Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 238.42 | Gross profit | 1340.48 | Gross loss | -1102.06 |
| Profit factor | 1.22 | Expected payoff | 7.69 | ||
| Absolute drawdown | 109.04 | Maximal drawdown | 386.26 (29.40%) | Relative drawdown | 29.40% (386.26) |
| Total trades | 31 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 17 (54.84%) | Loss trades (% of total) | 14 (45.16%) | ||
| Largest | profit trade | 96.17 | loss trade | -112.17 | |
| Average | profit trade | 78.85 | loss trade | -78.72 | |
| Maximum | consecutive wins (profit in money) | 6 (556.21) | consecutive losses (loss in money) | 3 (-296.05) | |
| Maximal | consecutive profit (count of wins) | 556.21 (6) | consecutive loss (count of losses) | -296.05 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 08:00 | buy | 1 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 08:00 | modify | 1 | 0.10 | 188.450 | 186.950 | 189.850 | ||
| 3 | 2024.03.08 14:00 | buy | 2 | 0.10 | 189.084 | 0.000 | 0.000 | ||
| 4 | 2024.03.08 14:00 | modify | 2 | 0.10 | 189.084 | 188.520 | 189.850 | ||
| 5 | 2024.03.08 14:00 | buy | 3 | 0.10 | 189.084 | 0.000 | 0.000 | ||
| 6 | 2024.03.08 14:00 | modify | 3 | 0.10 | 189.084 | 188.800 | 189.850 | ||
| 7 | 2024.03.08 14:00 | modify | 1 | 0.10 | 188.450 | 188.800 | 189.850 | ||
| 8 | 2024.03.08 15:00 | modify | 2 | 0.10 | 189.084 | 188.800 | 189.850 | ||
| 9 | 2024.03.08 19:00 | s/l | 1 | 0.10 | 188.800 | 188.800 | 189.850 | 24.43 | 1024.43 |
| 10 | 2024.03.08 19:00 | s/l | 2 | 0.10 | 188.800 | 188.800 | 189.850 | -19.19 | 1005.24 |
| 11 | 2024.03.08 19:00 | s/l | 3 | 0.10 | 188.800 | 188.800 | 189.850 | -19.19 | 986.05 |
| 12 | 2024.03.19 17:00 | sell | 4 | 0.10 | 192.068 | 0.000 | 0.000 | ||
| 13 | 2024.03.19 17:00 | modify | 4 | 0.10 | 192.068 | 193.568 | 190.668 | ||
| 14 | 2024.03.22 07:00 | sell | 5 | 0.10 | 191.004 | 0.000 | 0.000 | ||
| 15 | 2024.03.22 07:00 | modify | 5 | 0.10 | 191.004 | 191.438 | 190.668 | ||
| 16 | 2024.03.22 07:00 | modify | 4 | 0.10 | 192.068 | 191.438 | 190.668 | ||
| 17 | 2024.03.22 09:00 | t/p | 4 | 0.10 | 190.668 | 191.438 | 190.668 | 85.48 | 1071.53 |
| 18 | 2024.03.22 09:00 | t/p | 5 | 0.10 | 190.668 | 191.438 | 190.668 | 22.68 | 1094.21 |
| 19 | 2024.04.03 15:00 | sell | 6 | 0.10 | 191.532 | 0.000 | 0.000 | ||
| 20 | 2024.04.03 15:00 | modify | 6 | 0.10 | 191.532 | 193.032 | 190.132 | ||
| 21 | 2024.04.12 14:00 | t/p | 6 | 0.10 | 190.132 | 193.032 | 190.132 | 74.61 | 1168.82 |
| 22 | 2024.04.26 08:00 | sell | 7 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 23 | 2024.04.26 08:00 | modify | 7 | 0.10 | 195.955 | 197.455 | 194.555 | ||
| 24 | 2024.04.26 09:00 | t/p | 7 | 0.10 | 194.555 | 197.455 | 194.555 | 94.54 | 1263.36 |
| 25 | 2024.04.26 17:00 | sell | 8 | 0.10 | 196.858 | 0.000 | 0.000 | ||
| 26 | 2024.04.26 17:00 | modify | 8 | 0.10 | 196.858 | 198.358 | 195.458 | ||
