Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2617 | Ticks modelled | 80213 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 999.92 | Gross profit | 1371.68 | Gross loss | -371.77 |
| Profit factor | 3.69 | Expected payoff | 28.57 | ||
| Absolute drawdown | 34.92 | Maximal drawdown | 154.29 (1.40%) | Relative drawdown | 1.40% (154.29) |
| Total trades | 35 | Short positions (won %) | 26 (84.62%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 26 (74.29%) | Loss trades (% of total) | 9 (25.71%) | ||
| Largest | profit trade | 94.37 | loss trade | -64.62 | |
| Average | profit trade | 52.76 | loss trade | -41.31 | |
| Maximum | consecutive wins (profit in money) | 5 (302.40) | consecutive losses (loss in money) | 2 (-48.16) | |
| Maximal | consecutive profit (count of wins) | 302.40 (5) | consecutive loss (count of losses) | -64.62 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.08 20:00 | sell | 1 | 0.10 | 168.329 | 0.000 | 0.000 | ||
| 2 | 2022.06.08 20:00 | modify | 1 | 0.10 | 168.329 | 169.229 | 167.029 | ||
| 3 | 2022.06.09 05:30 | sell | 2 | 0.10 | 167.667 | 0.000 | 0.000 | ||
| 4 | 2022.06.09 05:30 | modify | 2 | 0.10 | 167.667 | 168.264 | 167.029 | ||
| 5 | 2022.06.09 05:30 | sell | 3 | 0.10 | 167.667 | 0.000 | 0.000 | ||
| 6 | 2022.06.09 05:30 | modify | 3 | 0.10 | 167.667 | 168.004 | 167.029 | ||
| 7 | 2022.06.09 05:30 | modify | 1 | 0.10 | 168.329 | 168.004 | 167.029 | ||
| 8 | 2022.06.09 05:35 | modify | 2 | 0.10 | 167.667 | 168.004 | 167.029 | ||
| 9 | 2022.06.09 05:50 | sell | 4 | 0.10 | 167.477 | 0.000 | 0.000 | ||
| 10 | 2022.06.09 05:50 | modify | 4 | 0.10 | 167.477 | 167.744 | 167.029 | ||
| 11 | 2022.06.09 05:50 | modify | 3 | 0.10 | 167.667 | 167.744 | 167.029 | ||
| 12 | 2022.06.09 05:50 | modify | 2 | 0.10 | 167.667 | 167.744 | 167.029 | ||
| 13 | 2022.06.09 05:50 | modify | 1 | 0.10 | 168.329 | 167.744 | 167.029 | ||
| 14 | 2022.06.09 07:40 | t/p | 1 | 0.10 | 167.029 | 167.744 | 167.029 | 89.12 | 10089.12 |
| 15 | 2022.06.09 07:40 | t/p | 2 | 0.10 | 167.029 | 167.744 | 167.029 | 45.71 | 10134.83 |
| 16 | 2022.06.09 07:40 | t/p | 3 | 0.10 | 167.029 | 167.744 | 167.029 | 45.71 | 10180.54 |
| 17 | 2022.06.09 07:40 | t/p | 4 | 0.10 | 167.029 | 167.744 | 167.029 | 32.10 | 10212.64 |
| 18 | 2022.06.17 12:00 | sell | 5 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 19 | 2022.06.17 12:00 | modify | 5 | 0.10 | 165.164 | 166.064 | 163.864 | ||
| 20 | 2022.06.20 02:05 | sell | 6 | 0.10 | 164.503 | 0.000 | 0.000 | ||
| 21 | 2022.06.20 02:05 | modify | 6 | 0.10 | 164.503 | 165.099 | 163.864 | ||
| 22 | 2022.06.20 02:05 | sell | 7 | 0.10 | 164.503 | 0.000 | 0.000 | ||
| 23 | 2022.06.20 02:05 | modify | 7 | 0.10 | 164.503 | 164.839 | 163.864 | ||
| 24 | 2022.06.20 02:05 | modify | 5 | 0.10 | 165.164 | 164.839 | 163.864 | ||
| 25 | 2022.06.20 02:10 | modify | 6 | 0.10 | 164.503 | 164.839 | 163.864 | ||
| 26 | 2022.06.20 02:40 | s/l | 5 | 0.10 | 164.839 | 164.839 | 163.864 | 21.95 | 10234.58 |
