Strategy Tester Report
BlackBullMarkets-Demo (Build 3661)
Settings
Expert: LaRSI Scalper
Symbol: BTCUSD
Period: H1 (2022.11.01 - 2023.05.01)
Inputs: InpLaRSIAlpha=0.1
InpLaRSIPrice=1
InpLaRSIUpperLevel=80
InpLaRSILowerLevel=20
InpMAPeriod=50
InpMAMethod=1
InpMAAppliedPrice=1
InpATRPeriod=14
InpATRMultiplier=2.0
InpHighRangeMultiplier=3
InpWaitMinutes=180
InpSLGapPips=1.0
InpTakeProfitRatio=1.5
InpRiskPercent=0.2
InpMagic=232323
InpTradeComment=LaRSI Scalper
Company: Black Bull Group Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 98%
Bars: 3046 Ticks: 8558243 Symbols: 1
Total Net Profit: -139.56 Balance Drawdown Absolute: 177.95 Equity Drawdown Absolute: 190.04
Gross Profit: 232.98 Balance Drawdown Maximal: 177.95 (1.78%) Equity Drawdown Maximal: 196.92 (1.97%)
Gross Loss: -372.54 Balance Drawdown Relative: 1.78% (177.95) Equity Drawdown Relative: 1.97% (196.92)
Profit Factor: 0.63 Expected Payoff: -3.99 Margin Level: 1137.70%
Recovery Factor: -0.71 Sharpe Ratio: -4.51 Z-Score: 2.19 (97.15%)
AHPR: 0.9996 (-0.04%) LR Correlation: -0.90 OnTester result: 0
GHPR: 0.9996 (-0.04%) LR Standard Error: 21.22
Total Trades: 35 Short Trades (won %): 16 (37.50%) Long Trades (won %): 19 (31.58%)
Total Deals: 70 Profit Trades (% of total): 12 (34.29%) Loss Trades (% of total): 23 (65.71%)
Largest profit trade: 25.69 Largest loss trade: -24.13
Average profit trade: 19.42 Average loss trade: -16.20
Maximum consecutive wins ($): 2 (38.76) Maximum consecutive losses ($): 5 (-75.61)
Maximal consecutive profit (count): 38.76 (2) Maximal consecutive loss (count): -75.61 (5)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.6136
Graph
Minimal position holding time: 0:42:46 Maximal position holding time: 71:02:38 Average position holding time: 13:11:16
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.11.01 17:00:002BTCUSDsell0.08 / 0.080.0020648.0420174.262022.11.01 17:00:00filledLaRSI Scalper
2022.11.02 14:00:003BTCUSDbuy0.08 / 0.080.002022.11.02 14:00:00filled
2022.11.02 20:00:004BTCUSDbuy0.09 / 0.090.0020287.8320746.092022.11.02 20:00:00filledLaRSI Scalper
2022.11.02 21:00:045BTCUSDsell0.09 / 0.090.002022.11.02 21:00:04filledsl 20287.83
2022.11.04 10:00:006BTCUSDbuy0.09 / 0.090.0020381.5120817.732022.11.04 10:00:00filledLaRSI Scalper
2022.11.04 15:30:377BTCUSDsell0.09 / 0.090.002022.11.04 15:30:37filledsl 20381.51
2022.11.08 05:00:008BTCUSDsell0.05 / 0.050.0020837.5920031.872022.11.08 05:00:00filledLaRSI Scalper
2022.11.08 06:10:439BTCUSDbuy0.05 / 0.050.002022.11.08 06:10:43filledtp 20031.87
2022.11.15 16:00:0010BTCUSDbuy0.05 / 0.050.0016613.4617394.822022.11.15 16:00:00filledLaRSI Scalper
2022.11.15 21:04:3611BTCUSDsell0.05 / 0.050.002022.11.15 21:04:36filledsl 16613.46
