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 20:00 (2023.07.01 - 2024.07.01) | ||||
| 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=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 | 79250 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 639.46 | Gross profit | 842.77 | Gross loss | -203.31 |
| Profit factor | 4.15 | Expected payoff | 20.63 | ||
| Absolute drawdown | 101.80 | Maximal drawdown | 176.79 (1.75%) | Relative drawdown | 1.75% (176.79) |
| Total trades | 31 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
| Largest | profit trade | 88.91 | loss trade | -31.58 | |
| Average | profit trade | 40.13 | loss trade | -20.33 | |
| Maximum | consecutive wins (profit in money) | 8 (366.26) | consecutive losses (loss in money) | 2 (-41.77) | |
| Maximal | consecutive profit (count of wins) | 366.26 (8) | consecutive loss (count of losses) | -41.77 (2) | |
| Average | consecutive wins | 3 | 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 11:35 | buy | 2 | 0.10 | 183.660 | 0.000 | 0.000 | ||
| 4 | 2023.07.06 11:35 | modify | 2 | 0.10 | 183.660 | 183.288 | 184.548 | ||
| 5 | 2023.07.06 11:35 | modify | 1 | 0.10 | 183.148 | 183.288 | 184.548 | ||
| 6 | 2023.07.06 13:05 | buy | 3 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 7 | 2023.07.06 13:05 | modify | 3 | 0.10 | 184.000 | 183.498 | 184.548 | ||
| 8 | 2023.07.06 13:05 | modify | 2 | 0.10 | 183.660 | 183.498 | 184.548 | ||
| 9 | 2023.07.06 13:05 | modify | 1 | 0.10 | 183.148 | 183.498 | 184.548 | ||
| 10 | 2023.07.06 14:30 | s/l | 1 | 0.10 | 183.498 | 183.498 | 184.548 | 22.02 | 10022.02 |
| 11 | 2023.07.06 14:30 | s/l | 2 | 0.10 | 183.498 | 183.498 | 184.548 | -10.19 | 10011.83 |
| 12 | 2023.07.06 14:30 | s/l | 3 | 0.10 | 183.498 | 183.498 | 184.548 | -31.58 | 9980.25 |
| 13 | 2023.08.23 16:00 | buy | 4 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 14 | 2023.08.23 16:00 | modify | 4 | 0.10 | 183.894 | 182.394 | 185.294 | ||
| 15 | 2023.08.23 19:33 | buy | 5 | 0.10 | 184.398 | 0.000 | 0.000 | ||
| 16 | 2023.08.23 19:33 | modify | 5 | 0.10 | 184.398 | 184.034 | 185.294 | ||
| 17 | 2023.08.23 19:33 | modify | 4 | 0.10 | 183.894 | 184.034 | 185.294 | ||
| 18 | 2023.08.23 21:00 | s/l | 4 | 0.10 | 184.034 | 184.034 | 185.294 | 8.81 | 9989.06 |
| 19 | 2023.08.23 21:00 | s/l | 5 | 0.10 | 184.034 | 184.034 | 185.294 | -22.90 | 9966.16 |
| 20 | 2023.09.21 20:00 | buy | 6 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 21 | 2023.09.21 20:00 | modify | 6 | 0.10 | 181.430 | 179.930 | 182.830 | ||
| 22 | 2023.09.22 06:40 | buy | 7 | 0.10 | 182.276 | 0.000 | 0.000 | ||
