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=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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 463.09 | Gross profit | 1006.99 | Gross loss | -543.91 |
| Profit factor | 1.85 | Expected payoff | 20.13 | ||
| Absolute drawdown | 32.01 | Maximal drawdown | 367.69 (3.39%) | Relative drawdown | 3.39% (367.69) |
| Total trades | 23 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 84.75 | loss trade | -70.64 | |
| Average | profit trade | 71.93 | loss trade | -60.43 | |
| Maximum | consecutive wins (profit in money) | 5 (381.44) | consecutive losses (loss in money) | 5 (-329.69) | |
| Maximal | consecutive profit (count of wins) | 381.44 (5) | consecutive loss (count of losses) | -329.69 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 160.074 | 162.174 | ||
| 3 | 2022.08.16 16:00 | t/p | 1 | 0.10 | 162.174 | 160.074 | 162.174 | 84.75 | 10084.75 |
| 4 | 2022.09.07 12:00 | sell | 2 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 5 | 2022.09.07 12:00 | modify | 2 | 0.10 | 165.595 | 166.495 | 164.395 | ||
| 6 | 2022.09.09 12:00 | t/p | 2 | 0.10 | 164.395 | 166.495 | 164.395 | 78.50 | 10163.25 |
| 7 | 2022.10.04 04:00 | sell | 3 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 8 | 2022.10.04 04:00 | modify | 3 | 0.10 | 163.790 | 164.690 | 162.590 | ||
| 9 | 2022.10.04 08:00 | s/l | 3 | 0.10 | 164.690 | 164.690 | 162.590 | -62.80 | 10100.45 |
| 10 | 2022.10.14 00:00 | sell | 4 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 11 | 2022.10.14 00:00 | modify | 4 | 0.10 | 166.469 | 167.369 | 165.269 | ||
| 12 | 2022.10.14 12:00 | t/p | 4 | 0.10 | 165.269 | 167.369 | 165.269 | 83.73 | 10184.18 |
| 13 | 2022.10.26 12:00 | sell | 5 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 14 | 2022.10.26 12:00 | modify | 5 | 0.10 | 170.080 | 170.980 | 168.880 | ||
| 15 | 2022.10.27 08:00 | t/p | 5 | 0.10 | 168.880 | 170.980 | 168.880 | 79.82 | 10264.00 |
| 16 | 2022.11.04 00:00 | buy | 6 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 17 | 2022.11.04 00:00 | modify | 6 | 0.10 | 165.783 | 164.883 | 166.983 | ||
| 18 | 2022.11.07 12:00 | t/p | 6 | 0.10 | 166.983 | 164.883 | 166.983 | 84.75 | 10348.75 |
| 19 | 2022.11.08 00:00 | sell | 7 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 20 | 2022.11.08 00:00 | modify | 7 | 0.10 | 168.795 | 169.695 | 167.595 | ||
| 21 | 2022.11.08 08:00 | sell | 8 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 22 | 2022.11.08 08:00 | modify | 8 | 0.10 | 168.303 | 168.675 | 167.595 | ||
| 23 | 2022.11.08 08:00 | modify | 7 | 0.10 | 168.795 | 168.675 | 167.595 | ||
| 24 | 2022.11.08 12:00 | t/p | 7 | 0.10 | 167.595 | 168.675 | 167.595 | 83.74 | 10432.49 |
| 25 | 2022.11.08 12:00 | t/p | 8 | 0.10 | 167.595 | 168.675 | 167.595 | 49.40 | 10481.89 |
| 26 | 2022.12.20 12:00 | buy | 9 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 27 | 2022.12.20 12:00 | modify | 9 | 0.10 | 161.114 | 160.214 | 162.314 | ||
| 28 | 2022.12.20 16:00 | s/l | 9 | 0.10 | 160.214 | 160.214 | 162.314 | -62.80 | 10419.09 |
| 29 | 2022.12.28 16:00 | sell | 10 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 30 | 2022.12.28 16:00 | modify | 10 | 0.10 | 161.540 | 162.440 | 160.340 | ||
| 31 | 2022.12.29 16:00 | t/p | 10 | 0.10 | 160.340 | 162.440 | 160.340 | 79.82 | 10498.91 |
| 32 | 2022.12.30 16:00 | buy | 11 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 33 | 2022.12.30 16:00 | modify | 11 | 0.10 | 158.735 | 157.835 | 159.935 | ||
