Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | -5.56 | Gross profit | 1758.18 | Gross loss | -1763.75 |
| Profit factor | 1.00 | Expected payoff | -0.15 | ||
| Absolute drawdown | 592.02 | Maximal drawdown | 701.68 (6.94%) | Relative drawdown | 6.94% (701.68) |
| Total trades | 37 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 19 (52.63%) |
| Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) | ||
| Largest | profit trade | 98.71 | loss trade | -113.94 | |
| Average | profit trade | 87.91 | loss trade | -103.75 | |
| Maximum | consecutive wins (profit in money) | 6 (530.55) | consecutive losses (loss in money) | 3 (-312.41) | |
| Maximal | consecutive profit (count of wins) | 530.55 (6) | consecutive loss (count of losses) | -312.41 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.18 20:00 | buy | 1 | 0.10 | 158.302 | 0.000 | 0.000 | ||
| 2 | 2022.05.18 20:00 | modify | 1 | 0.10 | 158.302 | 156.902 | 159.602 | ||
| 3 | 2022.05.19 08:00 | t/p | 1 | 0.10 | 159.602 | 156.902 | 159.602 | 98.71 | 10098.71 |
| 4 | 2022.06.07 16:00 | sell | 2 | 0.10 | 166.911 | 0.000 | 0.000 | ||
| 5 | 2022.06.07 16:00 | modify | 2 | 0.10 | 166.911 | 168.311 | 165.611 | ||
| 6 | 2022.06.08 12:00 | s/l | 2 | 0.10 | 168.311 | 168.311 | 165.611 | -104.26 | 9994.44 |
| 7 | 2022.06.08 12:00 | sell | 3 | 0.10 | 168.146 | 0.000 | 0.000 | ||
| 8 | 2022.06.08 12:00 | modify | 3 | 0.10 | 168.146 | 169.546 | 166.846 | ||
| 9 | 2022.06.09 08:00 | t/p | 3 | 0.10 | 166.846 | 169.546 | 166.846 | 91.38 | 10085.83 |
| 10 | 2022.06.10 16:00 | buy | 4 | 0.10 | 165.486 | 0.000 | 0.000 | ||
| 11 | 2022.06.10 16:00 | modify | 4 | 0.10 | 165.486 | 164.086 | 166.786 | ||
| 12 | 2022.06.13 12:00 | s/l | 4 | 0.10 | 164.086 | 164.086 | 166.786 | -101.84 | 9983.98 |
| 13 | 2022.06.13 12:00 | buy | 5 | 0.10 | 163.611 | 0.000 | 0.000 | ||
| 14 | 2022.06.13 12:00 | modify | 5 | 0.10 | 163.611 | 162.211 | 164.911 | ||
| 15 | 2022.06.14 16:00 | s/l | 5 | 0.10 | 162.211 | 162.211 | 164.911 | -101.84 | 9882.14 |
| 16 | 2022.06.21 20:00 | sell | 6 | 0.10 | 167.666 | 0.000 | 0.000 | ||
| 17 | 2022.06.21 20:00 | modify | 6 | 0.10 | 167.666 | 169.066 | 166.366 | ||
| 18 | 2022.06.22 08:00 | t/p | 6 | 0.10 | 166.366 | 169.066 | 166.366 | 94.15 | 9976.29 |
| 19 | 2022.07.01 12:00 | buy | 7 | 0.10 | 162.928 | 0.000 | 0.000 | ||
| 20 | 2022.07.01 12:00 | modify | 7 | 0.10 | 162.928 | 161.528 | 164.228 | ||
| 21 | 2022.07.04 08:00 | t/p | 7 | 0.10 | 164.228 | 161.528 | 164.228 | 96.60 | 10072.88 |
| 22 | 2022.07.05 16:00 | buy | 8 | 0.10 | 161.971 | 0.000 | 0.000 | ||
| 23 | 2022.07.05 16:00 | modify | 8 | 0.10 | 161.971 | 160.571 | 163.271 | ||
| 24 | 2022.07.06 16:00 | s/l | 8 | 0.10 | 160.571 | 160.571 | 163.271 | -101.84 | 9971.04 |
| 25 | 2022.07.28 16:00 | buy | 9 | 0.10 | 163.071 | 0.000 | 0.000 | ||
| 26 | 2022.07.28 16:00 | modify | 9 | 0.10 | 163.071 | 161.671 | 164.371 | ||
| 27 | 2022.07.29 12:00 | s/l | 9 | 0.10 | 161.671 | 161.671 | 164.371 | -101.83 | 9869.20 |
| 28 | 2022.09.22 12:00 | buy | 10 | 0.10 | 159.847 | 0.000 | 0.000 | ||
| 29 | 2022.09.22 12:00 | modify | 10 | 0.10 | 159.847 | 158.447 | 161.147 | ||
| 30 | 2022.09.23 12:00 | s/l | 10 | 0.10 | 158.447 | 158.447 | 161.147 | -101.83 | 9767.37 |
| 31 | 2022.09.26 16:00 | buy | 11 | 0.10 | 154.593 | 0.000 | 0.000 | ||
| 32 | 2022.09.26 16:00 | modify | 11 | 0.10 | 154.593 | 153.193 | 155.893 | ||
