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=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 | 79603 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1088.57 | Gross profit | 1503.33 | Gross loss | -414.76 |
| Profit factor | 3.62 | Expected payoff | 28.65 | ||
| Absolute drawdown | 88.37 | Maximal drawdown | 180.20 (1.74%) | Relative drawdown | 1.75% (176.18) |
| Total trades | 38 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
| Largest | profit trade | 103.09 | loss trade | -49.46 | |
| Average | profit trade | 57.82 | loss trade | -34.56 | |
| Maximum | consecutive wins (profit in money) | 8 (454.57) | consecutive losses (loss in money) | 3 (-101.39) | |
| Maximal | consecutive profit (count of wins) | 454.57 (8) | consecutive loss (count of losses) | -101.39 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 | 2023.01.03 15:30 | buy | 2 | 0.10 | 157.162 | 0.000 | 0.000 | ||
| 4 | 2023.01.03 15:30 | modify | 2 | 0.10 | 157.162 | 156.708 | 157.683 | ||
| 5 | 2023.01.03 15:30 | modify | 1 | 0.10 | 156.183 | 156.708 | 157.683 | ||
| 6 | 2023.01.03 16:30 | s/l | 1 | 0.10 | 156.708 | 156.708 | 157.683 | 35.65 | 10035.65 |
| 7 | 2023.01.03 16:30 | s/l | 2 | 0.10 | 156.708 | 156.708 | 157.683 | -30.84 | 10004.81 |
| 8 | 2023.01.12 16:00 | buy | 3 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 9 | 2023.01.12 16:00 | modify | 3 | 0.10 | 157.855 | 157.155 | 159.355 | ||
| 10 | 2023.01.13 06:20 | s/l | 3 | 0.10 | 157.155 | 157.155 | 159.355 | -46.32 | 9958.49 |
| 11 | 2023.01.18 04:00 | sell | 4 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 12 | 2023.01.18 04:00 | modify | 4 | 0.10 | 160.870 | 161.570 | 159.370 | ||
| 13 | 2023.01.18 08:20 | sell | 5 | 0.10 | 160.260 | 0.000 | 0.000 | ||
| 14 | 2023.01.18 08:20 | modify | 5 | 0.10 | 160.260 | 160.720 | 159.370 | ||
| 15 | 2023.01.18 08:20 | modify | 4 | 0.10 | 160.870 | 160.720 | 159.370 | ||
| 16 | 2023.01.18 08:50 | sell | 6 | 0.10 | 159.888 | 0.000 | 0.000 | ||
| 17 | 2023.01.18 08:50 | modify | 6 | 0.10 | 159.888 | 160.345 | 159.370 | ||
| 18 | 2023.01.18 08:50 | modify | 5 | 0.10 | 160.260 | 160.345 | 159.370 | ||
| 19 | 2023.01.18 08:50 | modify | 4 | 0.10 | 160.870 | 160.345 | 159.370 | ||
| 20 | 2023.01.18 10:40 | t/p | 4 | 0.10 | 159.370 | 160.345 | 159.370 | 101.86 | 10060.35 |
| 21 | 2023.01.18 10:40 | t/p | 5 | 0.10 | 159.370 | 160.345 | 159.370 | 60.44 | 10120.79 |
| 22 | 2023.01.18 10:40 | t/p | 6 | 0.10 | 159.370 | 160.345 | 159.370 | 35.18 | 10155.97 |
| 23 | 2023.01.20 16:00 | sell | 7 | 0.10 | 160.709 | 0.000 | 0.000 | ||
