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 20:00 (2022.09.01 - 2023.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 80177 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 707.96 | Gross profit | 800.30 | Gross loss | -92.34 |
| Profit factor | 8.67 | Expected payoff | 27.23 | ||
| Absolute drawdown | 17.78 | Maximal drawdown | 147.16 (1.38%) | Relative drawdown | 1.38% (147.16) |
| Total trades | 26 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
| Largest | profit trade | 81.15 | loss trade | -25.17 | |
| Average | profit trade | 38.11 | loss trade | -18.47 | |
| Maximum | consecutive wins (profit in money) | 9 (380.01) | consecutive losses (loss in money) | 1 (-25.17) | |
| Maximal | consecutive profit (count of wins) | 380.01 (9) | consecutive loss (count of losses) | -25.17 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.26 12:00 | sell | 1 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 2 | 2022.10.26 12:00 | modify | 1 | 0.10 | 170.080 | 170.980 | 168.880 | ||
| 3 | 2022.10.27 03:59 | sell | 2 | 0.10 | 169.645 | 0.000 | 0.000 | ||
| 4 | 2022.10.27 03:59 | modify | 2 | 0.10 | 169.645 | 169.900 | 168.880 | ||
| 5 | 2022.10.27 03:59 | modify | 1 | 0.10 | 170.080 | 169.900 | 168.880 | ||
| 6 | 2022.10.27 05:10 | sell | 3 | 0.10 | 169.345 | 0.000 | 0.000 | ||
| 7 | 2022.10.27 05:10 | modify | 3 | 0.10 | 169.345 | 169.780 | 168.880 | ||
| 8 | 2022.10.27 05:10 | modify | 2 | 0.10 | 169.645 | 169.780 | 168.880 | ||
| 9 | 2022.10.27 05:10 | modify | 1 | 0.10 | 170.080 | 169.780 | 168.880 | ||
| 10 | 2022.10.27 05:20 | sell | 4 | 0.10 | 169.211 | 0.000 | 0.000 | ||
| 11 | 2022.10.27 05:20 | modify | 4 | 0.10 | 169.211 | 169.600 | 168.880 | ||
| 12 | 2022.10.27 05:20 | modify | 3 | 0.10 | 169.345 | 169.600 | 168.880 | ||
| 13 | 2022.10.27 05:20 | modify | 2 | 0.10 | 169.645 | 169.600 | 168.880 | ||
| 14 | 2022.10.27 05:20 | modify | 1 | 0.10 | 170.080 | 169.600 | 168.880 | ||
| 15 | 2022.10.27 05:40 | t/p | 1 | 0.10 | 168.880 | 169.600 | 168.880 | 77.40 | 10077.40 |
| 16 | 2022.10.27 05:40 | t/p | 2 | 0.10 | 168.880 | 169.600 | 168.880 | 51.73 | 10129.13 |
| 17 | 2022.10.27 05:40 | t/p | 3 | 0.10 | 168.880 | 169.600 | 168.880 | 31.44 | 10160.57 |
| 18 | 2022.10.27 05:40 | t/p | 4 | 0.10 | 168.880 | 169.600 | 168.880 | 22.38 | 10182.95 |
| 19 | 2022.12.28 16:00 | sell | 5 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 20 | 2022.12.28 16:00 | modify | 5 | 0.10 | 161.540 | 162.440 | 160.340 | ||
| 21 | 2022.12.29 01:30 | sell | 6 | 0.10 | 161.115 | 0.000 | 0.000 | ||
| 22 | 2022.12.29 01:30 | modify | 6 | 0.10 | 161.115 | 161.360 | 160.340 | ||
| 23 | 2022.12.29 01:30 | modify | 5 | 0.10 | 161.540 | 161.360 | 160.340 | ||
| 24 | 2022.12.29 06:30 | sell | 7 | 0.10 | 160.798 | 0.000 | 0.000 | ||
| 25 | 2022.12.29 06:30 | modify | 7 | 0.10 | 160.798 | 161.240 | 160.340 | ||
| 26 | 2022.12.29 06:30 | modify | 6 | 0.10 | 161.115 | 161.240 | 160.340 | ||
| 27 | 2022.12.29 06:30 | modify | 5 | 0.10 | 161.540 | 161.240 | 160.340 | ||
| 28 | 2022.12.29 13:20 | sell | 8 | 0.10 | 160.697 | 0.000 | 0.000 | ||
| 29 | 2022.12.29 13:20 | modify | 8 | 0.10 | 160.697 | 161.060 | 160.340 | ||
