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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1902 | Ticks modelled | 30623603 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 603.00 | Gross profit | 758.20 | Gross loss | -155.20 |
| Profit factor | 4.89 | Expected payoff | 26.22 | ||
| Absolute drawdown | 71.95 | Maximal drawdown | 161.25 (1.60%) | Relative drawdown | 1.60% (161.25) |
| Total trades | 23 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 96.72 | loss trade | -69.11 | |
| Average | profit trade | 54.16 | loss trade | -17.24 | |
| Maximum | consecutive wins (profit in money) | 11 (644.28) | consecutive losses (loss in money) | 4 (-92.94) | |
| Maximal | consecutive profit (count of wins) | 644.28 (11) | consecutive loss (count of losses) | -92.94 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | 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 | 2023.07.27 20:44 | buy | 2 | 0.10 | 178.574 | 0.000 | 0.000 | ||
| 4 | 2023.07.27 20:44 | modify | 2 | 0.10 | 178.574 | 178.117 | 179.317 | ||
| 5 | 2023.07.27 20:44 | buy | 3 | 0.10 | 178.574 | 0.000 | 0.000 | ||
| 6 | 2023.07.27 20:44 | modify | 3 | 0.10 | 178.574 | 178.267 | 179.317 | ||
| 7 | 2023.07.27 20:44 | modify | 1 | 0.10 | 177.817 | 178.267 | 179.317 | ||
| 8 | 2023.07.27 20:44 | modify | 2 | 0.10 | 178.574 | 178.267 | 179.317 | ||
| 9 | 2023.07.27 22:01 | s/l | 1 | 0.10 | 178.267 | 178.267 | 179.317 | 28.27 | 10028.27 |
| 10 | 2023.07.27 22:01 | s/l | 2 | 0.10 | 178.267 | 178.267 | 179.317 | -19.29 | 10008.98 |
| 11 | 2023.07.27 22:01 | s/l | 3 | 0.10 | 178.267 | 178.267 | 179.317 | -19.29 | 9989.69 |
| 12 | 2023.10.03 16:00 | buy | 4 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 13 | 2023.10.03 16:00 | modify | 4 | 0.10 | 180.016 | 178.916 | 181.516 | ||
| 14 | 2023.10.04 09:11 | buy | 5 | 0.10 | 180.766 | 0.000 | 0.000 | ||
| 15 | 2023.10.04 09:11 | modify | 5 | 0.10 | 180.766 | 180.316 | 181.516 | ||
| 16 | 2023.10.04 09:11 | buy | 6 | 0.10 | 180.766 | 0.000 | 0.000 | ||
| 17 | 2023.10.04 09:11 | modify | 6 | 0.10 | 180.766 | 180.466 | 181.516 | ||
| 18 | 2023.10.04 09:11 | modify | 4 | 0.10 | 180.016 | 180.466 | 181.516 | ||
| 19 | 2023.10.04 09:11 | modify | 5 | 0.10 | 180.766 | 180.466 | 181.516 | ||
| 20 | 2023.10.04 09:46 | buy | 7 | 0.10 | 180.920 | 0.000 | 0.000 | ||
| 21 | 2023.10.04 09:46 | modify | 7 | 0.10 | 180.920 | 180.691 | 181.516 | ||
| 22 | 2023.10.04 09:46 | modify | 6 | 0.10 | 180.766 | 180.691 | 181.516 | ||
| 23 | 2023.10.04 09:46 | modify | 5 | 0.10 | 180.766 | 180.691 | 181.516 | ||
| 24 | 2023.10.04 09:46 | modify | 4 | 0.10 | 180.016 | 180.691 | 181.516 | ||
| 25 | 2023.10.04 10:57 | s/l | 4 | 0.10 | 180.691 | 180.691 | 181.516 | 43.24 | 10032.93 |
| 26 | 2023.10.04 10:57 | s/l | 5 | 0.10 | 180.691 | 180.691 | 181.516 | -4.72 | 10028.21 |
