Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| 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=110; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 556.59 | Gross profit | 1769.62 | Gross loss | -1213.02 |
| Profit factor | 1.46 | Expected payoff | 13.91 | ||
| Absolute drawdown | 574.27 | Maximal drawdown | 574.27 (5.74%) | Relative drawdown | 5.74% (574.27) |
| Total trades | 40 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 21 (52.50%) | Loss trades (% of total) | 19 (47.50%) | ||
| Largest | profit trade | 107.22 | loss trade | -78.13 | |
| Average | profit trade | 84.27 | loss trade | -63.84 | |
| Maximum | consecutive wins (profit in money) | 6 (433.57) | consecutive losses (loss in money) | 6 (-453.47) | |
| Maximal | consecutive profit (count of wins) | 433.57 (6) | consecutive loss (count of losses) | -453.47 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.06 08:00 | sell | 1 | 0.10 | 163.953 | 0.000 | 0.000 | ||
| 2 | 2022.09.06 08:00 | modify | 1 | 0.10 | 163.953 | 165.053 | 162.453 | ||
| 3 | 2022.09.06 16:00 | s/l | 1 | 0.10 | 165.053 | 165.053 | 162.453 | -74.39 | 9925.61 |
| 4 | 2022.09.22 12:00 | buy | 2 | 0.10 | 159.847 | 0.000 | 0.000 | ||
| 5 | 2022.09.22 12:00 | modify | 2 | 0.10 | 159.847 | 158.747 | 161.347 | ||
| 6 | 2022.09.23 12:00 | s/l | 2 | 0.10 | 158.747 | 158.747 | 161.347 | -73.46 | 9852.15 |
| 7 | 2022.09.23 12:00 | buy | 3 | 0.10 | 157.899 | 0.000 | 0.000 | ||
| 8 | 2022.09.23 12:00 | modify | 3 | 0.10 | 157.899 | 156.799 | 159.399 | ||
| 9 | 2022.09.23 16:00 | s/l | 3 | 0.10 | 156.799 | 156.799 | 159.399 | -74.43 | 9777.72 |
| 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 | 152.057 | 154.657 | ||
| 12 | 2022.09.28 16:00 | t/p | 4 | 0.10 | 154.657 | 152.057 | 154.657 | 101.49 | 9879.21 |
| 13 | 2022.09.28 20:00 | sell | 5 | 0.10 | 156.818 | 0.000 | 0.000 | ||
| 14 | 2022.09.28 20:00 | modify | 5 | 0.10 | 156.818 | 157.918 | 155.318 | ||
| 15 | 2022.09.29 16:00 | s/l | 5 | 0.10 | 157.918 | 157.918 | 155.318 | -78.13 | 9801.07 |
| 16 | 2022.09.29 16:00 | sell | 6 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 17 | 2022.09.29 16:00 | modify | 6 | 0.10 | 159.549 | 160.649 | 158.049 | ||
| 18 | 2022.09.30 00:00 | s/l | 6 | 0.10 | 160.649 | 160.649 | 158.049 | -75.63 | 9725.44 |
| 19 | 2022.10.03 20:00 | sell | 7 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 20 | 2022.10.03 20:00 | modify | 7 | 0.10 | 163.793 | 164.893 | 162.293 | ||
| 21 | 2022.10.04 08:00 | s/l | 7 | 0.10 | 164.893 | 164.893 | 162.293 | -75.63 | 9649.81 |
| 22 | 2022.10.06 16:00 | buy | 8 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 23 | 2022.10.06 16:00 | modify | 8 | 0.10 | 161.378 | 160.278 | 162.878 | ||
| 24 | 2022.10.11 20:00 | s/l | 8 | 0.10 | 160.278 | 160.278 | 162.878 | -71.55 | 9578.26 |
| 25 | 2022.10.12 16:00 | sell | 9 | 0.10 | 162.926 | 0.000 | 0.000 | ||
