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 23:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; 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=40; 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=65; 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=17; 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 | 4217 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 859.57 | Gross profit | 1177.67 | Gross loss | -318.10 |
| Profit factor | 3.70 | Expected payoff | 39.07 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 119.12 (1.14%) | Relative drawdown | 1.17% (118.79) |
| Total trades | 22 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 107.99 | loss trade | -49.45 | |
| Average | profit trade | 78.51 | loss trade | -45.44 | |
| Maximum | consecutive wins (profit in money) | 4 (317.53) | consecutive losses (loss in money) | 2 (-96.99) | |
| Maximal | consecutive profit (count of wins) | 317.53 (4) | consecutive loss (count of losses) | -96.99 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 156.183 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 156.183 | 155.483 | 157.683 | ||
| 3 | 2023.01.04 16:00 | t/p | 1 | 0.10 | 157.683 | 155.483 | 157.683 | 103.09 | 10103.09 |
| 4 | 2023.01.12 16:00 | buy | 2 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 5 | 2023.01.12 16:00 | modify | 2 | 0.10 | 157.855 | 157.155 | 159.355 | ||
| 6 | 2023.01.13 08:00 | s/l | 2 | 0.10 | 157.155 | 157.155 | 159.355 | -46.32 | 10056.78 |
| 7 | 2023.01.18 04:00 | sell | 3 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 8 | 2023.01.18 04:00 | modify | 3 | 0.10 | 160.870 | 161.570 | 159.370 | ||
| 9 | 2023.01.18 12:00 | t/p | 3 | 0.10 | 159.370 | 161.570 | 159.370 | 101.86 | 10158.64 |
| 10 | 2023.01.20 16:00 | sell | 4 | 0.10 | 160.709 | 0.000 | 0.000 | ||
| 11 | 2023.01.20 16:00 | modify | 4 | 0.10 | 160.709 | 161.409 | 159.209 | ||
| 12 | 2023.01.23 08:00 | s/l | 4 | 0.10 | 161.409 | 161.409 | 159.209 | -49.45 | 10109.19 |
| 13 | 2023.02.02 16:00 | buy | 5 | 0.10 | 157.887 | 0.000 | 0.000 | ||
| 14 | 2023.02.02 16:00 | modify | 5 | 0.10 | 157.887 | 157.187 | 159.387 | ||
| 15 | 2023.02.02 20:00 | s/l | 5 | 0.10 | 157.187 | 157.187 | 159.387 | -47.54 | 10061.65 |
| 16 | 2023.02.03 04:00 | buy | 6 | 0.10 | 157.044 | 0.000 | 0.000 | ||
| 17 | 2023.02.03 04:00 | modify | 6 | 0.10 | 157.044 | 156.344 | 158.544 | ||
| 18 | 2023.02.03 16:00 | t/p | 6 | 0.10 | 158.544 | 156.344 | 158.544 | 101.87 | 10163.52 |
| 19 | 2023.02.13 16:00 | sell | 7 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 20 | 2023.02.13 16:00 | modify | 7 | 0.10 | 161.169 | 161.869 | 159.669 | ||
| 21 | 2023.02.14 08:00 | sell | 8 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 22 | 2023.02.14 08:00 | modify | 8 | 0.10 | 160.320 | 160.794 | 159.669 | ||
| 23 | 2023.02.14 08:00 | modify | 7 | 0.10 | 161.169 | 160.794 | 159.669 | ||
| 24 | 2023.02.14 12:00 | s/l | 7 | 0.10 | 160.794 | 160.794 | 159.669 | 23.54 | 10187.05 |
| 25 | 2023.02.14 12:00 | s/l | 8 | 0.10 | 160.794 | 160.794 | 159.669 | -32.19 | 10154.86 |
| 26 | 2023.03.15 16:00 | buy | 9 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 27 | 2023.03.15 16:00 | modify | 9 | 0.10 | 159.820 | 159.120 | 161.320 | ||
| 28 | 2023.03.15 20:00 | t/p | 9 | 0.10 | 161.320 | 159.120 | 161.320 | 101.87 | 10256.73 |
| 29 | 2023.03.24 12:00 | buy | 10 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 30 | 2023.03.24 12:00 | modify | 10 | 0.10 | 158.888 | 158.188 | 160.388 | ||
| 31 | 2023.03.24 16:00 | buy | 11 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 32 | 2023.03.24 16:00 | modify | 11 | 0.10 | 159.721 | 159.263 | 160.388 | ||
