Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 423.07 | Gross profit | 807.63 | Gross loss | -384.56 |
| Profit factor | 2.10 | Expected payoff | 23.50 | ||
| Absolute drawdown | 44.83 | Maximal drawdown | 213.16 (2.09%) | Relative drawdown | 2.09% (213.16) |
| Total trades | 18 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 94.73 | loss trade | -116.08 | |
| Average | profit trade | 67.30 | loss trade | -64.09 | |
| Maximum | consecutive wins (profit in money) | 4 (290.94) | consecutive losses (loss in money) | 2 (-208.79) | |
| Maximal | consecutive profit (count of wins) | 290.94 (4) | consecutive loss (count of losses) | -208.79 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.06 08:00 | buy | 1 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 2 | 2023.07.06 08:00 | modify | 1 | 0.10 | 183.148 | 181.648 | 184.548 | ||
| 3 | 2023.07.06 20:00 | buy | 2 | 0.10 | 183.652 | 0.000 | 0.000 | ||
| 4 | 2023.07.06 20:00 | modify | 2 | 0.10 | 183.652 | 183.288 | 184.548 | ||
| 5 | 2023.07.06 20:00 | modify | 1 | 0.10 | 183.148 | 183.288 | 184.548 | ||
| 6 | 2023.07.07 04:00 | s/l | 1 | 0.10 | 183.288 | 183.288 | 184.548 | 9.64 | 10009.64 |
| 7 | 2023.07.07 04:00 | s/l | 2 | 0.10 | 183.288 | 183.288 | 184.548 | -22.07 | 9987.57 |
| 8 | 2023.08.23 16:00 | buy | 3 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 9 | 2023.08.23 16:00 | modify | 3 | 0.10 | 183.894 | 182.394 | 185.294 | ||
| 10 | 2023.08.29 00:00 | buy | 4 | 0.10 | 184.736 | 0.000 | 0.000 | ||
| 11 | 2023.08.29 00:00 | modify | 4 | 0.10 | 184.736 | 184.244 | 185.294 | ||
| 12 | 2023.08.29 00:00 | modify | 3 | 0.10 | 183.894 | 184.244 | 185.294 | ||
| 13 | 2023.08.29 16:00 | s/l | 3 | 0.10 | 184.244 | 184.244 | 185.294 | 27.00 | 10014.57 |
| 14 | 2023.08.29 16:00 | s/l | 4 | 0.10 | 184.244 | 184.244 | 185.294 | -30.95 | 9983.62 |
| 15 | 2023.09.21 20:00 | buy | 5 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 16 | 2023.09.21 20:00 | modify | 5 | 0.10 | 181.430 | 179.930 | 182.830 | ||
| 17 | 2023.09.29 00:00 | buy | 6 | 0.10 | 182.284 | 0.000 | 0.000 | ||
| 18 | 2023.09.29 00:00 | modify | 6 | 0.10 | 182.284 | 181.780 | 182.830 | ||
| 19 | 2023.09.29 00:00 | modify | 5 | 0.10 | 181.430 | 181.780 | 182.830 | ||
| 20 | 2023.09.29 12:00 | t/p | 5 | 0.10 | 182.830 | 181.780 | 182.830 | 94.73 | 10078.35 |
| 21 | 2023.09.29 12:00 | t/p | 6 | 0.10 | 182.830 | 181.780 | 182.830 | 34.36 | 10112.71 |
| 22 | 2023.10.15 20:00 | buy | 7 | 0.10 | 181.186 | 0.000 | 0.000 | ||
| 23 | 2023.10.15 20:00 | modify | 7 | 0.10 | 181.186 | 179.686 | 182.586 | ||
| 24 | 2023.10.16 20:00 | t/p | 7 | 0.10 | 182.586 | 179.686 | 182.586 | 88.91 | 10201.62 |
| 25 | 2023.11.05 20:00 | sell | 8 | 0.10 | 184.743 | 0.000 | 0.000 | ||
