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 23:59 (2022.06.01 - 2023.06.01) | ||||
| 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=25; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 504.44 | Gross profit | 1414.73 | Gross loss | -910.29 |
| Profit factor | 1.55 | Expected payoff | 15.29 | ||
| Absolute drawdown | 91.17 | Maximal drawdown | 290.09 (2.69%) | Relative drawdown | 2.69% (290.09) |
| Total trades | 33 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 14 (35.71%) |
| Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
| Largest | profit trade | 87.19 | loss trade | -72.56 | |
| Average | profit trade | 74.46 | loss trade | -65.02 | |
| Maximum | consecutive wins (profit in money) | 5 (390.52) | consecutive losses (loss in money) | 4 (-267.95) | |
| Maximal | consecutive profit (count of wins) | 390.52 (5) | consecutive loss (count of losses) | -267.95 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 08:00 | sell | 1 | 0.10 | 165.699 | 0.000 | 0.000 | ||
| 2 | 2022.06.07 08:00 | modify | 1 | 0.10 | 165.699 | 166.599 | 164.499 | ||
| 3 | 2022.06.07 16:00 | s/l | 1 | 0.10 | 166.599 | 166.599 | 164.499 | -64.49 | 9935.51 |
| 4 | 2022.06.08 20:00 | sell | 2 | 0.10 | 168.329 | 0.000 | 0.000 | ||
| 5 | 2022.06.08 20:00 | modify | 2 | 0.10 | 168.329 | 169.229 | 167.129 | ||
| 6 | 2022.06.09 08:00 | t/p | 2 | 0.10 | 167.129 | 169.229 | 167.129 | 81.96 | 10017.47 |
| 7 | 2022.06.12 20:00 | buy | 3 | 0.10 | 165.433 | 0.000 | 0.000 | ||
| 8 | 2022.06.12 20:00 | modify | 3 | 0.10 | 165.433 | 164.533 | 166.633 | ||
| 9 | 2022.06.13 12:00 | s/l | 3 | 0.10 | 164.533 | 164.533 | 166.633 | -63.59 | 9953.87 |
| 10 | 2022.06.14 00:00 | buy | 4 | 0.10 | 163.027 | 0.000 | 0.000 | ||
| 11 | 2022.06.14 00:00 | modify | 4 | 0.10 | 163.027 | 162.127 | 164.227 | ||
| 12 | 2022.06.14 04:00 | buy | 5 | 0.10 | 163.894 | 0.000 | 0.000 | ||
| 13 | 2022.06.14 04:00 | modify | 5 | 0.10 | 163.894 | 163.447 | 164.227 | ||
| 14 | 2022.06.14 04:00 | modify | 4 | 0.10 | 163.027 | 163.447 | 164.227 | ||
| 15 | 2022.06.14 08:00 | t/p | 4 | 0.10 | 164.227 | 163.447 | 164.227 | 86.16 | 10040.03 |
| 16 | 2022.06.14 08:00 | t/p | 5 | 0.10 | 164.227 | 163.447 | 164.227 | 23.91 | 10063.94 |
| 17 | 2022.06.17 12:00 | sell | 6 | 0.10 | 165.164 | 0.000 | 0.000 | ||
| 18 | 2022.06.17 12:00 | modify | 6 | 0.10 | 165.164 | 166.064 | 163.964 | ||
| 19 | 2022.06.21 08:00 | s/l | 6 | 0.10 | 166.064 | 166.064 | 163.964 | -67.18 | 9996.76 |
| 20 | 2022.07.01 08:00 | buy | 7 | 0.10 | 163.895 | 0.000 | 0.000 | ||
| 21 | 2022.07.01 08:00 | modify | 7 | 0.10 | 163.895 | 162.995 | 165.095 | ||
| 22 | 2022.07.01 12:00 | s/l | 7 | 0.10 | 162.995 | 162.995 | 165.095 | -64.62 | 9932.14 |
| 23 | 2022.07.08 00:00 | sell | 8 | 0.10 | 163.489 | 0.000 | 0.000 | ||
| 24 | 2022.07.08 00:00 | modify | 8 | 0.10 | 163.489 | 164.389 | 162.289 | ||
| 25 | 2022.07.08 08:00 | t/p | 8 | 0.10 | 162.289 | 164.389 | 162.289 | 85.99 | 10018.13 |
| 26 | 2022.08.15 16:00 | buy | 9 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 27 | 2022.08.15 16:00 | modify | 9 | 0.10 | 160.974 | 160.074 | 162.174 | ||
| 28 | 2022.08.16 16:00 | t/p | 9 | 0.10 | 162.174 | 160.074 | 162.174 | 87.19 | 10105.32 |
