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 20:00 (2022.05.01 - 2023.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 2613 | Ticks modelled | 79952 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1032.54 | Gross profit | 1137.90 | Gross loss | -105.36 |
| Profit factor | 10.80 | Expected payoff | 43.02 | ||
| Absolute drawdown | 18.81 | Maximal drawdown | 158.26 (1.44%) | Relative drawdown | 1.44% (158.26) |
| Total trades | 24 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 21 (87.50%) | Loss trades (% of total) | 3 (12.50%) | ||
| Largest | profit trade | 89.26 | loss trade | -57.74 | |
| Average | profit trade | 54.19 | loss trade | -35.12 | |
| Maximum | consecutive wins (profit in money) | 9 (477.66) | consecutive losses (loss in money) | 1 (-57.74) | |
| Maximal | consecutive profit (count of wins) | 477.66 (9) | consecutive loss (count of losses) | -57.74 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 20:00 | buy | 1 | 0.10 | 156.641 | 0.000 | 0.000 | ||
| 2 | 2022.05.12 20:00 | modify | 1 | 0.10 | 156.641 | 155.841 | 157.841 | ||
| 3 | 2022.05.13 01:10 | buy | 2 | 0.10 | 157.369 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 01:10 | modify | 2 | 0.10 | 157.369 | 157.121 | 157.841 | ||
| 5 | 2022.05.13 01:10 | buy | 3 | 0.10 | 157.369 | 0.000 | 0.000 | ||
| 6 | 2022.05.13 01:10 | modify | 3 | 0.10 | 157.369 | 157.061 | 157.841 | ||
| 7 | 2022.05.13 01:10 | modify | 1 | 0.10 | 156.641 | 157.061 | 157.841 | ||
| 8 | 2022.05.13 01:15 | modify | 2 | 0.10 | 157.369 | 157.061 | 157.841 | ||
| 9 | 2022.05.13 01:40 | t/p | 1 | 0.10 | 157.841 | 157.061 | 157.841 | 89.26 | 10089.26 |
| 10 | 2022.05.13 01:40 | t/p | 2 | 0.10 | 157.841 | 157.061 | 157.841 | 34.69 | 10123.95 |
| 11 | 2022.05.13 01:40 | t/p | 3 | 0.10 | 157.841 | 157.061 | 157.841 | 34.69 | 10158.64 |
| 12 | 2022.05.17 16:00 | sell | 4 | 0.10 | 161.240 | 0.000 | 0.000 | ||
| 13 | 2022.05.17 16:00 | modify | 4 | 0.10 | 161.240 | 162.040 | 160.040 | ||
| 14 | 2022.05.18 08:40 | t/p | 4 | 0.10 | 160.040 | 162.040 | 160.040 | 86.80 | 10245.43 |
| 15 | 2022.06.14 00:00 | buy | 5 | 0.10 | 163.027 | 0.000 | 0.000 | ||
| 16 | 2022.06.14 00:00 | modify | 5 | 0.10 | 163.027 | 162.227 | 164.227 | ||
| 17 | 2022.06.14 03:30 | buy | 6 | 0.10 | 163.755 | 0.000 | 0.000 | ||
| 18 | 2022.06.14 03:30 | modify | 6 | 0.10 | 163.755 | 163.507 | 164.227 | ||
| 19 | 2022.06.14 03:30 | buy | 7 | 0.10 | 163.755 | 0.000 | 0.000 | ||
| 20 | 2022.06.14 03:30 | modify | 7 | 0.10 | 163.755 | 163.447 | 164.227 | ||
| 21 | 2022.06.14 03:30 | modify | 5 | 0.10 | 163.027 | 163.447 | 164.227 | ||
| 22 | 2022.06.14 03:35 | modify | 6 | 0.10 | 163.755 | 163.447 | 164.227 | ||
