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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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 | 2609 | Ticks modelled | 79603 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 801.92 | Gross profit | 997.72 | Gross loss | -195.80 |
| Profit factor | 5.10 | Expected payoff | 30.84 | ||
| Absolute drawdown | 56.30 | Maximal drawdown | 223.56 (2.10%) | Relative drawdown | 2.10% (223.56) |
| Total trades | 26 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 101.87 | loss trade | -47.53 | |
| Average | profit trade | 49.89 | loss trade | -32.63 | |
| Maximum | consecutive wins (profit in money) | 10 (581.66) | consecutive losses (loss in money) | 2 (-68.65) | |
| Maximal | consecutive profit (count of wins) | 581.66 (10) | consecutive loss (count of losses) | -68.65 (2) | |
| Average | consecutive wins | 4 | 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 | 159.567 | ||
| 3 | 2023.01.13 00:40 | s/l | 1 | 0.10 | 157.367 | 157.367 | 159.567 | -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 | 158.901 | ||
| 6 | 2023.01.18 10:10 | sell | 3 | 0.10 | 159.940 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 10:10 | modify | 3 | 0.10 | 159.940 | 160.326 | 158.901 | ||
| 8 | 2023.01.18 10:10 | modify | 2 | 0.10 | 160.401 | 160.326 | 158.901 | ||
| 9 | 2023.01.18 13:40 | t/p | 2 | 0.10 | 158.901 | 160.326 | 158.901 | 101.87 | 10055.55 |
| 10 | 2023.01.18 13:40 | t/p | 3 | 0.10 | 158.901 | 160.326 | 158.901 | 70.56 | 10126.11 |
| 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 | 158.897 | ||
| 13 | 2023.02.03 14:20 | buy | 5 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 14 | 2023.02.03 14:20 | modify | 5 | 0.10 | 157.855 | 157.472 | 158.897 | ||
| 15 | 2023.02.03 14:20 | modify | 4 | 0.10 | 157.397 | 157.472 | 158.897 | ||
| 16 | 2023.02.03 16:25 | buy | 6 | 0.10 | 158.541 | 0.000 | 0.000 | ||
| 17 | 2023.02.03 16:25 | modify | 6 | 0.10 | 158.541 | 157.922 | 158.897 | ||
| 18 | 2023.02.03 16:25 | modify | 5 | 0.10 | 157.855 | 157.922 | 158.897 | ||
| 19 | 2023.02.03 16:25 | modify | 4 | 0.10 | 157.397 | 157.922 | 158.897 | ||
| 20 | 2023.02.05 22:00 | t/p | 4 | 0.10 | 158.897 | 157.922 | 158.897 | 101.87 | 10227.98 |
| 21 | 2023.02.05 22:00 | t/p | 5 | 0.10 | 158.897 | 157.922 | 158.897 | 70.77 | 10298.75 |
| 22 | 2023.02.05 22:00 | t/p | 6 | 0.10 | 158.897 | 157.922 | 158.897 | 24.18 | 10322.93 |
| 23 | 2023.02.21 20:00 | sell | 7 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 24 | 2023.02.21 20:00 | modify | 7 | 0.10 | 163.416 | 164.116 | 161.916 | ||
| 25 | 2023.02.22 09:20 | sell | 8 | 0.10 | 162.938 | 0.000 | 0.000 | ||
| 26 | 2023.02.22 09:20 | modify | 8 | 0.10 | 162.938 | 163.341 | 161.916 | ||
| 27 | 2023.02.22 09:20 | modify | 7 | 0.10 | 163.416 | 163.341 | 161.916 | ||
| 28 | 2023.02.22 16:25 | sell | 9 | 0.10 | 162.503 | 0.000 | 0.000 | ||
| 29 | 2023.02.22 16:25 | modify | 9 | 0.10 | 162.503 | 162.816 | 161.916 | ||