| 24 | 2023.01.20 16:00 | modify | 7 | 0.10 | 160.709 | 161.409 | 159.209 | ||
| 25 | 2023.01.23 06:20 | s/l | 7 | 0.10 | 161.409 | 161.409 | 159.209 | -49.46 | 10106.51 |
| 26 | 2023.02.02 16:00 | buy | 8 | 0.10 | 157.887 | 0.000 | 0.000 | ||
| 27 | 2023.02.02 16:00 | modify | 8 | 0.10 | 157.887 | 157.187 | 159.387 | ||
| 28 | 2023.02.02 18:15 | s/l | 8 | 0.10 | 157.187 | 157.187 | 159.387 | -47.54 | 10058.97 |
| 29 | 2023.02.03 04:00 | buy | 9 | 0.10 | 157.044 | 0.000 | 0.000 | ||
| 30 | 2023.02.03 04:00 | modify | 9 | 0.10 | 157.044 | 156.344 | 158.544 | ||
| 31 | 2023.02.03 14:10 | buy | 10 | 0.10 | 157.666 | 0.000 | 0.000 | ||
| 32 | 2023.02.03 14:10 | modify | 10 | 0.10 | 157.666 | 157.194 | 158.544 | ||
| 33 | 2023.02.03 14:10 | modify | 9 | 0.10 | 157.044 | 157.194 | 158.544 | ||
| 34 | 2023.02.03 14:30 | buy | 11 | 0.10 | 158.043 | 0.000 | 0.000 | ||
| 35 | 2023.02.03 14:30 | modify | 11 | 0.10 | 158.043 | 157.569 | 158.544 | ||
| 36 | 2023.02.03 14:30 | modify | 10 | 0.10 | 157.666 | 157.569 | 158.544 | ||
| 37 | 2023.02.03 14:30 | modify | 9 | 0.10 | 157.044 | 157.569 | 158.544 | ||
| 38 | 2023.02.03 15:40 | t/p | 9 | 0.10 | 158.544 | 157.569 | 158.544 | 101.87 | 10160.84 |
| 39 | 2023.02.03 15:40 | t/p | 10 | 0.10 | 158.544 | 157.569 | 158.544 | 59.63 | 10220.47 |
| 40 | 2023.02.03 15:40 | t/p | 11 | 0.10 | 158.544 | 157.569 | 158.544 | 34.02 | 10254.49 |
| 41 | 2023.02.13 16:00 | sell | 12 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 42 | 2023.02.13 16:00 | modify | 12 | 0.10 | 161.169 | 161.869 | 159.669 | ||
| 43 | 2023.02.13 20:55 | sell | 13 | 0.10 | 160.557 | 0.000 | 0.000 | ||
| 44 | 2023.02.13 20:55 | modify | 13 | 0.10 | 160.557 | 161.019 | 159.669 | ||
| 45 | 2023.02.13 20:55 | modify | 12 | 0.10 | 161.169 | 161.019 | 159.669 | ||
| 46 | 2023.02.14 03:33 | sell | 14 | 0.10 | 160.331 | 0.000 | 0.000 | ||
| 47 | 2023.02.14 03:33 | modify | 14 | 0.10 | 160.331 | 160.794 | 159.669 | ||
| 48 | 2023.02.14 03:33 | modify | 13 | 0.10 | 160.557 | 160.794 | 159.669 | ||
| 49 | 2023.02.14 03:33 | modify | 12 | 0.10 | 161.169 | 160.794 | 159.669 | ||
| 50 | 2023.02.14 05:30 | sell | 15 | 0.10 | 160.180 | 0.000 | 0.000 | ||
| 51 | 2023.02.14 05:30 | modify | 15 | 0.10 | 160.180 | 160.644 | 159.669 | ||
| 52 | 2023.02.14 05:30 | modify | 14 | 0.10 | 160.331 | 160.644 | 159.669 | ||
| 53 | 2023.02.14 05:30 | modify | 13 | 0.10 | 160.557 | 160.644 | 159.669 | ||
| 54 | 2023.02.14 05:30 | modify | 12 | 0.10 | 161.169 | 160.644 | 159.669 | ||
| 55 | 2023.02.14 08:30 | s/l | 12 | 0.10 | 160.644 | 160.644 | 159.669 | 33.74 | 10288.23 |
| 56 | 2023.02.14 08:30 | s/l | 13 | 0.10 | 160.644 | 160.644 | 159.669 | -7.82 | 10280.40 |
