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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 80190 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1208.91 | Gross profit | 1643.41 | Gross loss | -434.50 |
| Profit factor | 3.78 | Expected payoff | 32.67 | ||
| Absolute drawdown | 205.87 | Maximal drawdown | 260.06 (2.59%) | Relative drawdown | 2.59% (260.06) |
| Total trades | 37 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 29 (78.38%) | Loss trades (% of total) | 8 (21.62%) | ||
| Largest | profit trade | 109.20 | loss trade | -77.02 | |
| Average | profit trade | 56.67 | loss trade | -54.31 | |
| Maximum | consecutive wins (profit in money) | 8 (460.20) | consecutive losses (loss in money) | 3 (-180.54) | |
| Maximal | consecutive profit (count of wins) | 460.20 (8) | consecutive loss (count of losses) | -180.54 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | 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 | 2022.04.14 13:40 | sell | 2 | 0.10 | 164.163 | 0.000 | 0.000 | ||
| 4 | 2022.04.14 13:40 | modify | 2 | 0.10 | 164.163 | 164.605 | 163.345 | ||
| 5 | 2022.04.14 13:40 | modify | 1 | 0.10 | 164.745 | 164.605 | 163.345 | ||
| 6 | 2022.04.14 17:30 | s/l | 1 | 0.10 | 164.605 | 164.605 | 163.345 | 6.39 | 10006.39 |
| 7 | 2022.04.14 17:30 | s/l | 2 | 0.10 | 164.605 | 164.605 | 163.345 | -33.42 | 9972.97 |
| 8 | 2022.04.22 20:00 | buy | 3 | 0.10 | 164.919 | 0.000 | 0.000 | ||
| 9 | 2022.04.22 20:00 | modify | 3 | 0.10 | 164.919 | 163.919 | 166.319 | ||
| 10 | 2022.04.25 06:30 | s/l | 3 | 0.10 | 163.919 | 163.919 | 166.319 | -74.63 | 9898.34 |
| 11 | 2022.05.11 20:00 | buy | 4 | 0.10 | 159.126 | 0.000 | 0.000 | ||
| 12 | 2022.05.11 20:00 | modify | 4 | 0.10 | 159.126 | 158.126 | 160.526 | ||
| 13 | 2022.05.12 05:40 | s/l | 4 | 0.10 | 158.126 | 158.126 | 160.526 | -72.49 | 9825.85 |
| 14 | 2022.05.18 20:00 | buy | 5 | 0.10 | 158.302 | 0.000 | 0.000 | ||
| 15 | 2022.05.18 20:00 | modify | 5 | 0.10 | 158.302 | 157.302 | 159.702 | ||
| 16 | 2022.05.19 01:40 | buy | 6 | 0.10 | 158.884 | 0.000 | 0.000 | ||
| 17 | 2022.05.19 01:40 | modify | 6 | 0.10 | 158.884 | 158.442 | 159.702 | ||
| 18 | 2022.05.19 01:40 | modify | 5 | 0.10 | 158.302 | 158.442 | 159.702 | ||
| 19 | 2022.05.19 02:50 | buy | 7 | 0.10 | 159.165 | 0.000 | 0.000 | ||
| 20 | 2022.05.19 02:50 | modify | 7 | 0.10 | 159.165 | 158.652 | 159.702 | ||
| 21 | 2022.05.19 02:50 | modify | 6 | 0.10 | 158.884 | 158.652 | 159.702 | ||