| 27 | 2023.10.04 10:57 | s/l | 6 | 0.10 | 180.691 | 180.691 | 181.516 | -4.72 | 10023.49 |
| 28 | 2023.10.04 10:57 | s/l | 7 | 0.10 | 180.691 | 180.691 | 181.516 | -14.39 | 10009.10 |
| 29 | 2023.12.07 12:00 | buy | 8 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 30 | 2023.12.07 12:00 | modify | 8 | 0.10 | 182.340 | 181.240 | 183.840 | ||
| 31 | 2023.12.07 15:37 | s/l | 8 | 0.10 | 181.240 | 181.240 | 183.840 | -69.11 | 9939.99 |
| 32 | 2023.12.19 12:00 | sell | 9 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 33 | 2023.12.19 12:00 | modify | 9 | 0.10 | 183.913 | 185.013 | 182.413 | ||
| 34 | 2023.12.19 15:06 | sell | 10 | 0.10 | 183.163 | 0.000 | 0.000 | ||
| 35 | 2023.12.19 15:06 | modify | 10 | 0.10 | 183.163 | 183.613 | 182.413 | ||
| 36 | 2023.12.19 15:06 | sell | 11 | 0.10 | 183.163 | 0.000 | 0.000 | ||
| 37 | 2023.12.19 15:06 | modify | 11 | 0.10 | 183.163 | 183.463 | 182.413 | ||
| 38 | 2023.12.19 15:06 | modify | 9 | 0.10 | 183.913 | 183.463 | 182.413 | ||
| 39 | 2023.12.19 15:06 | modify | 10 | 0.10 | 183.163 | 183.463 | 182.413 | ||
| 40 | 2023.12.19 20:13 | sell | 12 | 0.10 | 183.011 | 0.000 | 0.000 | ||
| 41 | 2023.12.19 20:13 | modify | 12 | 0.10 | 183.011 | 183.238 | 182.413 | ||
| 42 | 2023.12.19 20:13 | modify | 11 | 0.10 | 183.163 | 183.238 | 182.413 | ||
| 43 | 2023.12.19 20:13 | modify | 10 | 0.10 | 183.163 | 183.238 | 182.413 | ||
| 44 | 2023.12.19 20:13 | modify | 9 | 0.10 | 183.913 | 183.238 | 182.413 | ||
| 45 | 2023.12.19 22:48 | s/l | 9 | 0.10 | 183.238 | 183.238 | 182.413 | 42.41 | 9982.40 |
| 46 | 2023.12.19 22:48 | s/l | 10 | 0.10 | 183.238 | 183.238 | 182.413 | -4.71 | 9977.69 |
| 47 | 2023.12.19 22:48 | s/l | 11 | 0.10 | 183.238 | 183.238 | 182.413 | -4.71 | 9972.98 |
| 48 | 2023.12.19 22:48 | s/l | 12 | 0.10 | 183.238 | 183.238 | 182.413 | -14.26 | 9958.72 |
| 49 | 2024.04.29 04:00 | sell | 13 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 50 | 2024.04.29 04:00 | modify | 13 | 0.10 | 199.601 | 200.701 | 198.101 | ||
| 51 | 2024.04.29 04:05 | sell | 14 | 0.10 | 198.836 | 0.000 | 0.000 | ||
| 52 | 2024.04.29 04:05 | modify | 14 | 0.10 | 198.836 | 199.301 | 198.101 | ||
| 53 | 2024.04.29 04:05 | sell | 15 | 0.10 | 198.836 | 0.000 | 0.000 | ||
| 54 | 2024.04.29 04:05 | modify | 15 | 0.10 | 198.836 | 199.151 | 198.101 | ||
| 55 | 2024.04.29 04:05 | modify | 13 | 0.10 | 199.601 | 199.151 | 198.101 | ||
| 56 | 2024.04.29 04:05 | modify | 14 | 0.10 | 198.836 | 199.151 | 198.101 | ||
| 57 | 2024.04.29 04:06 | t/p | 13 | 0.10 | 198.101 | 199.151 | 198.101 | 94.24 | 10052.96 |
| 58 | 2024.04.29 04:06 | t/p | 14 | 0.10 | 198.101 | 199.151 | 198.101 | 46.18 | 10099.14 |
| 59 | 2024.04.29 04:06 | t/p | 15 | 0.10 | 198.101 | 199.151 | 198.101 | 46.18 | 10145.32 |
