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=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 | 80145 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 974.48 | Gross profit | 1488.27 | Gross loss | -513.79 |
| Profit factor | 2.90 | Expected payoff | 24.99 | ||
| Absolute drawdown | 31.90 | Maximal drawdown | 224.56 (2.14%) | Relative drawdown | 2.14% (224.56) |
| Total trades | 39 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 24 (79.17%) |
| Profit trades (% of total) | 29 (74.36%) | Loss trades (% of total) | 10 (25.64%) | ||
| Largest | profit trade | 87.58 | loss trade | -85.53 | |
| Average | profit trade | 51.32 | loss trade | -51.38 | |
| Maximum | consecutive wins (profit in money) | 12 (594.93) | consecutive losses (loss in money) | 2 (-112.33) | |
| Maximal | consecutive profit (count of wins) | 594.93 (12) | consecutive loss (count of losses) | -112.33 (2) | |
| Average | consecutive wins | 3 | 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 | 2022.07.01 18:30 | buy | 2 | 0.10 | 163.613 | 0.000 | 0.000 | ||
| 4 | 2022.07.01 18:30 | modify | 2 | 0.10 | 163.613 | 163.244 | 163.964 | ||
| 5 | 2022.07.01 18:30 | modify | 1 | 0.10 | 162.764 | 163.244 | 163.964 | ||
| 6 | 2022.07.03 22:40 | t/p | 1 | 0.10 | 163.964 | 163.244 | 163.964 | 85.53 | 10085.53 |
| 7 | 2022.07.03 22:40 | t/p | 2 | 0.10 | 163.964 | 163.244 | 163.964 | 25.02 | 10110.55 |
| 8 | 2022.09.06 08:00 | sell | 3 | 0.10 | 163.953 | 0.000 | 0.000 | ||
| 9 | 2022.09.06 08:00 | modify | 3 | 0.10 | 163.953 | 165.153 | 162.753 | ||
| 10 | 2022.09.06 22:40 | s/l | 3 | 0.10 | 165.153 | 165.153 | 162.753 | -85.53 | 10025.02 |
| 11 | 2022.09.28 12:00 | buy | 4 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 12 | 2022.09.28 12:00 | modify | 4 | 0.10 | 153.157 | 151.957 | 154.357 | ||
| 13 | 2022.09.28 12:40 | t/p | 4 | 0.10 | 154.357 | 151.957 | 154.357 | 85.53 | 10110.55 |
| 14 | 2022.09.29 16:00 | sell | 5 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 15 | 2022.09.29 16:00 | modify | 5 | 0.10 | 159.549 | 160.749 | 158.349 | ||
| 16 | 2022.09.29 21:40 | s/l | 5 | 0.10 | 160.749 | 160.749 | 158.349 | -85.53 | 10025.02 |
| 17 | 2022.10.04 08:00 | sell | 6 | 0.10 | 164.784 | 0.000 | 0.000 | ||
| 18 | 2022.10.04 08:00 | modify | 6 | 0.10 | 164.784 | 165.984 | 163.584 | ||
| 19 | 2022.10.04 10:40 | sell | 7 | 0.10 | 164.043 | 0.000 | 0.000 | ||
| 20 | 2022.10.04 10:40 | modify | 7 | 0.10 | 164.043 | 164.424 | 163.584 | ||
| 21 | 2022.10.04 10:40 | modify | 6 | 0.10 | 164.784 | 164.424 | 163.584 | ||