| 23 | 2023.09.22 06:40 | modify | 7 | 0.10 | 182.276 | 181.780 | 182.830 | ||
| 24 | 2023.09.22 06:40 | modify | 6 | 0.10 | 181.430 | 181.780 | 182.830 | ||
| 25 | 2023.09.22 07:40 | s/l | 6 | 0.10 | 181.780 | 181.780 | 182.830 | 22.85 | 9989.01 |
| 26 | 2023.09.22 07:40 | s/l | 7 | 0.10 | 181.780 | 181.780 | 182.830 | -31.20 | 9957.81 |
| 27 | 2023.11.17 16:00 | buy | 8 | 0.10 | 185.995 | 0.000 | 0.000 | ||
| 28 | 2023.11.17 16:00 | modify | 8 | 0.10 | 185.995 | 184.495 | 187.395 | ||
| 29 | 2023.11.17 20:30 | buy | 9 | 0.10 | 186.492 | 0.000 | 0.000 | ||
| 30 | 2023.11.17 20:30 | modify | 9 | 0.10 | 186.492 | 186.135 | 187.395 | ||
| 31 | 2023.11.17 20:30 | modify | 8 | 0.10 | 185.995 | 186.135 | 187.395 | ||
| 32 | 2023.11.19 22:05 | s/l | 8 | 0.10 | 186.135 | 186.135 | 187.395 | 8.80 | 9966.61 |
| 33 | 2023.11.19 22:05 | s/l | 9 | 0.10 | 186.135 | 186.135 | 187.395 | -22.47 | 9944.14 |
| 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 | 187.065 | ||
| 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 | 188.115 | 187.065 | ||
| 38 | 2023.11.27 03:50 | modify | 10 | 0.10 | 188.465 | 188.115 | 187.065 | ||
| 39 | 2023.11.27 05:40 | s/l | 10 | 0.10 | 188.115 | 188.115 | 187.065 | 19.61 | 9963.75 |
| 40 | 2023.11.27 05:40 | s/l | 11 | 0.10 | 188.115 | 188.115 | 187.065 | -30.95 | 9932.80 |
| 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 | 180.651 | ||
| 43 | 2023.12.14 12:06 | buy | 13 | 0.10 | 179.747 | 0.000 | 0.000 | ||
| 44 | 2023.12.14 12:06 | modify | 13 | 0.10 | 179.747 | 179.391 | 180.651 | ||
| 45 | 2023.12.14 12:06 | modify | 12 | 0.10 | 179.251 | 179.391 | 180.651 | ||
| 46 | 2023.12.14 13:10 | buy | 14 | 0.10 | 180.116 | 0.000 | 0.000 | ||
| 47 | 2023.12.14 13:10 | modify | 14 | 0.10 | 180.116 | 179.601 | 180.651 | ||
| 48 | 2023.12.14 13:10 | modify | 13 | 0.10 | 179.747 | 179.601 | 180.651 | ||
| 49 | 2023.12.14 13:10 | modify | 12 | 0.10 | 179.251 | 179.601 | 180.651 | ||
| 50 | 2023.12.14 13:40 | t/p | 12 | 0.10 | 180.651 | 179.601 | 180.651 | 88.08 | 10020.88 |
| 51 | 2023.12.14 13:40 | t/p | 13 | 0.10 | 180.651 | 179.601 | 180.651 | 56.88 | 10077.76 |
| 52 | 2023.12.14 13:40 | t/p | 14 | 0.10 | 180.651 | 179.601 | 180.651 | 33.66 | 10111.42 |
| 53 | 2024.02.13 20:00 | sell | 15 | 0.10 | 189.704 | 0.000 | 0.000 | ||
| 54 | 2024.02.13 20:00 | modify | 15 | 0.10 | 189.704 | 191.204 | 188.304 | ||
| 55 | 2024.02.14 07:30 | sell | 16 | 0.10 | 189.199 | 0.000 | 0.000 | ||
| 56 | 2024.02.14 07:30 | modify | 16 | 0.10 | 189.199 | 189.564 | 188.304 | ||
| 57 | 2024.02.14 07:30 | modify | 15 | 0.10 | 189.704 | 189.564 | 188.304 | ||
