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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=80; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 659.29 | Gross profit | 1113.22 | Gross loss | -453.93 |
| Profit factor | 2.45 | Expected payoff | 24.42 | ||
| Absolute drawdown | 22.60 | Maximal drawdown | 154.51 (1.51%) | Relative drawdown | 1.51% (154.51) |
| Total trades | 27 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 21 (80.95%) |
| Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
| Largest | profit trade | 63.77 | loss trade | -112.87 | |
| Average | profit trade | 53.01 | loss trade | -75.66 | |
| Maximum | consecutive wins (profit in money) | 6 (363.96) | consecutive losses (loss in money) | 1 (-112.87) | |
| Maximal | consecutive profit (count of wins) | 363.96 (6) | consecutive loss (count of losses) | -112.87 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.25 16:00 | buy | 1 | 0.10 | 162.185 | 0.000 | 0.000 | ||
| 2 | 2022.04.25 16:00 | modify | 1 | 0.10 | 162.185 | 160.785 | 162.985 | ||
| 3 | 2022.04.25 20:00 | t/p | 1 | 0.10 | 162.985 | 160.785 | 162.985 | 60.56 | 10060.56 |
| 4 | 2022.04.26 16:00 | buy | 2 | 0.10 | 160.706 | 0.000 | 0.000 | ||
| 5 | 2022.04.26 16:00 | modify | 2 | 0.10 | 160.706 | 159.306 | 161.506 | ||
| 6 | 2022.04.27 08:00 | buy | 3 | 0.10 | 160.923 | 0.000 | 0.000 | ||
| 7 | 2022.04.27 08:00 | modify | 3 | 0.10 | 160.923 | 160.746 | 161.506 | ||
| 8 | 2022.04.27 08:00 | modify | 2 | 0.10 | 160.706 | 160.746 | 161.506 | ||
| 9 | 2022.04.27 12:00 | s/l | 2 | 0.10 | 160.746 | 160.746 | 161.506 | 4.10 | 10064.66 |
| 10 | 2022.04.27 12:00 | s/l | 3 | 0.10 | 160.746 | 160.746 | 161.506 | -13.40 | 10051.26 |
| 11 | 2022.05.18 16:00 | buy | 4 | 0.10 | 158.931 | 0.000 | 0.000 | ||
| 12 | 2022.05.18 16:00 | modify | 4 | 0.10 | 158.931 | 157.531 | 159.731 | ||
| 13 | 2022.05.19 08:00 | t/p | 4 | 0.10 | 159.731 | 157.531 | 159.731 | 63.77 | 10115.03 |
| 14 | 2022.05.24 16:00 | buy | 5 | 0.10 | 158.763 | 0.000 | 0.000 | ||
| 15 | 2022.05.24 16:00 | modify | 5 | 0.10 | 158.763 | 157.363 | 159.563 | ||
| 16 | 2022.05.25 08:00 | t/p | 5 | 0.10 | 159.563 | 157.363 | 159.563 | 61.63 | 10176.66 |
| 17 | 2022.06.10 16:00 | buy | 6 | 0.10 | 165.486 | 0.000 | 0.000 | ||
| 18 | 2022.06.10 16:00 | modify | 6 | 0.10 | 165.486 | 164.086 | 166.286 | ||
| 19 | 2022.06.13 12:00 | s/l | 6 | 0.10 | 164.086 | 164.086 | 166.286 | -104.92 | 10071.74 |
| 20 | 2022.06.13 16:00 | buy | 7 | 0.10 | 163.246 | 0.000 | 0.000 | ||
| 21 | 2022.06.13 16:00 | modify | 7 | 0.10 | 163.246 | 161.846 | 164.046 | ||
| 22 | 2022.06.14 04:00 | buy | 8 | 0.10 | 163.894 | 0.000 | 0.000 | ||
| 23 | 2022.06.14 04:00 | modify | 8 | 0.10 | 163.894 | 163.526 | 164.046 | ||
| 24 | 2022.06.14 04:00 | modify | 7 | 0.10 | 163.246 | 163.526 | 164.046 | ||
| 25 | 2022.06.14 08:00 | t/p | 7 | 0.10 | 164.046 | 163.526 | 164.046 | 61.63 | 10133.37 |
| 26 | 2022.06.14 08:00 | t/p | 8 | 0.10 | 164.046 | 163.526 | 164.046 | 11.50 | 10144.87 |
| 27 | 2022.07.01 12:00 | buy | 9 | 0.10 | 162.928 | 0.000 | 0.000 | ||
| 28 | 2022.07.01 12:00 | modify | 9 | 0.10 | 162.928 | 161.528 | 163.728 | ||
| 29 | 2022.07.04 00:00 | t/p | 9 | 0.10 | 163.728 | 161.528 | 163.728 | 61.63 | 10206.50 |
| 30 | 2022.07.05 16:00 | buy | 10 | 0.10 | 161.971 | 0.000 | 0.000 | ||
| 31 | 2022.07.05 16:00 | modify | 10 | 0.10 | 161.971 | 160.571 | 162.771 | ||
| 32 | 2022.07.06 16:00 | s/l | 10 | 0.10 | 160.571 | 160.571 | 162.771 | -104.92 | 10101.57 |
| 33 | 2022.07.28 16:00 | buy | 11 | 0.10 | 163.071 | 0.000 | 0.000 | ||
| 34 | 2022.07.28 16:00 | modify | 11 | 0.10 | 163.071 | 161.671 | 163.871 | ||
| 35 | 2022.07.29 04:00 | t/p | 11 | 0.10 | 163.871 | 161.671 | 163.871 | 61.64 | 10163.21 |
| 36 | 2022.09.28 12:00 | buy | 12 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 37 | 2022.09.28 12:00 | modify | 12 | 0.10 | 153.157 | 151.757 | 153.957 | ||
| 38 | 2022.09.28 16:00 | t/p | 12 | 0.10 | 153.957 | 151.757 | 153.957 | 60.56 | 10223.77 |
