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 20:00 (2022.10.01 - 2023.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79899 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1192.38 | Gross profit | 1683.36 | Gross loss | -490.98 |
| Profit factor | 3.43 | Expected payoff | 27.73 | ||
| Absolute drawdown | 83.47 | Maximal drawdown | 189.72 (1.73%) | Relative drawdown | 1.73% (189.72) |
| Total trades | 43 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 23 (78.26%) |
| Profit trades (% of total) | 29 (67.44%) | Loss trades (% of total) | 14 (32.56%) | ||
| Largest | profit trade | 102.73 | loss trade | -62.03 | |
| Average | profit trade | 58.05 | loss trade | -35.07 | |
| Maximum | consecutive wins (profit in money) | 11 (623.34) | consecutive losses (loss in money) | 3 (-74.54) | |
| Maximal | consecutive profit (count of wins) | 623.34 (11) | consecutive loss (count of losses) | -119.92 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 06:05 | s/l | 1 | 0.10 | 164.693 | 164.693 | 162.293 | -62.02 | 9937.98 |
| 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 | 2022.10.05 18:40 | buy | 3 | 0.10 | 163.956 | 0.000 | 0.000 | ||
| 7 | 2022.10.05 18:40 | modify | 3 | 0.10 | 163.956 | 163.274 | 164.699 | ||
| 8 | 2022.10.05 18:40 | modify | 2 | 0.10 | 163.199 | 163.274 | 164.699 | ||
| 9 | 2022.10.05 19:05 | buy | 4 | 0.10 | 164.028 | 0.000 | 0.000 | ||
| 10 | 2022.10.05 19:05 | modify | 4 | 0.10 | 164.028 | 163.724 | 164.699 | ||
| 11 | 2022.10.05 19:05 | modify | 3 | 0.10 | 163.956 | 163.724 | 164.699 | ||
| 12 | 2022.10.05 19:05 | modify | 2 | 0.10 | 163.199 | 163.724 | 164.699 | ||
| 13 | 2022.10.05 19:40 | s/l | 2 | 0.10 | 163.724 | 163.724 | 164.699 | 35.26 | 9973.24 |
| 14 | 2022.10.05 19:40 | s/l | 3 | 0.10 | 163.724 | 163.724 | 164.699 | -15.59 | 9957.65 |
| 15 | 2022.10.05 19:40 | s/l | 4 | 0.10 | 163.724 | 163.724 | 164.699 | -20.43 | 9937.22 |
| 16 | 2022.10.06 16:00 | buy | 5 | 0.10 | 161.378 | 0.000 | 0.000 | ||
| 17 | 2022.10.06 16:00 | modify | 5 | 0.10 | 161.378 | 160.478 | 162.878 | ||
| 18 | 2022.10.06 17:55 | buy | 6 | 0.10 | 162.218 | 0.000 | 0.000 | ||
| 19 | 2022.10.06 17:55 | modify | 6 | 0.10 | 162.218 | 161.903 | 162.878 | ||
| 20 | 2022.10.06 17:55 | modify | 5 | 0.10 | 161.378 | 161.903 | 162.878 | ||
| 21 | 2022.10.06 18:25 | buy | 7 | 0.10 | 162.143 | 0.000 | 0.000 | ||
| 22 | 2022.10.06 18:25 | modify | 7 | 0.10 | 162.143 | 161.453 | 162.878 | ||
| 23 | 2022.10.06 18:30 | modify | 7 | 0.10 | 162.143 | 161.903 | 162.878 | ||
| 24 | 2022.10.06 18:40 | s/l | 5 | 0.10 | 161.903 | 161.903 | 162.878 | 35.27 | 9972.49 |
