Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2614 | Ticks modelled | 79826 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 566.86 | Gross profit | 623.01 | Gross loss | -56.15 |
| Profit factor | 11.10 | Expected payoff | 29.83 | ||
| Absolute drawdown | 41.38 | Maximal drawdown | 139.12 (1.37%) | Relative drawdown | 1.37% (139.12) |
| Total trades | 19 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 95.89 | loss trade | -13.45 | |
| Average | profit trade | 44.50 | loss trade | -11.23 | |
| Maximum | consecutive wins (profit in money) | 5 (326.03) | consecutive losses (loss in money) | 1 (-13.45) | |
| Maximal | consecutive profit (count of wins) | 326.03 (5) | consecutive loss (count of losses) | -13.45 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.11 04:00 | buy | 1 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 2 | 2023.05.11 04:00 | modify | 1 | 0.10 | 169.351 | 168.051 | 170.851 | ||
| 3 | 2023.05.11 09:15 | buy | 2 | 0.10 | 169.739 | 0.000 | 0.000 | ||
| 4 | 2023.05.11 09:15 | modify | 2 | 0.10 | 169.739 | 169.576 | 170.851 | ||
| 5 | 2023.05.11 09:15 | modify | 1 | 0.10 | 169.351 | 169.576 | 170.851 | ||
| 6 | 2023.05.11 09:30 | s/l | 1 | 0.10 | 169.576 | 169.576 | 170.851 | 14.38 | 10014.38 |
| 7 | 2023.05.11 09:30 | s/l | 2 | 0.10 | 169.576 | 169.576 | 170.851 | -10.42 | 10003.96 |
| 8 | 2023.06.09 12:00 | sell | 3 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 9 | 2023.06.09 12:00 | modify | 3 | 0.10 | 175.133 | 176.433 | 173.633 | ||
| 10 | 2023.06.12 14:30 | sell | 4 | 0.10 | 174.736 | 0.000 | 0.000 | ||
| 11 | 2023.06.12 14:30 | modify | 4 | 0.10 | 174.736 | 174.908 | 173.633 | ||
| 12 | 2023.06.12 14:30 | modify | 3 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 13 | 2023.06.13 05:05 | s/l | 3 | 0.10 | 174.908 | 174.908 | 173.633 | 9.48 | 10013.44 |
| 14 | 2023.06.13 05:05 | s/l | 4 | 0.10 | 174.908 | 174.908 | 173.633 | -13.45 | 9999.99 |
| 15 | 2023.06.15 12:00 | sell | 5 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 16 | 2023.06.15 12:00 | modify | 5 | 0.10 | 178.581 | 179.881 | 177.081 | ||
| 17 | 2023.06.15 12:50 | sell | 6 | 0.10 | 178.178 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 12:50 | modify | 6 | 0.10 | 178.178 | 178.356 | 177.081 | ||
| 19 | 2023.06.15 12:50 | modify | 5 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 20 | 2023.06.15 12:55 | s/l | 5 | 0.10 | 178.356 | 178.356 | 177.081 | 14.39 | 10014.38 |
| 21 | 2023.06.15 12:55 | s/l | 6 | 0.10 | 178.356 | 178.356 | 177.081 | -11.37 | 10003.01 |
| 22 | 2023.07.06 08:00 | buy | 7 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 23 | 2023.07.06 08:00 | modify | 7 | 0.10 | 183.148 | 181.848 | 184.648 | ||
| 24 | 2023.07.06 20:45 | buy | 8 | 0.10 | 183.547 | 0.000 | 0.000 | ||
| 25 | 2023.07.06 20:45 | modify | 8 | 0.10 | 183.547 | 183.373 | 184.648 | ||
| 26 | 2023.07.06 20:45 | modify | 7 | 0.10 | 183.148 | 183.373 | 184.648 | ||
| 27 | 2023.07.06 21:40 | s/l | 7 | 0.10 | 183.373 | 183.373 | 184.648 | 14.38 | 10017.39 |
| 28 | 2023.07.06 21:40 | s/l | 8 | 0.10 | 183.373 | 183.373 | 184.648 | -11.13 | 10006.26 |
| 29 | 2023.08.22 04:00 | sell | 9 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 30 | 2023.08.22 04:00 | modify | 9 | 0.10 | 186.509 | 187.809 | 185.009 | ||
