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 23:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 273.48 | Gross profit | 1509.50 | Gross loss | -1236.02 |
| Profit factor | 1.22 | Expected payoff | 8.29 | ||
| Absolute drawdown | 305.96 | Maximal drawdown | 495.96 (4.87%) | Relative drawdown | 4.87% (495.96) |
| Total trades | 33 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 12 (33.33%) |
| Profit trades (% of total) | 18 (54.55%) | Loss trades (% of total) | 15 (45.45%) | ||
| Largest | profit trade | 99.49 | loss trade | -97.74 | |
| Average | profit trade | 83.86 | loss trade | -82.40 | |
| Maximum | consecutive wins (profit in money) | 5 (401.08) | consecutive losses (loss in money) | 4 (-365.00) | |
| Maximal | consecutive profit (count of wins) | 401.08 (5) | consecutive loss (count of losses) | -365.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.11 16:00 | sell | 1 | 0.10 | 163.612 | 0.000 | 0.000 | ||
| 2 | 2022.04.11 16:00 | modify | 1 | 0.10 | 163.612 | 164.812 | 162.312 | ||
| 3 | 2022.04.12 20:00 | sell | 2 | 0.10 | 162.958 | 0.000 | 0.000 | ||
| 4 | 2022.04.12 20:00 | modify | 2 | 0.10 | 162.958 | 163.352 | 162.312 | ||
| 5 | 2022.04.12 20:00 | sell | 3 | 0.10 | 162.958 | 0.000 | 0.000 | ||
| 6 | 2022.04.12 20:00 | modify | 3 | 0.10 | 162.958 | 163.287 | 162.312 | ||
| 7 | 2022.04.12 20:00 | modify | 1 | 0.10 | 163.612 | 163.287 | 162.312 | ||
| 8 | 2022.04.13 00:00 | modify | 2 | 0.10 | 162.958 | 163.287 | 162.312 | ||
| 9 | 2022.04.13 04:00 | s/l | 1 | 0.10 | 163.287 | 163.287 | 162.312 | 21.78 | 10021.78 |
| 10 | 2022.04.13 04:00 | s/l | 2 | 0.10 | 163.287 | 163.287 | 162.312 | -26.28 | 9995.50 |
| 11 | 2022.04.13 04:00 | s/l | 3 | 0.10 | 163.287 | 163.287 | 162.312 | -26.28 | 9969.22 |
| 12 | 2022.05.12 20:00 | buy | 4 | 0.10 | 156.641 | 0.000 | 0.000 | ||
| 13 | 2022.05.12 20:00 | modify | 4 | 0.10 | 156.641 | 155.441 | 157.941 | ||
| 14 | 2022.05.13 16:00 | t/p | 4 | 0.10 | 157.941 | 155.441 | 157.941 | 99.48 | 10068.70 |
| 15 | 2022.05.17 16:00 | sell | 5 | 0.10 | 161.240 | 0.000 | 0.000 | ||
| 16 | 2022.05.17 16:00 | modify | 5 | 0.10 | 161.240 | 162.440 | 159.940 | ||
| 17 | 2022.05.18 12:00 | t/p | 5 | 0.10 | 159.940 | 162.440 | 159.940 | 96.91 | 10165.61 |
| 18 | 2022.05.30 20:00 | sell | 6 | 0.10 | 161.415 | 0.000 | 0.000 | ||
| 19 | 2022.05.30 20:00 | modify | 6 | 0.10 | 161.415 | 162.615 | 160.115 | ||
| 20 | 2022.06.01 04:00 | s/l | 6 | 0.10 | 162.615 | 162.615 | 160.115 | -93.55 | 10072.06 |
| 21 | 2022.06.07 08:00 | sell | 7 | 0.10 | 165.699 | 0.000 | 0.000 | ||
| 22 | 2022.06.07 08:00 | modify | 7 | 0.10 | 165.699 | 166.899 | 164.399 | ||
| 23 | 2022.06.07 16:00 | s/l | 7 | 0.10 | 166.899 | 166.899 | 164.399 | -90.75 | 9981.31 |
| 24 | 2022.06.08 20:00 | sell | 8 | 0.10 | 168.329 | 0.000 | 0.000 | ||
| 25 | 2022.06.08 20:00 | modify | 8 | 0.10 | 168.329 | 169.529 | 167.029 | ||
| 26 | 2022.06.09 08:00 | t/p | 8 | 0.10 | 167.029 | 169.529 | 167.029 | 94.11 | 10075.42 |
| 27 | 2022.06.12 20:00 | buy | 9 | 0.10 | 165.433 | 0.000 | 0.000 | ||
| 28 | 2022.06.12 20:00 | modify | 9 | 0.10 | 165.433 | 164.233 | 166.733 | ||
| 29 | 2022.06.13 12:00 | s/l | 9 | 0.10 | 164.233 | 164.233 | 166.733 | -89.77 | 9985.65 |
