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=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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 574.13 | Gross profit | 1796.68 | Gross loss | -1222.55 |
| Profit factor | 1.47 | Expected payoff | 16.89 | ||
| Absolute drawdown | 217.06 | Maximal drawdown | 391.85 (3.85%) | Relative drawdown | 3.85% (391.85) |
| Total trades | 34 | Short positions (won %) | 20 (60.00%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 21 (61.76%) | Loss trades (% of total) | 13 (38.24%) | ||
| Largest | profit trade | 97.45 | loss trade | -103.02 | |
| Average | profit trade | 85.56 | loss trade | -94.04 | |
| Maximum | consecutive wins (profit in money) | 6 (471.85) | consecutive losses (loss in money) | 3 (-300.13) | |
| Maximal | consecutive profit (count of wins) | 471.85 (6) | consecutive loss (count of losses) | -300.13 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.30 12:00 | buy | 1 | 0.10 | 165.106 | 0.000 | 0.000 | ||
| 2 | 2022.06.30 12:00 | modify | 1 | 0.10 | 165.106 | 163.706 | 166.406 | ||
| 3 | 2022.07.01 04:00 | s/l | 1 | 0.10 | 163.706 | 163.706 | 166.406 | -99.49 | 9900.51 |
| 4 | 2022.07.06 12:00 | buy | 2 | 0.10 | 160.968 | 0.000 | 0.000 | ||
| 5 | 2022.07.06 12:00 | modify | 2 | 0.10 | 160.968 | 159.568 | 162.268 | ||
| 6 | 2022.07.07 04:00 | t/p | 2 | 0.10 | 162.268 | 159.568 | 162.268 | 96.43 | 9996.94 |
| 7 | 2022.07.12 12:00 | buy | 3 | 0.10 | 161.884 | 0.000 | 0.000 | ||
| 8 | 2022.07.12 12:00 | modify | 3 | 0.10 | 161.884 | 160.484 | 163.184 | ||
| 9 | 2022.07.13 04:00 | t/p | 3 | 0.10 | 163.184 | 160.484 | 163.184 | 94.37 | 10091.30 |
| 10 | 2022.07.25 12:00 | sell | 4 | 0.10 | 164.737 | 0.000 | 0.000 | ||
| 11 | 2022.07.25 12:00 | modify | 4 | 0.10 | 164.737 | 166.137 | 163.437 | ||
| 12 | 2022.07.27 20:00 | s/l | 4 | 0.10 | 166.137 | 166.137 | 163.437 | -103.02 | 9988.28 |
| 13 | 2022.08.11 12:00 | buy | 5 | 0.10 | 161.659 | 0.000 | 0.000 | ||
| 14 | 2022.08.11 12:00 | modify | 5 | 0.10 | 161.659 | 160.259 | 162.959 | ||
| 15 | 2022.08.16 04:00 | s/l | 5 | 0.10 | 160.259 | 160.259 | 162.959 | -97.44 | 9890.84 |
| 16 | 2022.08.24 12:00 | buy | 6 | 0.10 | 161.033 | 0.000 | 0.000 | ||
| 17 | 2022.08.24 12:00 | modify | 6 | 0.10 | 161.033 | 159.633 | 162.333 | ||
| 18 | 2022.08.26 16:00 | t/p | 6 | 0.10 | 162.333 | 159.633 | 162.333 | 97.45 | 9988.29 |
| 19 | 2022.09.02 12:00 | sell | 7 | 0.10 | 162.330 | 0.000 | 0.000 | ||
| 20 | 2022.09.02 12:00 | modify | 7 | 0.10 | 162.330 | 163.730 | 161.030 | ||
| 21 | 2022.09.04 20:00 | t/p | 7 | 0.10 | 161.030 | 163.730 | 161.030 | 93.16 | 10081.45 |
| 22 | 2022.09.28 12:00 | buy | 8 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 23 | 2022.09.28 12:00 | modify | 8 | 0.10 | 153.157 | 151.757 | 154.457 | ||
| 24 | 2022.09.28 16:00 | t/p | 8 | 0.10 | 154.457 | 151.757 | 154.457 | 93.34 | 10174.79 |
| 25 | 2022.10.13 12:00 | sell | 9 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 26 | 2022.10.13 12:00 | modify | 9 | 0.10 | 165.204 | 166.604 | 163.904 | ||
| 27 | 2022.10.13 16:00 | s/l | 9 | 0.10 | 166.604 | 166.604 | 163.904 | -100.32 | 10074.47 |
| 28 | 2022.10.17 12:00 | sell | 10 | 0.10 | 168.106 | 0.000 | 0.000 | ||
