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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 | 347.22 | Gross profit | 913.30 | Gross loss | -566.08 |
| Profit factor | 1.61 | Expected payoff | 18.27 | ||
| Absolute drawdown | 257.39 | Maximal drawdown | 280.87 (2.80%) | Relative drawdown | 2.80% (280.87) |
| Total trades | 19 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 109.20 | loss trade | -84.02 | |
| Average | profit trade | 83.03 | loss trade | -70.76 | |
| Maximum | consecutive wins (profit in money) | 4 (267.89) | consecutive losses (loss in money) | 3 (-231.14) | |
| Maximal | consecutive profit (count of wins) | 267.89 (4) | consecutive loss (count of losses) | -231.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.13 20:00 | sell | 1 | 0.10 | 164.745 | 0.000 | 0.000 | ||
| 2 | 2022.04.13 20:00 | modify | 1 | 0.10 | 164.745 | 165.745 | 163.345 | ||
| 3 | 2022.04.19 04:00 | s/l | 1 | 0.10 | 165.745 | 165.745 | 163.345 | -84.02 | 9915.98 |
| 4 | 2022.04.22 20:00 | buy | 2 | 0.10 | 164.919 | 0.000 | 0.000 | ||
| 5 | 2022.04.22 20:00 | modify | 2 | 0.10 | 164.919 | 163.919 | 166.319 | ||
| 6 | 2022.04.25 08:00 | s/l | 2 | 0.10 | 163.919 | 163.919 | 166.319 | -74.63 | 9841.35 |
| 7 | 2022.05.11 20:00 | buy | 3 | 0.10 | 159.126 | 0.000 | 0.000 | ||
| 8 | 2022.05.11 20:00 | modify | 3 | 0.10 | 159.126 | 158.126 | 160.526 | ||
| 9 | 2022.05.12 08:00 | s/l | 3 | 0.10 | 158.126 | 158.126 | 160.526 | -72.49 | 9768.86 |
| 10 | 2022.05.18 20:00 | buy | 4 | 0.10 | 158.302 | 0.000 | 0.000 | ||
| 11 | 2022.05.18 20:00 | modify | 4 | 0.10 | 158.302 | 157.302 | 159.702 | ||
| 12 | 2022.05.19 08:00 | t/p | 4 | 0.10 | 159.702 | 157.302 | 159.702 | 109.20 | 9878.05 |
| 13 | 2022.07.21 20:00 | buy | 5 | 0.10 | 164.791 | 0.000 | 0.000 | ||
| 14 | 2022.07.21 20:00 | modify | 5 | 0.10 | 164.791 | 163.791 | 166.191 | ||
| 15 | 2022.07.22 12:00 | s/l | 5 | 0.10 | 163.791 | 163.791 | 166.191 | -74.63 | 9803.42 |
| 16 | 2022.07.27 20:00 | sell | 6 | 0.10 | 166.073 | 0.000 | 0.000 | ||
| 17 | 2022.07.27 20:00 | modify | 6 | 0.10 | 166.073 | 167.073 | 164.673 | ||
| 18 | 2022.07.28 04:00 | t/p | 6 | 0.10 | 164.673 | 167.073 | 164.673 | 101.67 | 9905.09 |
| 19 | 2022.10.03 20:00 | sell | 7 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 20 | 2022.10.03 20:00 | modify | 7 | 0.10 | 163.793 | 164.793 | 162.393 | ||
| 21 | 2022.10.04 08:00 | s/l | 7 | 0.10 | 164.793 | 164.793 | 162.393 | -77.02 | 9828.07 |
| 22 | 2022.10.28 20:00 | sell | 8 | 0.10 | 171.250 | 0.000 | 0.000 | ||
| 23 | 2022.10.28 20:00 | modify | 8 | 0.10 | 171.250 | 172.250 | 169.850 | ||
| 24 | 2022.11.01 12:00 | t/p | 8 | 0.10 | 169.850 | 172.250 | 169.850 | 103.07 | 9931.14 |
| 25 | 2022.11.07 20:00 | sell | 9 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 26 | 2022.11.07 20:00 | modify | 9 | 0.10 | 169.035 | 170.035 | 167.635 | ||