2022.11.18 03:00:0012BTCUSDbuy0.06 / 0.060.0016580.6617304.382022.11.18 03:00:00filledLaRSI Scalper
2022.11.18 19:08:3013BTCUSDsell0.06 / 0.060.002022.11.18 19:08:30filledsl 16580.66
2022.11.23 05:00:0014BTCUSDbuy0.04 / 0.040.0016062.1216946.582022.11.23 05:00:00filledLaRSI Scalper
2022.11.28 04:02:3815BTCUSDsell0.04 / 0.040.002022.11.28 04:02:38filledsl 16062.12
2022.11.29 11:00:0016BTCUSDbuy0.11 / 0.110.0016304.3416677.082022.11.29 11:00:00filledLaRSI Scalper
2022.11.30 02:40:3017BTCUSDsell0.11 / 0.110.002022.11.30 02:40:30filledtp 16677.08
2022.12.12 06:00:0018BTCUSDsell0.2 / 0.20.0017006.7916808.812022.12.12 06:00:00filledLaRSI Scalper
2022.12.12 16:19:1919BTCUSDbuy0.2 / 0.20.002022.12.12 16:19:19filledsl 17006.79
2022.12.15 17:00:0020BTCUSDsell0.09 / 0.090.0017660.4317232.752022.12.15 17:00:00filledLaRSI Scalper
2022.12.16 10:54:3721BTCUSDbuy0.09 / 0.090.002022.12.16 10:54:37filledtp 17232.75
2022.12.21 02:00:0022BTCUSDbuy0.1 / 0.10.0016696.4117083.632022.12.21 02:00:00filledLaRSI Scalper
2022.12.22 03:00:0023BTCUSDsell0.1 / 0.10.002022.12.22 03:00:00filled
2022.12.27 19:00:3024BTCUSDsell0.22 / 0.220.0016857.6916678.432022.12.27 19:00:30filledLaRSI Scalper
2022.12.27 19:43:1625BTCUSDbuy0.22 / 0.220.002022.12.27 19:43:16filledtp 16678.43
2023.01.02 06:00:0026BTCUSDbuy0.13 / 0.130.0016499.1216813.632023.01.02 06:00:00filledLaRSI Scalper
2023.01.03 05:00:0027BTCUSDsell0.13 / 0.130.002023.01.03 05:00:00filled
2023.01.06 13:00:0028BTCUSDsell0.26 / 0.260.0016836.2116681.092023.01.06 13:00:00filledLaRSI Scalper
2023.01.06 17:58:2429BTCUSDbuy0.26 / 0.260.002023.01.06 17:58:24filledsl 16836.21
2023.01.18 23:00:0030BTCUSDsell0.03 / 0.030.0021299.6020162.022023.01.18 23:00:00filledLaRSI Scalper
2023.01.19 22:00:0031BTCUSDbuy0.03 / 0.030.002023.01.19 22:00:00filled
2023.01.20 04:00:0032BTCUSDbuy0.06 / 0.060.0020785.0221447.762023.01.20 04:00:00filledLaRSI Scalper
2023.01.20 09:00:0033BTCUSDsell0.06 / 0.060.002023.01.20 09:00:00filled
2023.01.20 15:00:0034BTCUSDbuy0.08 / 0.080.0020834.4721343.092023.01.20 15:00:00filledLaRSI Scalper
2023.01.20 18:47:3535BTCUSDsell0.08 / 0.080.002023.01.20 18:47:35filledtp 21343.09
2023.01.25 17:00:0036BTCUSDsell0.06 / 0.060.0022779.9822082.642023.01.25 17:00:00filledLaRSI Scalper
2023.01.25 22:01:1937BTCUSDbuy0.06 / 0.060.002023.01.25 22:01:19filledsl 22779.98
2023.01.27 06:00:0038BTCUSDsell0.05 / 0.050.0023153.5322369.872023.01.27 06:00:00filledLaRSI Scalper
2023.01.27 08:00:0039BTCUSDbuy0.05 / 0.050.002023.01.27 08:00:00filled
2023.01.30 22:00:0040BTCUSDsell0.04 / 0.040.0023298.7322265.632023.01.30 22:00:00filledLaRSI Scalper
2023.01.31 22:00:0041BTCUSDbuy0.04 / 0.040.002023.01.31 22:00:00filled
2023.02.01 07:00:0042BTCUSDbuy0.07 / 0.070.0022836.2823428.002023.02.01 07:00:00filledLaRSI Scalper