| 25 | 2022.10.06 18:40 | s/l | 6 | 0.10 | 161.903 | 161.903 | 162.878 | -21.16 | 9951.33 |
| 26 | 2022.10.06 18:40 | s/l | 7 | 0.10 | 161.903 | 161.903 | 162.878 | -16.12 | 9935.21 |
| 27 | 2022.10.11 16:00 | sell | 8 | 0.10 | 162.508 | 0.000 | 0.000 | ||
| 28 | 2022.10.11 16:00 | modify | 8 | 0.10 | 162.508 | 163.408 | 161.008 | ||
| 29 | 2022.10.11 18:53 | t/p | 8 | 0.10 | 161.008 | 163.408 | 161.008 | 100.76 | 10035.97 |
| 30 | 2022.10.17 16:00 | sell | 9 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 31 | 2022.10.17 16:00 | modify | 9 | 0.10 | 169.889 | 170.789 | 168.389 | ||
| 32 | 2022.10.17 18:30 | sell | 10 | 0.10 | 169.138 | 0.000 | 0.000 | ||
| 33 | 2022.10.17 18:30 | modify | 10 | 0.10 | 169.138 | 169.814 | 168.389 | ||
| 34 | 2022.10.17 18:30 | modify | 9 | 0.10 | 169.889 | 169.814 | 168.389 | ||
| 35 | 2022.10.17 19:30 | sell | 11 | 0.10 | 169.037 | 0.000 | 0.000 | ||
| 36 | 2022.10.17 19:30 | modify | 11 | 0.10 | 169.037 | 169.364 | 168.389 | ||
| 37 | 2022.10.17 19:30 | modify | 10 | 0.10 | 169.138 | 169.364 | 168.389 | ||
| 38 | 2022.10.17 19:30 | modify | 9 | 0.10 | 169.889 | 169.364 | 168.389 | ||
| 39 | 2022.10.17 20:40 | s/l | 9 | 0.10 | 169.364 | 169.364 | 168.389 | 35.27 | 10071.24 |
| 40 | 2022.10.17 20:40 | s/l | 10 | 0.10 | 169.364 | 169.364 | 168.389 | -15.18 | 10056.06 |
| 41 | 2022.10.17 20:40 | s/l | 11 | 0.10 | 169.364 | 169.364 | 168.389 | -21.96 | 10034.10 |
| 42 | 2022.10.21 16:00 | buy | 12 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 43 | 2022.10.21 16:00 | modify | 12 | 0.10 | 165.201 | 164.301 | 166.701 | ||
| 44 | 2022.10.21 16:40 | buy | 13 | 0.10 | 166.267 | 0.000 | 0.000 | ||
| 45 | 2022.10.21 16:40 | modify | 13 | 0.10 | 166.267 | 165.726 | 166.701 | ||
| 46 | 2022.10.21 16:40 | modify | 12 | 0.10 | 165.201 | 165.726 | 166.701 | ||
| 47 | 2022.10.21 17:10 | buy | 14 | 0.10 | 166.040 | 0.000 | 0.000 | ||
| 48 | 2022.10.21 17:10 | modify | 14 | 0.10 | 166.040 | 165.726 | 166.701 | ||
| 49 | 2022.10.21 17:30 | t/p | 12 | 0.10 | 166.701 | 165.726 | 166.701 | 100.76 | 10134.86 |
| 50 | 2022.10.21 17:30 | t/p | 13 | 0.10 | 166.701 | 165.726 | 166.701 | 29.15 | 10164.01 |
| 51 | 2022.10.21 17:30 | t/p | 14 | 0.10 | 166.701 | 165.726 | 166.701 | 44.40 | 10208.41 |
| 52 | 2022.11.03 16:00 | buy | 15 | 0.10 | 165.712 | 0.000 | 0.000 | ||
| 53 | 2022.11.03 16:00 | modify | 15 | 0.10 | 165.712 | 164.812 | 167.212 | ||
| 54 | 2022.11.06 22:40 | buy | 16 | 0.10 | 166.476 | 0.000 | 0.000 | ||
| 55 | 2022.11.06 22:40 | modify | 16 | 0.10 | 166.476 | 165.787 | 167.212 | ||
| 56 | 2022.11.06 22:40 | modify | 15 | 0.10 | 165.712 | 165.787 | 167.212 | ||
