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 23:59 (2022.07.01 - 2023.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 684.47 | Gross profit | 1199.36 | Gross loss | -514.89 |
| Profit factor | 2.33 | Expected payoff | 34.22 | ||
| Absolute drawdown | 40.65 | Maximal drawdown | 172.90 (1.66%) | Relative drawdown | 1.66% (172.90) |
| Total trades | 20 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 87.60 | loss trade | -86.88 | |
| Average | profit trade | 85.67 | loss trade | -85.82 | |
| Maximum | consecutive wins (profit in money) | 4 (345.25) | consecutive losses (loss in money) | 1 (-86.88) | |
| Maximal | consecutive profit (count of wins) | 345.25 (4) | consecutive loss (count of losses) | -86.88 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 162.764 | 0.000 | 0.000 | ||
| 2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 162.764 | 161.564 | 163.964 | ||
| 3 | 2022.07.04 00:00 | t/p | 1 | 0.10 | 163.964 | 161.564 | 163.964 | 86.57 | 10086.57 |
| 4 | 2022.09.06 08:00 | sell | 2 | 0.10 | 163.953 | 0.000 | 0.000 | ||
| 5 | 2022.09.06 08:00 | modify | 2 | 0.10 | 163.953 | 165.153 | 162.753 | ||
| 6 | 2022.09.07 00:00 | s/l | 2 | 0.10 | 165.153 | 165.153 | 162.753 | -86.88 | 9999.68 |
| 7 | 2022.09.28 12:00 | buy | 3 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 8 | 2022.09.28 12:00 | modify | 3 | 0.10 | 153.157 | 151.957 | 154.357 | ||
| 9 | 2022.09.28 16:00 | t/p | 3 | 0.10 | 154.357 | 151.957 | 154.357 | 85.54 | 10085.22 |
| 10 | 2022.09.29 16:00 | sell | 4 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 11 | 2022.09.29 16:00 | modify | 4 | 0.10 | 159.549 | 160.749 | 158.349 | ||
| 12 | 2022.09.30 00:00 | s/l | 4 | 0.10 | 160.749 | 160.749 | 158.349 | -86.88 | 9998.34 |
| 13 | 2022.10.04 08:00 | sell | 5 | 0.10 | 164.784 | 0.000 | 0.000 | ||
| 14 | 2022.10.04 08:00 | modify | 5 | 0.10 | 164.784 | 165.984 | 163.584 | ||
| 15 | 2022.10.05 16:00 | t/p | 5 | 0.10 | 163.584 | 165.984 | 163.584 | 84.20 | 10082.53 |
| 16 | 2022.10.06 16:00 | buy | 6 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 17 | 2022.10.06 16:00 | modify | 6 | 0.10 | 161.378 | 160.178 | 162.578 | ||
| 18 | 2022.10.07 12:00 | t/p | 6 | 0.10 | 162.578 | 160.178 | 162.578 | 86.57 | 10169.10 |
| 19 | 2022.10.13 12:00 | sell | 7 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 20 | 2022.10.13 12:00 | modify | 7 | 0.10 | 165.204 | 166.404 | 164.004 | ||
| 21 | 2022.10.13 16:00 | s/l | 7 | 0.10 | 166.404 | 166.404 | 164.004 | -85.54 | 10083.56 |
| 22 | 2022.10.17 16:00 | sell | 8 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 23 | 2022.10.17 16:00 | modify | 8 | 0.10 | 169.889 | 171.089 | 168.689 | ||
| 24 | 2022.10.18 04:00 | t/p | 8 | 0.10 | 168.689 | 171.089 | 168.689 | 84.19 | 10167.75 |
| 25 | 2022.10.21 16:00 | buy | 9 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 26 | 2022.10.21 16:00 | modify | 9 | 0.10 | 165.201 | 164.001 | 166.401 | ||