| 22 | 2022.05.19 02:50 | modify | 5 | 0.10 | 158.302 | 158.652 | 159.702 | ||
| 23 | 2022.05.19 03:20 | buy | 8 | 0.10 | 159.365 | 0.000 | 0.000 | ||
| 24 | 2022.05.19 03:20 | modify | 8 | 0.10 | 159.365 | 158.862 | 159.702 | ||
| 25 | 2022.05.19 03:20 | modify | 7 | 0.10 | 159.165 | 158.862 | 159.702 | ||
| 26 | 2022.05.19 03:20 | modify | 6 | 0.10 | 158.884 | 158.862 | 159.702 | ||
| 27 | 2022.05.19 03:20 | modify | 5 | 0.10 | 158.302 | 158.862 | 159.702 | ||
| 28 | 2022.05.19 04:40 | t/p | 5 | 0.10 | 159.702 | 158.862 | 159.702 | 109.20 | 9935.04 |
| 29 | 2022.05.19 04:40 | t/p | 6 | 0.10 | 159.702 | 158.862 | 159.702 | 61.93 | 9996.97 |
| 30 | 2022.05.19 04:40 | t/p | 7 | 0.10 | 159.702 | 158.862 | 159.702 | 40.66 | 10037.63 |
| 31 | 2022.05.19 04:40 | t/p | 8 | 0.10 | 159.702 | 158.862 | 159.702 | 25.52 | 10063.15 |
| 32 | 2022.07.21 20:00 | buy | 9 | 0.10 | 164.791 | 0.000 | 0.000 | ||
| 33 | 2022.07.21 20:00 | modify | 9 | 0.10 | 164.791 | 163.791 | 166.191 | ||
| 34 | 2022.07.22 11:30 | s/l | 9 | 0.10 | 163.791 | 163.791 | 166.191 | -74.63 | 9988.52 |
| 35 | 2022.07.27 20:00 | sell | 10 | 0.10 | 166.073 | 0.000 | 0.000 | ||
| 36 | 2022.07.27 20:00 | modify | 10 | 0.10 | 166.073 | 167.073 | 164.673 | ||
| 37 | 2022.07.27 23:40 | sell | 11 | 0.10 | 165.485 | 0.000 | 0.000 | ||
| 38 | 2022.07.27 23:40 | modify | 11 | 0.10 | 165.485 | 165.933 | 164.673 | ||
| 39 | 2022.07.27 23:40 | modify | 10 | 0.10 | 166.073 | 165.933 | 164.673 | ||
| 40 | 2022.07.28 01:40 | t/p | 10 | 0.10 | 164.673 | 165.933 | 164.673 | 101.67 | 10090.19 |
| 41 | 2022.07.28 01:40 | t/p | 11 | 0.10 | 164.673 | 165.933 | 164.673 | 57.21 | 10147.40 |
| 42 | 2022.10.03 20:00 | sell | 12 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 43 | 2022.10.03 20:00 | modify | 12 | 0.10 | 163.793 | 164.793 | 162.393 | ||
| 44 | 2022.10.04 07:20 | s/l | 12 | 0.10 | 164.793 | 164.793 | 162.393 | -77.02 | 10070.38 |
| 45 | 2022.10.28 20:00 | sell | 13 | 0.10 | 171.250 | 0.000 | 0.000 | ||
| 46 | 2022.10.28 20:00 | modify | 13 | 0.10 | 171.250 | 172.250 | 169.850 | ||
| 47 | 2022.10.31 16:50 | sell | 14 | 0.10 | 170.661 | 0.000 | 0.000 | ||
| 48 | 2022.10.31 16:50 | modify | 14 | 0.10 | 170.661 | 171.110 | 169.850 | ||
| 49 | 2022.10.31 16:50 | modify | 13 | 0.10 | 171.250 | 171.110 | 169.850 | ||
| 50 | 2022.11.01 07:06 | sell | 15 | 0.10 | 170.395 | 0.000 | 0.000 | ||
| 51 | 2022.11.01 07:06 | modify | 15 | 0.10 | 170.395 | 170.900 | 169.850 | ||
| 52 | 2022.11.01 07:06 | modify | 14 | 0.10 | 170.661 | 170.900 | 169.850 | ||