| 27 | 2022.06.20 02:40 | s/l | 6 | 0.10 | 164.839 | 164.839 | 163.864 | -24.08 | 10210.50 |
| 28 | 2022.06.20 02:40 | s/l | 7 | 0.10 | 164.839 | 164.839 | 163.864 | -24.08 | 10186.42 |
| 29 | 2022.08.15 16:00 | buy | 8 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 30 | 2022.08.15 16:00 | modify | 8 | 0.10 | 160.974 | 160.074 | 162.274 | ||
| 31 | 2022.08.16 11:50 | buy | 9 | 0.10 | 161.640 | 0.000 | 0.000 | ||
| 32 | 2022.08.16 11:50 | modify | 9 | 0.10 | 161.640 | 161.039 | 162.274 | ||
| 33 | 2022.08.16 11:50 | buy | 10 | 0.10 | 161.640 | 0.000 | 0.000 | ||
| 34 | 2022.08.16 11:50 | modify | 10 | 0.10 | 161.640 | 161.299 | 162.274 | ||
| 35 | 2022.08.16 11:50 | modify | 8 | 0.10 | 160.974 | 161.299 | 162.274 | ||
| 36 | 2022.08.16 11:55 | modify | 9 | 0.10 | 161.640 | 161.299 | 162.274 | ||
| 37 | 2022.08.16 12:40 | t/p | 8 | 0.10 | 162.274 | 161.299 | 162.274 | 94.37 | 10280.79 |
| 38 | 2022.08.16 12:40 | t/p | 9 | 0.10 | 162.274 | 161.299 | 162.274 | 45.52 | 10326.31 |
| 39 | 2022.08.16 12:40 | t/p | 10 | 0.10 | 162.274 | 161.299 | 162.274 | 45.52 | 10371.83 |
| 40 | 2022.09.07 12:00 | sell | 11 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 41 | 2022.09.07 12:00 | modify | 11 | 0.10 | 165.595 | 166.495 | 164.295 | ||
| 42 | 2022.09.08 08:05 | sell | 12 | 0.10 | 164.944 | 0.000 | 0.000 | ||
| 43 | 2022.09.08 08:05 | modify | 12 | 0.10 | 164.944 | 165.530 | 164.295 | ||
| 44 | 2022.09.08 08:05 | sell | 13 | 0.10 | 164.944 | 0.000 | 0.000 | ||
| 45 | 2022.09.08 08:05 | modify | 13 | 0.10 | 164.944 | 165.270 | 164.295 | ||
| 46 | 2022.09.08 08:05 | modify | 11 | 0.10 | 165.595 | 165.270 | 164.295 | ||
| 47 | 2022.09.08 08:10 | modify | 12 | 0.10 | 164.944 | 165.270 | 164.295 | ||
| 48 | 2022.09.08 08:30 | s/l | 11 | 0.10 | 165.270 | 165.270 | 164.295 | 19.26 | 10391.09 |
| 49 | 2022.09.08 08:30 | s/l | 12 | 0.10 | 165.270 | 165.270 | 164.295 | -23.36 | 10367.73 |
| 50 | 2022.09.08 08:30 | s/l | 13 | 0.10 | 165.270 | 165.270 | 164.295 | -23.36 | 10344.37 |
| 51 | 2022.10.13 20:00 | sell | 14 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 52 | 2022.10.13 20:00 | modify | 14 | 0.10 | 166.640 | 167.540 | 165.340 | ||
| 53 | 2022.10.14 11:40 | t/p | 14 | 0.10 | 165.340 | 167.540 | 165.340 | 91.82 | 10436.18 |
| 54 | 2022.10.26 12:00 | sell | 15 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 55 | 2022.10.26 12:00 | modify | 15 | 0.10 | 170.080 | 170.980 | 168.780 | ||
| 56 | 2022.10.27 05:05 | sell | 16 | 0.10 | 169.412 | 0.000 | 0.000 | ||
| 57 | 2022.10.27 05:05 | modify | 16 | 0.10 | 169.412 | 170.015 | 168.780 | ||
| 58 | 2022.10.27 05:05 | sell | 17 | 0.10 | 169.412 | 0.000 | 0.000 | ||
| 59 | 2022.10.27 05:05 | modify | 17 | 0.10 | 169.412 | 169.755 | 168.780 | ||
| 60 | 2022.10.27 05:05 | modify | 15 | 0.10 | 170.080 | 169.755 | 168.780 | ||
| 61 | 2022.10.27 05:10 | modify | 16 | 0.10 | 169.412 | 169.755 | 168.780 | ||
| 62 | 2022.10.27 05:20 | sell | 18 | 0.10 | 169.211 | 0.000 | 0.000 | ||
| 63 | 2022.10.27 05:20 | modify | 18 | 0.10 | 169.211 | 169.495 | 168.780 | ||
