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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1912 | Ticks modelled | 54122288 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1146.07 | Gross profit | 1292.17 | Gross loss | -146.10 |
| Profit factor | 8.84 | Expected payoff | 34.73 | ||
| Absolute drawdown | 18.82 | Maximal drawdown | 158.26 (1.42%) | Relative drawdown | 1.42% (158.26) |
| Total trades | 33 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
| Largest | profit trade | 89.26 | loss trade | -57.72 | |
| Average | profit trade | 46.15 | loss trade | -29.22 | |
| Maximum | consecutive wins (profit in money) | 13 (637.84) | consecutive losses (loss in money) | 1 (-57.72) | |
| Maximal | consecutive profit (count of wins) | 637.84 (13) | consecutive loss (count of losses) | -57.72 (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 00:42 | buy | 2 | 0.10 | 157.187 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 00:42 | modify | 2 | 0.10 | 157.187 | 156.881 | 157.841 | ||
| 5 | 2022.05.13 00:42 | modify | 1 | 0.10 | 156.641 | 156.881 | 157.841 | ||
| 6 | 2022.05.13 00:53 | buy | 3 | 0.10 | 157.361 | 0.000 | 0.000 | ||
| 7 | 2022.05.13 00:53 | modify | 3 | 0.10 | 157.361 | 157.121 | 157.841 | ||
| 8 | 2022.05.13 00:53 | buy | 4 | 0.10 | 157.361 | 0.000 | 0.000 | ||
| 9 | 2022.05.13 00:53 | modify | 4 | 0.10 | 157.361 | 157.061 | 157.841 | ||
| 10 | 2022.05.13 00:53 | modify | 2 | 0.10 | 157.187 | 157.061 | 157.841 | ||
| 11 | 2022.05.13 00:53 | modify | 1 | 0.10 | 156.641 | 157.061 | 157.841 | ||
| 12 | 2022.05.13 00:53 | modify | 3 | 0.10 | 157.361 | 157.061 | 157.841 | ||
| 13 | 2022.05.13 01:25 | t/p | 1 | 0.10 | 157.841 | 157.061 | 157.841 | 89.26 | 10089.26 |
| 14 | 2022.05.13 01:25 | t/p | 2 | 0.10 | 157.841 | 157.061 | 157.841 | 48.07 | 10137.33 |
| 15 | 2022.05.13 01:25 | t/p | 3 | 0.10 | 157.841 | 157.061 | 157.841 | 35.28 | 10172.61 |
| 16 | 2022.05.13 01:25 | t/p | 4 | 0.10 | 157.841 | 157.061 | 157.841 | 35.28 | 10207.89 |
| 17 | 2022.05.17 16:00 | sell | 5 | 0.10 | 161.240 | 0.000 | 0.000 | ||
| 18 | 2022.05.17 16:00 | modify | 5 | 0.10 | 161.240 | 162.040 | 160.040 | ||
| 19 | 2022.05.18 06:45 | sell | 6 | 0.10 | 160.699 | 0.000 | 0.000 | ||
| 20 | 2022.05.18 06:45 | modify | 6 | 0.10 | 160.699 | 161.000 | 160.040 | ||
| 21 | 2022.05.18 06:45 | modify | 5 | 0.10 | 161.240 | 161.000 | 160.040 | ||
| 22 | 2022.05.18 07:11 | sell | 7 | 0.10 | 160.520 | 0.000 | 0.000 | ||
| 23 | 2022.05.18 07:11 | modify | 7 | 0.10 | 160.520 | 160.760 | 160.040 | ||
| 24 | 2022.05.18 07:11 | sell | 8 | 0.10 | 160.520 | 0.000 | 0.000 | ||
| 25 | 2022.05.18 07:11 | modify | 8 | 0.10 | 160.520 | 160.820 | 160.040 | ||
| 26 | 2022.05.18 07:11 | modify | 6 | 0.10 | 160.699 | 160.820 | 160.040 | ||