| 53 | 2022.11.01 07:06 | modify | 13 | 0.10 | 171.250 | 170.900 | 169.850 | ||
| 54 | 2022.11.01 10:40 | t/p | 13 | 0.10 | 169.850 | 170.900 | 169.850 | 103.07 | 10173.45 |
| 55 | 2022.11.01 10:40 | t/p | 14 | 0.10 | 169.850 | 170.900 | 169.850 | 59.92 | 10233.37 |
| 56 | 2022.11.01 10:40 | t/p | 15 | 0.10 | 169.850 | 170.900 | 169.850 | 41.21 | 10274.58 |
| 57 | 2022.11.07 20:00 | sell | 16 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 58 | 2022.11.07 20:00 | modify | 16 | 0.10 | 169.035 | 170.035 | 167.635 | ||
| 59 | 2022.11.08 07:20 | sell | 17 | 0.10 | 168.464 | 0.000 | 0.000 | ||
| 60 | 2022.11.08 07:20 | modify | 17 | 0.10 | 168.464 | 168.895 | 167.635 | ||
| 61 | 2022.11.08 07:20 | modify | 16 | 0.10 | 169.035 | 168.895 | 167.635 | ||
| 62 | 2022.11.08 09:45 | sell | 18 | 0.10 | 167.980 | 0.000 | 0.000 | ||
| 63 | 2022.11.08 09:45 | modify | 18 | 0.10 | 167.980 | 168.475 | 167.635 | ||
| 64 | 2022.11.08 09:45 | modify | 17 | 0.10 | 168.464 | 168.475 | 167.635 | ||
| 65 | 2022.11.08 09:45 | modify | 16 | 0.10 | 169.035 | 168.475 | 167.635 | ||
| 66 | 2022.11.08 10:40 | t/p | 16 | 0.10 | 167.635 | 168.475 | 167.635 | 104.47 | 10379.05 |
| 67 | 2022.11.08 10:40 | t/p | 17 | 0.10 | 167.635 | 168.475 | 167.635 | 62.69 | 10441.74 |
| 68 | 2022.11.08 10:40 | t/p | 18 | 0.10 | 167.635 | 168.475 | 167.635 | 26.09 | 10467.83 |
| 69 | 2022.11.09 20:00 | buy | 19 | 0.10 | 166.382 | 0.000 | 0.000 | ||
| 70 | 2022.11.09 20:00 | modify | 19 | 0.10 | 166.382 | 165.382 | 167.782 | ||
| 71 | 2022.11.10 13:20 | buy | 20 | 0.10 | 166.954 | 0.000 | 0.000 | ||
| 72 | 2022.11.10 13:20 | modify | 20 | 0.10 | 166.954 | 166.522 | 167.782 | ||
| 73 | 2022.11.10 13:20 | modify | 19 | 0.10 | 166.382 | 166.522 | 167.782 | ||
| 74 | 2022.11.10 14:20 | s/l | 19 | 0.10 | 166.522 | 166.522 | 167.782 | 13.81 | 10481.64 |
| 75 | 2022.11.10 14:20 | s/l | 20 | 0.10 | 166.522 | 166.522 | 167.782 | -32.70 | 10448.94 |
| 76 | 2022.11.28 20:00 | buy | 21 | 0.10 | 166.017 | 0.000 | 0.000 | ||
| 77 | 2022.11.28 20:00 | modify | 21 | 0.10 | 166.017 | 165.017 | 167.417 | ||
| 78 | 2022.11.29 01:50 | buy | 22 | 0.10 | 166.586 | 0.000 | 0.000 | ||
| 79 | 2022.11.29 01:50 | modify | 22 | 0.10 | 166.586 | 166.157 | 167.417 | ||
| 80 | 2022.11.29 01:50 | modify | 21 | 0.10 | 166.017 | 166.157 | 167.417 | ||
| 81 | 2022.11.29 06:40 | s/l | 21 | 0.10 | 166.157 | 166.157 | 167.417 | 11.66 | 10460.60 |
| 82 | 2022.11.29 06:40 | s/l | 22 | 0.10 | 166.157 | 166.157 | 167.417 | -32.48 | 10428.12 |