| 60 | 2024.05.02 16:00 | buy | 16 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 61 | 2024.05.02 16:00 | modify | 16 | 0.10 | 192.363 | 191.263 | 193.863 | ||
| 62 | 2024.05.06 03:28 | buy | 17 | 0.10 | 193.114 | 0.000 | 0.000 | ||
| 63 | 2024.05.06 03:28 | modify | 17 | 0.10 | 193.114 | 192.663 | 193.863 | ||
| 64 | 2024.05.06 03:28 | buy | 18 | 0.10 | 193.114 | 0.000 | 0.000 | ||
| 65 | 2024.05.06 03:28 | modify | 18 | 0.10 | 193.114 | 192.813 | 193.863 | ||
| 66 | 2024.05.06 03:28 | modify | 16 | 0.10 | 192.363 | 192.813 | 193.863 | ||
| 67 | 2024.05.06 03:28 | modify | 17 | 0.10 | 193.114 | 192.813 | 193.863 | ||
| 68 | 2024.05.06 07:14 | buy | 19 | 0.10 | 193.264 | 0.000 | 0.000 | ||
| 69 | 2024.05.06 07:14 | modify | 19 | 0.10 | 193.264 | 193.038 | 193.863 | ||
| 70 | 2024.05.06 07:14 | modify | 18 | 0.10 | 193.114 | 193.038 | 193.863 | ||
| 71 | 2024.05.06 07:14 | modify | 17 | 0.10 | 193.114 | 193.038 | 193.863 | ||
| 72 | 2024.05.06 07:14 | modify | 16 | 0.10 | 192.363 | 193.038 | 193.863 | ||
| 73 | 2024.05.07 01:42 | t/p | 16 | 0.10 | 193.863 | 193.038 | 193.863 | 96.72 | 10242.04 |
| 74 | 2024.05.07 01:42 | t/p | 17 | 0.10 | 193.863 | 193.038 | 193.863 | 47.88 | 10289.92 |
| 75 | 2024.05.07 01:42 | t/p | 18 | 0.10 | 193.863 | 193.038 | 193.863 | 47.88 | 10337.80 |
| 76 | 2024.05.07 01:42 | t/p | 19 | 0.10 | 193.863 | 193.038 | 193.863 | 38.46 | 10376.26 |
| 77 | 2024.06.04 12:00 | buy | 20 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 78 | 2024.06.04 12:00 | modify | 20 | 0.10 | 197.658 | 196.558 | 199.158 | ||
| 79 | 2024.06.05 00:10 | buy | 21 | 0.10 | 198.410 | 0.000 | 0.000 | ||
| 80 | 2024.06.05 00:10 | modify | 21 | 0.10 | 198.410 | 197.958 | 199.158 | ||
| 81 | 2024.06.05 00:10 | buy | 22 | 0.10 | 198.410 | 0.000 | 0.000 | ||
| 82 | 2024.06.05 00:10 | modify | 22 | 0.10 | 198.410 | 198.108 | 199.158 | ||
| 83 | 2024.06.05 00:10 | modify | 20 | 0.10 | 197.658 | 198.108 | 199.158 | ||
| 84 | 2024.06.05 00:10 | modify | 21 | 0.10 | 198.410 | 198.108 | 199.158 | ||
| 85 | 2024.06.05 02:00 | buy | 23 | 0.10 | 198.558 | 0.000 | 0.000 | ||
| 86 | 2024.06.05 02:00 | modify | 23 | 0.10 | 198.558 | 198.333 | 199.158 | ||
| 87 | 2024.06.05 02:00 | modify | 22 | 0.10 | 198.410 | 198.333 | 199.158 | ||
| 88 | 2024.06.05 02:00 | modify | 21 | 0.10 | 198.410 | 198.333 | 199.158 | ||
| 89 | 2024.06.05 02:00 | modify | 20 | 0.10 | 197.658 | 198.333 | 199.158 | ||
| 90 | 2024.06.05 07:01 | t/p | 20 | 0.10 | 199.158 | 198.333 | 199.158 | 95.06 | 10471.32 |
| 91 | 2024.06.05 07:01 | t/p | 21 | 0.10 | 199.158 | 198.333 | 199.158 | 46.99 | 10518.31 |
| 92 | 2024.06.05 07:01 | t/p | 22 | 0.10 | 199.158 | 198.333 | 199.158 | 46.99 | 10565.30 |
| 93 | 2024.06.05 07:01 | t/p | 23 | 0.10 | 199.158 | 198.333 | 199.158 | 37.70 | 10603.00 |