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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1310.95 | Gross profit | 1704.50 | Gross loss | -393.56 |
| Profit factor | 4.33 | Expected payoff | 31.97 | ||
| Absolute drawdown | 10.01 | Maximal drawdown | 190.28 (1.74%) | Relative drawdown | 1.74% (190.28) |
| Total trades | 41 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 26 (80.77%) |
| Profit trades (% of total) | 27 (65.85%) | Loss trades (% of total) | 14 (34.15%) | ||
| Largest | profit trade | 103.40 | loss trade | -48.58 | |
| Average | profit trade | 63.13 | loss trade | -28.11 | |
| Maximum | consecutive wins (profit in money) | 13 (801.63) | consecutive losses (loss in money) | 4 (-106.19) | |
| Maximal | consecutive profit (count of wins) | 801.63 (13) | consecutive loss (count of losses) | -120.12 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.28 12:00 | buy | 1 | 0.10 | 153.157 | 0.000 | 0.000 | ||
| 2 | 2022.09.28 12:00 | modify | 1 | 0.10 | 153.157 | 152.457 | 154.657 | ||
| 3 | 2022.09.28 13:55 | buy | 2 | 0.10 | 153.937 | 0.000 | 0.000 | ||
| 4 | 2022.09.28 13:55 | modify | 2 | 0.10 | 153.937 | 153.532 | 154.657 | ||
| 5 | 2022.09.28 13:55 | modify | 1 | 0.10 | 153.157 | 153.532 | 154.657 | ||
| 6 | 2022.09.28 14:20 | t/p | 1 | 0.10 | 154.657 | 153.532 | 154.657 | 101.49 | 10101.49 |
| 7 | 2022.09.28 14:20 | t/p | 2 | 0.10 | 154.657 | 153.532 | 154.657 | 48.71 | 10150.20 |
| 8 | 2022.10.06 16:00 | buy | 3 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 9 | 2022.10.06 16:00 | modify | 3 | 0.10 | 161.378 | 160.678 | 162.878 | ||
| 10 | 2022.10.06 17:55 | buy | 4 | 0.10 | 162.218 | 0.000 | 0.000 | ||
| 11 | 2022.10.06 17:55 | modify | 4 | 0.10 | 162.218 | 161.903 | 162.878 | ||
| 12 | 2022.10.06 17:55 | buy | 5 | 0.10 | 162.218 | 0.000 | 0.000 | ||
| 13 | 2022.10.06 17:55 | modify | 5 | 0.10 | 162.218 | 161.903 | 162.878 | ||
| 14 | 2022.10.06 17:55 | modify | 3 | 0.10 | 161.378 | 161.903 | 162.878 | ||
| 15 | 2022.10.06 18:25 | buy | 6 | 0.10 | 162.143 | 0.000 | 0.000 | ||
| 16 | 2022.10.06 18:25 | modify | 6 | 0.10 | 162.143 | 161.753 | 162.878 | ||
| 17 | 2022.10.06 18:30 | modify | 6 | 0.10 | 162.143 | 161.903 | 162.878 | ||
| 18 | 2022.10.06 18:40 | s/l | 3 | 0.10 | 161.903 | 161.903 | 162.878 | 35.53 | 10185.73 |
| 19 | 2022.10.06 18:40 | s/l | 4 | 0.10 | 161.903 | 161.903 | 162.878 | -21.31 | 10164.42 |
| 20 | 2022.10.06 18:40 | s/l | 5 | 0.10 | 161.903 | 161.903 | 162.878 | -21.31 | 10143.11 |
| 21 | 2022.10.06 18:40 | s/l | 6 | 0.10 | 161.903 | 161.903 | 162.878 | -16.23 | 10126.88 |
