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=0; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 1086.59 | Gross profit | 2137.70 | Gross loss | -1051.12 |
| Profit factor | 2.03 | Expected payoff | 27.16 | ||
| Absolute drawdown | 98.82 | Maximal drawdown | 288.21 (2.76%) | Relative drawdown | 2.76% (288.21) |
| Total trades | 40 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 23 (57.50%) | Loss trades (% of total) | 17 (42.50%) | ||
| Largest | profit trade | 117.64 | loss trade | -68.91 | |
| Average | profit trade | 92.94 | loss trade | -61.83 | |
| Maximum | consecutive wins (profit in money) | 7 (633.46) | consecutive losses (loss in money) | 4 (-263.52) | |
| Maximal | consecutive profit (count of wins) | 633.46 (7) | consecutive loss (count of losses) | -263.52 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.05 12:00 | buy | 1 | 0.10 | 161.154 | 0.000 | 0.000 | ||
| 2 | 2022.05.05 12:00 | modify | 1 | 0.10 | 161.154 | 160.254 | 162.654 | ||
| 3 | 2022.05.09 12:00 | buy | 2 | 0.10 | 162.054 | 0.000 | 0.000 | ||
| 4 | 2022.05.09 12:00 | modify | 2 | 0.10 | 162.054 | 161.529 | 162.654 | ||
| 5 | 2022.05.09 12:00 | modify | 1 | 0.10 | 161.154 | 161.529 | 162.654 | ||
| 6 | 2022.05.09 16:00 | s/l | 1 | 0.10 | 161.529 | 161.529 | 162.654 | 29.68 | 10029.68 |
| 7 | 2022.05.09 16:00 | s/l | 2 | 0.10 | 161.529 | 161.529 | 162.654 | -38.58 | 9991.10 |
| 8 | 2022.05.23 12:00 | sell | 3 | 0.10 | 160.463 | 0.000 | 0.000 | ||
| 9 | 2022.05.23 12:00 | modify | 3 | 0.10 | 160.463 | 161.363 | 158.963 | ||
| 10 | 2022.05.24 12:00 | t/p | 3 | 0.10 | 158.963 | 161.363 | 158.963 | 108.85 | 10099.95 |
| 11 | 2022.05.24 12:00 | buy | 4 | 0.10 | 159.254 | 0.000 | 0.000 | ||
| 12 | 2022.05.24 12:00 | modify | 4 | 0.10 | 159.254 | 158.354 | 160.754 | ||
| 13 | 2022.05.24 16:00 | s/l | 4 | 0.10 | 158.354 | 158.354 | 160.754 | -66.15 | 10033.80 |
| 14 | 2022.05.30 12:00 | sell | 5 | 0.10 | 161.057 | 0.000 | 0.000 | ||
| 15 | 2022.05.30 12:00 | modify | 5 | 0.10 | 161.057 | 161.957 | 159.557 | ||
| 16 | 2022.05.31 04:00 | s/l | 5 | 0.10 | 161.957 | 161.957 | 159.557 | -67.52 | 9966.28 |
| 17 | 2022.06.30 12:00 | buy | 6 | 0.10 | 165.106 | 0.000 | 0.000 | ||
| 18 | 2022.06.30 12:00 | modify | 6 | 0.10 | 165.106 | 164.206 | 166.606 | ||
| 19 | 2022.07.01 04:00 | s/l | 6 | 0.10 | 164.206 | 164.206 | 166.606 | -65.09 | 9901.18 |
| 20 | 2022.07.06 12:00 | buy | 7 | 0.10 | 160.968 | 0.000 | 0.000 | ||
| 21 | 2022.07.06 12:00 | modify | 7 | 0.10 | 160.968 | 160.068 | 162.468 | ||
| 22 | 2022.07.07 08:00 | t/p | 7 | 0.10 | 162.468 | 160.068 | 162.468 | 113.42 | 10014.60 |
| 23 | 2022.07.12 12:00 | buy | 8 | 0.10 | 161.884 | 0.000 | 0.000 | ||
| 24 | 2022.07.12 12:00 | modify | 8 | 0.10 | 161.884 | 160.984 | 163.384 | ||
| 25 | 2022.07.13 04:00 | t/p | 8 | 0.10 | 163.384 | 160.984 | 163.384 | 111.31 | 10125.90 |