| 57 | 2022.11.07 01:20 | buy | 17 | 0.10 | 166.563 | 0.000 | 0.000 | ||
| 58 | 2022.11.07 01:20 | modify | 17 | 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 02:55 | buy | 18 | 0.10 | 166.790 | 0.000 | 0.000 | ||
| 62 | 2022.11.07 02:55 | modify | 18 | 0.10 | 166.790 | 166.237 | 167.212 | ||
| 63 | 2022.11.07 08:20 | t/p | 15 | 0.10 | 167.212 | 166.237 | 167.212 | 102.73 | 10311.14 |
| 64 | 2022.11.07 08:20 | t/p | 16 | 0.10 | 167.212 | 166.237 | 167.212 | 50.43 | 10361.57 |
| 65 | 2022.11.07 08:20 | t/p | 17 | 0.10 | 167.212 | 166.237 | 167.212 | 43.60 | 10405.17 |
| 66 | 2022.11.07 08:20 | t/p | 18 | 0.10 | 167.212 | 166.237 | 167.212 | 28.35 | 10433.52 |
| 67 | 2022.11.07 20:00 | sell | 19 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 68 | 2022.11.07 20:00 | modify | 19 | 0.10 | 169.035 | 169.935 | 167.535 | ||
| 69 | 2022.11.08 07:40 | sell | 20 | 0.10 | 168.278 | 0.000 | 0.000 | ||
| 70 | 2022.11.08 07:40 | modify | 20 | 0.10 | 168.278 | 168.960 | 167.535 | ||
| 71 | 2022.11.08 07:40 | modify | 19 | 0.10 | 169.035 | 168.960 | 167.535 | ||
| 72 | 2022.11.08 08:26 | sell | 21 | 0.10 | 168.204 | 0.000 | 0.000 | ||
| 73 | 2022.11.08 08:26 | modify | 21 | 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 09:45 | sell | 22 | 0.10 | 167.980 | 0.000 | 0.000 | ||
| 77 | 2022.11.08 09:45 | modify | 22 | 0.10 | 167.980 | 168.510 | 167.535 | ||
| 78 | 2022.11.08 12:40 | t/p | 19 | 0.10 | 167.535 | 168.510 | 167.535 | 99.18 | 10532.70 |
| 79 | 2022.11.08 12:40 | t/p | 20 | 0.10 | 167.535 | 168.510 | 167.535 | 49.91 | 10582.61 |
| 80 | 2022.11.08 12:40 | t/p | 21 | 0.10 | 167.535 | 168.510 | 167.535 | 44.94 | 10627.55 |
| 81 | 2022.11.08 12:40 | t/p | 22 | 0.10 | 167.535 | 168.510 | 167.535 | 29.89 | 10657.44 |
| 82 | 2023.01.04 16:00 | sell | 23 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 83 | 2023.01.04 16:00 | modify | 23 | 0.10 | 158.999 | 159.899 | 157.499 | ||
| 84 | 2023.01.04 17:30 | s/l | 23 | 0.10 | 159.899 | 159.899 | 157.499 | -60.45 | 10596.99 |
| 85 | 2023.01.12 16:00 | buy | 24 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 86 | 2023.01.12 16:00 | modify | 24 | 0.10 | 157.855 | 156.955 | 159.355 | ||
| 87 | 2023.01.13 06:40 | s/l | 24 | 0.10 | 156.955 | 156.955 | 159.355 | -59.47 | 10537.51 |
| 88 | 2023.01.13 16:00 | buy | 25 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 89 | 2023.01.13 16:00 | modify | 25 | 0.10 | 155.786 | 154.886 | 157.286 | ||
| 90 | 2023.01.15 23:59 | buy | 26 | 0.10 | 156.547 | 0.000 | 0.000 | ||
| 91 | 2023.01.15 23:59 | modify | 26 | 0.10 | 156.547 | 155.861 | 157.286 | ||