| 22 | 2022.10.13 12:00 | sell | 7 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 23 | 2022.10.13 12:00 | modify | 7 | 0.10 | 165.204 | 165.904 | 163.704 | ||
| 24 | 2022.10.13 15:20 | s/l | 7 | 0.10 | 165.904 | 165.904 | 163.704 | -47.34 | 10079.54 |
| 25 | 2022.10.17 16:00 | sell | 8 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 26 | 2022.10.17 16:00 | modify | 8 | 0.10 | 169.889 | 170.589 | 168.389 | ||
| 27 | 2022.10.17 18:30 | sell | 9 | 0.10 | 169.138 | 0.000 | 0.000 | ||
| 28 | 2022.10.17 18:30 | modify | 9 | 0.10 | 169.138 | 169.514 | 168.389 | ||
| 29 | 2022.10.17 18:30 | modify | 8 | 0.10 | 169.889 | 169.514 | 168.389 | ||
| 30 | 2022.10.17 19:30 | sell | 10 | 0.10 | 169.037 | 0.000 | 0.000 | ||
| 31 | 2022.10.17 19:30 | modify | 10 | 0.10 | 169.037 | 169.364 | 168.389 | ||
| 32 | 2022.10.17 19:30 | sell | 11 | 0.10 | 169.037 | 0.000 | 0.000 | ||
| 33 | 2022.10.17 19:30 | modify | 11 | 0.10 | 169.037 | 169.364 | 168.389 | ||
| 34 | 2022.10.17 19:30 | modify | 9 | 0.10 | 169.138 | 169.364 | 168.389 | ||
| 35 | 2022.10.17 19:30 | modify | 8 | 0.10 | 169.889 | 169.364 | 168.389 | ||
| 36 | 2022.10.17 20:40 | s/l | 8 | 0.10 | 169.364 | 169.364 | 168.389 | 35.50 | 10115.04 |
| 37 | 2022.10.17 20:40 | s/l | 9 | 0.10 | 169.364 | 169.364 | 168.389 | -15.28 | 10099.76 |
| 38 | 2022.10.17 20:40 | s/l | 10 | 0.10 | 169.364 | 169.364 | 168.389 | -22.11 | 10077.65 |
| 39 | 2022.10.17 20:40 | s/l | 11 | 0.10 | 169.364 | 169.364 | 168.389 | -22.11 | 10055.54 |
| 40 | 2022.10.21 16:00 | buy | 12 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 41 | 2022.10.21 16:00 | modify | 12 | 0.10 | 165.201 | 164.501 | 166.701 | ||
| 42 | 2022.10.21 17:10 | buy | 13 | 0.10 | 166.040 | 0.000 | 0.000 | ||
| 43 | 2022.10.21 17:10 | modify | 13 | 0.10 | 166.040 | 165.726 | 166.701 | ||
| 44 | 2022.10.21 17:10 | buy | 14 | 0.10 | 166.040 | 0.000 | 0.000 | ||
| 45 | 2022.10.21 17:10 | modify | 14 | 0.10 | 166.040 | 165.726 | 166.701 | ||
| 46 | 2022.10.21 17:10 | modify | 12 | 0.10 | 165.201 | 165.726 | 166.701 | ||
| 47 | 2022.10.21 17:30 | t/p | 12 | 0.10 | 166.701 | 165.726 | 166.701 | 101.49 | 10157.03 |
| 48 | 2022.10.21 17:30 | t/p | 13 | 0.10 | 166.701 | 165.726 | 166.701 | 44.72 | 10201.75 |
| 49 | 2022.10.21 17:30 | t/p | 14 | 0.10 | 166.701 | 165.726 | 166.701 | 44.72 | 10246.47 |
| 50 | 2022.11.03 16:00 | buy | 15 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 51 | 2022.11.03 16:00 | modify | 15 | 0.10 | 165.712 | 165.012 | 167.212 | ||
| 52 | 2022.11.06 22:40 | buy | 16 | 0.10 | 166.476 | 0.000 | 0.000 | ||
