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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=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=4; 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 | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 760.28 | Gross profit | 2079.28 | Gross loss | -1319.00 |
| Profit factor | 1.58 | Expected payoff | 20.55 | ||
| Absolute drawdown | 173.79 | Maximal drawdown | 300.26 (2.74%) | Relative drawdown | 2.93% (298.08) |
| Total trades | 37 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 19 (57.89%) |
| Profit trades (% of total) | 22 (59.46%) | Loss trades (% of total) | 15 (40.54%) | ||
| Largest | profit trade | 105.70 | loss trade | -104.24 | |
| Average | profit trade | 94.51 | loss trade | -87.93 | |
| Maximum | consecutive wins (profit in money) | 7 (671.45) | consecutive losses (loss in money) | 3 (-224.43) | |
| Maximal | consecutive profit (count of wins) | 671.45 (7) | consecutive loss (count of losses) | -224.43 (3) | |
| Average | consecutive wins | 2 | 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 | 158.263 | 161.163 | ||
| 3 | 2022.08.02 16:00 | t/p | 1 | 0.10 | 161.163 | 158.263 | 161.163 | 104.69 | 10104.69 |
| 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 | 165.353 | 162.453 | ||
| 6 | 2022.09.07 08:00 | s/l | 2 | 0.10 | 165.353 | 165.353 | 162.453 | -99.02 | 10005.67 |
| 7 | 2022.09.16 08:00 | buy | 3 | 0.10 | 163.179 | 0.000 | 0.000 | ||
| 8 | 2022.09.16 08:00 | modify | 3 | 0.10 | 163.179 | 161.779 | 164.679 | ||
| 9 | 2022.09.22 04:00 | s/l | 3 | 0.10 | 161.779 | 161.779 | 164.679 | -91.73 | 9913.94 |
| 10 | 2022.09.28 12:00 | buy | 4 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 11 | 2022.09.28 12:00 | modify | 4 | 0.10 | 153.157 | 151.757 | 154.657 | ||
| 12 | 2022.09.28 16:00 | t/p | 4 | 0.10 | 154.657 | 151.757 | 154.657 | 104.69 | 10018.63 |
| 13 | 2022.10.06 16:00 | buy | 5 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 14 | 2022.10.06 16:00 | modify | 5 | 0.10 | 161.378 | 159.978 | 162.878 | ||
| 15 | 2022.10.11 20:00 | s/l | 5 | 0.10 | 159.978 | 159.978 | 162.878 | -94.73 | 9923.91 |
| 16 | 2022.10.13 12:00 | sell | 6 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 17 | 2022.10.13 12:00 | modify | 6 | 0.10 | 165.204 | 166.604 | 163.704 | ||
| 18 | 2022.10.13 16:00 | s/l | 6 | 0.10 | 166.604 | 166.604 | 163.704 | -97.70 | 9826.21 |
| 19 | 2022.10.17 16:00 | sell | 7 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 20 | 2022.10.17 16:00 | modify | 7 | 0.10 | 169.889 | 171.289 | 168.389 | ||
| 21 | 2022.10.18 16:00 | t/p | 7 | 0.10 | 168.389 | 171.289 | 168.389 | 103.37 | 9929.58 |
| 22 | 2022.10.21 16:00 | buy | 8 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 23 | 2022.10.21 16:00 | modify | 8 | 0.10 | 165.201 | 163.801 | 166.701 | ||
| 24 | 2022.10.21 20:00 | t/p | 8 | 0.10 | 166.701 | 163.801 | 166.701 | 104.69 | 10034.27 |
| 25 | 2022.10.31 04:00 | sell | 9 | 0.10 | 171.620 | 0.000 | 0.000 | ||
| 26 | 2022.10.31 04:00 | modify | 9 | 0.10 | 171.620 | 173.020 | 170.120 | ||
| 27 | 2022.11.01 08:00 | t/p | 9 | 0.10 | 170.120 | 173.020 | 170.120 | 103.37 | 10137.64 |
| 28 | 2022.11.03 12:00 | buy | 10 | 0.10 | 166.741 | 0.000 | 0.000 | ||
| 29 | 2022.11.03 12:00 | modify | 10 | 0.10 | 166.741 | 165.341 | 168.241 | ||
| 30 | 2022.11.03 16:00 | s/l | 10 | 0.10 | 165.341 | 165.341 | 168.241 | -97.71 | 10039.93 |
| 31 | 2022.11.07 12:00 | sell | 11 | 0.10 | 167.795 | 0.000 | 0.000 | ||