| 30 | 2023.02.22 16:25 | modify | 8 | 0.10 | 162.938 | 162.816 | 161.916 | ||
| 31 | 2023.02.22 16:25 | modify | 7 | 0.10 | 163.416 | 162.816 | 161.916 | ||
| 32 | 2023.02.22 22:00 | sell | 10 | 0.10 | 162.285 | 0.000 | 0.000 | ||
| 33 | 2023.02.22 22:00 | modify | 10 | 0.10 | 162.285 | 162.891 | 161.916 | ||
| 34 | 2023.02.22 22:00 | modify | 9 | 0.10 | 162.503 | 162.891 | 161.916 | ||
| 35 | 2023.02.22 22:00 | modify | 8 | 0.10 | 162.938 | 162.891 | 161.916 | ||
| 36 | 2023.02.22 22:00 | modify | 7 | 0.10 | 163.416 | 162.891 | 161.916 | ||
| 37 | 2023.02.23 16:40 | t/p | 7 | 0.10 | 161.916 | 162.891 | 161.916 | 94.16 | 10417.10 |
| 38 | 2023.02.23 16:40 | t/p | 8 | 0.10 | 161.916 | 162.891 | 161.916 | 63.63 | 10480.73 |
| 39 | 2023.02.23 16:40 | t/p | 9 | 0.10 | 161.916 | 162.891 | 161.916 | 34.09 | 10514.81 |
| 40 | 2023.02.23 16:40 | t/p | 10 | 0.10 | 161.916 | 162.891 | 161.916 | 19.28 | 10534.09 |
| 41 | 2023.06.09 12:00 | sell | 11 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 42 | 2023.06.09 12:00 | modify | 11 | 0.10 | 175.133 | 175.833 | 173.633 | ||
| 43 | 2023.06.12 13:15 | sell | 12 | 0.10 | 174.683 | 0.000 | 0.000 | ||
| 44 | 2023.06.12 13:15 | modify | 12 | 0.10 | 174.683 | 175.058 | 173.633 | ||
| 45 | 2023.06.12 13:15 | modify | 11 | 0.10 | 175.133 | 175.058 | 173.633 | ||
| 46 | 2023.06.13 06:20 | s/l | 11 | 0.10 | 175.058 | 175.058 | 173.633 | 1.25 | 10535.34 |
| 47 | 2023.06.13 06:20 | s/l | 12 | 0.10 | 175.058 | 175.058 | 173.633 | -27.38 | 10507.96 |
| 48 | 2023.06.15 12:00 | sell | 13 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 49 | 2023.06.15 12:00 | modify | 13 | 0.10 | 178.581 | 179.281 | 177.081 | ||
| 50 | 2023.06.15 12:40 | sell | 14 | 0.10 | 178.122 | 0.000 | 0.000 | ||
| 51 | 2023.06.15 12:40 | modify | 14 | 0.10 | 178.122 | 178.506 | 177.081 | ||
| 52 | 2023.06.15 12:40 | modify | 13 | 0.10 | 178.581 | 178.506 | 177.081 | ||
| 53 | 2023.06.15 13:30 | s/l | 13 | 0.10 | 178.506 | 178.506 | 177.081 | 5.09 | 10513.05 |
| 54 | 2023.06.15 13:30 | s/l | 14 | 0.10 | 178.506 | 178.506 | 177.081 | -26.08 | 10486.97 |
| 55 | 2023.08.23 16:00 | buy | 15 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 56 | 2023.08.23 16:00 | modify | 15 | 0.10 | 183.894 | 183.194 | 185.394 | ||
| 57 | 2023.08.23 20:40 | buy | 16 | 0.10 | 184.372 | 0.000 | 0.000 | ||
| 58 | 2023.08.23 20:40 | modify | 16 | 0.10 | 184.372 | 183.969 | 185.394 | ||
| 59 | 2023.08.23 20:40 | modify | 15 | 0.10 | 183.894 | 183.969 | 185.394 | ||
| 60 | 2023.08.23 21:00 | s/l | 15 | 0.10 | 183.969 | 183.969 | 185.394 | 5.09 | 10492.06 |
| 61 | 2023.08.23 21:00 | s/l | 16 | 0.10 | 183.969 | 183.969 | 185.394 | -27.37 | 10464.69 |
| 62 | 2023.09.21 20:00 | buy | 17 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 63 | 2023.09.21 20:00 | modify | 17 | 0.10 | 181.430 | 180.730 | 182.930 | ||
| 64 | 2023.09.22 03:30 | buy | 18 | 0.10 | 181.903 | 0.000 | 0.000 | ||
| 65 | 2023.09.22 03:30 | modify | 18 | 0.10 | 181.903 | 181.505 | 182.930 | ||