| 27 | 2022.05.18 07:11 | modify | 5 | 0.10 | 161.240 | 160.820 | 160.040 | ||
| 28 | 2022.05.18 07:11 | modify | 7 | 0.10 | 160.520 | 160.820 | 160.040 | ||
| 29 | 2022.05.18 08:36 | t/p | 5 | 0.10 | 160.040 | 160.820 | 160.040 | 86.81 | 10294.69 |
| 30 | 2022.05.18 08:36 | t/p | 6 | 0.10 | 160.040 | 160.820 | 160.040 | 48.43 | 10343.12 |
| 31 | 2022.05.18 08:36 | t/p | 7 | 0.10 | 160.040 | 160.820 | 160.040 | 35.27 | 10378.39 |
| 32 | 2022.05.18 08:36 | t/p | 8 | 0.10 | 160.040 | 160.820 | 160.040 | 35.27 | 10413.66 |
| 33 | 2022.06.14 00:00 | buy | 9 | 0.10 | 163.027 | 0.000 | 0.000 | ||
| 34 | 2022.06.14 00:00 | modify | 9 | 0.10 | 163.027 | 162.227 | 164.227 | ||
| 35 | 2022.06.14 03:28 | buy | 10 | 0.10 | 163.569 | 0.000 | 0.000 | ||
| 36 | 2022.06.14 03:28 | modify | 10 | 0.10 | 163.569 | 163.267 | 164.227 | ||
| 37 | 2022.06.14 03:28 | modify | 9 | 0.10 | 163.027 | 163.267 | 164.227 | ||
| 38 | 2022.06.14 03:29 | buy | 11 | 0.10 | 163.751 | 0.000 | 0.000 | ||
| 39 | 2022.06.14 03:29 | modify | 11 | 0.10 | 163.751 | 163.507 | 164.227 | ||
| 40 | 2022.06.14 03:29 | buy | 12 | 0.10 | 163.751 | 0.000 | 0.000 | ||
| 41 | 2022.06.14 03:29 | modify | 12 | 0.10 | 163.751 | 163.447 | 164.227 | ||
| 42 | 2022.06.14 03:29 | modify | 10 | 0.10 | 163.569 | 163.447 | 164.227 | ||
| 43 | 2022.06.14 03:29 | modify | 9 | 0.10 | 163.027 | 163.447 | 164.227 | ||
| 44 | 2022.06.14 03:29 | modify | 11 | 0.10 | 163.751 | 163.447 | 164.227 | ||
| 45 | 2022.06.14 04:10 | t/p | 9 | 0.10 | 164.227 | 163.447 | 164.227 | 88.20 | 10501.86 |
| 46 | 2022.06.14 04:10 | t/p | 10 | 0.10 | 164.227 | 163.447 | 164.227 | 48.36 | 10550.22 |
| 47 | 2022.06.14 04:10 | t/p | 11 | 0.10 | 164.227 | 163.447 | 164.227 | 34.99 | 10585.21 |
| 48 | 2022.06.14 04:10 | t/p | 12 | 0.10 | 164.227 | 163.447 | 164.227 | 34.99 | 10620.20 |
| 49 | 2022.06.17 12:00 | sell | 13 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 50 | 2022.06.17 12:00 | modify | 13 | 0.10 | 165.164 | 165.964 | 163.964 | ||
| 51 | 2022.06.17 13:19 | sell | 14 | 0.10 | 164.624 | 0.000 | 0.000 | ||
| 52 | 2022.06.17 13:19 | modify | 14 | 0.10 | 164.624 | 164.924 | 163.964 | ||
| 53 | 2022.06.17 13:19 | modify | 13 | 0.10 | 165.164 | 164.924 | 163.964 | ||
| 54 | 2022.06.17 13:25 | s/l | 13 | 0.10 | 164.924 | 164.924 | 163.964 | 17.64 | 10637.84 |
| 55 | 2022.06.17 13:25 | s/l | 14 | 0.10 | 164.924 | 164.924 | 163.964 | -22.04 | 10615.80 |
| 56 | 2022.10.13 20:00 | sell | 15 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 57 | 2022.10.13 20:00 | modify | 15 | 0.10 | 166.640 | 167.440 | 165.440 | ||
| 58 | 2022.10.14 07:38 | sell | 16 | 0.10 | 166.099 | 0.000 | 0.000 | ||
| 59 | 2022.10.14 07:38 | modify | 16 | 0.10 | 166.099 | 166.400 | 165.440 | ||
| 60 | 2022.10.14 07:38 | modify | 15 | 0.10 | 166.640 | 166.400 | 165.440 | ||
