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=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 | 1914 | Ticks modelled | 31414882 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 353.65 | Gross profit | 455.57 | Gross loss | -101.92 |
| Profit factor | 4.47 | Expected payoff | 15.38 | ||
| Absolute drawdown | 45.34 | Maximal drawdown | 119.38 (1.18%) | Relative drawdown | 1.18% (119.38) |
| Total trades | 23 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 86.09 | loss trade | -14.64 | |
| Average | profit trade | 30.37 | loss trade | -12.74 | |
| Maximum | consecutive wins (profit in money) | 4 (222.60) | consecutive losses (loss in money) | 1 (-14.64) | |
| Maximal | consecutive profit (count of wins) | 222.60 (4) | consecutive loss (count of losses) | -14.64 (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 12:46 | sell | 2 | 0.10 | 174.683 | 0.000 | 0.000 | ||
| 4 | 2023.06.12 12:46 | modify | 2 | 0.10 | 174.683 | 174.908 | 173.633 | ||
| 5 | 2023.06.12 12:46 | modify | 1 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 6 | 2023.06.12 13:11 | s/l | 1 | 0.10 | 174.908 | 174.908 | 173.633 | 11.93 | 10011.93 |
| 7 | 2023.06.12 13:11 | s/l | 2 | 0.10 | 174.908 | 174.908 | 173.633 | -14.39 | 9997.54 |
| 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 12:54 | sell | 4 | 0.10 | 178.127 | 0.000 | 0.000 | ||
| 11 | 2023.06.15 12:54 | modify | 4 | 0.10 | 178.127 | 178.356 | 177.081 | ||
| 12 | 2023.06.15 12:54 | modify | 3 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 13 | 2023.06.15 13:03 | s/l | 3 | 0.10 | 178.356 | 178.356 | 177.081 | 14.38 | 10011.92 |
| 14 | 2023.06.15 13:03 | s/l | 4 | 0.10 | 178.356 | 178.356 | 177.081 | -14.64 | 9997.28 |
| 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 19:36 | buy | 6 | 0.10 | 184.345 | 0.000 | 0.000 | ||
| 18 | 2023.08.23 19:36 | modify | 6 | 0.10 | 184.345 | 184.119 | 185.394 | ||
| 19 | 2023.08.23 19:36 | modify | 5 | 0.10 | 183.894 | 184.119 | 185.394 | ||
| 20 | 2023.08.23 21:05 | s/l | 5 | 0.10 | 184.119 | 184.119 | 185.394 | 14.38 | 10011.66 |
| 21 | 2023.08.23 21:05 | s/l | 6 | 0.10 | 184.119 | 184.119 | 185.394 | -14.45 | 9997.21 |
| 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 02:53 | buy | 8 | 0.10 | 181.880 | 0.000 | 0.000 | ||
| 25 | 2023.09.22 02:53 | modify | 8 | 0.10 | 181.880 | 181.655 | 182.930 | ||
| 26 | 2023.09.22 02:53 | modify | 7 | 0.10 | 181.430 | 181.655 | 182.930 | ||
| 27 | 2023.09.22 02:55 | s/l | 7 | 0.10 | 181.655 | 181.655 | 182.930 | 15.41 | 10012.62 |
| 28 | 2023.09.22 02:55 | s/l | 8 | 0.10 | 181.655 | 181.655 | 182.930 | -14.39 | 9998.23 |
| 29 | 2023.11.24 20:00 | sell | 9 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 30 | 2023.11.24 20:00 | modify | 9 | 0.10 | 188.465 | 189.965 | 186.965 | ||
| 31 | 2023.11.27 01:32 | sell | 10 | 0.10 | 188.012 | 0.000 | 0.000 | ||
| 32 | 2023.11.27 01:32 | modify | 10 | 0.10 | 188.012 | 188.240 | 186.965 | ||
| 33 | 2023.11.27 01:32 | modify | 9 | 0.10 | 188.465 | 188.240 | 186.965 | ||
| 34 | 2023.11.27 03:35 | sell | 11 | 0.10 | 187.632 | 0.000 | 0.000 | ||
| 35 | 2023.11.27 03:35 | modify | 11 | 0.10 | 187.632 | 187.790 | 186.965 | ||
| 36 | 2023.11.27 03:35 | modify | 10 | 0.10 | 188.012 | 187.790 | 186.965 | ||
| 37 | 2023.11.27 03:35 | modify | 9 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 38 | 2023.11.27 03:53 | s/l | 9 | 0.10 | 187.790 | 187.790 | 186.965 | 40.70 | 10038.93 |
| 39 | 2023.11.27 03:53 | s/l | 10 | 0.10 | 187.790 | 187.790 | 186.965 | 14.19 | 10053.12 |
| 40 | 2023.11.27 03:53 | s/l | 11 | 0.10 | 187.790 | 187.790 | 186.965 | -10.10 | 10043.02 |
| 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 12:00 | buy | 13 | 0.10 | 179.702 | 0.000 | 0.000 | ||
| 44 | 2023.12.14 12:00 | modify | 13 | 0.10 | 179.702 | 179.476 | 180.751 | ||
