Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7242 | Ticks modelled | 13483 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 298.66 | Gross profit | 923.19 | Gross loss | -624.53 |
| Profit factor | 1.48 | Expected payoff | 9.96 | ||
| Absolute drawdown | 278.19 | Maximal drawdown | 278.82 (27.86%) | Relative drawdown | 27.86% (278.82) |
| Total trades | 30 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 13 (43.33%) | Loss trades (% of total) | 17 (56.67%) | ||
| Largest | profit trade | 89.56 | loss trade | -44.49 | |
| Average | profit trade | 71.01 | loss trade | -36.74 | |
| Maximum | consecutive wins (profit in money) | 3 (226.66) | consecutive losses (loss in money) | 6 (-238.78) | |
| Maximal | consecutive profit (count of wins) | 226.66 (3) | consecutive loss (count of losses) | -238.78 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.03 16:00 | sell | 1 | 0.10 | 181.328 | 0.000 | 0.000 | ||
| 2 | 2024.01.03 16:00 | modify | 1 | 0.10 | 181.328 | 181.928 | 179.928 | ||
| 3 | 2024.01.04 05:00 | s/l | 1 | 0.10 | 181.928 | 181.928 | 179.928 | -44.49 | 955.51 |
| 4 | 2024.01.04 09:00 | sell | 2 | 0.10 | 182.376 | 0.000 | 0.000 | ||
| 5 | 2024.01.04 09:00 | modify | 2 | 0.10 | 182.376 | 182.976 | 180.976 | ||
| 6 | 2024.01.04 10:00 | s/l | 2 | 0.10 | 182.976 | 182.976 | 180.976 | -37.99 | 917.52 |
| 7 | 2024.01.04 15:00 | sell | 3 | 0.10 | 183.557 | 0.000 | 0.000 | ||
| 8 | 2024.01.04 15:00 | modify | 3 | 0.10 | 183.557 | 184.157 | 182.157 | ||
| 9 | 2024.01.05 07:00 | s/l | 3 | 0.10 | 184.157 | 184.157 | 182.157 | -40.15 | 877.36 |
| 10 | 2024.01.10 13:00 | sell | 4 | 0.10 | 184.814 | 0.000 | 0.000 | ||
| 11 | 2024.01.10 13:00 | modify | 4 | 0.10 | 184.814 | 185.414 | 183.414 | ||
| 12 | 2024.01.10 16:00 | s/l | 4 | 0.10 | 185.414 | 185.414 | 183.414 | -37.99 | 839.37 |
| 13 | 2024.01.17 12:00 | sell | 5 | 0.10 | 187.402 | 0.000 | 0.000 | ||
| 14 | 2024.01.17 12:00 | modify | 5 | 0.10 | 187.402 | 188.002 | 186.002 | ||
| 15 | 2024.01.17 17:00 | s/l | 5 | 0.10 | 188.002 | 188.002 | 186.002 | -38.00 | 801.37 |
| 16 | 2024.02.08 11:00 | sell | 6 | 0.10 | 188.171 | 0.000 | 0.000 | ||
| 17 | 2024.02.08 11:00 | modify | 6 | 0.10 | 188.171 | 188.771 | 186.771 | ||
| 18 | 2024.02.09 08:00 | s/l | 6 | 0.10 | 188.771 | 188.771 | 186.771 | -40.15 | 761.22 |
| 19 | 2024.03.07 08:00 | buy | 7 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 20 | 2024.03.07 08:00 | modify | 7 | 0.10 | 188.450 | 187.850 | 189.850 | ||
| 21 | 2024.03.08 14:00 | buy | 8 | 0.10 | 189.084 | 0.000 | 0.000 | ||
| 22 | 2024.03.08 14:00 | modify | 8 | 0.10 | 189.084 | 188.800 | 189.850 | ||
| 23 | 2024.03.08 14:00 | modify | 7 | 0.10 | 188.450 | 188.800 | 189.850 | ||
| 24 | 2024.03.08 19:00 | s/l | 7 | 0.10 | 188.800 | 188.800 | 189.850 | 23.06 | 784.28 |
| 25 | 2024.03.08 19:00 | s/l | 8 | 0.10 | 188.800 | 188.800 | 189.850 | -17.99 | 766.29 |
