Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 732.56 | Gross profit | 1748.88 | Gross loss | -1016.32 |
| Profit factor | 1.72 | Expected payoff | 19.80 | ||
| Absolute drawdown | 363.24 | Maximal drawdown | 467.89 (4.63%) | Relative drawdown | 4.63% (467.89) |
| Total trades | 37 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) | ||
| Largest | profit trade | 106.65 | loss trade | -66.71 | |
| Average | profit trade | 87.44 | loss trade | -59.78 | |
| Maximum | consecutive wins (profit in money) | 5 (394.48) | consecutive losses (loss in money) | 6 (-385.17) | |
| Maximal | consecutive profit (count of wins) | 394.48 (5) | consecutive loss (count of losses) | -385.17 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 08:00 | buy | 1 | 0.10 | 159.663 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 08:00 | modify | 1 | 0.10 | 159.663 | 158.763 | 161.163 | ||
| 3 | 2022.08.02 16:00 | t/p | 1 | 0.10 | 161.163 | 158.763 | 161.163 | 104.65 | 10104.65 |
| 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 | 164.853 | 162.453 | ||
| 6 | 2022.09.06 16:00 | s/l | 2 | 0.10 | 164.853 | 164.853 | 162.453 | -62.79 | 10041.86 |
| 7 | 2022.09.22 12:00 | buy | 3 | 0.10 | 159.847 | 0.000 | 0.000 | ||
| 8 | 2022.09.22 12:00 | modify | 3 | 0.10 | 159.847 | 158.947 | 161.347 | ||
| 9 | 2022.09.23 08:00 | s/l | 3 | 0.10 | 158.947 | 158.947 | 161.347 | -61.79 | 9980.07 |
| 10 | 2022.09.23 12:00 | buy | 4 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 11 | 2022.09.23 12:00 | modify | 4 | 0.10 | 157.899 | 156.999 | 159.399 | ||
| 12 | 2022.09.23 16:00 | s/l | 4 | 0.10 | 156.999 | 156.999 | 159.399 | -62.79 | 9917.28 |
| 13 | 2022.09.28 12:00 | buy | 5 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 14 | 2022.09.28 12:00 | modify | 5 | 0.10 | 153.157 | 152.257 | 154.657 | ||
| 15 | 2022.09.28 16:00 | t/p | 5 | 0.10 | 154.657 | 152.257 | 154.657 | 104.65 | 10021.93 |
| 16 | 2022.09.28 20:00 | sell | 6 | 0.10 | 156.818 | 0.000 | 0.000 | ||
| 17 | 2022.09.28 20:00 | modify | 6 | 0.10 | 156.818 | 157.718 | 155.318 | ||
| 18 | 2022.09.29 16:00 | s/l | 6 | 0.10 | 157.718 | 157.718 | 155.318 | -66.71 | 9955.22 |
| 19 | 2022.09.29 16:00 | sell | 7 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 20 | 2022.09.29 16:00 | modify | 7 | 0.10 | 159.549 | 160.449 | 158.049 | ||
| 21 | 2022.09.30 00:00 | s/l | 7 | 0.10 | 160.449 | 160.449 | 158.049 | -64.09 | 9891.13 |
| 22 | 2022.10.03 20:00 | sell | 8 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 23 | 2022.10.03 20:00 | modify | 8 | 0.10 | 163.793 | 164.693 | 162.293 | ||
| 24 | 2022.10.04 08:00 | s/l | 8 | 0.10 | 164.693 | 164.693 | 162.293 | -64.09 | 9827.04 |
| 25 | 2022.10.06 16:00 | buy | 9 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 26 | 2022.10.06 16:00 | modify | 9 | 0.10 | 161.378 | 160.478 | 162.878 | ||
| 27 | 2022.10.10 12:00 | s/l | 9 | 0.10 | 160.478 | 160.478 | 162.878 | -60.79 | 9766.25 |
| 28 | 2022.10.12 16:00 | sell | 10 | 0.10 | 162.926 | 0.000 | 0.000 | ||
| 29 | 2022.10.12 16:00 | modify | 10 | 0.10 | 162.926 | 163.826 | 161.426 | ||
| 30 | 2022.10.13 12:00 | s/l | 10 | 0.10 | 163.826 | 163.826 | 161.426 | -66.70 | 9699.55 |
| 31 | 2022.10.13 12:00 | sell | 11 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 32 | 2022.10.13 12:00 | modify | 11 | 0.10 | 165.204 | 166.104 | 163.704 | ||
| 33 | 2022.10.13 16:00 | s/l | 11 | 0.10 | 166.104 | 166.104 | 163.704 | -62.79 | 9636.76 |