| 32 | 2022.11.07 12:00 | modify | 11 | 0.10 | 167.795 | 169.195 | 166.295 | ||
| 33 | 2022.11.09 20:00 | t/p | 11 | 0.10 | 166.295 | 169.195 | 166.295 | 102.07 | 10142.00 |
| 34 | 2022.11.09 20:00 | buy | 12 | 0.10 | 166.382 | 0.000 | 0.000 | ||
| 35 | 2022.11.09 20:00 | modify | 12 | 0.10 | 166.382 | 164.982 | 167.882 | ||
| 36 | 2022.11.11 00:00 | s/l | 12 | 0.10 | 164.982 | 164.982 | 167.882 | -93.73 | 10048.27 |
| 37 | 2022.11.11 12:00 | buy | 13 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 38 | 2022.11.11 12:00 | modify | 13 | 0.10 | 164.077 | 162.677 | 165.577 | ||
| 39 | 2022.11.14 12:00 | t/p | 13 | 0.10 | 165.577 | 162.677 | 165.577 | 105.70 | 10153.97 |
| 40 | 2022.12.20 04:00 | buy | 14 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 41 | 2022.12.20 04:00 | modify | 14 | 0.10 | 162.019 | 160.619 | 163.519 | ||
| 42 | 2022.12.20 12:00 | s/l | 14 | 0.10 | 160.619 | 160.619 | 163.519 | -97.72 | 10056.25 |
| 43 | 2022.12.30 12:00 | buy | 15 | 0.10 | 158.636 | 0.000 | 0.000 | ||
| 44 | 2022.12.30 12:00 | modify | 15 | 0.10 | 158.636 | 157.236 | 160.136 | ||
| 45 | 2023.01.03 04:00 | s/l | 15 | 0.10 | 157.236 | 157.236 | 160.136 | -95.72 | 9960.52 |
| 46 | 2023.01.03 12:00 | buy | 16 | 0.10 | 156.183 | 0.000 | 0.000 | ||
| 47 | 2023.01.03 12:00 | modify | 16 | 0.10 | 156.183 | 154.783 | 157.683 | ||
| 48 | 2023.01.04 16:00 | t/p | 16 | 0.10 | 157.683 | 154.783 | 157.683 | 105.70 | 10066.22 |
| 49 | 2023.01.04 16:00 | sell | 17 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 50 | 2023.01.04 16:00 | modify | 17 | 0.10 | 158.999 | 160.399 | 157.499 | ||
| 51 | 2023.01.09 08:00 | s/l | 17 | 0.10 | 160.399 | 160.399 | 157.499 | -104.24 | 9961.98 |
| 52 | 2023.01.12 16:00 | buy | 18 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 53 | 2023.01.12 16:00 | modify | 18 | 0.10 | 157.855 | 156.455 | 159.355 | ||
| 54 | 2023.01.13 16:00 | s/l | 18 | 0.10 | 156.455 | 156.455 | 159.355 | -96.71 | 9865.27 |
| 55 | 2023.01.18 04:00 | sell | 19 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 56 | 2023.01.18 04:00 | modify | 19 | 0.10 | 160.870 | 162.270 | 159.370 | ||
| 57 | 2023.01.18 12:00 | t/p | 19 | 0.10 | 159.370 | 162.270 | 159.370 | 104.69 | 9969.96 |
| 58 | 2023.01.20 16:00 | sell | 20 | 0.10 | 160.709 | 0.000 | 0.000 | ||
| 59 | 2023.01.20 16:00 | modify | 20 | 0.10 | 160.709 | 162.109 | 159.209 | ||
| 60 | 2023.02.01 20:00 | t/p | 20 | 0.10 | 159.209 | 162.109 | 159.209 | 91.61 | 10061.57 |
| 61 | 2023.02.02 16:00 | buy | 21 | 0.10 | 157.887 | 0.000 | 0.000 | ||
| 62 | 2023.02.02 16:00 | modify | 21 | 0.10 | 157.887 | 156.487 | 159.387 | ||
| 63 | 2023.02.05 20:00 | t/p | 21 | 0.10 | 159.387 | 156.487 | 159.387 | 105.69 | 10167.25 |
| 64 | 2023.02.06 16:00 | sell | 22 | 0.10 | 159.578 | 0.000 | 0.000 | ||
| 65 | 2023.02.06 16:00 | modify | 22 | 0.10 | 159.578 | 160.978 | 158.078 | ||
| 66 | 2023.02.07 16:00 | t/p | 22 | 0.10 | 158.078 | 160.978 | 158.078 | 103.38 | 10270.64 |
| 67 | 2023.02.13 16:00 | sell | 23 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 68 | 2023.02.13 16:00 | modify | 23 | 0.10 | 161.169 | 162.569 | 159.669 | ||
| 69 | 2023.02.14 08:00 | sell | 24 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 70 | 2023.02.14 08:00 | modify | 24 | 0.10 | 160.320 | 160.719 | 159.669 | ||
| 71 | 2023.02.14 08:00 | modify | 23 | 0.10 | 161.169 | 160.719 | 159.669 | ||
| 72 | 2023.02.14 12:00 | s/l | 23 | 0.10 | 160.719 | 160.719 | 159.669 | 30.09 | 10300.73 |
| 73 | 2023.02.14 12:00 | s/l | 24 | 0.10 | 160.719 | 160.719 | 159.669 | -27.85 | 10272.88 |