| 26 | 2024.04.03 15:00 | sell | 9 | 0.10 | 191.532 | 0.000 | 0.000 | ||
| 27 | 2024.04.03 15:00 | modify | 9 | 0.10 | 191.532 | 192.132 | 190.132 | ||
| 28 | 2024.04.04 08:00 | s/l | 9 | 0.10 | 192.132 | 192.132 | 190.132 | -44.48 | 721.81 |
| 29 | 2024.04.04 10:00 | sell | 10 | 0.10 | 192.176 | 0.000 | 0.000 | ||
| 30 | 2024.04.04 10:00 | modify | 10 | 0.10 | 192.176 | 192.776 | 190.776 | ||
| 31 | 2024.04.05 01:00 | t/p | 10 | 0.10 | 190.776 | 192.776 | 190.776 | 86.50 | 808.30 |
| 32 | 2024.04.09 13:00 | sell | 11 | 0.10 | 192.692 | 0.000 | 0.000 | ||
| 33 | 2024.04.09 13:00 | modify | 11 | 0.10 | 192.692 | 193.292 | 191.292 | ||
| 34 | 2024.04.09 18:00 | sell | 12 | 0.10 | 192.131 | 0.000 | 0.000 | ||
| 35 | 2024.04.09 18:00 | modify | 12 | 0.10 | 192.131 | 192.342 | 191.292 | ||
| 36 | 2024.04.09 18:00 | modify | 11 | 0.10 | 192.692 | 192.342 | 191.292 | ||
| 37 | 2024.04.09 20:00 | s/l | 11 | 0.10 | 192.342 | 192.342 | 191.292 | 22.16 | 830.46 |
| 38 | 2024.04.09 20:00 | s/l | 12 | 0.10 | 192.342 | 192.342 | 191.292 | -13.36 | 817.10 |
| 39 | 2024.04.12 13:00 | buy | 13 | 0.10 | 190.412 | 0.000 | 0.000 | ||
| 40 | 2024.04.12 13:00 | modify | 13 | 0.10 | 190.412 | 189.812 | 191.812 | ||
| 41 | 2024.04.15 00:00 | buy | 14 | 0.10 | 191.047 | 0.000 | 0.000 | ||
| 42 | 2024.04.15 00:00 | modify | 14 | 0.10 | 191.047 | 190.762 | 191.812 | ||
| 43 | 2024.04.15 00:00 | modify | 13 | 0.10 | 190.412 | 190.762 | 191.812 | ||
| 44 | 2024.04.15 07:00 | t/p | 13 | 0.10 | 191.812 | 190.762 | 191.812 | 89.56 | 906.66 |
| 45 | 2024.04.15 07:00 | t/p | 14 | 0.10 | 191.812 | 190.762 | 191.812 | 48.45 | 955.11 |
| 46 | 2024.04.26 08:00 | sell | 15 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 47 | 2024.04.26 08:00 | modify | 15 | 0.10 | 195.955 | 196.555 | 194.555 | ||
| 48 | 2024.04.26 09:00 | t/p | 15 | 0.10 | 194.555 | 196.555 | 194.555 | 88.65 | 1043.76 |
| 49 | 2024.05.13 16:00 | sell | 16 | 0.10 | 196.161 | 0.000 | 0.000 | ||
| 50 | 2024.05.13 16:00 | modify | 16 | 0.10 | 196.161 | 196.761 | 194.761 | ||
| 51 | 2024.05.14 14:00 | s/l | 16 | 0.10 | 196.761 | 196.761 | 194.761 | -40.15 | 1003.60 |
| 52 | 2024.06.04 11:00 | buy | 17 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 53 | 2024.06.04 11:00 | modify | 17 | 0.10 | 197.653 | 197.053 | 199.053 | ||
| 54 | 2024.06.05 07:00 | t/p | 17 | 0.10 | 199.053 | 197.053 | 199.053 | 89.56 | 1093.16 |
| 55 | 2024.07.01 14:00 | sell | 18 | 0.10 | 204.502 | 0.000 | 0.000 | ||
| 56 | 2024.07.01 14:00 | modify | 18 | 0.10 | 204.502 | 205.102 | 203.102 | ||
| 57 | 2024.07.03 04:00 | s/l | 18 | 0.10 | 205.102 | 205.102 | 203.102 | -42.32 | 1050.84 |
| 58 | 2024.07.10 16:00 | sell | 19 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 59 | 2024.07.10 16:00 | modify | 19 | 0.10 | 207.690 | 208.290 | 206.290 | ||
| 60 | 2024.07.11 13:00 | t/p | 19 | 0.10 | 206.290 | 208.290 | 206.290 | 82.16 | 1133.00 |