| 26 | 2022.10.12 16:00 | modify | 9 | 0.10 | 162.926 | 164.026 | 161.426 | ||
| 27 | 2022.10.13 12:00 | s/l | 9 | 0.10 | 164.026 | 164.026 | 161.426 | -78.13 | 9500.12 |
| 28 | 2022.10.13 12:00 | sell | 10 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 29 | 2022.10.13 12:00 | modify | 10 | 0.10 | 165.204 | 166.304 | 163.704 | ||
| 30 | 2022.10.13 16:00 | s/l | 10 | 0.10 | 166.304 | 166.304 | 163.704 | -74.39 | 9425.73 |
| 31 | 2022.10.17 16:00 | sell | 11 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 32 | 2022.10.17 16:00 | modify | 11 | 0.10 | 169.889 | 170.989 | 168.389 | ||
| 33 | 2022.10.18 16:00 | t/p | 11 | 0.10 | 168.389 | 170.989 | 168.389 | 100.18 | 9525.91 |
| 34 | 2022.10.21 16:00 | buy | 12 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 35 | 2022.10.21 16:00 | modify | 12 | 0.10 | 165.201 | 164.101 | 166.701 | ||
| 36 | 2022.10.21 20:00 | t/p | 12 | 0.10 | 166.701 | 164.101 | 166.701 | 101.49 | 9627.40 |
| 37 | 2022.10.24 08:00 | sell | 13 | 0.10 | 169.041 | 0.000 | 0.000 | ||
| 38 | 2022.10.24 08:00 | modify | 13 | 0.10 | 169.041 | 170.141 | 167.541 | ||
| 39 | 2022.10.25 04:00 | sell | 14 | 0.10 | 168.208 | 0.000 | 0.000 | ||
| 40 | 2022.10.25 04:00 | modify | 14 | 0.10 | 168.208 | 168.591 | 167.541 | ||
| 41 | 2022.10.25 04:00 | sell | 15 | 0.10 | 168.208 | 0.000 | 0.000 | ||
| 42 | 2022.10.25 04:00 | modify | 15 | 0.10 | 168.208 | 168.516 | 167.541 | ||
| 43 | 2022.10.25 04:00 | modify | 13 | 0.10 | 169.041 | 168.516 | 167.541 | ||
| 44 | 2022.10.25 08:00 | modify | 14 | 0.10 | 168.208 | 168.516 | 167.541 | ||
| 45 | 2022.10.25 12:00 | s/l | 13 | 0.10 | 168.516 | 168.516 | 167.541 | 34.25 | 9661.65 |
| 46 | 2022.10.25 12:00 | s/l | 14 | 0.10 | 168.516 | 168.516 | 167.541 | -20.83 | 9640.82 |
| 47 | 2022.10.25 12:00 | s/l | 15 | 0.10 | 168.516 | 168.516 | 167.541 | -20.83 | 9619.99 |
| 48 | 2022.11.03 16:00 | buy | 16 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 49 | 2022.11.03 16:00 | modify | 16 | 0.10 | 165.712 | 164.612 | 167.212 | ||
| 50 | 2022.11.07 12:00 | t/p | 16 | 0.10 | 167.212 | 164.612 | 167.212 | 103.40 | 9723.39 |
| 51 | 2022.11.07 20:00 | sell | 17 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 52 | 2022.11.07 20:00 | modify | 17 | 0.10 | 169.035 | 170.135 | 167.535 | ||
| 53 | 2022.11.08 16:00 | t/p | 17 | 0.10 | 167.535 | 170.135 | 167.535 | 100.18 | 9823.57 |
| 54 | 2022.12.20 04:00 | buy | 18 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 55 | 2022.12.20 04:00 | modify | 18 | 0.10 | 162.019 | 160.919 | 163.519 | ||
| 56 | 2022.12.20 08:00 | s/l | 18 | 0.10 | 160.919 | 160.919 | 163.519 | -74.42 | 9749.15 |
| 57 | 2023.01.04 16:00 | sell | 19 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 58 | 2023.01.04 16:00 | modify | 19 | 0.10 | 158.999 | 160.099 | 157.499 | ||
| 59 | 2023.01.04 20:00 | s/l | 19 | 0.10 | 160.099 | 160.099 | 157.499 | -74.39 | 9674.76 |
