Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2619 | Ticks modelled | 80217 | Modelling quality | n/a |
| Mismatched charts errors | 26 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 625.75 | Gross profit | 793.74 | Gross loss | -167.99 |
| Profit factor | 4.72 | Expected payoff | 29.80 | ||
| Absolute drawdown | 85.23 | Maximal drawdown | 218.08 (2.06%) | Relative drawdown | 2.08% (215.72) |
| Total trades | 21 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
| Largest | profit trade | 103.57 | loss trade | -47.09 | |
| Average | profit trade | 56.70 | loss trade | -24.00 | |
| Maximum | consecutive wins (profit in money) | 13 (756.24) | consecutive losses (loss in money) | 4 (-107.77) | |
| Maximal | consecutive profit (count of wins) | 756.24 (13) | consecutive loss (count of losses) | -107.77 (4) | |
| Average | consecutive wins | 7 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.20 20:00 | buy | 1 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 2 | 2022.12.20 20:00 | modify | 1 | 0.10 | 160.079 | 159.379 | 161.579 | ||
| 3 | 2022.12.21 01:55 | buy | 2 | 0.10 | 160.841 | 0.000 | 0.000 | ||
| 4 | 2022.12.21 01:55 | modify | 2 | 0.10 | 160.841 | 160.229 | 161.579 | ||
| 5 | 2022.12.21 01:55 | modify | 1 | 0.10 | 160.079 | 160.229 | 161.579 | ||
| 6 | 2022.12.21 04:50 | buy | 3 | 0.10 | 160.925 | 0.000 | 0.000 | ||
| 7 | 2022.12.21 04:50 | modify | 3 | 0.10 | 160.925 | 160.454 | 161.579 | ||
| 8 | 2022.12.21 04:50 | buy | 4 | 0.10 | 160.925 | 0.000 | 0.000 | ||
| 9 | 2022.12.21 04:50 | modify | 4 | 0.10 | 160.925 | 160.604 | 161.579 | ||
| 10 | 2022.12.21 04:50 | modify | 2 | 0.10 | 160.841 | 160.604 | 161.579 | ||
| 11 | 2022.12.21 04:50 | modify | 1 | 0.10 | 160.079 | 160.604 | 161.579 | ||
| 12 | 2022.12.21 04:55 | modify | 3 | 0.10 | 160.925 | 160.604 | 161.579 | ||
| 13 | 2022.12.21 06:40 | s/l | 1 | 0.10 | 160.604 | 160.604 | 161.579 | 37.49 | 10037.49 |
| 14 | 2022.12.21 06:40 | s/l | 2 | 0.10 | 160.604 | 160.604 | 161.579 | -16.36 | 10021.13 |
| 15 | 2022.12.21 06:40 | s/l | 3 | 0.10 | 160.604 | 160.604 | 161.579 | -22.16 | 9998.97 |
| 16 | 2022.12.21 06:40 | s/l | 4 | 0.10 | 160.604 | 160.604 | 161.579 | -22.16 | 9976.81 |
| 17 | 2023.01.12 20:00 | buy | 5 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 18 | 2023.01.12 20:00 | modify | 5 | 0.10 | 158.067 | 157.367 | 159.567 | ||
| 19 | 2023.01.13 00:40 | s/l | 5 | 0.10 | 157.367 | 157.367 | 159.567 | -47.09 | 9929.73 |