| 27 | 2022.11.08 12:00 | t/p | 9 | 0.10 | 167.635 | 170.035 | 167.635 | 104.47 | 10035.61 |
| 28 | 2022.11.09 20:00 | buy | 10 | 0.10 | 166.382 | 0.000 | 0.000 | ||
| 29 | 2022.11.09 20:00 | modify | 10 | 0.10 | 166.382 | 165.382 | 167.782 | ||
| 30 | 2022.11.10 16:00 | s/l | 10 | 0.10 | 165.382 | 165.382 | 167.782 | -72.50 | 9963.11 |
| 31 | 2022.11.28 20:00 | buy | 11 | 0.10 | 166.017 | 0.000 | 0.000 | ||
| 32 | 2022.11.28 20:00 | modify | 11 | 0.10 | 166.017 | 165.017 | 167.417 | ||
| 33 | 2022.12.01 08:00 | s/l | 11 | 0.10 | 165.017 | 165.017 | 167.417 | -70.36 | 9892.75 |
| 34 | 2022.12.12 20:00 | sell | 12 | 0.10 | 168.867 | 0.000 | 0.000 | ||
| 35 | 2022.12.12 20:00 | modify | 12 | 0.10 | 168.867 | 169.867 | 167.467 | ||
| 36 | 2022.12.13 16:00 | t/p | 12 | 0.10 | 167.467 | 169.867 | 167.467 | 104.47 | 9997.22 |
| 37 | 2022.12.28 20:00 | sell | 13 | 0.10 | 161.608 | 0.000 | 0.000 | ||
| 38 | 2022.12.28 20:00 | modify | 13 | 0.10 | 161.608 | 162.608 | 160.208 | ||
| 39 | 2022.12.29 16:00 | t/p | 13 | 0.10 | 160.208 | 162.608 | 160.208 | 101.67 | 10098.88 |
| 40 | 2023.01.04 20:00 | sell | 14 | 0.10 | 159.913 | 0.000 | 0.000 | ||
| 41 | 2023.01.04 20:00 | modify | 14 | 0.10 | 159.913 | 160.913 | 158.513 | ||
| 42 | 2023.01.05 16:00 | sell | 15 | 0.10 | 159.047 | 0.000 | 0.000 | ||
| 43 | 2023.01.05 16:00 | modify | 15 | 0.10 | 159.047 | 159.563 | 158.513 | ||
| 44 | 2023.01.05 16:00 | modify | 14 | 0.10 | 159.913 | 159.563 | 158.513 | ||
| 45 | 2023.01.06 04:00 | s/l | 14 | 0.10 | 159.563 | 159.563 | 158.513 | 20.87 | 10119.75 |
| 46 | 2023.01.06 04:00 | s/l | 15 | 0.10 | 159.563 | 159.563 | 158.513 | -40.42 | 10079.33 |
| 47 | 2023.02.14 20:00 | sell | 16 | 0.10 | 161.973 | 0.000 | 0.000 | ||
| 48 | 2023.02.14 20:00 | modify | 16 | 0.10 | 161.973 | 162.973 | 160.573 | ||
| 49 | 2023.02.15 08:00 | sell | 17 | 0.10 | 161.106 | 0.000 | 0.000 | ||
| 50 | 2023.02.15 08:00 | modify | 17 | 0.10 | 161.106 | 161.623 | 160.573 | ||
| 51 | 2023.02.15 08:00 | modify | 16 | 0.10 | 161.973 | 161.623 | 160.573 | ||
| 52 | 2023.02.17 00:00 | t/p | 16 | 0.10 | 160.573 | 161.623 | 160.573 | 98.87 | 10178.20 |
| 53 | 2023.02.17 00:00 | t/p | 17 | 0.10 | 160.573 | 161.623 | 160.573 | 34.70 | 10212.90 |
| 54 | 2023.02.23 20:00 | buy | 18 | 0.10 | 161.834 | 0.000 | 0.000 | ||
| 55 | 2023.02.23 20:00 | modify | 18 | 0.10 | 161.834 | 160.834 | 163.234 | ||
| 56 | 2023.02.24 16:00 | buy | 19 | 0.10 | 162.902 | 0.000 | 0.000 | ||
| 57 | 2023.02.24 16:00 | modify | 19 | 0.10 | 162.902 | 162.394 | 163.234 | ||
| 58 | 2023.02.24 16:00 | modify | 18 | 0.10 | 161.834 | 162.394 | 163.234 | ||
| 59 | 2023.02.27 12:00 | t/p | 18 | 0.10 | 163.234 | 162.394 | 163.234 | 108.12 | 10321.02 |
| 60 | 2023.02.27 12:00 | t/p | 19 | 0.10 | 163.234 | 162.394 | 163.234 | 26.20 | 10347.22 |