| 60 | 2023.01.12 16:00 | buy | 20 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 61 | 2023.01.12 16:00 | modify | 20 | 0.10 | 157.855 | 156.755 | 159.355 | ||
| 62 | 2023.01.13 08:00 | s/l | 20 | 0.10 | 156.755 | 156.755 | 159.355 | -73.46 | 9601.30 |
| 63 | 2023.01.13 16:00 | buy | 21 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 64 | 2023.01.13 16:00 | modify | 21 | 0.10 | 155.786 | 154.686 | 157.286 | ||
| 65 | 2023.01.16 12:00 | buy | 22 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 66 | 2023.01.16 12:00 | modify | 22 | 0.10 | 156.620 | 156.236 | 157.286 | ||
| 67 | 2023.01.16 12:00 | buy | 23 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 68 | 2023.01.16 12:00 | modify | 23 | 0.10 | 156.620 | 156.311 | 157.286 | ||
| 69 | 2023.01.16 12:00 | modify | 21 | 0.10 | 155.786 | 156.311 | 157.286 | ||
| 70 | 2023.01.16 16:00 | modify | 22 | 0.10 | 156.620 | 156.311 | 157.286 | ||
| 71 | 2023.01.17 08:00 | t/p | 21 | 0.10 | 157.286 | 156.311 | 157.286 | 103.40 | 9704.70 |
| 72 | 2023.01.17 08:00 | t/p | 22 | 0.10 | 157.286 | 156.311 | 157.286 | 46.02 | 9750.71 |
| 73 | 2023.01.17 08:00 | t/p | 23 | 0.10 | 157.286 | 156.311 | 157.286 | 46.02 | 9796.73 |
| 74 | 2023.01.18 04:00 | sell | 24 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 75 | 2023.01.18 04:00 | modify | 24 | 0.10 | 160.870 | 161.970 | 159.370 | ||
| 76 | 2023.01.18 12:00 | t/p | 24 | 0.10 | 159.370 | 161.970 | 159.370 | 101.43 | 9898.16 |
| 77 | 2023.02.02 20:00 | buy | 25 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 78 | 2023.02.02 20:00 | modify | 25 | 0.10 | 157.380 | 156.280 | 158.880 | ||
| 79 | 2023.02.05 20:00 | t/p | 25 | 0.10 | 158.880 | 156.280 | 158.880 | 102.46 | 10000.61 |
| 80 | 2023.02.13 16:00 | sell | 26 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 81 | 2023.02.13 16:00 | modify | 26 | 0.10 | 161.169 | 162.269 | 159.669 | ||
| 82 | 2023.02.14 08:00 | sell | 27 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 83 | 2023.02.14 08:00 | modify | 27 | 0.10 | 160.320 | 160.719 | 159.669 | ||
| 84 | 2023.02.14 08:00 | sell | 28 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 85 | 2023.02.14 08:00 | modify | 28 | 0.10 | 160.320 | 160.644 | 159.669 | ||
| 86 | 2023.02.14 08:00 | modify | 26 | 0.10 | 161.169 | 160.644 | 159.669 | ||
| 87 | 2023.02.14 12:00 | s/l | 26 | 0.10 | 160.644 | 160.644 | 159.669 | 34.25 | 10034.86 |
| 88 | 2023.02.14 12:00 | s/l | 27 | 0.10 | 160.719 | 160.719 | 159.669 | -26.98 | 10007.88 |
| 89 | 2023.02.14 12:00 | s/l | 28 | 0.10 | 160.644 | 160.644 | 159.669 | -21.91 | 9985.97 |
| 90 | 2023.02.21 16:00 | sell | 29 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 91 | 2023.02.21 16:00 | modify | 29 | 0.10 | 163.588 | 164.688 | 162.088 | ||
| 92 | 2023.02.23 20:00 | t/p | 29 | 0.10 | 162.088 | 164.688 | 162.088 | 96.43 | 10082.40 |
| 93 | 2023.03.13 12:00 | buy | 30 | 0.10 | 160.835 | 0.000 | 0.000 | ||