| 57 | 2023.02.14 08:30 | s/l | 14 | 0.10 | 160.644 | 160.644 | 159.669 | -21.25 | 10259.15 |
| 58 | 2023.02.14 08:30 | s/l | 15 | 0.10 | 160.644 | 160.644 | 159.669 | -31.50 | 10227.65 |
| 59 | 2023.03.15 16:00 | buy | 16 | 0.10 | 159.820 | 0.000 | 0.000 | ||
| 60 | 2023.03.15 16:00 | modify | 16 | 0.10 | 159.820 | 159.120 | 161.320 | ||
| 61 | 2023.03.15 17:40 | buy | 17 | 0.10 | 160.445 | 0.000 | 0.000 | ||
| 62 | 2023.03.15 17:40 | modify | 17 | 0.10 | 160.445 | 159.970 | 161.320 | ||
| 63 | 2023.03.15 17:40 | modify | 16 | 0.10 | 159.820 | 159.970 | 161.320 | ||
| 64 | 2023.03.15 18:20 | buy | 18 | 0.10 | 160.798 | 0.000 | 0.000 | ||
| 65 | 2023.03.15 18:20 | modify | 18 | 0.10 | 160.798 | 160.345 | 161.320 | ||
| 66 | 2023.03.15 18:20 | modify | 17 | 0.10 | 160.445 | 160.345 | 161.320 | ||
| 67 | 2023.03.15 18:20 | modify | 16 | 0.10 | 159.820 | 160.345 | 161.320 | ||
| 68 | 2023.03.15 18:40 | t/p | 16 | 0.10 | 161.320 | 160.345 | 161.320 | 101.87 | 10329.52 |
| 69 | 2023.03.15 18:40 | t/p | 17 | 0.10 | 161.320 | 160.345 | 161.320 | 59.42 | 10388.94 |
| 70 | 2023.03.15 18:40 | t/p | 18 | 0.10 | 161.320 | 160.345 | 161.320 | 35.45 | 10424.39 |
| 71 | 2023.03.24 12:00 | buy | 19 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 72 | 2023.03.24 12:00 | modify | 19 | 0.10 | 158.888 | 158.188 | 160.388 | ||
| 73 | 2023.03.24 13:40 | buy | 20 | 0.10 | 159.493 | 0.000 | 0.000 | ||
| 74 | 2023.03.24 13:40 | modify | 20 | 0.10 | 159.493 | 159.038 | 160.388 | ||
| 75 | 2023.03.24 13:40 | modify | 19 | 0.10 | 158.888 | 159.038 | 160.388 | ||
| 76 | 2023.03.24 15:50 | buy | 21 | 0.10 | 159.719 | 0.000 | 0.000 | ||
| 77 | 2023.03.24 15:50 | modify | 21 | 0.10 | 159.719 | 159.263 | 160.388 | ||
| 78 | 2023.03.24 15:50 | modify | 20 | 0.10 | 159.493 | 159.263 | 160.388 | ||
| 79 | 2023.03.24 15:50 | modify | 19 | 0.10 | 158.888 | 159.263 | 160.388 | ||
| 80 | 2023.03.24 17:30 | buy | 22 | 0.10 | 159.878 | 0.000 | 0.000 | ||
| 81 | 2023.03.24 17:30 | modify | 22 | 0.10 | 159.878 | 159.413 | 160.388 | ||
| 82 | 2023.03.24 17:30 | modify | 21 | 0.10 | 159.719 | 159.413 | 160.388 | ||
| 83 | 2023.03.24 17:30 | modify | 20 | 0.10 | 159.493 | 159.413 | 160.388 | ||
| 84 | 2023.03.24 17:30 | modify | 19 | 0.10 | 158.888 | 159.413 | 160.388 | ||
| 85 | 2023.03.27 06:20 | t/p | 19 | 0.10 | 160.388 | 159.413 | 160.388 | 103.09 | 10527.49 |
| 86 | 2023.03.27 06:20 | t/p | 20 | 0.10 | 160.388 | 159.413 | 160.388 | 62.01 | 10589.50 |
| 87 | 2023.03.27 06:20 | t/p | 21 | 0.10 | 160.388 | 159.413 | 160.388 | 46.66 | 10636.17 |
