Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=24; 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 | 1908 | Ticks modelled | 36662923 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 426.08 | Gross profit | 539.43 | Gross loss | -113.36 |
| Profit factor | 4.76 | Expected payoff | 25.06 | ||
| Absolute drawdown | 97.34 | Maximal drawdown | 214.88 (2.12%) | Relative drawdown | 2.12% (214.88) |
| Total trades | 17 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 95.08 | loss trade | -46.32 | |
| Average | profit trade | 44.95 | loss trade | -22.67 | |
| Maximum | consecutive wins (profit in money) | 5 (240.46) | consecutive losses (loss in money) | 2 (-28.66) | |
| Maximal | consecutive profit (count of wins) | 251.43 (4) | consecutive loss (count of losses) | -46.32 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.12 20:00 | buy | 1 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 2 | 2023.01.12 20:00 | modify | 1 | 0.10 | 158.067 | 157.367 | 159.467 | ||
| 3 | 2023.01.13 00:25 | s/l | 1 | 0.10 | 157.367 | 157.367 | 159.467 | -46.32 | 9953.68 |
| 4 | 2023.01.18 08:00 | sell | 2 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 5 | 2023.01.18 08:00 | modify | 2 | 0.10 | 160.401 | 161.101 | 159.001 | ||
| 6 | 2023.01.18 08:22 | sell | 3 | 0.10 | 159.906 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 08:22 | modify | 3 | 0.10 | 159.906 | 160.191 | 159.001 | ||
| 8 | 2023.01.18 08:22 | modify | 2 | 0.10 | 160.401 | 160.191 | 159.001 | ||
| 9 | 2023.01.18 08:37 | s/l | 2 | 0.10 | 160.191 | 160.191 | 159.001 | 14.26 | 9967.94 |
| 10 | 2023.01.18 08:37 | s/l | 3 | 0.10 | 160.191 | 160.191 | 159.001 | -19.36 | 9948.58 |
| 11 | 2023.02.03 00:00 | buy | 4 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 12 | 2023.02.03 00:00 | modify | 4 | 0.10 | 157.397 | 156.697 | 158.797 | ||
| 13 | 2023.02.03 14:16 | buy | 5 | 0.10 | 157.887 | 0.000 | 0.000 | ||
| 14 | 2023.02.03 14:16 | modify | 5 | 0.10 | 157.887 | 157.607 | 158.797 | ||
| 15 | 2023.02.03 14:16 | modify | 4 | 0.10 | 157.397 | 157.607 | 158.797 | ||
| 16 | 2023.02.03 14:21 | buy | 6 | 0.10 | 158.098 | 0.000 | 0.000 | ||
| 17 | 2023.02.03 14:21 | modify | 6 | 0.10 | 158.098 | 157.887 | 158.797 | ||
| 18 | 2023.02.03 14:21 | buy | 7 | 0.10 | 158.098 | 0.000 | 0.000 | ||
| 19 | 2023.02.03 14:21 | modify | 7 | 0.10 | 158.098 | 157.887 | 158.797 | ||
| 20 | 2023.02.03 14:21 | modify | 5 | 0.10 | 157.887 | 157.887 | 158.797 | ||
| 21 | 2023.02.03 14:21 | modify | 4 | 0.10 | 157.397 | 157.887 | 158.797 | ||
| 22 | 2023.02.03 14:28 | s/l | 4 | 0.10 | 157.887 | 157.887 | 158.797 | 33.28 | 9981.86 |
| 23 | 2023.02.03 14:28 | s/l | 5 | 0.10 | 157.887 | 157.887 | 158.797 | 0.00 | 9981.86 |
| 24 | 2023.02.03 14:28 | s/l | 6 | 0.10 | 157.887 | 157.887 | 158.797 | -14.33 | 9967.53 |
| 25 | 2023.02.03 14:28 | s/l | 7 | 0.10 | 157.887 | 157.887 | 158.797 | -14.33 | 9953.20 |
