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 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 80170 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 547.72 | Gross profit | 717.04 | Gross loss | -169.32 |
| Profit factor | 4.23 | Expected payoff | 22.82 | ||
| Absolute drawdown | 61.62 | Maximal drawdown | 288.31 (2.78%) | Relative drawdown | 2.78% (288.31) |
| Total trades | 24 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 91.76 | loss trade | -82.78 | |
| Average | profit trade | 42.18 | loss trade | -24.19 | |
| Maximum | consecutive wins (profit in money) | 9 (456.51) | consecutive losses (loss in money) | 2 (-98.54) | |
| Maximal | consecutive profit (count of wins) | 456.51 (9) | consecutive loss (count of losses) | -98.54 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.15 16:00 | buy | 1 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 2 | 2022.08.15 16:00 | modify | 1 | 0.10 | 160.974 | 159.774 | 162.274 | ||
| 3 | 2022.08.16 12:10 | buy | 2 | 0.10 | 161.705 | 0.000 | 0.000 | ||
| 4 | 2022.08.16 12:10 | modify | 2 | 0.10 | 161.705 | 161.299 | 162.274 | ||
| 5 | 2022.08.16 12:10 | buy | 3 | 0.10 | 161.705 | 0.000 | 0.000 | ||
| 6 | 2022.08.16 12:10 | modify | 3 | 0.10 | 161.705 | 161.494 | 162.274 | ||
| 7 | 2022.08.16 12:10 | modify | 1 | 0.10 | 160.974 | 161.494 | 162.274 | ||
| 8 | 2022.08.16 12:15 | modify | 2 | 0.10 | 161.705 | 161.494 | 162.274 | ||
| 9 | 2022.08.16 12:40 | t/p | 1 | 0.10 | 162.274 | 161.494 | 162.274 | 91.76 | 10091.76 |
| 10 | 2022.08.16 12:40 | t/p | 2 | 0.10 | 162.274 | 161.494 | 162.274 | 39.72 | 10131.48 |
| 11 | 2022.08.16 12:40 | t/p | 3 | 0.10 | 162.274 | 161.494 | 162.274 | 39.72 | 10171.20 |
| 12 | 2022.09.07 16:00 | sell | 4 | 0.10 | 165.590 | 0.000 | 0.000 | ||
| 13 | 2022.09.07 16:00 | modify | 4 | 0.10 | 165.590 | 166.790 | 164.290 | ||
| 14 | 2022.09.09 08:50 | sell | 5 | 0.10 | 165.129 | 0.000 | 0.000 | ||
| 15 | 2022.09.09 08:50 | modify | 5 | 0.10 | 165.129 | 165.330 | 164.290 | ||
| 16 | 2022.09.09 08:50 | modify | 4 | 0.10 | 165.590 | 165.330 | 164.290 | ||
| 17 | 2022.09.09 10:10 | sell | 6 | 0.10 | 164.868 | 0.000 | 0.000 | ||
| 18 | 2022.09.09 10:10 | modify | 6 | 0.10 | 164.868 | 165.265 | 164.290 | ||
| 19 | 2022.09.09 10:10 | sell | 7 | 0.10 | 164.868 | 0.000 | 0.000 | ||
| 20 | 2022.09.09 10:10 | modify | 7 | 0.10 | 164.868 | 165.070 | 164.290 | ||
| 21 | 2022.09.09 10:10 | modify | 5 | 0.10 | 165.129 | 165.070 | 164.290 | ||
| 22 | 2022.09.09 10:10 | modify | 4 | 0.10 | 165.590 | 165.070 | 164.290 | ||
| 23 | 2022.09.09 10:15 | modify | 6 | 0.10 | 164.868 | 165.070 | 164.290 | ||
| 24 | 2022.09.09 12:40 | s/l | 4 | 0.10 | 165.070 | 165.070 | 164.290 | 31.07 | 10202.27 |
