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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 564.46 | Gross profit | 1252.69 | Gross loss | -688.22 |
| Profit factor | 1.82 | Expected payoff | 13.44 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 137.83 (1.29%) | Relative drawdown | 1.29% (137.83) |
| Total trades | 42 | Short positions (won %) | 28 (42.86%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
| Largest | profit trade | 80.45 | loss trade | -38.69 | |
| Average | profit trade | 62.63 | loss trade | -31.28 | |
| Maximum | consecutive wins (profit in money) | 4 (214.93) | consecutive losses (loss in money) | 4 (-137.83) | |
| Maximal | consecutive profit (count of wins) | 214.93 (4) | consecutive loss (count of losses) | -137.83 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 16:00 | buy | 1 | 0.10 | 179.578 | 0.000 | 0.000 | ||
| 2 | 2023.07.12 16:00 | modify | 1 | 0.10 | 179.578 | 179.078 | 180.778 | ||
| 3 | 2023.07.13 12:00 | t/p | 1 | 0.10 | 180.778 | 179.078 | 180.778 | 77.96 | 10077.96 |
| 4 | 2023.07.27 20:00 | buy | 2 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 5 | 2023.07.27 20:00 | modify | 2 | 0.10 | 177.817 | 177.317 | 179.017 | ||
| 6 | 2023.07.28 04:00 | s/l | 2 | 0.10 | 177.317 | 177.317 | 179.017 | -30.62 | 10047.34 |
| 7 | 2023.08.08 04:00 | sell | 3 | 0.10 | 182.817 | 0.000 | 0.000 | ||
| 8 | 2023.08.08 04:00 | modify | 3 | 0.10 | 182.817 | 183.317 | 181.617 | ||
| 9 | 2023.08.08 12:00 | t/p | 3 | 0.10 | 181.617 | 183.317 | 181.617 | 75.46 | 10122.80 |
| 10 | 2023.08.15 08:00 | sell | 4 | 0.10 | 185.042 | 0.000 | 0.000 | ||
| 11 | 2023.08.15 08:00 | modify | 4 | 0.10 | 185.042 | 185.542 | 183.842 | ||
| 12 | 2023.08.16 12:00 | s/l | 4 | 0.10 | 185.542 | 185.542 | 183.842 | -33.85 | 10088.95 |
| 13 | 2023.08.16 20:00 | sell | 5 | 0.10 | 186.170 | 0.000 | 0.000 | ||
| 14 | 2023.08.16 20:00 | modify | 5 | 0.10 | 186.170 | 186.670 | 184.970 | ||
| 15 | 2023.08.18 08:00 | t/p | 5 | 0.10 | 184.970 | 186.670 | 184.970 | 65.82 | 10154.77 |
| 16 | 2023.08.23 12:00 | buy | 6 | 0.10 | 183.707 | 0.000 | 0.000 | ||
| 17 | 2023.08.23 12:00 | modify | 6 | 0.10 | 183.707 | 183.207 | 184.907 | ||
| 18 | 2023.08.25 20:00 | buy | 7 | 0.10 | 184.272 | 0.000 | 0.000 | ||
| 19 | 2023.08.25 20:00 | modify | 7 | 0.10 | 184.272 | 183.767 | 184.907 | ||
| 20 | 2023.08.25 20:00 | modify | 6 | 0.10 | 183.707 | 183.767 | 184.907 | ||
| 21 | 2023.08.28 12:00 | buy | 8 | 0.10 | 184.490 | 0.000 | 0.000 | ||
| 22 | 2023.08.28 12:00 | modify | 8 | 0.10 | 184.490 | 184.187 | 184.907 | ||
| 23 | 2023.08.28 12:00 | modify | 7 | 0.10 | 184.272 | 184.187 | 184.907 | ||
| 24 | 2023.08.28 12:00 | modify | 6 | 0.10 | 183.707 | 184.187 | 184.907 | ||
| 25 | 2023.08.29 08:00 | t/p | 6 | 0.10 | 184.907 | 184.187 | 184.907 | 80.45 | 10235.22 |
| 26 | 2023.08.29 08:00 | t/p | 7 | 0.10 | 184.907 | 184.187 | 184.907 | 41.60 | 10276.82 |