| 61 | 2024.07.11 13:00 | buy | 20 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 62 | 2024.07.11 13:00 | modify | 20 | 0.10 | 205.189 | 204.589 | 206.589 | ||
| 63 | 2024.07.11 14:00 | s/l | 20 | 0.10 | 204.589 | 204.589 | 206.589 | -37.99 | 1095.01 |
| 64 | 2024.07.17 09:00 | buy | 21 | 0.10 | 203.593 | 0.000 | 0.000 | ||
| 65 | 2024.07.17 09:00 | modify | 21 | 0.10 | 203.593 | 202.993 | 204.993 | ||
| 66 | 2024.07.17 23:00 | s/l | 21 | 0.10 | 202.993 | 202.993 | 204.993 | -38.00 | 1057.01 |
| 67 | 2024.07.24 15:00 | buy | 22 | 0.10 | 198.023 | 0.000 | 0.000 | ||
| 68 | 2024.07.24 15:00 | modify | 22 | 0.10 | 198.023 | 197.423 | 199.423 | ||
| 69 | 2024.07.25 01:00 | s/l | 22 | 0.10 | 197.423 | 197.423 | 199.423 | -35.30 | 1021.71 |
| 70 | 2024.08.12 15:00 | sell | 23 | 0.10 | 189.035 | 0.000 | 0.000 | ||
| 71 | 2024.08.12 15:00 | modify | 23 | 0.10 | 189.035 | 189.635 | 187.635 | ||
| 72 | 2024.08.13 00:00 | t/p | 23 | 0.10 | 187.635 | 189.635 | 187.635 | 86.49 | 1108.19 |
| 73 | 2024.08.15 13:00 | sell | 24 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 74 | 2024.08.15 13:00 | modify | 24 | 0.10 | 190.922 | 191.522 | 189.522 | ||
| 75 | 2024.08.15 15:00 | s/l | 24 | 0.10 | 191.522 | 191.522 | 189.522 | -37.99 | 1070.20 |
| 76 | 2024.10.04 15:00 | sell | 25 | 0.10 | 194.716 | 0.000 | 0.000 | ||
| 77 | 2024.10.04 15:00 | modify | 25 | 0.10 | 194.716 | 195.316 | 193.316 | ||
| 78 | 2024.10.04 17:00 | s/l | 25 | 0.10 | 195.316 | 195.316 | 193.316 | -38.00 | 1032.20 |
| 79 | 2024.10.23 10:00 | sell | 26 | 0.10 | 198.179 | 0.000 | 0.000 | ||
| 80 | 2024.10.23 10:00 | modify | 26 | 0.10 | 198.179 | 198.779 | 196.779 | ||
| 81 | 2024.10.23 17:00 | sell | 27 | 0.10 | 197.612 | 0.000 | 0.000 | ||
| 82 | 2024.10.23 17:00 | modify | 27 | 0.10 | 197.612 | 197.829 | 196.779 | ||
| 83 | 2024.10.23 17:00 | modify | 26 | 0.10 | 198.179 | 197.829 | 196.779 | ||
| 84 | 2024.10.24 05:00 | t/p | 26 | 0.10 | 196.779 | 197.829 | 196.779 | 82.16 | 1114.36 |
| 85 | 2024.10.24 05:00 | t/p | 27 | 0.10 | 196.779 | 197.829 | 196.779 | 46.26 | 1160.62 |
| 86 | 2024.10.31 16:00 | buy | 28 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 87 | 2024.10.31 16:00 | modify | 28 | 0.10 | 195.893 | 195.293 | 197.293 | ||
| 88 | 2024.11.01 10:00 | t/p | 28 | 0.10 | 197.293 | 195.293 | 197.293 | 89.56 | 1250.18 |
| 89 | 2024.12.09 16:00 | sell | 29 | 0.10 | 193.232 | 0.000 | 0.000 | ||
| 90 | 2024.12.09 16:00 | modify | 29 | 0.10 | 193.232 | 193.832 | 191.832 | ||
| 91 | 2024.12.10 16:00 | s/l | 29 | 0.10 | 193.832 | 193.832 | 191.832 | -40.16 | 1210.01 |
| 92 | 2024.12.19 09:00 | sell | 30 | 0.10 | 198.405 | 0.000 | 0.000 | ||
| 93 | 2024.12.19 09:00 | modify | 30 | 0.10 | 198.405 | 199.005 | 197.005 | ||
| 94 | 2024.12.19 20:00 | t/p | 30 | 0.10 | 197.005 | 199.005 | 197.005 | 88.65 | 1298.66 |