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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; 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 | 1267.35 | Gross profit | 1585.92 | Gross loss | -318.58 |
| Profit factor | 4.98 | Expected payoff | 46.94 | ||
| Absolute drawdown | 94.18 | Maximal drawdown | 137.64 (1.37%) | Relative drawdown | 1.37% (137.64) |
| Total trades | 27 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 106.93 | loss trade | -47.10 | |
| Average | profit trade | 83.47 | loss trade | -39.82 | |
| Maximum | consecutive wins (profit in money) | 6 (430.95) | consecutive losses (loss in money) | 2 (-94.18) | |
| Maximal | consecutive profit (count of wins) | 430.95 (6) | consecutive loss (count of losses) | -94.18 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 08:00 | sell | 1 | 0.10 | 164.784 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 08:00 | modify | 1 | 0.10 | 164.784 | 165.484 | 163.284 | ||
| 3 | 2022.10.04 20:00 | s/l | 1 | 0.10 | 165.484 | 165.484 | 163.284 | -47.09 | 9952.91 |
| 4 | 2022.10.13 12:00 | sell | 2 | 0.10 | 165.204 | 0.000 | 0.000 | ||
| 5 | 2022.10.13 12:00 | modify | 2 | 0.10 | 165.204 | 165.904 | 163.704 | ||
| 6 | 2022.10.13 16:00 | s/l | 2 | 0.10 | 165.904 | 165.904 | 163.704 | -47.09 | 9905.82 |
| 7 | 2022.10.17 16:00 | sell | 3 | 0.10 | 169.889 | 0.000 | 0.000 | ||
| 8 | 2022.10.17 16:00 | modify | 3 | 0.10 | 169.889 | 170.589 | 168.389 | ||
| 9 | 2022.10.18 08:00 | sell | 4 | 0.10 | 169.139 | 0.000 | 0.000 | ||
| 10 | 2022.10.18 08:00 | modify | 4 | 0.10 | 169.139 | 169.589 | 168.389 | ||
| 11 | 2022.10.18 08:00 | modify | 3 | 0.10 | 169.889 | 169.589 | 168.389 | ||
| 12 | 2022.10.18 16:00 | t/p | 3 | 0.10 | 168.389 | 169.589 | 168.389 | 99.32 | 10005.14 |
| 13 | 2022.10.18 16:00 | t/p | 4 | 0.10 | 168.389 | 169.589 | 168.389 | 50.46 | 10055.60 |
| 14 | 2022.10.21 16:00 | buy | 5 | 0.10 | 165.201 | 0.000 | 0.000 | ||
| 15 | 2022.10.21 16:00 | modify | 5 | 0.10 | 165.201 | 164.501 | 166.701 | ||
| 16 | 2022.10.21 20:00 | t/p | 5 | 0.10 | 166.701 | 164.501 | 166.701 | 100.92 | 10156.52 |
| 17 | 2022.11.03 12:00 | buy | 6 | 0.10 | 166.741 | 0.000 | 0.000 | ||
| 18 | 2022.11.03 12:00 | modify | 6 | 0.10 | 166.741 | 166.041 | 168.241 | ||
| 19 | 2022.11.03 16:00 | s/l | 6 | 0.10 | 166.041 | 166.041 | 168.241 | -47.10 | 10109.42 |
| 20 | 2022.11.07 20:00 | sell | 7 | 0.10 | 169.035 | 0.000 | 0.000 | ||
| 21 | 2022.11.07 20:00 | modify | 7 | 0.10 | 169.035 | 169.735 | 167.535 | ||
| 22 | 2022.11.08 16:00 | t/p | 7 | 0.10 | 167.535 | 169.735 | 167.535 | 99.32 | 10208.73 |
| 23 | 2022.11.11 12:00 | buy | 8 | 0.10 | 164.077 | 0.000 | 0.000 | ||
| 24 | 2022.11.11 12:00 | modify | 8 | 0.10 | 164.077 | 163.377 | 165.577 | ||