2023.02.01 10:00:0043BTCUSDsell0.07 / 0.070.002023.02.01 10:00:00filled
2023.02.01 17:00:0044BTCUSDbuy0.1 / 0.10.0022902.4323305.862023.02.01 17:00:00filledLaRSI Scalper
2023.02.01 21:31:4245BTCUSDsell0.1 / 0.10.002023.02.01 21:31:42filledsl 22902.43
2023.02.03 21:00:0046BTCUSDsell0.06 / 0.060.0023754.9223079.882023.02.03 21:00:00filledLaRSI Scalper
2023.02.06 00:05:0047BTCUSDbuy0.06 / 0.060.002023.02.06 00:05:00filledtp 23079.88
2023.02.08 01:00:0048BTCUSDbuy0.05 / 0.050.0022851.8823600.522023.02.08 01:00:00filledLaRSI Scalper
2023.02.08 17:52:3849BTCUSDsell0.05 / 0.050.002023.02.08 17:52:38filledsl 22851.88
2023.03.01 08:00:0050BTCUSDbuy0.06 / 0.060.0023338.8624037.822023.03.01 08:00:00filledLaRSI Scalper
2023.03.01 21:52:3551BTCUSDsell0.06 / 0.060.002023.03.01 21:52:35filledsl 23338.86
2023.03.02 10:00:0052BTCUSDsell0.06 / 0.060.0023683.8823078.362023.03.02 10:00:00filledLaRSI Scalper
2023.03.03 03:21:3453BTCUSDbuy0.06 / 0.060.002023.03.03 03:21:34filledtp 23078.36
2023.03.13 04:00:0054BTCUSDbuy0.02 / 0.020.0021333.6823557.022023.03.13 04:00:00filledLaRSI Scalper
2023.03.13 18:01:0455BTCUSDsell0.02 / 0.020.002023.03.13 18:01:04filledtp 23557.02
2023.03.24 21:00:0056BTCUSDsell0.03 / 0.030.0028314.7726891.392023.03.24 21:00:00filledLaRSI Scalper
2023.03.27 04:00:0057BTCUSDbuy0.03 / 0.030.002023.03.27 04:00:00filled
2023.03.29 10:00:0058BTCUSDbuy0.03 / 0.030.0027347.5328745.072023.03.29 10:00:00filledLaRSI Scalper
2023.03.30 05:20:3759BTCUSDsell0.03 / 0.030.002023.03.30 05:20:37filledtp 28745.07
2023.03.31 12:00:0060BTCUSDsell0.04 / 0.040.0028240.2827329.642023.03.31 12:00:00filledLaRSI Scalper
2023.03.31 16:17:1561BTCUSDbuy0.04 / 0.040.002023.03.31 16:17:15filledsl 28240.28
2023.04.04 14:00:0062BTCUSDbuy0.05 / 0.050.0027799.7328626.132023.04.04 14:00:00filledLaRSI Scalper
2023.04.05 03:55:3663BTCUSDsell0.05 / 0.050.002023.04.05 03:55:36filledtp 28626.13
2023.04.07 01:00:0064BTCUSDsell0.04 / 0.040.0028419.3927517.592023.04.07 01:00:00filledLaRSI Scalper
2023.04.10 00:50:2565BTCUSDbuy0.04 / 0.040.002023.04.10 00:50:25filledsl 28419.39
2023.04.17 04:00:0066BTCUSDsell0.03 / 0.030.0030492.4429151.582023.04.17 04:00:00filledLaRSI Scalper
2023.04.18 04:00:0067BTCUSDbuy0.03 / 0.030.002023.04.18 04:00:00filled
2023.04.18 17:00:0068BTCUSDbuy0.05 / 0.050.0029975.4130764.812023.04.18 17:00:00filledLaRSI Scalper
2023.04.18 21:01:3569BTCUSDsell0.05 / 0.050.002023.04.18 21:01:35filledsl 29975.41
2023.04.26 01:00:0070BTCUSDbuy0.04 / 0.040.0027711.9828803.582023.04.26 01:00:00filledLaRSI Scalper
2023.04.26 12:03:1571BTCUSDsell0.04 / 0.040.002023.04.26 12:03:15filledtp 28803.58
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2022.11.01 00:00:001balance0.000.0010 000.0010 000.00
2022.11.01 17:00:002BTCUSDsellin0.0820411.1520.000.000.0010 000.00LaRSI Scalper