| 26 | 2023.11.05 20:00 | modify | 8 | 0.10 | 184.743 | 186.243 | 183.343 | ||
| 27 | 2023.11.14 00:00 | s/l | 8 | 0.10 | 186.243 | 186.243 | 183.343 | -116.08 | 10085.54 |
| 28 | 2023.11.17 16:00 | buy | 9 | 0.10 | 185.995 | 0.000 | 0.000 | ||
| 29 | 2023.11.17 16:00 | modify | 9 | 0.10 | 185.995 | 184.495 | 187.395 | ||
| 30 | 2023.11.21 12:00 | s/l | 9 | 0.10 | 184.495 | 184.495 | 187.395 | -92.71 | 9992.83 |
| 31 | 2023.11.24 20:00 | sell | 10 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 32 | 2023.11.24 20:00 | modify | 10 | 0.10 | 188.465 | 189.965 | 187.065 | ||
| 33 | 2023.11.29 00:00 | t/p | 10 | 0.10 | 187.065 | 189.965 | 187.065 | 80.83 | 10073.66 |
| 34 | 2023.12.14 08:00 | buy | 11 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 35 | 2023.12.14 08:00 | modify | 11 | 0.10 | 179.251 | 177.751 | 180.651 | ||
| 36 | 2023.12.14 16:00 | t/p | 11 | 0.10 | 180.651 | 177.751 | 180.651 | 88.08 | 10161.74 |
| 37 | 2024.02.13 20:00 | sell | 12 | 0.10 | 189.704 | 0.000 | 0.000 | ||
| 38 | 2024.02.13 20:00 | modify | 12 | 0.10 | 189.704 | 191.204 | 188.304 | ||
| 39 | 2024.02.15 12:00 | t/p | 12 | 0.10 | 188.304 | 191.204 | 188.304 | 78.42 | 10240.16 |
| 40 | 2024.03.04 20:00 | sell | 13 | 0.10 | 191.055 | 0.000 | 0.000 | ||
| 41 | 2024.03.04 20:00 | modify | 13 | 0.10 | 191.055 | 192.555 | 189.655 | ||
| 42 | 2024.03.06 08:00 | sell | 14 | 0.10 | 190.064 | 0.000 | 0.000 | ||
| 43 | 2024.03.06 08:00 | modify | 14 | 0.10 | 190.064 | 190.285 | 189.655 | ||
| 44 | 2024.03.06 08:00 | modify | 13 | 0.10 | 191.055 | 190.285 | 189.655 | ||
| 45 | 2024.03.06 12:00 | s/l | 13 | 0.10 | 190.285 | 190.285 | 189.655 | 43.60 | 10283.77 |
| 46 | 2024.03.06 12:00 | s/l | 14 | 0.10 | 190.285 | 190.285 | 189.655 | -13.91 | 10269.86 |
| 47 | 2024.03.07 12:00 | buy | 15 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 48 | 2024.03.07 12:00 | modify | 15 | 0.10 | 188.597 | 187.097 | 189.997 | ||
| 49 | 2024.03.15 20:00 | t/p | 15 | 0.10 | 189.997 | 187.097 | 189.997 | 94.72 | 10364.58 |
| 50 | 2024.03.20 12:00 | sell | 16 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 51 | 2024.03.20 12:00 | modify | 16 | 0.10 | 192.561 | 194.061 | 191.161 | ||
| 52 | 2024.03.22 08:00 | t/p | 16 | 0.10 | 191.161 | 194.061 | 191.161 | 78.42 | 10443.00 |
| 53 | 2024.05.03 20:00 | buy | 17 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 54 | 2024.05.03 20:00 | modify | 17 | 0.10 | 191.893 | 190.393 | 193.293 | ||
| 55 | 2024.05.06 08:00 | t/p | 17 | 0.10 | 193.293 | 190.393 | 193.293 | 88.91 | 10531.91 |
| 56 | 2024.05.13 20:00 | sell | 18 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 57 | 2024.05.13 20:00 | modify | 18 | 0.10 | 196.126 | 197.626 | 194.726 | ||
| 58 | 2024.05.17 16:00 | s/l | 18 | 0.10 | 197.626 | 197.626 | 194.726 | -108.84 | 10423.07 |