| 23 | 2022.06.14 04:40 | t/p | 5 | 0.10 | 164.227 | 163.447 | 164.227 | 88.20 | 10333.63 |
| 24 | 2022.06.14 04:40 | t/p | 6 | 0.10 | 164.227 | 163.447 | 164.227 | 34.69 | 10368.32 |
| 25 | 2022.06.14 04:40 | t/p | 7 | 0.10 | 164.227 | 163.447 | 164.227 | 34.69 | 10403.01 |
| 26 | 2022.06.17 12:00 | sell | 8 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 27 | 2022.06.17 12:00 | modify | 8 | 0.10 | 165.164 | 165.964 | 163.964 | ||
| 28 | 2022.06.17 16:50 | sell | 9 | 0.10 | 164.606 | 0.000 | 0.000 | ||
| 29 | 2022.06.17 16:50 | modify | 9 | 0.10 | 164.606 | 164.924 | 163.964 | ||
| 30 | 2022.06.17 16:50 | modify | 8 | 0.10 | 165.164 | 164.924 | 163.964 | ||
| 31 | 2022.06.17 17:40 | s/l | 8 | 0.10 | 164.924 | 164.924 | 163.964 | 17.64 | 10420.65 |
| 32 | 2022.06.17 17:40 | s/l | 9 | 0.10 | 164.924 | 164.924 | 163.964 | -23.36 | 10397.29 |
| 33 | 2022.10.13 20:00 | sell | 10 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 34 | 2022.10.13 20:00 | modify | 10 | 0.10 | 166.640 | 167.440 | 165.440 | ||
| 35 | 2022.10.14 11:00 | sell | 11 | 0.10 | 166.079 | 0.000 | 0.000 | ||
| 36 | 2022.10.14 11:00 | modify | 11 | 0.10 | 166.079 | 166.400 | 165.440 | ||
| 37 | 2022.10.14 11:00 | modify | 10 | 0.10 | 166.640 | 166.400 | 165.440 | ||
| 38 | 2022.10.14 11:40 | t/p | 10 | 0.10 | 165.440 | 166.400 | 165.440 | 86.81 | 10484.10 |
| 39 | 2022.10.14 11:40 | t/p | 11 | 0.10 | 165.440 | 166.400 | 165.440 | 46.96 | 10531.06 |
| 40 | 2022.11.04 00:00 | buy | 12 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 41 | 2022.11.04 00:00 | modify | 12 | 0.10 | 165.783 | 164.983 | 166.983 | ||
| 42 | 2022.11.04 14:50 | buy | 13 | 0.10 | 166.353 | 0.000 | 0.000 | ||
| 43 | 2022.11.04 14:50 | modify | 13 | 0.10 | 166.353 | 166.023 | 166.983 | ||
| 44 | 2022.11.04 14:50 | modify | 12 | 0.10 | 165.783 | 166.023 | 166.983 | ||
| 45 | 2022.11.04 14:55 | s/l | 12 | 0.10 | 166.023 | 166.023 | 166.983 | 17.64 | 10548.70 |
| 46 | 2022.11.04 14:55 | s/l | 13 | 0.10 | 166.023 | 166.023 | 166.983 | -24.26 | 10524.44 |
| 47 | 2022.11.08 00:00 | sell | 14 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 48 | 2022.11.08 00:00 | modify | 14 | 0.10 | 168.795 | 169.595 | 167.595 | ||
| 49 | 2022.11.08 10:40 | t/p | 14 | 0.10 | 167.595 | 169.595 | 167.595 | 88.18 | 10612.62 |
| 50 | 2023.01.12 20:00 | buy | 15 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 51 | 2023.01.12 20:00 | modify | 15 | 0.10 | 158.067 | 157.267 | 159.267 | ||
| 52 | 2023.01.13 06:20 | s/l | 15 | 0.10 | 157.267 | 157.267 | 159.267 | -57.74 | 10554.88 |
| 53 | 2023.01.18 08:00 | sell | 16 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 54 | 2023.01.18 08:00 | modify | 16 | 0.10 | 160.401 | 161.201 | 159.201 | ||
| 55 | 2023.01.18 09:20 | sell | 17 | 0.10 | 159.837 | 0.000 | 0.000 | ||