| 25 | 2022.11.14 12:00 | t/p | 8 | 0.10 | 165.577 | 163.377 | 165.577 | 101.91 | 10310.64 |
| 26 | 2022.12.20 04:00 | buy | 9 | 0.10 | 162.019 | 0.000 | 0.000 | ||
| 27 | 2022.12.20 04:00 | modify | 9 | 0.10 | 162.019 | 161.319 | 163.519 | ||
| 28 | 2022.12.20 08:00 | s/l | 9 | 0.10 | 161.319 | 161.319 | 163.519 | -47.09 | 10263.55 |
| 29 | 2023.01.03 12:00 | buy | 10 | 0.10 | 156.183 | 0.000 | 0.000 | ||
| 30 | 2023.01.03 12:00 | modify | 10 | 0.10 | 156.183 | 155.483 | 157.683 | ||
| 31 | 2023.01.04 16:00 | t/p | 10 | 0.10 | 157.683 | 155.483 | 157.683 | 101.92 | 10365.47 |
| 32 | 2023.01.12 16:00 | buy | 11 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 33 | 2023.01.12 16:00 | modify | 11 | 0.10 | 157.855 | 157.155 | 159.355 | ||
| 34 | 2023.01.13 08:00 | s/l | 11 | 0.10 | 157.155 | 157.155 | 159.355 | -46.09 | 10319.38 |
| 35 | 2023.01.13 16:00 | buy | 12 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 36 | 2023.01.13 16:00 | modify | 12 | 0.10 | 155.786 | 155.086 | 157.286 | ||
| 37 | 2023.01.16 00:00 | buy | 13 | 0.10 | 156.547 | 0.000 | 0.000 | ||
| 38 | 2023.01.16 00:00 | modify | 13 | 0.10 | 156.547 | 156.086 | 157.286 | ||
| 39 | 2023.01.16 00:00 | modify | 12 | 0.10 | 155.786 | 156.086 | 157.286 | ||
| 40 | 2023.01.16 12:00 | buy | 14 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 41 | 2023.01.16 12:00 | modify | 14 | 0.10 | 156.620 | 156.236 | 157.286 | ||
| 42 | 2023.01.16 12:00 | modify | 13 | 0.10 | 156.547 | 156.236 | 157.286 | ||
| 43 | 2023.01.16 12:00 | modify | 12 | 0.10 | 155.786 | 156.236 | 157.286 | ||
| 44 | 2023.01.17 08:00 | t/p | 12 | 0.10 | 157.286 | 156.236 | 157.286 | 102.92 | 10422.31 |
| 45 | 2023.01.17 08:00 | t/p | 13 | 0.10 | 157.286 | 156.236 | 157.286 | 50.72 | 10473.03 |
| 46 | 2023.01.17 08:00 | t/p | 14 | 0.10 | 157.286 | 156.236 | 157.286 | 45.81 | 10518.84 |
| 47 | 2023.01.18 04:00 | sell | 15 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 48 | 2023.01.18 04:00 | modify | 15 | 0.10 | 160.870 | 161.570 | 159.370 | ||
| 49 | 2023.01.18 12:00 | t/p | 15 | 0.10 | 159.370 | 161.570 | 159.370 | 100.91 | 10619.75 |
| 50 | 2023.02.02 20:00 | buy | 16 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 51 | 2023.02.02 20:00 | modify | 16 | 0.10 | 157.380 | 156.680 | 158.880 | ||
| 52 | 2023.02.05 20:00 | t/p | 16 | 0.10 | 158.880 | 156.680 | 158.880 | 101.91 | 10721.66 |
| 53 | 2023.02.13 16:00 | sell | 17 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 54 | 2023.02.13 16:00 | modify | 17 | 0.10 | 161.169 | 161.869 | 159.669 | ||
| 55 | 2023.02.14 08:00 | sell | 18 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 56 | 2023.02.14 08:00 | modify | 18 | 0.10 | 160.320 | 160.719 | 159.669 | ||