| 88 | 2023.03.27 06:20 | t/p | 22 | 0.10 | 160.388 | 159.413 | 160.388 | 35.86 | 10672.03 |
| 89 | 2023.04.28 08:00 | sell | 23 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 90 | 2023.04.28 08:00 | modify | 23 | 0.10 | 169.386 | 170.086 | 167.886 | ||
| 91 | 2023.04.28 08:53 | sell | 24 | 0.10 | 168.778 | 0.000 | 0.000 | ||
| 92 | 2023.04.28 08:53 | modify | 24 | 0.10 | 168.778 | 169.236 | 167.886 | ||
| 93 | 2023.04.28 08:53 | modify | 23 | 0.10 | 169.386 | 169.236 | 167.886 | ||
| 94 | 2023.04.28 09:30 | s/l | 23 | 0.10 | 169.236 | 169.236 | 167.886 | 10.19 | 10682.22 |
| 95 | 2023.04.28 09:30 | s/l | 24 | 0.10 | 169.236 | 169.236 | 167.886 | -31.10 | 10651.12 |
| 96 | 2023.06.16 08:00 | sell | 25 | 0.10 | 180.474 | 0.000 | 0.000 | ||
| 97 | 2023.06.16 08:00 | modify | 25 | 0.10 | 180.474 | 181.174 | 178.974 | ||
| 98 | 2023.06.16 12:40 | s/l | 25 | 0.10 | 181.174 | 181.174 | 178.974 | -47.54 | 10603.58 |
| 99 | 2023.06.16 16:00 | sell | 26 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 100 | 2023.06.16 16:00 | modify | 26 | 0.10 | 181.733 | 182.433 | 180.233 | ||
| 101 | 2023.06.20 08:40 | sell | 27 | 0.10 | 180.758 | 0.000 | 0.000 | ||
| 102 | 2023.06.20 08:40 | modify | 27 | 0.10 | 180.758 | 181.208 | 180.233 | ||
| 103 | 2023.06.20 08:40 | modify | 26 | 0.10 | 181.733 | 181.208 | 180.233 | ||
| 104 | 2023.06.20 12:40 | t/p | 26 | 0.10 | 180.233 | 181.208 | 180.233 | 98.02 | 10701.60 |
| 105 | 2023.06.20 12:40 | t/p | 27 | 0.10 | 180.233 | 181.208 | 180.233 | 35.66 | 10737.26 |
| 106 | 2023.10.03 16:00 | buy | 28 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 107 | 2023.10.03 16:00 | modify | 28 | 0.10 | 180.016 | 179.316 | 181.516 | ||
| 108 | 2023.10.04 10:05 | buy | 29 | 0.10 | 181.018 | 0.000 | 0.000 | ||
| 109 | 2023.10.04 10:05 | modify | 29 | 0.10 | 181.018 | 180.541 | 181.516 | ||
| 110 | 2023.10.04 10:05 | modify | 28 | 0.10 | 180.016 | 180.541 | 181.516 | ||
| 111 | 2023.10.04 10:35 | buy | 30 | 0.10 | 180.857 | 0.000 | 0.000 | ||
| 112 | 2023.10.04 10:35 | modify | 30 | 0.10 | 180.857 | 180.391 | 181.516 | ||
| 113 | 2023.10.04 10:40 | modify | 30 | 0.10 | 180.857 | 180.541 | 181.516 | ||
| 114 | 2023.10.04 11:40 | s/l | 28 | 0.10 | 180.541 | 180.541 | 181.516 | 36.88 | 10774.15 |
| 115 | 2023.10.04 11:40 | s/l | 29 | 0.10 | 180.541 | 180.541 | 181.516 | -32.39 | 10741.76 |
| 116 | 2023.10.04 11:40 | s/l | 30 | 0.10 | 180.541 | 180.541 | 181.516 | -21.46 | 10720.30 |
| 117 | 2023.12.07 12:00 | buy | 31 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 118 | 2023.12.07 12:00 | modify | 31 | 0.10 | 182.340 | 181.640 | 183.840 | ||
