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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1917 | Ticks modelled | 50834078 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 433.59 | Gross profit | 682.11 | Gross loss | -248.52 |
| Profit factor | 2.74 | Expected payoff | 15.49 | ||
| Absolute drawdown | 55.32 | Maximal drawdown | 219.59 (2.10%) | Relative drawdown | 2.10% (219.59) |
| Total trades | 28 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 13 (46.43%) | Loss trades (% of total) | 15 (53.57%) | ||
| Largest | profit trade | 99.70 | loss trade | -68.08 | |
| Average | profit trade | 52.47 | loss trade | -16.57 | |
| Maximum | consecutive wins (profit in money) | 5 (293.85) | consecutive losses (loss in money) | 3 (-108.10) | |
| Maximal | consecutive profit (count of wins) | 293.85 (5) | consecutive loss (count of losses) | -108.10 (3) | |
| Average | consecutive wins | 3 | 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 03:03 | sell | 2 | 0.10 | 162.859 | 0.000 | 0.000 | ||
| 4 | 2022.07.08 03:03 | modify | 2 | 0.10 | 162.859 | 163.419 | 162.089 | ||
| 5 | 2022.07.08 03:03 | sell | 3 | 0.10 | 162.859 | 0.000 | 0.000 | ||
| 6 | 2022.07.08 03:03 | modify | 3 | 0.10 | 162.859 | 163.139 | 162.089 | ||
| 7 | 2022.07.08 03:03 | modify | 1 | 0.10 | 163.489 | 163.139 | 162.089 | ||
| 8 | 2022.07.08 03:03 | modify | 2 | 0.10 | 162.859 | 163.139 | 162.089 | ||
| 9 | 2022.07.08 03:04 | sell | 4 | 0.10 | 162.789 | 0.000 | 0.000 | ||
| 10 | 2022.07.08 03:04 | modify | 4 | 0.10 | 162.789 | 162.999 | 162.089 | ||
| 11 | 2022.07.08 03:04 | modify | 3 | 0.10 | 162.859 | 162.999 | 162.089 | ||
| 12 | 2022.07.08 03:04 | modify | 2 | 0.10 | 162.859 | 162.999 | 162.089 | ||
| 13 | 2022.07.08 03:04 | modify | 1 | 0.10 | 163.489 | 162.999 | 162.089 | ||
| 14 | 2022.07.08 03:11 | s/l | 1 | 0.10 | 162.999 | 162.999 | 162.089 | 34.90 | 10034.90 |
| 15 | 2022.07.08 03:11 | s/l | 2 | 0.10 | 162.999 | 162.999 | 162.089 | -9.97 | 10024.93 |
| 16 | 2022.07.08 03:11 | s/l | 3 | 0.10 | 162.999 | 162.999 | 162.089 | -9.97 | 10014.96 |
| 17 | 2022.07.08 03:11 | s/l | 4 | 0.10 | 162.999 | 162.999 | 162.089 | -14.95 | 10000.01 |
| 18 | 2022.10.14 00:00 | sell | 5 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 19 | 2022.10.14 00:00 | modify | 5 | 0.10 | 166.469 | 167.369 | 165.069 | ||
| 20 | 2022.10.14 11:40 | sell | 6 | 0.10 | 165.839 | 0.000 | 0.000 | ||
| 21 | 2022.10.14 11:40 | modify | 6 | 0.10 | 165.839 | 166.399 | 165.069 | ||
| 22 | 2022.10.14 11:40 | sell | 7 | 0.10 | 165.839 | 0.000 | 0.000 | ||