| 34 | 2022.12.30 20:00 | s/l | 11 | 0.10 | 157.835 | 157.835 | 159.935 | -62.81 | 10436.10 |
| 35 | 2023.01.09 16:00 | sell | 12 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 36 | 2023.01.09 16:00 | modify | 12 | 0.10 | 160.847 | 161.747 | 159.647 | ||
| 37 | 2023.01.12 00:00 | sell | 13 | 0.10 | 160.362 | 0.000 | 0.000 | ||
| 38 | 2023.01.12 00:00 | modify | 13 | 0.10 | 160.362 | 160.727 | 159.647 | ||
| 39 | 2023.01.12 00:00 | modify | 12 | 0.10 | 160.847 | 160.727 | 159.647 | ||
| 40 | 2023.01.12 12:00 | t/p | 12 | 0.10 | 159.647 | 160.727 | 159.647 | 77.21 | 10513.30 |
| 41 | 2023.01.12 12:00 | t/p | 13 | 0.10 | 159.647 | 160.727 | 159.647 | 49.90 | 10563.20 |
| 42 | 2023.01.18 08:00 | sell | 14 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 43 | 2023.01.18 08:00 | modify | 14 | 0.10 | 160.401 | 161.301 | 159.201 | ||
| 44 | 2023.01.18 16:00 | t/p | 14 | 0.10 | 159.201 | 161.301 | 159.201 | 83.74 | 10646.94 |
| 45 | 2023.02.03 00:00 | buy | 15 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 46 | 2023.02.03 00:00 | modify | 15 | 0.10 | 157.397 | 156.497 | 158.597 | ||
| 47 | 2023.02.03 16:00 | t/p | 15 | 0.10 | 158.597 | 156.497 | 158.597 | 83.75 | 10730.69 |
| 48 | 2023.02.15 00:00 | sell | 16 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 49 | 2023.02.15 00:00 | modify | 16 | 0.10 | 161.899 | 162.799 | 160.699 | ||
| 50 | 2023.02.17 00:00 | t/p | 16 | 0.10 | 160.699 | 162.799 | 160.699 | 78.51 | 10809.20 |
| 51 | 2023.04.12 00:00 | sell | 17 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 52 | 2023.04.12 00:00 | modify | 17 | 0.10 | 166.047 | 166.947 | 164.847 | ||
| 53 | 2023.04.18 08:00 | s/l | 17 | 0.10 | 166.947 | 166.947 | 164.847 | -70.64 | 10738.56 |
| 54 | 2023.05.11 04:00 | buy | 18 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 55 | 2023.05.11 04:00 | modify | 18 | 0.10 | 169.351 | 168.451 | 170.551 | ||
| 56 | 2023.05.11 16:00 | s/l | 18 | 0.10 | 168.451 | 168.451 | 170.551 | -62.80 | 10675.76 |
| 57 | 2023.06.09 12:00 | sell | 19 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 58 | 2023.06.09 12:00 | modify | 19 | 0.10 | 175.133 | 176.033 | 173.933 | ||
| 59 | 2023.06.13 16:00 | s/l | 19 | 0.10 | 176.033 | 176.033 | 173.933 | -65.42 | 10610.34 |
| 60 | 2023.06.14 00:00 | sell | 20 | 0.10 | 176.664 | 0.000 | 0.000 | ||
| 61 | 2023.06.14 00:00 | modify | 20 | 0.10 | 176.664 | 177.564 | 175.464 | ||
| 62 | 2023.06.15 04:00 | s/l | 20 | 0.10 | 177.564 | 177.564 | 175.464 | -66.72 | 10543.62 |
| 63 | 2023.06.15 12:00 | sell | 21 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 64 | 2023.06.15 12:00 | modify | 21 | 0.10 | 178.581 | 179.481 | 177.381 | ||
| 65 | 2023.06.16 04:00 | s/l | 21 | 0.10 | 179.481 | 179.481 | 177.381 | -64.11 | 10479.51 |
| 66 | 2023.07.06 08:00 | buy | 22 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 67 | 2023.07.06 08:00 | modify | 22 | 0.10 | 183.148 | 182.248 | 184.348 | ||
| 68 | 2023.07.06 20:00 | buy | 23 | 0.10 | 183.652 | 0.000 | 0.000 | ||
| 69 | 2023.07.06 20:00 | modify | 23 | 0.10 | 183.652 | 183.268 | 184.348 | ||
| 70 | 2023.07.06 20:00 | modify | 22 | 0.10 | 183.148 | 183.268 | 184.348 | ||
| 71 | 2023.07.07 04:00 | s/l | 22 | 0.10 | 183.268 | 183.268 | 184.348 | 9.38 | 10488.89 |
| 72 | 2023.07.07 04:00 | s/l | 23 | 0.10 | 183.268 | 183.268 | 184.348 | -25.80 | 10463.09 |