Strategy Tester Report
RSITrendlineTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | SISHelp="===================================="; MaxLookbackBars=200; RSIHelp="------------------------------------"; RSI_Period=28; RSI_AppliedPrice=0; RSI_OBSLevels=9; RSI_TriggerAreaLevels=1; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=10; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=160; TakeProfit=260; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=210; TrailingStop=160; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=50; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
| Bars in test | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 3248.98 | Gross profit | 4732.67 | Gross loss | -1483.69 |
| Profit factor | 3.19 | Expected payoff | 77.36 | ||
| Absolute drawdown | 153.76 | Maximal drawdown | 318.62 (2.58%) | Relative drawdown | 2.76% (279.83) |
| Total trades | 42 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 21 (80.95%) |
| Profit trades (% of total) | 29 (69.05%) | Loss trades (% of total) | 13 (30.95%) | ||
| Largest | profit trade | 195.67 | loss trade | -122.01 | |
| Average | profit trade | 163.20 | loss trade | -114.13 | |
| Maximum | consecutive wins (profit in money) | 10 (1557.73) | consecutive losses (loss in money) | 2 (-231.23) | |
| Maximal | consecutive profit (count of wins) | 1557.73 (10) | consecutive loss (count of losses) | -231.23 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.07 04:00 | buy | 1 | 0.10 | 166.493 | 0.000 | 0.000 | ||
| 2 | 2022.12.07 04:00 | modify | 1 | 0.10 | 166.493 | 164.893 | 169.093 | ||
| 3 | 2022.12.07 16:00 | sell | 2 | 0.10 | 166.691 | 0.000 | 0.000 | ||
| 4 | 2022.12.07 16:00 | modify | 2 | 0.10 | 166.691 | 168.291 | 164.091 | ||
| 5 | 2022.12.12 16:00 | s/l | 2 | 0.10 | 168.291 | 168.291 | 164.091 | -120.06 | 9879.94 |
| 6 | 2022.12.12 20:00 | modify | 1 | 0.10 | 166.493 | 167.267 | 169.093 | ||
| 7 | 2022.12.13 04:00 | t/p | 1 | 0.10 | 169.093 | 167.267 | 169.093 | 186.97 | 10066.90 |
| 8 | 2022.12.14 16:00 | buy | 3 | 0.10 | 167.289 | 0.000 | 0.000 | ||
| 9 | 2022.12.14 16:00 | modify | 3 | 0.10 | 167.289 | 165.689 | 169.889 | ||
| 10 | 2022.12.15 04:00 | sell | 4 | 0.10 | 167.902 | 0.000 | 0.000 | ||
| 11 | 2022.12.15 04:00 | modify | 4 | 0.10 | 167.902 | 169.502 | 165.302 | ||
| 12 | 2022.12.16 12:00 | buy | 5 | 0.10 | 167.085 | 0.000 | 0.000 | ||
| 13 | 2022.12.16 12:00 | modify | 5 | 0.10 | 167.085 | 165.485 | 169.685 | ||
| 14 | 2022.12.18 20:00 | s/l | 3 | 0.10 | 165.689 | 165.689 | 169.889 | -105.50 | 9961.41 |
| 15 | 2022.12.18 20:00 | t/p | 4 | 0.10 | 165.302 | 169.502 | 165.302 | 177.28 | 10138.68 |
| 16 | 2022.12.18 20:00 | s/l | 5 | 0.10 | 165.485 | 165.485 | 169.685 | -110.47 | 10028.21 |