| 92 | 2023.01.15 23:59 | modify | 25 | 0.10 | 155.786 | 155.861 | 157.286 | ||
| 93 | 2023.01.16 04:40 | buy | 27 | 0.10 | 156.611 | 0.000 | 0.000 | ||
| 94 | 2023.01.16 04:40 | modify | 27 | 0.10 | 156.611 | 156.311 | 157.286 | ||
| 95 | 2023.01.16 04:40 | modify | 26 | 0.10 | 156.547 | 156.311 | 157.286 | ||
| 96 | 2023.01.16 04:40 | modify | 25 | 0.10 | 155.786 | 156.311 | 157.286 | ||
| 97 | 2023.01.16 09:15 | buy | 28 | 0.10 | 156.846 | 0.000 | 0.000 | ||
| 98 | 2023.01.16 09:15 | modify | 28 | 0.10 | 156.846 | 156.311 | 157.286 | ||
| 99 | 2023.01.17 07:40 | t/p | 25 | 0.10 | 157.286 | 156.311 | 157.286 | 102.73 | 10640.25 |
| 100 | 2023.01.17 07:40 | t/p | 26 | 0.10 | 157.286 | 156.311 | 157.286 | 51.61 | 10691.86 |
| 101 | 2023.01.17 07:40 | t/p | 27 | 0.10 | 157.286 | 156.311 | 157.286 | 46.33 | 10738.18 |
| 102 | 2023.01.17 07:40 | t/p | 28 | 0.10 | 157.286 | 156.311 | 157.286 | 30.55 | 10768.73 |
| 103 | 2023.02.02 20:00 | buy | 29 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 104 | 2023.02.02 20:00 | modify | 29 | 0.10 | 157.380 | 156.480 | 158.880 | ||
| 105 | 2023.02.03 14:40 | buy | 30 | 0.10 | 158.231 | 0.000 | 0.000 | ||
| 106 | 2023.02.03 14:40 | modify | 30 | 0.10 | 158.231 | 157.905 | 158.880 | ||
| 107 | 2023.02.03 14:40 | modify | 29 | 0.10 | 157.380 | 157.905 | 158.880 | ||
| 108 | 2023.02.03 14:55 | buy | 31 | 0.10 | 158.147 | 0.000 | 0.000 | ||
| 109 | 2023.02.03 14:55 | modify | 31 | 0.10 | 158.147 | 157.455 | 158.880 | ||
| 110 | 2023.02.03 15:00 | modify | 31 | 0.10 | 158.147 | 157.905 | 158.880 | ||
| 111 | 2023.02.03 17:30 | buy | 32 | 0.10 | 158.441 | 0.000 | 0.000 | ||
| 112 | 2023.02.03 17:30 | modify | 32 | 0.10 | 158.441 | 157.905 | 158.880 | ||
| 113 | 2023.02.05 22:00 | t/p | 29 | 0.10 | 158.880 | 157.905 | 158.880 | 101.75 | 10870.48 |
| 114 | 2023.02.05 22:00 | t/p | 30 | 0.10 | 158.880 | 157.905 | 158.880 | 43.59 | 10914.07 |
| 115 | 2023.02.05 22:00 | t/p | 31 | 0.10 | 158.880 | 157.905 | 158.880 | 49.23 | 10963.30 |
| 116 | 2023.02.05 22:00 | t/p | 32 | 0.10 | 158.880 | 157.905 | 158.880 | 29.49 | 10992.79 |
| 117 | 2023.02.13 16:00 | sell | 33 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 118 | 2023.02.13 16:00 | modify | 33 | 0.10 | 161.169 | 162.069 | 159.669 | ||
| 119 | 2023.02.14 02:35 | sell | 34 | 0.10 | 160.395 | 0.000 | 0.000 | ||
| 120 | 2023.02.14 02:35 | modify | 34 | 0.10 | 160.395 | 161.094 | 159.669 | ||
| 121 | 2023.02.14 02:35 | modify | 33 | 0.10 | 161.169 | 161.094 | 159.669 | ||
| 122 | 2023.02.14 03:33 | sell | 35 | 0.10 | 160.331 | 0.000 | 0.000 | ||
| 123 | 2023.02.14 03:33 | modify | 35 | 0.10 | 160.331 | 160.644 | 159.669 | ||