| 26 | 2022.07.25 12:00 | sell | 9 | 0.10 | 164.737 | 0.000 | 0.000 | ||
| 27 | 2022.07.25 12:00 | modify | 9 | 0.10 | 164.737 | 165.637 | 163.237 | ||
| 28 | 2022.07.27 20:00 | s/l | 9 | 0.10 | 165.637 | 165.637 | 163.237 | -68.91 | 10056.99 |
| 29 | 2022.08.11 12:00 | buy | 10 | 0.10 | 161.659 | 0.000 | 0.000 | ||
| 30 | 2022.08.11 12:00 | modify | 10 | 0.10 | 161.659 | 160.759 | 163.159 | ||
| 31 | 2022.08.15 12:00 | s/l | 10 | 0.10 | 160.759 | 160.759 | 163.159 | -64.04 | 9992.95 |
| 32 | 2022.08.15 12:00 | buy | 11 | 0.10 | 160.965 | 0.000 | 0.000 | ||
| 33 | 2022.08.15 12:00 | modify | 11 | 0.10 | 160.965 | 160.065 | 162.465 | ||
| 34 | 2022.08.16 16:00 | t/p | 11 | 0.10 | 162.465 | 160.065 | 162.465 | 111.31 | 10104.25 |
| 35 | 2022.08.24 12:00 | buy | 12 | 0.10 | 161.033 | 0.000 | 0.000 | ||
| 36 | 2022.08.24 12:00 | modify | 12 | 0.10 | 161.033 | 160.133 | 162.533 | ||
| 37 | 2022.08.26 16:00 | t/p | 12 | 0.10 | 162.533 | 160.133 | 162.533 | 114.47 | 10218.73 |
| 38 | 2022.09.02 12:00 | sell | 13 | 0.10 | 162.330 | 0.000 | 0.000 | ||
| 39 | 2022.09.02 12:00 | modify | 13 | 0.10 | 162.330 | 163.230 | 160.830 | ||
| 40 | 2022.09.05 00:00 | t/p | 13 | 0.10 | 160.830 | 163.230 | 160.830 | 108.86 | 10327.58 |
| 41 | 2022.09.28 12:00 | buy | 14 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 42 | 2022.09.28 12:00 | modify | 14 | 0.10 | 153.157 | 152.257 | 154.657 | ||
| 43 | 2022.09.28 16:00 | t/p | 14 | 0.10 | 154.657 | 152.257 | 154.657 | 110.24 | 10437.82 |
| 44 | 2022.10.13 12:00 | sell | 15 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 45 | 2022.10.13 12:00 | modify | 15 | 0.10 | 165.204 | 166.104 | 163.704 | ||
| 46 | 2022.10.13 16:00 | s/l | 15 | 0.10 | 166.104 | 166.104 | 163.704 | -66.15 | 10371.67 |
| 47 | 2022.10.17 12:00 | sell | 16 | 0.10 | 168.106 | 0.000 | 0.000 | ||
| 48 | 2022.10.17 12:00 | modify | 16 | 0.10 | 168.106 | 169.006 | 166.606 | ||
| 49 | 2022.10.17 16:00 | s/l | 16 | 0.10 | 169.006 | 169.006 | 166.606 | -66.14 | 10305.53 |
| 50 | 2022.11.01 12:00 | buy | 17 | 0.10 | 170.057 | 0.000 | 0.000 | ||
| 51 | 2022.11.01 12:00 | modify | 17 | 0.10 | 170.057 | 169.157 | 171.557 | ||
| 52 | 2022.11.02 12:00 | s/l | 17 | 0.10 | 169.157 | 169.157 | 171.557 | -65.09 | 10240.44 |
| 53 | 2022.11.07 12:00 | sell | 18 | 0.10 | 167.795 | 0.000 | 0.000 | ||
| 54 | 2022.11.07 12:00 | modify | 18 | 0.10 | 167.795 | 168.695 | 166.295 | ||
| 55 | 2022.11.07 20:00 | s/l | 18 | 0.10 | 168.695 | 168.695 | 166.295 | -66.14 | 10174.30 |
| 56 | 2022.11.11 12:00 | buy | 19 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 57 | 2022.11.11 12:00 | modify | 19 | 0.10 | 164.077 | 163.177 | 165.577 | ||
| 58 | 2022.11.14 12:00 | t/p | 19 | 0.10 | 165.577 | 163.177 | 165.577 | 111.31 | 10285.60 |