| 17 | 2023.01.06 08:00 | sell | 6 | 0.10 | 159.601 | 0.000 | 0.000 | ||
| 18 | 2023.01.06 08:00 | modify | 6 | 0.10 | 159.601 | 161.201 | 157.001 | ||
| 19 | 2023.01.09 12:00 | s/l | 6 | 0.10 | 161.201 | 161.201 | 157.001 | -112.24 | 9915.97 |
| 20 | 2023.01.13 12:00 | buy | 7 | 0.10 | 156.756 | 0.000 | 0.000 | ||
| 21 | 2023.01.13 12:00 | modify | 7 | 0.10 | 156.756 | 155.156 | 159.356 | ||
| 22 | 2023.01.18 04:00 | t/p | 7 | 0.10 | 159.356 | 155.156 | 159.356 | 183.25 | 10099.22 |
| 23 | 2023.01.18 08:00 | sell | 8 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 24 | 2023.01.18 08:00 | modify | 8 | 0.10 | 160.401 | 162.001 | 157.801 | ||
| 25 | 2023.01.19 04:00 | modify | 8 | 0.10 | 160.401 | 159.864 | 157.801 | ||
| 26 | 2023.01.19 08:00 | t/p | 8 | 0.10 | 157.801 | 159.864 | 157.801 | 173.36 | 10272.58 |
| 27 | 2023.01.19 16:00 | sell | 9 | 0.10 | 158.751 | 0.000 | 0.000 | ||
| 28 | 2023.01.19 16:00 | modify | 9 | 0.10 | 158.751 | 160.351 | 156.151 | ||
| 29 | 2023.01.20 12:00 | s/l | 9 | 0.10 | 160.351 | 160.351 | 156.151 | -112.25 | 10160.33 |
| 30 | 2023.02.08 16:00 | buy | 10 | 0.10 | 158.813 | 0.000 | 0.000 | ||
| 31 | 2023.02.08 16:00 | modify | 10 | 0.10 | 158.813 | 157.213 | 161.413 | ||
| 32 | 2023.02.10 12:00 | buy | 11 | 0.10 | 158.454 | 0.000 | 0.000 | ||
| 33 | 2023.02.10 12:00 | modify | 11 | 0.10 | 158.454 | 156.854 | 161.054 | ||
| 34 | 2023.02.13 16:00 | t/p | 11 | 0.10 | 161.054 | 156.854 | 161.054 | 180.76 | 10341.09 |
| 35 | 2023.02.13 16:00 | modify | 10 | 0.10 | 158.813 | 159.569 | 161.413 | ||
| 36 | 2023.02.14 12:00 | t/p | 10 | 0.10 | 161.413 | 159.569 | 161.413 | 186.97 | 10528.06 |
| 37 | 2023.03.14 16:00 | sell | 12 | 0.10 | 163.135 | 0.000 | 0.000 | ||
| 38 | 2023.03.14 16:00 | modify | 12 | 0.10 | 163.135 | 164.735 | 160.535 | ||
| 39 | 2023.03.15 16:00 | t/p | 12 | 0.10 | 160.535 | 164.735 | 160.535 | 177.28 | 10705.34 |
| 40 | 2023.03.15 16:00 | buy | 13 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 41 | 2023.03.15 16:00 | modify | 13 | 0.10 | 159.820 | 158.220 | 162.420 | ||
| 42 | 2023.03.21 12:00 | modify | 13 | 0.10 | 159.820 | 160.430 | 162.420 | ||
| 43 | 2023.03.22 08:00 | t/p | 13 | 0.10 | 162.420 | 160.430 | 162.420 | 188.21 | 10893.55 |
| 44 | 2023.03.22 16:00 | sell | 14 | 0.10 | 162.255 | 0.000 | 0.000 | ||
| 45 | 2023.03.22 16:00 | modify | 14 | 0.10 | 162.255 | 163.855 | 159.655 | ||
| 46 | 2023.03.24 04:00 | modify | 14 | 0.10 | 162.255 | 161.720 | 159.655 | ||
| 47 | 2023.03.24 08:00 | modify | 14 | 0.10 | 162.255 | 161.468 | 159.655 | ||
| 48 | 2023.03.24 12:00 | t/p | 14 | 0.10 | 159.655 | 161.468 | 159.655 | 171.41 | 11064.96 |
| 49 | 2023.03.28 12:00 | sell | 15 | 0.10 | 161.163 | 0.000 | 0.000 | ||
