Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=25; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 80145 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 807.90 | Gross profit | 872.00 | Gross loss | -64.10 |
| Profit factor | 13.60 | Expected payoff | 50.49 | ||
| Absolute drawdown | 126.98 | Maximal drawdown | 159.53 (1.59%) | Relative drawdown | 1.59% (159.53) |
| Total trades | 16 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 15 (93.75%) | Loss trades (% of total) | 1 (6.25%) | ||
| Largest | profit trade | 93.60 | loss trade | -64.10 | |
| Average | profit trade | 58.13 | loss trade | -64.10 | |
| Maximum | consecutive wins (profit in money) | 15 (872.00) | consecutive losses (loss in money) | 1 (-64.10) | |
| Maximal | consecutive profit (count of wins) | 872.00 (15) | consecutive loss (count of losses) | -64.10 (1) | |
| Average | consecutive wins | 15 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 08:00 | buy | 1 | 0.10 | 163.895 | 0.000 | 0.000 | ||
| 2 | 2022.07.01 08:00 | modify | 1 | 0.10 | 163.895 | 162.995 | 165.195 | ||
| 3 | 2022.07.01 11:30 | s/l | 1 | 0.10 | 162.995 | 162.995 | 165.195 | -64.10 | 9935.90 |
| 4 | 2022.08.15 16:00 | buy | 2 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 5 | 2022.08.15 16:00 | modify | 2 | 0.10 | 160.974 | 160.074 | 162.274 | ||
| 6 | 2022.08.16 11:50 | buy | 3 | 0.10 | 161.640 | 0.000 | 0.000 | ||
| 7 | 2022.08.16 11:50 | modify | 3 | 0.10 | 161.640 | 161.299 | 162.274 | ||
| 8 | 2022.08.16 11:50 | buy | 4 | 0.10 | 161.640 | 0.000 | 0.000 | ||
| 9 | 2022.08.16 11:50 | modify | 4 | 0.10 | 161.640 | 161.299 | 162.274 | ||
| 10 | 2022.08.16 11:50 | modify | 2 | 0.10 | 160.974 | 161.299 | 162.274 | ||
| 11 | 2022.08.16 12:40 | t/p | 2 | 0.10 | 162.274 | 161.299 | 162.274 | 93.60 | 10029.50 |
| 12 | 2022.08.16 12:40 | t/p | 3 | 0.10 | 162.274 | 161.299 | 162.274 | 45.16 | 10074.66 |
| 13 | 2022.08.16 12:40 | t/p | 4 | 0.10 | 162.274 | 161.299 | 162.274 | 45.16 | 10119.82 |
| 14 | 2022.10.26 12:00 | sell | 5 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 15 | 2022.10.26 12:00 | modify | 5 | 0.10 | 170.080 | 170.980 | 168.780 | ||
| 16 | 2022.10.27 05:05 | sell | 6 | 0.10 | 169.412 | 0.000 | 0.000 | ||
| 17 | 2022.10.27 05:05 | modify | 6 | 0.10 | 169.412 | 169.755 | 168.780 | ||
| 18 | 2022.10.27 05:05 | sell | 7 | 0.10 | 169.412 | 0.000 | 0.000 | ||
| 19 | 2022.10.27 05:05 | modify | 7 | 0.10 | 169.412 | 169.755 | 168.780 | ||
| 20 | 2022.10.27 05:05 | modify | 5 | 0.10 | 170.080 | 169.755 | 168.780 | ||
| 21 | 2022.10.27 05:20 | sell | 8 | 0.10 | 169.211 | 0.000 | 0.000 | ||
| 22 | 2022.10.27 05:20 | modify | 8 | 0.10 | 169.211 | 169.625 | 168.780 | ||
| 23 | 2022.10.27 05:20 | modify | 7 | 0.10 | 169.412 | 169.625 | 168.780 | ||
| 24 | 2022.10.27 05:20 | modify | 6 | 0.10 | 169.412 | 169.625 | 168.780 | ||