| 83 | 2022.12.12 20:00 | sell | 23 | 0.10 | 168.867 | 0.000 | 0.000 | ||
| 84 | 2022.12.12 20:00 | modify | 23 | 0.10 | 168.867 | 169.867 | 167.467 | ||
| 85 | 2022.12.13 14:10 | sell | 24 | 0.10 | 167.806 | 0.000 | 0.000 | ||
| 86 | 2022.12.13 14:10 | modify | 24 | 0.10 | 167.806 | 168.307 | 167.467 | ||
| 87 | 2022.12.13 14:10 | modify | 23 | 0.10 | 168.867 | 168.307 | 167.467 | ||
| 88 | 2022.12.13 14:40 | t/p | 23 | 0.10 | 167.467 | 168.307 | 167.467 | 104.47 | 10532.59 |
| 89 | 2022.12.13 14:40 | t/p | 24 | 0.10 | 167.467 | 168.307 | 167.467 | 25.64 | 10558.23 |
| 90 | 2022.12.28 20:00 | sell | 25 | 0.10 | 161.608 | 0.000 | 0.000 | ||
| 91 | 2022.12.28 20:00 | modify | 25 | 0.10 | 161.608 | 162.608 | 160.208 | ||
| 92 | 2022.12.29 02:50 | sell | 26 | 0.10 | 160.764 | 0.000 | 0.000 | ||
| 93 | 2022.12.29 02:50 | modify | 26 | 0.10 | 160.764 | 161.258 | 160.208 | ||
| 94 | 2022.12.29 02:50 | modify | 25 | 0.10 | 161.608 | 161.258 | 160.208 | ||
| 95 | 2022.12.29 04:20 | sell | 27 | 0.10 | 161.023 | 0.000 | 0.000 | ||
| 96 | 2022.12.29 04:20 | modify | 27 | 0.10 | 161.023 | 161.468 | 160.208 | ||
| 97 | 2022.12.29 04:25 | modify | 27 | 0.10 | 161.023 | 161.258 | 160.208 | ||
| 98 | 2022.12.29 14:40 | t/p | 25 | 0.10 | 160.208 | 161.258 | 160.208 | 101.67 | 10659.90 |
| 99 | 2022.12.29 14:40 | t/p | 26 | 0.10 | 160.208 | 161.258 | 160.208 | 42.04 | 10701.94 |
| 100 | 2022.12.29 14:40 | t/p | 27 | 0.10 | 160.208 | 161.258 | 160.208 | 61.63 | 10763.57 |
| 101 | 2023.01.04 20:00 | sell | 28 | 0.10 | 159.913 | 0.000 | 0.000 | ||
| 102 | 2023.01.04 20:00 | modify | 28 | 0.10 | 159.913 | 160.913 | 158.513 | ||
| 103 | 2023.01.05 00:50 | sell | 29 | 0.10 | 159.072 | 0.000 | 0.000 | ||
| 104 | 2023.01.05 00:50 | modify | 29 | 0.10 | 159.072 | 159.563 | 158.513 | ||
| 105 | 2023.01.05 00:50 | modify | 28 | 0.10 | 159.913 | 159.563 | 158.513 | ||
| 106 | 2023.01.05 05:40 | s/l | 28 | 0.10 | 159.563 | 159.563 | 158.513 | 22.27 | 10785.84 |
| 107 | 2023.01.05 05:40 | s/l | 29 | 0.10 | 159.563 | 159.563 | 158.513 | -37.13 | 10748.71 |
| 108 | 2023.02.14 20:00 | sell | 30 | 0.10 | 161.973 | 0.000 | 0.000 | ||
| 109 | 2023.02.14 20:00 | modify | 30 | 0.10 | 161.973 | 162.973 | 160.573 | ||
| 110 | 2023.02.15 07:59 | sell | 31 | 0.10 | 161.109 | 0.000 | 0.000 | ||
| 111 | 2023.02.15 07:59 | modify | 31 | 0.10 | 161.109 | 161.623 | 160.573 | ||
| 112 | 2023.02.15 07:59 | modify | 30 | 0.10 | 161.973 | 161.623 | 160.573 | ||
