Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 1917 | Ticks modelled | 54643351 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 928.43 | Gross profit | 1159.56 | Gross loss | -231.13 |
| Profit factor | 5.02 | Expected payoff | 34.39 | ||
| Absolute drawdown | 65.21 | Maximal drawdown | 275.36 (2.70%) | Relative drawdown | 2.70% (275.36) |
| Total trades | 27 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 113.56 | loss trade | -59.49 | |
| Average | profit trade | 61.03 | loss trade | -28.89 | |
| Maximum | consecutive wins (profit in money) | 9 (553.61) | consecutive losses (loss in money) | 3 (-62.62) | |
| Maximal | consecutive profit (count of wins) | 553.61 (9) | consecutive loss (count of losses) | -104.00 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 20:00 | buy | 1 | 0.10 | 156.641 | 0.000 | 0.000 | ||
| 2 | 2022.05.12 20:00 | modify | 1 | 0.10 | 156.641 | 155.841 | 158.141 | ||
| 3 | 2022.05.13 00:53 | buy | 2 | 0.10 | 157.391 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 00:53 | modify | 2 | 0.10 | 157.391 | 156.791 | 158.141 | ||
| 5 | 2022.05.13 00:53 | modify | 1 | 0.10 | 156.641 | 156.791 | 158.141 | ||
| 6 | 2022.05.13 01:15 | buy | 3 | 0.10 | 157.467 | 0.000 | 0.000 | ||
| 7 | 2022.05.13 01:15 | modify | 3 | 0.10 | 157.467 | 157.016 | 158.141 | ||
| 8 | 2022.05.13 01:15 | buy | 4 | 0.10 | 157.467 | 0.000 | 0.000 | ||
| 9 | 2022.05.13 01:15 | modify | 4 | 0.10 | 157.467 | 157.166 | 158.141 | ||
| 10 | 2022.05.13 01:15 | modify | 2 | 0.10 | 157.391 | 157.166 | 158.141 | ||
| 11 | 2022.05.13 01:15 | modify | 1 | 0.10 | 156.641 | 157.166 | 158.141 | ||
| 12 | 2022.05.13 01:15 | modify | 3 | 0.10 | 157.467 | 157.166 | 158.141 | ||
| 13 | 2022.05.13 06:12 | s/l | 1 | 0.10 | 157.166 | 157.166 | 158.141 | 40.81 | 10040.81 |
| 14 | 2022.05.13 06:12 | s/l | 2 | 0.10 | 157.166 | 157.166 | 158.141 | -17.04 | 10023.77 |
| 15 | 2022.05.13 06:12 | s/l | 3 | 0.10 | 157.166 | 157.166 | 158.141 | -22.79 | 10000.98 |
| 16 | 2022.05.13 06:12 | s/l | 4 | 0.10 | 157.166 | 157.166 | 158.141 | -22.79 | 9978.19 |
| 17 | 2022.05.17 16:00 | sell | 5 | 0.10 | 161.240 | 0.000 | 0.000 | ||
| 18 | 2022.05.17 16:00 | modify | 5 | 0.10 | 161.240 | 162.040 | 159.740 | ||
| 19 | 2022.05.18 07:12 | sell | 6 | 0.10 | 160.490 | 0.000 | 0.000 | ||
| 20 | 2022.05.18 07:12 | modify | 6 | 0.10 | 160.490 | 161.090 | 159.740 | ||
| 21 | 2022.05.18 07:12 | modify | 5 | 0.10 | 161.240 | 161.090 | 159.740 | ||
| 22 | 2022.05.18 07:14 | sell | 7 | 0.10 | 160.414 | 0.000 | 0.000 | ||
| 23 | 2022.05.18 07:14 | modify | 7 | 0.10 | 160.414 | 160.865 | 159.740 | ||
| 24 | 2022.05.18 07:14 | sell | 8 | 0.10 | 160.414 | 0.000 | 0.000 | ||
| 25 | 2022.05.18 07:14 | modify | 8 | 0.10 | 160.414 | 160.715 | 159.740 | ||
| 26 | 2022.05.18 07:14 | modify | 6 | 0.10 | 160.490 | 160.715 | 159.740 | ||
| 27 | 2022.05.18 07:14 | modify | 5 | 0.10 | 161.240 | 160.715 | 159.740 | ||
| 28 | 2022.05.18 07:14 | modify | 7 | 0.10 | 160.414 | 160.715 | 159.740 | ||
| 29 | 2022.05.18 13:20 | t/p | 5 | 0.10 | 159.740 | 160.715 | 159.740 | 112.03 | 10090.22 |
| 30 | 2022.05.18 13:20 | t/p | 6 | 0.10 | 159.740 | 160.715 | 159.740 | 56.71 | 10146.93 |