| 22 | 2022.10.04 12:30 | s/l | 6 | 0.10 | 164.424 | 164.424 | 163.584 | 25.66 | 10050.68 |
| 23 | 2022.10.04 12:30 | s/l | 7 | 0.10 | 164.424 | 164.424 | 163.584 | -27.15 | 10023.53 |
| 24 | 2022.10.06 16:00 | buy | 8 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 25 | 2022.10.06 16:00 | modify | 8 | 0.10 | 161.378 | 160.178 | 162.578 | ||
| 26 | 2022.10.06 17:40 | buy | 9 | 0.10 | 162.247 | 0.000 | 0.000 | ||
| 27 | 2022.10.06 17:40 | modify | 9 | 0.10 | 162.247 | 161.858 | 162.578 | ||
| 28 | 2022.10.06 17:40 | modify | 8 | 0.10 | 161.378 | 161.858 | 162.578 | ||
| 29 | 2022.10.06 18:35 | buy | 10 | 0.10 | 161.998 | 0.000 | 0.000 | ||
| 30 | 2022.10.06 18:35 | modify | 10 | 0.10 | 161.998 | 161.498 | 162.578 | ||
| 31 | 2022.10.06 18:40 | s/l | 8 | 0.10 | 161.858 | 161.858 | 162.578 | 34.22 | 10057.75 |
| 32 | 2022.10.06 18:40 | s/l | 9 | 0.10 | 161.858 | 161.858 | 162.578 | -27.73 | 10030.02 |
| 33 | 2022.10.06 18:40 | close | 10 | 0.10 | 161.716 | 161.498 | 162.578 | -20.10 | 10009.92 |
| 34 | 2022.10.13 12:00 | sell | 11 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 35 | 2022.10.13 12:00 | modify | 11 | 0.10 | 165.204 | 166.404 | 164.004 | ||
| 36 | 2022.10.13 13:30 | sell | 12 | 0.10 | 164.577 | 0.000 | 0.000 | ||
| 37 | 2022.10.13 13:30 | modify | 12 | 0.10 | 164.577 | 165.084 | 164.004 | ||
| 38 | 2022.10.13 13:30 | modify | 11 | 0.10 | 165.204 | 165.084 | 164.004 | ||
| 39 | 2022.10.13 14:20 | s/l | 11 | 0.10 | 165.084 | 165.084 | 164.004 | 8.56 | 10018.48 |
| 40 | 2022.10.13 14:20 | s/l | 12 | 0.10 | 165.084 | 165.084 | 164.004 | -36.13 | 9982.35 |
| 41 | 2022.10.17 16:00 | sell | 13 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 42 | 2022.10.17 16:00 | modify | 13 | 0.10 | 169.889 | 171.089 | 168.689 | ||
| 43 | 2022.10.17 17:55 | sell | 14 | 0.10 | 169.264 | 0.000 | 0.000 | ||
| 44 | 2022.10.17 17:55 | modify | 14 | 0.10 | 169.264 | 169.769 | 168.689 | ||
| 45 | 2022.10.17 17:55 | modify | 13 | 0.10 | 169.889 | 169.769 | 168.689 | ||
| 46 | 2022.10.17 19:05 | sell | 15 | 0.10 | 169.166 | 0.000 | 0.000 | ||
| 47 | 2022.10.17 19:05 | modify | 15 | 0.10 | 169.166 | 169.529 | 168.689 | ||
| 48 | 2022.10.17 19:05 | modify | 14 | 0.10 | 169.264 | 169.529 | 168.689 | ||
| 49 | 2022.10.17 19:05 | modify | 13 | 0.10 | 169.889 | 169.529 | 168.689 | ||
| 50 | 2022.10.17 19:30 | sell | 16 | 0.10 | 169.037 | 0.000 | 0.000 | ||
| 51 | 2022.10.17 19:30 | modify | 16 | 0.10 | 169.037 | 169.409 | 168.689 | ||
| 52 | 2022.10.17 19:30 | modify | 15 | 0.10 | 169.166 | 169.409 | 168.689 | ||
