Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 6538 | Ticks modelled | 35309637 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 643.65 | Gross profit | 879.83 | Gross loss | -236.18 |
| Profit factor | 3.73 | Expected payoff | 20.76 | ||
| Absolute drawdown | 56.18 | Maximal drawdown | 188.17 (13.73%) | Relative drawdown | 15.33% (170.91) |
| Total trades | 31 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 23 (65.22%) |
| Profit trades (% of total) | 22 (70.97%) | Loss trades (% of total) | 9 (29.03%) | ||
| Largest | profit trade | 99.98 | loss trade | -90.46 | |
| Average | profit trade | 39.99 | loss trade | -26.24 | |
| Maximum | consecutive wins (profit in money) | 9 (481.01) | consecutive losses (loss in money) | 3 (-119.52) | |
| Maximal | consecutive profit (count of wins) | 481.01 (9) | consecutive loss (count of losses) | -119.52 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 18:00 | buy | 1 | 0.10 | 180.602 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 18:00 | modify | 1 | 0.10 | 180.602 | 179.202 | 182.102 | ||
| 3 | 2023.12.07 21:26 | buy | 2 | 0.10 | 181.277 | 0.000 | 0.000 | ||
| 4 | 2023.12.07 21:26 | modify | 2 | 0.10 | 181.277 | 181.052 | 182.102 | ||
| 5 | 2023.12.07 21:26 | buy | 3 | 0.10 | 181.277 | 0.000 | 0.000 | ||
| 6 | 2023.12.07 21:26 | modify | 3 | 0.10 | 181.277 | 181.052 | 182.102 | ||
| 7 | 2023.12.07 21:26 | modify | 1 | 0.10 | 180.602 | 181.052 | 182.102 | ||
| 8 | 2023.12.07 23:07 | s/l | 1 | 0.10 | 181.052 | 181.052 | 182.102 | 29.07 | 1029.07 |
| 9 | 2023.12.07 23:07 | s/l | 2 | 0.10 | 181.052 | 181.052 | 182.102 | -14.53 | 1014.54 |
| 10 | 2023.12.07 23:07 | s/l | 3 | 0.10 | 181.052 | 181.052 | 182.102 | -14.53 | 1000.01 |
| 11 | 2023.12.14 04:00 | buy | 4 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 12 | 2023.12.14 04:00 | modify | 4 | 0.10 | 178.844 | 177.444 | 180.344 | ||
| 13 | 2023.12.14 10:04 | buy | 5 | 0.10 | 179.520 | 0.000 | 0.000 | ||
| 14 | 2023.12.14 10:04 | modify | 5 | 0.10 | 179.520 | 179.294 | 180.344 | ||
| 15 | 2023.12.14 10:04 | buy | 6 | 0.10 | 179.520 | 0.000 | 0.000 | ||
| 16 | 2023.12.14 10:04 | modify | 6 | 0.10 | 179.520 | 179.294 | 180.344 | ||
| 17 | 2023.12.14 10:04 | modify | 4 | 0.10 | 178.844 | 179.294 | 180.344 | ||
| 18 | 2023.12.14 10:32 | s/l | 4 | 0.10 | 179.294 | 179.294 | 180.344 | 29.07 | 1029.08 |
| 19 | 2023.12.14 10:32 | s/l | 5 | 0.10 | 179.294 | 179.294 | 180.344 | -14.60 | 1014.48 |
| 20 | 2023.12.14 10:32 | s/l | 6 | 0.10 | 179.294 | 179.294 | 180.344 | -14.60 | 999.88 |
| 21 | 2023.12.19 09:00 | sell | 7 | 0.10 | 183.342 | 0.000 | 0.000 | ||