| 25 | 2022.09.09 12:40 | s/l | 5 | 0.10 | 165.070 | 165.070 | 164.290 | 4.12 | 10206.39 |
| 26 | 2022.09.09 12:40 | s/l | 6 | 0.10 | 165.070 | 165.070 | 164.290 | -14.10 | 10192.29 |
| 27 | 2022.09.09 12:40 | s/l | 7 | 0.10 | 165.070 | 165.070 | 164.290 | -14.10 | 10178.19 |
| 28 | 2022.12.16 20:00 | buy | 8 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 29 | 2022.12.16 20:00 | modify | 8 | 0.10 | 166.173 | 164.973 | 167.473 | ||
| 30 | 2022.12.19 17:45 | buy | 9 | 0.10 | 166.647 | 0.000 | 0.000 | ||
| 31 | 2022.12.19 17:45 | modify | 9 | 0.10 | 166.647 | 166.433 | 167.473 | ||
| 32 | 2022.12.19 17:45 | modify | 8 | 0.10 | 166.173 | 166.433 | 167.473 | ||
| 33 | 2022.12.19 18:40 | s/l | 8 | 0.10 | 166.433 | 166.433 | 167.473 | 19.15 | 10197.34 |
| 34 | 2022.12.19 18:40 | s/l | 9 | 0.10 | 166.433 | 166.433 | 167.473 | -14.94 | 10182.40 |
| 35 | 2022.12.30 16:00 | buy | 10 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 36 | 2022.12.30 16:00 | modify | 10 | 0.10 | 158.735 | 157.535 | 160.035 | ||
| 37 | 2022.12.30 16:50 | buy | 11 | 0.10 | 159.192 | 0.000 | 0.000 | ||
| 38 | 2022.12.30 16:50 | modify | 11 | 0.10 | 159.192 | 158.995 | 160.035 | ||
| 39 | 2022.12.30 16:50 | modify | 10 | 0.10 | 158.735 | 158.995 | 160.035 | ||
| 40 | 2022.12.30 16:55 | s/l | 10 | 0.10 | 158.995 | 158.995 | 160.035 | 18.15 | 10200.55 |
| 41 | 2022.12.30 16:55 | s/l | 11 | 0.10 | 158.995 | 158.995 | 160.035 | -13.75 | 10186.80 |
| 42 | 2023.01.09 16:00 | sell | 12 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 43 | 2023.01.09 16:00 | modify | 12 | 0.10 | 160.847 | 162.047 | 159.547 | ||
| 44 | 2023.01.09 23:50 | sell | 13 | 0.10 | 160.380 | 0.000 | 0.000 | ||
| 45 | 2023.01.09 23:50 | modify | 13 | 0.10 | 160.380 | 160.587 | 159.547 | ||
| 46 | 2023.01.09 23:50 | modify | 12 | 0.10 | 160.847 | 160.587 | 159.547 | ||
| 47 | 2023.01.10 00:05 | s/l | 12 | 0.10 | 160.587 | 160.587 | 159.547 | 16.84 | 10203.64 |
| 48 | 2023.01.10 00:05 | s/l | 13 | 0.10 | 160.587 | 160.587 | 159.547 | -15.76 | 10187.88 |
| 49 | 2023.01.12 20:00 | buy | 14 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 50 | 2023.01.12 20:00 | modify | 14 | 0.10 | 158.067 | 156.867 | 159.367 | ||
| 51 | 2023.01.13 06:40 | s/l | 14 | 0.10 | 156.867 | 156.867 | 159.367 | -82.78 | 10105.10 |
| 52 | 2023.01.18 08:00 | sell | 15 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 53 | 2023.01.18 08:00 | modify | 15 | 0.10 | 160.401 | 161.601 | 159.101 | ||
| 54 | 2023.01.18 10:10 | sell | 16 | 0.10 | 159.940 | 0.000 | 0.000 | ||
| 55 | 2023.01.18 10:10 | modify | 16 | 0.10 | 159.940 | 160.141 | 159.101 | ||
| 56 | 2023.01.18 10:10 | modify | 15 | 0.10 | 160.401 | 160.141 | 159.101 | ||
| 57 | 2023.01.18 12:45 | sell | 17 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 58 | 2023.01.18 12:45 | modify | 17 | 0.10 | 159.674 | 160.076 | 159.101 | ||
