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=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=1; 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 | 879.67 | Gross profit | 1028.18 | Gross loss | -148.51 |
| Profit factor | 6.92 | Expected payoff | 39.99 | ||
| Absolute drawdown | 34.06 | Maximal drawdown | 266.69 (2.39%) | Relative drawdown | 2.39% (266.69) |
| Total trades | 22 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 100.78 | loss trade | -68.15 | |
| Average | profit trade | 64.26 | loss trade | -24.75 | |
| Maximum | consecutive wins (profit in money) | 15 (1007.28) | consecutive losses (loss in money) | 3 (-111.19) | |
| Maximal | consecutive profit (count of wins) | 1007.28 (15) | consecutive loss (count of losses) | -111.19 (3) | |
| Average | consecutive wins | 8 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.08 00:00 | sell | 1 | 0.10 | 163.489 | 0.000 | 0.000 | ||
| 2 | 2022.07.08 00:00 | modify | 1 | 0.10 | 163.489 | 164.389 | 162.089 | ||
| 3 | 2022.07.08 04:30 | sell | 2 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 4 | 2022.07.08 04:30 | modify | 2 | 0.10 | 162.843 | 163.419 | 162.089 | ||
| 5 | 2022.07.08 04:30 | sell | 3 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 6 | 2022.07.08 04:30 | modify | 3 | 0.10 | 162.843 | 163.139 | 162.089 | ||
| 7 | 2022.07.08 04:30 | modify | 1 | 0.10 | 163.489 | 163.139 | 162.089 | ||
| 8 | 2022.07.08 04:35 | modify | 2 | 0.10 | 162.843 | 163.139 | 162.089 | ||
| 9 | 2022.07.08 07:40 | t/p | 1 | 0.10 | 162.089 | 163.139 | 162.089 | 99.74 | 10099.74 |
| 10 | 2022.07.08 07:40 | t/p | 2 | 0.10 | 162.089 | 163.139 | 162.089 | 53.72 | 10153.46 |
| 11 | 2022.07.08 07:40 | t/p | 3 | 0.10 | 162.089 | 163.139 | 162.089 | 53.72 | 10207.18 |
| 12 | 2022.10.14 00:00 | sell | 4 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 13 | 2022.10.14 00:00 | modify | 4 | 0.10 | 166.469 | 167.369 | 165.069 | ||
| 14 | 2022.10.14 11:40 | t/p | 4 | 0.10 | 165.069 | 167.369 | 165.069 | 99.74 | 10306.92 |
| 15 | 2022.11.04 00:00 | buy | 5 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 16 | 2022.11.04 00:00 | modify | 5 | 0.10 | 165.783 | 164.883 | 167.183 | ||
| 17 | 2022.11.06 22:50 | buy | 6 | 0.10 | 166.419 | 0.000 | 0.000 | ||
| 18 | 2022.11.06 22:50 | modify | 6 | 0.10 | 166.419 | 165.853 | 167.183 | ||
| 19 | 2022.11.06 22:50 | buy | 7 | 0.10 | 166.419 | 0.000 | 0.000 | ||
| 20 | 2022.11.06 22:50 | modify | 7 | 0.10 | 166.419 | 166.133 | 167.183 | ||
| 21 | 2022.11.06 22:50 | modify | 5 | 0.10 | 165.783 | 166.133 | 167.183 | ||