| 61 | 2022.10.14 07:42 | s/l | 15 | 0.10 | 166.400 | 166.400 | 165.440 | 16.26 | 10632.06 |
| 62 | 2022.10.14 07:42 | s/l | 16 | 0.10 | 166.400 | 166.400 | 165.440 | -22.11 | 10609.95 |
| 63 | 2022.11.04 00:00 | buy | 17 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 64 | 2022.11.04 00:00 | modify | 17 | 0.10 | 165.783 | 164.983 | 166.983 | ||
| 65 | 2022.11.04 14:12 | buy | 18 | 0.10 | 166.325 | 0.000 | 0.000 | ||
| 66 | 2022.11.04 14:12 | modify | 18 | 0.10 | 166.325 | 166.023 | 166.983 | ||
| 67 | 2022.11.04 14:12 | modify | 17 | 0.10 | 165.783 | 166.023 | 166.983 | ||
| 68 | 2022.11.04 14:32 | s/l | 17 | 0.10 | 166.023 | 166.023 | 166.983 | 17.64 | 10627.59 |
| 69 | 2022.11.04 14:32 | s/l | 18 | 0.10 | 166.023 | 166.023 | 166.983 | -22.19 | 10605.40 |
| 70 | 2022.11.08 00:00 | sell | 19 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 71 | 2022.11.08 00:00 | modify | 19 | 0.10 | 168.795 | 169.595 | 167.595 | ||
| 72 | 2022.11.08 08:01 | sell | 20 | 0.10 | 168.245 | 0.000 | 0.000 | ||
| 73 | 2022.11.08 08:01 | modify | 20 | 0.10 | 168.245 | 168.555 | 167.595 | ||
| 74 | 2022.11.08 08:01 | modify | 19 | 0.10 | 168.795 | 168.555 | 167.595 | ||
| 75 | 2022.11.08 08:48 | sell | 21 | 0.10 | 168.075 | 0.000 | 0.000 | ||
| 76 | 2022.11.08 08:48 | modify | 21 | 0.10 | 168.075 | 168.315 | 167.595 | ||
| 77 | 2022.11.08 08:48 | sell | 22 | 0.10 | 168.075 | 0.000 | 0.000 | ||
| 78 | 2022.11.08 08:48 | modify | 22 | 0.10 | 168.075 | 168.375 | 167.595 | ||
| 79 | 2022.11.08 08:48 | modify | 20 | 0.10 | 168.245 | 168.375 | 167.595 | ||
| 80 | 2022.11.08 08:48 | modify | 19 | 0.10 | 168.795 | 168.375 | 167.595 | ||
| 81 | 2022.11.08 08:48 | modify | 21 | 0.10 | 168.075 | 168.375 | 167.595 | ||
| 82 | 2022.11.08 10:57 | t/p | 19 | 0.10 | 167.595 | 168.375 | 167.595 | 88.17 | 10693.57 |
| 83 | 2022.11.08 10:57 | t/p | 20 | 0.10 | 167.595 | 168.375 | 167.595 | 47.76 | 10741.33 |
| 84 | 2022.11.08 10:57 | t/p | 21 | 0.10 | 167.595 | 168.375 | 167.595 | 35.27 | 10776.60 |
| 85 | 2022.11.08 10:57 | t/p | 22 | 0.10 | 167.595 | 168.375 | 167.595 | 35.27 | 10811.87 |
| 86 | 2023.01.12 20:00 | buy | 23 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 87 | 2023.01.12 20:00 | modify | 23 | 0.10 | 158.067 | 157.267 | 159.267 | ||
| 88 | 2023.01.13 06:20 | s/l | 23 | 0.10 | 157.267 | 157.267 | 159.267 | -57.72 | 10754.15 |
| 89 | 2023.01.18 08:00 | sell | 24 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 90 | 2023.01.18 08:00 | modify | 24 | 0.10 | 160.401 | 161.201 | 159.201 | ||
| 91 | 2023.01.18 08:22 | sell | 25 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 92 | 2023.01.18 08:22 | modify | 25 | 0.10 | 159.861 | 160.161 | 159.201 | ||
| 93 | 2023.01.18 08:22 | modify | 24 | 0.10 | 160.401 | 160.161 | 159.201 | ||
| 94 | 2023.01.18 08:28 | s/l | 24 | 0.10 | 160.161 | 160.161 | 159.201 | 17.64 | 10771.79 |