| 22 | 2023.12.19 09:00 | modify | 7 | 0.10 | 183.342 | 184.742 | 181.842 | ||
| 23 | 2023.12.20 04:26 | sell | 8 | 0.10 | 182.663 | 0.000 | 0.000 | ||
| 24 | 2023.12.20 04:26 | modify | 8 | 0.10 | 182.663 | 182.892 | 181.842 | ||
| 25 | 2023.12.20 04:26 | sell | 9 | 0.10 | 182.663 | 0.000 | 0.000 | ||
| 26 | 2023.12.20 04:26 | modify | 9 | 0.10 | 182.663 | 182.892 | 181.842 | ||
| 27 | 2023.12.20 04:26 | modify | 7 | 0.10 | 183.342 | 182.892 | 181.842 | ||
| 28 | 2023.12.20 07:00 | sell | 10 | 0.10 | 182.138 | 0.000 | 0.000 | ||
| 29 | 2023.12.20 07:00 | modify | 10 | 0.10 | 182.138 | 182.592 | 181.842 | ||
| 30 | 2023.12.20 07:00 | modify | 9 | 0.10 | 182.663 | 182.592 | 181.842 | ||
| 31 | 2023.12.20 07:00 | modify | 8 | 0.10 | 182.663 | 182.592 | 181.842 | ||
| 32 | 2023.12.20 07:00 | modify | 7 | 0.10 | 183.342 | 182.592 | 181.842 | ||
| 33 | 2023.12.20 07:00 | t/p | 7 | 0.10 | 181.842 | 182.592 | 181.842 | 94.61 | 1094.49 |
| 34 | 2023.12.20 07:00 | t/p | 8 | 0.10 | 181.842 | 182.592 | 181.842 | 53.03 | 1147.52 |
| 35 | 2023.12.20 07:00 | t/p | 9 | 0.10 | 181.842 | 182.592 | 181.842 | 53.03 | 1200.55 |
| 36 | 2023.12.20 07:00 | t/p | 10 | 0.10 | 181.842 | 182.592 | 181.842 | 19.12 | 1219.67 |
| 37 | 2024.04.29 02:00 | sell | 11 | 0.10 | 199.314 | 0.000 | 0.000 | ||
| 38 | 2024.04.29 02:00 | modify | 11 | 0.10 | 199.314 | 200.714 | 197.814 | ||
| 39 | 2024.04.29 04:05 | sell | 12 | 0.10 | 198.621 | 0.000 | 0.000 | ||
| 40 | 2024.04.29 04:05 | modify | 12 | 0.10 | 198.621 | 198.864 | 197.814 | ||
| 41 | 2024.04.29 04:05 | sell | 13 | 0.10 | 198.621 | 0.000 | 0.000 | ||
| 42 | 2024.04.29 04:05 | modify | 13 | 0.10 | 198.621 | 198.864 | 197.814 | ||
| 43 | 2024.04.29 04:05 | modify | 11 | 0.10 | 199.314 | 198.864 | 197.814 | ||
| 44 | 2024.04.29 04:05 | sell | 14 | 0.10 | 198.114 | 0.000 | 0.000 | ||
| 45 | 2024.04.29 04:05 | modify | 14 | 0.10 | 198.114 | 198.564 | 197.814 | ||
| 46 | 2024.04.29 04:05 | modify | 13 | 0.10 | 198.621 | 198.564 | 197.814 | ||
| 47 | 2024.04.29 04:05 | modify | 12 | 0.10 | 198.621 | 198.564 | 197.814 | ||
| 48 | 2024.04.29 04:05 | modify | 11 | 0.10 | 199.314 | 198.564 | 197.814 | ||
| 49 | 2024.04.29 04:06 | s/l | 11 | 0.10 | 198.564 | 198.564 | 197.814 | 48.44 | 1268.11 |
| 50 | 2024.04.29 04:06 | s/l | 12 | 0.10 | 198.564 | 198.564 | 197.814 | 3.68 | 1271.79 |
| 51 | 2024.04.29 04:06 | s/l | 13 | 0.10 | 198.564 | 198.564 | 197.814 | 3.68 | 1275.47 |
| 52 | 2024.04.29 04:06 | s/l | 14 | 0.10 | 198.564 | 198.564 | 197.814 | -29.07 | 1246.40 |
