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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 805.47 | Gross profit | 900.39 | Gross loss | -94.92 |
| Profit factor | 9.49 | Expected payoff | 42.39 | ||
| Absolute drawdown | 34.55 | Maximal drawdown | 221.53 (2.16%) | Relative drawdown | 2.16% (221.53) |
| Total trades | 19 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 96.73 | loss trade | -69.11 | |
| Average | profit trade | 60.03 | loss trade | -23.73 | |
| Maximum | consecutive wins (profit in money) | 13 (762.08) | consecutive losses (loss in money) | 4 (-94.92) | |
| Maximal | consecutive profit (count of wins) | 762.08 (13) | consecutive loss (count of losses) | -94.92 (4) | |
| Average | consecutive wins | 8 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.27 20:00 | buy | 1 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 2 | 2023.07.27 20:00 | modify | 1 | 0.10 | 177.817 | 176.717 | 179.317 | ||
| 3 | 2023.07.28 03:30 | t/p | 1 | 0.10 | 179.317 | 176.717 | 179.317 | 95.07 | 10095.07 |
| 4 | 2023.10.03 16:00 | buy | 2 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 5 | 2023.10.03 16:00 | modify | 2 | 0.10 | 180.016 | 178.916 | 181.516 | ||
| 6 | 2023.10.04 11:05 | buy | 3 | 0.10 | 180.784 | 0.000 | 0.000 | ||
| 7 | 2023.10.04 11:05 | modify | 3 | 0.10 | 180.784 | 180.316 | 181.516 | ||
| 8 | 2023.10.04 11:05 | buy | 4 | 0.10 | 180.784 | 0.000 | 0.000 | ||
| 9 | 2023.10.04 11:05 | modify | 4 | 0.10 | 180.784 | 180.466 | 181.516 | ||
| 10 | 2023.10.04 11:05 | modify | 2 | 0.10 | 180.016 | 180.466 | 181.516 | ||
| 11 | 2023.10.04 11:10 | modify | 3 | 0.10 | 180.784 | 180.466 | 181.516 | ||
| 12 | 2023.10.04 12:20 | buy | 5 | 0.10 | 180.916 | 0.000 | 0.000 | ||
| 13 | 2023.10.04 12:20 | modify | 5 | 0.10 | 180.916 | 180.691 | 181.516 | ||
| 14 | 2023.10.04 12:20 | modify | 4 | 0.10 | 180.784 | 180.691 | 181.516 | ||
| 15 | 2023.10.04 12:20 | modify | 3 | 0.10 | 180.784 | 180.691 | 181.516 | ||
| 16 | 2023.10.04 12:20 | modify | 2 | 0.10 | 180.016 | 180.691 | 181.516 | ||
| 17 | 2023.10.04 14:30 | s/l | 2 | 0.10 | 180.691 | 180.691 | 181.516 | 43.24 | 10138.31 |
| 18 | 2023.10.04 14:30 | s/l | 3 | 0.10 | 180.691 | 180.691 | 181.516 | -5.84 | 10132.47 |
| 19 | 2023.10.04 14:30 | s/l | 4 | 0.10 | 180.691 | 180.691 | 181.516 | -5.84 | 10126.63 |
| 20 | 2023.10.04 14:30 | s/l | 5 | 0.10 | 180.691 | 180.691 | 181.516 | -14.13 | 10112.50 |
| 21 | 2023.12.07 12:00 | buy | 6 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 22 | 2023.12.07 12:00 | modify | 6 | 0.10 | 182.340 | 181.240 | 183.840 | ||
| 23 | 2023.12.07 15:40 | s/l | 6 | 0.10 | 181.240 | 181.240 | 183.840 | -69.11 | 10043.39 |
| 24 | 2023.12.19 12:00 | sell | 7 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 25 | 2023.12.19 12:00 | modify | 7 | 0.10 | 183.913 | 185.013 | 182.413 | ||
| 26 | 2023.12.19 15:50 | sell | 8 | 0.10 | 183.145 | 0.000 | 0.000 | ||
| 27 | 2023.12.19 15:50 | modify | 8 | 0.10 | 183.145 | 183.613 | 182.413 | ||
| 28 | 2023.12.19 15:50 | sell | 9 | 0.10 | 183.145 | 0.000 | 0.000 | ||
| 29 | 2023.12.19 15:50 | modify | 9 | 0.10 | 183.145 | 183.463 | 182.413 | ||
| 30 | 2023.12.19 15:50 | modify | 7 | 0.10 | 183.913 | 183.463 | 182.413 | ||
| 31 | 2023.12.19 15:55 | modify | 8 | 0.10 | 183.145 | 183.463 | 182.413 | ||
| 32 | 2023.12.20 00:50 | sell | 10 | 0.10 | 182.992 | 0.000 | 0.000 | ||
| 33 | 2023.12.20 00:50 | modify | 10 | 0.10 | 182.992 | 183.238 | 182.413 | ||
| 34 | 2023.12.20 00:50 | modify | 9 | 0.10 | 183.145 | 183.238 | 182.413 | ||
