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=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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 2614 | Ticks modelled | 79823 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 397.87 | Gross profit | 491.15 | Gross loss | -93.28 |
| Profit factor | 5.27 | Expected payoff | 19.89 | ||
| Absolute drawdown | 45.35 | Maximal drawdown | 101.32 (0.99%) | Relative drawdown | 0.99% (101.32) |
| Total trades | 20 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 95.91 | loss trade | -16.18 | |
| Average | profit trade | 37.78 | loss trade | -13.33 | |
| Maximum | consecutive wins (profit in money) | 3 (178.49) | consecutive losses (loss in money) | 1 (-16.18) | |
| Maximal | consecutive profit (count of wins) | 178.49 (3) | consecutive loss (count of losses) | -16.18 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.09 12:00 | sell | 1 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 2 | 2023.06.09 12:00 | modify | 1 | 0.10 | 175.133 | 176.633 | 173.633 | ||
| 3 | 2023.06.12 13:15 | sell | 2 | 0.10 | 174.683 | 0.000 | 0.000 | ||
| 4 | 2023.06.12 13:15 | modify | 2 | 0.10 | 174.683 | 174.908 | 173.633 | ||
| 5 | 2023.06.12 13:15 | modify | 1 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 6 | 2023.06.12 13:30 | s/l | 1 | 0.10 | 174.908 | 174.908 | 173.633 | 11.94 | 10011.94 |
| 7 | 2023.06.12 13:30 | s/l | 2 | 0.10 | 174.908 | 174.908 | 173.633 | -14.38 | 9997.56 |
| 8 | 2023.06.15 12:00 | sell | 3 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 9 | 2023.06.15 12:00 | modify | 3 | 0.10 | 178.581 | 180.081 | 177.081 | ||
| 10 | 2023.06.15 12:40 | sell | 4 | 0.10 | 178.122 | 0.000 | 0.000 | ||
| 11 | 2023.06.15 12:40 | modify | 4 | 0.10 | 178.122 | 178.356 | 177.081 | ||
| 12 | 2023.06.15 12:40 | modify | 3 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 13 | 2023.06.15 12:55 | s/l | 3 | 0.10 | 178.356 | 178.356 | 177.081 | 14.38 | 10011.94 |
| 14 | 2023.06.15 12:55 | s/l | 4 | 0.10 | 178.356 | 178.356 | 177.081 | -14.96 | 9996.98 |
| 15 | 2023.08.23 16:00 | buy | 5 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 16 | 2023.08.23 16:00 | modify | 5 | 0.10 | 183.894 | 182.394 | 185.394 | ||
| 17 | 2023.08.23 20:40 | buy | 6 | 0.10 | 184.372 | 0.000 | 0.000 | ||
| 18 | 2023.08.23 20:40 | modify | 6 | 0.10 | 184.372 | 184.119 | 185.394 | ||
| 19 | 2023.08.23 20:40 | modify | 5 | 0.10 | 183.894 | 184.119 | 185.394 | ||
| 20 | 2023.08.23 21:00 | s/l | 5 | 0.10 | 184.119 | 184.119 | 185.394 | 14.38 | 10011.36 |
| 21 | 2023.08.23 21:00 | s/l | 6 | 0.10 | 184.119 | 184.119 | 185.394 | -16.18 | 9995.18 |
| 22 | 2023.09.21 20:00 | buy | 7 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 23 | 2023.09.21 20:00 | modify | 7 | 0.10 | 181.430 | 179.930 | 182.930 | ||
| 24 | 2023.09.22 03:30 | buy | 8 | 0.10 | 181.903 | 0.000 | 0.000 | ||
| 25 | 2023.09.22 03:30 | modify | 8 | 0.10 | 181.903 | 181.655 | 182.930 | ||
| 26 | 2023.09.22 03:30 | modify | 7 | 0.10 | 181.430 | 181.655 | 182.930 | ||
| 27 | 2023.09.22 06:40 | buy | 9 | 0.10 | 182.276 | 0.000 | 0.000 | ||
| 28 | 2023.09.22 06:40 | modify | 9 | 0.10 | 182.276 | 182.105 | 182.930 | ||
| 29 | 2023.09.22 06:40 | modify | 8 | 0.10 | 181.903 | 182.105 | 182.930 | ||
| 30 | 2023.09.22 06:40 | modify | 7 | 0.10 | 181.430 | 182.105 | 182.930 | ||
| 31 | 2023.09.22 06:55 | s/l | 7 | 0.10 | 182.105 | 182.105 | 182.930 | 44.17 | 10039.35 |
| 32 | 2023.09.22 06:55 | s/l | 8 | 0.10 | 182.105 | 182.105 | 182.930 | 12.91 | 10052.26 |