| 95 | 2023.01.18 08:28 | s/l | 25 | 0.10 | 160.161 | 160.161 | 159.201 | -22.04 | 10749.75 |
| 96 | 2023.02.03 00:00 | buy | 26 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 97 | 2023.02.03 00:00 | modify | 26 | 0.10 | 157.397 | 156.597 | 158.597 | ||
| 98 | 2023.02.03 14:17 | buy | 27 | 0.10 | 157.938 | 0.000 | 0.000 | ||
| 99 | 2023.02.03 14:17 | modify | 27 | 0.10 | 157.938 | 157.637 | 158.597 | ||
| 100 | 2023.02.03 14:17 | modify | 26 | 0.10 | 157.397 | 157.637 | 158.597 | ||
| 101 | 2023.02.03 14:22 | buy | 28 | 0.10 | 158.117 | 0.000 | 0.000 | ||
| 102 | 2023.02.03 14:22 | modify | 28 | 0.10 | 158.117 | 157.877 | 158.597 | ||
| 103 | 2023.02.03 14:22 | buy | 29 | 0.10 | 158.117 | 0.000 | 0.000 | ||
| 104 | 2023.02.03 14:22 | modify | 29 | 0.10 | 158.117 | 157.817 | 158.597 | ||
| 105 | 2023.02.03 14:22 | modify | 27 | 0.10 | 157.938 | 157.817 | 158.597 | ||
| 106 | 2023.02.03 14:22 | modify | 26 | 0.10 | 157.397 | 157.817 | 158.597 | ||
| 107 | 2023.02.03 14:22 | modify | 28 | 0.10 | 158.117 | 157.817 | 158.597 | ||
| 108 | 2023.02.03 15:23 | t/p | 26 | 0.10 | 158.597 | 157.817 | 158.597 | 88.18 | 10837.93 |
| 109 | 2023.02.03 15:23 | t/p | 27 | 0.10 | 158.597 | 157.817 | 158.597 | 48.43 | 10886.36 |
| 110 | 2023.02.03 15:23 | t/p | 28 | 0.10 | 158.597 | 157.817 | 158.597 | 35.27 | 10921.63 |
| 111 | 2023.02.03 15:23 | t/p | 29 | 0.10 | 158.597 | 157.817 | 158.597 | 35.27 | 10956.90 |
| 112 | 2023.02.21 20:00 | sell | 30 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 113 | 2023.02.21 20:00 | modify | 30 | 0.10 | 163.416 | 164.216 | 162.216 | ||
| 114 | 2023.02.22 08:43 | sell | 31 | 0.10 | 162.875 | 0.000 | 0.000 | ||
| 115 | 2023.02.22 08:43 | modify | 31 | 0.10 | 162.875 | 163.176 | 162.216 | ||
| 116 | 2023.02.22 08:43 | modify | 30 | 0.10 | 163.416 | 163.176 | 162.216 | ||
| 117 | 2023.02.22 15:16 | sell | 32 | 0.10 | 162.696 | 0.000 | 0.000 | ||
| 118 | 2023.02.22 15:16 | modify | 32 | 0.10 | 162.696 | 162.936 | 162.216 | ||
| 119 | 2023.02.22 15:16 | sell | 33 | 0.10 | 162.696 | 0.000 | 0.000 | ||
| 120 | 2023.02.22 15:16 | modify | 33 | 0.10 | 162.696 | 162.996 | 162.216 | ||
| 121 | 2023.02.22 15:16 | modify | 31 | 0.10 | 162.875 | 162.996 | 162.216 | ||
| 122 | 2023.02.22 15:16 | modify | 30 | 0.10 | 163.416 | 162.996 | 162.216 | ||
| 123 | 2023.02.22 15:16 | modify | 32 | 0.10 | 162.696 | 162.996 | 162.216 | ||
| 124 | 2023.02.23 09:20 | t/p | 30 | 0.10 | 162.216 | 162.996 | 162.216 | 82.64 | 11039.54 |
| 125 | 2023.02.23 09:20 | t/p | 31 | 0.10 | 162.216 | 162.996 | 162.216 | 44.27 | 11083.82 |
| 126 | 2023.02.23 09:20 | t/p | 32 | 0.10 | 162.216 | 162.996 | 162.216 | 31.12 | 11114.94 |
| 127 | 2023.02.23 09:20 | t/p | 33 | 0.10 | 162.216 | 162.996 | 162.216 | 31.12 | 11146.07 |