| 56 | 2023.01.18 09:20 | modify | 17 | 0.10 | 159.837 | 160.161 | 159.201 | ||
| 57 | 2023.01.18 09:20 | modify | 16 | 0.10 | 160.401 | 160.161 | 159.201 | ||
| 58 | 2023.01.18 12:45 | sell | 18 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 59 | 2023.01.18 12:45 | modify | 18 | 0.10 | 159.674 | 159.921 | 159.201 | ||
| 60 | 2023.01.18 12:45 | sell | 19 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 61 | 2023.01.18 12:45 | modify | 19 | 0.10 | 159.674 | 159.981 | 159.201 | ||
| 62 | 2023.01.18 12:45 | modify | 17 | 0.10 | 159.837 | 159.981 | 159.201 | ||
| 63 | 2023.01.18 12:45 | modify | 16 | 0.10 | 160.401 | 159.981 | 159.201 | ||
| 64 | 2023.01.18 12:50 | modify | 18 | 0.10 | 159.674 | 159.981 | 159.201 | ||
| 65 | 2023.01.18 13:30 | t/p | 16 | 0.10 | 159.201 | 159.981 | 159.201 | 88.18 | 10643.06 |
| 66 | 2023.01.18 13:30 | t/p | 17 | 0.10 | 159.201 | 159.981 | 159.201 | 46.74 | 10689.80 |
| 67 | 2023.01.18 13:30 | t/p | 18 | 0.10 | 159.201 | 159.981 | 159.201 | 34.76 | 10724.56 |
| 68 | 2023.01.18 13:30 | t/p | 19 | 0.10 | 159.201 | 159.981 | 159.201 | 34.76 | 10759.32 |
| 69 | 2023.02.03 00:00 | buy | 20 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 70 | 2023.02.03 00:00 | modify | 20 | 0.10 | 157.397 | 156.597 | 158.597 | ||
| 71 | 2023.02.03 15:40 | t/p | 20 | 0.10 | 158.597 | 156.597 | 158.597 | 88.19 | 10847.51 |
| 72 | 2023.02.21 20:00 | sell | 21 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 73 | 2023.02.21 20:00 | modify | 21 | 0.10 | 163.416 | 164.216 | 162.216 | ||
| 74 | 2023.02.22 11:30 | sell | 22 | 0.10 | 162.876 | 0.000 | 0.000 | ||
| 75 | 2023.02.22 11:30 | modify | 22 | 0.10 | 162.876 | 163.176 | 162.216 | ||
| 76 | 2023.02.22 11:30 | modify | 21 | 0.10 | 163.416 | 163.176 | 162.216 | ||
| 77 | 2023.02.22 17:45 | sell | 23 | 0.10 | 162.667 | 0.000 | 0.000 | ||
| 78 | 2023.02.22 17:45 | modify | 23 | 0.10 | 162.667 | 162.936 | 162.216 | ||
| 79 | 2023.02.22 17:45 | sell | 24 | 0.10 | 162.667 | 0.000 | 0.000 | ||
| 80 | 2023.02.22 17:45 | modify | 24 | 0.10 | 162.667 | 162.996 | 162.216 | ||
| 81 | 2023.02.22 17:45 | modify | 22 | 0.10 | 162.876 | 162.996 | 162.216 | ||
| 82 | 2023.02.22 17:45 | modify | 21 | 0.10 | 163.416 | 162.996 | 162.216 | ||
| 83 | 2023.02.22 17:50 | modify | 23 | 0.10 | 162.667 | 162.996 | 162.216 | ||
| 84 | 2023.02.23 09:30 | t/p | 21 | 0.10 | 162.216 | 162.996 | 162.216 | 82.66 | 10930.17 |
| 85 | 2023.02.23 09:30 | t/p | 22 | 0.10 | 162.216 | 162.996 | 162.216 | 44.35 | 10974.53 |
| 86 | 2023.02.23 09:30 | t/p | 23 | 0.10 | 162.216 | 162.996 | 162.216 | 29.00 | 11003.53 |
| 87 | 2023.02.23 09:30 | t/p | 24 | 0.10 | 162.216 | 162.996 | 162.216 | 29.00 | 11032.54 |