| 31 | 2022.05.18 13:20 | t/p | 7 | 0.10 | 159.740 | 160.715 | 159.740 | 50.96 | 10197.89 |
| 32 | 2022.05.18 13:20 | t/p | 8 | 0.10 | 159.740 | 160.715 | 159.740 | 50.96 | 10248.85 |
| 33 | 2022.10.13 20:00 | sell | 9 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 34 | 2022.10.13 20:00 | modify | 9 | 0.10 | 166.640 | 167.440 | 165.140 | ||
| 35 | 2022.10.14 11:40 | sell | 10 | 0.10 | 165.888 | 0.000 | 0.000 | ||
| 36 | 2022.10.14 11:40 | modify | 10 | 0.10 | 165.888 | 166.490 | 165.140 | ||
| 37 | 2022.10.14 11:40 | modify | 9 | 0.10 | 166.640 | 166.490 | 165.140 | ||
| 38 | 2022.10.14 11:40 | sell | 11 | 0.10 | 165.814 | 0.000 | 0.000 | ||
| 39 | 2022.10.14 11:40 | modify | 11 | 0.10 | 165.814 | 166.265 | 165.140 | ||
| 40 | 2022.10.14 11:40 | sell | 12 | 0.10 | 165.814 | 0.000 | 0.000 | ||
| 41 | 2022.10.14 11:40 | modify | 12 | 0.10 | 165.814 | 166.115 | 165.140 | ||
| 42 | 2022.10.14 11:40 | modify | 10 | 0.10 | 165.888 | 166.115 | 165.140 | ||
| 43 | 2022.10.14 11:40 | modify | 9 | 0.10 | 166.640 | 166.115 | 165.140 | ||
| 44 | 2022.10.14 11:40 | modify | 11 | 0.10 | 165.814 | 166.115 | 165.140 | ||
| 45 | 2022.10.14 11:53 | t/p | 9 | 0.10 | 165.140 | 166.115 | 165.140 | 112.03 | 10360.88 |
| 46 | 2022.10.14 11:53 | t/p | 10 | 0.10 | 165.140 | 166.115 | 165.140 | 56.56 | 10417.44 |
| 47 | 2022.10.14 11:53 | t/p | 11 | 0.10 | 165.140 | 166.115 | 165.140 | 50.97 | 10468.41 |
| 48 | 2022.10.14 11:53 | t/p | 12 | 0.10 | 165.140 | 166.115 | 165.140 | 50.97 | 10519.38 |
| 49 | 2022.12.20 20:00 | buy | 13 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 50 | 2022.12.20 20:00 | modify | 13 | 0.10 | 160.079 | 159.279 | 161.579 | ||
| 51 | 2022.12.20 23:07 | buy | 14 | 0.10 | 160.831 | 0.000 | 0.000 | ||
| 52 | 2022.12.20 23:07 | modify | 14 | 0.10 | 160.831 | 160.229 | 161.579 | ||
| 53 | 2022.12.20 23:07 | modify | 13 | 0.10 | 160.079 | 160.229 | 161.579 | ||
| 54 | 2022.12.21 00:58 | s/l | 13 | 0.10 | 160.229 | 160.229 | 161.579 | 12.42 | 10531.80 |
| 55 | 2022.12.21 00:58 | s/l | 14 | 0.10 | 160.229 | 160.229 | 161.579 | -44.51 | 10487.29 |
| 56 | 2023.01.12 20:00 | buy | 15 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 57 | 2023.01.12 20:00 | modify | 15 | 0.10 | 158.067 | 157.267 | 159.567 | ||
| 58 | 2023.01.13 06:20 | s/l | 15 | 0.10 | 157.267 | 157.267 | 159.567 | -59.49 | 10427.80 |
| 59 | 2023.01.18 08:00 | sell | 16 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 60 | 2023.01.18 08:00 | modify | 16 | 0.10 | 160.401 | 161.201 | 158.901 | ||
| 61 | 2023.01.18 09:30 | sell | 17 | 0.10 | 159.627 | 0.000 | 0.000 | ||
| 62 | 2023.01.18 09:30 | modify | 17 | 0.10 | 159.627 | 160.251 | 158.901 | ||
| 63 | 2023.01.18 09:30 | modify | 16 | 0.10 | 160.401 | 160.251 | 158.901 | ||
| 64 | 2023.01.18 09:30 | sell | 18 | 0.10 | 159.574 | 0.000 | 0.000 | ||
| 65 | 2023.01.18 09:30 | modify | 18 | 0.10 | 159.574 | 160.026 | 158.901 | ||
| 66 | 2023.01.18 09:30 | sell | 19 | 0.10 | 159.574 | 0.000 | 0.000 | ||
| 67 | 2023.01.18 09:30 | modify | 19 | 0.10 | 159.574 | 159.876 | 158.901 | ||
| 68 | 2023.01.18 09:30 | modify | 17 | 0.10 | 159.627 | 159.876 | 158.901 | ||
