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=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 | 1908 | Ticks modelled | 36662923 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 822.93 | Gross profit | 1037.11 | Gross loss | -214.18 |
| Profit factor | 4.84 | Expected payoff | 27.43 | ||
| Absolute drawdown | 62.16 | Maximal drawdown | 223.56 (2.12%) | Relative drawdown | 2.12% (223.56) |
| Total trades | 30 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
| Largest | profit trade | 101.89 | loss trade | -47.55 | |
| Average | profit trade | 45.09 | loss trade | -30.60 | |
| Maximum | consecutive wins (profit in money) | 9 (453.76) | consecutive losses (loss in money) | 2 (-68.33) | |
| Maximal | consecutive profit (count of wins) | 470.04 (8) | consecutive loss (count of losses) | -68.33 (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 00:25 | s/l | 1 | 0.10 | 157.367 | 157.367 | 159.567 | -46.33 | 9953.67 |
| 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 08:22 | sell | 3 | 0.10 | 159.951 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 08:22 | modify | 3 | 0.10 | 159.951 | 160.326 | 158.901 | ||
| 8 | 2023.01.18 08:22 | modify | 2 | 0.10 | 160.401 | 160.326 | 158.901 | ||
| 9 | 2023.01.18 09:30 | sell | 4 | 0.10 | 159.494 | 0.000 | 0.000 | ||
| 10 | 2023.01.18 09:30 | modify | 4 | 0.10 | 159.494 | 159.801 | 158.901 | ||
| 11 | 2023.01.18 09:30 | modify | 3 | 0.10 | 159.951 | 159.801 | 158.901 | ||
| 12 | 2023.01.18 09:30 | modify | 2 | 0.10 | 160.401 | 159.801 | 158.901 | ||
| 13 | 2023.01.18 09:44 | s/l | 2 | 0.10 | 159.801 | 159.801 | 158.901 | 40.75 | 9994.42 |
| 14 | 2023.01.18 09:44 | s/l | 3 | 0.10 | 159.801 | 159.801 | 158.901 | 10.19 | 10004.61 |
| 15 | 2023.01.18 09:44 | s/l | 4 | 0.10 | 159.801 | 159.801 | 158.901 | -20.85 | 9983.76 |
| 16 | 2023.02.03 00:00 | buy | 5 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 17 | 2023.02.03 00:00 | modify | 5 | 0.10 | 157.397 | 156.697 | 158.897 | ||
| 18 | 2023.02.03 14:15 | buy | 6 | 0.10 | 157.852 | 0.000 | 0.000 | ||
| 19 | 2023.02.03 14:15 | modify | 6 | 0.10 | 157.852 | 157.472 | 158.897 | ||
| 20 | 2023.02.03 14:15 | modify | 5 | 0.10 | 157.397 | 157.472 | 158.897 | ||
| 21 | 2023.02.03 15:01 | buy | 7 | 0.10 | 158.297 | 0.000 | 0.000 | ||
| 22 | 2023.02.03 15:01 | modify | 7 | 0.10 | 158.297 | 157.997 | 158.897 | ||
| 23 | 2023.02.03 15:01 | modify | 6 | 0.10 | 157.852 | 157.997 | 158.897 | ||
| 24 | 2023.02.03 15:01 | modify | 5 | 0.10 | 157.397 | 157.997 | 158.897 | ||
| 25 | 2023.02.03 15:16 | buy | 8 | 0.10 | 158.523 | 0.000 | 0.000 | ||
| 26 | 2023.02.03 15:16 | modify | 8 | 0.10 | 158.523 | 157.922 | 158.897 | ||