| 64 | 2022.10.27 05:20 | modify | 17 | 0.10 | 169.412 | 169.495 | 168.780 | ||
| 65 | 2022.10.27 05:20 | modify | 16 | 0.10 | 169.412 | 169.495 | 168.780 | ||
| 66 | 2022.10.27 05:20 | modify | 15 | 0.10 | 170.080 | 169.495 | 168.780 | ||
| 67 | 2022.10.27 06:40 | t/p | 15 | 0.10 | 168.780 | 169.495 | 168.780 | 89.13 | 10525.31 |
| 68 | 2022.10.27 06:40 | t/p | 16 | 0.10 | 168.780 | 169.495 | 168.780 | 45.29 | 10570.60 |
| 69 | 2022.10.27 06:40 | t/p | 17 | 0.10 | 168.780 | 169.495 | 168.780 | 45.29 | 10615.89 |
| 70 | 2022.10.27 06:40 | t/p | 18 | 0.10 | 168.780 | 169.495 | 168.780 | 30.88 | 10646.77 |
| 71 | 2022.12.16 20:00 | buy | 19 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 72 | 2022.12.16 20:00 | modify | 19 | 0.10 | 166.173 | 165.273 | 167.473 | ||
| 73 | 2022.12.18 22:00 | s/l | 19 | 0.10 | 165.273 | 165.273 | 167.473 | -64.62 | 10582.15 |
| 74 | 2022.12.20 20:00 | buy | 20 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 75 | 2022.12.20 20:00 | modify | 20 | 0.10 | 160.079 | 159.179 | 161.379 | ||
| 76 | 2022.12.21 01:50 | buy | 21 | 0.10 | 160.949 | 0.000 | 0.000 | ||
| 77 | 2022.12.21 01:50 | modify | 21 | 0.10 | 160.949 | 160.664 | 161.379 | ||
| 78 | 2022.12.21 01:50 | modify | 20 | 0.10 | 160.079 | 160.664 | 161.379 | ||
| 79 | 2022.12.21 02:30 | s/l | 20 | 0.10 | 160.664 | 160.664 | 161.379 | 43.04 | 10625.19 |
| 80 | 2022.12.21 02:30 | s/l | 21 | 0.10 | 160.664 | 160.664 | 161.379 | -20.46 | 10604.73 |
| 81 | 2022.12.28 16:00 | sell | 22 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 82 | 2022.12.28 16:00 | modify | 22 | 0.10 | 161.540 | 162.440 | 160.240 | ||
| 83 | 2022.12.29 06:20 | sell | 23 | 0.10 | 160.864 | 0.000 | 0.000 | ||
| 84 | 2022.12.29 06:20 | modify | 23 | 0.10 | 160.864 | 161.475 | 160.240 | ||
| 85 | 2022.12.29 06:20 | sell | 24 | 0.10 | 160.864 | 0.000 | 0.000 | ||
| 86 | 2022.12.29 06:20 | modify | 24 | 0.10 | 160.864 | 161.215 | 160.240 | ||
| 87 | 2022.12.29 06:20 | modify | 22 | 0.10 | 161.540 | 161.215 | 160.240 | ||
| 88 | 2022.12.29 06:25 | modify | 23 | 0.10 | 160.864 | 161.215 | 160.240 | ||
| 89 | 2022.12.29 14:40 | t/p | 22 | 0.10 | 160.240 | 161.215 | 160.240 | 89.13 | 10693.85 |
| 90 | 2022.12.29 14:40 | t/p | 23 | 0.10 | 160.240 | 161.215 | 160.240 | 44.72 | 10738.57 |
| 91 | 2022.12.29 14:40 | t/p | 24 | 0.10 | 160.240 | 161.215 | 160.240 | 44.72 | 10783.29 |
| 92 | 2022.12.30 16:00 | buy | 25 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 93 | 2022.12.30 16:00 | modify | 25 | 0.10 | 158.735 | 157.835 | 160.035 | ||
| 94 | 2022.12.30 19:15 | s/l | 25 | 0.10 | 157.835 | 157.835 | 160.035 | -64.62 | 10718.67 |
| 95 | 2023.01.09 16:00 | sell | 26 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 96 | 2023.01.09 16:00 | modify | 26 | 0.10 | 160.847 | 161.747 | 159.547 | ||
| 97 | 2023.01.12 00:30 | sell | 27 | 0.10 | 160.186 | 0.000 | 0.000 | ||
| 98 | 2023.01.12 00:30 | modify | 27 | 0.10 | 160.186 | 160.782 | 159.547 | ||