| 20 | 2023.01.18 08:00 | sell | 6 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 21 | 2023.01.18 08:00 | modify | 6 | 0.10 | 160.401 | 161.101 | 158.901 | ||
| 22 | 2023.01.18 09:30 | sell | 7 | 0.10 | 159.622 | 0.000 | 0.000 | ||
| 23 | 2023.01.18 09:30 | modify | 7 | 0.10 | 159.622 | 160.251 | 158.901 | ||
| 24 | 2023.01.18 09:30 | modify | 6 | 0.10 | 160.401 | 160.251 | 158.901 | ||
| 25 | 2023.01.18 12:00 | sell | 8 | 0.10 | 159.576 | 0.000 | 0.000 | ||
| 26 | 2023.01.18 12:00 | modify | 8 | 0.10 | 159.576 | 160.026 | 158.901 | ||
| 27 | 2023.01.18 12:00 | sell | 9 | 0.10 | 159.576 | 0.000 | 0.000 | ||
| 28 | 2023.01.18 12:00 | modify | 9 | 0.10 | 159.576 | 159.876 | 158.901 | ||
| 29 | 2023.01.18 12:00 | modify | 7 | 0.10 | 159.622 | 159.876 | 158.901 | ||
| 30 | 2023.01.18 12:00 | modify | 6 | 0.10 | 160.401 | 159.876 | 158.901 | ||
| 31 | 2023.01.18 12:05 | modify | 8 | 0.10 | 159.576 | 159.876 | 158.901 | ||
| 32 | 2023.01.18 13:40 | t/p | 6 | 0.10 | 158.901 | 159.876 | 158.901 | 103.40 | 10033.13 |
| 33 | 2023.01.18 13:40 | t/p | 7 | 0.10 | 158.901 | 159.876 | 158.901 | 49.70 | 10082.83 |
| 34 | 2023.01.18 13:40 | t/p | 8 | 0.10 | 158.901 | 159.876 | 158.901 | 46.53 | 10129.36 |
| 35 | 2023.01.18 13:40 | t/p | 9 | 0.10 | 158.901 | 159.876 | 158.901 | 46.53 | 10175.89 |
| 36 | 2023.02.03 00:00 | buy | 10 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 37 | 2023.02.03 00:00 | modify | 10 | 0.10 | 157.397 | 156.697 | 158.897 | ||
| 38 | 2023.02.03 14:40 | buy | 11 | 0.10 | 158.231 | 0.000 | 0.000 | ||
| 39 | 2023.02.03 14:40 | modify | 11 | 0.10 | 158.231 | 157.772 | 158.897 | ||
| 40 | 2023.02.03 14:40 | buy | 12 | 0.10 | 158.231 | 0.000 | 0.000 | ||
| 41 | 2023.02.03 14:40 | modify | 12 | 0.10 | 158.231 | 157.922 | 158.897 | ||
| 42 | 2023.02.03 14:40 | modify | 10 | 0.10 | 157.397 | 157.922 | 158.897 | ||
| 43 | 2023.02.03 14:45 | modify | 11 | 0.10 | 158.231 | 157.922 | 158.897 | ||
| 44 | 2023.02.03 14:50 | buy | 13 | 0.10 | 158.168 | 0.000 | 0.000 | ||
| 45 | 2023.02.03 14:50 | modify | 13 | 0.10 | 158.168 | 157.547 | 158.897 | ||
| 46 | 2023.02.03 14:55 | modify | 13 | 0.10 | 158.168 | 157.922 | 158.897 | ||
| 47 | 2023.02.05 22:00 | t/p | 10 | 0.10 | 158.897 | 157.922 | 158.897 | 103.57 | 10279.46 |
| 48 | 2023.02.05 22:00 | t/p | 11 | 0.10 | 158.897 | 157.922 | 158.897 | 45.99 | 10325.45 |
| 49 | 2023.02.05 22:00 | t/p | 12 | 0.10 | 158.897 | 157.922 | 158.897 | 45.99 | 10371.44 |
| 50 | 2023.02.05 22:00 | t/p | 13 | 0.10 | 158.897 | 157.922 | 158.897 | 50.34 | 10421.78 |