| 29 | 2022.10.17 12:00 | modify | 10 | 0.10 | 168.106 | 169.506 | 166.806 | ||
| 30 | 2022.10.17 16:00 | s/l | 10 | 0.10 | 169.506 | 169.506 | 166.806 | -100.32 | 9974.15 |
| 31 | 2022.11.01 12:00 | buy | 11 | 0.10 | 170.057 | 0.000 | 0.000 | ||
| 32 | 2022.11.01 12:00 | modify | 11 | 0.10 | 170.057 | 168.657 | 171.357 | ||
| 33 | 2022.11.02 16:00 | s/l | 11 | 0.10 | 168.657 | 168.657 | 171.357 | -99.49 | 9874.66 |
| 34 | 2022.11.07 12:00 | sell | 12 | 0.10 | 167.795 | 0.000 | 0.000 | ||
| 35 | 2022.11.07 12:00 | modify | 12 | 0.10 | 167.795 | 169.195 | 166.495 | ||
| 36 | 2022.11.09 16:00 | t/p | 12 | 0.10 | 166.495 | 169.195 | 166.495 | 90.47 | 9965.13 |
| 37 | 2022.11.11 12:00 | buy | 13 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 38 | 2022.11.11 12:00 | modify | 13 | 0.10 | 164.077 | 162.677 | 165.377 | ||
| 39 | 2022.11.14 08:00 | buy | 14 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 40 | 2022.11.14 08:00 | modify | 14 | 0.10 | 164.486 | 164.207 | 165.377 | ||
| 41 | 2022.11.14 08:00 | modify | 13 | 0.10 | 164.077 | 164.207 | 165.377 | ||
| 42 | 2022.11.14 12:00 | t/p | 13 | 0.10 | 165.377 | 164.207 | 165.377 | 94.37 | 10059.50 |
| 43 | 2022.11.14 12:00 | t/p | 14 | 0.10 | 165.377 | 164.207 | 165.377 | 63.98 | 10123.48 |
| 44 | 2022.11.21 12:00 | sell | 15 | 0.10 | 167.530 | 0.000 | 0.000 | ||
| 45 | 2022.11.21 12:00 | modify | 15 | 0.10 | 167.530 | 168.930 | 166.230 | ||
| 46 | 2022.11.23 12:00 | s/l | 15 | 0.10 | 168.930 | 168.930 | 166.230 | -103.01 | 10020.47 |
| 47 | 2022.11.23 12:00 | sell | 16 | 0.10 | 168.827 | 0.000 | 0.000 | ||
| 48 | 2022.11.23 12:00 | modify | 16 | 0.10 | 168.827 | 170.227 | 167.527 | ||
| 49 | 2022.11.24 12:00 | t/p | 16 | 0.10 | 167.527 | 170.227 | 167.527 | 89.13 | 10109.59 |
| 50 | 2022.11.25 12:00 | sell | 17 | 0.10 | 168.688 | 0.000 | 0.000 | ||
| 51 | 2022.11.25 12:00 | modify | 17 | 0.10 | 168.688 | 170.088 | 167.388 | ||
| 52 | 2022.11.28 04:00 | t/p | 17 | 0.10 | 167.388 | 170.088 | 167.388 | 91.82 | 10201.41 |
| 53 | 2022.12.13 12:00 | sell | 18 | 0.10 | 169.058 | 0.000 | 0.000 | ||
| 54 | 2022.12.13 12:00 | modify | 18 | 0.10 | 169.058 | 170.458 | 167.758 | ||
| 55 | 2022.12.13 16:00 | t/p | 18 | 0.10 | 167.758 | 170.458 | 167.758 | 93.16 | 10294.57 |
| 56 | 2022.12.14 12:00 | buy | 19 | 0.10 | 167.003 | 0.000 | 0.000 | ||
| 57 | 2022.12.14 12:00 | modify | 19 | 0.10 | 167.003 | 165.603 | 168.303 | ||
| 58 | 2022.12.15 00:00 | t/p | 19 | 0.10 | 168.303 | 165.603 | 168.303 | 96.42 | 10390.99 |
| 59 | 2022.12.21 12:00 | buy | 20 | 0.10 | 159.541 | 0.000 | 0.000 | ||
| 60 | 2022.12.21 12:00 | modify | 20 | 0.10 | 159.541 | 158.141 | 160.841 | ||
| 61 | 2022.12.21 16:00 | t/p | 20 | 0.10 | 160.841 | 158.141 | 160.841 | 93.35 | 10484.34 |
| 62 | 2022.12.26 12:00 | sell | 21 | 0.10 | 160.617 | 0.000 | 0.000 | ||
| 63 | 2022.12.26 12:00 | modify | 21 | 0.10 | 160.617 | 162.017 | 159.317 | ||
| 64 | 2022.12.26 20:00 | sell | 22 | 0.10 | 160.204 | 0.000 | 0.000 | ||
| 65 | 2022.12.26 20:00 | modify | 22 | 0.10 | 160.204 | 160.487 | 159.317 | ||
| 66 | 2022.12.26 20:00 | modify | 21 | 0.10 | 160.617 | 160.487 | 159.317 | ||
| 67 | 2022.12.27 00:00 | s/l | 21 | 0.10 | 160.487 | 160.487 | 159.317 | 7.98 | 10492.31 |
