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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1914 | Ticks modelled | 31414882 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 733.06 | Gross profit | 781.75 | Gross loss | -48.69 |
| Profit factor | 16.06 | Expected payoff | 33.32 | ||
| Absolute drawdown | 20.39 | Maximal drawdown | 139.08 (1.37%) | Relative drawdown | 1.37% (139.08) |
| Total trades | 22 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 95.88 | loss trade | -9.91 | |
| Average | profit trade | 45.99 | loss trade | -9.74 | |
| Maximum | consecutive wins (profit in money) | 8 (475.55) | consecutive losses (loss in money) | 1 (-9.91) | |
| Maximal | consecutive profit (count of wins) | 475.55 (8) | consecutive loss (count of losses) | -9.91 (1) | |
| Average | consecutive wins | 3 | 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 09:01 | buy | 2 | 0.10 | 169.728 | 0.000 | 0.000 | ||
| 4 | 2023.05.11 09:01 | modify | 2 | 0.10 | 169.728 | 169.576 | 170.851 | ||
| 5 | 2023.05.11 09:01 | modify | 1 | 0.10 | 169.351 | 169.576 | 170.851 | ||
| 6 | 2023.05.11 09:15 | s/l | 1 | 0.10 | 169.576 | 169.576 | 170.851 | 14.38 | 10014.38 |
| 7 | 2023.05.11 09:15 | s/l | 2 | 0.10 | 169.576 | 169.576 | 170.851 | -9.71 | 10004.67 |
| 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 | 2023.06.09 12:33 | sell | 4 | 0.10 | 174.753 | 0.000 | 0.000 | ||
| 11 | 2023.06.09 12:33 | modify | 4 | 0.10 | 174.753 | 174.908 | 173.633 | ||
| 12 | 2023.06.09 12:33 | modify | 3 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 13 | 2023.06.09 12:35 | s/l | 3 | 0.10 | 174.908 | 174.908 | 173.633 | 14.38 | 10019.05 |
| 14 | 2023.06.09 12:35 | s/l | 4 | 0.10 | 174.908 | 174.908 | 173.633 | -9.91 | 10009.14 |
| 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 12:54 | sell | 6 | 0.10 | 178.204 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 12:54 | modify | 6 | 0.10 | 178.204 | 178.356 | 177.081 | ||
| 19 | 2023.06.15 12:54 | modify | 5 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 20 | 2023.06.15 13:03 | s/l | 5 | 0.10 | 178.356 | 178.356 | 177.081 | 14.38 | 10023.52 |
| 21 | 2023.06.15 13:03 | s/l | 6 | 0.10 | 178.356 | 178.356 | 177.081 | -9.71 | 10013.81 |
| 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 10:00 | buy | 8 | 0.10 | 183.524 | 0.000 | 0.000 | ||
| 25 | 2023.07.06 10:00 | modify | 8 | 0.10 | 183.524 | 183.373 | 184.648 | ||
| 26 | 2023.07.06 10:00 | modify | 7 | 0.10 | 183.148 | 183.373 | 184.648 | ||
| 27 | 2023.07.06 14:10 | s/l | 7 | 0.10 | 183.373 | 183.373 | 184.648 | 14.38 | 10028.19 |
| 28 | 2023.07.06 14:10 | s/l | 8 | 0.10 | 183.373 | 183.373 | 184.648 | -9.65 | 10018.54 |
| 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 08:52 | sell | 10 | 0.10 | 186.128 | 0.000 | 0.000 | ||
| 32 | 2023.08.22 08:52 | modify | 10 | 0.10 | 186.128 | 186.284 | 185.009 | ||
| 33 | 2023.08.22 08:52 | modify | 9 | 0.10 | 186.509 | 186.284 | 185.009 | ||
| 34 | 2023.08.22 15:07 | sell | 11 | 0.10 | 185.609 | 0.000 | 0.000 | ||
| 35 | 2023.08.22 15:07 | modify | 11 | 0.10 | 185.609 | 186.134 | 185.009 | ||
| 36 | 2023.08.22 15:07 | sell | 12 | 0.10 | 185.609 | 0.000 | 0.000 | ||
| 37 | 2023.08.22 15:07 | modify | 12 | 0.10 | 185.609 | 185.984 | 185.009 | ||
| 38 | 2023.08.22 15:07 | modify | 10 | 0.10 | 186.128 | 185.984 | 185.009 | ||
| 39 | 2023.08.22 15:07 | modify | 9 | 0.10 | 186.509 | 185.984 | 185.009 | ||