| 59 | 2022.11.21 12:00 | sell | 20 | 0.10 | 167.530 | 0.000 | 0.000 | ||
| 60 | 2022.11.21 12:00 | modify | 20 | 0.10 | 167.530 | 168.430 | 166.030 | ||
| 61 | 2022.11.23 12:00 | s/l | 20 | 0.10 | 168.430 | 168.430 | 166.030 | -68.91 | 10216.69 |
| 62 | 2022.11.23 12:00 | sell | 21 | 0.10 | 168.827 | 0.000 | 0.000 | ||
| 63 | 2022.11.23 12:00 | modify | 21 | 0.10 | 168.827 | 169.727 | 167.327 | ||
| 64 | 2022.11.24 12:00 | t/p | 21 | 0.10 | 167.327 | 169.727 | 167.327 | 106.08 | 10322.78 |
| 65 | 2022.11.25 12:00 | sell | 22 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 66 | 2022.11.25 12:00 | modify | 22 | 0.10 | 168.688 | 169.588 | 167.188 | ||
| 67 | 2022.11.28 04:00 | t/p | 22 | 0.10 | 167.188 | 169.588 | 167.188 | 108.86 | 10431.63 |
| 68 | 2022.12.13 12:00 | sell | 23 | 0.10 | 169.058 | 0.000 | 0.000 | ||
| 69 | 2022.12.13 12:00 | modify | 23 | 0.10 | 169.058 | 169.958 | 167.558 | ||
| 70 | 2022.12.13 16:00 | t/p | 23 | 0.10 | 167.558 | 169.958 | 167.558 | 110.24 | 10541.87 |
| 71 | 2022.12.14 12:00 | buy | 24 | 0.10 | 167.003 | 0.000 | 0.000 | ||
| 72 | 2022.12.14 12:00 | modify | 24 | 0.10 | 167.003 | 166.103 | 168.503 | ||
| 73 | 2022.12.15 12:00 | t/p | 24 | 0.10 | 168.503 | 166.103 | 168.503 | 113.42 | 10655.29 |
| 74 | 2022.12.21 12:00 | buy | 25 | 0.10 | 159.541 | 0.000 | 0.000 | ||
| 75 | 2022.12.21 12:00 | modify | 25 | 0.10 | 159.541 | 158.641 | 161.041 | ||
| 76 | 2022.12.27 00:00 | buy | 26 | 0.10 | 160.443 | 0.000 | 0.000 | ||
| 77 | 2022.12.27 00:00 | modify | 26 | 0.10 | 160.443 | 159.916 | 161.041 | ||
| 78 | 2022.12.27 00:00 | modify | 25 | 0.10 | 159.541 | 159.916 | 161.041 | ||
| 79 | 2022.12.27 04:00 | buy | 27 | 0.10 | 160.617 | 0.000 | 0.000 | ||
| 80 | 2022.12.27 04:00 | modify | 27 | 0.10 | 160.617 | 160.141 | 161.041 | ||
| 81 | 2022.12.27 04:00 | modify | 26 | 0.10 | 160.443 | 160.141 | 161.041 | ||
| 82 | 2022.12.27 04:00 | modify | 25 | 0.10 | 159.541 | 160.141 | 161.041 | ||
| 83 | 2022.12.28 04:00 | t/p | 25 | 0.10 | 161.041 | 160.141 | 161.041 | 117.64 | 10772.93 |
| 84 | 2022.12.28 04:00 | t/p | 26 | 0.10 | 161.041 | 160.141 | 161.041 | 45.01 | 10817.93 |
| 85 | 2022.12.28 04:00 | t/p | 27 | 0.10 | 161.041 | 160.141 | 161.041 | 32.22 | 10850.15 |
| 86 | 2023.01.02 12:00 | buy | 28 | 0.10 | 157.624 | 0.000 | 0.000 | ||
| 87 | 2023.01.02 12:00 | modify | 28 | 0.10 | 157.624 | 156.724 | 159.124 | ||
| 88 | 2023.01.03 04:00 | s/l | 28 | 0.10 | 156.724 | 156.724 | 159.124 | -65.08 | 10785.06 |
| 89 | 2023.01.17 12:00 | sell | 29 | 0.10 | 157.712 | 0.000 | 0.000 | ||
| 90 | 2023.01.17 12:00 | modify | 29 | 0.10 | 157.712 | 158.612 | 156.212 | ||
| 91 | 2023.01.17 16:00 | sell | 30 | 0.10 | 157.334 | 0.000 | 0.000 | ||
| 92 | 2023.01.17 16:00 | modify | 30 | 0.10 | 157.334 | 157.637 | 156.212 | ||
| 93 | 2023.01.17 16:00 | modify | 29 | 0.10 | 157.712 | 157.637 | 156.212 | ||