| 27 | 2022.10.21 20:00 | t/p | 9 | 0.10 | 166.401 | 164.001 | 166.401 | 85.54 | 10253.29 |
| 28 | 2022.11.03 16:00 | buy | 10 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 29 | 2022.11.03 16:00 | modify | 10 | 0.10 | 165.712 | 164.512 | 166.912 | ||
| 30 | 2022.11.04 20:00 | t/p | 10 | 0.10 | 166.912 | 164.512 | 166.912 | 86.57 | 10339.85 |
| 31 | 2022.11.11 12:00 | buy | 11 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 32 | 2022.11.11 12:00 | modify | 11 | 0.10 | 164.077 | 162.877 | 165.277 | ||
| 33 | 2022.11.14 12:00 | t/p | 11 | 0.10 | 165.277 | 162.877 | 165.277 | 86.57 | 10426.42 |
| 34 | 2022.12.20 04:00 | buy | 12 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 35 | 2022.12.20 04:00 | modify | 12 | 0.10 | 162.019 | 160.819 | 163.219 | ||
| 36 | 2022.12.20 08:00 | s/l | 12 | 0.10 | 160.819 | 160.819 | 163.219 | -85.54 | 10340.88 |
| 37 | 2022.12.21 12:00 | buy | 13 | 0.10 | 159.541 | 0.000 | 0.000 | ||
| 38 | 2022.12.21 12:00 | modify | 13 | 0.10 | 159.541 | 158.341 | 160.741 | ||
| 39 | 2022.12.21 16:00 | t/p | 13 | 0.10 | 160.741 | 158.341 | 160.741 | 85.54 | 10426.42 |
| 40 | 2023.01.12 16:00 | buy | 14 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 41 | 2023.01.12 16:00 | modify | 14 | 0.10 | 157.855 | 156.655 | 159.055 | ||
| 42 | 2023.01.13 08:00 | s/l | 14 | 0.10 | 156.655 | 156.655 | 159.055 | -84.51 | 10341.91 |
| 43 | 2023.01.13 08:00 | buy | 15 | 0.10 | 156.814 | 0.000 | 0.000 | ||
| 44 | 2023.01.13 08:00 | modify | 15 | 0.10 | 156.814 | 155.614 | 158.014 | ||
| 45 | 2023.01.17 16:00 | t/p | 15 | 0.10 | 158.014 | 155.614 | 158.014 | 87.60 | 10429.51 |
| 46 | 2023.01.18 04:00 | sell | 16 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 47 | 2023.01.18 04:00 | modify | 16 | 0.10 | 160.870 | 162.070 | 159.670 | ||
| 48 | 2023.01.18 12:00 | t/p | 16 | 0.10 | 159.670 | 162.070 | 159.670 | 85.53 | 10515.04 |
| 49 | 2023.03.15 16:00 | buy | 17 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 50 | 2023.03.15 16:00 | modify | 17 | 0.10 | 159.820 | 158.620 | 161.020 | ||
| 51 | 2023.03.15 20:00 | t/p | 17 | 0.10 | 161.020 | 158.620 | 161.020 | 85.55 | 10600.59 |
| 52 | 2023.03.24 12:00 | buy | 18 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 53 | 2023.03.24 12:00 | modify | 18 | 0.10 | 158.888 | 157.688 | 160.088 | ||
| 54 | 2023.03.27 00:00 | t/p | 18 | 0.10 | 160.088 | 157.688 | 160.088 | 86.57 | 10687.16 |
| 55 | 2023.04.28 08:00 | sell | 19 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 56 | 2023.04.28 08:00 | modify | 19 | 0.10 | 169.386 | 170.586 | 168.186 | ||
| 57 | 2023.04.28 16:00 | s/l | 19 | 0.10 | 170.586 | 170.586 | 168.186 | -85.53 | 10601.63 |
| 58 | 2023.06.16 16:00 | sell | 20 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 59 | 2023.06.16 16:00 | modify | 20 | 0.10 | 181.733 | 182.933 | 180.533 | ||
| 60 | 2023.06.20 12:00 | t/p | 20 | 0.10 | 180.533 | 182.933 | 180.533 | 82.84 | 10684.47 |