Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
| 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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; 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=13; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 803.88 | Gross profit | 1216.79 | Gross loss | -412.91 |
| Profit factor | 2.95 | Expected payoff | 34.95 | ||
| Absolute drawdown | 104.14 | Maximal drawdown | 135.90 (1.35%) | Relative drawdown | 1.35% (135.90) |
| Total trades | 23 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 102.76 | loss trade | -66.75 | |
| Average | profit trade | 81.12 | loss trade | -51.61 | |
| Maximum | consecutive wins (profit in money) | 6 (553.15) | consecutive losses (loss in money) | 2 (-119.96) | |
| Maximal | consecutive profit (count of wins) | 553.15 (6) | consecutive loss (count of losses) | -119.96 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.03 20:00 | sell | 1 | 0.10 | 163.793 | 0.000 | 0.000 | ||
| 2 | 2022.10.03 20:00 | modify | 1 | 0.10 | 163.793 | 164.693 | 162.293 | ||
| 3 | 2022.10.04 08:00 | s/l | 1 | 0.10 | 164.693 | 164.693 | 162.293 | -62.04 | 9937.96 |
| 4 | 2022.10.05 16:00 | buy | 2 | 0.10 | 163.199 | 0.000 | 0.000 | ||
| 5 | 2022.10.05 16:00 | modify | 2 | 0.10 | 163.199 | 162.299 | 164.699 | ||
| 6 | 2022.10.06 00:00 | buy | 3 | 0.10 | 164.049 | 0.000 | 0.000 | ||
| 7 | 2022.10.06 00:00 | modify | 3 | 0.10 | 164.049 | 163.724 | 164.699 | ||
| 8 | 2022.10.06 00:00 | modify | 2 | 0.10 | 163.199 | 163.724 | 164.699 | ||
| 9 | 2022.10.06 08:00 | s/l | 2 | 0.10 | 163.724 | 163.724 | 164.699 | 38.24 | 9976.20 |
| 10 | 2022.10.06 08:00 | s/l | 3 | 0.10 | 163.724 | 163.724 | 164.699 | -21.84 | 9954.36 |
| 11 | 2022.10.06 16:00 | buy | 4 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 12 | 2022.10.06 16:00 | modify | 4 | 0.10 | 161.378 | 160.478 | 162.878 | ||
| 13 | 2022.10.10 12:00 | s/l | 4 | 0.10 | 160.478 | 160.478 | 162.878 | -58.50 | 9895.86 |
| 14 | 2022.10.11 16:00 | sell | 5 | 0.10 | 162.508 | 0.000 | 0.000 | ||
| 15 | 2022.10.11 16:00 | modify | 5 | 0.10 | 162.508 | 163.408 | 161.008 | ||
| 16 | 2022.10.11 20:00 | t/p | 5 | 0.10 | 161.008 | 163.408 | 161.008 | 100.79 | 9996.65 |
| 17 | 2022.10.17 16:00 | sell | 6 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 18 | 2022.10.17 16:00 | modify | 6 | 0.10 | 169.889 | 170.789 | 168.389 | ||
| 19 | 2022.10.18 08:00 | sell | 7 | 0.10 | 169.139 | 0.000 | 0.000 | ||
| 20 | 2022.10.18 08:00 | modify | 7 | 0.10 | 169.139 | 169.814 | 168.389 | ||
| 21 | 2022.10.18 08:00 | modify | 6 | 0.10 | 169.889 | 169.814 | 168.389 | ||
| 22 | 2022.10.18 16:00 | t/p | 6 | 0.10 | 168.389 | 169.814 | 168.389 | 99.21 | 10095.86 |
| 23 | 2022.10.18 16:00 | t/p | 7 | 0.10 | 168.389 | 169.814 | 168.389 | 50.39 | 10146.25 |
| 24 | 2022.10.21 16:00 | buy | 8 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 25 | 2022.10.21 16:00 | modify | 8 | 0.10 | 165.201 | 164.301 | 166.701 | ||
| 26 | 2022.10.21 20:00 | t/p | 8 | 0.10 | 166.701 | 164.301 | 166.701 | 100.79 | 10247.04 |
| 27 | 2022.11.03 16:00 | buy | 9 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 28 | 2022.11.03 16:00 | modify | 9 | 0.10 | 165.712 | 164.812 | 167.212 | ||
| 29 | 2022.11.07 12:00 | t/p | 9 | 0.10 | 167.212 | 164.812 | 167.212 | 102.76 | 10349.80 |
| 30 | 2022.11.07 20:00 | sell | 10 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 31 | 2022.11.07 20:00 | modify | 10 | 0.10 | 169.035 | 169.935 | 167.535 | ||
| 32 | 2022.11.08 16:00 | t/p | 10 | 0.10 | 167.535 | 169.935 | 167.535 | 99.21 | 10449.01 |