| 26 | 2023.02.21 20:00 | sell | 8 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 27 | 2023.02.21 20:00 | modify | 8 | 0.10 | 163.416 | 164.116 | 162.016 | ||
| 28 | 2023.02.22 08:38 | sell | 9 | 0.10 | 162.923 | 0.000 | 0.000 | ||
| 29 | 2023.02.22 08:38 | modify | 9 | 0.10 | 162.923 | 163.206 | 162.016 | ||
| 30 | 2023.02.22 08:38 | modify | 8 | 0.10 | 163.416 | 163.206 | 162.016 | ||
| 31 | 2023.02.22 15:12 | sell | 10 | 0.10 | 162.712 | 0.000 | 0.000 | ||
| 32 | 2023.02.22 15:12 | modify | 10 | 0.10 | 162.712 | 162.926 | 162.016 | ||
| 33 | 2023.02.22 15:12 | sell | 11 | 0.10 | 162.712 | 0.000 | 0.000 | ||
| 34 | 2023.02.22 15:12 | modify | 11 | 0.10 | 162.712 | 162.926 | 162.016 | ||
| 35 | 2023.02.22 15:12 | modify | 9 | 0.10 | 162.923 | 162.926 | 162.016 | ||
| 36 | 2023.02.22 15:12 | modify | 8 | 0.10 | 163.416 | 162.926 | 162.016 | ||
| 37 | 2023.02.23 16:31 | t/p | 8 | 0.10 | 162.016 | 162.926 | 162.016 | 87.38 | 10040.59 |
| 38 | 2023.02.23 16:31 | t/p | 9 | 0.10 | 162.016 | 162.926 | 162.016 | 55.83 | 10096.42 |
| 39 | 2023.02.23 16:31 | t/p | 10 | 0.10 | 162.016 | 162.926 | 162.016 | 41.50 | 10137.91 |
| 40 | 2023.02.23 16:31 | t/p | 11 | 0.10 | 162.016 | 162.926 | 162.016 | 41.50 | 10179.41 |
| 41 | 2023.08.23 16:00 | buy | 12 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 42 | 2023.08.23 16:00 | modify | 12 | 0.10 | 183.894 | 183.194 | 185.294 | ||
| 43 | 2023.08.23 19:43 | buy | 13 | 0.10 | 184.384 | 0.000 | 0.000 | ||
| 44 | 2023.08.23 19:43 | modify | 13 | 0.10 | 184.384 | 184.104 | 185.294 | ||
| 45 | 2023.08.23 19:43 | modify | 12 | 0.10 | 183.894 | 184.104 | 185.294 | ||
| 46 | 2023.08.23 21:05 | s/l | 12 | 0.10 | 184.104 | 184.104 | 185.294 | 14.26 | 10193.67 |
| 47 | 2023.08.23 21:05 | s/l | 13 | 0.10 | 184.104 | 184.104 | 185.294 | -19.02 | 10174.65 |
| 48 | 2023.12.14 08:00 | buy | 14 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 49 | 2023.12.14 08:00 | modify | 14 | 0.10 | 179.251 | 178.551 | 180.651 | ||
| 50 | 2023.12.14 12:03 | buy | 15 | 0.10 | 179.745 | 0.000 | 0.000 | ||
| 51 | 2023.12.14 12:03 | modify | 15 | 0.10 | 179.745 | 179.461 | 180.651 | ||
| 52 | 2023.12.14 12:03 | modify | 14 | 0.10 | 179.251 | 179.461 | 180.651 | ||
| 53 | 2023.12.14 12:08 | buy | 16 | 0.10 | 179.953 | 0.000 | 0.000 | ||
| 54 | 2023.12.14 12:08 | modify | 16 | 0.10 | 179.953 | 179.741 | 180.651 | ||
| 55 | 2023.12.14 12:08 | buy | 17 | 0.10 | 179.953 | 0.000 | 0.000 | ||
| 56 | 2023.12.14 12:08 | modify | 17 | 0.10 | 179.953 | 179.741 | 180.651 | ||
| 57 | 2023.12.14 12:08 | modify | 15 | 0.10 | 179.745 | 179.741 | 180.651 | ||
| 58 | 2023.12.14 12:08 | modify | 14 | 0.10 | 179.251 | 179.741 | 180.651 | ||
| 59 | 2023.12.14 13:53 | t/p | 14 | 0.10 | 180.651 | 179.741 | 180.651 | 95.08 | 10269.73 |
| 60 | 2023.12.14 13:53 | t/p | 15 | 0.10 | 180.651 | 179.741 | 180.651 | 61.53 | 10331.26 |
| 61 | 2023.12.14 13:53 | t/p | 16 | 0.10 | 180.651 | 179.741 | 180.651 | 47.41 | 10378.67 |
| 62 | 2023.12.14 13:53 | t/p | 17 | 0.10 | 180.651 | 179.741 | 180.651 | 47.41 | 10426.08 |