| 50 | 2023.03.28 12:00 | modify | 15 | 0.10 | 161.163 | 162.763 | 158.563 | ||
| 51 | 2023.03.29 08:00 | s/l | 15 | 0.10 | 162.763 | 162.763 | 158.563 | -112.24 | 10952.72 |
| 52 | 2023.04.06 04:00 | buy | 16 | 0.10 | 163.271 | 0.000 | 0.000 | ||
| 53 | 2023.04.06 04:00 | modify | 16 | 0.10 | 163.271 | 161.671 | 165.871 | ||
| 54 | 2023.04.10 20:00 | modify | 16 | 0.10 | 163.271 | 163.807 | 165.871 | ||
| 55 | 2023.04.11 12:00 | modify | 16 | 0.10 | 163.271 | 164.016 | 165.871 | ||
| 56 | 2023.04.11 16:00 | t/p | 16 | 0.10 | 165.871 | 164.016 | 165.871 | 183.24 | 11135.96 |
| 57 | 2023.04.21 12:00 | buy | 17 | 0.10 | 165.833 | 0.000 | 0.000 | ||
| 58 | 2023.04.21 12:00 | modify | 17 | 0.10 | 165.833 | 164.233 | 168.433 | ||
| 59 | 2023.04.26 16:00 | sell | 18 | 0.10 | 166.937 | 0.000 | 0.000 | ||
| 60 | 2023.04.26 16:00 | modify | 18 | 0.10 | 166.937 | 168.537 | 164.337 | ||
| 61 | 2023.04.28 08:00 | t/p | 17 | 0.10 | 168.433 | 164.233 | 168.433 | 188.21 | 11324.17 |
| 62 | 2023.04.28 08:00 | s/l | 18 | 0.10 | 168.537 | 168.537 | 164.337 | -118.10 | 11206.07 |
| 63 | 2023.05.08 16:00 | sell | 19 | 0.10 | 170.297 | 0.000 | 0.000 | ||
| 64 | 2023.05.08 16:00 | modify | 19 | 0.10 | 170.297 | 171.897 | 167.697 | ||
| 65 | 2023.05.11 04:00 | buy | 20 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 66 | 2023.05.11 04:00 | modify | 20 | 0.10 | 169.351 | 167.751 | 171.951 | ||
| 67 | 2023.05.11 16:00 | modify | 19 | 0.10 | 170.297 | 169.710 | 167.697 | ||
| 68 | 2023.05.15 08:00 | s/l | 19 | 0.10 | 169.710 | 169.710 | 167.697 | 26.80 | 11232.87 |
| 69 | 2023.05.15 08:00 | sell | 21 | 0.10 | 169.693 | 0.000 | 0.000 | ||
| 70 | 2023.05.15 08:00 | modify | 21 | 0.10 | 169.693 | 171.293 | 167.093 | ||
| 71 | 2023.05.17 16:00 | s/l | 21 | 0.10 | 171.293 | 171.293 | 167.093 | -114.20 | 11118.67 |
| 72 | 2023.05.17 16:00 | modify | 20 | 0.10 | 169.351 | 169.940 | 171.951 | ||
| 73 | 2023.05.17 20:00 | t/p | 20 | 0.10 | 171.951 | 169.940 | 171.951 | 184.49 | 11303.16 |
| 74 | 2023.06.07 08:00 | buy | 22 | 0.10 | 173.087 | 0.000 | 0.000 | ||
| 75 | 2023.06.07 08:00 | modify | 22 | 0.10 | 173.087 | 171.487 | 175.687 | ||
| 76 | 2023.06.07 16:00 | sell | 23 | 0.10 | 174.243 | 0.000 | 0.000 | ||
| 77 | 2023.06.07 16:00 | modify | 23 | 0.10 | 174.243 | 175.843 | 171.643 | ||
| 78 | 2023.06.09 16:00 | modify | 22 | 0.10 | 173.087 | 173.677 | 175.687 | ||
| 79 | 2023.06.12 08:00 | t/p | 22 | 0.10 | 175.687 | 173.677 | 175.687 | 185.73 | 11488.90 |
| 80 | 2023.06.13 16:00 | s/l | 23 | 0.10 | 175.843 | 175.843 | 171.643 | -122.01 | 11366.89 |
| 81 | 2023.07.07 12:00 | buy | 24 | 0.10 | 182.822 | 0.000 | 0.000 | ||
| 82 | 2023.07.07 12:00 | modify | 24 | 0.10 | 182.822 | 181.222 | 185.422 | ||