| 30 | 2022.12.29 13:20 | modify | 7 | 0.10 | 160.798 | 161.060 | 160.340 | ||
| 31 | 2022.12.29 13:20 | modify | 6 | 0.10 | 161.115 | 161.060 | 160.340 | ||
| 32 | 2022.12.29 13:20 | modify | 5 | 0.10 | 161.540 | 161.060 | 160.340 | ||
| 33 | 2022.12.29 14:40 | t/p | 5 | 0.10 | 160.340 | 161.060 | 160.340 | 77.39 | 10260.33 |
| 34 | 2022.12.29 14:40 | t/p | 6 | 0.10 | 160.340 | 161.060 | 160.340 | 52.40 | 10312.73 |
| 35 | 2022.12.29 14:40 | t/p | 7 | 0.10 | 160.340 | 161.060 | 160.340 | 30.97 | 10343.70 |
| 36 | 2022.12.29 14:40 | t/p | 8 | 0.10 | 160.340 | 161.060 | 160.340 | 24.14 | 10367.84 |
| 37 | 2023.01.09 16:00 | sell | 9 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 38 | 2023.01.09 16:00 | modify | 9 | 0.10 | 160.847 | 161.747 | 159.647 | ||
| 39 | 2023.01.09 22:15 | sell | 10 | 0.10 | 160.425 | 0.000 | 0.000 | ||
| 40 | 2023.01.09 22:15 | modify | 10 | 0.10 | 160.425 | 160.667 | 159.647 | ||
| 41 | 2023.01.09 22:15 | modify | 9 | 0.10 | 160.847 | 160.667 | 159.647 | ||
| 42 | 2023.01.09 22:40 | s/l | 9 | 0.10 | 160.667 | 160.667 | 159.647 | 12.17 | 10380.01 |
| 43 | 2023.01.09 22:40 | s/l | 10 | 0.10 | 160.667 | 160.667 | 159.647 | -16.37 | 10363.64 |
| 44 | 2023.01.18 08:00 | sell | 11 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 45 | 2023.01.18 08:00 | modify | 11 | 0.10 | 160.401 | 161.301 | 159.201 | ||
| 46 | 2023.01.18 08:55 | sell | 12 | 0.10 | 159.980 | 0.000 | 0.000 | ||
| 47 | 2023.01.18 08:55 | modify | 12 | 0.10 | 159.980 | 160.221 | 159.201 | ||
| 48 | 2023.01.18 08:55 | modify | 11 | 0.10 | 160.401 | 160.221 | 159.201 | ||
| 49 | 2023.01.18 12:45 | sell | 13 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 50 | 2023.01.18 12:45 | modify | 13 | 0.10 | 159.674 | 160.101 | 159.201 | ||
| 51 | 2023.01.18 12:45 | modify | 12 | 0.10 | 159.980 | 160.101 | 159.201 | ||
| 52 | 2023.01.18 12:45 | modify | 11 | 0.10 | 160.401 | 160.101 | 159.201 | ||
| 53 | 2023.01.18 13:30 | t/p | 11 | 0.10 | 159.201 | 160.101 | 159.201 | 81.15 | 10444.79 |
| 54 | 2023.01.18 13:30 | t/p | 12 | 0.10 | 159.201 | 160.101 | 159.201 | 52.68 | 10497.47 |
| 55 | 2023.01.18 13:30 | t/p | 13 | 0.10 | 159.201 | 160.101 | 159.201 | 31.99 | 10529.46 |
| 56 | 2023.05.11 04:00 | buy | 14 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 57 | 2023.05.11 04:00 | modify | 14 | 0.10 | 169.351 | 168.451 | 170.551 | ||
| 58 | 2023.05.11 11:15 | buy | 15 | 0.10 | 169.771 | 0.000 | 0.000 | ||
| 59 | 2023.05.11 11:15 | modify | 15 | 0.10 | 169.771 | 169.531 | 170.551 | ||
| 60 | 2023.05.11 11:15 | modify | 14 | 0.10 | 169.351 | 169.531 | 170.551 | ||
| 61 | 2023.05.11 11:20 | s/l | 14 | 0.10 | 169.531 | 169.531 | 170.551 | 12.18 | 10541.64 |
| 62 | 2023.05.11 11:20 | s/l | 15 | 0.10 | 169.531 | 169.531 | 170.551 | -16.23 | 10525.41 |
| 63 | 2023.06.09 12:00 | sell | 16 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 64 | 2023.06.09 12:00 | modify | 16 | 0.10 | 175.133 | 176.033 | 173.933 | ||
| 65 | 2023.06.12 12:50 | sell | 17 | 0.10 | 174.697 | 0.000 | 0.000 | ||
| 66 | 2023.06.12 12:50 | modify | 17 | 0.10 | 174.697 | 174.953 | 173.933 | ||