2022.11.02 14:00:003BTCUSDbuyout0.0820404.4130.00-2.570.549 997.97
2022.11.02 20:00:004BTCUSDbuyin0.0920516.9640.000.000.009 997.97LaRSI Scalper
2022.11.02 21:00:045BTCUSDsellout0.0920273.4650.000.00-21.929 976.05sl 20287.83
2022.11.04 10:00:006BTCUSDbuyin0.0920599.6260.000.000.009 976.05LaRSI Scalper
2022.11.04 15:30:377BTCUSDsellout0.0920379.6670.000.00-19.809 956.25sl 20381.51
2022.11.08 05:00:008BTCUSDsellin0.0520434.7380.000.000.009 956.25LaRSI Scalper
2022.11.08 06:10:439BTCUSDbuyout0.0520031.2390.000.0020.189 976.43tp 20031.87
2022.11.15 16:00:0010BTCUSDbuyin0.0517004.14100.000.000.009 976.43LaRSI Scalper
2022.11.15 21:04:3611BTCUSDsellout0.0516612.63110.000.00-19.589 956.85sl 16613.46
2022.11.18 03:00:0012BTCUSDbuyin0.0616942.52120.000.000.009 956.85LaRSI Scalper
2022.11.18 19:08:3013BTCUSDsellout0.0616578.66130.000.00-21.839 935.02sl 16580.66
2022.11.23 05:00:0014BTCUSDbuyin0.0416504.35140.000.000.009 935.02LaRSI Scalper
2022.11.28 04:02:3815BTCUSDsellout0.0416061.41150.00-6.41-17.729 910.89sl 16062.12
2022.11.29 11:00:0016BTCUSDbuyin0.1116490.71160.000.000.009 910.89LaRSI Scalper
2022.11.30 02:40:3017BTCUSDsellout0.1116680.73170.00-3.5320.909 928.26tp 16677.08
2022.12.12 06:00:0018BTCUSDsellin0.216907.80180.000.000.009 928.26LaRSI Scalper
2022.12.12 16:19:1919BTCUSDbuyout0.217010.20190.000.00-20.489 907.78sl 17006.79
2022.12.15 17:00:0020BTCUSDsellin0.0917446.59200.000.000.009 907.78LaRSI Scalper
2022.12.16 10:54:3721BTCUSDbuyout0.0917232.17210.00-2.8919.309 924.19tp 17232.75
2022.12.21 02:00:0022BTCUSDbuyin0.116890.02220.000.000.009 924.19LaRSI Scalper
2022.12.22 03:00:0023BTCUSDsellout0.116847.74230.00-3.21-4.239 916.75
2022.12.27 19:00:3024BTCUSDsellin0.2216768.06240.000.000.009 916.75LaRSI Scalper
2022.12.27 19:43:1625BTCUSDbuyout0.2216676.24250.000.0020.209 936.95tp 16678.43
2023.01.02 06:00:0026BTCUSDbuyin0.1316656.37260.000.000.009 936.95LaRSI Scalper
2023.01.03 05:00:0027BTCUSDsellout0.1316665.20270.00-4.171.159 933.93
2023.01.06 13:00:0028BTCUSDsellin0.2616758.65280.000.000.009 933.93LaRSI Scalper
2023.01.06 17:58:2429BTCUSDbuyout0.2616836.34290.000.00-20.209 913.73sl 16836.21
2023.01.18 23:00:0030BTCUSDsellin0.0320730.81300.000.000.009 913.73LaRSI Scalper
2023.01.19 22:00:0031BTCUSDbuyout0.0321091.73310.00-0.96-10.839 901.94
2023.01.20 04:00:0032BTCUSDbuyin0.0621116.39320.000.000.009 901.94LaRSI Scalper
2023.01.20 09:00:0033BTCUSDsellout0.0620938.89330.000.00-10.659 891.29
2023.01.20 15:00:0034BTCUSDbuyin0.0821088.78340.000.000.009 891.29LaRSI Scalper
2023.01.20 18:47:3535BTCUSDsellout0.0821343.56350.000.0020.389 911.67tp 21343.09
2023.01.25 17:00:0036BTCUSDsellin0.0622431.31360.000.000.009 911.67LaRSI Scalper
2023.01.25 22:01:1937BTCUSDbuyout0.0622782.69370.000.00-21.089 890.59sl 22779.98