| 119 | 2023.12.07 14:40 | s/l | 31 | 0.10 | 181.640 | 181.640 | 183.840 | -47.54 | 10672.76 |
| 120 | 2023.12.11 12:00 | sell | 32 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 121 | 2023.12.11 12:00 | modify | 32 | 0.10 | 184.000 | 184.700 | 182.500 | ||
| 122 | 2023.12.11 23:30 | sell | 33 | 0.10 | 183.386 | 0.000 | 0.000 | ||
| 123 | 2023.12.11 23:30 | modify | 33 | 0.10 | 183.386 | 183.850 | 182.500 | ||
| 124 | 2023.12.11 23:30 | modify | 32 | 0.10 | 184.000 | 183.850 | 182.500 | ||
| 125 | 2023.12.12 00:30 | sell | 34 | 0.10 | 183.163 | 0.000 | 0.000 | ||
| 126 | 2023.12.12 00:30 | modify | 34 | 0.10 | 183.163 | 183.625 | 182.500 | ||
| 127 | 2023.12.12 00:30 | modify | 33 | 0.10 | 183.386 | 183.625 | 182.500 | ||
| 128 | 2023.12.12 00:30 | modify | 32 | 0.10 | 184.000 | 183.625 | 182.500 | ||
| 129 | 2023.12.12 00:40 | sell | 35 | 0.10 | 183.006 | 0.000 | 0.000 | ||
| 130 | 2023.12.12 00:40 | modify | 35 | 0.10 | 183.006 | 183.475 | 182.500 | ||
| 131 | 2023.12.12 00:40 | modify | 34 | 0.10 | 183.163 | 183.475 | 182.500 | ||
| 132 | 2023.12.12 00:40 | modify | 33 | 0.10 | 183.386 | 183.475 | 182.500 | ||
| 133 | 2023.12.12 00:40 | modify | 32 | 0.10 | 184.000 | 183.475 | 182.500 | ||
| 134 | 2023.12.12 11:30 | t/p | 32 | 0.10 | 182.500 | 183.475 | 182.500 | 99.95 | 10772.70 |
| 135 | 2023.12.12 11:30 | t/p | 33 | 0.10 | 182.500 | 183.475 | 182.500 | 58.25 | 10830.95 |
| 136 | 2023.12.12 11:30 | t/p | 34 | 0.10 | 182.500 | 183.475 | 182.500 | 45.03 | 10875.98 |
| 137 | 2023.12.12 11:30 | t/p | 35 | 0.10 | 182.500 | 183.475 | 182.500 | 34.36 | 10910.34 |
| 138 | 2023.12.19 12:00 | sell | 36 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 139 | 2023.12.19 12:00 | modify | 36 | 0.10 | 183.913 | 184.613 | 182.413 | ||
| 140 | 2023.12.19 16:40 | sell | 37 | 0.10 | 183.076 | 0.000 | 0.000 | ||
| 141 | 2023.12.19 16:40 | modify | 37 | 0.10 | 183.076 | 183.538 | 182.413 | ||
| 142 | 2023.12.19 16:40 | modify | 36 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 143 | 2023.12.20 02:05 | sell | 38 | 0.10 | 182.931 | 0.000 | 0.000 | ||
| 144 | 2023.12.20 02:05 | modify | 38 | 0.10 | 182.931 | 183.388 | 182.413 | ||
| 145 | 2023.12.20 02:05 | modify | 37 | 0.10 | 183.076 | 183.388 | 182.413 | ||
| 146 | 2023.12.20 02:05 | modify | 36 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 147 | 2023.12.20 07:20 | t/p | 36 | 0.10 | 182.413 | 183.388 | 182.413 | 99.95 | 11010.29 |
| 148 | 2023.12.20 07:20 | t/p | 37 | 0.10 | 182.413 | 183.388 | 182.413 | 43.11 | 11053.39 |
| 149 | 2023.12.20 07:20 | t/p | 38 | 0.10 | 182.413 | 183.388 | 182.413 | 35.18 | 11088.57 |