| 53 | 2022.10.17 19:30 | modify | 14 | 0.10 | 169.264 | 169.409 | 168.689 | ||
| 54 | 2022.10.17 19:30 | modify | 13 | 0.10 | 169.889 | 169.409 | 168.689 | ||
| 55 | 2022.10.18 01:40 | t/p | 13 | 0.10 | 168.689 | 169.409 | 168.689 | 84.19 | 10066.54 |
| 56 | 2022.10.18 01:40 | t/p | 14 | 0.10 | 168.689 | 169.409 | 168.689 | 39.64 | 10106.17 |
| 57 | 2022.10.18 01:40 | t/p | 15 | 0.10 | 168.689 | 169.409 | 168.689 | 32.66 | 10138.83 |
| 58 | 2022.10.18 01:40 | t/p | 16 | 0.10 | 168.689 | 169.409 | 168.689 | 23.46 | 10162.28 |
| 59 | 2022.10.21 16:00 | buy | 17 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 60 | 2022.10.21 16:00 | modify | 17 | 0.10 | 165.201 | 164.001 | 166.401 | ||
| 61 | 2022.10.21 16:30 | buy | 18 | 0.10 | 165.935 | 0.000 | 0.000 | ||
| 62 | 2022.10.21 16:30 | modify | 18 | 0.10 | 165.935 | 165.561 | 166.401 | ||
| 63 | 2022.10.21 16:30 | modify | 17 | 0.10 | 165.201 | 165.561 | 166.401 | ||
| 64 | 2022.10.21 17:30 | t/p | 17 | 0.10 | 166.401 | 165.561 | 166.401 | 85.54 | 10247.82 |
| 65 | 2022.10.21 17:30 | t/p | 18 | 0.10 | 166.401 | 165.561 | 166.401 | 33.22 | 10281.04 |
| 66 | 2022.11.03 16:00 | buy | 19 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 67 | 2022.11.03 16:00 | modify | 19 | 0.10 | 165.712 | 164.512 | 166.912 | ||
| 68 | 2022.11.04 16:50 | buy | 20 | 0.10 | 166.337 | 0.000 | 0.000 | ||
| 69 | 2022.11.04 16:50 | modify | 20 | 0.10 | 166.337 | 165.832 | 166.912 | ||
| 70 | 2022.11.04 16:50 | modify | 19 | 0.10 | 165.712 | 165.832 | 166.912 | ||
| 71 | 2022.11.04 19:05 | t/p | 19 | 0.10 | 166.912 | 165.832 | 166.912 | 86.56 | 10367.60 |
| 72 | 2022.11.04 19:05 | t/p | 20 | 0.10 | 166.912 | 165.832 | 166.912 | 40.98 | 10408.58 |
| 73 | 2022.11.11 12:00 | buy | 21 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 74 | 2022.11.11 12:00 | modify | 21 | 0.10 | 164.077 | 162.877 | 165.277 | ||
| 75 | 2022.11.13 22:50 | buy | 22 | 0.10 | 164.933 | 0.000 | 0.000 | ||
| 76 | 2022.11.13 22:50 | modify | 22 | 0.10 | 164.933 | 164.557 | 165.277 | ||
| 77 | 2022.11.13 22:50 | modify | 21 | 0.10 | 164.077 | 164.557 | 165.277 | ||
| 78 | 2022.11.13 22:55 | s/l | 21 | 0.10 | 164.557 | 164.557 | 165.277 | 34.21 | 10442.79 |
| 79 | 2022.11.13 22:55 | s/l | 22 | 0.10 | 164.557 | 164.557 | 165.277 | -26.80 | 10415.99 |
| 80 | 2022.12.20 04:00 | buy | 23 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 81 | 2022.12.20 04:00 | modify | 23 | 0.10 | 162.019 | 160.819 | 163.219 | ||
| 82 | 2022.12.20 06:15 | s/l | 23 | 0.10 | 160.819 | 160.819 | 163.219 | -85.53 | 10330.46 |