| 113 | 2023.02.15 08:45 | sell | 32 | 0.10 | 161.390 | 0.000 | 0.000 | ||
| 114 | 2023.02.15 08:45 | modify | 32 | 0.10 | 161.390 | 161.833 | 160.573 | ||
| 115 | 2023.02.15 08:50 | modify | 32 | 0.10 | 161.390 | 161.623 | 160.573 | ||
| 116 | 2023.02.16 13:50 | sell | 33 | 0.10 | 160.913 | 0.000 | 0.000 | ||
| 117 | 2023.02.16 13:50 | modify | 33 | 0.10 | 160.913 | 161.413 | 160.573 | ||
| 118 | 2023.02.16 13:50 | modify | 31 | 0.10 | 161.109 | 161.413 | 160.573 | ||
| 119 | 2023.02.16 13:50 | modify | 32 | 0.10 | 161.390 | 161.413 | 160.573 | ||
| 120 | 2023.02.16 13:50 | modify | 30 | 0.10 | 161.973 | 161.413 | 160.573 | ||
| 121 | 2023.02.16 20:40 | t/p | 30 | 0.10 | 160.573 | 161.413 | 160.573 | 100.27 | 10848.97 |
| 122 | 2023.02.16 20:40 | t/p | 31 | 0.10 | 160.573 | 161.413 | 160.573 | 36.33 | 10885.30 |
| 123 | 2023.02.16 20:40 | t/p | 32 | 0.10 | 160.573 | 161.413 | 160.573 | 57.58 | 10942.88 |
| 124 | 2023.02.16 20:40 | t/p | 33 | 0.10 | 160.573 | 161.413 | 160.573 | 25.71 | 10968.59 |
| 125 | 2023.02.23 20:00 | buy | 34 | 0.10 | 161.834 | 0.000 | 0.000 | ||
| 126 | 2023.02.23 20:00 | modify | 34 | 0.10 | 161.834 | 160.834 | 163.234 | ||
| 127 | 2023.02.24 11:15 | buy | 35 | 0.10 | 162.409 | 0.000 | 0.000 | ||
| 128 | 2023.02.24 11:15 | modify | 35 | 0.10 | 162.409 | 161.974 | 163.234 | ||
| 129 | 2023.02.24 11:15 | modify | 34 | 0.10 | 161.834 | 161.974 | 163.234 | ||
| 130 | 2023.02.24 14:20 | buy | 36 | 0.10 | 162.676 | 0.000 | 0.000 | ||
| 131 | 2023.02.24 14:20 | modify | 36 | 0.10 | 162.676 | 162.184 | 163.234 | ||
| 132 | 2023.02.24 14:20 | modify | 35 | 0.10 | 162.409 | 162.184 | 163.234 | ||
| 133 | 2023.02.24 14:20 | modify | 34 | 0.10 | 161.834 | 162.184 | 163.234 | ||
| 134 | 2023.02.24 16:30 | buy | 37 | 0.10 | 162.913 | 0.000 | 0.000 | ||
| 135 | 2023.02.24 16:30 | modify | 37 | 0.10 | 162.913 | 162.394 | 163.234 | ||
| 136 | 2023.02.24 16:30 | modify | 36 | 0.10 | 162.676 | 162.394 | 163.234 | ||
| 137 | 2023.02.24 16:30 | modify | 35 | 0.10 | 162.409 | 162.394 | 163.234 | ||
| 138 | 2023.02.24 16:30 | modify | 34 | 0.10 | 161.834 | 162.394 | 163.234 | ||
| 139 | 2023.02.27 09:40 | t/p | 34 | 0.10 | 163.234 | 162.394 | 163.234 | 108.12 | 11076.71 |
| 140 | 2023.02.27 09:40 | t/p | 35 | 0.10 | 163.234 | 162.394 | 163.234 | 63.52 | 11140.23 |
| 141 | 2023.02.27 09:40 | t/p | 36 | 0.10 | 163.234 | 162.394 | 163.234 | 43.31 | 11183.54 |
| 142 | 2023.02.27 09:40 | t/p | 37 | 0.10 | 163.234 | 162.394 | 163.234 | 25.37 | 11208.91 |