| 83 | 2023.07.10 16:00 | s/l | 24 | 0.10 | 181.222 | 181.222 | 185.422 | -109.23 | 11257.67 |
| 84 | 2023.07.21 12:00 | sell | 25 | 0.10 | 181.809 | 0.000 | 0.000 | ||
| 85 | 2023.07.21 12:00 | modify | 25 | 0.10 | 181.809 | 183.409 | 179.209 | ||
| 86 | 2023.07.25 12:00 | sell | 26 | 0.10 | 181.387 | 0.000 | 0.000 | ||
| 87 | 2023.07.25 12:00 | modify | 26 | 0.10 | 181.387 | 182.987 | 178.787 | ||
| 88 | 2023.07.27 12:00 | sell | 27 | 0.10 | 181.666 | 0.000 | 0.000 | ||
| 89 | 2023.07.27 12:00 | modify | 27 | 0.10 | 181.666 | 183.266 | 179.066 | ||
| 90 | 2023.07.27 20:00 | t/p | 25 | 0.10 | 179.209 | 183.409 | 179.209 | 167.50 | 11425.17 |
| 91 | 2023.07.27 20:00 | t/p | 26 | 0.10 | 178.787 | 182.987 | 178.787 | 171.41 | 11596.58 |
| 92 | 2023.07.27 20:00 | t/p | 27 | 0.10 | 179.066 | 183.266 | 179.066 | 179.23 | 11775.81 |
| 93 | 2023.07.28 16:00 | buy | 28 | 0.10 | 181.087 | 0.000 | 0.000 | ||
| 94 | 2023.07.28 16:00 | modify | 28 | 0.10 | 181.087 | 179.487 | 183.687 | ||
| 95 | 2023.08.03 12:00 | buy | 29 | 0.10 | 180.802 | 0.000 | 0.000 | ||
| 96 | 2023.08.03 12:00 | modify | 29 | 0.10 | 180.802 | 179.202 | 183.402 | ||
| 97 | 2023.08.09 08:00 | modify | 29 | 0.10 | 180.802 | 181.329 | 183.402 | ||
| 98 | 2023.08.10 08:00 | t/p | 29 | 0.10 | 183.402 | 181.329 | 183.402 | 188.21 | 11964.02 |
| 99 | 2023.08.10 08:00 | modify | 28 | 0.10 | 181.087 | 181.677 | 183.687 | ||
| 100 | 2023.08.10 12:00 | t/p | 28 | 0.10 | 183.687 | 181.677 | 183.687 | 195.67 | 12159.69 |
| 101 | 2023.08.23 16:00 | buy | 30 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 102 | 2023.08.23 16:00 | modify | 30 | 0.10 | 183.894 | 182.294 | 186.494 | ||
| 103 | 2023.08.29 04:00 | sell | 31 | 0.10 | 184.871 | 0.000 | 0.000 | ||
| 104 | 2023.08.29 04:00 | modify | 31 | 0.10 | 184.871 | 186.471 | 182.271 | ||
| 105 | 2023.08.30 20:00 | modify | 30 | 0.10 | 183.894 | 184.411 | 186.494 | ||
| 106 | 2023.08.31 04:00 | sell | 32 | 0.10 | 185.648 | 0.000 | 0.000 | ||
| 107 | 2023.08.31 04:00 | modify | 32 | 0.10 | 185.648 | 187.248 | 183.048 | ||
| 108 | 2023.08.31 16:00 | s/l | 30 | 0.10 | 184.411 | 184.411 | 186.494 | 48.13 | 12207.82 |
| 109 | 2023.09.04 12:00 | sell | 33 | 0.10 | 184.854 | 0.000 | 0.000 | ||
| 110 | 2023.09.04 12:00 | modify | 33 | 0.10 | 184.854 | 186.454 | 182.254 | ||
| 111 | 2023.09.10 20:00 | modify | 32 | 0.10 | 185.648 | 184.809 | 183.048 | ||
| 112 | 2023.09.11 00:00 | t/p | 32 | 0.10 | 183.048 | 184.809 | 183.048 | 161.66 | 12369.48 |
| 113 | 2023.09.14 16:00 | modify | 33 | 0.10 | 184.854 | 184.243 | 182.254 | ||
| 114 | 2023.09.14 16:00 | modify | 31 | 0.10 | 184.871 | 184.243 | 182.271 | ||
| 115 | 2023.09.21 12:00 | t/p | 31 | 0.10 | 182.271 | 184.243 | 182.271 | 130.42 | 12499.89 |