| 34 | 2022.10.17 16:00 | sell | 12 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 35 | 2022.10.17 16:00 | modify | 12 | 0.10 | 169.889 | 170.789 | 168.389 | ||
| 36 | 2022.10.18 16:00 | t/p | 12 | 0.10 | 168.389 | 170.789 | 168.389 | 103.33 | 9740.09 |
| 37 | 2022.10.21 16:00 | buy | 13 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 38 | 2022.10.21 16:00 | modify | 13 | 0.10 | 165.201 | 164.301 | 166.701 | ||
| 39 | 2022.10.21 20:00 | t/p | 13 | 0.10 | 166.701 | 164.301 | 166.701 | 104.64 | 9844.73 |
| 40 | 2022.10.24 08:00 | sell | 14 | 0.10 | 169.041 | 0.000 | 0.000 | ||
| 41 | 2022.10.24 08:00 | modify | 14 | 0.10 | 169.041 | 169.941 | 167.541 | ||
| 42 | 2022.10.24 16:00 | sell | 15 | 0.10 | 167.977 | 0.000 | 0.000 | ||
| 43 | 2022.10.24 16:00 | modify | 15 | 0.10 | 167.977 | 168.516 | 167.541 | ||
| 44 | 2022.10.24 16:00 | modify | 14 | 0.10 | 169.041 | 168.516 | 167.541 | ||
| 45 | 2022.10.25 04:00 | s/l | 14 | 0.10 | 168.516 | 168.516 | 167.541 | 35.31 | 9880.04 |
| 46 | 2022.10.25 04:00 | s/l | 15 | 0.10 | 168.516 | 168.516 | 167.541 | -38.91 | 9841.14 |
| 47 | 2022.11.03 16:00 | buy | 16 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 48 | 2022.11.03 16:00 | modify | 16 | 0.10 | 165.712 | 164.812 | 167.212 | ||
| 49 | 2022.11.07 12:00 | t/p | 16 | 0.10 | 167.212 | 164.812 | 167.212 | 106.65 | 9947.78 |
| 50 | 2022.11.07 20:00 | sell | 17 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 51 | 2022.11.07 20:00 | modify | 17 | 0.10 | 169.035 | 169.935 | 167.535 | ||
| 52 | 2022.11.08 16:00 | t/p | 17 | 0.10 | 167.535 | 169.935 | 167.535 | 103.33 | 10051.12 |
| 53 | 2022.12.20 04:00 | buy | 18 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 54 | 2022.12.20 04:00 | modify | 18 | 0.10 | 162.019 | 161.119 | 163.519 | ||
| 55 | 2022.12.20 08:00 | s/l | 18 | 0.10 | 161.119 | 161.119 | 163.519 | -62.79 | 9988.33 |
| 56 | 2023.01.04 16:00 | sell | 19 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 57 | 2023.01.04 16:00 | modify | 19 | 0.10 | 158.999 | 159.899 | 157.499 | ||
| 58 | 2023.01.04 20:00 | s/l | 19 | 0.10 | 159.899 | 159.899 | 157.499 | -62.78 | 9925.55 |
| 59 | 2023.01.12 16:00 | buy | 20 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 60 | 2023.01.12 16:00 | modify | 20 | 0.10 | 157.855 | 156.955 | 159.355 | ||
| 61 | 2023.01.13 08:00 | s/l | 20 | 0.10 | 156.955 | 156.955 | 159.355 | -61.79 | 9863.75 |
| 62 | 2023.01.13 16:00 | buy | 21 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 63 | 2023.01.13 16:00 | modify | 21 | 0.10 | 155.786 | 154.886 | 157.286 | ||
| 64 | 2023.01.16 12:00 | buy | 22 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 65 | 2023.01.16 12:00 | modify | 22 | 0.10 | 156.620 | 156.236 | 157.286 | ||
| 66 | 2023.01.16 12:00 | modify | 21 | 0.10 | 155.786 | 156.236 | 157.286 | ||
| 67 | 2023.01.17 08:00 | t/p | 21 | 0.10 | 157.286 | 156.236 | 157.286 | 106.65 | 9970.40 |
| 68 | 2023.01.17 08:00 | t/p | 22 | 0.10 | 157.286 | 156.236 | 157.286 | 47.46 | 10017.86 |
| 69 | 2023.01.18 04:00 | sell | 23 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 70 | 2023.01.18 04:00 | modify | 23 | 0.10 | 160.870 | 161.770 | 159.370 | ||
| 71 | 2023.01.18 12:00 | t/p | 23 | 0.10 | 159.370 | 161.770 | 159.370 | 104.64 | 10122.50 |
| 72 | 2023.02.02 20:00 | buy | 24 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 73 | 2023.02.02 20:00 | modify | 24 | 0.10 | 157.380 | 156.480 | 158.880 | ||
| 74 | 2023.02.05 20:00 | t/p | 24 | 0.10 | 158.880 | 156.480 | 158.880 | 105.65 | 10228.15 |