| 58 | 2024.02.14 10:05 | sell | 17 | 0.10 | 188.856 | 0.000 | 0.000 | ||
| 59 | 2024.02.14 10:05 | modify | 17 | 0.10 | 188.856 | 189.354 | 188.304 | ||
| 60 | 2024.02.14 10:05 | modify | 16 | 0.10 | 189.199 | 189.354 | 188.304 | ||
| 61 | 2024.02.14 10:05 | modify | 15 | 0.10 | 189.704 | 189.354 | 188.304 | ||
| 62 | 2024.02.15 04:06 | sell | 18 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 63 | 2024.02.15 04:06 | modify | 18 | 0.10 | 188.722 | 188.934 | 188.304 | ||
| 64 | 2024.02.15 04:06 | modify | 17 | 0.10 | 188.856 | 188.934 | 188.304 | ||
| 65 | 2024.02.15 04:06 | modify | 16 | 0.10 | 189.199 | 188.934 | 188.304 | ||
| 66 | 2024.02.15 04:06 | modify | 15 | 0.10 | 189.704 | 188.934 | 188.304 | ||
| 67 | 2024.02.15 08:40 | t/p | 15 | 0.10 | 188.304 | 188.934 | 188.304 | 78.42 | 10189.84 |
| 68 | 2024.02.15 08:40 | t/p | 16 | 0.10 | 188.304 | 188.934 | 188.304 | 49.06 | 10238.90 |
| 69 | 2024.02.15 08:40 | t/p | 17 | 0.10 | 188.304 | 188.934 | 188.304 | 27.48 | 10266.38 |
| 70 | 2024.02.15 08:40 | t/p | 18 | 0.10 | 188.304 | 188.934 | 188.304 | 26.29 | 10292.67 |
| 71 | 2024.03.04 20:00 | sell | 19 | 0.10 | 191.055 | 0.000 | 0.000 | ||
| 72 | 2024.03.04 20:00 | modify | 19 | 0.10 | 191.055 | 192.555 | 189.655 | ||
| 73 | 2024.03.05 07:40 | sell | 20 | 0.10 | 190.548 | 0.000 | 0.000 | ||
| 74 | 2024.03.05 07:40 | modify | 20 | 0.10 | 190.548 | 190.915 | 189.655 | ||
| 75 | 2024.03.05 07:40 | modify | 19 | 0.10 | 191.055 | 190.915 | 189.655 | ||
| 76 | 2024.03.05 15:40 | s/l | 19 | 0.10 | 190.915 | 190.915 | 189.655 | 6.39 | 10299.06 |
| 77 | 2024.03.05 15:40 | s/l | 20 | 0.10 | 190.915 | 190.915 | 189.655 | -23.09 | 10275.97 |
| 78 | 2024.03.07 12:00 | buy | 21 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 79 | 2024.03.07 12:00 | modify | 21 | 0.10 | 188.597 | 187.097 | 189.997 | ||
| 80 | 2024.03.07 15:30 | buy | 22 | 0.10 | 189.443 | 0.000 | 0.000 | ||
| 81 | 2024.03.07 15:30 | modify | 22 | 0.10 | 189.443 | 188.947 | 189.997 | ||
| 82 | 2024.03.07 15:30 | modify | 21 | 0.10 | 188.597 | 188.947 | 189.997 | ||
| 83 | 2024.03.07 17:05 | buy | 23 | 0.10 | 189.596 | 0.000 | 0.000 | ||
| 84 | 2024.03.07 17:05 | modify | 23 | 0.10 | 189.596 | 189.367 | 189.997 | ||
| 85 | 2024.03.07 17:05 | modify | 22 | 0.10 | 189.443 | 189.367 | 189.997 | ||
| 86 | 2024.03.07 17:05 | modify | 21 | 0.10 | 188.597 | 189.367 | 189.997 | ||
| 87 | 2024.03.08 00:20 | s/l | 21 | 0.10 | 189.367 | 189.367 | 189.997 | 49.28 | 10325.25 |
| 88 | 2024.03.08 00:20 | s/l | 22 | 0.10 | 189.367 | 189.367 | 189.997 | -3.95 | 10321.30 |
| 89 | 2024.03.08 00:20 | s/l | 23 | 0.10 | 189.367 | 189.367 | 189.997 | -13.58 | 10307.72 |
