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=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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 355.10 | Gross profit | 897.45 | Gross loss | -542.35 |
| Profit factor | 1.65 | Expected payoff | 15.44 | ||
| Absolute drawdown | 86.80 | Maximal drawdown | 344.76 (3.24%) | Relative drawdown | 3.24% (344.76) |
| Total trades | 23 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 12 (52.17%) | Loss trades (% of total) | 11 (47.83%) | ||
| Largest | profit trade | 88.34 | loss trade | -58.46 | |
| Average | profit trade | 74.79 | loss trade | -49.30 | |
| Maximum | consecutive wins (profit in money) | 5 (356.65) | consecutive losses (loss in money) | 6 (-334.08) | |
| Maximal | consecutive profit (count of wins) | 356.65 (5) | consecutive loss (count of losses) | -334.08 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 04:00 | sell | 1 | 0.10 | 163.790 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 04:00 | modify | 1 | 0.10 | 163.790 | 164.590 | 162.490 | ||
| 3 | 2022.10.04 08:00 | s/l | 1 | 0.10 | 164.590 | 164.590 | 162.490 | -53.75 | 9946.25 |
| 4 | 2022.10.14 00:00 | sell | 2 | 0.10 | 166.469 | 0.000 | 0.000 | ||
| 5 | 2022.10.14 00:00 | modify | 2 | 0.10 | 166.469 | 167.269 | 165.169 | ||
| 6 | 2022.10.14 12:00 | t/p | 2 | 0.10 | 165.169 | 167.269 | 165.169 | 87.34 | 10033.59 |
| 7 | 2022.10.26 12:00 | sell | 3 | 0.10 | 170.080 | 0.000 | 0.000 | ||
| 8 | 2022.10.26 12:00 | modify | 3 | 0.10 | 170.080 | 170.880 | 168.780 | ||
| 9 | 2022.10.27 08:00 | t/p | 3 | 0.10 | 168.780 | 170.880 | 168.780 | 82.63 | 10116.22 |
| 10 | 2022.11.04 00:00 | buy | 4 | 0.10 | 165.783 | 0.000 | 0.000 | ||
| 11 | 2022.11.04 00:00 | modify | 4 | 0.10 | 165.783 | 164.983 | 167.083 | ||
| 12 | 2022.11.07 12:00 | t/p | 4 | 0.10 | 167.083 | 164.983 | 167.083 | 88.34 | 10204.55 |
| 13 | 2022.11.08 00:00 | sell | 5 | 0.10 | 168.795 | 0.000 | 0.000 | ||
| 14 | 2022.11.08 00:00 | modify | 5 | 0.10 | 168.795 | 169.595 | 167.495 | ||
| 15 | 2022.11.08 16:00 | t/p | 5 | 0.10 | 167.495 | 169.595 | 167.495 | 87.33 | 10291.88 |
| 16 | 2022.12.20 12:00 | buy | 6 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 17 | 2022.12.20 12:00 | modify | 6 | 0.10 | 161.114 | 160.314 | 162.414 | ||
| 18 | 2022.12.20 16:00 | s/l | 6 | 0.10 | 160.314 | 160.314 | 162.414 | -53.75 | 10238.13 |
| 19 | 2022.12.28 16:00 | sell | 7 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 20 | 2022.12.28 16:00 | modify | 7 | 0.10 | 161.540 | 162.340 | 160.240 | ||
| 21 | 2022.12.29 16:00 | t/p | 7 | 0.10 | 160.240 | 162.340 | 160.240 | 82.63 | 10320.76 |
| 22 | 2022.12.30 16:00 | buy | 8 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 23 | 2022.12.30 16:00 | modify | 8 | 0.10 | 158.735 | 157.935 | 160.035 | ||
| 24 | 2022.12.30 20:00 | s/l | 8 | 0.10 | 157.935 | 157.935 | 160.035 | -53.75 | 10267.01 |
| 25 | 2023.01.09 16:00 | sell | 9 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 26 | 2023.01.09 16:00 | modify | 9 | 0.10 | 160.847 | 161.647 | 159.547 | ||
| 27 | 2023.01.12 08:00 | sell | 10 | 0.10 | 159.866 | 0.000 | 0.000 | ||
| 28 | 2023.01.12 08:00 | modify | 10 | 0.10 | 159.866 | 160.327 | 159.547 | ||
| 29 | 2023.01.12 08:00 | modify | 9 | 0.10 | 160.847 | 160.327 | 159.547 | ||
| 30 | 2023.01.12 12:00 | t/p | 9 | 0.10 | 159.547 | 160.327 | 159.547 | 79.48 | 10346.50 |
| 31 | 2023.01.12 12:00 | t/p | 10 | 0.10 | 159.547 | 160.327 | 159.547 | 21.43 | 10367.93 |
