.959 | 183.959 | 184.674 | -14.05 | 10228.70 |
| 39 | 2023.11.03 19:00 | sell | 11 | 0.10 | 184.860 | 0.000 | 0.000 | ||
| 40 | 2023.11.03 19:00 | modify | 11 | 0.10 | 184.860 | 185.860 | 183.760 | ||
| 41 | 2023.11.06 11:00 | s/l | 11 | 0.10 | 185.860 | 185.860 | 183.760 | -65.42 | 10163.28 |
| 42 | 2023.11.14 18:00 | sell | 12 | 0.10 | 188.135 | 0.000 | 0.000 | ||
| 43 | 2023.11.14 18:00 | modify | 12 | 0.10 | 188.135 | 189.135 | 187.035 | ||
| 44 | 2023.11.15 09:00 | sell | 13 | 0.10 | 187.568 | 0.000 | 0.000 | ||
| 45 | 2023.11.15 09:00 | modify | 13 | 0.10 | 187.568 | 188.025 | 187.035 | ||
| 46 | 2023.11.15 09:00 | modify | 12 | 0.10 | 188.135 | 188.025 | 187.035 | ||
| 47 | 2023.11.15 12:00 | sell | 14 | 0.10 | 187.412 | 0.000 | 0.000 | ||
| 48 | 2023.11.15 12:00 | modify | 14 | 0.10 | 187.412 | 187.695 | 187.035 | ||
| 49 | 2023.11.15 12:00 | modify | 13 | 0.10 | 187.568 | 187.695 | 187.035 | ||
| 50 | 2023.11.15 12:00 | modify | 12 | 0.10 | 188.135 | 187.695 | 187.035 | ||
| 51 | 2023.11.15 14:00 | s/l | 12 | 0.10 | 187.695 | 187.695 | 187.035 | 25.32 | 10188.60 |
| 52 | 2023.11.15 14:00 | s/l | 13 | 0.10 | 187.695 | 187.695 | 187.035 | -8.00 | 10180.60 |
| 53 | 2023.11.15 14:00 | s/l | 14 | 0.10 | 187.695 | 187.695 | 187.035 | -17.83 | 10162.77 |
| 54 | 2023.11.22 10:00 | sell | 15 | 0.10 | 186.816 | 0.000 | 0.000 | ||
| 55 | 2023.11.22 10:00 | modify | 15 | 0.10 | 186.816 | 187.816 | 185.716 | ||
| 56 | 2023.11.24 09:00 | s/l | 15 | 0.10 | 187.816 | 187.816 | 185.716 | -72.66 | 10090.11 |
| 57 | 2023.12.07 11:00 | buy | 16 | 0.10 | 182.371 | 0.000 | 0.000 | ||
| 58 | 2023.12.07 11:00 | modify | 16 | 0.10 | 182.371 | 181.371 | 183.471 | ||
| 59 | 2023.12.07 15:00 | s/l | 16 | 0.10 | 181.371 | 181.371 | 183.471 | -63.02 | 10027.09 |
| 60 | 2023.12.07 17:00 | buy | 17 | 0.10 | 181.296 | 0.000 | 0.000 | ||
| 61 | 2023.12.07 17:00 | modify | 17 | 0.10 | 181.296 | 180.296 | 182.396 | ||
| 62 | 2023.12.07 18:00 | s/l | 17 | 0.10 | 180.296 | 180.296 | 182.396 | -63.02 | 9964.07 |
| 63 | 2023.12.07 19:00 | buy | 18 | 0.10 | 180.797 | 0.000 | 0.000 | ||
| 64 | 2023.12.07 19:00 | modify | 18 | 0.10 | 180.797 | 179.797 | 181.897 | ||
| 65 | 2023.12.08 02:00 | s/l | 18 | 0.10 | 179.797 | 179.797 | 181.897 | -62.19 | 9901.88 |
| 66 | 2023.12.11 14:00 | sell | 19 | 0.10 | 184.040 | 0.000 | 0.000 | ||
| 67 | 2023.12.11 14:00 | modify | 19 | 0.10 | 184.040 | 185.040 | 182.940 | ||
| 68 | 2023.12.11 20:00 | sell | 20 | 0.10 | 183.487 | 0.000 | 0.000 | ||
| 69 | 2023.12.11 20:00 | modify | 20 | 0.10 | 183.487 | 183.930 | 182.940 | ||
| 70 | 2023.12.11 20:00 | modify | 19 | 0.10 | 184.040 | 183.930 | 182.940 | ||
| 71 | 2023.12.12 02:00 | t/p | 19 | 0.10 | 182.940 | 183.930 | 182.940 | 66.90 | 9968.77 |
| 72 | 2023.12.12 02:00 | t/p | 20 | 0.10 | 182.940 | 183.930 | 182.940 | 32.06 | 10000.83 |
