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=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=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 524.67 | Gross profit | 1001.17 | Gross loss | -476.49 |
| Profit factor | 2.10 | Expected payoff | 20.99 | ||
| Absolute drawdown | 34.99 | Maximal drawdown | 290.98 (2.71%) | Relative drawdown | 2.71% (290.98) |
| Total trades | 25 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
| Largest | profit trade | 82.15 | loss trade | -57.85 | |
| Average | profit trade | 66.74 | loss trade | -47.65 | |
| Maximum | consecutive wins (profit in money) | 5 (369.69) | consecutive losses (loss in money) | 5 (-280.52) | |
| Maximal | consecutive profit (count of wins) | 369.69 (5) | consecutive loss (count of losses) | -280.52 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.07 12:00 | sell | 1 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 2 | 2022.09.07 12:00 | modify | 1 | 0.10 | 165.595 | 166.395 | 164.395 | ||
| 3 | 2022.09.09 12:00 | t/p | 1 | 0.10 | 164.395 | 166.395 | 164.395 | 76.15 | 10076.15 |
| 4 | 2022.10.04 04:00 | sell | 2 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 5 | 2022.10.04 04:00 | modify | 2 | 0.10 | 163.790 | 164.590 | 162.590 | ||
| 6 | 2022.10.04 08:00 | s/l | 2 | 0.10 | 164.590 | 164.590 | 162.590 | -54.10 | 10022.05 |
| 7 | 2022.10.14 00:00 | sell | 3 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 8 | 2022.10.14 00:00 | modify | 3 | 0.10 | 166.469 | 167.269 | 165.269 | ||
| 9 | 2022.10.14 12:00 | t/p | 3 | 0.10 | 165.269 | 167.269 | 165.269 | 81.14 | 10103.19 |
| 10 | 2022.10.26 12:00 | sell | 4 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 11 | 2022.10.26 12:00 | modify | 4 | 0.10 | 170.080 | 170.880 | 168.880 | ||
| 12 | 2022.10.27 08:00 | t/p | 4 | 0.10 | 168.880 | 170.880 | 168.880 | 77.40 | 10180.58 |
| 13 | 2022.11.04 00:00 | buy | 5 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 14 | 2022.11.04 00:00 | modify | 5 | 0.10 | 165.783 | 164.983 | 166.983 | ||
| 15 | 2022.11.07 12:00 | t/p | 5 | 0.10 | 166.983 | 164.983 | 166.983 | 82.15 | 10262.73 |
| 16 | 2022.11.08 00:00 | sell | 6 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 17 | 2022.11.08 00:00 | modify | 6 | 0.10 | 168.795 | 169.595 | 167.595 | ||
| 18 | 2022.11.08 08:00 | sell | 7 | 0.10 | 168.303 | 0.000 | 0.000 | ||
| 19 | 2022.11.08 08:00 | modify | 7 | 0.10 | 168.303 | 168.555 | 167.595 | ||
| 20 | 2022.11.08 08:00 | modify | 6 | 0.10 | 168.795 | 168.555 | 167.595 | ||
| 21 | 2022.11.08 12:00 | t/p | 6 | 0.10 | 167.595 | 168.555 | 167.595 | 81.14 | 10343.87 |
| 22 | 2022.11.08 12:00 | t/p | 7 | 0.10 | 167.595 | 168.555 | 167.595 | 47.87 | 10391.74 |
| 23 | 2022.12.20 12:00 | buy | 8 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 24 | 2022.12.20 12:00 | modify | 8 | 0.10 | 161.114 | 160.314 | 162.314 | ||
| 25 | 2022.12.20 16:00 | s/l | 8 | 0.10 | 160.314 | 160.314 | 162.314 | -54.13 | 10337.61 |
| 26 | 2022.12.28 16:00 | sell | 9 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 27 | 2022.12.28 16:00 | modify | 9 | 0.10 | 161.540 | 162.340 | 160.340 | ||
| 28 | 2022.12.29 16:00 | t/p | 9 | 0.10 | 160.340 | 162.340 | 160.340 | 77.39 | 10415.00 |
| 29 | 2022.12.30 16:00 | buy | 10 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 30 | 2022.12.30 16:00 | modify | 10 | 0.10 | 158.735 | 157.935 | 159.935 | ||
| 31 | 2022.12.30 20:00 | s/l | 10 | 0.10 | 157.935 | 157.935 | 159.935 | -54.12 | 10360.88 |
| 32 | 2023.01.09 16:00 | sell | 11 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 33 | 2023.01.09 16:00 | modify | 11 | 0.10 | 160.847 | 161.647 | 159.647 | ||
| 34 | 2023.01.12 00:00 | sell | 12 | 0.10 | 160.362 | 0.000 | 0.000 | ||
| 35 | 2023.01.12 00:00 | modify | 12 | 0.10 | 160.362 | 160.607 | 159.647 | ||