| 33 | 2023.01.04 16:00 | sell | 11 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 34 | 2023.01.04 16:00 | modify | 11 | 0.10 | 158.999 | 159.899 | 157.499 | ||
| 35 | 2023.01.04 20:00 | s/l | 11 | 0.10 | 159.899 | 159.899 | 157.499 | -60.47 | 10388.54 |
| 36 | 2023.01.12 16:00 | buy | 12 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 37 | 2023.01.12 16:00 | modify | 12 | 0.10 | 157.855 | 156.955 | 159.355 | ||
| 38 | 2023.01.13 08:00 | s/l | 12 | 0.10 | 156.955 | 156.955 | 159.355 | -59.49 | 10329.05 |
| 39 | 2023.01.13 16:00 | buy | 13 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 40 | 2023.01.13 16:00 | modify | 13 | 0.10 | 155.786 | 154.886 | 157.286 | ||
| 41 | 2023.01.16 00:00 | buy | 14 | 0.10 | 156.547 | 0.000 | 0.000 | ||
| 42 | 2023.01.16 00:00 | modify | 14 | 0.10 | 156.547 | 155.861 | 157.286 | ||
| 43 | 2023.01.16 00:00 | modify | 13 | 0.10 | 155.786 | 155.861 | 157.286 | ||
| 44 | 2023.01.16 12:00 | buy | 15 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 45 | 2023.01.16 12:00 | modify | 15 | 0.10 | 156.620 | 156.311 | 157.286 | ||
| 46 | 2023.01.16 12:00 | modify | 14 | 0.10 | 156.547 | 156.311 | 157.286 | ||
| 47 | 2023.01.16 12:00 | modify | 13 | 0.10 | 155.786 | 156.311 | 157.286 | ||
| 48 | 2023.01.17 08:00 | t/p | 13 | 0.10 | 157.286 | 156.311 | 157.286 | 102.76 | 10431.81 |
| 49 | 2023.01.17 08:00 | t/p | 14 | 0.10 | 157.286 | 156.311 | 157.286 | 50.64 | 10482.45 |
| 50 | 2023.01.17 08:00 | t/p | 15 | 0.10 | 157.286 | 156.311 | 157.286 | 45.74 | 10528.18 |
| 51 | 2023.02.02 20:00 | buy | 16 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 52 | 2023.02.02 20:00 | modify | 16 | 0.10 | 157.380 | 156.480 | 158.880 | ||
| 53 | 2023.02.05 20:00 | t/p | 16 | 0.10 | 158.880 | 156.480 | 158.880 | 101.78 | 10629.96 |
| 54 | 2023.02.13 16:00 | sell | 17 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 55 | 2023.02.13 16:00 | modify | 17 | 0.10 | 161.169 | 162.069 | 159.669 | ||
| 56 | 2023.02.14 08:00 | sell | 18 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 57 | 2023.02.14 08:00 | modify | 18 | 0.10 | 160.320 | 160.644 | 159.669 | ||
| 58 | 2023.02.14 08:00 | modify | 17 | 0.10 | 161.169 | 160.644 | 159.669 | ||
| 59 | 2023.02.14 12:00 | s/l | 17 | 0.10 | 160.644 | 160.644 | 159.669 | 33.71 | 10663.67 |
| 60 | 2023.02.14 12:00 | s/l | 18 | 0.10 | 160.644 | 160.644 | 159.669 | -21.77 | 10641.90 |
| 61 | 2023.05.05 16:00 | sell | 19 | 0.10 | 170.537 | 0.000 | 0.000 | ||
| 62 | 2023.05.05 16:00 | modify | 19 | 0.10 | 170.537 | 171.437 | 169.037 | ||
| 63 | 2023.05.11 12:00 | t/p | 19 | 0.10 | 169.037 | 171.437 | 169.037 | 91.36 | 10733.26 |
| 64 | 2023.06.13 16:00 | sell | 20 | 0.10 | 176.535 | 0.000 | 0.000 | ||
| 65 | 2023.06.13 16:00 | modify | 20 | 0.10 | 176.535 | 177.435 | 175.035 | ||
| 66 | 2023.06.15 00:00 | s/l | 20 | 0.10 | 177.435 | 177.435 | 175.035 | -66.75 | 10666.51 |
| 67 | 2023.06.16 16:00 | sell | 21 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 68 | 2023.06.16 16:00 | modify | 21 | 0.10 | 181.733 | 182.633 | 180.233 | ||
| 69 | 2023.06.20 16:00 | t/p | 21 | 0.10 | 180.233 | 182.633 | 180.233 | 97.64 | 10764.15 |
| 70 | 2023.07.27 20:00 | buy | 22 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 71 | 2023.07.27 20:00 | modify | 22 | 0.10 | 177.817 | 176.917 | 179.317 | ||
| 72 | 2023.07.28 04:00 | t/p | 22 | 0.10 | 179.317 | 176.917 | 179.317 | 101.78 | 10865.92 |
| 73 | 2023.07.28 16:00 | sell | 23 | 0.10 | 181.047 | 0.000 | 0.000 | ||
| 74 | 2023.07.28 16:00 | modify | 23 | 0.10 | 181.047 | 181.947 | 179.547 | ||
| 75 | 2023.07.31 04:00 | s/l | 23 | 0.10 | 181.947 | 181.947 | 179.547 | -62.04 | 10803.88 |