| 53 | 2024.05.02 16:00 | buy | 15 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 54 | 2024.05.02 16:00 | modify | 15 | 0.10 | 192.363 | 190.963 | 193.863 | ||
| 55 | 2024.05.06 03:00 | buy | 16 | 0.10 | 193.044 | 0.000 | 0.000 | ||
| 56 | 2024.05.06 03:00 | modify | 16 | 0.10 | 193.044 | 192.813 | 193.863 | ||
| 57 | 2024.05.06 03:00 | buy | 17 | 0.10 | 193.044 | 0.000 | 0.000 | ||
| 58 | 2024.05.06 03:00 | modify | 17 | 0.10 | 193.044 | 192.813 | 193.863 | ||
| 59 | 2024.05.06 03:00 | modify | 15 | 0.10 | 192.363 | 192.813 | 193.863 | ||
| 60 | 2024.05.06 13:56 | buy | 18 | 0.10 | 193.563 | 0.000 | 0.000 | ||
| 61 | 2024.05.06 13:56 | modify | 18 | 0.10 | 193.563 | 193.113 | 193.863 | ||
| 62 | 2024.05.06 13:56 | modify | 17 | 0.10 | 193.044 | 193.113 | 193.863 | ||
| 63 | 2024.05.06 13:56 | modify | 16 | 0.10 | 193.044 | 193.113 | 193.863 | ||
| 64 | 2024.05.06 13:56 | modify | 15 | 0.10 | 192.363 | 193.113 | 193.863 | ||
| 65 | 2024.05.07 01:42 | t/p | 15 | 0.10 | 193.863 | 193.113 | 193.863 | 99.98 | 1346.37 |
| 66 | 2024.05.07 01:42 | t/p | 16 | 0.10 | 193.863 | 193.113 | 193.863 | 53.93 | 1400.30 |
| 67 | 2024.05.07 01:42 | t/p | 17 | 0.10 | 193.863 | 193.113 | 193.863 | 53.93 | 1454.23 |
| 68 | 2024.05.07 01:42 | t/p | 18 | 0.10 | 193.863 | 193.113 | 193.863 | 20.40 | 1474.63 |
| 69 | 2024.06.04 11:00 | buy | 19 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 70 | 2024.06.04 11:00 | modify | 19 | 0.10 | 197.653 | 196.253 | 199.153 | ||
| 71 | 2024.06.05 00:08 | buy | 20 | 0.10 | 198.329 | 0.000 | 0.000 | ||
| 72 | 2024.06.05 00:08 | modify | 20 | 0.10 | 198.329 | 198.103 | 199.153 | ||
| 73 | 2024.06.05 00:08 | buy | 21 | 0.10 | 198.329 | 0.000 | 0.000 | ||
| 74 | 2024.06.05 00:08 | modify | 21 | 0.10 | 198.329 | 198.103 | 199.153 | ||
| 75 | 2024.06.05 00:08 | modify | 19 | 0.10 | 197.653 | 198.103 | 199.153 | ||
| 76 | 2024.06.05 05:04 | buy | 22 | 0.10 | 198.854 | 0.000 | 0.000 | ||
| 77 | 2024.06.05 05:04 | modify | 22 | 0.10 | 198.854 | 198.403 | 199.153 | ||
| 78 | 2024.06.05 05:04 | modify | 21 | 0.10 | 198.329 | 198.403 | 199.153 | ||
| 79 | 2024.06.05 05:04 | modify | 20 | 0.10 | 198.329 | 198.403 | 199.153 | ||
| 80 | 2024.06.05 05:04 | modify | 19 | 0.10 | 197.653 | 198.403 | 199.153 | ||
| 81 | 2024.06.05 07:01 | t/p | 19 | 0.10 | 199.153 | 198.403 | 199.153 | 97.93 | 1572.56 |
| 82 | 2024.06.05 07:01 | t/p | 20 | 0.10 | 199.153 | 198.403 | 199.153 | 53.23 | 1625.79 |
| 83 | 2024.06.05 07:01 | t/p | 21 | 0.10 | 199.153 | 198.403 | 199.153 | 53.23 | 1679.02 |
| 84 | 2024.06.05 07:01 | t/p | 22 | 0.10 | 199.153 | 198.403 | 199.153 | 19.32 | 1698.34 |