| 27 | 2023.08.29 08:00 | t/p | 8 | 0.10 | 184.907 | 184.187 | 184.907 | 27.06 | 10303.88 |
| 28 | 2023.09.21 12:00 | buy | 9 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 29 | 2023.09.21 12:00 | modify | 9 | 0.10 | 181.552 | 181.052 | 182.752 | ||
| 30 | 2023.09.26 16:00 | s/l | 9 | 0.10 | 181.052 | 181.052 | 182.752 | -28.96 | 10274.92 |
| 31 | 2023.10.03 16:00 | buy | 10 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 32 | 2023.10.03 16:00 | modify | 10 | 0.10 | 180.016 | 179.516 | 181.216 | ||
| 33 | 2023.10.04 16:00 | t/p | 10 | 0.10 | 181.216 | 179.516 | 181.216 | 76.30 | 10351.22 |
| 34 | 2023.10.06 16:00 | sell | 11 | 0.10 | 182.670 | 0.000 | 0.000 | ||
| 35 | 2023.10.06 16:00 | modify | 11 | 0.10 | 182.670 | 183.170 | 181.470 | ||
| 36 | 2023.10.08 20:00 | sell | 12 | 0.10 | 181.888 | 0.000 | 0.000 | ||
| 37 | 2023.10.08 20:00 | modify | 12 | 0.10 | 181.888 | 182.190 | 181.470 | ||
| 38 | 2023.10.08 20:00 | modify | 11 | 0.10 | 182.670 | 182.190 | 181.470 | ||
| 39 | 2023.10.09 00:00 | s/l | 11 | 0.10 | 182.190 | 182.190 | 181.470 | 27.78 | 10379.00 |
| 40 | 2023.10.09 00:00 | s/l | 12 | 0.10 | 182.190 | 182.190 | 181.470 | -21.40 | 10357.60 |
| 41 | 2023.10.24 00:00 | sell | 13 | 0.10 | 183.454 | 0.000 | 0.000 | ||
| 42 | 2023.10.24 00:00 | modify | 13 | 0.10 | 183.454 | 183.954 | 182.254 | ||
| 43 | 2023.10.24 20:00 | t/p | 13 | 0.10 | 182.254 | 183.954 | 182.254 | 75.46 | 10433.06 |
| 44 | 2023.10.31 20:00 | sell | 14 | 0.10 | 184.206 | 0.000 | 0.000 | ||
| 45 | 2023.10.31 20:00 | modify | 14 | 0.10 | 184.206 | 184.706 | 183.006 | ||
| 46 | 2023.11.01 20:00 | t/p | 14 | 0.10 | 183.006 | 184.706 | 183.006 | 73.05 | 10506.10 |
| 47 | 2023.11.06 08:00 | sell | 15 | 0.10 | 185.398 | 0.000 | 0.000 | ||
| 48 | 2023.11.06 08:00 | modify | 15 | 0.10 | 185.398 | 185.898 | 184.198 | ||
| 49 | 2023.11.06 12:00 | s/l | 15 | 0.10 | 185.898 | 185.898 | 184.198 | -31.44 | 10474.66 |
| 50 | 2023.11.14 08:00 | sell | 16 | 0.10 | 186.431 | 0.000 | 0.000 | ||
| 51 | 2023.11.14 08:00 | modify | 16 | 0.10 | 186.431 | 186.931 | 185.231 | ||
| 52 | 2023.11.14 16:00 | s/l | 16 | 0.10 | 186.931 | 186.931 | 185.231 | -31.44 | 10443.22 |
| 53 | 2023.11.14 16:00 | sell | 17 | 0.10 | 187.865 | 0.000 | 0.000 | ||
| 54 | 2023.11.14 16:00 | modify | 17 | 0.10 | 187.865 | 188.365 | 186.665 | ||
| 55 | 2023.11.17 04:00 | t/p | 17 | 0.10 | 186.665 | 188.365 | 186.665 | 63.41 | 10506.63 |
| 56 | 2023.11.24 16:00 | sell | 18 | 0.10 | 188.554 | 0.000 | 0.000 | ||
| 57 | 2023.11.24 16:00 | modify | 18 | 0.10 | 188.554 | 189.054 | 187.354 | ||
| 58 | 2023.11.28 04:00 | t/p | 18 | 0.10 | 187.354 | 189.054 | 187.354 | 70.64 | 10577.27 |
| 59 | 2023.12.07 08:00 | buy | 19 | 0.10 | 183.353 | 0.000 | 0.000 | ||
| 60 | 2023.12.07 08:00 | modify | 19 | 0.10 | 183.353 | 182.853 | 184.553 | ||