| 22 | 2022.11.06 22:55 | modify | 6 | 0.10 | 166.419 | 166.133 | 167.183 | ||
| 23 | 2022.11.06 23:30 | buy | 8 | 0.10 | 166.505 | 0.000 | 0.000 | ||
| 24 | 2022.11.06 23:30 | modify | 8 | 0.10 | 166.505 | 166.273 | 167.183 | ||
| 25 | 2022.11.06 23:30 | modify | 7 | 0.10 | 166.419 | 166.273 | 167.183 | ||
| 26 | 2022.11.06 23:30 | modify | 6 | 0.10 | 166.419 | 166.273 | 167.183 | ||
| 27 | 2022.11.06 23:30 | modify | 5 | 0.10 | 165.783 | 166.273 | 167.183 | ||
| 28 | 2022.11.07 08:20 | t/p | 5 | 0.10 | 167.183 | 166.273 | 167.183 | 100.78 | 10407.70 |
| 29 | 2022.11.07 08:20 | t/p | 6 | 0.10 | 167.183 | 166.273 | 167.183 | 55.46 | 10463.15 |
| 30 | 2022.11.07 08:20 | t/p | 7 | 0.10 | 167.183 | 166.273 | 167.183 | 55.46 | 10518.61 |
| 31 | 2022.11.07 08:20 | t/p | 8 | 0.10 | 167.183 | 166.273 | 167.183 | 49.33 | 10567.94 |
| 32 | 2022.11.08 00:00 | sell | 9 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 33 | 2022.11.08 00:00 | modify | 9 | 0.10 | 168.795 | 169.695 | 167.395 | ||
| 34 | 2022.11.08 08:40 | sell | 10 | 0.10 | 168.085 | 0.000 | 0.000 | ||
| 35 | 2022.11.08 08:40 | modify | 10 | 0.10 | 168.085 | 168.305 | 167.395 | ||
| 36 | 2022.11.08 08:40 | modify | 9 | 0.10 | 168.795 | 168.305 | 167.395 | ||
| 37 | 2022.11.08 13:05 | t/p | 9 | 0.10 | 167.395 | 168.305 | 167.395 | 99.75 | 10667.69 |
| 38 | 2022.11.08 13:05 | t/p | 10 | 0.10 | 167.395 | 168.305 | 167.395 | 49.16 | 10716.85 |
| 39 | 2023.02.03 00:00 | buy | 11 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 40 | 2023.02.03 00:00 | modify | 11 | 0.10 | 157.397 | 156.497 | 158.797 | ||
| 41 | 2023.02.03 14:30 | buy | 12 | 0.10 | 158.043 | 0.000 | 0.000 | ||
| 42 | 2023.02.03 14:30 | modify | 12 | 0.10 | 158.043 | 157.467 | 158.797 | ||
| 43 | 2023.02.03 14:30 | buy | 13 | 0.10 | 158.043 | 0.000 | 0.000 | ||
| 44 | 2023.02.03 14:30 | modify | 13 | 0.10 | 158.043 | 157.747 | 158.797 | ||
| 45 | 2023.02.03 14:30 | modify | 11 | 0.10 | 157.397 | 157.747 | 158.797 | ||
| 46 | 2023.02.03 14:35 | modify | 12 | 0.10 | 158.043 | 157.747 | 158.797 | ||
| 47 | 2023.02.03 18:45 | buy | 14 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 48 | 2023.02.03 18:45 | modify | 14 | 0.10 | 158.119 | 157.887 | 158.797 | ||
| 49 | 2023.02.03 18:45 | modify | 13 | 0.10 | 158.043 | 157.887 | 158.797 | ||
| 50 | 2023.02.03 18:45 | modify | 12 | 0.10 | 158.043 | 157.887 | 158.797 | ||
| 51 | 2023.02.03 18:45 | modify | 11 | 0.10 | 157.397 | 157.887 | 158.797 | ||
| 52 | 2023.02.05 22:00 | t/p | 11 | 0.10 | 158.797 | 157.887 | 158.797 | 99.75 | 10816.60 |
| 53 | 2023.02.05 22:00 | t/p | 12 | 0.10 | 158.797 | 157.887 | 158.797 | 53.73 | 10870.33 |