| 27 | 2024.04.29 02:00 | s/l | 8 | 0.10 | 198.358 | 198.358 | 195.458 | -103.11 | 1160.25 |
| 28 | 2024.05.02 19:00 | buy | 9 | 0.10 | 191.944 | 0.000 | 0.000 | ||
| 29 | 2024.05.02 19:00 | modify | 9 | 0.10 | 191.944 | 190.444 | 193.344 | ||
| 30 | 2024.05.06 08:00 | t/p | 9 | 0.10 | 193.344 | 190.444 | 193.344 | 96.17 | 1256.42 |
| 31 | 2024.05.13 16:00 | sell | 10 | 0.10 | 196.161 | 0.000 | 0.000 | ||
| 32 | 2024.05.13 16:00 | modify | 10 | 0.10 | 196.161 | 197.661 | 194.761 | ||
| 33 | 2024.05.17 17:00 | s/l | 10 | 0.10 | 197.661 | 197.661 | 194.761 | -112.17 | 1144.24 |
| 34 | 2024.06.04 11:00 | buy | 11 | 0.10 | 197.653 | 0.000 | 0.000 | ||
| 35 | 2024.06.04 11:00 | modify | 11 | 0.10 | 197.653 | 196.153 | 199.053 | ||
| 36 | 2024.06.05 07:00 | t/p | 11 | 0.10 | 199.053 | 196.153 | 199.053 | 95.37 | 1239.62 |
| 37 | 2024.07.01 14:00 | sell | 12 | 0.10 | 204.502 | 0.000 | 0.000 | ||
| 38 | 2024.07.01 14:00 | modify | 12 | 0.10 | 204.502 | 206.002 | 203.102 | ||
| 39 | 2024.07.03 14:00 | s/l | 12 | 0.10 | 206.002 | 206.002 | 203.102 | -104.92 | 1134.69 |
| 40 | 2024.07.10 16:00 | sell | 13 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 41 | 2024.07.10 16:00 | modify | 13 | 0.10 | 207.690 | 209.190 | 206.290 | ||
| 42 | 2024.07.11 13:00 | t/p | 13 | 0.10 | 206.290 | 209.190 | 206.290 | 89.10 | 1223.80 |
| 43 | 2024.07.11 13:00 | buy | 14 | 0.10 | 205.189 | 0.000 | 0.000 | ||
| 44 | 2024.07.11 13:00 | modify | 14 | 0.10 | 205.189 | 203.689 | 206.589 | ||
| 45 | 2024.07.17 09:00 | s/l | 14 | 0.10 | 203.689 | 203.689 | 206.589 | -98.15 | 1125.64 |
| 46 | 2024.07.17 09:00 | buy | 15 | 0.10 | 203.593 | 0.000 | 0.000 | ||
| 47 | 2024.07.17 09:00 | modify | 15 | 0.10 | 203.593 | 202.093 | 204.993 | ||
| 48 | 2024.07.18 00:00 | s/l | 15 | 0.10 | 202.093 | 202.093 | 204.993 | -98.95 | 1026.70 |
| 49 | 2024.07.24 15:00 | buy | 16 | 0.10 | 198.023 | 0.000 | 0.000 | ||
| 50 | 2024.07.24 15:00 | modify | 16 | 0.10 | 198.023 | 196.523 | 199.423 | ||
| 51 | 2024.07.25 04:00 | s/l | 16 | 0.10 | 196.523 | 196.523 | 199.423 | -98.95 | 927.75 |
| 52 | 2024.08.12 15:00 | sell | 17 | 0.10 | 189.035 | 0.000 | 0.000 | ||
| 53 | 2024.08.12 15:00 | modify | 17 | 0.10 | 189.035 | 190.535 | 187.635 | ||
| 54 | 2024.08.13 00:00 | t/p | 17 | 0.10 | 187.635 | 190.535 | 187.635 | 92.73 | 1020.48 |
| 55 | 2024.08.15 13:00 | sell | 18 | 0.10 | 190.922 | 0.000 | 0.000 | ||
| 56 | 2024.08.15 13:00 | modify | 18 | 0.10 | 190.922 | 192.422 | 189.522 | ||
| 57 | 2024.08.19 05:00 | t/p | 18 | 0.10 | 189.522 | 192.422 | 189.522 | 90.92 | 1111.39 |
| 58 | 2024.10.04 15:00 | sell | 19 | 0.10 | 194.716 | 0.000 | 0.000 | ||
| 59 | 2024.10.04 15:00 | modify | 19 | 0.10 | 194.716 | 196.216 | 193.316 | ||
| 60 | 2024.10.07 23:00 | t/p | 19 | 0.10 | 193.316 | 196.216 | 193.316 | 92.73 | 1204.12 |
| 61 | 2024.10.23 10:00 | sell | 20 | 0.10 | 198.179 | 0.000 | 0.000 | ||
| 62 | 2024.10.23 10:00 | modify | 20 | 0.10 | 198.179 | 199.679 | 196.779 | ||