| 83 | 2022.12.21 12:00 | buy | 24 | 0.10 | 159.541 | 0.000 | 0.000 | ||
| 84 | 2022.12.21 12:00 | modify | 24 | 0.10 | 159.541 | 158.341 | 160.741 | ||
| 85 | 2022.12.21 14:05 | t/p | 24 | 0.10 | 160.741 | 158.341 | 160.741 | 85.54 | 10416.00 |
| 86 | 2023.01.12 16:00 | buy | 25 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 87 | 2023.01.12 16:00 | modify | 25 | 0.10 | 157.855 | 156.655 | 159.055 | ||
| 88 | 2023.01.13 07:40 | s/l | 25 | 0.10 | 156.655 | 156.655 | 159.055 | -84.51 | 10331.49 |
| 89 | 2023.01.13 08:00 | buy | 26 | 0.10 | 156.814 | 0.000 | 0.000 | ||
| 90 | 2023.01.13 08:00 | modify | 26 | 0.10 | 156.814 | 155.614 | 158.014 | ||
| 91 | 2023.01.17 10:40 | buy | 27 | 0.10 | 157.553 | 0.000 | 0.000 | ||
| 92 | 2023.01.17 10:40 | modify | 27 | 0.10 | 157.553 | 157.174 | 158.014 | ||
| 93 | 2023.01.17 10:40 | modify | 26 | 0.10 | 156.814 | 157.174 | 158.014 | ||
| 94 | 2023.01.17 14:55 | buy | 28 | 0.10 | 157.663 | 0.000 | 0.000 | ||
| 95 | 2023.01.17 14:55 | modify | 28 | 0.10 | 157.663 | 157.294 | 158.014 | ||
| 96 | 2023.01.17 14:55 | modify | 27 | 0.10 | 157.553 | 157.294 | 158.014 | ||
| 97 | 2023.01.17 14:55 | modify | 26 | 0.10 | 156.814 | 157.294 | 158.014 | ||
| 98 | 2023.01.17 15:15 | t/p | 26 | 0.10 | 158.014 | 157.294 | 158.014 | 87.58 | 10419.07 |
| 99 | 2023.01.17 15:15 | t/p | 27 | 0.10 | 158.014 | 157.294 | 158.014 | 32.86 | 10451.93 |
| 100 | 2023.01.17 15:15 | t/p | 28 | 0.10 | 158.014 | 157.294 | 158.014 | 25.02 | 10476.95 |
| 101 | 2023.01.18 04:00 | sell | 29 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 102 | 2023.01.18 04:00 | modify | 29 | 0.10 | 160.870 | 162.070 | 159.670 | ||
| 103 | 2023.01.18 08:20 | sell | 30 | 0.10 | 160.260 | 0.000 | 0.000 | ||
| 104 | 2023.01.18 08:20 | modify | 30 | 0.10 | 160.260 | 160.750 | 159.670 | ||
| 105 | 2023.01.18 08:20 | modify | 29 | 0.10 | 160.870 | 160.750 | 159.670 | ||
| 106 | 2023.01.18 09:30 | t/p | 29 | 0.10 | 159.670 | 160.750 | 159.670 | 85.52 | 10562.47 |
| 107 | 2023.01.18 09:30 | t/p | 30 | 0.10 | 159.670 | 160.750 | 159.670 | 42.05 | 10604.52 |
| 108 | 2023.03.15 16:00 | buy | 31 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 109 | 2023.03.15 16:00 | modify | 31 | 0.10 | 159.820 | 158.620 | 161.020 | ||
| 110 | 2023.03.15 17:40 | buy | 32 | 0.10 | 160.445 | 0.000 | 0.000 | ||
| 111 | 2023.03.15 17:40 | modify | 32 | 0.10 | 160.445 | 159.940 | 161.020 | ||
| 112 | 2023.03.15 17:40 | modify | 31 | 0.10 | 159.820 | 159.940 | 161.020 | ||