| 74 | 2023.02.21 16:00 | sell | 25 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 75 | 2023.02.21 16:00 | modify | 25 | 0.10 | 163.588 | 164.988 | 162.088 | ||
| 76 | 2023.02.23 20:00 | t/p | 25 | 0.10 | 162.088 | 164.988 | 162.088 | 99.46 | 10372.34 |
| 77 | 2023.02.28 12:00 | sell | 26 | 0.10 | 165.423 | 0.000 | 0.000 | ||
| 78 | 2023.02.28 12:00 | modify | 26 | 0.10 | 165.423 | 166.823 | 163.923 | ||
| 79 | 2023.02.28 20:00 | t/p | 26 | 0.10 | 163.923 | 166.823 | 163.923 | 104.68 | 10477.02 |
| 80 | 2023.03.10 12:00 | sell | 27 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 81 | 2023.03.10 12:00 | modify | 27 | 0.10 | 164.013 | 165.413 | 162.513 | ||
| 82 | 2023.03.10 16:00 | t/p | 27 | 0.10 | 162.513 | 165.413 | 162.513 | 104.69 | 10581.71 |
| 83 | 2023.03.15 16:00 | buy | 28 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 84 | 2023.03.15 16:00 | modify | 28 | 0.10 | 159.820 | 158.420 | 161.320 | ||
| 85 | 2023.03.15 20:00 | t/p | 28 | 0.10 | 161.320 | 158.420 | 161.320 | 104.69 | 10686.40 |
| 86 | 2023.03.24 12:00 | buy | 29 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 87 | 2023.03.24 12:00 | modify | 29 | 0.10 | 158.888 | 157.488 | 160.388 | ||
| 88 | 2023.03.24 16:00 | buy | 30 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 89 | 2023.03.24 16:00 | modify | 30 | 0.10 | 159.721 | 159.338 | 160.388 | ||
| 90 | 2023.03.24 16:00 | modify | 29 | 0.10 | 158.888 | 159.338 | 160.388 | ||
| 91 | 2023.03.27 08:00 | t/p | 29 | 0.10 | 160.388 | 159.338 | 160.388 | 105.70 | 10792.10 |
| 92 | 2023.03.27 08:00 | t/p | 30 | 0.10 | 160.388 | 159.338 | 160.388 | 47.55 | 10839.65 |
| 93 | 2023.04.04 12:00 | sell | 31 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 94 | 2023.04.04 12:00 | modify | 31 | 0.10 | 166.029 | 167.429 | 164.529 | ||
| 95 | 2023.04.04 16:00 | t/p | 31 | 0.10 | 164.529 | 167.429 | 164.529 | 104.68 | 10944.33 |
| 96 | 2023.04.28 08:00 | sell | 32 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 97 | 2023.04.28 08:00 | modify | 32 | 0.10 | 169.386 | 170.786 | 167.886 | ||
| 98 | 2023.04.28 16:00 | s/l | 32 | 0.10 | 170.786 | 170.786 | 167.886 | -97.71 | 10846.62 |
| 99 | 2023.05.11 16:00 | buy | 33 | 0.10 | 168.110 | 0.000 | 0.000 | ||
| 100 | 2023.05.11 16:00 | modify | 33 | 0.10 | 168.110 | 166.710 | 169.610 | ||
| 101 | 2023.05.12 12:00 | buy | 34 | 0.10 | 168.957 | 0.000 | 0.000 | ||
| 102 | 2023.05.12 12:00 | modify | 34 | 0.10 | 168.957 | 168.560 | 169.610 | ||
| 103 | 2023.05.12 12:00 | modify | 33 | 0.10 | 168.110 | 168.560 | 169.610 | ||
| 104 | 2023.05.12 16:00 | s/l | 33 | 0.10 | 168.560 | 168.560 | 169.610 | 32.40 | 10879.02 |
| 105 | 2023.05.12 16:00 | s/l | 34 | 0.10 | 168.560 | 168.560 | 169.610 | -27.71 | 10851.31 |
| 106 | 2023.06.15 08:00 | sell | 35 | 0.10 | 178.769 | 0.000 | 0.000 | ||
| 107 | 2023.06.15 08:00 | modify | 35 | 0.10 | 178.769 | 180.169 | 177.269 | ||
| 108 | 2023.06.16 08:00 | s/l | 35 | 0.10 | 180.169 | 180.169 | 177.269 | -99.01 | 10752.30 |
| 109 | 2023.06.16 08:00 | sell | 36 | 0.10 | 180.474 | 0.000 | 0.000 | ||
| 110 | 2023.06.16 08:00 | modify | 36 | 0.10 | 180.474 | 181.874 | 178.974 | ||
| 111 | 2023.06.16 20:00 | s/l | 36 | 0.10 | 181.874 | 181.874 | 178.974 | -97.71 | 10654.59 |
| 112 | 2023.07.27 20:00 | buy | 37 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 113 | 2023.07.27 20:00 | modify | 37 | 0.10 | 177.817 | 176.417 | 179.317 | ||
| 114 | 2023.07.28 04:00 | t/p | 37 | 0.10 | 179.317 | 176.417 | 179.317 | 105.69 | 10760.28 |