| 54 | 2023.02.05 22:00 | t/p | 13 | 0.10 | 158.797 | 157.887 | 158.797 | 53.73 | 10924.06 |
| 55 | 2023.02.05 22:00 | t/p | 14 | 0.10 | 158.797 | 157.887 | 158.797 | 48.31 | 10972.37 |
| 56 | 2023.02.15 00:00 | sell | 15 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 57 | 2023.02.15 00:00 | modify | 15 | 0.10 | 161.899 | 162.799 | 160.499 | ||
| 58 | 2023.02.15 09:50 | sell | 16 | 0.10 | 161.181 | 0.000 | 0.000 | ||
| 59 | 2023.02.15 09:50 | modify | 16 | 0.10 | 161.181 | 161.409 | 160.499 | ||
| 60 | 2023.02.15 09:50 | modify | 15 | 0.10 | 161.899 | 161.409 | 160.499 | ||
| 61 | 2023.02.15 10:10 | sell | 17 | 0.10 | 161.261 | 0.000 | 0.000 | ||
| 62 | 2023.02.15 10:10 | modify | 17 | 0.10 | 161.261 | 161.829 | 160.499 | ||
| 63 | 2023.02.15 10:10 | sell | 18 | 0.10 | 161.261 | 0.000 | 0.000 | ||
| 64 | 2023.02.15 10:10 | modify | 18 | 0.10 | 161.261 | 161.549 | 160.499 | ||
| 65 | 2023.02.15 10:15 | modify | 18 | 0.10 | 161.261 | 161.409 | 160.499 | ||
| 66 | 2023.02.15 10:15 | modify | 17 | 0.10 | 161.261 | 161.409 | 160.499 | ||
| 67 | 2023.02.15 16:30 | s/l | 15 | 0.10 | 161.409 | 161.409 | 160.499 | 34.91 | 11007.28 |
| 68 | 2023.02.15 16:30 | s/l | 16 | 0.10 | 161.409 | 161.409 | 160.499 | -16.24 | 10991.04 |
| 69 | 2023.02.15 16:30 | s/l | 17 | 0.10 | 161.409 | 161.409 | 160.499 | -10.54 | 10980.50 |
| 70 | 2023.02.15 16:30 | s/l | 18 | 0.10 | 161.409 | 161.409 | 160.499 | -10.54 | 10969.96 |
| 71 | 2023.04.12 00:00 | sell | 19 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 72 | 2023.04.12 00:00 | modify | 19 | 0.10 | 166.047 | 166.947 | 164.647 | ||
| 73 | 2023.04.13 13:40 | sell | 20 | 0.10 | 165.395 | 0.000 | 0.000 | ||
| 74 | 2023.04.13 13:40 | modify | 20 | 0.10 | 165.395 | 165.977 | 164.647 | ||
| 75 | 2023.04.13 13:40 | sell | 21 | 0.10 | 165.395 | 0.000 | 0.000 | ||
| 76 | 2023.04.13 13:40 | modify | 21 | 0.10 | 165.395 | 165.697 | 164.647 | ||
| 77 | 2023.04.13 13:40 | modify | 19 | 0.10 | 166.047 | 165.697 | 164.647 | ||
| 78 | 2023.04.13 13:45 | modify | 20 | 0.10 | 165.395 | 165.697 | 164.647 | ||
| 79 | 2023.04.13 14:30 | s/l | 19 | 0.10 | 165.697 | 165.697 | 164.647 | 20.91 | 10990.86 |
| 80 | 2023.04.13 14:30 | s/l | 20 | 0.10 | 165.697 | 165.697 | 164.647 | -21.52 | 10969.34 |
| 81 | 2023.04.13 14:30 | s/l | 21 | 0.10 | 165.697 | 165.697 | 164.647 | -21.52 | 10947.82 |
| 82 | 2023.06.14 00:00 | sell | 22 | 0.10 | 176.664 | 0.000 | 0.000 | ||
| 83 | 2023.06.14 00:00 | modify | 22 | 0.10 | 176.664 | 177.564 | 175.264 | ||
| 84 | 2023.06.15 00:30 | s/l | 22 | 0.10 | 177.564 | 177.564 | 175.264 | -68.15 | 10879.67 |