| 61 | 2023.12.07 12:00 | s/l | 19 | 0.10 | 182.853 | 182.853 | 184.553 | -31.44 | 10545.83 |
| 62 | 2023.12.14 00:00 | buy | 20 | 0.10 | 180.244 | 0.000 | 0.000 | ||
| 63 | 2023.12.14 00:00 | modify | 20 | 0.10 | 180.244 | 179.744 | 181.444 | ||
| 64 | 2023.12.14 04:00 | s/l | 20 | 0.10 | 179.744 | 179.744 | 181.444 | -31.44 | 10514.39 |
| 65 | 2023.12.14 12:00 | buy | 21 | 0.10 | 179.110 | 0.000 | 0.000 | ||
| 66 | 2023.12.14 12:00 | modify | 21 | 0.10 | 179.110 | 178.610 | 180.310 | ||
| 67 | 2023.12.14 16:00 | t/p | 21 | 0.10 | 180.310 | 178.610 | 180.310 | 75.46 | 10589.85 |
| 68 | 2023.12.19 12:00 | sell | 22 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 69 | 2023.12.19 12:00 | modify | 22 | 0.10 | 183.913 | 184.413 | 182.713 | ||
| 70 | 2023.12.19 16:00 | sell | 23 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 71 | 2023.12.19 16:00 | modify | 23 | 0.10 | 183.181 | 183.373 | 182.713 | ||
| 72 | 2023.12.19 16:00 | modify | 22 | 0.10 | 183.913 | 183.373 | 182.713 | ||
| 73 | 2023.12.20 08:00 | t/p | 22 | 0.10 | 182.713 | 183.373 | 182.713 | 73.05 | 10662.90 |
| 74 | 2023.12.20 08:00 | t/p | 23 | 0.10 | 182.713 | 183.373 | 182.713 | 27.02 | 10689.92 |
| 75 | 2024.01.04 12:00 | sell | 24 | 0.10 | 183.059 | 0.000 | 0.000 | ||
| 76 | 2024.01.04 12:00 | modify | 24 | 0.10 | 183.059 | 183.559 | 181.859 | ||
| 77 | 2024.01.04 16:00 | s/l | 24 | 0.10 | 183.559 | 183.559 | 181.859 | -31.44 | 10658.48 |
| 78 | 2024.01.05 00:00 | sell | 25 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 79 | 2024.01.05 00:00 | modify | 25 | 0.10 | 183.583 | 184.083 | 182.383 | ||
| 80 | 2024.01.05 08:00 | s/l | 25 | 0.10 | 184.083 | 184.083 | 182.383 | -31.44 | 10627.04 |
| 81 | 2024.01.05 20:00 | sell | 26 | 0.10 | 184.050 | 0.000 | 0.000 | ||
| 82 | 2024.01.05 20:00 | modify | 26 | 0.10 | 184.050 | 184.550 | 182.850 | ||
| 83 | 2024.01.09 16:00 | t/p | 26 | 0.10 | 182.850 | 184.550 | 182.850 | 70.63 | 10697.67 |
| 84 | 2024.01.10 16:00 | sell | 27 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 85 | 2024.01.10 16:00 | modify | 27 | 0.10 | 185.452 | 185.952 | 184.252 | ||
| 86 | 2024.01.11 16:00 | s/l | 27 | 0.10 | 185.952 | 185.952 | 184.252 | -38.69 | 10658.98 |
| 87 | 2024.01.17 08:00 | sell | 28 | 0.10 | 187.149 | 0.000 | 0.000 | ||
| 88 | 2024.01.17 08:00 | modify | 28 | 0.10 | 187.149 | 187.649 | 185.949 | ||
| 89 | 2024.01.17 16:00 | s/l | 28 | 0.10 | 187.649 | 187.649 | 185.949 | -31.44 | 10627.54 |
| 90 | 2024.01.19 00:00 | sell | 29 | 0.10 | 188.276 | 0.000 | 0.000 | ||
| 91 | 2024.01.19 00:00 | modify | 29 | 0.10 | 188.276 | 188.776 | 187.076 | ||
| 92 | 2024.01.19 08:00 | s/l | 29 | 0.10 | 188.776 | 188.776 | 187.076 | -31.45 | 10596.09 |
| 93 | 2024.02.08 16:00 | sell | 30 | 0.10 | 188.352 | 0.000 | 0.000 | ||
| 94 | 2024.02.08 16:00 | modify | 30 | 0.10 | 188.352 | 188.852 | 187.152 | ||
| 95 | 2024.02.09 12:00 | s/l | 30 | 0.10 | 188.852 | 188.852 | 187.152 | -33.86 | 10562.23 |