| 73 | 2023.12.19 12:00 | sell | 21 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 74 | 2023.12.19 12:00 | modify | 21 | 0.10 | 183.913 | 184.913 | 182.813 | ||
| 75 | 2023.12.19 16:00 | sell | 22 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 76 | 2023.12.19 16:00 | modify | 22 | 0.10 | 183.181 | 183.473 | 182.813 | ||
| 77 | 2023.12.19 16:00 | modify | 21 | 0.10 | 183.913 | 183.473 | 182.813 | ||
| 78 | 2023.12.20 04:00 | t/p | 21 | 0.10 | 182.813 | 183.473 | 182.813 | 66.90 | 10067.73 |
| 79 | 2023.12.20 04:00 | t/p | 22 | 0.10 | 182.813 | 183.473 | 182.813 | 20.78 | 10088.51 |
| 80 | 2024.01.03 19:00 | sell | 23 | 0.10 | 181.558 | 0.000 | 0.000 | ||
| 81 | 2024.01.03 19:00 | modify | 23 | 0.10 | 181.558 | 182.558 | 180.458 | ||
| 82 | 2024.01.04 10:00 | s/l | 23 | 0.10 | 182.558 | 182.558 | 180.458 | -70.25 | 10018.26 |
| 83 | 2024.01.10 17:00 | sell | 24 | 0.10 | 185.419 | 0.000 | 0.000 | ||
| 84 | 2024.01.10 17:00 | modify | 24 | 0.10 | 185.419 | 186.419 | 184.319 | ||
| 85 | 2024.01.12 12:00 | sell | 25 | 0.10 | 184.812 | 0.000 | 0.000 | ||
| 86 | 2024.01.12 12:00 | modify | 25 | 0.10 | 184.812 | 185.034 | 184.319 | ||
| 87 | 2024.01.12 12:00 | modify | 24 | 0.10 | 185.419 | 185.034 | 184.319 | ||
| 88 | 2024.01.12 13:00 | s/l | 24 | 0.10 | 185.034 | 185.034 | 184.319 | 14.61 | 10032.87 |
| 89 | 2024.01.12 13:00 | s/l | 25 | 0.10 | 185.034 | 185.034 | 184.319 | -13.98 | 10018.89 |
| 90 | 2024.01.17 11:00 | sell | 26 | 0.10 | 187.302 | 0.000 | 0.000 | ||
| 91 | 2024.01.17 11:00 | modify | 26 | 0.10 | 187.302 | 188.302 | 186.202 | ||
| 92 | 2024.01.19 00:00 | s/l | 26 | 0.10 | 188.302 | 188.302 | 186.202 | -72.66 | 9946.23 |
| 93 | 2024.03.07 09:00 | buy | 27 | 0.10 | 188.460 | 0.000 | 0.000 | ||
| 94 | 2024.03.07 09:00 | modify | 27 | 0.10 | 188.460 | 187.460 | 189.560 | ||
| 95 | 2024.03.07 18:00 | t/p | 27 | 0.10 | 189.560 | 187.460 | 189.560 | 69.32 | 10015.55 |
| 96 | 2024.03.19 16:00 | sell | 28 | 0.10 | 191.588 | 0.000 | 0.000 | ||
| 97 | 2024.03.19 16:00 | modify | 28 | 0.10 | 191.588 | 192.588 | 190.488 | ||
| 98 | 2024.03.20 05:00 | s/l | 28 | 0.10 | 192.588 | 192.588 | 190.488 | -65.42 | 9950.12 |
| 99 | 2024.03.22 10:00 | buy | 29 | 0.10 | 190.875 | 0.000 | 0.000 | ||
| 100 | 2024.03.22 10:00 | modify | 29 | 0.10 | 190.875 | 189.875 | 191.975 | ||
| 101 | 2024.03.25 16:00 | buy | 30 | 0.10 | 191.497 | 0.000 | 0.000 | ||
| 102 | 2024.03.25 16:00 | modify | 30 | 0.10 | 191.497 | 191.260 | 191.975 | ||
| 103 | 2024.03.25 16:00 | modify | 29 | 0.10 | 190.875 | 191.260 | 191.975 | ||
| 104 | 2024.03.26 01:00 | s/l | 29 | 0.10 | 191.260 | 191.260 | 191.975 | 25.92 | 9976.04 |
| 105 | 2024.03.26 01:00 | s/l | 30 | 0.10 | 191.260 | 191.260 | 191.975 | -14.11 | 9961.93 |
| 106 | 2024.04.03 20:00 | sell | 31 | 0.10 | 191.857 | 0.000 | 0.000 | ||
| 107 | 2024.04.03 20:00 | modify | 31 | 0.10 | 191.857 | 192.857 | 190.757 | ||