| 90 | 2024.03.20 12:00 | sell | 24 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 91 | 2024.03.20 12:00 | modify | 24 | 0.10 | 192.561 | 194.061 | 191.161 | ||
| 92 | 2024.03.21 16:25 | sell | 25 | 0.10 | 192.067 | 0.000 | 0.000 | ||
| 93 | 2024.03.21 16:25 | modify | 25 | 0.10 | 192.067 | 192.421 | 191.161 | ||
| 94 | 2024.03.21 16:25 | modify | 24 | 0.10 | 192.561 | 192.421 | 191.161 | ||
| 95 | 2024.03.22 05:20 | sell | 26 | 0.10 | 191.575 | 0.000 | 0.000 | ||
| 96 | 2024.03.22 05:20 | modify | 26 | 0.10 | 191.575 | 191.791 | 191.161 | ||
| 97 | 2024.03.22 05:20 | modify | 25 | 0.10 | 192.067 | 191.791 | 191.161 | ||
| 98 | 2024.03.22 05:20 | modify | 24 | 0.10 | 192.561 | 191.791 | 191.161 | ||
| 99 | 2024.03.22 06:40 | t/p | 24 | 0.10 | 191.161 | 191.791 | 191.161 | 78.43 | 10386.15 |
| 100 | 2024.03.22 06:40 | t/p | 25 | 0.10 | 191.161 | 191.791 | 191.161 | 54.59 | 10440.73 |
| 101 | 2024.03.22 06:40 | t/p | 26 | 0.10 | 191.161 | 191.791 | 191.161 | 26.05 | 10466.78 |
| 102 | 2024.05.03 20:00 | buy | 27 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 103 | 2024.05.03 20:00 | modify | 27 | 0.10 | 191.893 | 190.393 | 193.293 | ||
| 104 | 2024.05.05 23:50 | buy | 28 | 0.10 | 192.738 | 0.000 | 0.000 | ||
| 105 | 2024.05.05 23:50 | modify | 28 | 0.10 | 192.738 | 192.243 | 193.293 | ||
| 106 | 2024.05.05 23:50 | modify | 27 | 0.10 | 191.893 | 192.243 | 193.293 | ||
| 107 | 2024.05.06 02:20 | buy | 29 | 0.10 | 192.895 | 0.000 | 0.000 | ||
| 108 | 2024.05.06 02:20 | modify | 29 | 0.10 | 192.895 | 192.663 | 193.293 | ||
| 109 | 2024.05.06 02:20 | modify | 28 | 0.10 | 192.738 | 192.663 | 193.293 | ||
| 110 | 2024.05.06 02:20 | modify | 27 | 0.10 | 191.893 | 192.663 | 193.293 | ||
| 111 | 2024.05.06 07:33 | t/p | 27 | 0.10 | 193.293 | 192.663 | 193.293 | 88.91 | 10555.69 |
| 112 | 2024.05.06 07:33 | t/p | 28 | 0.10 | 193.293 | 192.663 | 193.293 | 35.75 | 10591.44 |
| 113 | 2024.05.06 07:33 | t/p | 29 | 0.10 | 193.293 | 192.663 | 193.293 | 25.04 | 10616.48 |
| 114 | 2024.05.13 20:00 | sell | 30 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 115 | 2024.05.13 20:00 | modify | 30 | 0.10 | 196.126 | 197.626 | 194.726 | ||
| 116 | 2024.05.16 00:50 | sell | 31 | 0.10 | 195.143 | 0.000 | 0.000 | ||
| 117 | 2024.05.16 00:50 | modify | 31 | 0.10 | 195.143 | 195.356 | 194.726 | ||
| 118 | 2024.05.16 00:50 | modify | 30 | 0.10 | 196.126 | 195.356 | 194.726 | ||
| 119 | 2024.05.16 00:55 | s/l | 30 | 0.10 | 195.356 | 195.356 | 194.726 | 36.38 | 10652.86 |
| 120 | 2024.05.16 00:55 | s/l | 31 | 0.10 | 195.356 | 195.356 | 194.726 | -13.40 | 10639.46 |