| 31 | 2023.08.22 09:00 | sell | 10 | 0.10 | 186.118 | 0.000 | 0.000 | ||
| 32 | 2023.08.22 09:00 | modify | 10 | 0.10 | 186.118 | 186.284 | 185.009 | ||
| 33 | 2023.08.22 09:00 | modify | 9 | 0.10 | 186.509 | 186.284 | 185.009 | ||
| 34 | 2023.08.22 15:40 | sell | 11 | 0.10 | 185.580 | 0.000 | 0.000 | ||
| 35 | 2023.08.22 15:40 | modify | 11 | 0.10 | 185.580 | 186.134 | 185.009 | ||
| 36 | 2023.08.22 15:40 | sell | 12 | 0.10 | 185.580 | 0.000 | 0.000 | ||
| 37 | 2023.08.22 15:40 | modify | 12 | 0.10 | 185.580 | 185.984 | 185.009 | ||
| 38 | 2023.08.22 15:40 | modify | 10 | 0.10 | 186.118 | 185.984 | 185.009 | ||
| 39 | 2023.08.22 15:40 | modify | 9 | 0.10 | 186.509 | 185.984 | 185.009 | ||
| 40 | 2023.08.22 15:45 | modify | 11 | 0.10 | 185.580 | 185.984 | 185.009 | ||
| 41 | 2023.08.23 07:40 | t/p | 9 | 0.10 | 185.009 | 185.984 | 185.009 | 93.43 | 10099.69 |
| 42 | 2023.08.23 07:40 | t/p | 10 | 0.10 | 185.009 | 185.984 | 185.009 | 68.44 | 10168.12 |
| 43 | 2023.08.23 07:40 | t/p | 11 | 0.10 | 185.009 | 185.984 | 185.009 | 34.05 | 10202.17 |
| 44 | 2023.08.23 07:40 | t/p | 12 | 0.10 | 185.009 | 185.984 | 185.009 | 34.05 | 10236.22 |
| 45 | 2023.10.03 08:00 | buy | 13 | 0.10 | 181.032 | 0.000 | 0.000 | ||
| 46 | 2023.10.03 08:00 | modify | 13 | 0.10 | 181.032 | 179.732 | 182.532 | ||
| 47 | 2023.10.03 13:40 | buy | 14 | 0.10 | 181.410 | 0.000 | 0.000 | ||
| 48 | 2023.10.03 13:40 | modify | 14 | 0.10 | 181.410 | 181.257 | 182.532 | ||
| 49 | 2023.10.03 13:40 | modify | 13 | 0.10 | 181.032 | 181.257 | 182.532 | ||
| 50 | 2023.10.03 13:55 | s/l | 13 | 0.10 | 181.257 | 181.257 | 182.532 | 14.38 | 10250.60 |
| 51 | 2023.10.03 13:55 | s/l | 14 | 0.10 | 181.257 | 181.257 | 182.532 | -9.78 | 10240.82 |
| 52 | 2023.12.14 08:00 | buy | 15 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 53 | 2023.12.14 08:00 | modify | 15 | 0.10 | 179.251 | 177.951 | 180.751 | ||
| 54 | 2023.12.14 14:40 | t/p | 15 | 0.10 | 180.751 | 177.951 | 180.751 | 95.89 | 10336.71 |
| 55 | 2024.03.20 12:00 | sell | 16 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 56 | 2024.03.20 12:00 | modify | 16 | 0.10 | 192.561 | 193.861 | 191.061 | ||
| 57 | 2024.03.21 16:45 | sell | 17 | 0.10 | 192.183 | 0.000 | 0.000 | ||
| 58 | 2024.03.21 16:45 | modify | 17 | 0.10 | 192.183 | 192.336 | 191.061 | ||
| 59 | 2024.03.21 16:45 | modify | 16 | 0.10 | 192.561 | 192.336 | 191.061 | ||
| 60 | 2024.03.22 02:55 | sell | 18 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 61 | 2024.03.22 02:55 | modify | 18 | 0.10 | 191.646 | 192.186 | 191.061 | ||
| 62 | 2024.03.22 02:55 | sell | 19 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 63 | 2024.03.22 02:55 | modify | 19 | 0.10 | 191.646 | 192.036 | 191.061 | ||
| 64 | 2024.03.22 02:55 | modify | 17 | 0.10 | 192.183 | 192.036 | 191.061 | ||
| 65 | 2024.03.22 02:55 | modify | 16 | 0.10 | 192.561 | 192.036 | 191.061 | ||
| 66 | 2024.03.22 03:00 | modify | 18 | 0.10 | 191.646 | 192.036 | 191.061 | ||
| 67 | 2024.03.22 06:40 | t/p | 16 | 0.10 | 191.061 | 192.036 | 191.061 | 86.08 | 10422.79 |
| 68 | 2024.03.22 06:40 | t/p | 17 | 0.10 | 191.061 | 192.036 | 191.061 | 69.27 | 10492.06 |
| 69 | 2024.03.22 06:40 | t/p | 18 | 0.10 | 191.061 | 192.036 | 191.061 | 37.40 | 10529.46 |
| 70 | 2024.03.22 06:40 | t/p | 19 | 0.10 | 191.061 | 192.036 | 191.061 | 37.40 | 10566.86 |