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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=120; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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 | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 793.64 | Gross profit | 1593.57 | Gross loss | -799.93 |
| Profit factor | 1.99 | Expected payoff | 24.80 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 202.27 (1.90%) | Relative drawdown | 1.90% (202.27) |
| Total trades | 32 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
| Largest | profit trade | 89.26 | loss trade | -74.33 | |
| Average | profit trade | 79.68 | loss trade | -66.66 | |
| Maximum | consecutive wins (profit in money) | 5 (400.46) | consecutive losses (loss in money) | 3 (-194.33) | |
| Maximal | consecutive profit (count of wins) | 400.46 (5) | consecutive loss (count of losses) | -194.33 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 155.741 | 157.841 | ||
| 3 | 2022.05.13 04:00 | t/p | 1 | 0.10 | 157.841 | 155.741 | 157.841 | 89.26 | 10089.26 |
| 4 | 2022.05.17 16:00 | sell | 2 | 0.10 | 161.240 | 0.000 | 0.000 | ||
| 5 | 2022.05.17 16:00 | modify | 2 | 0.10 | 161.240 | 162.140 | 160.040 | ||
| 6 | 2022.05.18 12:00 | t/p | 2 | 0.10 | 160.040 | 162.140 | 160.040 | 86.85 | 10176.11 |
| 7 | 2022.05.30 20:00 | sell | 3 | 0.10 | 161.415 | 0.000 | 0.000 | ||
| 8 | 2022.05.30 20:00 | modify | 3 | 0.10 | 161.415 | 162.315 | 160.215 | ||
| 9 | 2022.05.31 16:00 | s/l | 3 | 0.10 | 162.315 | 162.315 | 160.215 | -67.52 | 10108.58 |
| 10 | 2022.06.07 08:00 | sell | 4 | 0.10 | 165.699 | 0.000 | 0.000 | ||
| 11 | 2022.06.07 08:00 | modify | 4 | 0.10 | 165.699 | 166.599 | 164.499 | ||
| 12 | 2022.06.07 16:00 | s/l | 4 | 0.10 | 166.599 | 166.599 | 164.499 | -66.15 | 10042.43 |
| 13 | 2022.06.08 20:00 | sell | 5 | 0.10 | 168.329 | 0.000 | 0.000 | ||
| 14 | 2022.06.08 20:00 | modify | 5 | 0.10 | 168.329 | 169.229 | 167.129 | ||
| 15 | 2022.06.09 08:00 | t/p | 5 | 0.10 | 167.129 | 169.229 | 167.129 | 84.12 | 10126.56 |
| 16 | 2022.06.12 20:00 | buy | 6 | 0.10 | 165.433 | 0.000 | 0.000 | ||
| 17 | 2022.06.12 20:00 | modify | 6 | 0.10 | 165.433 | 164.533 | 166.633 | ||
| 18 | 2022.06.13 12:00 | s/l | 6 | 0.10 | 164.533 | 164.533 | 166.633 | -65.12 | 10061.44 |
| 19 | 2022.06.14 00:00 | buy | 7 | 0.10 | 163.027 | 0.000 | 0.000 | ||
| 20 | 2022.06.14 00:00 | modify | 7 | 0.10 | 163.027 | 162.127 | 164.227 | ||
| 21 | 2022.06.14 04:00 | buy | 8 | 0.10 | 163.894 | 0.000 | 0.000 | ||
| 22 | 2022.06.14 04:00 | modify | 8 | 0.10 | 163.894 | 163.447 | 164.227 | ||
| 23 | 2022.06.14 04:00 | modify | 7 | 0.10 | 163.027 | 163.447 | 164.227 | ||
| 24 | 2022.06.14 08:00 | t/p | 7 | 0.10 | 164.227 | 163.447 | 164.227 | 88.21 | 10149.65 |
| 25 | 2022.06.14 08:00 | t/p | 8 | 0.10 | 164.227 | 163.447 | 164.227 | 24.48 | 10174.13 |
| 26 | 2022.06.17 12:00 | sell | 9 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 27 | 2022.06.17 12:00 | modify | 9 | 0.10 | 165.164 | 166.064 | 163.964 | ||
| 28 | 2022.06.21 08:00 | s/l | 9 | 0.10 | 166.064 | 166.064 | 163.964 | -68.89 | 10105.24 |