| 23 | 2022.10.14 11:40 | modify | 7 | 0.10 | 165.839 | 166.119 | 165.069 | ||
| 24 | 2022.10.14 11:40 | modify | 5 | 0.10 | 166.469 | 166.119 | 165.069 | ||
| 25 | 2022.10.14 11:40 | modify | 6 | 0.10 | 165.839 | 166.119 | 165.069 | ||
| 26 | 2022.10.14 11:40 | sell | 8 | 0.10 | 165.765 | 0.000 | 0.000 | ||
| 27 | 2022.10.14 11:40 | modify | 8 | 0.10 | 165.765 | 165.979 | 165.069 | ||
| 28 | 2022.10.14 11:40 | modify | 7 | 0.10 | 165.839 | 165.979 | 165.069 | ||
| 29 | 2022.10.14 11:40 | modify | 6 | 0.10 | 165.839 | 165.979 | 165.069 | ||
| 30 | 2022.10.14 11:40 | modify | 5 | 0.10 | 166.469 | 165.979 | 165.069 | ||
| 31 | 2022.10.14 11:54 | t/p | 5 | 0.10 | 165.069 | 165.979 | 165.069 | 99.70 | 10099.71 |
| 32 | 2022.10.14 11:54 | t/p | 6 | 0.10 | 165.069 | 165.979 | 165.069 | 54.84 | 10154.55 |
| 33 | 2022.10.14 11:54 | t/p | 7 | 0.10 | 165.069 | 165.979 | 165.069 | 54.84 | 10209.39 |
| 34 | 2022.10.14 11:54 | t/p | 8 | 0.10 | 165.069 | 165.979 | 165.069 | 49.57 | 10258.96 |
| 35 | 2022.11.04 00:00 | buy | 9 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 36 | 2022.11.04 00:00 | modify | 9 | 0.10 | 165.783 | 164.883 | 167.183 | ||
| 37 | 2022.11.04 17:26 | buy | 10 | 0.10 | 166.414 | 0.000 | 0.000 | ||
| 38 | 2022.11.04 17:26 | modify | 10 | 0.10 | 166.414 | 165.853 | 167.183 | ||
| 39 | 2022.11.04 17:26 | buy | 11 | 0.10 | 166.414 | 0.000 | 0.000 | ||
| 40 | 2022.11.04 17:26 | modify | 11 | 0.10 | 166.414 | 166.133 | 167.183 | ||
| 41 | 2022.11.04 17:26 | modify | 9 | 0.10 | 165.783 | 166.133 | 167.183 | ||
| 42 | 2022.11.04 17:26 | modify | 10 | 0.10 | 166.414 | 166.133 | 167.183 | ||
| 43 | 2022.11.04 17:48 | buy | 12 | 0.10 | 166.483 | 0.000 | 0.000 | ||
| 44 | 2022.11.04 17:48 | modify | 12 | 0.10 | 166.483 | 166.273 | 167.183 | ||
| 45 | 2022.11.04 17:48 | modify | 11 | 0.10 | 166.414 | 166.273 | 167.183 | ||
| 46 | 2022.11.04 17:48 | modify | 10 | 0.10 | 166.414 | 166.273 | 167.183 | ||
| 47 | 2022.11.04 17:48 | modify | 9 | 0.10 | 165.783 | 166.273 | 167.183 | ||
| 48 | 2022.11.06 22:06 | s/l | 9 | 0.10 | 166.273 | 166.273 | 167.183 | 34.90 | 10293.86 |
| 49 | 2022.11.06 22:06 | s/l | 10 | 0.10 | 166.273 | 166.273 | 167.183 | -10.04 | 10283.82 |
| 50 | 2022.11.06 22:06 | s/l | 11 | 0.10 | 166.273 | 166.273 | 167.183 | -10.04 | 10273.78 |
| 51 | 2022.11.06 22:06 | s/l | 12 | 0.10 | 166.273 | 166.273 | 167.183 | -14.96 | 10258.82 |
| 52 | 2022.11.08 00:00 | sell | 13 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 53 | 2022.11.08 00:00 | modify | 13 | 0.10 | 168.795 | 169.695 | 167.395 | ||
| 54 | 2022.11.08 08:19 | sell | 14 | 0.10 | 168.162 | 0.000 | 0.000 | ||