| 94 | 2023.01.18 04:00 | s/l | 29 | 0.10 | 157.637 | 157.637 | 156.212 | 4.13 | 10789.19 |
| 95 | 2023.01.18 04:00 | s/l | 30 | 0.10 | 157.637 | 157.637 | 156.212 | -23.65 | 10765.54 |
| 96 | 2023.01.20 12:00 | sell | 31 | 0.10 | 160.469 | 0.000 | 0.000 | ||
| 97 | 2023.01.20 12:00 | modify | 31 | 0.10 | 160.469 | 161.369 | 158.969 | ||
| 98 | 2023.01.23 08:00 | s/l | 31 | 0.10 | 161.369 | 161.369 | 158.969 | -67.53 | 10698.01 |
| 99 | 2023.01.25 12:00 | buy | 32 | 0.10 | 159.635 | 0.000 | 0.000 | ||
| 100 | 2023.01.25 12:00 | modify | 32 | 0.10 | 159.635 | 158.735 | 161.135 | ||
| 101 | 2023.01.26 08:00 | buy | 33 | 0.10 | 160.697 | 0.000 | 0.000 | ||
| 102 | 2023.01.26 08:00 | modify | 33 | 0.10 | 160.697 | 160.235 | 161.135 | ||
| 103 | 2023.01.26 08:00 | modify | 32 | 0.10 | 159.635 | 160.235 | 161.135 | ||
| 104 | 2023.01.26 12:00 | t/p | 32 | 0.10 | 161.135 | 160.235 | 161.135 | 113.42 | 10811.42 |
| 105 | 2023.01.26 12:00 | t/p | 33 | 0.10 | 161.135 | 160.235 | 161.135 | 32.19 | 10843.61 |
| 106 | 2023.02.13 12:00 | sell | 34 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 107 | 2023.02.13 12:00 | modify | 34 | 0.10 | 159.982 | 160.882 | 158.482 | ||
| 108 | 2023.02.13 16:00 | s/l | 34 | 0.10 | 160.882 | 160.882 | 158.482 | -66.15 | 10777.46 |
| 109 | 2023.02.21 12:00 | sell | 35 | 0.10 | 162.998 | 0.000 | 0.000 | ||
| 110 | 2023.02.21 12:00 | modify | 35 | 0.10 | 162.998 | 163.898 | 161.498 | ||
| 111 | 2023.02.24 00:00 | t/p | 35 | 0.10 | 161.498 | 163.898 | 161.498 | 103.32 | 10880.78 |
| 112 | 2023.02.27 12:00 | sell | 36 | 0.10 | 163.289 | 0.000 | 0.000 | ||
| 113 | 2023.02.27 12:00 | modify | 36 | 0.10 | 163.289 | 164.189 | 161.789 | ||
| 114 | 2023.02.27 20:00 | s/l | 36 | 0.10 | 164.189 | 164.189 | 161.789 | -66.14 | 10814.64 |
| 115 | 2023.03.01 12:00 | buy | 37 | 0.10 | 163.115 | 0.000 | 0.000 | ||
| 116 | 2023.03.01 12:00 | modify | 37 | 0.10 | 163.115 | 162.215 | 164.615 | ||
| 117 | 2023.03.07 20:00 | s/l | 37 | 0.10 | 162.215 | 162.215 | 164.615 | -59.82 | 10754.82 |
| 118 | 2023.03.10 12:00 | sell | 38 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 119 | 2023.03.10 12:00 | modify | 38 | 0.10 | 164.013 | 164.913 | 162.513 | ||
| 120 | 2023.03.10 16:00 | t/p | 38 | 0.10 | 162.513 | 164.913 | 162.513 | 110.24 | 10865.06 |
| 121 | 2023.03.22 12:00 | sell | 39 | 0.10 | 163.044 | 0.000 | 0.000 | ||
| 122 | 2023.03.22 12:00 | modify | 39 | 0.10 | 163.044 | 163.944 | 161.544 | ||
| 123 | 2023.03.22 20:00 | t/p | 39 | 0.10 | 161.544 | 163.944 | 161.544 | 110.23 | 10975.29 |
| 124 | 2023.03.24 12:00 | buy | 40 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 125 | 2023.03.24 12:00 | modify | 40 | 0.10 | 158.888 | 157.988 | 160.388 | ||
| 126 | 2023.03.27 08:00 | t/p | 40 | 0.10 | 160.388 | 157.988 | 160.388 | 111.30 | 11086.59 |