| 94 | 2023.03.13 12:00 | modify | 30 | 0.10 | 160.835 | 159.735 | 162.335 | ||
| 95 | 2023.03.13 20:00 | t/p | 30 | 0.10 | 162.335 | 159.735 | 162.335 | 101.50 | 10183.90 |
| 96 | 2023.03.15 12:00 | buy | 31 | 0.10 | 161.160 | 0.000 | 0.000 | ||
| 97 | 2023.03.15 12:00 | modify | 31 | 0.10 | 161.160 | 160.060 | 162.660 | ||
| 98 | 2023.03.15 16:00 | s/l | 31 | 0.10 | 160.060 | 160.060 | 162.660 | -74.42 | 10109.48 |
| 99 | 2023.03.24 12:00 | buy | 32 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 100 | 2023.03.24 12:00 | modify | 32 | 0.10 | 158.888 | 157.788 | 160.388 | ||
| 101 | 2023.03.24 16:00 | buy | 33 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 102 | 2023.03.24 16:00 | modify | 33 | 0.10 | 159.721 | 159.338 | 160.388 | ||
| 103 | 2023.03.24 16:00 | buy | 34 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 104 | 2023.03.24 16:00 | modify | 34 | 0.10 | 159.721 | 159.413 | 160.388 | ||
| 105 | 2023.03.24 16:00 | modify | 32 | 0.10 | 158.888 | 159.413 | 160.388 | ||
| 106 | 2023.03.24 20:00 | modify | 33 | 0.10 | 159.721 | 159.413 | 160.388 | ||
| 107 | 2023.03.27 08:00 | t/p | 32 | 0.10 | 160.388 | 159.413 | 160.388 | 102.45 | 10211.92 |
| 108 | 2023.03.27 08:00 | t/p | 33 | 0.10 | 160.388 | 159.413 | 160.388 | 46.09 | 10258.01 |
| 109 | 2023.03.27 08:00 | t/p | 34 | 0.10 | 160.388 | 159.413 | 160.388 | 46.09 | 10304.09 |
| 110 | 2023.04.28 08:00 | sell | 35 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 111 | 2023.04.28 08:00 | modify | 35 | 0.10 | 169.386 | 170.486 | 167.886 | ||
| 112 | 2023.04.28 16:00 | s/l | 35 | 0.10 | 170.486 | 170.486 | 167.886 | -74.38 | 10229.71 |
| 113 | 2023.05.05 16:00 | sell | 36 | 0.10 | 170.537 | 0.000 | 0.000 | ||
| 114 | 2023.05.05 16:00 | modify | 36 | 0.10 | 170.537 | 171.637 | 169.037 | ||
| 115 | 2023.05.11 12:00 | t/p | 36 | 0.10 | 169.037 | 171.637 | 169.037 | 93.92 | 10323.64 |
| 116 | 2023.06.16 16:00 | sell | 37 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 117 | 2023.06.16 16:00 | modify | 37 | 0.10 | 181.733 | 182.833 | 180.233 | ||
| 118 | 2023.06.20 16:00 | t/p | 37 | 0.10 | 180.233 | 182.833 | 180.233 | 98.93 | 10422.57 |
| 119 | 2023.07.27 20:00 | buy | 38 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 120 | 2023.07.27 20:00 | modify | 38 | 0.10 | 177.817 | 176.717 | 179.317 | ||
| 121 | 2023.07.28 04:00 | t/p | 38 | 0.10 | 179.317 | 176.717 | 179.317 | 102.45 | 10525.01 |
| 122 | 2023.07.28 16:00 | sell | 39 | 0.10 | 181.047 | 0.000 | 0.000 | ||
| 123 | 2023.07.28 16:00 | modify | 39 | 0.10 | 181.047 | 182.147 | 179.547 | ||
| 124 | 2023.07.31 04:00 | s/l | 39 | 0.10 | 182.147 | 182.147 | 179.547 | -75.64 | 10449.37 |
| 125 | 2023.08.23 12:00 | buy | 40 | 0.10 | 183.707 | 0.000 | 0.000 | ||
| 126 | 2023.08.23 12:00 | modify | 40 | 0.10 | 183.707 | 182.607 | 185.207 | ||
| 127 | 2023.08.29 12:00 | t/p | 40 | 0.10 | 185.207 | 182.607 | 185.207 | 107.22 | 10556.59 |