| 116 | 2023.09.21 12:00 | t/p | 33 | 0.10 | 182.254 | 184.243 | 182.254 | 142.13 | 12642.02 |
| 117 | 2023.09.28 16:00 | sell | 34 | 0.10 | 182.310 | 0.000 | 0.000 | ||
| 118 | 2023.09.28 16:00 | modify | 34 | 0.10 | 182.310 | 183.910 | 179.710 | ||
| 119 | 2023.10.02 16:00 | buy | 35 | 0.10 | 181.711 | 0.000 | 0.000 | ||
| 120 | 2023.10.02 16:00 | modify | 35 | 0.10 | 181.711 | 180.111 | 184.311 | ||
| 121 | 2023.10.03 16:00 | t/p | 34 | 0.10 | 179.710 | 183.910 | 179.710 | 173.37 | 12815.40 |
| 122 | 2023.10.03 16:00 | s/l | 35 | 0.10 | 180.111 | 180.111 | 184.311 | -109.23 | 12706.17 |
| 123 | 2023.10.06 12:00 | sell | 36 | 0.10 | 182.017 | 0.000 | 0.000 | ||
| 124 | 2023.10.06 12:00 | modify | 36 | 0.10 | 182.017 | 183.617 | 179.417 | ||
| 125 | 2023.10.11 16:00 | s/l | 36 | 0.10 | 183.617 | 183.617 | 179.417 | -116.16 | 12590.01 |
| 126 | 2023.10.25 16:00 | buy | 37 | 0.10 | 182.024 | 0.000 | 0.000 | ||
| 127 | 2023.10.25 16:00 | modify | 37 | 0.10 | 182.024 | 180.424 | 184.624 | ||
| 128 | 2023.10.27 16:00 | buy | 38 | 0.10 | 181.807 | 0.000 | 0.000 | ||
| 129 | 2023.10.27 16:00 | modify | 38 | 0.10 | 181.807 | 180.207 | 184.407 | ||
| 130 | 2023.10.31 16:00 | sell | 39 | 0.10 | 183.764 | 0.000 | 0.000 | ||
| 131 | 2023.10.31 16:00 | modify | 39 | 0.10 | 183.764 | 185.364 | 181.164 | ||
| 132 | 2023.10.31 20:00 | modify | 38 | 0.10 | 181.807 | 182.606 | 184.407 | ||
| 133 | 2023.10.31 20:00 | modify | 37 | 0.10 | 182.024 | 182.606 | 184.624 | ||
| 134 | 2023.11.03 16:00 | t/p | 37 | 0.10 | 184.624 | 182.606 | 184.624 | 193.19 | 12783.20 |
| 135 | 2023.11.03 16:00 | t/p | 38 | 0.10 | 184.407 | 182.606 | 184.407 | 188.21 | 12971.42 |
| 136 | 2023.11.06 08:00 | s/l | 39 | 0.10 | 185.364 | 185.364 | 181.164 | -122.01 | 12849.41 |
| 137 | 2023.11.17 16:00 | buy | 40 | 0.10 | 185.995 | 0.000 | 0.000 | ||
| 138 | 2023.11.17 16:00 | modify | 40 | 0.10 | 185.995 | 184.395 | 188.595 | ||
| 139 | 2023.11.20 08:00 | buy | 41 | 0.10 | 185.798 | 0.000 | 0.000 | ||
| 140 | 2023.11.20 08:00 | modify | 41 | 0.10 | 185.798 | 184.198 | 188.398 | ||
| 141 | 2023.11.24 12:00 | modify | 41 | 0.10 | 185.798 | 186.374 | 188.398 | ||
| 142 | 2023.11.24 16:00 | t/p | 41 | 0.10 | 188.398 | 186.374 | 188.398 | 186.98 | 13036.39 |
| 143 | 2023.11.24 16:00 | modify | 40 | 0.10 | 185.995 | 186.954 | 188.595 | ||
| 144 | 2023.11.24 20:00 | t/p | 40 | 0.10 | 188.595 | 186.954 | 188.595 | 188.22 | 13224.61 |
| 145 | 2023.11.30 08:00 | buy | 42 | 0.10 | 186.746 | 0.000 | 0.000 | ||
| 146 | 2023.11.30 08:00 | modify | 42 | 0.10 | 186.746 | 185.146 | 189.346 | ||
| 147 | 2023.11.30 23:59 | close at stop | 42 | 0.10 | 187.099 | 185.146 | 189.346 | 24.37 | 13248.98 |