| 45 | 2023.12.14 12:00 | modify | 12 | 0.10 | 179.251 | 179.476 | 180.751 | ||
| 46 | 2023.12.14 12:17 | buy | 14 | 0.10 | 180.078 | 0.000 | 0.000 | ||
| 47 | 2023.12.14 12:17 | modify | 14 | 0.10 | 180.078 | 179.926 | 180.751 | ||
| 48 | 2023.12.14 12:17 | modify | 13 | 0.10 | 179.702 | 179.926 | 180.751 | ||
| 49 | 2023.12.14 12:17 | modify | 12 | 0.10 | 179.251 | 179.926 | 180.751 | ||
| 50 | 2023.12.14 12:26 | s/l | 12 | 0.10 | 179.926 | 179.926 | 180.751 | 43.16 | 10086.18 |
| 51 | 2023.12.14 12:26 | s/l | 13 | 0.10 | 179.926 | 179.926 | 180.751 | 14.32 | 10100.50 |
| 52 | 2023.12.14 12:26 | s/l | 14 | 0.10 | 179.926 | 179.926 | 180.751 | -9.72 | 10090.78 |
| 53 | 2024.01.04 20:00 | sell | 15 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 54 | 2024.01.04 20:00 | modify | 15 | 0.10 | 183.361 | 184.861 | 181.861 | ||
| 55 | 2024.01.09 13:56 | sell | 16 | 0.10 | 182.910 | 0.000 | 0.000 | ||
| 56 | 2024.01.09 13:56 | modify | 16 | 0.10 | 182.910 | 183.136 | 181.861 | ||
| 57 | 2024.01.09 13:56 | modify | 15 | 0.10 | 183.361 | 183.136 | 181.861 | ||
| 58 | 2024.01.09 15:33 | s/l | 15 | 0.10 | 183.136 | 183.136 | 181.861 | 7.03 | 10097.81 |
| 59 | 2024.01.09 15:33 | s/l | 16 | 0.10 | 183.136 | 183.136 | 181.861 | -14.45 | 10083.36 |
| 60 | 2024.03.07 12:00 | buy | 17 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 61 | 2024.03.07 12:00 | modify | 17 | 0.10 | 188.597 | 187.097 | 190.097 | ||
| 62 | 2024.03.07 14:47 | buy | 18 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 63 | 2024.03.07 14:47 | modify | 18 | 0.10 | 189.048 | 188.822 | 190.097 | ||
| 64 | 2024.03.07 14:47 | modify | 17 | 0.10 | 188.597 | 188.822 | 190.097 | ||
| 65 | 2024.03.07 15:40 | buy | 19 | 0.10 | 189.425 | 0.000 | 0.000 | ||
| 66 | 2024.03.07 15:40 | modify | 19 | 0.10 | 189.425 | 189.272 | 190.097 | ||
| 67 | 2024.03.07 15:40 | modify | 18 | 0.10 | 189.048 | 189.272 | 190.097 | ||
| 68 | 2024.03.07 15:40 | modify | 17 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 69 | 2024.03.07 16:28 | s/l | 17 | 0.10 | 189.272 | 189.272 | 190.097 | 43.15 | 10126.51 |
| 70 | 2024.03.07 16:28 | s/l | 18 | 0.10 | 189.272 | 189.272 | 190.097 | 14.32 | 10140.83 |
| 71 | 2024.03.07 16:28 | s/l | 19 | 0.10 | 189.272 | 189.272 | 190.097 | -9.78 | 10131.05 |
| 72 | 2024.03.20 12:00 | sell | 20 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 73 | 2024.03.20 12:00 | modify | 20 | 0.10 | 192.561 | 194.061 | 191.061 | ||
| 74 | 2024.03.21 15:13 | sell | 21 | 0.10 | 192.111 | 0.000 | 0.000 | ||
| 75 | 2024.03.21 15:13 | modify | 21 | 0.10 | 192.111 | 192.336 | 191.061 | ||
| 76 | 2024.03.21 15:13 | modify | 20 | 0.10 | 192.561 | 192.336 | 191.061 | ||
| 77 | 2024.03.22 02:25 | sell | 22 | 0.10 | 191.735 | 0.000 | 0.000 | ||
| 78 | 2024.03.22 02:25 | modify | 22 | 0.10 | 191.735 | 191.886 | 191.061 | ||
| 79 | 2024.03.22 02:25 | modify | 21 | 0.10 | 192.111 | 191.886 | 191.061 | ||
| 80 | 2024.03.22 02:25 | modify | 20 | 0.10 | 192.561 | 191.886 | 191.061 | ||
| 81 | 2024.03.22 02:48 | sell | 23 | 0.10 | 191.511 | 0.000 | 0.000 | ||
| 82 | 2024.03.22 02:48 | modify | 23 | 0.10 | 191.511 | 191.961 | 191.061 | ||
| 83 | 2024.03.22 02:48 | modify | 22 | 0.10 | 191.735 | 191.961 | 191.061 | ||
| 84 | 2024.03.22 02:48 | modify | 21 | 0.10 | 192.111 | 191.961 | 191.061 | ||
| 85 | 2024.03.22 02:48 | modify | 20 | 0.10 | 192.561 | 191.961 | 191.061 | ||
| 86 | 2024.03.22 06:55 | t/p | 20 | 0.10 | 191.061 | 191.961 | 191.061 | 86.09 | 10217.14 |
| 87 | 2024.03.22 06:55 | t/p | 21 | 0.10 | 191.061 | 191.961 | 191.061 | 64.67 | 10281.80 |
| 88 | 2024.03.22 06:55 | t/p | 22 | 0.10 | 191.061 | 191.961 | 191.061 | 43.08 | 10324.88 |
| 89 | 2024.03.22 06:55 | t/p | 23 | 0.10 | 191.061 | 191.961 | 191.061 | 28.77 | 10353.65 |