| 32 | 2023.01.18 08:00 | sell | 11 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 33 | 2023.01.18 08:00 | modify | 11 | 0.10 | 160.401 | 161.201 | 159.101 | ||
| 34 | 2023.01.18 16:00 | t/p | 11 | 0.10 | 159.101 | 161.201 | 159.101 | 87.34 | 10455.27 |
| 35 | 2023.02.03 00:00 | buy | 12 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 36 | 2023.02.03 00:00 | modify | 12 | 0.10 | 157.397 | 156.597 | 158.697 | ||
| 37 | 2023.02.03 16:00 | t/p | 12 | 0.10 | 158.697 | 156.597 | 158.697 | 87.34 | 10542.61 |
| 38 | 2023.02.15 00:00 | sell | 13 | 0.10 | 161.899 | 0.000 | 0.000 | ||
| 39 | 2023.02.15 00:00 | modify | 13 | 0.10 | 161.899 | 162.699 | 160.599 | ||
| 40 | 2023.02.17 00:00 | t/p | 13 | 0.10 | 160.599 | 162.699 | 160.599 | 81.06 | 10623.66 |
| 41 | 2023.04.12 00:00 | sell | 14 | 0.10 | 166.047 | 0.000 | 0.000 | ||
| 42 | 2023.04.12 00:00 | modify | 14 | 0.10 | 166.047 | 166.847 | 164.747 | ||
| 43 | 2023.04.13 12:00 | s/l | 14 | 0.10 | 166.847 | 166.847 | 164.747 | -58.46 | 10565.20 |
| 44 | 2023.05.11 04:00 | buy | 15 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 45 | 2023.05.11 04:00 | modify | 15 | 0.10 | 169.351 | 168.551 | 170.651 | ||
| 46 | 2023.05.11 16:00 | s/l | 15 | 0.10 | 168.551 | 168.551 | 170.651 | -53.75 | 10511.45 |
| 47 | 2023.06.09 12:00 | sell | 16 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 48 | 2023.06.09 12:00 | modify | 16 | 0.10 | 175.133 | 175.933 | 173.833 | ||
| 49 | 2023.06.13 16:00 | s/l | 16 | 0.10 | 175.933 | 175.933 | 173.833 | -56.89 | 10454.56 |
| 50 | 2023.06.14 00:00 | sell | 17 | 0.10 | 176.664 | 0.000 | 0.000 | ||
| 51 | 2023.06.14 00:00 | modify | 17 | 0.10 | 176.664 | 177.464 | 175.364 | ||
| 52 | 2023.06.15 04:00 | s/l | 17 | 0.10 | 177.464 | 177.464 | 175.364 | -58.46 | 10396.09 |
| 53 | 2023.06.15 12:00 | sell | 18 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 54 | 2023.06.15 12:00 | modify | 18 | 0.10 | 178.581 | 179.381 | 177.281 | ||
| 55 | 2023.06.15 16:00 | s/l | 18 | 0.10 | 179.381 | 179.381 | 177.281 | -53.75 | 10342.34 |
| 56 | 2023.07.06 08:00 | buy | 19 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 57 | 2023.07.06 08:00 | modify | 19 | 0.10 | 183.148 | 182.348 | 184.448 | ||
| 58 | 2023.07.07 12:00 | s/l | 19 | 0.10 | 182.348 | 182.348 | 184.448 | -52.76 | 10289.58 |
| 59 | 2023.08.22 04:00 | sell | 20 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 60 | 2023.08.22 04:00 | modify | 20 | 0.10 | 186.509 | 187.309 | 185.209 | ||
| 61 | 2023.08.23 08:00 | t/p | 20 | 0.10 | 185.209 | 187.309 | 185.209 | 85.77 | 10375.35 |
| 62 | 2023.08.23 16:00 | buy | 21 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 63 | 2023.08.23 16:00 | modify | 21 | 0.10 | 183.894 | 183.094 | 185.194 | ||
| 64 | 2023.08.28 04:00 | buy | 22 | 0.10 | 184.569 | 0.000 | 0.000 | ||
| 65 | 2023.08.28 04:00 | modify | 22 | 0.10 | 184.569 | 184.024 | 185.194 | ||
| 66 | 2023.08.28 04:00 | buy | 23 | 0.10 | 184.569 | 0.000 | 0.000 | ||
| 67 | 2023.08.28 04:00 | modify | 23 | 0.10 | 184.569 | 184.219 | 185.194 | ||
| 68 | 2023.08.28 04:00 | modify | 21 | 0.10 | 183.894 | 184.219 | 185.194 | ||
| 69 | 2023.08.28 08:00 | modify | 22 | 0.10 | 184.569 | 184.219 | 185.194 | ||
| 70 | 2023.08.28 12:00 | s/l | 21 | 0.10 | 184.219 | 184.219 | 185.194 | 26.77 | 10402.12 |
| 71 | 2023.08.28 12:00 | s/l | 22 | 0.10 | 184.219 | 184.219 | 185.194 | -23.51 | 10378.61 |
| 72 | 2023.08.28 12:00 | s/l | 23 | 0.10 | 184.219 | 184.219 | 185.194 | -23.51 | 10355.10 |