| 33 | 2023.09.22 06:55 | s/l | 9 | 0.10 | 182.105 | 182.105 | 182.930 | -10.94 | 10041.32 |
| 34 | 2023.11.24 20:00 | sell | 10 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 35 | 2023.11.24 20:00 | modify | 10 | 0.10 | 188.465 | 189.965 | 186.965 | ||
| 36 | 2023.11.27 03:50 | sell | 11 | 0.10 | 187.623 | 0.000 | 0.000 | ||
| 37 | 2023.11.27 03:50 | modify | 11 | 0.10 | 187.623 | 187.790 | 186.965 | ||
| 38 | 2023.11.27 03:50 | modify | 10 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 39 | 2023.11.27 03:59 | s/l | 10 | 0.10 | 187.790 | 187.790 | 186.965 | 40.70 | 10082.02 |
| 40 | 2023.11.27 03:59 | s/l | 11 | 0.10 | 187.790 | 187.790 | 186.965 | -10.68 | 10071.34 |
| 41 | 2023.12.14 08:00 | buy | 12 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 42 | 2023.12.14 08:00 | modify | 12 | 0.10 | 179.251 | 177.751 | 180.751 | ||
| 43 | 2023.12.14 13:20 | buy | 13 | 0.10 | 180.312 | 0.000 | 0.000 | ||
| 44 | 2023.12.14 13:20 | modify | 13 | 0.10 | 180.312 | 179.851 | 180.751 | ||
| 45 | 2023.12.14 13:20 | modify | 12 | 0.10 | 179.251 | 179.851 | 180.751 | ||
| 46 | 2023.12.14 14:40 | t/p | 12 | 0.10 | 180.751 | 179.851 | 180.751 | 95.91 | 10167.25 |
| 47 | 2023.12.14 14:40 | t/p | 13 | 0.10 | 180.751 | 179.851 | 180.751 | 28.07 | 10195.32 |
| 48 | 2024.01.04 20:00 | sell | 14 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 49 | 2024.01.04 20:00 | modify | 14 | 0.10 | 183.361 | 184.861 | 181.861 | ||
| 50 | 2024.01.09 13:40 | sell | 15 | 0.10 | 182.898 | 0.000 | 0.000 | ||
| 51 | 2024.01.09 13:40 | modify | 15 | 0.10 | 182.898 | 183.136 | 181.861 | ||
| 52 | 2024.01.09 13:40 | modify | 14 | 0.10 | 183.361 | 183.136 | 181.861 | ||
| 53 | 2024.01.09 13:55 | s/l | 14 | 0.10 | 183.136 | 183.136 | 181.861 | 7.04 | 10202.36 |
| 54 | 2024.01.09 13:55 | s/l | 15 | 0.10 | 183.136 | 183.136 | 181.861 | -15.21 | 10187.15 |
| 55 | 2024.03.07 12:00 | buy | 16 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 56 | 2024.03.07 12:00 | modify | 16 | 0.10 | 188.597 | 187.097 | 190.097 | ||
| 57 | 2024.03.07 15:30 | buy | 17 | 0.10 | 189.443 | 0.000 | 0.000 | ||
| 58 | 2024.03.07 15:30 | modify | 17 | 0.10 | 189.443 | 189.272 | 190.097 | ||
| 59 | 2024.03.07 15:30 | modify | 16 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 60 | 2024.03.07 16:15 | s/l | 16 | 0.10 | 189.272 | 189.272 | 190.097 | 43.16 | 10230.31 |
| 61 | 2024.03.07 16:15 | s/l | 17 | 0.10 | 189.272 | 189.272 | 190.097 | -10.93 | 10219.38 |
| 62 | 2024.03.20 12:00 | sell | 18 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 63 | 2024.03.20 12:00 | modify | 18 | 0.10 | 192.561 | 194.061 | 191.061 | ||
| 64 | 2024.03.21 16:55 | sell | 19 | 0.10 | 192.106 | 0.000 | 0.000 | ||
| 65 | 2024.03.21 16:55 | modify | 19 | 0.10 | 192.106 | 192.336 | 191.061 | ||
| 66 | 2024.03.21 16:55 | modify | 18 | 0.10 | 192.561 | 192.336 | 191.061 | ||
| 67 | 2024.03.22 04:15 | sell | 20 | 0.10 | 191.500 | 0.000 | 0.000 | ||
| 68 | 2024.03.22 04:15 | modify | 20 | 0.10 | 191.500 | 191.961 | 191.061 | ||
| 69 | 2024.03.22 04:15 | modify | 19 | 0.10 | 192.106 | 191.961 | 191.061 | ||
| 70 | 2024.03.22 04:15 | modify | 18 | 0.10 | 192.561 | 191.961 | 191.061 | ||
| 71 | 2024.03.22 06:40 | t/p | 18 | 0.10 | 191.061 | 191.961 | 191.061 | 86.09 | 10305.47 |
| 72 | 2024.03.22 06:40 | t/p | 19 | 0.10 | 191.061 | 191.961 | 191.061 | 64.35 | 10369.81 |
| 73 | 2024.03.22 06:40 | t/p | 20 | 0.10 | 191.061 | 191.961 | 191.061 | 28.06 | 10397.87 |