| 27 | 2023.02.03 15:16 | modify | 7 | 0.10 | 158.297 | 157.922 | 158.897 | ||
| 28 | 2023.02.03 15:16 | modify | 6 | 0.10 | 157.852 | 157.922 | 158.897 | ||
| 29 | 2023.02.03 15:16 | modify | 5 | 0.10 | 157.397 | 157.922 | 158.897 | ||
| 30 | 2023.02.05 22:00 | t/p | 5 | 0.10 | 158.897 | 157.922 | 158.897 | 101.89 | 10085.65 |
| 31 | 2023.02.05 22:00 | t/p | 6 | 0.10 | 158.897 | 157.922 | 158.897 | 70.99 | 10156.64 |
| 32 | 2023.02.05 22:00 | t/p | 7 | 0.10 | 158.897 | 157.922 | 158.897 | 40.76 | 10197.40 |
| 33 | 2023.02.05 22:00 | t/p | 8 | 0.10 | 158.897 | 157.922 | 158.897 | 25.41 | 10222.81 |
| 34 | 2023.02.21 20:00 | sell | 9 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 35 | 2023.02.21 20:00 | modify | 9 | 0.10 | 163.416 | 164.116 | 161.916 | ||
| 36 | 2023.02.22 08:27 | sell | 10 | 0.10 | 162.962 | 0.000 | 0.000 | ||
| 37 | 2023.02.22 08:27 | modify | 10 | 0.10 | 162.962 | 163.341 | 161.916 | ||
| 38 | 2023.02.22 08:27 | modify | 9 | 0.10 | 163.416 | 163.341 | 161.916 | ||
| 39 | 2023.02.22 15:47 | sell | 11 | 0.10 | 162.512 | 0.000 | 0.000 | ||
| 40 | 2023.02.22 15:47 | modify | 11 | 0.10 | 162.512 | 162.816 | 161.916 | ||
| 41 | 2023.02.22 15:47 | modify | 10 | 0.10 | 162.962 | 162.816 | 161.916 | ||
| 42 | 2023.02.22 15:47 | modify | 9 | 0.10 | 163.416 | 162.816 | 161.916 | ||
| 43 | 2023.02.22 22:04 | sell | 12 | 0.10 | 162.285 | 0.000 | 0.000 | ||
| 44 | 2023.02.22 22:04 | modify | 12 | 0.10 | 162.285 | 162.891 | 161.916 | ||
| 45 | 2023.02.22 22:04 | modify | 11 | 0.10 | 162.512 | 162.891 | 161.916 | ||
| 46 | 2023.02.22 22:04 | modify | 10 | 0.10 | 162.962 | 162.891 | 161.916 | ||
| 47 | 2023.02.22 22:04 | modify | 9 | 0.10 | 163.416 | 162.891 | 161.916 | ||
| 48 | 2023.02.23 16:32 | t/p | 9 | 0.10 | 161.916 | 162.891 | 161.916 | 94.18 | 10317.00 |
| 49 | 2023.02.23 16:32 | t/p | 10 | 0.10 | 161.916 | 162.891 | 161.916 | 65.28 | 10382.28 |
| 50 | 2023.02.23 16:32 | t/p | 11 | 0.10 | 161.916 | 162.891 | 161.916 | 34.71 | 10416.98 |
| 51 | 2023.02.23 16:32 | t/p | 12 | 0.10 | 161.916 | 162.891 | 161.916 | 19.29 | 10436.27 |
| 52 | 2023.06.09 12:00 | sell | 13 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 53 | 2023.06.09 12:00 | modify | 13 | 0.10 | 175.133 | 175.833 | 173.633 | ||
| 54 | 2023.06.12 12:46 | sell | 14 | 0.10 | 174.683 | 0.000 | 0.000 | ||
| 55 | 2023.06.12 12:46 | modify | 14 | 0.10 | 174.683 | 175.058 | 173.633 | ||
| 56 | 2023.06.12 12:46 | modify | 13 | 0.10 | 175.133 | 175.058 | 173.633 | ||
| 57 | 2023.06.13 06:00 | s/l | 13 | 0.10 | 175.058 | 175.058 | 173.633 | 1.25 | 10437.52 |
| 58 | 2023.06.13 06:00 | s/l | 14 | 0.10 | 175.058 | 175.058 | 173.633 | -27.39 | 10410.13 |