| 57 | 2023.02.14 08:00 | modify | 17 | 0.10 | 161.169 | 160.719 | 159.669 | ||
| 58 | 2023.02.14 12:00 | s/l | 17 | 0.10 | 160.719 | 160.719 | 159.669 | 28.68 | 10750.33 |
| 59 | 2023.02.14 12:00 | s/l | 18 | 0.10 | 160.719 | 160.719 | 159.669 | -26.85 | 10723.48 |
| 60 | 2023.02.21 16:00 | sell | 19 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 61 | 2023.02.21 16:00 | modify | 19 | 0.10 | 163.588 | 164.288 | 162.088 | ||
| 62 | 2023.02.23 20:00 | t/p | 19 | 0.10 | 162.088 | 164.288 | 162.088 | 94.53 | 10818.02 |
| 63 | 2023.03.24 12:00 | buy | 20 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 64 | 2023.03.24 12:00 | modify | 20 | 0.10 | 158.888 | 158.188 | 160.388 | ||
| 65 | 2023.03.24 16:00 | buy | 21 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 66 | 2023.03.24 16:00 | modify | 21 | 0.10 | 159.721 | 159.338 | 160.388 | ||
| 67 | 2023.03.24 16:00 | modify | 20 | 0.10 | 158.888 | 159.338 | 160.388 | ||
| 68 | 2023.03.27 08:00 | t/p | 20 | 0.10 | 160.388 | 159.338 | 160.388 | 101.92 | 10919.94 |
| 69 | 2023.03.27 08:00 | t/p | 21 | 0.10 | 160.388 | 159.338 | 160.388 | 45.87 | 10965.81 |
| 70 | 2023.04.04 12:00 | sell | 22 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 71 | 2023.04.04 12:00 | modify | 22 | 0.10 | 166.029 | 166.729 | 164.529 | ||
| 72 | 2023.04.04 16:00 | t/p | 22 | 0.10 | 164.529 | 166.729 | 164.529 | 100.91 | 11066.72 |
| 73 | 2023.04.28 08:00 | sell | 23 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 74 | 2023.04.28 08:00 | modify | 23 | 0.10 | 169.386 | 170.086 | 167.886 | ||
| 75 | 2023.04.28 16:00 | s/l | 23 | 0.10 | 170.086 | 170.086 | 167.886 | -47.10 | 11019.62 |
| 76 | 2023.07.27 20:00 | buy | 24 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 77 | 2023.07.27 20:00 | modify | 24 | 0.10 | 177.817 | 177.117 | 179.317 | ||
| 78 | 2023.07.28 04:00 | t/p | 24 | 0.10 | 179.317 | 177.117 | 179.317 | 101.92 | 11121.54 |
| 79 | 2023.08.23 12:00 | buy | 25 | 0.10 | 183.707 | 0.000 | 0.000 | ||
| 80 | 2023.08.23 12:00 | modify | 25 | 0.10 | 183.707 | 183.007 | 185.207 | ||
| 81 | 2023.08.29 12:00 | t/p | 25 | 0.10 | 185.207 | 183.007 | 185.207 | 106.93 | 11228.47 |
| 82 | 2023.09.21 12:00 | buy | 26 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 83 | 2023.09.21 12:00 | modify | 26 | 0.10 | 181.552 | 180.852 | 183.052 | ||
| 84 | 2023.09.28 12:00 | buy | 27 | 0.10 | 182.328 | 0.000 | 0.000 | ||
| 85 | 2023.09.28 12:00 | modify | 27 | 0.10 | 182.328 | 181.852 | 183.052 | ||
| 86 | 2023.09.28 12:00 | modify | 26 | 0.10 | 181.552 | 181.852 | 183.052 | ||
| 87 | 2023.09.29 23:59 | close at stop | 27 | 0.10 | 182.162 | 181.852 | 183.052 | -10.17 | 11218.30 |
| 88 | 2023.09.29 23:59 | close at stop | 26 | 0.10 | 182.162 | 181.852 | 183.052 | 49.05 | 11267.35 |