| 113 | 2023.03.15 18:30 | t/p | 31 | 0.10 | 161.020 | 159.940 | 161.020 | 85.54 | 10690.06 |
| 114 | 2023.03.15 18:30 | t/p | 32 | 0.10 | 161.020 | 159.940 | 161.020 | 40.99 | 10731.05 |
| 115 | 2023.03.24 12:00 | buy | 33 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 116 | 2023.03.24 12:00 | modify | 33 | 0.10 | 158.888 | 157.688 | 160.088 | ||
| 117 | 2023.03.24 13:40 | buy | 34 | 0.10 | 159.493 | 0.000 | 0.000 | ||
| 118 | 2023.03.24 13:40 | modify | 34 | 0.10 | 159.493 | 159.008 | 160.088 | ||
| 119 | 2023.03.24 13:40 | modify | 33 | 0.10 | 158.888 | 159.008 | 160.088 | ||
| 120 | 2023.03.24 15:30 | buy | 35 | 0.10 | 159.619 | 0.000 | 0.000 | ||
| 121 | 2023.03.24 15:30 | modify | 35 | 0.10 | 159.619 | 159.248 | 160.088 | ||
| 122 | 2023.03.24 15:30 | modify | 34 | 0.10 | 159.493 | 159.248 | 160.088 | ||
| 123 | 2023.03.24 15:30 | modify | 33 | 0.10 | 158.888 | 159.248 | 160.088 | ||
| 124 | 2023.03.24 16:10 | buy | 36 | 0.10 | 159.731 | 0.000 | 0.000 | ||
| 125 | 2023.03.24 16:10 | modify | 36 | 0.10 | 159.731 | 159.368 | 160.088 | ||
| 126 | 2023.03.24 16:10 | modify | 35 | 0.10 | 159.619 | 159.368 | 160.088 | ||
| 127 | 2023.03.24 16:10 | modify | 34 | 0.10 | 159.493 | 159.368 | 160.088 | ||
| 128 | 2023.03.24 16:10 | modify | 33 | 0.10 | 158.888 | 159.368 | 160.088 | ||
| 129 | 2023.03.26 22:40 | t/p | 33 | 0.10 | 160.088 | 159.368 | 160.088 | 85.53 | 10816.58 |
| 130 | 2023.03.26 22:40 | t/p | 34 | 0.10 | 160.088 | 159.368 | 160.088 | 42.41 | 10858.99 |
| 131 | 2023.03.26 22:40 | t/p | 35 | 0.10 | 160.088 | 159.368 | 160.088 | 33.43 | 10892.42 |
| 132 | 2023.03.26 22:40 | t/p | 36 | 0.10 | 160.088 | 159.368 | 160.088 | 25.44 | 10917.86 |
| 133 | 2023.04.28 08:00 | sell | 37 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 134 | 2023.04.28 08:00 | modify | 37 | 0.10 | 169.386 | 170.586 | 168.186 | ||
| 135 | 2023.04.28 08:53 | sell | 38 | 0.10 | 168.778 | 0.000 | 0.000 | ||
| 136 | 2023.04.28 08:53 | modify | 38 | 0.10 | 168.778 | 169.266 | 168.186 | ||
| 137 | 2023.04.28 08:53 | modify | 37 | 0.10 | 169.386 | 169.266 | 168.186 | ||
| 138 | 2023.04.28 09:30 | s/l | 37 | 0.10 | 169.266 | 169.266 | 168.186 | 8.56 | 10926.42 |
| 139 | 2023.04.28 09:30 | s/l | 38 | 0.10 | 169.266 | 169.266 | 168.186 | -34.78 | 10891.64 |
| 140 | 2023.06.16 16:00 | sell | 39 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 141 | 2023.06.16 16:00 | modify | 39 | 0.10 | 181.733 | 182.933 | 180.533 | ||
| 142 | 2023.06.20 10:40 | t/p | 39 | 0.10 | 180.533 | 182.933 | 180.533 | 82.84 | 10974.48 |