| 59 | 2023.01.18 12:45 | sell | 18 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 60 | 2023.01.18 12:45 | modify | 18 | 0.10 | 159.674 | 159.881 | 159.101 | ||
| 61 | 2023.01.18 12:45 | modify | 16 | 0.10 | 159.940 | 159.881 | 159.101 | ||
| 62 | 2023.01.18 12:45 | modify | 15 | 0.10 | 160.401 | 159.881 | 159.101 | ||
| 63 | 2023.01.18 12:50 | modify | 17 | 0.10 | 159.674 | 159.881 | 159.101 | ||
| 64 | 2023.01.18 13:40 | t/p | 15 | 0.10 | 159.101 | 159.881 | 159.101 | 90.75 | 10195.85 |
| 65 | 2023.01.18 13:40 | t/p | 16 | 0.10 | 159.101 | 159.881 | 159.101 | 58.57 | 10254.42 |
| 66 | 2023.01.18 13:40 | t/p | 17 | 0.10 | 159.101 | 159.881 | 159.101 | 40.00 | 10294.42 |
| 67 | 2023.01.18 13:40 | t/p | 18 | 0.10 | 159.101 | 159.881 | 159.101 | 40.00 | 10334.42 |
| 68 | 2023.02.21 20:00 | sell | 19 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 69 | 2023.02.21 20:00 | modify | 19 | 0.10 | 163.416 | 164.616 | 162.116 | ||
| 70 | 2023.02.22 09:20 | sell | 20 | 0.10 | 162.938 | 0.000 | 0.000 | ||
| 71 | 2023.02.22 09:20 | modify | 20 | 0.10 | 162.938 | 163.156 | 162.116 | ||
| 72 | 2023.02.22 09:20 | modify | 19 | 0.10 | 163.416 | 163.156 | 162.116 | ||
| 73 | 2023.02.22 18:20 | sell | 21 | 0.10 | 162.674 | 0.000 | 0.000 | ||
| 74 | 2023.02.22 18:20 | modify | 21 | 0.10 | 162.674 | 163.091 | 162.116 | ||
| 75 | 2023.02.22 18:20 | sell | 22 | 0.10 | 162.674 | 0.000 | 0.000 | ||
| 76 | 2023.02.22 18:20 | modify | 22 | 0.10 | 162.674 | 162.896 | 162.116 | ||
| 77 | 2023.02.22 18:20 | modify | 20 | 0.10 | 162.938 | 162.896 | 162.116 | ||
| 78 | 2023.02.22 18:20 | modify | 19 | 0.10 | 163.416 | 162.896 | 162.116 | ||
| 79 | 2023.02.22 18:25 | modify | 21 | 0.10 | 162.674 | 162.896 | 162.116 | ||
| 80 | 2023.02.23 09:40 | t/p | 19 | 0.10 | 162.116 | 162.896 | 162.116 | 85.52 | 10419.94 |
| 81 | 2023.02.23 09:40 | t/p | 20 | 0.10 | 162.116 | 162.896 | 162.116 | 53.46 | 10473.40 |
| 82 | 2023.02.23 09:40 | t/p | 21 | 0.10 | 162.116 | 162.896 | 162.116 | 35.03 | 10508.43 |
| 83 | 2023.02.23 09:40 | t/p | 22 | 0.10 | 162.116 | 162.896 | 162.116 | 35.03 | 10543.46 |
| 84 | 2023.06.15 12:00 | sell | 23 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 85 | 2023.06.15 12:00 | modify | 23 | 0.10 | 178.581 | 179.781 | 177.281 | ||
| 86 | 2023.06.15 12:40 | sell | 24 | 0.10 | 178.122 | 0.000 | 0.000 | ||
| 87 | 2023.06.15 12:40 | modify | 24 | 0.10 | 178.122 | 178.321 | 177.281 | ||
| 88 | 2023.06.15 12:40 | modify | 23 | 0.10 | 178.581 | 178.321 | 177.281 | ||
| 89 | 2023.06.15 12:55 | s/l | 23 | 0.10 | 178.321 | 178.321 | 177.281 | 18.15 | 10561.61 |
| 90 | 2023.06.15 12:55 | s/l | 24 | 0.10 | 178.321 | 178.321 | 177.281 | -13.89 | 10547.72 |