2023.01.27 06:00:0038BTCUSDsellin0.0522761.70380.000.000.009 890.59LaRSI Scalper
2023.01.27 08:00:0039BTCUSDbuyout0.0523031.27390.000.00-13.489 877.11
2023.01.30 22:00:0040BTCUSDsellin0.0422782.18400.000.000.009 877.11LaRSI Scalper
2023.01.31 22:00:0041BTCUSDbuyout0.0423157.42410.00-1.29-15.019 860.81
2023.02.01 07:00:0042BTCUSDbuyin0.0723132.14420.000.000.009 860.81LaRSI Scalper
2023.02.01 10:00:0043BTCUSDsellout0.0723069.99430.000.00-4.359 856.46
2023.02.01 17:00:0044BTCUSDbuyin0.123104.14440.000.000.009 856.46LaRSI Scalper
2023.02.01 21:31:4245BTCUSDsellout0.122900.13450.000.00-20.409 836.06sl 22902.43
2023.02.03 21:00:0046BTCUSDsellin0.0623417.40460.000.000.009 836.06LaRSI Scalper
2023.02.06 00:05:0047BTCUSDbuyout0.0622892.78470.00-5.7931.489 861.75tp 23079.88
2023.02.08 01:00:0048BTCUSDbuyin0.0523226.20480.000.000.009 861.75LaRSI Scalper
2023.02.08 17:52:3849BTCUSDsellout0.0522851.60490.000.00-18.739 843.02sl 22851.88
2023.03.01 08:00:0050BTCUSDbuyin0.0623688.34500.000.000.009 843.02LaRSI Scalper
2023.03.01 21:52:3551BTCUSDsellout0.0623338.82510.000.00-20.979 822.05sl 23338.86
2023.03.02 10:00:0052BTCUSDsellin0.0623381.12520.000.000.009 822.05LaRSI Scalper
2023.03.03 03:21:3453BTCUSDbuyout0.0623076.10530.00-1.9318.309 838.42tp 23078.36
2023.03.13 04:00:0054BTCUSDbuyin0.0222445.35540.000.000.009 838.42LaRSI Scalper
2023.03.13 18:01:0455BTCUSDsellout0.0223564.69550.000.0022.399 860.81tp 23557.02
2023.03.24 21:00:0056BTCUSDsellin0.0327603.08560.000.000.009 860.81LaRSI Scalper
2023.03.27 04:00:0057BTCUSDbuyout0.0327986.40570.00-2.89-11.509 846.42
2023.03.29 10:00:0058BTCUSDbuyin0.0328046.30580.000.000.009 846.42LaRSI Scalper
2023.03.30 05:20:3759BTCUSDsellout0.0328748.19590.00-0.9621.069 866.52tp 28745.07
2023.03.31 12:00:0060BTCUSDsellin0.0427784.96600.000.000.009 866.52LaRSI Scalper
2023.03.31 16:17:1561BTCUSDbuyout0.0428240.74610.000.00-18.239 848.29sl 28240.28
2023.04.04 14:00:0062BTCUSDbuyin0.0528212.93620.000.000.009 848.29LaRSI Scalper
2023.04.05 03:55:3663BTCUSDsellout0.0528629.69630.00-1.6020.849 867.53tp 28626.13
2023.04.07 01:00:0064BTCUSDsellin0.0427968.49640.000.000.009 867.53LaRSI Scalper
2023.04.10 00:50:2565BTCUSDbuyout0.0428420.30650.00-3.86-18.079 845.60sl 28419.39
2023.04.17 04:00:0066BTCUSDsellin0.0329822.01660.000.000.009 845.60LaRSI Scalper
2023.04.18 04:00:0067BTCUSDbuyout0.0329363.72670.00-0.9613.759 858.39
2023.04.18 17:00:0068BTCUSDbuyin0.0530370.11680.000.000.009 858.39LaRSI Scalper
2023.04.18 21:01:3569BTCUSDsellout0.0529973.89690.000.00-19.819 838.58sl 29975.41
2023.04.26 01:00:0070BTCUSDbuyin0.0428257.78700.000.000.009 838.58LaRSI Scalper
2023.04.26 12:03:1571BTCUSDsellout0.0428804.20710.000.0021.869 860.44tp 28803.58
0.00 -43.02 -96.54 9 860.44