| 29 | 2022.07.01 08:00 | buy | 10 | 0.10 | 163.895 | 0.000 | 0.000 | ||
| 30 | 2022.07.01 08:00 | modify | 10 | 0.10 | 163.895 | 162.995 | 165.095 | ||
| 31 | 2022.07.01 12:00 | s/l | 10 | 0.10 | 162.995 | 162.995 | 165.095 | -66.16 | 10039.08 |
| 32 | 2022.07.08 00:00 | sell | 11 | 0.10 | 163.489 | 0.000 | 0.000 | ||
| 33 | 2022.07.08 00:00 | modify | 11 | 0.10 | 163.489 | 164.389 | 162.289 | ||
| 34 | 2022.07.08 08:00 | t/p | 11 | 0.10 | 162.289 | 164.389 | 162.289 | 88.20 | 10127.28 |
| 35 | 2022.08.15 16:00 | buy | 12 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 36 | 2022.08.15 16:00 | modify | 12 | 0.10 | 160.974 | 160.074 | 162.174 | ||
| 37 | 2022.08.16 16:00 | t/p | 12 | 0.10 | 162.174 | 160.074 | 162.174 | 89.25 | 10216.53 |
| 38 | 2022.09.07 12:00 | sell | 13 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 39 | 2022.09.07 12:00 | modify | 13 | 0.10 | 165.595 | 166.495 | 164.395 | ||
| 40 | 2022.09.09 12:00 | t/p | 13 | 0.10 | 164.395 | 166.495 | 164.395 | 82.76 | 10299.29 |
| 41 | 2022.10.04 04:00 | sell | 14 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 42 | 2022.10.04 04:00 | modify | 14 | 0.10 | 163.790 | 164.690 | 162.590 | ||
| 43 | 2022.10.04 08:00 | s/l | 14 | 0.10 | 164.690 | 164.690 | 162.590 | -66.15 | 10233.14 |
| 44 | 2022.10.13 20:00 | sell | 15 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 45 | 2022.10.13 20:00 | modify | 15 | 0.10 | 166.640 | 167.540 | 165.440 | ||
| 46 | 2022.10.14 12:00 | t/p | 15 | 0.10 | 165.440 | 167.540 | 165.440 | 86.85 | 10319.99 |
| 47 | 2022.10.26 12:00 | sell | 16 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 48 | 2022.10.26 12:00 | modify | 16 | 0.10 | 170.080 | 170.980 | 168.880 | ||
| 49 | 2022.10.27 08:00 | t/p | 16 | 0.10 | 168.880 | 170.980 | 168.880 | 84.12 | 10404.11 |
| 50 | 2022.11.04 00:00 | buy | 17 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 51 | 2022.11.04 00:00 | modify | 17 | 0.10 | 165.783 | 164.883 | 166.983 | ||
| 52 | 2022.11.07 12:00 | t/p | 17 | 0.10 | 166.983 | 164.883 | 166.983 | 89.25 | 10493.36 |
| 53 | 2022.11.08 00:00 | sell | 18 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 54 | 2022.11.08 00:00 | modify | 18 | 0.10 | 168.795 | 169.695 | 167.595 | ||
| 55 | 2022.11.08 08:00 | sell | 19 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 56 | 2022.11.08 08:00 | modify | 19 | 0.10 | 168.303 | 168.675 | 167.595 | ||
| 57 | 2022.11.08 08:00 | modify | 18 | 0.10 | 168.795 | 168.675 | 167.595 | ||
| 58 | 2022.11.08 12:00 | t/p | 18 | 0.10 | 167.595 | 168.675 | 167.595 | 88.20 | 10581.56 |
| 59 | 2022.11.08 12:00 | t/p | 19 | 0.10 | 167.595 | 168.675 | 167.595 | 52.04 | 10633.60 |
| 60 | 2022.12.16 20:00 | buy | 20 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 61 | 2022.12.16 20:00 | modify | 20 | 0.10 | 166.173 | 165.273 | 167.373 | ||
| 62 | 2022.12.18 20:00 | s/l | 20 | 0.10 | 165.273 | 165.273 | 167.373 | -66.16 | 10567.44 |
| 63 | 2022.12.20 12:00 | buy | 21 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 64 | 2022.12.20 12:00 | modify | 21 | 0.10 | 161.114 | 160.214 | 162.314 | ||