| 63 | 2024.10.24 05:00 | t/p | 20 | 0.10 | 196.779 | 199.679 | 196.779 | 89.10 | 1293.22 |
| 64 | 2024.10.31 16:00 | buy | 21 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 65 | 2024.10.31 16:00 | modify | 21 | 0.10 | 195.893 | 194.393 | 197.293 | ||
| 66 | 2024.11.01 10:00 | t/p | 21 | 0.10 | 197.293 | 194.393 | 197.293 | 95.37 | 1388.60 |
| 67 | 2024.11.15 19:00 | buy | 22 | 0.10 | 194.437 | 0.000 | 0.000 | ||
| 68 | 2024.11.15 19:00 | modify | 22 | 0.10 | 194.437 | 192.937 | 195.837 | ||
| 69 | 2024.11.18 02:00 | t/p | 22 | 0.10 | 195.837 | 192.937 | 195.837 | 95.36 | 1483.96 |
| 70 | 2024.12.09 16:00 | sell | 23 | 0.10 | 193.232 | 0.000 | 0.000 | ||
| 71 | 2024.12.09 16:00 | modify | 23 | 0.10 | 193.232 | 194.732 | 191.832 | ||
| 72 | 2024.12.11 14:00 | s/l | 23 | 0.10 | 194.732 | 194.732 | 191.832 | -104.91 | 1379.05 |
| 73 | 2024.12.19 09:00 | sell | 24 | 0.10 | 198.405 | 0.000 | 0.000 | ||
| 74 | 2024.12.19 09:00 | modify | 24 | 0.10 | 198.405 | 199.905 | 197.005 | ||
| 75 | 2024.12.19 20:00 | t/p | 24 | 0.10 | 197.005 | 199.905 | 197.005 | 94.54 | 1473.59 |
| 76 | 2025.01.06 09:00 | sell | 25 | 0.10 | 196.765 | 0.000 | 0.000 | ||
| 77 | 2025.01.06 09:00 | modify | 25 | 0.10 | 196.765 | 198.265 | 195.365 | ||
| 78 | 2025.01.07 04:00 | s/l | 25 | 0.10 | 198.265 | 198.265 | 195.365 | -103.10 | 1370.49 |
| 79 | 2025.01.08 15:00 | buy | 26 | 0.10 | 195.230 | 0.000 | 0.000 | ||
| 80 | 2025.01.08 15:00 | modify | 26 | 0.10 | 195.230 | 193.730 | 196.630 | ||
| 81 | 2025.01.09 09:00 | s/l | 26 | 0.10 | 193.730 | 193.730 | 196.630 | -98.96 | 1271.53 |
| 82 | 2025.01.13 10:00 | buy | 27 | 0.10 | 190.235 | 0.000 | 0.000 | ||
| 83 | 2025.01.13 10:00 | modify | 27 | 0.10 | 190.235 | 188.735 | 191.635 | ||
| 84 | 2025.01.13 17:00 | t/p | 27 | 0.10 | 191.635 | 188.735 | 191.635 | 94.57 | 1366.10 |
| 85 | 2025.02.06 13:00 | buy | 28 | 0.10 | 188.593 | 0.000 | 0.000 | ||
| 86 | 2025.02.06 13:00 | modify | 28 | 0.10 | 188.593 | 187.093 | 189.993 | ||
| 87 | 2025.02.07 17:00 | s/l | 28 | 0.10 | 187.093 | 187.093 | 189.993 | -100.55 | 1265.55 |
| 88 | 2025.02.12 16:00 | sell | 29 | 0.10 | 192.027 | 0.000 | 0.000 | ||
| 89 | 2025.02.12 16:00 | modify | 29 | 0.10 | 192.027 | 193.527 | 190.627 | ||
| 90 | 2025.02.18 20:00 | sell | 30 | 0.10 | 191.380 | 0.000 | 0.000 | ||
| 91 | 2025.02.18 20:00 | modify | 30 | 0.10 | 191.380 | 191.957 | 190.627 | ||
| 92 | 2025.02.18 20:00 | sell | 31 | 0.10 | 191.380 | 0.000 | 0.000 | ||
| 93 | 2025.02.18 20:00 | modify | 31 | 0.10 | 191.380 | 191.677 | 190.627 | ||
| 94 | 2025.02.18 20:00 | modify | 29 | 0.10 | 192.027 | 191.677 | 190.627 | ||
| 95 | 2025.02.18 21:00 | s/l | 29 | 0.10 | 191.677 | 191.677 | 190.627 | 12.77 | 1278.32 |
| 96 | 2025.02.18 21:00 | s/l | 31 | 0.10 | 191.677 | 191.677 | 190.627 | -20.05 | 1258.27 |
| 97 | 2025.02.18 21:00 | close | 30 | 0.10 | 191.674 | 191.957 | 190.627 | -19.85 | 1238.42 |