| 75 | 2023.02.13 16:00 | sell | 25 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 76 | 2023.02.13 16:00 | modify | 25 | 0.10 | 161.169 | 162.069 | 159.669 | ||
| 77 | 2023.02.14 08:00 | sell | 26 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 78 | 2023.02.14 08:00 | modify | 26 | 0.10 | 160.320 | 160.719 | 159.669 | ||
| 79 | 2023.02.14 08:00 | modify | 25 | 0.10 | 161.169 | 160.719 | 159.669 | ||
| 80 | 2023.02.14 12:00 | s/l | 25 | 0.10 | 160.719 | 160.719 | 159.669 | 30.08 | 10258.23 |
| 81 | 2023.02.14 12:00 | s/l | 26 | 0.10 | 160.719 | 160.719 | 159.669 | -27.84 | 10230.39 |
| 82 | 2023.02.21 16:00 | sell | 27 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 83 | 2023.02.21 16:00 | modify | 27 | 0.10 | 163.588 | 164.488 | 162.088 | ||
| 84 | 2023.02.23 20:00 | t/p | 27 | 0.10 | 162.088 | 164.488 | 162.088 | 99.41 | 10329.80 |
| 85 | 2023.03.13 12:00 | buy | 28 | 0.10 | 160.835 | 0.000 | 0.000 | ||
| 86 | 2023.03.13 12:00 | modify | 28 | 0.10 | 160.835 | 159.935 | 162.335 | ||
| 87 | 2023.03.13 16:00 | buy | 29 | 0.10 | 161.903 | 0.000 | 0.000 | ||
| 88 | 2023.03.13 16:00 | modify | 29 | 0.10 | 161.903 | 161.360 | 162.335 | ||
| 89 | 2023.03.13 16:00 | modify | 28 | 0.10 | 160.835 | 161.360 | 162.335 | ||
| 90 | 2023.03.13 20:00 | t/p | 28 | 0.10 | 162.335 | 161.360 | 162.335 | 104.65 | 10434.45 |
| 91 | 2023.03.13 20:00 | t/p | 29 | 0.10 | 162.335 | 161.360 | 162.335 | 30.14 | 10464.59 |
| 92 | 2023.03.15 12:00 | buy | 30 | 0.10 | 161.160 | 0.000 | 0.000 | ||
| 93 | 2023.03.15 12:00 | modify | 30 | 0.10 | 161.160 | 160.260 | 162.660 | ||
| 94 | 2023.03.15 16:00 | s/l | 30 | 0.10 | 160.260 | 160.260 | 162.660 | -62.79 | 10401.80 |
| 95 | 2023.03.24 12:00 | buy | 31 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 96 | 2023.03.24 12:00 | modify | 31 | 0.10 | 158.888 | 157.988 | 160.388 | ||
| 97 | 2023.03.24 16:00 | buy | 32 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 98 | 2023.03.24 16:00 | modify | 32 | 0.10 | 159.721 | 159.338 | 160.388 | ||
| 99 | 2023.03.24 16:00 | modify | 31 | 0.10 | 158.888 | 159.338 | 160.388 | ||
| 100 | 2023.03.27 08:00 | t/p | 31 | 0.10 | 160.388 | 159.338 | 160.388 | 105.64 | 10507.44 |
| 101 | 2023.03.27 08:00 | t/p | 32 | 0.10 | 160.388 | 159.338 | 160.388 | 47.53 | 10554.97 |
| 102 | 2023.04.28 08:00 | sell | 33 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 103 | 2023.04.28 08:00 | modify | 33 | 0.10 | 169.386 | 170.286 | 167.886 | ||
| 104 | 2023.04.28 16:00 | s/l | 33 | 0.10 | 170.286 | 170.286 | 167.886 | -62.78 | 10492.19 |
| 105 | 2023.05.05 16:00 | sell | 34 | 0.10 | 170.537 | 0.000 | 0.000 | ||
| 106 | 2023.05.05 16:00 | modify | 34 | 0.10 | 170.537 | 171.437 | 169.037 | ||
| 107 | 2023.05.11 12:00 | t/p | 34 | 0.10 | 169.037 | 171.437 | 169.037 | 96.80 | 10588.99 |
| 108 | 2023.06.16 16:00 | sell | 35 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 109 | 2023.06.16 16:00 | modify | 35 | 0.10 | 181.733 | 182.633 | 180.233 | ||
| 110 | 2023.06.20 16:00 | t/p | 35 | 0.10 | 180.233 | 182.633 | 180.233 | 102.03 | 10691.01 |
| 111 | 2023.07.27 20:00 | buy | 36 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 112 | 2023.07.27 20:00 | modify | 36 | 0.10 | 177.817 | 176.917 | 179.317 | ||
| 113 | 2023.07.28 04:00 | t/p | 36 | 0.10 | 179.317 | 176.917 | 179.317 | 105.65 | 10796.66 |
| 114 | 2023.07.28 16:00 | sell | 37 | 0.10 | 181.047 | 0.000 | 0.000 | ||
| 115 | 2023.07.28 16:00 | modify | 37 | 0.10 | 181.047 | 181.947 | 179.547 | ||
| 116 | 2023.07.31 04:00 | s/l | 37 | 0.10 | 181.947 | 181.947 | 179.547 | -64.10 | 10732.56 |