| 36 | 2023.01.12 00:00 | modify | 11 | 0.10 | 160.847 | 160.607 | 159.647 | ||
| 37 | 2023.01.12 12:00 | t/p | 11 | 0.10 | 159.647 | 160.607 | 159.647 | 74.90 | 10435.77 |
| 38 | 2023.01.12 12:00 | t/p | 12 | 0.10 | 159.647 | 160.607 | 159.647 | 48.35 | 10484.12 |
| 39 | 2023.01.18 08:00 | sell | 13 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 40 | 2023.01.18 08:00 | modify | 13 | 0.10 | 160.401 | 161.201 | 159.201 | ||
| 41 | 2023.01.18 16:00 | t/p | 13 | 0.10 | 159.201 | 161.201 | 159.201 | 81.15 | 10565.27 |
| 42 | 2023.02.03 00:00 | buy | 14 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 43 | 2023.02.03 00:00 | modify | 14 | 0.10 | 157.397 | 156.597 | 158.597 | ||
| 44 | 2023.02.03 16:00 | t/p | 14 | 0.10 | 158.597 | 156.597 | 158.597 | 81.20 | 10646.47 |
| 45 | 2023.02.15 00:00 | sell | 15 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 46 | 2023.02.15 00:00 | modify | 15 | 0.10 | 161.899 | 162.699 | 160.699 | ||
| 47 | 2023.02.17 00:00 | t/p | 15 | 0.10 | 160.699 | 162.699 | 160.699 | 76.15 | 10722.62 |
| 48 | 2023.04.12 00:00 | sell | 16 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 49 | 2023.04.12 00:00 | modify | 16 | 0.10 | 166.047 | 166.847 | 164.847 | ||
| 50 | 2023.04.13 12:00 | s/l | 16 | 0.10 | 166.847 | 166.847 | 164.847 | -57.84 | 10664.77 |
| 51 | 2023.05.11 04:00 | buy | 17 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 52 | 2023.05.11 04:00 | modify | 17 | 0.10 | 169.351 | 168.551 | 170.551 | ||
| 53 | 2023.05.11 16:00 | s/l | 17 | 0.10 | 168.551 | 168.551 | 170.551 | -54.13 | 10610.64 |
| 54 | 2023.06.09 12:00 | sell | 18 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 55 | 2023.06.09 12:00 | modify | 18 | 0.10 | 175.133 | 175.933 | 173.933 | ||
| 56 | 2023.06.13 16:00 | s/l | 18 | 0.10 | 175.933 | 175.933 | 173.933 | -56.60 | 10554.04 |
| 57 | 2023.06.14 00:00 | sell | 19 | 0.10 | 176.664 | 0.000 | 0.000 | ||
| 58 | 2023.06.14 00:00 | modify | 19 | 0.10 | 176.664 | 177.464 | 175.464 | ||
| 59 | 2023.06.15 04:00 | s/l | 19 | 0.10 | 177.464 | 177.464 | 175.464 | -57.85 | 10496.19 |
| 60 | 2023.06.15 12:00 | sell | 20 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 61 | 2023.06.15 12:00 | modify | 20 | 0.10 | 178.581 | 179.381 | 177.381 | ||
| 62 | 2023.06.15 16:00 | s/l | 20 | 0.10 | 179.381 | 179.381 | 177.381 | -54.09 | 10442.10 |
| 63 | 2023.07.06 08:00 | buy | 21 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 64 | 2023.07.06 08:00 | modify | 21 | 0.10 | 183.148 | 182.348 | 184.348 | ||
| 65 | 2023.07.06 20:00 | buy | 22 | 0.10 | 183.652 | 0.000 | 0.000 | ||
| 66 | 2023.07.06 20:00 | modify | 22 | 0.10 | 183.652 | 183.388 | 184.348 | ||
| 67 | 2023.07.06 20:00 | modify | 21 | 0.10 | 183.148 | 183.388 | 184.348 | ||
| 68 | 2023.07.07 00:00 | s/l | 21 | 0.10 | 183.388 | 183.388 | 184.348 | 17.20 | 10459.29 |
| 69 | 2023.07.07 00:00 | s/l | 22 | 0.10 | 183.388 | 183.388 | 184.348 | -16.90 | 10442.39 |
| 70 | 2023.08.22 04:00 | sell | 23 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 71 | 2023.08.22 04:00 | modify | 23 | 0.10 | 186.509 | 187.309 | 185.309 | ||
| 72 | 2023.08.23 08:00 | t/p | 23 | 0.10 | 185.309 | 187.309 | 185.309 | 79.90 | 10522.29 |
| 73 | 2023.08.23 16:00 | buy | 24 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 74 | 2023.08.23 16:00 | modify | 24 | 0.10 | 183.894 | 183.094 | 185.094 | ||
| 75 | 2023.08.24 04:00 | buy | 25 | 0.10 | 184.381 | 0.000 | 0.000 | ||
| 76 | 2023.08.24 04:00 | modify | 25 | 0.10 | 184.381 | 184.134 | 185.094 | ||
| 77 | 2023.08.24 04:00 | modify | 24 | 0.10 | 183.894 | 184.134 | 185.094 | ||
| 78 | 2023.08.24 16:00 | s/l | 24 | 0.10 | 184.134 | 184.134 | 185.094 | 19.11 | 10541.39 |
| 79 | 2023.08.24 16:00 | s/l | 25 | 0.10 | 184.134 | 184.134 | 185.094 | -16.72 | 10524.67 |