| 25 | 2022.10.27 05:20 | modify | 5 | 0.10 | 170.080 | 169.625 | 168.780 | ||
| 26 | 2022.10.27 06:40 | t/p | 5 | 0.10 | 168.780 | 169.625 | 168.780 | 88.60 | 10208.43 |
| 27 | 2022.10.27 06:40 | t/p | 6 | 0.10 | 168.780 | 169.625 | 168.780 | 45.01 | 10253.44 |
| 28 | 2022.10.27 06:40 | t/p | 7 | 0.10 | 168.780 | 169.625 | 168.780 | 45.01 | 10298.45 |
| 29 | 2022.10.27 06:40 | t/p | 8 | 0.10 | 168.780 | 169.625 | 168.780 | 30.69 | 10329.14 |
| 30 | 2022.12.28 16:00 | sell | 9 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 31 | 2022.12.28 16:00 | modify | 9 | 0.10 | 161.540 | 162.440 | 160.240 | ||
| 32 | 2022.12.29 06:20 | sell | 10 | 0.10 | 160.864 | 0.000 | 0.000 | ||
| 33 | 2022.12.29 06:20 | modify | 10 | 0.10 | 160.864 | 161.215 | 160.240 | ||
| 34 | 2022.12.29 06:20 | sell | 11 | 0.10 | 160.864 | 0.000 | 0.000 | ||
| 35 | 2022.12.29 06:20 | modify | 11 | 0.10 | 160.864 | 161.215 | 160.240 | ||
| 36 | 2022.12.29 06:20 | modify | 9 | 0.10 | 161.540 | 161.215 | 160.240 | ||
| 37 | 2022.12.29 14:40 | t/p | 9 | 0.10 | 160.240 | 161.215 | 160.240 | 88.61 | 10417.75 |
| 38 | 2022.12.29 14:40 | t/p | 10 | 0.10 | 160.240 | 161.215 | 160.240 | 44.45 | 10462.20 |
| 39 | 2022.12.29 14:40 | t/p | 11 | 0.10 | 160.240 | 161.215 | 160.240 | 44.45 | 10506.65 |
| 40 | 2023.01.09 16:00 | sell | 12 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 41 | 2023.01.09 16:00 | modify | 12 | 0.10 | 160.847 | 161.747 | 159.547 | ||
| 42 | 2023.01.12 00:30 | sell | 13 | 0.10 | 160.186 | 0.000 | 0.000 | ||
| 43 | 2023.01.12 00:30 | modify | 13 | 0.10 | 160.186 | 160.522 | 159.547 | ||
| 44 | 2023.01.12 00:30 | sell | 14 | 0.10 | 160.186 | 0.000 | 0.000 | ||
| 45 | 2023.01.12 00:30 | modify | 14 | 0.10 | 160.186 | 160.522 | 159.547 | ||
| 46 | 2023.01.12 00:30 | modify | 12 | 0.10 | 160.847 | 160.522 | 159.547 | ||
| 47 | 2023.01.12 05:45 | sell | 15 | 0.10 | 159.992 | 0.000 | 0.000 | ||
| 48 | 2023.01.12 05:45 | modify | 15 | 0.10 | 159.992 | 160.392 | 159.547 | ||
| 49 | 2023.01.12 05:45 | modify | 14 | 0.10 | 160.186 | 160.392 | 159.547 | ||
| 50 | 2023.01.12 05:45 | modify | 13 | 0.10 | 160.186 | 160.392 | 159.547 | ||
| 51 | 2023.01.12 05:45 | modify | 12 | 0.10 | 160.847 | 160.392 | 159.547 | ||
| 52 | 2023.01.12 09:40 | t/p | 12 | 0.10 | 159.547 | 160.392 | 159.547 | 85.95 | 10592.60 |
| 53 | 2023.01.12 09:40 | t/p | 13 | 0.10 | 159.547 | 160.392 | 159.547 | 45.51 | 10638.11 |
| 54 | 2023.01.12 09:40 | t/p | 14 | 0.10 | 159.547 | 160.392 | 159.547 | 45.51 | 10683.62 |
| 55 | 2023.01.12 09:40 | t/p | 15 | 0.10 | 159.547 | 160.392 | 159.547 | 31.69 | 10715.31 |
| 56 | 2023.01.18 08:00 | sell | 16 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 57 | 2023.01.18 08:00 | modify | 16 | 0.10 | 160.401 | 161.301 | 159.101 | ||
| 58 | 2023.01.18 13:40 | t/p | 16 | 0.10 | 159.101 | 161.301 | 159.101 | 92.59 | 10807.90 |