| 30 | 2022.06.14 00:00 | buy | 10 | 0.10 | 163.027 | 0.000 | 0.000 | ||
| 31 | 2022.06.14 00:00 | modify | 10 | 0.10 | 163.027 | 161.827 | 164.327 | ||
| 32 | 2022.06.14 16:00 | s/l | 10 | 0.10 | 161.827 | 161.827 | 164.327 | -90.84 | 9894.81 |
| 33 | 2022.06.17 12:00 | sell | 11 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 34 | 2022.06.17 12:00 | modify | 11 | 0.10 | 165.164 | 166.364 | 163.864 | ||
| 35 | 2022.06.21 08:00 | s/l | 11 | 0.10 | 166.364 | 166.364 | 163.864 | -93.55 | 9801.25 |
| 36 | 2022.07.01 08:00 | buy | 12 | 0.10 | 163.895 | 0.000 | 0.000 | ||
| 37 | 2022.07.01 08:00 | modify | 12 | 0.10 | 163.895 | 162.695 | 165.195 | ||
| 38 | 2022.07.01 12:00 | s/l | 12 | 0.10 | 162.695 | 162.695 | 165.195 | -90.84 | 9710.41 |
| 39 | 2022.07.08 00:00 | sell | 13 | 0.10 | 163.489 | 0.000 | 0.000 | ||
| 40 | 2022.07.08 00:00 | modify | 13 | 0.10 | 163.489 | 164.689 | 162.189 | ||
| 41 | 2022.07.08 08:00 | t/p | 13 | 0.10 | 162.189 | 164.689 | 162.189 | 98.31 | 9808.72 |
| 42 | 2022.08.15 16:00 | buy | 14 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 43 | 2022.08.15 16:00 | modify | 14 | 0.10 | 160.974 | 159.774 | 162.274 | ||
| 44 | 2022.08.16 16:00 | t/p | 14 | 0.10 | 162.274 | 159.774 | 162.274 | 99.49 | 9908.21 |
| 45 | 2022.09.07 12:00 | sell | 15 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 46 | 2022.09.07 12:00 | modify | 15 | 0.10 | 165.595 | 166.795 | 164.295 | ||
| 47 | 2022.09.12 08:00 | s/l | 15 | 0.10 | 166.795 | 166.795 | 164.295 | -97.74 | 9810.47 |
| 48 | 2022.10.04 04:00 | sell | 16 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 49 | 2022.10.04 04:00 | modify | 16 | 0.10 | 163.790 | 164.990 | 162.490 | ||
| 50 | 2022.10.04 08:00 | s/l | 16 | 0.10 | 164.990 | 164.990 | 162.490 | -90.75 | 9719.72 |
| 51 | 2022.10.13 20:00 | sell | 17 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 52 | 2022.10.13 20:00 | modify | 17 | 0.10 | 166.640 | 167.840 | 165.340 | ||
| 53 | 2022.10.14 12:00 | t/p | 17 | 0.10 | 165.340 | 167.840 | 165.340 | 96.91 | 9816.63 |
| 54 | 2022.10.26 12:00 | sell | 18 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 55 | 2022.10.26 12:00 | modify | 18 | 0.10 | 170.080 | 171.280 | 168.780 | ||
| 56 | 2022.10.27 08:00 | t/p | 18 | 0.10 | 168.780 | 171.280 | 168.780 | 94.11 | 9910.74 |
| 57 | 2022.11.04 00:00 | buy | 19 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 58 | 2022.11.04 00:00 | modify | 19 | 0.10 | 165.783 | 164.583 | 167.083 | ||
| 59 | 2022.11.07 12:00 | t/p | 19 | 0.10 | 167.083 | 164.583 | 167.083 | 99.49 | 10010.23 |
| 60 | 2022.11.08 00:00 | sell | 20 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 61 | 2022.11.08 00:00 | modify | 20 | 0.10 | 168.795 | 169.995 | 167.495 | ||
| 62 | 2022.11.08 16:00 | t/p | 20 | 0.10 | 167.495 | 169.995 | 167.495 | 98.31 | 10108.54 |
| 63 | 2022.12.16 20:00 | buy | 21 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 64 | 2022.12.16 20:00 | modify | 21 | 0.10 | 166.173 | 164.973 | 167.473 | ||
| 65 | 2022.12.20 04:00 | s/l | 21 | 0.10 | 164.973 | 164.973 | 167.473 | -88.71 | 10019.83 |