| 68 | 2022.12.27 00:00 | s/l | 22 | 0.10 | 160.487 | 160.487 | 159.317 | -21.62 | 10470.69 |
| 69 | 2023.01.02 12:00 | buy | 23 | 0.10 | 157.624 | 0.000 | 0.000 | ||
| 70 | 2023.01.02 12:00 | modify | 23 | 0.10 | 157.624 | 156.224 | 158.924 | ||
| 71 | 2023.01.03 12:00 | s/l | 23 | 0.10 | 156.224 | 156.224 | 158.924 | -99.49 | 10371.20 |
| 72 | 2023.01.17 12:00 | sell | 24 | 0.10 | 157.712 | 0.000 | 0.000 | ||
| 73 | 2023.01.17 12:00 | modify | 24 | 0.10 | 157.712 | 159.112 | 156.412 | ||
| 74 | 2023.01.18 04:00 | s/l | 24 | 0.10 | 159.112 | 159.112 | 156.412 | -101.66 | 10269.53 |
| 75 | 2023.01.20 12:00 | sell | 25 | 0.10 | 160.469 | 0.000 | 0.000 | ||
| 76 | 2023.01.20 12:00 | modify | 25 | 0.10 | 160.469 | 161.869 | 159.169 | ||
| 77 | 2023.02.01 20:00 | t/p | 25 | 0.10 | 159.169 | 161.869 | 159.169 | 79.71 | 10349.24 |
| 78 | 2023.02.13 12:00 | sell | 26 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 79 | 2023.02.13 12:00 | modify | 26 | 0.10 | 159.982 | 161.382 | 158.682 | ||
| 80 | 2023.02.14 12:00 | s/l | 26 | 0.10 | 161.382 | 161.382 | 158.682 | -101.67 | 10247.57 |
| 81 | 2023.02.21 12:00 | sell | 27 | 0.10 | 162.998 | 0.000 | 0.000 | ||
| 82 | 2023.02.21 12:00 | modify | 27 | 0.10 | 162.998 | 164.398 | 161.698 | ||
| 83 | 2023.02.24 00:00 | t/p | 27 | 0.10 | 161.698 | 164.398 | 161.698 | 86.44 | 10334.00 |
| 84 | 2023.02.27 12:00 | sell | 28 | 0.10 | 163.289 | 0.000 | 0.000 | ||
| 85 | 2023.02.27 12:00 | modify | 28 | 0.10 | 163.289 | 164.689 | 161.989 | ||
| 86 | 2023.02.28 12:00 | s/l | 28 | 0.10 | 164.689 | 164.689 | 161.989 | -101.66 | 10232.34 |
| 87 | 2023.03.01 12:00 | buy | 29 | 0.10 | 163.115 | 0.000 | 0.000 | ||
| 88 | 2023.03.01 12:00 | modify | 29 | 0.10 | 163.115 | 161.715 | 164.415 | ||
| 89 | 2023.03.08 16:00 | s/l | 29 | 0.10 | 161.715 | 161.715 | 164.415 | -93.33 | 10139.01 |
| 90 | 2023.03.10 12:00 | sell | 30 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 91 | 2023.03.10 12:00 | modify | 30 | 0.10 | 164.013 | 165.413 | 162.713 | ||
| 92 | 2023.03.10 16:00 | t/p | 30 | 0.10 | 162.713 | 165.413 | 162.713 | 93.15 | 10232.16 |
| 93 | 2023.03.22 12:00 | sell | 31 | 0.10 | 163.044 | 0.000 | 0.000 | ||
| 94 | 2023.03.22 12:00 | modify | 31 | 0.10 | 163.044 | 164.444 | 161.744 | ||
| 95 | 2023.03.22 20:00 | t/p | 31 | 0.10 | 161.744 | 164.444 | 161.744 | 93.15 | 10325.31 |
| 96 | 2023.03.24 12:00 | buy | 32 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 97 | 2023.03.24 12:00 | modify | 32 | 0.10 | 158.888 | 157.488 | 160.188 | ||
| 98 | 2023.03.27 00:00 | t/p | 32 | 0.10 | 160.188 | 157.488 | 160.188 | 94.37 | 10419.67 |
| 99 | 2023.05.08 12:00 | sell | 33 | 0.10 | 170.998 | 0.000 | 0.000 | ||
| 100 | 2023.05.08 12:00 | modify | 33 | 0.10 | 170.998 | 172.398 | 169.698 | ||
| 101 | 2023.05.10 12:00 | sell | 34 | 0.10 | 170.591 | 0.000 | 0.000 | ||
| 102 | 2023.05.10 12:00 | modify | 34 | 0.10 | 170.591 | 170.868 | 169.698 | ||
| 103 | 2023.05.10 12:00 | modify | 33 | 0.10 | 170.998 | 170.868 | 169.698 | ||
| 104 | 2023.05.10 16:00 | t/p | 33 | 0.10 | 169.698 | 170.868 | 169.698 | 90.47 | 10510.14 |
| 105 | 2023.05.10 16:00 | t/p | 34 | 0.10 | 169.698 | 170.868 | 169.698 | 63.99 | 10574.13 |