| 33 | 2023.03.24 16:00 | modify | 10 | 0.10 | 158.888 | 159.263 | 160.388 | ||
| 34 | 2023.03.24 20:00 | buy | 12 | 0.10 | 159.889 | 0.000 | 0.000 | ||
| 35 | 2023.03.24 20:00 | modify | 12 | 0.10 | 159.889 | 159.413 | 160.388 | ||
| 36 | 2023.03.24 20:00 | modify | 11 | 0.10 | 159.721 | 159.413 | 160.388 | ||
| 37 | 2023.03.24 20:00 | modify | 10 | 0.10 | 158.888 | 159.413 | 160.388 | ||
| 38 | 2023.03.27 08:00 | t/p | 10 | 0.10 | 160.388 | 159.413 | 160.388 | 103.09 | 10359.83 |
| 39 | 2023.03.27 08:00 | t/p | 11 | 0.10 | 160.388 | 159.413 | 160.388 | 46.52 | 10406.35 |
| 40 | 2023.03.27 08:00 | t/p | 12 | 0.10 | 160.388 | 159.413 | 160.388 | 35.11 | 10441.47 |
| 41 | 2023.04.28 08:00 | sell | 13 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 42 | 2023.04.28 08:00 | modify | 13 | 0.10 | 169.386 | 170.086 | 167.886 | ||
| 43 | 2023.04.28 16:00 | s/l | 13 | 0.10 | 170.086 | 170.086 | 167.886 | -47.53 | 10393.94 |
| 44 | 2023.06.16 08:00 | sell | 14 | 0.10 | 180.474 | 0.000 | 0.000 | ||
| 45 | 2023.06.16 08:00 | modify | 14 | 0.10 | 180.474 | 181.174 | 178.974 | ||
| 46 | 2023.06.16 16:00 | s/l | 14 | 0.10 | 181.174 | 181.174 | 178.974 | -47.54 | 10346.40 |
| 47 | 2023.06.16 16:00 | sell | 15 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 48 | 2023.06.16 16:00 | modify | 15 | 0.10 | 181.733 | 182.433 | 180.233 | ||
| 49 | 2023.06.20 16:00 | t/p | 15 | 0.10 | 180.233 | 182.433 | 180.233 | 98.01 | 10444.41 |
| 50 | 2023.10.03 16:00 | buy | 16 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 51 | 2023.10.03 16:00 | modify | 16 | 0.10 | 180.016 | 179.316 | 181.516 | ||
| 52 | 2023.10.04 12:00 | buy | 17 | 0.10 | 180.621 | 0.000 | 0.000 | ||
| 53 | 2023.10.04 12:00 | modify | 17 | 0.10 | 180.621 | 180.166 | 181.516 | ||
| 54 | 2023.10.04 12:00 | modify | 16 | 0.10 | 180.016 | 180.166 | 181.516 | ||
| 55 | 2023.10.05 08:00 | buy | 18 | 0.10 | 180.859 | 0.000 | 0.000 | ||
| 56 | 2023.10.05 08:00 | modify | 18 | 0.10 | 180.859 | 180.391 | 181.516 | ||
| 57 | 2023.10.05 08:00 | modify | 17 | 0.10 | 180.621 | 180.391 | 181.516 | ||
| 58 | 2023.10.05 08:00 | modify | 16 | 0.10 | 180.016 | 180.391 | 181.516 | ||
| 59 | 2023.10.06 08:00 | t/p | 16 | 0.10 | 181.516 | 180.391 | 181.516 | 107.99 | 10552.40 |
| 60 | 2023.10.06 08:00 | t/p | 17 | 0.10 | 181.516 | 180.391 | 181.516 | 65.68 | 10618.08 |
| 61 | 2023.10.06 08:00 | t/p | 18 | 0.10 | 181.516 | 180.391 | 181.516 | 45.84 | 10663.93 |
| 62 | 2023.12.07 12:00 | buy | 19 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 63 | 2023.12.07 12:00 | modify | 19 | 0.10 | 182.340 | 181.640 | 183.840 | ||
| 64 | 2023.12.07 16:00 | s/l | 19 | 0.10 | 181.640 | 181.640 | 183.840 | -47.53 | 10616.40 |
| 65 | 2023.12.11 12:00 | sell | 20 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 66 | 2023.12.11 12:00 | modify | 20 | 0.10 | 184.000 | 184.700 | 182.500 | ||
| 67 | 2023.12.12 12:00 | t/p | 20 | 0.10 | 182.500 | 184.700 | 182.500 | 99.94 | 10716.33 |
| 68 | 2023.12.19 12:00 | sell | 21 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 69 | 2023.12.19 12:00 | modify | 21 | 0.10 | 183.913 | 184.613 | 182.413 | ||
| 70 | 2023.12.19 20:00 | sell | 22 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 71 | 2023.12.19 20:00 | modify | 22 | 0.10 | 183.079 | 183.538 | 182.413 | ||
| 72 | 2023.12.19 20:00 | modify | 21 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 73 | 2023.12.20 08:00 | t/p | 21 | 0.10 | 182.413 | 183.538 | 182.413 | 99.94 | 10816.27 |
| 74 | 2023.12.20 08:00 | t/p | 22 | 0.10 | 182.413 | 183.538 | 182.413 | 43.31 | 10859.57 |