| 53 | 2022.11.06 22:40 | modify | 16 | 0.10 | 166.476 | 166.087 | 167.212 | ||
| 54 | 2022.11.06 22:40 | modify | 15 | 0.10 | 165.712 | 166.087 | 167.212 | ||
| 55 | 2022.11.07 01:20 | buy | 17 | 0.10 | 166.563 | 0.000 | 0.000 | ||
| 56 | 2022.11.07 01:20 | modify | 17 | 0.10 | 166.563 | 166.237 | 167.212 | ||
| 57 | 2022.11.07 01:20 | buy | 18 | 0.10 | 166.563 | 0.000 | 0.000 | ||
| 58 | 2022.11.07 01:20 | modify | 18 | 0.10 | 166.563 | 166.237 | 167.212 | ||
| 59 | 2022.11.07 01:20 | modify | 16 | 0.10 | 166.476 | 166.237 | 167.212 | ||
| 60 | 2022.11.07 01:20 | modify | 15 | 0.10 | 165.712 | 166.237 | 167.212 | ||
| 61 | 2022.11.07 08:20 | t/p | 15 | 0.10 | 167.212 | 166.237 | 167.212 | 103.40 | 10349.87 |
| 62 | 2022.11.07 08:20 | t/p | 16 | 0.10 | 167.212 | 166.237 | 167.212 | 50.76 | 10400.63 |
| 63 | 2022.11.07 08:20 | t/p | 17 | 0.10 | 167.212 | 166.237 | 167.212 | 43.91 | 10444.54 |
| 64 | 2022.11.07 08:20 | t/p | 18 | 0.10 | 167.212 | 166.237 | 167.212 | 43.91 | 10488.45 |
| 65 | 2022.11.07 20:00 | sell | 19 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 66 | 2022.11.07 20:00 | modify | 19 | 0.10 | 169.035 | 169.735 | 167.535 | ||
| 67 | 2022.11.08 07:40 | sell | 20 | 0.10 | 168.278 | 0.000 | 0.000 | ||
| 68 | 2022.11.08 07:40 | modify | 20 | 0.10 | 168.278 | 168.660 | 167.535 | ||
| 69 | 2022.11.08 07:40 | modify | 19 | 0.10 | 169.035 | 168.660 | 167.535 | ||
| 70 | 2022.11.08 08:26 | sell | 21 | 0.10 | 168.204 | 0.000 | 0.000 | ||
| 71 | 2022.11.08 08:26 | modify | 21 | 0.10 | 168.204 | 168.510 | 167.535 | ||
| 72 | 2022.11.08 08:26 | sell | 22 | 0.10 | 168.204 | 0.000 | 0.000 | ||
| 73 | 2022.11.08 08:26 | modify | 22 | 0.10 | 168.204 | 168.510 | 167.535 | ||
| 74 | 2022.11.08 08:26 | modify | 20 | 0.10 | 168.278 | 168.510 | 167.535 | ||
| 75 | 2022.11.08 08:26 | modify | 19 | 0.10 | 169.035 | 168.510 | 167.535 | ||
| 76 | 2022.11.08 12:40 | t/p | 19 | 0.10 | 167.535 | 168.510 | 167.535 | 100.18 | 10588.63 |
| 77 | 2022.11.08 12:40 | t/p | 20 | 0.10 | 167.535 | 168.510 | 167.535 | 50.24 | 10638.87 |
| 78 | 2022.11.08 12:40 | t/p | 21 | 0.10 | 167.535 | 168.510 | 167.535 | 45.24 | 10684.11 |
| 79 | 2022.11.08 12:40 | t/p | 22 | 0.10 | 167.535 | 168.510 | 167.535 | 45.24 | 10729.35 |
| 80 | 2022.11.11 12:00 | buy | 23 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 81 | 2022.11.11 12:00 | modify | 23 | 0.10 | 164.077 | 163.377 | 165.577 | ||
| 82 | 2022.11.14 09:40 | t/p | 23 | 0.10 | 165.577 | 163.377 | 165.577 | 102.45 | 10831.79 |
| 83 | 2023.01.03 12:00 | buy | 24 | 0.10 | 156.183 | 0.000 | 0.000 | ||