| 39 | 2022.10.06 16:00 | buy | 13 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 40 | 2022.10.06 16:00 | modify | 13 | 0.10 | 161.378 | 159.978 | 162.178 | ||
| 41 | 2022.10.06 20:00 | t/p | 13 | 0.10 | 162.178 | 159.978 | 162.178 | 60.56 | 10284.33 |
| 42 | 2022.10.13 12:00 | sell | 14 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 43 | 2022.10.13 12:00 | modify | 14 | 0.10 | 165.204 | 166.604 | 164.404 | ||
| 44 | 2022.10.13 16:00 | s/l | 14 | 0.10 | 166.604 | 166.604 | 164.404 | -105.87 | 10178.46 |
| 45 | 2022.10.17 16:00 | sell | 15 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 46 | 2022.10.17 16:00 | modify | 15 | 0.10 | 169.889 | 171.289 | 169.089 | ||
| 47 | 2022.10.17 20:00 | t/p | 15 | 0.10 | 169.089 | 171.289 | 169.089 | 60.49 | 10238.95 |
| 48 | 2022.10.21 16:00 | buy | 16 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 49 | 2022.10.21 16:00 | modify | 16 | 0.10 | 165.201 | 163.801 | 166.001 | ||
| 50 | 2022.10.21 20:00 | t/p | 16 | 0.10 | 166.001 | 163.801 | 166.001 | 60.56 | 10299.51 |
| 51 | 2022.11.03 16:00 | buy | 17 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 52 | 2022.11.03 16:00 | modify | 17 | 0.10 | 165.712 | 164.312 | 166.512 | ||
| 53 | 2022.11.04 20:00 | t/p | 17 | 0.10 | 166.512 | 164.312 | 166.512 | 61.63 | 10361.14 |
| 54 | 2022.11.07 20:00 | sell | 18 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 55 | 2022.11.07 20:00 | modify | 18 | 0.10 | 169.035 | 170.435 | 168.235 | ||
| 56 | 2022.11.08 12:00 | t/p | 18 | 0.10 | 168.235 | 170.435 | 168.235 | 59.09 | 10420.23 |
| 57 | 2022.11.11 12:00 | buy | 19 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 58 | 2022.11.11 12:00 | modify | 19 | 0.10 | 164.077 | 162.677 | 164.877 | ||
| 59 | 2022.11.14 00:00 | t/p | 19 | 0.10 | 164.877 | 162.677 | 164.877 | 61.63 | 10481.86 |
| 60 | 2023.01.03 12:00 | buy | 20 | 0.10 | 156.183 | 0.000 | 0.000 | ||
| 61 | 2023.01.03 12:00 | modify | 20 | 0.10 | 156.183 | 154.783 | 156.983 | ||
| 62 | 2023.01.03 16:00 | t/p | 20 | 0.10 | 156.983 | 154.783 | 156.983 | 60.56 | 10542.42 |
| 63 | 2023.01.04 16:00 | sell | 21 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 64 | 2023.01.04 16:00 | modify | 21 | 0.10 | 158.999 | 160.399 | 158.199 | ||
| 65 | 2023.01.09 08:00 | s/l | 21 | 0.10 | 160.399 | 160.399 | 158.199 | -112.87 | 10429.55 |
| 66 | 2023.01.12 16:00 | buy | 22 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 67 | 2023.01.12 16:00 | modify | 22 | 0.10 | 157.855 | 156.455 | 158.655 | ||
| 68 | 2023.01.12 20:00 | buy | 23 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 69 | 2023.01.12 20:00 | modify | 23 | 0.10 | 158.067 | 157.895 | 158.655 | ||
| 70 | 2023.01.12 20:00 | modify | 22 | 0.10 | 157.855 | 157.895 | 158.655 | ||
| 71 | 2023.01.13 00:00 | s/l | 22 | 0.10 | 157.895 | 157.895 | 158.655 | 4.10 | 10433.65 |
| 72 | 2023.01.13 00:00 | s/l | 23 | 0.10 | 157.895 | 157.895 | 158.655 | -11.95 | 10421.70 |
| 73 | 2023.01.13 16:00 | buy | 24 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 74 | 2023.01.13 16:00 | modify | 24 | 0.10 | 155.786 | 154.386 | 156.586 | ||
| 75 | 2023.01.16 00:00 | t/p | 24 | 0.10 | 156.586 | 154.386 | 156.586 | 61.63 | 10483.33 |
| 76 | 2023.01.20 16:00 | sell | 25 | 0.10 | 160.709 | 0.000 | 0.000 | ||
| 77 | 2023.01.20 16:00 | modify | 25 | 0.10 | 160.709 | 162.109 | 159.909 | ||
| 78 | 2023.01.25 12:00 | t/p | 25 | 0.10 | 159.909 | 162.109 | 159.909 | 56.29 | 10539.62 |
| 79 | 2023.02.13 16:00 | sell | 26 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 80 | 2023.02.13 16:00 | modify | 26 | 0.10 | 161.169 | 162.569 | 160.369 | ||
| 81 | 2023.02.14 04:00 | t/p | 26 | 0.10 | 160.369 | 162.569 | 160.369 | 59.10 | 10598.72 |
| 82 | 2023.03.24 12:00 | buy | 27 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 83 | 2023.03.24 12:00 | modify | 27 | 0.10 | 158.888 | 157.488 | 159.688 | ||
| 84 | 2023.03.24 16:00 | t/p | 27 | 0.10 | 159.688 | 157.488 | 159.688 | 60.57 | 10659.29 |