| 124 | 2023.02.14 03:33 | modify | 34 | 0.10 | 160.395 | 160.644 | 159.669 | ||
| 125 | 2023.02.14 03:33 | modify | 33 | 0.10 | 161.169 | 160.644 | 159.669 | ||
| 126 | 2023.02.14 05:40 | sell | 36 | 0.10 | 160.096 | 0.000 | 0.000 | ||
| 127 | 2023.02.14 05:40 | modify | 36 | 0.10 | 160.096 | 160.644 | 159.669 | ||
| 128 | 2023.02.14 08:30 | s/l | 33 | 0.10 | 160.644 | 160.644 | 159.669 | 33.70 | 11026.49 |
| 129 | 2023.02.14 08:30 | s/l | 34 | 0.10 | 160.644 | 160.644 | 159.669 | -16.72 | 11009.77 |
| 130 | 2023.02.14 08:30 | s/l | 35 | 0.10 | 160.644 | 160.644 | 159.669 | -21.02 | 10988.75 |
| 131 | 2023.02.14 08:30 | s/l | 36 | 0.10 | 160.644 | 160.644 | 159.669 | -36.80 | 10951.95 |
| 132 | 2023.05.05 16:00 | sell | 37 | 0.10 | 170.537 | 0.000 | 0.000 | ||
| 133 | 2023.05.05 16:00 | modify | 37 | 0.10 | 170.537 | 171.437 | 169.037 | ||
| 134 | 2023.05.10 18:55 | sell | 38 | 0.10 | 169.464 | 0.000 | 0.000 | ||
| 135 | 2023.05.10 18:55 | modify | 38 | 0.10 | 169.464 | 170.012 | 169.037 | ||
| 136 | 2023.05.10 18:55 | modify | 37 | 0.10 | 170.537 | 170.012 | 169.037 | ||
| 137 | 2023.05.11 11:40 | t/p | 37 | 0.10 | 169.037 | 170.012 | 169.037 | 91.32 | 11043.27 |
| 138 | 2023.05.11 11:40 | t/p | 38 | 0.10 | 169.037 | 170.012 | 169.037 | 23.97 | 11067.24 |
| 139 | 2023.06.13 16:00 | sell | 39 | 0.10 | 176.535 | 0.000 | 0.000 | ||
| 140 | 2023.06.13 16:00 | modify | 39 | 0.10 | 176.535 | 177.435 | 175.035 | ||
| 141 | 2023.06.14 20:40 | s/l | 39 | 0.10 | 177.435 | 177.435 | 175.035 | -62.02 | 11005.22 |
| 142 | 2023.06.16 16:00 | sell | 40 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 143 | 2023.06.16 16:00 | modify | 40 | 0.10 | 181.733 | 182.633 | 180.233 | ||
| 144 | 2023.06.20 07:15 | sell | 41 | 0.10 | 180.975 | 0.000 | 0.000 | ||
| 145 | 2023.06.20 07:15 | modify | 41 | 0.10 | 180.975 | 181.658 | 180.233 | ||
| 146 | 2023.06.20 07:15 | modify | 40 | 0.10 | 181.733 | 181.658 | 180.233 | ||
| 147 | 2023.06.20 12:40 | t/p | 40 | 0.10 | 180.233 | 181.658 | 180.233 | 97.61 | 11102.82 |
| 148 | 2023.06.20 12:40 | t/p | 41 | 0.10 | 180.233 | 181.658 | 180.233 | 49.84 | 11152.66 |
| 149 | 2023.07.27 20:00 | buy | 42 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 150 | 2023.07.27 20:00 | modify | 42 | 0.10 | 177.817 | 176.917 | 179.317 | ||
| 151 | 2023.07.28 03:30 | t/p | 42 | 0.10 | 179.317 | 176.917 | 179.317 | 101.75 | 11254.41 |
| 152 | 2023.07.28 16:00 | sell | 43 | 0.10 | 181.047 | 0.000 | 0.000 | ||
| 153 | 2023.07.28 16:00 | modify | 43 | 0.10 | 181.047 | 181.947 | 179.547 | ||
| 154 | 2023.07.31 01:40 | s/l | 43 | 0.10 | 181.947 | 181.947 | 179.547 | -62.03 | 11192.38 |