| 55 | 2022.11.08 08:19 | modify | 14 | 0.10 | 168.162 | 168.725 | 167.395 | ||
| 56 | 2022.11.08 08:19 | sell | 15 | 0.10 | 168.162 | 0.000 | 0.000 | ||
| 57 | 2022.11.08 08:19 | modify | 15 | 0.10 | 168.162 | 168.445 | 167.395 | ||
| 58 | 2022.11.08 08:19 | modify | 13 | 0.10 | 168.795 | 168.445 | 167.395 | ||
| 59 | 2022.11.08 08:19 | modify | 14 | 0.10 | 168.162 | 168.445 | 167.395 | ||
| 60 | 2022.11.08 08:47 | sell | 16 | 0.10 | 168.093 | 0.000 | 0.000 | ||
| 61 | 2022.11.08 08:47 | modify | 16 | 0.10 | 168.093 | 168.305 | 167.395 | ||
| 62 | 2022.11.08 08:47 | modify | 15 | 0.10 | 168.162 | 168.305 | 167.395 | ||
| 63 | 2022.11.08 08:47 | modify | 14 | 0.10 | 168.162 | 168.305 | 167.395 | ||
| 64 | 2022.11.08 08:47 | modify | 13 | 0.10 | 168.795 | 168.305 | 167.395 | ||
| 65 | 2022.11.08 13:13 | t/p | 13 | 0.10 | 167.395 | 168.305 | 167.395 | 99.70 | 10358.52 |
| 66 | 2022.11.08 13:13 | t/p | 14 | 0.10 | 167.395 | 168.305 | 167.395 | 54.62 | 10413.14 |
| 67 | 2022.11.08 13:13 | t/p | 15 | 0.10 | 167.395 | 168.305 | 167.395 | 54.62 | 10467.76 |
| 68 | 2022.11.08 13:13 | t/p | 16 | 0.10 | 167.395 | 168.305 | 167.395 | 49.71 | 10517.47 |
| 69 | 2023.02.03 00:00 | buy | 17 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 70 | 2023.02.03 00:00 | modify | 17 | 0.10 | 157.397 | 156.497 | 158.797 | ||
| 71 | 2023.02.03 14:21 | buy | 18 | 0.10 | 158.028 | 0.000 | 0.000 | ||
| 72 | 2023.02.03 14:21 | modify | 18 | 0.10 | 158.028 | 157.467 | 158.797 | ||
| 73 | 2023.02.03 14:21 | buy | 19 | 0.10 | 158.028 | 0.000 | 0.000 | ||
| 74 | 2023.02.03 14:21 | modify | 19 | 0.10 | 158.028 | 157.747 | 158.797 | ||
| 75 | 2023.02.03 14:21 | modify | 17 | 0.10 | 157.397 | 157.747 | 158.797 | ||
| 76 | 2023.02.03 14:21 | modify | 18 | 0.10 | 158.028 | 157.747 | 158.797 | ||
| 77 | 2023.02.03 14:21 | buy | 20 | 0.10 | 158.098 | 0.000 | 0.000 | ||
| 78 | 2023.02.03 14:21 | modify | 20 | 0.10 | 158.098 | 157.887 | 158.797 | ||
| 79 | 2023.02.03 14:21 | modify | 19 | 0.10 | 158.028 | 157.887 | 158.797 | ||
| 80 | 2023.02.03 14:21 | modify | 18 | 0.10 | 158.028 | 157.887 | 158.797 | ||
| 81 | 2023.02.03 14:21 | modify | 17 | 0.10 | 157.397 | 157.887 | 158.797 | ||
| 82 | 2023.02.03 14:28 | s/l | 17 | 0.10 | 157.887 | 157.887 | 158.797 | 34.89 | 10552.36 |
| 83 | 2023.02.03 14:28 | s/l | 18 | 0.10 | 157.887 | 157.887 | 158.797 | -10.04 | 10542.32 |
| 84 | 2023.02.03 14:28 | s/l | 19 | 0.10 | 157.887 | 157.887 | 158.797 | -10.04 | 10532.28 |
| 85 | 2023.02.03 14:28 | s/l | 20 | 0.10 | 157.887 | 157.887 | 158.797 | -15.03 | 10517.25 |