| 108 | 2024.04.04 20:00 | sell | 32 | 0.10 | 191.121 | 0.000 | 0.000 | ||
| 109 | 2024.04.04 20:00 | modify | 32 | 0.10 | 191.121 | 191.417 | 190.757 | ||
| 110 | 2024.04.04 20:00 | modify | 31 | 0.10 | 191.857 | 191.417 | 190.757 | ||
| 111 | 2024.04.04 23:00 | sell | 33 | 0.10 | 191.249 | 0.000 | 0.000 | ||
| 112 | 2024.04.04 23:00 | modify | 33 | 0.10 | 191.249 | 191.472 | 190.757 | ||
| 113 | 2024.04.05 00:00 | modify | 33 | 0.10 | 191.249 | 191.417 | 190.757 | ||
| 114 | 2024.04.05 02:00 | t/p | 31 | 0.10 | 190.757 | 191.417 | 190.757 | 59.66 | 10021.59 |
| 115 | 2024.04.05 02:00 | t/p | 32 | 0.10 | 190.757 | 191.417 | 190.757 | 20.53 | 10042.12 |
| 116 | 2024.04.05 02:00 | t/p | 33 | 0.10 | 190.757 | 191.417 | 190.757 | 28.59 | 10070.71 |
| 117 | 2024.04.12 14:00 | buy | 34 | 0.10 | 190.472 | 0.000 | 0.000 | ||
| 118 | 2024.04.12 14:00 | modify | 34 | 0.10 | 190.472 | 189.472 | 191.572 | ||
| 119 | 2024.04.15 00:00 | buy | 35 | 0.10 | 191.047 | 0.000 | 0.000 | ||
| 120 | 2024.04.15 00:00 | modify | 35 | 0.10 | 191.047 | 190.582 | 191.572 | ||
| 121 | 2024.04.15 00:00 | modify | 34 | 0.10 | 190.472 | 190.582 | 191.572 | ||
| 122 | 2024.04.15 04:00 | t/p | 34 | 0.10 | 191.572 | 190.582 | 191.572 | 70.14 | 10140.85 |
| 123 | 2024.04.15 04:00 | t/p | 35 | 0.10 | 191.572 | 190.582 | 191.572 | 33.08 | 10173.93 |
| 124 | 2024.04.25 10:00 | sell | 36 | 0.10 | 194.750 | 0.000 | 0.000 | ||
| 125 | 2024.04.25 10:00 | modify | 36 | 0.10 | 194.750 | 195.750 | 193.650 | ||
| 126 | 2024.04.25 14:00 | t/p | 36 | 0.10 | 193.650 | 195.750 | 193.650 | 69.31 | 10243.24 |
| 127 | 2024.04.26 12:00 | sell | 37 | 0.10 | 196.188 | 0.000 | 0.000 | ||
| 128 | 2024.04.26 12:00 | modify | 37 | 0.10 | 196.188 | 197.188 | 195.088 | ||
| 129 | 2024.04.26 19:00 | s/l | 37 | 0.10 | 197.188 | 197.188 | 195.088 | -63.01 | 10180.23 |
| 130 | 2024.04.29 04:00 | sell | 38 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 131 | 2024.04.29 04:00 | modify | 38 | 0.10 | 199.601 | 200.601 | 198.501 | ||
| 132 | 2024.04.29 05:00 | t/p | 38 | 0.10 | 198.501 | 200.601 | 198.501 | 69.32 | 10249.55 |
| 133 | 2024.05.01 22:00 | buy | 39 | 0.10 | 193.156 | 0.000 | 0.000 | ||
| 134 | 2024.05.01 22:00 | modify | 39 | 0.10 | 193.156 | 192.156 | 194.256 | ||
| 135 | 2024.05.01 23:00 | t/p | 39 | 0.10 | 194.256 | 192.156 | 194.256 | 69.32 | 10318.87 |
| 136 | 2024.05.13 18:00 | sell | 40 | 0.10 | 196.213 | 0.000 | 0.000 | ||
| 137 | 2024.05.13 18:00 | modify | 40 | 0.10 | 196.213 | 197.213 | 195.113 | ||
| 138 | 2024.05.16 01:00 | t/p | 40 | 0.10 | 195.113 | 197.213 | 195.113 | 57.25 | 10376.11 |
| 139 | 2024.06.04 12:00 | buy | 41 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 140 | 2024.06.04 12:00 | modify | 41 | 0.10 | 197.658 | 196.658 | 198.758 | ||
| 141 | 2024.06.05 04:00 | t/p | 41 | 0.10 | 198.758 | 196.658 | 198.758 | 70.15 | 10446.26 |