| 35 | 2023.12.20 00:50 | modify | 8 | 0.10 | 183.145 | 183.238 | 182.413 | ||
| 36 | 2023.12.20 00:50 | modify | 7 | 0.10 | 183.913 | 183.238 | 182.413 | ||
| 37 | 2023.12.20 07:20 | t/p | 7 | 0.10 | 182.413 | 183.238 | 182.413 | 91.82 | 10135.21 |
| 38 | 2023.12.20 07:20 | t/p | 8 | 0.10 | 182.413 | 183.238 | 182.413 | 43.58 | 10178.78 |
| 39 | 2023.12.20 07:20 | t/p | 9 | 0.10 | 182.413 | 183.238 | 182.413 | 43.58 | 10222.36 |
| 40 | 2023.12.20 07:20 | t/p | 10 | 0.10 | 182.413 | 183.238 | 182.413 | 36.37 | 10258.73 |
| 41 | 2024.04.29 04:00 | sell | 11 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 42 | 2024.04.29 04:00 | modify | 11 | 0.10 | 199.601 | 200.701 | 198.101 | ||
| 43 | 2024.04.29 04:20 | t/p | 11 | 0.10 | 198.101 | 200.701 | 198.101 | 94.23 | 10352.96 |
| 44 | 2024.05.02 16:00 | buy | 12 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 45 | 2024.05.02 16:00 | modify | 12 | 0.10 | 192.363 | 191.263 | 193.863 | ||
| 46 | 2024.05.06 03:30 | buy | 13 | 0.10 | 193.138 | 0.000 | 0.000 | ||
| 47 | 2024.05.06 03:30 | modify | 13 | 0.10 | 193.138 | 192.663 | 193.863 | ||
| 48 | 2024.05.06 03:30 | buy | 14 | 0.10 | 193.138 | 0.000 | 0.000 | ||
| 49 | 2024.05.06 03:30 | modify | 14 | 0.10 | 193.138 | 192.813 | 193.863 | ||
| 50 | 2024.05.06 03:30 | modify | 12 | 0.10 | 192.363 | 192.813 | 193.863 | ||
| 51 | 2024.05.06 03:35 | modify | 13 | 0.10 | 193.138 | 192.813 | 193.863 | ||
| 52 | 2024.05.06 07:20 | buy | 15 | 0.10 | 193.282 | 0.000 | 0.000 | ||
| 53 | 2024.05.06 07:20 | modify | 15 | 0.10 | 193.282 | 193.038 | 193.863 | ||
| 54 | 2024.05.06 07:20 | modify | 14 | 0.10 | 193.138 | 193.038 | 193.863 | ||
| 55 | 2024.05.06 07:20 | modify | 13 | 0.10 | 193.138 | 193.038 | 193.863 | ||
| 56 | 2024.05.06 07:20 | modify | 12 | 0.10 | 192.363 | 193.038 | 193.863 | ||
| 57 | 2024.05.07 01:40 | t/p | 12 | 0.10 | 193.863 | 193.038 | 193.863 | 96.73 | 10449.69 |
| 58 | 2024.05.07 01:40 | t/p | 13 | 0.10 | 193.863 | 193.038 | 193.863 | 46.38 | 10496.07 |
| 59 | 2024.05.07 01:40 | t/p | 14 | 0.10 | 193.863 | 193.038 | 193.863 | 46.38 | 10542.45 |
| 60 | 2024.05.07 01:40 | t/p | 15 | 0.10 | 193.863 | 193.038 | 193.863 | 37.33 | 10579.78 |
| 61 | 2024.06.04 12:00 | buy | 16 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 62 | 2024.06.04 12:00 | modify | 16 | 0.10 | 197.658 | 196.558 | 199.158 | ||
| 63 | 2024.06.05 00:30 | buy | 17 | 0.10 | 198.415 | 0.000 | 0.000 | ||
| 64 | 2024.06.05 00:30 | modify | 17 | 0.10 | 198.415 | 197.958 | 199.158 | ||
| 65 | 2024.06.05 00:30 | buy | 18 | 0.10 | 198.415 | 0.000 | 0.000 | ||
| 66 | 2024.06.05 00:30 | modify | 18 | 0.10 | 198.415 | 198.108 | 199.158 | ||
| 67 | 2024.06.05 00:30 | modify | 16 | 0.10 | 197.658 | 198.108 | 199.158 | ||
| 68 | 2024.06.05 00:35 | modify | 17 | 0.10 | 198.415 | 198.108 | 199.158 | ||
| 69 | 2024.06.05 02:05 | buy | 19 | 0.10 | 198.565 | 0.000 | 0.000 | ||
| 70 | 2024.06.05 02:05 | modify | 19 | 0.10 | 198.565 | 198.333 | 199.158 | ||
| 71 | 2024.06.05 02:05 | modify | 18 | 0.10 | 198.415 | 198.333 | 199.158 | ||
| 72 | 2024.06.05 02:05 | modify | 17 | 0.10 | 198.415 | 198.333 | 199.158 | ||
| 73 | 2024.06.05 02:05 | modify | 16 | 0.10 | 197.658 | 198.333 | 199.158 | ||
| 74 | 2024.06.05 07:20 | t/p | 16 | 0.10 | 199.158 | 198.333 | 199.158 | 95.07 | 10674.85 |
| 75 | 2024.06.05 07:20 | t/p | 17 | 0.10 | 199.158 | 198.333 | 199.158 | 46.68 | 10721.53 |
| 76 | 2024.06.05 07:20 | t/p | 18 | 0.10 | 199.158 | 198.333 | 199.158 | 46.68 | 10768.21 |
| 77 | 2024.06.05 07:20 | t/p | 19 | 0.10 | 199.158 | 198.333 | 199.158 | 37.26 | 10805.47 |