| 33 | 2022.09.27 08:00 | t/p | 11 | 0.10 | 155.893 | 153.193 | 155.893 | 96.60 | 9863.96 |
| 34 | 2022.09.28 12:00 | buy | 12 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 35 | 2022.09.28 12:00 | modify | 12 | 0.10 | 153.157 | 151.757 | 154.457 | ||
| 36 | 2022.09.28 16:00 | t/p | 12 | 0.10 | 154.457 | 151.757 | 154.457 | 95.54 | 9959.50 |
| 37 | 2022.09.29 12:00 | sell | 13 | 0.10 | 157.266 | 0.000 | 0.000 | ||
| 38 | 2022.09.29 12:00 | modify | 13 | 0.10 | 157.266 | 158.666 | 155.966 | ||
| 39 | 2022.09.29 16:00 | s/l | 13 | 0.10 | 158.666 | 158.666 | 155.966 | -102.88 | 9856.62 |
| 40 | 2022.09.30 16:00 | sell | 14 | 0.10 | 161.100 | 0.000 | 0.000 | ||
| 41 | 2022.09.30 16:00 | modify | 14 | 0.10 | 161.100 | 162.500 | 159.800 | ||
| 42 | 2022.10.03 08:00 | s/l | 14 | 0.10 | 162.500 | 162.500 | 159.800 | -104.26 | 9752.36 |
| 43 | 2022.10.03 20:00 | sell | 15 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 44 | 2022.10.03 20:00 | modify | 15 | 0.10 | 163.793 | 165.193 | 162.493 | ||
| 45 | 2022.10.04 08:00 | s/l | 15 | 0.10 | 165.193 | 165.193 | 162.493 | -104.26 | 9648.10 |
| 46 | 2022.10.04 16:00 | sell | 16 | 0.10 | 165.166 | 0.000 | 0.000 | ||
| 47 | 2022.10.04 16:00 | modify | 16 | 0.10 | 165.166 | 166.566 | 163.866 | ||
| 48 | 2022.10.05 12:00 | t/p | 16 | 0.10 | 163.866 | 166.566 | 163.866 | 94.15 | 9742.25 |
| 49 | 2022.10.06 16:00 | buy | 17 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 50 | 2022.10.06 16:00 | modify | 17 | 0.10 | 161.378 | 159.978 | 162.678 | ||
| 51 | 2022.10.11 20:00 | s/l | 17 | 0.10 | 159.978 | 159.978 | 162.678 | -99.72 | 9642.52 |
| 52 | 2022.10.12 16:00 | sell | 18 | 0.10 | 162.926 | 0.000 | 0.000 | ||
| 53 | 2022.10.12 16:00 | modify | 18 | 0.10 | 162.926 | 164.326 | 161.626 | ||
| 54 | 2022.10.13 12:00 | s/l | 18 | 0.10 | 164.326 | 164.326 | 161.626 | -107.03 | 9535.50 |
| 55 | 2022.10.13 12:00 | sell | 19 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 56 | 2022.10.13 12:00 | modify | 19 | 0.10 | 165.204 | 166.604 | 163.904 | ||
| 57 | 2022.10.13 16:00 | s/l | 19 | 0.10 | 166.604 | 166.604 | 163.904 | -102.88 | 9432.62 |
| 58 | 2022.10.17 16:00 | sell | 20 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 59 | 2022.10.17 16:00 | modify | 20 | 0.10 | 169.889 | 171.289 | 168.589 | ||
| 60 | 2022.10.18 08:00 | t/p | 20 | 0.10 | 168.589 | 171.289 | 168.589 | 94.15 | 9526.77 |
| 61 | 2022.10.21 16:00 | buy | 21 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 62 | 2022.10.21 16:00 | modify | 21 | 0.10 | 165.201 | 163.801 | 166.501 | ||
| 63 | 2022.10.21 20:00 | t/p | 21 | 0.10 | 166.501 | 163.801 | 166.501 | 95.54 | 9622.31 |
| 64 | 2022.11.03 12:00 | buy | 22 | 0.10 | 166.741 | 0.000 | 0.000 | ||
| 65 | 2022.11.03 12:00 | modify | 22 | 0.10 | 166.741 | 165.341 | 168.041 | ||
| 66 | 2022.11.03 16:00 | s/l | 22 | 0.10 | 165.341 | 165.341 | 168.041 | -102.89 | 9519.42 |
| 67 | 2022.11.07 20:00 | sell | 23 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 68 | 2022.11.07 20:00 | modify | 23 | 0.10 | 169.035 | 170.435 | 167.735 | ||
| 69 | 2022.11.08 08:00 | sell | 24 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 70 | 2022.11.08 08:00 | modify | 24 | 0.10 | 168.303 | 168.645 | 167.735 | ||
| 71 | 2022.11.08 08:00 | sell | 25 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 72 | 2022.11.08 08:00 | modify | 25 | 0.10 | 168.303 | 168.515 | 167.735 | ||
| 73 | 2022.11.08 08:00 | modify | 23 | 0.10 | 169.035 | 168.515 | 167.735 | ||