| 69 | 2023.01.18 09:30 | modify | 16 | 0.10 | 160.401 | 159.876 | 158.901 | ||
| 70 | 2023.01.18 09:30 | modify | 18 | 0.10 | 159.574 | 159.876 | 158.901 | ||
| 71 | 2023.01.18 09:57 | s/l | 16 | 0.10 | 159.876 | 159.876 | 158.901 | 39.70 | 10467.50 |
| 72 | 2023.01.18 09:57 | s/l | 17 | 0.10 | 159.876 | 159.876 | 158.901 | -18.83 | 10448.67 |
| 73 | 2023.01.18 09:57 | s/l | 18 | 0.10 | 159.876 | 159.876 | 158.901 | -22.84 | 10425.83 |
| 74 | 2023.01.18 09:57 | s/l | 19 | 0.10 | 159.876 | 159.876 | 158.901 | -22.84 | 10402.99 |
| 75 | 2023.02.03 00:00 | buy | 20 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 76 | 2023.02.03 00:00 | modify | 20 | 0.10 | 157.397 | 156.597 | 158.897 | ||
| 77 | 2023.02.03 14:33 | buy | 21 | 0.10 | 158.148 | 0.000 | 0.000 | ||
| 78 | 2023.02.03 14:33 | modify | 21 | 0.10 | 158.148 | 157.547 | 158.897 | ||
| 79 | 2023.02.03 14:33 | modify | 20 | 0.10 | 157.397 | 157.547 | 158.897 | ||
| 80 | 2023.02.03 14:39 | buy | 22 | 0.10 | 158.225 | 0.000 | 0.000 | ||
| 81 | 2023.02.03 14:39 | modify | 22 | 0.10 | 158.225 | 157.772 | 158.897 | ||
| 82 | 2023.02.03 14:39 | buy | 23 | 0.10 | 158.225 | 0.000 | 0.000 | ||
| 83 | 2023.02.03 14:39 | modify | 23 | 0.10 | 158.225 | 157.922 | 158.897 | ||
| 84 | 2023.02.03 14:39 | modify | 21 | 0.10 | 158.148 | 157.922 | 158.897 | ||
| 85 | 2023.02.03 14:39 | modify | 20 | 0.10 | 157.397 | 157.922 | 158.897 | ||
| 86 | 2023.02.03 14:39 | modify | 22 | 0.10 | 158.225 | 157.922 | 158.897 | ||
| 87 | 2023.02.05 22:00 | t/p | 20 | 0.10 | 158.897 | 157.922 | 158.897 | 113.56 | 10516.55 |
| 88 | 2023.02.05 22:00 | t/p | 21 | 0.10 | 158.897 | 157.922 | 158.897 | 56.71 | 10573.26 |
| 89 | 2023.02.05 22:00 | t/p | 22 | 0.10 | 158.897 | 157.922 | 158.897 | 50.88 | 10624.14 |
| 90 | 2023.02.05 22:00 | t/p | 23 | 0.10 | 158.897 | 157.922 | 158.897 | 50.88 | 10675.02 |
| 91 | 2023.02.21 20:00 | sell | 24 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 92 | 2023.02.21 20:00 | modify | 24 | 0.10 | 163.416 | 164.216 | 161.916 | ||
| 93 | 2023.02.22 15:32 | sell | 25 | 0.10 | 162.662 | 0.000 | 0.000 | ||
| 94 | 2023.02.22 15:32 | modify | 25 | 0.10 | 162.662 | 163.266 | 161.916 | ||
| 95 | 2023.02.22 15:32 | modify | 24 | 0.10 | 163.416 | 163.266 | 161.916 | ||
| 96 | 2023.02.22 15:39 | sell | 26 | 0.10 | 162.589 | 0.000 | 0.000 | ||
| 97 | 2023.02.22 15:39 | modify | 26 | 0.10 | 162.589 | 163.041 | 161.916 | ||
| 98 | 2023.02.22 15:39 | sell | 27 | 0.10 | 162.589 | 0.000 | 0.000 | ||
| 99 | 2023.02.22 15:39 | modify | 27 | 0.10 | 162.589 | 162.891 | 161.916 | ||
| 100 | 2023.02.22 15:39 | modify | 25 | 0.10 | 162.662 | 162.891 | 161.916 | ||
| 101 | 2023.02.22 15:39 | modify | 24 | 0.10 | 163.416 | 162.891 | 161.916 | ||
| 102 | 2023.02.22 15:39 | modify | 26 | 0.10 | 162.589 | 162.891 | 161.916 | ||
| 103 | 2023.02.23 16:32 | t/p | 24 | 0.10 | 161.916 | 162.891 | 161.916 | 107.83 | 10782.85 |
| 104 | 2023.02.23 16:32 | t/p | 25 | 0.10 | 161.916 | 162.891 | 161.916 | 52.21 | 10835.05 |
| 105 | 2023.02.23 16:32 | t/p | 26 | 0.10 | 161.916 | 162.891 | 161.916 | 46.69 | 10881.74 |
| 106 | 2023.02.23 16:32 | t/p | 27 | 0.10 | 161.916 | 162.891 | 161.916 | 46.69 | 10928.43 |