| 84 | 2023.01.03 12:00 | modify | 24 | 0.10 | 156.183 | 155.483 | 157.683 | ||
| 85 | 2023.01.03 16:25 | buy | 25 | 0.10 | 156.948 | 0.000 | 0.000 | ||
| 86 | 2023.01.03 16:25 | modify | 25 | 0.10 | 156.948 | 156.558 | 157.683 | ||
| 87 | 2023.01.03 16:25 | modify | 24 | 0.10 | 156.183 | 156.558 | 157.683 | ||
| 88 | 2023.01.03 16:40 | s/l | 24 | 0.10 | 156.558 | 156.558 | 157.683 | 25.38 | 10857.17 |
| 89 | 2023.01.03 16:40 | s/l | 25 | 0.10 | 156.558 | 156.558 | 157.683 | -26.38 | 10830.79 |
| 90 | 2023.01.04 16:00 | sell | 26 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 91 | 2023.01.04 16:00 | modify | 26 | 0.10 | 158.999 | 159.699 | 157.499 | ||
| 92 | 2023.01.04 17:30 | s/l | 26 | 0.10 | 159.699 | 159.699 | 157.499 | -47.34 | 10783.45 |
| 93 | 2023.01.12 16:00 | buy | 27 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 94 | 2023.01.12 16:00 | modify | 27 | 0.10 | 157.855 | 157.155 | 159.355 | ||
| 95 | 2023.01.13 06:20 | s/l | 27 | 0.10 | 157.155 | 157.155 | 159.355 | -46.40 | 10737.05 |
| 96 | 2023.01.13 16:00 | buy | 28 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 97 | 2023.01.13 16:00 | modify | 28 | 0.10 | 155.786 | 155.086 | 157.286 | ||
| 98 | 2023.01.15 23:59 | buy | 29 | 0.10 | 156.547 | 0.000 | 0.000 | ||
| 99 | 2023.01.15 23:59 | modify | 29 | 0.10 | 156.547 | 156.161 | 157.286 | ||
| 100 | 2023.01.15 23:59 | modify | 28 | 0.10 | 155.786 | 156.161 | 157.286 | ||
| 101 | 2023.01.16 04:40 | buy | 30 | 0.10 | 156.611 | 0.000 | 0.000 | ||
| 102 | 2023.01.16 04:40 | modify | 30 | 0.10 | 156.611 | 156.311 | 157.286 | ||
| 103 | 2023.01.16 04:40 | buy | 31 | 0.10 | 156.611 | 0.000 | 0.000 | ||
| 104 | 2023.01.16 04:40 | modify | 31 | 0.10 | 156.611 | 156.311 | 157.286 | ||
| 105 | 2023.01.16 04:40 | modify | 29 | 0.10 | 156.547 | 156.311 | 157.286 | ||
| 106 | 2023.01.16 04:40 | modify | 28 | 0.10 | 155.786 | 156.311 | 157.286 | ||
| 107 | 2023.01.17 07:40 | t/p | 28 | 0.10 | 157.286 | 156.311 | 157.286 | 103.40 | 10840.45 |
| 108 | 2023.01.17 07:40 | t/p | 29 | 0.10 | 157.286 | 156.311 | 157.286 | 51.91 | 10892.36 |
| 109 | 2023.01.17 07:40 | t/p | 30 | 0.10 | 157.286 | 156.311 | 157.286 | 46.63 | 10938.98 |
| 110 | 2023.01.17 07:40 | t/p | 31 | 0.10 | 157.286 | 156.311 | 157.286 | 46.63 | 10985.61 |
| 111 | 2023.01.20 16:00 | sell | 32 | 0.10 | 160.709 | 0.000 | 0.000 | ||
| 112 | 2023.01.20 16:00 | modify | 32 | 0.10 | 160.709 | 161.409 | 159.209 | ||
| 113 | 2023.01.23 06:20 | s/l | 32 | 0.10 | 161.409 | 161.409 | 159.209 | -48.58 | 10937.03 |