| 66 | 2023.09.22 03:30 | modify | 17 | 0.10 | 181.430 | 181.505 | 182.930 | ||
| 67 | 2023.09.22 07:15 | buy | 19 | 0.10 | 182.341 | 0.000 | 0.000 | ||
| 68 | 2023.09.22 07:15 | modify | 19 | 0.10 | 182.341 | 182.030 | 182.930 | ||
| 69 | 2023.09.22 07:15 | modify | 18 | 0.10 | 181.903 | 182.030 | 182.930 | ||
| 70 | 2023.09.22 07:15 | modify | 17 | 0.10 | 181.430 | 182.030 | 182.930 | ||
| 71 | 2023.09.22 07:30 | s/l | 17 | 0.10 | 182.030 | 182.030 | 182.930 | 41.97 | 10506.66 |
| 72 | 2023.09.22 07:30 | s/l | 18 | 0.10 | 182.030 | 182.030 | 182.930 | 8.62 | 10515.28 |
| 73 | 2023.09.22 07:30 | s/l | 19 | 0.10 | 182.030 | 182.030 | 182.930 | -21.12 | 10494.16 |
| 74 | 2023.11.06 00:00 | sell | 20 | 0.10 | 184.898 | 0.000 | 0.000 | ||
| 75 | 2023.11.06 00:00 | modify | 20 | 0.10 | 184.898 | 185.598 | 183.398 | ||
| 76 | 2023.11.06 09:20 | s/l | 20 | 0.10 | 185.598 | 185.598 | 183.398 | -47.53 | 10446.63 |
| 77 | 2023.11.24 20:00 | sell | 21 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 78 | 2023.11.24 20:00 | modify | 21 | 0.10 | 188.465 | 189.165 | 186.965 | ||
| 79 | 2023.11.27 08:30 | sell | 22 | 0.10 | 187.991 | 0.000 | 0.000 | ||
| 80 | 2023.11.27 08:30 | modify | 22 | 0.10 | 187.991 | 188.390 | 186.965 | ||
| 81 | 2023.11.27 08:30 | modify | 21 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 82 | 2023.11.27 22:40 | sell | 23 | 0.10 | 187.553 | 0.000 | 0.000 | ||
| 83 | 2023.11.27 22:40 | modify | 23 | 0.10 | 187.553 | 187.865 | 186.965 | ||
| 84 | 2023.11.27 22:40 | modify | 22 | 0.10 | 187.991 | 187.865 | 186.965 | ||
| 85 | 2023.11.27 22:40 | modify | 21 | 0.10 | 188.465 | 187.865 | 186.965 | ||
| 86 | 2023.11.28 01:45 | sell | 24 | 0.10 | 187.329 | 0.000 | 0.000 | ||
| 87 | 2023.11.28 01:45 | modify | 24 | 0.10 | 187.329 | 187.940 | 186.965 | ||
| 88 | 2023.11.28 01:45 | modify | 23 | 0.10 | 187.553 | 187.940 | 186.965 | ||
| 89 | 2023.11.28 01:45 | modify | 22 | 0.10 | 187.991 | 187.940 | 186.965 | ||
| 90 | 2023.11.28 01:45 | modify | 21 | 0.10 | 188.465 | 187.940 | 186.965 | ||
| 91 | 2023.11.28 23:40 | t/p | 21 | 0.10 | 186.965 | 187.940 | 186.965 | 98.02 | 10544.65 |
| 92 | 2023.11.28 23:40 | t/p | 22 | 0.10 | 186.965 | 187.940 | 186.965 | 67.76 | 10612.41 |
| 93 | 2023.11.28 23:40 | t/p | 23 | 0.10 | 186.965 | 187.940 | 186.965 | 38.01 | 10650.41 |
| 94 | 2023.11.28 23:40 | t/p | 24 | 0.10 | 186.965 | 187.940 | 186.965 | 24.72 | 10675.13 |
| 95 | 2023.12.14 08:00 | buy | 25 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 96 | 2023.12.14 08:00 | modify | 25 | 0.10 | 179.251 | 178.551 | 180.751 | ||
| 97 | 2023.12.14 12:46 | buy | 26 | 0.10 | 180.384 | 0.000 | 0.000 | ||
| 98 | 2023.12.14 12:46 | modify | 26 | 0.10 | 180.384 | 179.776 | 180.751 | ||
| 99 | 2023.12.14 12:46 | modify | 25 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 100 | 2023.12.14 14:40 | t/p | 25 | 0.10 | 180.751 | 179.776 | 180.751 | 101.87 | 10777.00 |
| 101 | 2023.12.14 14:40 | t/p | 26 | 0.10 | 180.751 | 179.776 | 180.751 | 24.92 | 10801.92 |