| 67 | 2023.06.12 12:50 | modify | 16 | 0.10 | 175.133 | 174.953 | 173.933 | ||
| 68 | 2023.06.12 13:40 | s/l | 16 | 0.10 | 174.953 | 174.953 | 173.933 | 10.92 | 10536.33 |
| 69 | 2023.06.12 13:40 | s/l | 17 | 0.10 | 174.953 | 174.953 | 173.933 | -17.31 | 10519.02 |
| 70 | 2023.07.06 08:00 | buy | 18 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 71 | 2023.07.06 08:00 | modify | 18 | 0.10 | 183.148 | 182.248 | 184.348 | ||
| 72 | 2023.07.06 11:45 | buy | 19 | 0.10 | 183.585 | 0.000 | 0.000 | ||
| 73 | 2023.07.06 11:45 | modify | 19 | 0.10 | 183.585 | 183.328 | 184.348 | ||
| 74 | 2023.07.06 11:45 | modify | 18 | 0.10 | 183.148 | 183.328 | 184.348 | ||
| 75 | 2023.07.06 13:05 | buy | 20 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 76 | 2023.07.06 13:05 | modify | 20 | 0.10 | 184.000 | 183.628 | 184.348 | ||
| 77 | 2023.07.06 13:05 | modify | 19 | 0.10 | 183.585 | 183.628 | 184.348 | ||
| 78 | 2023.07.06 13:05 | modify | 18 | 0.10 | 183.148 | 183.628 | 184.348 | ||
| 79 | 2023.07.06 13:40 | s/l | 18 | 0.10 | 183.628 | 183.628 | 184.348 | 32.48 | 10551.50 |
| 80 | 2023.07.06 13:40 | s/l | 19 | 0.10 | 183.628 | 183.628 | 184.348 | 2.91 | 10554.41 |
| 81 | 2023.07.06 13:40 | s/l | 20 | 0.10 | 183.628 | 183.628 | 184.348 | -25.17 | 10529.24 |
| 82 | 2023.08.22 04:00 | sell | 21 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 83 | 2023.08.22 04:00 | modify | 21 | 0.10 | 186.509 | 187.409 | 185.309 | ||
| 84 | 2023.08.22 11:35 | sell | 22 | 0.10 | 186.078 | 0.000 | 0.000 | ||
| 85 | 2023.08.22 11:35 | modify | 22 | 0.10 | 186.078 | 186.329 | 185.309 | ||
| 86 | 2023.08.22 11:35 | modify | 21 | 0.10 | 186.509 | 186.329 | 185.309 | ||
| 87 | 2023.08.22 14:50 | sell | 23 | 0.10 | 185.662 | 0.000 | 0.000 | ||
| 88 | 2023.08.22 14:50 | modify | 23 | 0.10 | 185.662 | 186.029 | 185.309 | ||
| 89 | 2023.08.22 14:50 | modify | 22 | 0.10 | 186.078 | 186.029 | 185.309 | ||
| 90 | 2023.08.22 14:50 | modify | 21 | 0.10 | 186.509 | 186.029 | 185.309 | ||
| 91 | 2023.08.22 18:45 | sell | 24 | 0.10 | 185.779 | 0.000 | 0.000 | ||
| 92 | 2023.08.22 18:45 | modify | 24 | 0.10 | 185.779 | 186.209 | 185.309 | ||
| 93 | 2023.08.22 18:50 | modify | 24 | 0.10 | 185.779 | 186.029 | 185.309 | ||
| 94 | 2023.08.23 07:30 | t/p | 21 | 0.10 | 185.309 | 186.029 | 185.309 | 79.90 | 10609.14 |
| 95 | 2023.08.23 07:30 | t/p | 22 | 0.10 | 185.309 | 186.029 | 185.309 | 50.75 | 10659.89 |
| 96 | 2023.08.23 07:30 | t/p | 23 | 0.10 | 185.309 | 186.029 | 185.309 | 22.62 | 10682.51 |
| 97 | 2023.08.23 07:30 | t/p | 24 | 0.10 | 185.309 | 186.029 | 185.309 | 30.53 | 10713.04 |
| 98 | 2023.08.23 16:00 | buy | 25 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 99 | 2023.08.23 16:00 | modify | 25 | 0.10 | 183.894 | 182.994 | 185.094 | ||
| 100 | 2023.08.23 19:20 | buy | 26 | 0.10 | 184.329 | 0.000 | 0.000 | ||
| 101 | 2023.08.23 19:20 | modify | 26 | 0.10 | 184.329 | 184.074 | 185.094 | ||
| 102 | 2023.08.23 19:20 | modify | 25 | 0.10 | 183.894 | 184.074 | 185.094 | ||
| 103 | 2023.08.23 21:00 | s/l | 25 | 0.10 | 184.074 | 184.074 | 185.094 | 12.18 | 10725.22 |
| 104 | 2023.08.23 21:00 | s/l | 26 | 0.10 | 184.074 | 184.074 | 185.094 | -17.26 | 10707.96 |