| 59 | 2023.06.15 12:00 | sell | 15 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 60 | 2023.06.15 12:00 | modify | 15 | 0.10 | 178.581 | 179.281 | 177.081 | ||
| 61 | 2023.06.15 12:54 | sell | 16 | 0.10 | 178.127 | 0.000 | 0.000 | ||
| 62 | 2023.06.15 12:54 | modify | 16 | 0.10 | 178.127 | 178.506 | 177.081 | ||
| 63 | 2023.06.15 12:54 | modify | 15 | 0.10 | 178.581 | 178.506 | 177.081 | ||
| 64 | 2023.06.15 13:36 | s/l | 15 | 0.10 | 178.506 | 178.506 | 177.081 | 5.10 | 10415.23 |
| 65 | 2023.06.15 13:36 | s/l | 16 | 0.10 | 178.506 | 178.506 | 177.081 | -25.74 | 10389.49 |
| 66 | 2023.08.23 16:00 | buy | 17 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 67 | 2023.08.23 16:00 | modify | 17 | 0.10 | 183.894 | 183.194 | 185.394 | ||
| 68 | 2023.08.23 19:36 | buy | 18 | 0.10 | 184.345 | 0.000 | 0.000 | ||
| 69 | 2023.08.23 19:36 | modify | 18 | 0.10 | 184.345 | 183.969 | 185.394 | ||
| 70 | 2023.08.23 19:36 | modify | 17 | 0.10 | 183.894 | 183.969 | 185.394 | ||
| 71 | 2023.08.23 21:05 | s/l | 17 | 0.10 | 183.969 | 183.969 | 185.394 | 5.10 | 10394.59 |
| 72 | 2023.08.23 21:05 | s/l | 18 | 0.10 | 183.969 | 183.969 | 185.394 | -25.54 | 10369.05 |
| 73 | 2023.09.21 20:00 | buy | 19 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 74 | 2023.09.21 20:00 | modify | 19 | 0.10 | 181.430 | 180.730 | 182.930 | ||
| 75 | 2023.09.22 02:53 | buy | 20 | 0.10 | 181.880 | 0.000 | 0.000 | ||
| 76 | 2023.09.22 02:53 | modify | 20 | 0.10 | 181.880 | 181.505 | 182.930 | ||
| 77 | 2023.09.22 02:53 | modify | 19 | 0.10 | 181.430 | 181.505 | 182.930 | ||
| 78 | 2023.09.22 07:09 | buy | 21 | 0.10 | 182.336 | 0.000 | 0.000 | ||
| 79 | 2023.09.22 07:09 | modify | 21 | 0.10 | 182.336 | 182.030 | 182.930 | ||
| 80 | 2023.09.22 07:09 | modify | 20 | 0.10 | 181.880 | 182.030 | 182.930 | ||
| 81 | 2023.09.22 07:09 | modify | 19 | 0.10 | 181.430 | 182.030 | 182.930 | ||
| 82 | 2023.09.22 07:15 | s/l | 19 | 0.10 | 182.030 | 182.030 | 182.930 | 41.98 | 10411.03 |
| 83 | 2023.09.22 07:15 | s/l | 20 | 0.10 | 182.030 | 182.030 | 182.930 | 10.19 | 10421.22 |
| 84 | 2023.09.22 07:15 | s/l | 21 | 0.10 | 182.030 | 182.030 | 182.930 | -20.78 | 10400.44 |
| 85 | 2023.11.06 00:00 | sell | 22 | 0.10 | 184.898 | 0.000 | 0.000 | ||
| 86 | 2023.11.06 00:00 | modify | 22 | 0.10 | 184.898 | 185.598 | 183.398 | ||
| 87 | 2023.11.06 09:00 | s/l | 22 | 0.10 | 185.598 | 185.598 | 183.398 | -47.55 | 10352.89 |
| 88 | 2023.11.24 20:00 | sell | 23 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 89 | 2023.11.24 20:00 | modify | 23 | 0.10 | 188.465 | 189.165 | 186.965 | ||
| 90 | 2023.11.27 01:32 | sell | 24 | 0.10 | 188.012 | 0.000 | 0.000 | ||
| 91 | 2023.11.27 01:32 | modify | 24 | 0.10 | 188.012 | 188.390 | 186.965 | ||