| 40 | 2023.08.22 15:07 | modify | 11 | 0.10 | 185.609 | 185.984 | 185.009 | ||
| 41 | 2023.08.23 07:36 | t/p | 9 | 0.10 | 185.009 | 185.984 | 185.009 | 93.42 | 10111.96 |
| 42 | 2023.08.23 07:36 | t/p | 10 | 0.10 | 185.009 | 185.984 | 185.009 | 69.07 | 10181.03 |
| 43 | 2023.08.23 07:36 | t/p | 11 | 0.10 | 185.009 | 185.984 | 185.009 | 35.90 | 10216.93 |
| 44 | 2023.08.23 07:36 | t/p | 12 | 0.10 | 185.009 | 185.984 | 185.009 | 35.90 | 10252.83 |
| 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 13:55 | buy | 14 | 0.10 | 181.409 | 0.000 | 0.000 | ||
| 48 | 2023.10.03 13:55 | modify | 14 | 0.10 | 181.409 | 181.257 | 182.532 | ||
| 49 | 2023.10.03 13:55 | modify | 13 | 0.10 | 181.032 | 181.257 | 182.532 | ||
| 50 | 2023.10.03 14:00 | s/l | 13 | 0.10 | 181.257 | 181.257 | 182.532 | 14.39 | 10267.22 |
| 51 | 2023.10.03 14:00 | s/l | 14 | 0.10 | 181.257 | 181.257 | 182.532 | -9.71 | 10257.51 |
| 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 12:00 | buy | 16 | 0.10 | 179.629 | 0.000 | 0.000 | ||
| 55 | 2023.12.14 12:00 | modify | 16 | 0.10 | 179.629 | 179.476 | 180.751 | ||
| 56 | 2023.12.14 12:00 | modify | 15 | 0.10 | 179.251 | 179.476 | 180.751 | ||
| 57 | 2023.12.14 12:18 | buy | 17 | 0.10 | 180.153 | 0.000 | 0.000 | ||
| 58 | 2023.12.14 12:18 | modify | 17 | 0.10 | 180.153 | 179.626 | 180.751 | ||
| 59 | 2023.12.14 12:18 | buy | 18 | 0.10 | 180.153 | 0.000 | 0.000 | ||
| 60 | 2023.12.14 12:18 | modify | 18 | 0.10 | 180.153 | 179.776 | 180.751 | ||
| 61 | 2023.12.14 12:18 | modify | 16 | 0.10 | 179.629 | 179.776 | 180.751 | ||
| 62 | 2023.12.14 12:18 | modify | 15 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 63 | 2023.12.14 12:18 | modify | 17 | 0.10 | 180.153 | 179.776 | 180.751 | ||
| 64 | 2023.12.14 14:18 | t/p | 15 | 0.10 | 180.751 | 179.776 | 180.751 | 95.88 | 10353.39 |
| 65 | 2023.12.14 14:18 | t/p | 16 | 0.10 | 180.751 | 179.776 | 180.751 | 71.72 | 10425.11 |
| 66 | 2023.12.14 14:18 | t/p | 17 | 0.10 | 180.751 | 179.776 | 180.751 | 38.23 | 10463.34 |
| 67 | 2023.12.14 14:18 | t/p | 18 | 0.10 | 180.751 | 179.776 | 180.751 | 38.23 | 10501.57 |
| 68 | 2024.03.20 12:00 | sell | 19 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 69 | 2024.03.20 12:00 | modify | 19 | 0.10 | 192.561 | 193.861 | 191.061 | ||
| 70 | 2024.03.21 15:11 | sell | 20 | 0.10 | 192.185 | 0.000 | 0.000 | ||
| 71 | 2024.03.21 15:11 | modify | 20 | 0.10 | 192.185 | 192.336 | 191.061 | ||
| 72 | 2024.03.21 15:11 | modify | 19 | 0.10 | 192.561 | 192.336 | 191.061 | ||
| 73 | 2024.03.22 02:29 | sell | 21 | 0.10 | 191.656 | 0.000 | 0.000 | ||
| 74 | 2024.03.22 02:29 | modify | 21 | 0.10 | 191.656 | 192.186 | 191.061 | ||
| 75 | 2024.03.22 02:29 | sell | 22 | 0.10 | 191.656 | 0.000 | 0.000 | ||
| 76 | 2024.03.22 02:29 | modify | 22 | 0.10 | 191.656 | 192.036 | 191.061 | ||
| 77 | 2024.03.22 02:29 | modify | 20 | 0.10 | 192.185 | 192.036 | 191.061 | ||
| 78 | 2024.03.22 02:29 | modify | 19 | 0.10 | 192.561 | 192.036 | 191.061 | ||
| 79 | 2024.03.22 02:29 | modify | 21 | 0.10 | 191.656 | 192.036 | 191.061 | ||
| 80 | 2024.03.22 06:55 | t/p | 19 | 0.10 | 191.061 | 192.036 | 191.061 | 86.06 | 10587.62 |
| 81 | 2024.03.22 06:55 | t/p | 20 | 0.10 | 191.061 | 192.036 | 191.061 | 69.38 | 10657.00 |
| 82 | 2024.03.22 06:55 | t/p | 21 | 0.10 | 191.061 | 192.036 | 191.061 | 38.03 | 10695.03 |
| 83 | 2024.03.22 06:55 | t/p | 22 | 0.10 | 191.061 | 192.036 | 191.061 | 38.03 | 10733.06 |