| 85 | 2024.07.11 13:00 | buy | 23 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 86 | 2024.07.11 13:00 | modify | 23 | 0.10 | 205.189 | 203.789 | 206.689 | ||
| 87 | 2024.07.11 23:08 | buy | 24 | 0.10 | 205.864 | 0.000 | 0.000 | ||
| 88 | 2024.07.11 23:08 | modify | 24 | 0.10 | 205.864 | 205.639 | 206.689 | ||
| 89 | 2024.07.11 23:08 | buy | 25 | 0.10 | 205.864 | 0.000 | 0.000 | ||
| 90 | 2024.07.11 23:08 | modify | 25 | 0.10 | 205.864 | 205.639 | 206.689 | ||
| 91 | 2024.07.11 23:08 | modify | 23 | 0.10 | 205.189 | 205.639 | 206.689 | ||
| 92 | 2024.07.11 23:28 | s/l | 23 | 0.10 | 205.639 | 205.639 | 206.689 | 29.07 | 1727.41 |
| 93 | 2024.07.11 23:28 | s/l | 24 | 0.10 | 205.639 | 205.639 | 206.689 | -14.53 | 1712.88 |
| 94 | 2024.07.11 23:28 | s/l | 25 | 0.10 | 205.639 | 205.639 | 206.689 | -14.53 | 1698.35 |
| 95 | 2024.08.05 02:00 | buy | 26 | 0.10 | 185.625 | 0.000 | 0.000 | ||
| 96 | 2024.08.05 02:00 | modify | 26 | 0.10 | 185.625 | 184.225 | 187.125 | ||
| 97 | 2024.08.05 04:08 | s/l | 26 | 0.10 | 184.225 | 184.225 | 187.125 | -90.46 | 1607.89 |
| 98 | 2024.08.19 06:00 | buy | 27 | 0.10 | 188.560 | 0.000 | 0.000 | ||
| 99 | 2024.08.19 06:00 | modify | 27 | 0.10 | 188.560 | 187.160 | 190.060 | ||
| 100 | 2024.08.19 07:33 | buy | 28 | 0.10 | 189.236 | 0.000 | 0.000 | ||
| 101 | 2024.08.19 07:33 | modify | 28 | 0.10 | 189.236 | 189.010 | 190.060 | ||
| 102 | 2024.08.19 07:33 | buy | 29 | 0.10 | 189.236 | 0.000 | 0.000 | ||
| 103 | 2024.08.19 07:33 | modify | 29 | 0.10 | 189.236 | 189.010 | 190.060 | ||
| 104 | 2024.08.19 07:33 | modify | 27 | 0.10 | 188.560 | 189.010 | 190.060 | ||
| 105 | 2024.08.19 10:00 | buy | 30 | 0.10 | 189.764 | 0.000 | 0.000 | ||
| 106 | 2024.08.19 10:00 | modify | 30 | 0.10 | 189.764 | 189.310 | 190.060 | ||
| 107 | 2024.08.19 10:00 | modify | 29 | 0.10 | 189.236 | 189.310 | 190.060 | ||
| 108 | 2024.08.19 10:00 | modify | 28 | 0.10 | 189.236 | 189.310 | 190.060 | ||
| 109 | 2024.08.19 10:00 | modify | 27 | 0.10 | 188.560 | 189.310 | 190.060 | ||
| 110 | 2024.08.19 11:19 | s/l | 27 | 0.10 | 189.310 | 189.310 | 190.060 | 48.47 | 1656.36 |
| 111 | 2024.08.19 11:19 | s/l | 28 | 0.10 | 189.310 | 189.310 | 190.060 | 4.79 | 1661.15 |
| 112 | 2024.08.19 11:19 | s/l | 29 | 0.10 | 189.310 | 189.310 | 190.060 | 4.79 | 1665.94 |
| 113 | 2024.08.19 11:19 | s/l | 30 | 0.10 | 189.310 | 189.310 | 190.060 | -29.33 | 1636.61 |
| 114 | 2024.10.31 16:00 | buy | 31 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 115 | 2024.10.31 16:00 | modify | 31 | 0.10 | 195.893 | 194.493 | 197.393 | ||
| 116 | 2024.10.31 23:59 | close at stop | 31 | 0.10 | 196.002 | 194.493 | 197.393 | 7.04 | 1643.65 |