| 86 | 2023.02.15 00:00 | sell | 21 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 87 | 2023.02.15 00:00 | modify | 21 | 0.10 | 161.899 | 162.799 | 160.499 | ||
| 88 | 2023.02.15 07:10 | sell | 22 | 0.10 | 161.266 | 0.000 | 0.000 | ||
| 89 | 2023.02.15 07:10 | modify | 22 | 0.10 | 161.266 | 161.829 | 160.499 | ||
| 90 | 2023.02.15 07:10 | sell | 23 | 0.10 | 161.266 | 0.000 | 0.000 | ||
| 91 | 2023.02.15 07:10 | modify | 23 | 0.10 | 161.266 | 161.549 | 160.499 | ||
| 92 | 2023.02.15 07:10 | modify | 21 | 0.10 | 161.899 | 161.549 | 160.499 | ||
| 93 | 2023.02.15 07:10 | modify | 22 | 0.10 | 161.266 | 161.549 | 160.499 | ||
| 94 | 2023.02.15 07:10 | sell | 24 | 0.10 | 161.198 | 0.000 | 0.000 | ||
| 95 | 2023.02.15 07:10 | modify | 24 | 0.10 | 161.198 | 161.409 | 160.499 | ||
| 96 | 2023.02.15 07:10 | modify | 23 | 0.10 | 161.266 | 161.409 | 160.499 | ||
| 97 | 2023.02.15 07:10 | modify | 22 | 0.10 | 161.266 | 161.409 | 160.499 | ||
| 98 | 2023.02.15 07:10 | modify | 21 | 0.10 | 161.899 | 161.409 | 160.499 | ||
| 99 | 2023.02.15 08:49 | s/l | 21 | 0.10 | 161.409 | 161.409 | 160.499 | 34.90 | 10552.15 |
| 100 | 2023.02.15 08:49 | s/l | 22 | 0.10 | 161.409 | 161.409 | 160.499 | -10.18 | 10541.97 |
| 101 | 2023.02.15 08:49 | s/l | 23 | 0.10 | 161.409 | 161.409 | 160.499 | -10.18 | 10531.79 |
| 102 | 2023.02.15 08:49 | s/l | 24 | 0.10 | 161.409 | 161.409 | 160.499 | -15.02 | 10516.77 |
| 103 | 2023.04.12 00:00 | sell | 25 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 104 | 2023.04.12 00:00 | modify | 25 | 0.10 | 166.047 | 166.947 | 164.647 | ||
| 105 | 2023.04.12 12:30 | sell | 26 | 0.10 | 165.416 | 0.000 | 0.000 | ||
| 106 | 2023.04.12 12:30 | modify | 26 | 0.10 | 165.416 | 165.977 | 164.647 | ||
| 107 | 2023.04.12 12:30 | sell | 27 | 0.10 | 165.416 | 0.000 | 0.000 | ||
| 108 | 2023.04.12 12:30 | modify | 27 | 0.10 | 165.416 | 165.697 | 164.647 | ||
| 109 | 2023.04.12 12:30 | modify | 25 | 0.10 | 166.047 | 165.697 | 164.647 | ||
| 110 | 2023.04.12 12:30 | modify | 26 | 0.10 | 165.416 | 165.697 | 164.647 | ||
| 111 | 2023.04.12 12:30 | s/l | 25 | 0.10 | 165.697 | 165.697 | 164.647 | 24.92 | 10541.69 |
| 112 | 2023.04.12 12:30 | s/l | 26 | 0.10 | 165.697 | 165.697 | 164.647 | -20.01 | 10521.68 |
| 113 | 2023.04.12 12:30 | s/l | 27 | 0.10 | 165.697 | 165.697 | 164.647 | -20.01 | 10501.67 |
| 114 | 2023.06.14 00:00 | sell | 28 | 0.10 | 176.664 | 0.000 | 0.000 | ||
| 115 | 2023.06.14 00:00 | modify | 28 | 0.10 | 176.664 | 177.564 | 175.264 | ||
| 116 | 2023.06.15 00:31 | s/l | 28 | 0.10 | 177.564 | 177.564 | 175.264 | -68.08 | 10433.59 |