| 51 | 2023.02.21 20:00 | sell | 14 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 52 | 2023.02.21 20:00 | modify | 14 | 0.10 | 163.416 | 164.116 | 161.916 | ||
| 53 | 2023.02.22 16:35 | sell | 15 | 0.10 | 162.570 | 0.000 | 0.000 | ||
| 54 | 2023.02.22 16:35 | modify | 15 | 0.10 | 162.570 | 163.041 | 161.916 | ||
| 55 | 2023.02.22 16:35 | sell | 16 | 0.10 | 162.570 | 0.000 | 0.000 | ||
| 56 | 2023.02.22 16:35 | modify | 16 | 0.10 | 162.570 | 162.891 | 161.916 | ||
| 57 | 2023.02.22 16:35 | modify | 14 | 0.10 | 163.416 | 162.891 | 161.916 | ||
| 58 | 2023.02.22 16:40 | modify | 15 | 0.10 | 162.570 | 162.891 | 161.916 | ||
| 59 | 2023.02.23 06:55 | sell | 17 | 0.10 | 162.644 | 0.000 | 0.000 | ||
| 60 | 2023.02.23 06:55 | modify | 17 | 0.10 | 162.644 | 163.266 | 161.916 | ||
| 61 | 2023.02.23 07:00 | modify | 17 | 0.10 | 162.644 | 162.891 | 161.916 | ||
| 62 | 2023.02.23 16:40 | t/p | 14 | 0.10 | 161.916 | 162.891 | 161.916 | 95.59 | 10517.37 |
| 63 | 2023.02.23 16:40 | t/p | 15 | 0.10 | 161.916 | 162.891 | 161.916 | 39.22 | 10556.59 |
| 64 | 2023.02.23 16:40 | t/p | 16 | 0.10 | 161.916 | 162.891 | 161.916 | 39.22 | 10595.81 |
| 65 | 2023.02.23 16:40 | t/p | 17 | 0.10 | 161.916 | 162.891 | 161.916 | 50.18 | 10645.99 |
| 66 | 2023.08.23 16:00 | buy | 18 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 67 | 2023.08.23 16:00 | modify | 18 | 0.10 | 183.894 | 183.194 | 185.394 | ||
| 68 | 2023.08.24 04:50 | buy | 19 | 0.10 | 184.651 | 0.000 | 0.000 | ||
| 69 | 2023.08.24 04:50 | modify | 19 | 0.10 | 184.651 | 184.044 | 185.394 | ||
| 70 | 2023.08.24 04:50 | modify | 18 | 0.10 | 183.894 | 184.044 | 185.394 | ||
| 71 | 2023.08.24 05:30 | buy | 20 | 0.10 | 184.739 | 0.000 | 0.000 | ||
| 72 | 2023.08.24 05:30 | modify | 20 | 0.10 | 184.739 | 184.269 | 185.394 | ||
| 73 | 2023.08.24 05:30 | buy | 21 | 0.10 | 184.739 | 0.000 | 0.000 | ||
| 74 | 2023.08.24 05:30 | modify | 21 | 0.10 | 184.739 | 184.419 | 185.394 | ||
| 75 | 2023.08.24 05:30 | modify | 19 | 0.10 | 184.651 | 184.419 | 185.394 | ||
| 76 | 2023.08.24 05:30 | modify | 18 | 0.10 | 183.894 | 184.419 | 185.394 | ||
| 77 | 2023.08.24 05:35 | modify | 20 | 0.10 | 184.739 | 184.419 | 185.394 | ||
| 78 | 2023.08.24 06:30 | s/l | 18 | 0.10 | 184.419 | 184.419 | 185.394 | 39.98 | 10685.97 |
| 79 | 2023.08.24 06:30 | s/l | 19 | 0.10 | 184.419 | 184.419 | 185.394 | -16.02 | 10669.95 |
| 80 | 2023.08.24 06:30 | s/l | 20 | 0.10 | 184.419 | 184.419 | 185.394 | -22.10 | 10647.85 |
| 81 | 2023.08.24 06:30 | s/l | 21 | 0.10 | 184.419 | 184.419 | 185.394 | -22.10 | 10625.75 |