| 66 | 2022.12.20 12:00 | buy | 22 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 67 | 2022.12.20 12:00 | modify | 22 | 0.10 | 161.114 | 159.914 | 162.414 | ||
| 68 | 2022.12.20 16:00 | s/l | 22 | 0.10 | 159.914 | 159.914 | 162.414 | -90.84 | 9928.99 |
| 69 | 2022.12.20 20:00 | buy | 23 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 70 | 2022.12.20 20:00 | modify | 23 | 0.10 | 160.079 | 158.879 | 161.379 | ||
| 71 | 2022.12.22 16:00 | s/l | 23 | 0.10 | 158.879 | 158.879 | 161.379 | -86.57 | 9842.42 |
| 72 | 2022.12.28 16:00 | sell | 24 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 73 | 2022.12.28 16:00 | modify | 24 | 0.10 | 161.540 | 162.740 | 160.240 | ||
| 74 | 2022.12.29 16:00 | t/p | 24 | 0.10 | 160.240 | 162.740 | 160.240 | 94.10 | 9936.52 |
| 75 | 2022.12.30 16:00 | buy | 25 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 76 | 2022.12.30 16:00 | modify | 25 | 0.10 | 158.735 | 157.535 | 160.035 | ||
| 77 | 2023.01.02 12:00 | s/l | 25 | 0.10 | 157.535 | 157.535 | 160.035 | -89.77 | 9846.75 |
| 78 | 2023.01.09 16:00 | sell | 26 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 79 | 2023.01.09 16:00 | modify | 26 | 0.10 | 160.847 | 162.047 | 159.547 | ||
| 80 | 2023.01.12 08:00 | sell | 27 | 0.10 | 159.866 | 0.000 | 0.000 | ||
| 81 | 2023.01.12 08:00 | modify | 27 | 0.10 | 159.866 | 160.262 | 159.547 | ||
| 82 | 2023.01.12 08:00 | modify | 26 | 0.10 | 160.847 | 160.262 | 159.547 | ||
| 83 | 2023.01.12 12:00 | t/p | 26 | 0.10 | 159.547 | 160.262 | 159.547 | 91.31 | 9938.05 |
| 84 | 2023.01.12 12:00 | t/p | 27 | 0.10 | 159.547 | 160.262 | 159.547 | 24.12 | 9962.17 |
| 85 | 2023.01.12 20:00 | buy | 28 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 86 | 2023.01.12 20:00 | modify | 28 | 0.10 | 158.067 | 156.867 | 159.367 | ||
| 87 | 2023.01.13 08:00 | s/l | 28 | 0.10 | 156.867 | 156.867 | 159.367 | -89.77 | 9872.40 |
| 88 | 2023.01.18 08:00 | sell | 29 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 89 | 2023.01.18 08:00 | modify | 29 | 0.10 | 160.401 | 161.601 | 159.101 | ||
| 90 | 2023.01.18 16:00 | t/p | 29 | 0.10 | 159.101 | 161.601 | 159.101 | 98.31 | 9970.71 |
| 91 | 2023.02.03 00:00 | buy | 30 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 92 | 2023.02.03 00:00 | modify | 30 | 0.10 | 157.397 | 156.197 | 158.697 | ||
| 93 | 2023.02.03 16:00 | t/p | 30 | 0.10 | 158.697 | 156.197 | 158.697 | 98.41 | 10069.12 |
| 94 | 2023.02.15 00:00 | sell | 31 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 95 | 2023.02.15 00:00 | modify | 31 | 0.10 | 161.899 | 163.099 | 160.599 | ||
| 96 | 2023.02.17 00:00 | t/p | 31 | 0.10 | 160.599 | 163.099 | 160.599 | 92.71 | 10161.83 |
| 97 | 2023.02.21 20:00 | sell | 32 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 98 | 2023.02.21 20:00 | modify | 32 | 0.10 | 163.416 | 164.616 | 162.116 | ||
| 99 | 2023.02.22 16:00 | sell | 33 | 0.10 | 162.422 | 0.000 | 0.000 | ||
| 100 | 2023.02.22 16:00 | modify | 33 | 0.10 | 162.422 | 162.831 | 162.116 | ||
| 101 | 2023.02.22 16:00 | modify | 32 | 0.10 | 163.416 | 162.831 | 162.116 | ||
| 102 | 2023.02.23 12:00 | t/p | 32 | 0.10 | 162.116 | 162.831 | 162.116 | 92.71 | 10254.54 |
| 103 | 2023.02.23 12:00 | t/p | 33 | 0.10 | 162.116 | 162.831 | 162.116 | 18.94 | 10273.48 |