| 29 | 2022.09.07 12:00 | sell | 10 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 30 | 2022.09.07 12:00 | modify | 10 | 0.10 | 165.595 | 166.495 | 164.395 | ||
| 31 | 2022.09.09 12:00 | t/p | 10 | 0.10 | 164.395 | 166.495 | 164.395 | 80.61 | 10185.93 |
| 32 | 2022.10.04 04:00 | sell | 11 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 33 | 2022.10.04 04:00 | modify | 11 | 0.10 | 163.790 | 164.690 | 162.590 | ||
| 34 | 2022.10.04 08:00 | s/l | 11 | 0.10 | 164.690 | 164.690 | 162.590 | -64.49 | 10121.44 |
| 35 | 2022.10.13 20:00 | sell | 12 | 0.10 | 166.640 | 0.000 | 0.000 | ||
| 36 | 2022.10.13 20:00 | modify | 12 | 0.10 | 166.640 | 167.540 | 165.440 | ||
| 37 | 2022.10.14 12:00 | t/p | 12 | 0.10 | 165.440 | 167.540 | 165.440 | 84.65 | 10206.09 |
| 38 | 2022.10.26 12:00 | sell | 13 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 39 | 2022.10.26 12:00 | modify | 13 | 0.10 | 170.080 | 170.980 | 168.880 | ||
| 40 | 2022.10.27 08:00 | t/p | 13 | 0.10 | 168.880 | 170.980 | 168.880 | 81.96 | 10288.05 |
| 41 | 2022.11.04 00:00 | buy | 14 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 42 | 2022.11.04 00:00 | modify | 14 | 0.10 | 165.783 | 164.883 | 166.983 | ||
| 43 | 2022.11.07 12:00 | t/p | 14 | 0.10 | 166.983 | 164.883 | 166.983 | 87.19 | 10375.23 |
| 44 | 2022.11.08 00:00 | sell | 15 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 45 | 2022.11.08 00:00 | modify | 15 | 0.10 | 168.795 | 169.695 | 167.595 | ||
| 46 | 2022.11.08 08:00 | sell | 16 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 47 | 2022.11.08 08:00 | modify | 16 | 0.10 | 168.303 | 168.495 | 167.595 | ||
| 48 | 2022.11.08 08:00 | modify | 15 | 0.10 | 168.795 | 168.495 | 167.595 | ||
| 49 | 2022.11.08 12:00 | t/p | 15 | 0.10 | 167.595 | 168.495 | 167.595 | 85.99 | 10461.22 |
| 50 | 2022.11.08 12:00 | t/p | 16 | 0.10 | 167.595 | 168.495 | 167.595 | 50.74 | 10511.96 |
| 51 | 2022.12.16 20:00 | buy | 17 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 52 | 2022.12.16 20:00 | modify | 17 | 0.10 | 166.173 | 165.273 | 167.373 | ||
| 53 | 2022.12.18 20:00 | s/l | 17 | 0.10 | 165.273 | 165.273 | 167.373 | -64.62 | 10447.34 |
| 54 | 2022.12.20 12:00 | buy | 18 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 55 | 2022.12.20 12:00 | modify | 18 | 0.10 | 161.114 | 160.214 | 162.314 | ||
| 56 | 2022.12.20 16:00 | s/l | 18 | 0.10 | 160.214 | 160.214 | 162.314 | -64.62 | 10382.72 |
| 57 | 2022.12.20 20:00 | buy | 19 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 58 | 2022.12.20 20:00 | modify | 19 | 0.10 | 160.079 | 159.179 | 161.279 | ||
| 59 | 2022.12.22 12:00 | s/l | 19 | 0.10 | 159.179 | 159.179 | 161.279 | -60.51 | 10322.21 |
| 60 | 2022.12.28 16:00 | sell | 20 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 61 | 2022.12.28 16:00 | modify | 20 | 0.10 | 161.540 | 162.440 | 160.340 | ||
| 62 | 2022.12.29 16:00 | t/p | 20 | 0.10 | 160.340 | 162.440 | 160.340 | 81.96 | 10404.17 |
| 63 | 2022.12.30 16:00 | buy | 21 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 64 | 2022.12.30 16:00 | modify | 21 | 0.10 | 158.735 | 157.835 | 159.935 | ||
| 65 | 2022.12.30 20:00 | s/l | 21 | 0.10 | 157.835 | 157.835 | 159.935 | -64.62 | 10339.55 |