| 92 | 2023.11.27 01:32 | modify | 23 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 93 | 2023.11.27 22:20 | sell | 25 | 0.10 | 187.559 | 0.000 | 0.000 | ||
| 94 | 2023.11.27 22:20 | modify | 25 | 0.10 | 187.559 | 187.865 | 186.965 | ||
| 95 | 2023.11.27 22:20 | modify | 24 | 0.10 | 188.012 | 187.865 | 186.965 | ||
| 96 | 2023.11.27 22:20 | modify | 23 | 0.10 | 188.465 | 187.865 | 186.965 | ||
| 97 | 2023.11.28 00:06 | sell | 26 | 0.10 | 187.340 | 0.000 | 0.000 | ||
| 98 | 2023.11.28 00:06 | modify | 26 | 0.10 | 187.340 | 187.940 | 186.965 | ||
| 99 | 2023.11.28 00:06 | modify | 25 | 0.10 | 187.559 | 187.940 | 186.965 | ||
| 100 | 2023.11.28 00:06 | modify | 24 | 0.10 | 188.012 | 187.940 | 186.965 | ||
| 101 | 2023.11.28 00:06 | modify | 23 | 0.10 | 188.465 | 187.940 | 186.965 | ||
| 102 | 2023.11.28 23:14 | t/p | 23 | 0.10 | 186.965 | 187.940 | 186.965 | 98.04 | 10450.93 |
| 103 | 2023.11.28 23:14 | t/p | 24 | 0.10 | 186.965 | 187.940 | 186.965 | 69.20 | 10520.13 |
| 104 | 2023.11.28 23:14 | t/p | 25 | 0.10 | 186.965 | 187.940 | 186.965 | 38.43 | 10558.55 |
| 105 | 2023.11.28 23:14 | t/p | 26 | 0.10 | 186.965 | 187.940 | 186.965 | 25.48 | 10584.03 |
| 106 | 2023.12.14 08:00 | buy | 27 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 107 | 2023.12.14 08:00 | modify | 27 | 0.10 | 179.251 | 178.551 | 180.751 | ||
| 108 | 2023.12.14 12:00 | buy | 28 | 0.10 | 179.702 | 0.000 | 0.000 | ||
| 109 | 2023.12.14 12:00 | modify | 28 | 0.10 | 179.702 | 179.326 | 180.751 | ||
| 110 | 2023.12.14 12:00 | modify | 27 | 0.10 | 179.251 | 179.326 | 180.751 | ||
| 111 | 2023.12.14 12:18 | buy | 29 | 0.10 | 180.153 | 0.000 | 0.000 | ||
| 112 | 2023.12.14 12:18 | modify | 29 | 0.10 | 180.153 | 179.851 | 180.751 | ||
| 113 | 2023.12.14 12:18 | modify | 28 | 0.10 | 179.702 | 179.851 | 180.751 | ||
| 114 | 2023.12.14 12:18 | modify | 27 | 0.10 | 179.251 | 179.851 | 180.751 | ||
| 115 | 2023.12.14 12:49 | buy | 30 | 0.10 | 180.381 | 0.000 | 0.000 | ||
| 116 | 2023.12.14 12:49 | modify | 30 | 0.10 | 180.381 | 179.776 | 180.751 | ||
| 117 | 2023.12.14 12:49 | modify | 29 | 0.10 | 180.153 | 179.776 | 180.751 | ||
| 118 | 2023.12.14 12:49 | modify | 28 | 0.10 | 179.702 | 179.776 | 180.751 | ||
| 119 | 2023.12.14 12:49 | modify | 27 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 120 | 2023.12.14 14:18 | t/p | 27 | 0.10 | 180.751 | 179.776 | 180.751 | 101.89 | 10685.92 |
| 121 | 2023.12.14 14:18 | t/p | 28 | 0.10 | 180.751 | 179.776 | 180.751 | 71.26 | 10757.18 |
| 122 | 2023.12.14 14:18 | t/p | 29 | 0.10 | 180.751 | 179.776 | 180.751 | 40.62 | 10797.80 |
| 123 | 2023.12.14 14:18 | t/p | 30 | 0.10 | 180.751 | 179.776 | 180.751 | 25.13 | 10822.93 |