| 114 | 2023.02.13 16:00 | sell | 33 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 115 | 2023.02.13 16:00 | modify | 33 | 0.10 | 161.169 | 161.869 | 159.669 | ||
| 116 | 2023.02.14 02:35 | sell | 34 | 0.10 | 160.395 | 0.000 | 0.000 | ||
| 117 | 2023.02.14 02:35 | modify | 34 | 0.10 | 160.395 | 160.794 | 159.669 | ||
| 118 | 2023.02.14 02:35 | modify | 33 | 0.10 | 161.169 | 160.794 | 159.669 | ||
| 119 | 2023.02.14 03:33 | sell | 35 | 0.10 | 160.331 | 0.000 | 0.000 | ||
| 120 | 2023.02.14 03:33 | modify | 35 | 0.10 | 160.331 | 160.644 | 159.669 | ||
| 121 | 2023.02.14 03:33 | sell | 36 | 0.10 | 160.331 | 0.000 | 0.000 | ||
| 122 | 2023.02.14 03:33 | modify | 36 | 0.10 | 160.331 | 160.644 | 159.669 | ||
| 123 | 2023.02.14 03:33 | modify | 34 | 0.10 | 160.395 | 160.644 | 159.669 | ||
| 124 | 2023.02.14 03:33 | modify | 33 | 0.10 | 161.169 | 160.644 | 159.669 | ||
| 125 | 2023.02.14 08:30 | s/l | 33 | 0.10 | 160.644 | 160.644 | 159.669 | 34.25 | 10971.28 |
| 126 | 2023.02.14 08:30 | s/l | 34 | 0.10 | 160.644 | 160.644 | 159.669 | -16.84 | 10954.44 |
| 127 | 2023.02.14 08:30 | s/l | 35 | 0.10 | 160.644 | 160.644 | 159.669 | -21.16 | 10933.28 |
| 128 | 2023.02.14 08:30 | s/l | 36 | 0.10 | 160.644 | 160.644 | 159.669 | -21.16 | 10912.12 |
| 129 | 2023.03.15 16:00 | buy | 37 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 130 | 2023.03.15 16:00 | modify | 37 | 0.10 | 159.820 | 159.120 | 161.320 | ||
| 131 | 2023.03.15 18:40 | t/p | 37 | 0.10 | 161.320 | 159.120 | 161.320 | 101.49 | 11013.61 |
| 132 | 2023.03.24 12:00 | buy | 38 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 133 | 2023.03.24 12:00 | modify | 38 | 0.10 | 158.888 | 158.188 | 160.388 | ||
| 134 | 2023.03.24 15:50 | buy | 39 | 0.10 | 159.719 | 0.000 | 0.000 | ||
| 135 | 2023.03.24 15:50 | modify | 39 | 0.10 | 159.719 | 159.413 | 160.388 | ||
| 136 | 2023.03.24 15:50 | buy | 40 | 0.10 | 159.719 | 0.000 | 0.000 | ||
| 137 | 2023.03.24 15:50 | modify | 40 | 0.10 | 159.719 | 159.413 | 160.388 | ||
| 138 | 2023.03.24 15:50 | modify | 38 | 0.10 | 158.888 | 159.413 | 160.388 | ||
| 139 | 2023.03.27 06:20 | t/p | 38 | 0.10 | 160.388 | 159.413 | 160.388 | 102.45 | 11116.05 |
| 140 | 2023.03.27 06:20 | t/p | 39 | 0.10 | 160.388 | 159.413 | 160.388 | 46.23 | 11162.28 |
| 141 | 2023.03.27 06:20 | t/p | 40 | 0.10 | 160.388 | 159.413 | 160.388 | 46.23 | 11208.50 |
| 142 | 2023.07.27 20:00 | buy | 41 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 143 | 2023.07.27 20:00 | modify | 41 | 0.10 | 177.817 | 177.117 | 179.317 | ||
| 144 | 2023.07.28 03:30 | t/p | 41 | 0.10 | 179.317 | 177.117 | 179.317 | 102.45 | 11310.95 |