| 66 | 2023.01.09 16:00 | sell | 22 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 67 | 2023.01.09 16:00 | modify | 22 | 0.10 | 160.847 | 161.747 | 159.647 | ||
| 68 | 2023.01.12 00:00 | sell | 23 | 0.10 | 160.362 | 0.000 | 0.000 | ||
| 69 | 2023.01.12 00:00 | modify | 23 | 0.10 | 160.362 | 160.547 | 159.647 | ||
| 70 | 2023.01.12 00:00 | modify | 22 | 0.10 | 160.847 | 160.547 | 159.647 | ||
| 71 | 2023.01.12 12:00 | t/p | 22 | 0.10 | 159.647 | 160.547 | 159.647 | 79.27 | 10418.82 |
| 72 | 2023.01.12 12:00 | t/p | 23 | 0.10 | 159.647 | 160.547 | 159.647 | 51.24 | 10470.06 |
| 73 | 2023.01.12 20:00 | buy | 24 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 74 | 2023.01.12 20:00 | modify | 24 | 0.10 | 158.067 | 157.167 | 159.267 | ||
| 75 | 2023.01.13 08:00 | s/l | 24 | 0.10 | 157.167 | 157.167 | 159.267 | -63.59 | 10406.46 |
| 76 | 2023.01.18 08:00 | sell | 25 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 77 | 2023.01.18 08:00 | modify | 25 | 0.10 | 160.401 | 161.301 | 159.201 | ||
| 78 | 2023.01.18 16:00 | t/p | 25 | 0.10 | 159.201 | 161.301 | 159.201 | 85.99 | 10492.45 |
| 79 | 2023.02.03 00:00 | buy | 26 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 80 | 2023.02.03 00:00 | modify | 26 | 0.10 | 157.397 | 156.497 | 158.597 | ||
| 81 | 2023.02.03 16:00 | t/p | 26 | 0.10 | 158.597 | 156.497 | 158.597 | 86.16 | 10578.61 |
| 82 | 2023.02.15 00:00 | sell | 27 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 83 | 2023.02.15 00:00 | modify | 27 | 0.10 | 161.899 | 162.799 | 160.699 | ||
| 84 | 2023.02.16 00:00 | sell | 28 | 0.10 | 161.172 | 0.000 | 0.000 | ||
| 85 | 2023.02.16 00:00 | modify | 28 | 0.10 | 161.172 | 161.599 | 160.699 | ||
| 86 | 2023.02.16 00:00 | modify | 27 | 0.10 | 161.899 | 161.599 | 160.699 | ||
| 87 | 2023.02.17 00:00 | t/p | 27 | 0.10 | 160.699 | 161.599 | 160.699 | 80.61 | 10659.22 |
| 88 | 2023.02.17 00:00 | t/p | 28 | 0.10 | 160.699 | 161.599 | 160.699 | 32.56 | 10691.78 |
| 89 | 2023.02.21 20:00 | sell | 29 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 90 | 2023.02.21 20:00 | modify | 29 | 0.10 | 163.416 | 164.316 | 162.216 | ||
| 91 | 2023.02.23 12:00 | t/p | 29 | 0.10 | 162.216 | 164.316 | 162.216 | 80.61 | 10772.39 |
| 92 | 2023.04.12 00:00 | sell | 30 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 93 | 2023.04.12 00:00 | modify | 30 | 0.10 | 166.047 | 166.947 | 164.847 | ||
| 94 | 2023.04.18 08:00 | s/l | 30 | 0.10 | 166.947 | 166.947 | 164.847 | -72.56 | 10699.84 |
| 95 | 2023.05.02 20:00 | buy | 31 | 0.10 | 170.352 | 0.000 | 0.000 | ||
| 96 | 2023.05.02 20:00 | modify | 31 | 0.10 | 170.352 | 169.452 | 171.552 | ||
| 97 | 2023.05.03 12:00 | s/l | 31 | 0.10 | 169.452 | 169.452 | 171.552 | -63.59 | 10636.24 |
| 98 | 2023.05.11 04:00 | buy | 32 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 99 | 2023.05.11 04:00 | modify | 32 | 0.10 | 169.351 | 168.451 | 170.551 | ||
| 100 | 2023.05.11 16:00 | s/l | 32 | 0.10 | 168.451 | 168.451 | 170.551 | -64.62 | 10571.62 |
| 101 | 2023.05.28 20:00 | sell | 33 | 0.10 | 173.350 | 0.000 | 0.000 | ||
| 102 | 2023.05.28 20:00 | modify | 33 | 0.10 | 173.350 | 174.250 | 172.150 | ||
| 103 | 2023.05.30 12:00 | s/l | 33 | 0.10 | 174.250 | 174.250 | 172.150 | -67.18 | 10504.44 |