| 99 | 2023.01.12 00:30 | sell | 28 | 0.10 | 160.186 | 0.000 | 0.000 | ||
| 100 | 2023.01.12 00:30 | modify | 28 | 0.10 | 160.186 | 160.522 | 159.547 | ||
| 101 | 2023.01.12 00:30 | modify | 26 | 0.10 | 160.847 | 160.522 | 159.547 | ||
| 102 | 2023.01.12 00:35 | modify | 27 | 0.10 | 160.186 | 160.522 | 159.547 | ||
| 103 | 2023.01.12 05:45 | sell | 29 | 0.10 | 159.992 | 0.000 | 0.000 | ||
| 104 | 2023.01.12 05:45 | modify | 29 | 0.10 | 159.992 | 160.262 | 159.547 | ||
| 105 | 2023.01.12 05:45 | modify | 28 | 0.10 | 160.186 | 160.262 | 159.547 | ||
| 106 | 2023.01.12 05:45 | modify | 27 | 0.10 | 160.186 | 160.262 | 159.547 | ||
| 107 | 2023.01.12 05:45 | modify | 26 | 0.10 | 160.847 | 160.262 | 159.547 | ||
| 108 | 2023.01.12 09:40 | t/p | 26 | 0.10 | 159.547 | 160.262 | 159.547 | 86.44 | 10805.11 |
| 109 | 2023.01.12 09:40 | t/p | 27 | 0.10 | 159.547 | 160.262 | 159.547 | 45.79 | 10850.90 |
| 110 | 2023.01.12 09:40 | t/p | 28 | 0.10 | 159.547 | 160.262 | 159.547 | 45.79 | 10896.69 |
| 111 | 2023.01.12 09:40 | t/p | 29 | 0.10 | 159.547 | 160.262 | 159.547 | 31.89 | 10928.58 |
| 112 | 2023.01.12 20:00 | buy | 30 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 113 | 2023.01.12 20:00 | modify | 30 | 0.10 | 158.067 | 157.167 | 159.367 | ||
| 114 | 2023.01.13 06:20 | s/l | 30 | 0.10 | 157.167 | 157.167 | 159.367 | -63.59 | 10864.99 |
| 115 | 2023.02.21 20:00 | sell | 31 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 116 | 2023.02.21 20:00 | modify | 31 | 0.10 | 163.416 | 164.316 | 162.116 | ||
| 117 | 2023.02.22 08:33 | sell | 32 | 0.10 | 162.746 | 0.000 | 0.000 | ||
| 118 | 2023.02.22 08:33 | modify | 32 | 0.10 | 162.746 | 163.351 | 162.116 | ||
| 119 | 2023.02.22 08:33 | sell | 33 | 0.10 | 162.746 | 0.000 | 0.000 | ||
| 120 | 2023.02.22 08:33 | modify | 33 | 0.10 | 162.746 | 163.091 | 162.116 | ||
| 121 | 2023.02.22 08:33 | modify | 31 | 0.10 | 163.416 | 163.091 | 162.116 | ||
| 122 | 2023.02.22 08:40 | modify | 32 | 0.10 | 162.746 | 163.091 | 162.116 | ||
| 123 | 2023.02.22 16:35 | sell | 34 | 0.10 | 162.570 | 0.000 | 0.000 | ||
| 124 | 2023.02.22 16:35 | modify | 34 | 0.10 | 162.570 | 162.831 | 162.116 | ||
| 125 | 2023.02.22 16:35 | modify | 33 | 0.10 | 162.746 | 162.831 | 162.116 | ||
| 126 | 2023.02.22 16:35 | modify | 32 | 0.10 | 162.746 | 162.831 | 162.116 | ||
| 127 | 2023.02.22 16:35 | modify | 31 | 0.10 | 163.416 | 162.831 | 162.116 | ||
| 128 | 2023.02.23 09:40 | t/p | 31 | 0.10 | 162.116 | 162.831 | 162.116 | 87.78 | 10952.77 |
| 129 | 2023.02.23 09:40 | t/p | 32 | 0.10 | 162.116 | 162.831 | 162.116 | 41.12 | 10993.89 |
| 130 | 2023.02.23 09:40 | t/p | 33 | 0.10 | 162.116 | 162.831 | 162.116 | 41.12 | 11035.00 |
| 131 | 2023.02.23 09:40 | t/p | 34 | 0.10 | 162.116 | 162.831 | 162.116 | 28.51 | 11063.51 |
| 132 | 2023.05.02 20:00 | buy | 35 | 0.10 | 170.352 | 0.000 | 0.000 | ||
| 133 | 2023.05.02 20:00 | modify | 35 | 0.10 | 170.352 | 169.452 | 171.652 | ||
| 134 | 2023.05.03 10:40 | s/l | 35 | 0.10 | 169.452 | 169.452 | 171.652 | -63.59 | 10999.92 |