| 74 | 2022.11.08 12:00 | t/p | 23 | 0.10 | 167.735 | 168.515 | 167.735 | 94.15 | 9613.57 |
| 75 | 2022.11.08 12:00 | t/p | 24 | 0.10 | 167.735 | 168.645 | 167.735 | 41.74 | 9655.31 |
| 76 | 2022.11.08 12:00 | t/p | 25 | 0.10 | 167.735 | 168.515 | 167.735 | 41.74 | 9697.05 |
| 77 | 2022.11.11 12:00 | buy | 26 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 78 | 2022.11.11 12:00 | modify | 26 | 0.10 | 164.077 | 162.677 | 165.377 | ||
| 79 | 2022.11.14 12:00 | t/p | 26 | 0.10 | 165.377 | 162.677 | 165.377 | 96.61 | 9793.65 |
| 80 | 2022.12.30 12:00 | buy | 27 | 0.10 | 158.636 | 0.000 | 0.000 | ||
| 81 | 2022.12.30 12:00 | modify | 27 | 0.10 | 158.636 | 157.236 | 159.936 | ||
| 82 | 2023.01.03 04:00 | s/l | 27 | 0.10 | 157.236 | 157.236 | 159.936 | -100.78 | 9692.87 |
| 83 | 2023.01.04 16:00 | sell | 28 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 84 | 2023.01.04 16:00 | modify | 28 | 0.10 | 158.999 | 160.399 | 157.699 | ||
| 85 | 2023.01.09 08:00 | s/l | 28 | 0.10 | 160.399 | 160.399 | 157.699 | -109.79 | 9583.08 |
| 86 | 2023.01.12 16:00 | buy | 29 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 87 | 2023.01.12 16:00 | modify | 29 | 0.10 | 157.855 | 156.455 | 159.155 | ||
| 88 | 2023.01.13 16:00 | s/l | 29 | 0.10 | 156.455 | 156.455 | 159.155 | -101.84 | 9481.24 |
| 89 | 2023.02.02 16:00 | buy | 30 | 0.10 | 157.887 | 0.000 | 0.000 | ||
| 90 | 2023.02.02 16:00 | modify | 30 | 0.10 | 157.887 | 156.487 | 159.187 | ||
| 91 | 2023.02.05 20:00 | t/p | 30 | 0.10 | 159.187 | 156.487 | 159.187 | 96.60 | 9577.83 |
| 92 | 2023.02.13 16:00 | sell | 31 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 93 | 2023.02.13 16:00 | modify | 31 | 0.10 | 161.169 | 162.569 | 159.869 | ||
| 94 | 2023.02.21 12:00 | s/l | 31 | 0.10 | 162.569 | 162.569 | 159.869 | -113.94 | 9463.89 |
| 95 | 2023.02.21 16:00 | sell | 32 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 96 | 2023.02.21 16:00 | modify | 32 | 0.10 | 163.588 | 164.988 | 162.288 | ||
| 97 | 2023.02.23 12:00 | t/p | 32 | 0.10 | 162.288 | 164.988 | 162.288 | 90.00 | 9553.89 |
| 98 | 2023.02.28 12:00 | sell | 33 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 99 | 2023.02.28 12:00 | modify | 33 | 0.10 | 165.423 | 166.823 | 164.123 | ||
| 100 | 2023.02.28 16:00 | sell | 34 | 0.10 | 164.903 | 0.000 | 0.000 | ||
| 101 | 2023.02.28 16:00 | modify | 34 | 0.10 | 164.903 | 165.293 | 164.123 | ||
| 102 | 2023.02.28 16:00 | modify | 33 | 0.10 | 165.423 | 165.293 | 164.123 | ||
| 103 | 2023.02.28 20:00 | t/p | 33 | 0.10 | 164.123 | 165.293 | 164.123 | 95.54 | 9649.43 |
| 104 | 2023.02.28 20:00 | t/p | 34 | 0.10 | 164.123 | 165.293 | 164.123 | 57.32 | 9706.75 |
| 105 | 2023.03.15 16:00 | buy | 35 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 106 | 2023.03.15 16:00 | modify | 35 | 0.10 | 159.820 | 158.420 | 161.120 | ||
| 107 | 2023.03.15 20:00 | t/p | 35 | 0.10 | 161.120 | 158.420 | 161.120 | 95.54 | 9802.29 |
| 108 | 2023.03.16 12:00 | buy | 36 | 0.10 | 159.810 | 0.000 | 0.000 | ||
| 109 | 2023.03.16 12:00 | modify | 36 | 0.10 | 159.810 | 158.410 | 161.110 | ||
| 110 | 2023.03.16 16:00 | t/p | 36 | 0.10 | 161.110 | 158.410 | 161.110 | 95.54 | 9897.83 |
| 111 | 2023.03.24 12:00 | buy | 37 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 112 | 2023.03.24 12:00 | modify | 37 | 0.10 | 158.888 | 157.488 | 160.188 | ||
| 113 | 2023.03.27 00:00 | t/p | 37 | 0.10 | 160.188 | 157.488 | 160.188 | 96.61 | 9994.44 |