| 65 | 2022.12.20 16:00 | s/l | 21 | 0.10 | 160.214 | 160.214 | 162.314 | -66.16 | 10501.28 |
| 66 | 2022.12.20 20:00 | buy | 22 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 67 | 2022.12.20 20:00 | modify | 22 | 0.10 | 160.079 | 159.179 | 161.279 | ||
| 68 | 2022.12.22 12:00 | s/l | 22 | 0.10 | 159.179 | 159.179 | 161.279 | -62.01 | 10439.27 |
| 69 | 2022.12.28 16:00 | sell | 23 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 70 | 2022.12.28 16:00 | modify | 23 | 0.10 | 161.540 | 162.440 | 160.340 | ||
| 71 | 2022.12.29 16:00 | t/p | 23 | 0.10 | 160.340 | 162.440 | 160.340 | 84.11 | 10523.38 |
| 72 | 2022.12.30 16:00 | buy | 24 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 73 | 2022.12.30 16:00 | modify | 24 | 0.10 | 158.735 | 157.835 | 159.935 | ||
| 74 | 2022.12.30 20:00 | s/l | 24 | 0.10 | 157.835 | 157.835 | 159.935 | -66.17 | 10457.21 |
| 75 | 2023.01.09 16:00 | sell | 25 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 76 | 2023.01.09 16:00 | modify | 25 | 0.10 | 160.847 | 161.747 | 159.647 | ||
| 77 | 2023.01.12 00:00 | sell | 26 | 0.10 | 160.362 | 0.000 | 0.000 | ||
| 78 | 2023.01.12 00:00 | modify | 26 | 0.10 | 160.362 | 160.727 | 159.647 | ||
| 79 | 2023.01.12 00:00 | modify | 25 | 0.10 | 160.847 | 160.727 | 159.647 | ||
| 80 | 2023.01.12 12:00 | t/p | 25 | 0.10 | 159.647 | 160.727 | 159.647 | 81.38 | 10538.60 |
| 81 | 2023.01.12 12:00 | t/p | 26 | 0.10 | 159.647 | 160.727 | 159.647 | 52.55 | 10591.15 |
| 82 | 2023.01.12 20:00 | buy | 27 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 83 | 2023.01.12 20:00 | modify | 27 | 0.10 | 158.067 | 157.167 | 159.267 | ||
| 84 | 2023.01.13 08:00 | s/l | 27 | 0.10 | 157.167 | 157.167 | 159.267 | -65.12 | 10526.03 |
| 85 | 2023.01.18 08:00 | sell | 28 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 86 | 2023.01.18 08:00 | modify | 28 | 0.10 | 160.401 | 161.301 | 159.201 | ||
| 87 | 2023.01.18 16:00 | t/p | 28 | 0.10 | 159.201 | 161.301 | 159.201 | 88.21 | 10614.24 |
| 88 | 2023.02.03 00:00 | buy | 29 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 89 | 2023.02.03 00:00 | modify | 29 | 0.10 | 157.397 | 156.497 | 158.597 | ||
| 90 | 2023.02.03 16:00 | t/p | 29 | 0.10 | 158.597 | 156.497 | 158.597 | 88.21 | 10702.45 |
| 91 | 2023.02.15 00:00 | sell | 30 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 92 | 2023.02.15 00:00 | modify | 30 | 0.10 | 161.899 | 162.799 | 160.699 | ||
| 93 | 2023.02.17 00:00 | t/p | 30 | 0.10 | 160.699 | 162.799 | 160.699 | 82.76 | 10785.21 |
| 94 | 2023.02.21 20:00 | sell | 31 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 95 | 2023.02.21 20:00 | modify | 31 | 0.10 | 163.416 | 164.316 | 162.216 | ||
| 96 | 2023.02.23 12:00 | t/p | 31 | 0.10 | 162.216 | 164.316 | 162.216 | 82.76 | 10867.96 |
| 97 | 2023.04.12 00:00 | sell | 32 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 98 | 2023.04.12 00:00 | modify | 32 | 0.10 | 166.047 | 166.947 | 164.847 | ||
| 99 | 2023.04.18 08:00 | s/l | 32 | 0.10 | 166.947 | 166.947 | 164.847 | -74.33 | 10793.64 |