| 96 | 2024.03.07 08:00 | buy | 31 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 97 | 2024.03.07 08:00 | modify | 31 | 0.10 | 188.450 | 187.950 | 189.650 | ||
| 98 | 2024.03.07 20:00 | t/p | 31 | 0.10 | 189.650 | 187.950 | 189.650 | 75.47 | 10637.70 |
| 99 | 2024.03.19 08:00 | sell | 32 | 0.10 | 190.809 | 0.000 | 0.000 | ||
| 100 | 2024.03.19 08:00 | modify | 32 | 0.10 | 190.809 | 191.309 | 189.609 | ||
| 101 | 2024.03.19 16:00 | s/l | 32 | 0.10 | 191.309 | 191.309 | 189.609 | -31.44 | 10606.26 |
| 102 | 2024.04.03 20:00 | sell | 33 | 0.10 | 191.857 | 0.000 | 0.000 | ||
| 103 | 2024.04.03 20:00 | modify | 33 | 0.10 | 191.857 | 192.357 | 190.657 | ||
| 104 | 2024.04.04 20:00 | sell | 34 | 0.10 | 191.121 | 0.000 | 0.000 | ||
| 105 | 2024.04.04 20:00 | modify | 34 | 0.10 | 191.121 | 191.317 | 190.657 | ||
| 106 | 2024.04.04 20:00 | modify | 33 | 0.10 | 191.857 | 191.317 | 190.657 | ||
| 107 | 2024.04.05 00:00 | s/l | 33 | 0.10 | 191.317 | 191.317 | 190.657 | 24.31 | 10630.57 |
| 108 | 2024.04.05 00:00 | s/l | 34 | 0.10 | 191.317 | 191.317 | 190.657 | -14.74 | 10615.83 |
| 109 | 2024.04.25 08:00 | sell | 35 | 0.10 | 194.627 | 0.000 | 0.000 | ||
| 110 | 2024.04.25 08:00 | modify | 35 | 0.10 | 194.627 | 195.127 | 193.427 | ||
| 111 | 2024.04.26 04:00 | s/l | 35 | 0.10 | 195.127 | 195.127 | 193.427 | -33.85 | 10581.97 |
| 112 | 2024.04.26 08:00 | sell | 36 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 113 | 2024.04.26 08:00 | modify | 36 | 0.10 | 195.955 | 196.455 | 194.755 | ||
| 114 | 2024.04.26 12:00 | t/p | 36 | 0.10 | 194.755 | 196.455 | 194.755 | 75.46 | 10657.43 |
| 115 | 2024.05.02 12:00 | buy | 37 | 0.10 | 193.684 | 0.000 | 0.000 | ||
| 116 | 2024.05.02 12:00 | modify | 37 | 0.10 | 193.684 | 193.184 | 194.884 | ||
| 117 | 2024.05.02 16:00 | s/l | 37 | 0.10 | 193.184 | 193.184 | 194.884 | -31.44 | 10625.99 |
| 118 | 2024.05.03 16:00 | buy | 38 | 0.10 | 191.827 | 0.000 | 0.000 | ||
| 119 | 2024.05.03 16:00 | modify | 38 | 0.10 | 191.827 | 191.327 | 193.027 | ||
| 120 | 2024.05.06 04:00 | t/p | 38 | 0.10 | 193.027 | 191.327 | 193.027 | 76.30 | 10702.29 |
| 121 | 2024.05.13 12:00 | sell | 39 | 0.10 | 195.559 | 0.000 | 0.000 | ||
| 122 | 2024.05.13 12:00 | modify | 39 | 0.10 | 195.559 | 196.059 | 194.359 | ||
| 123 | 2024.05.13 16:00 | s/l | 39 | 0.10 | 196.059 | 196.059 | 194.359 | -31.44 | 10670.85 |
| 124 | 2024.05.20 20:00 | sell | 40 | 0.10 | 198.599 | 0.000 | 0.000 | ||
| 125 | 2024.05.20 20:00 | modify | 40 | 0.10 | 198.599 | 199.099 | 197.399 | ||
| 126 | 2024.05.22 08:00 | s/l | 40 | 0.10 | 199.099 | 199.099 | 197.399 | -36.27 | 10634.59 |
| 127 | 2024.05.30 08:00 | buy | 41 | 0.10 | 199.514 | 0.000 | 0.000 | ||
| 128 | 2024.05.30 08:00 | modify | 41 | 0.10 | 199.514 | 199.014 | 200.714 | ||
| 129 | 2024.05.30 16:00 | s/l | 41 | 0.10 | 199.014 | 199.014 | 200.714 | -31.45 | 10603.14 |
| 130 | 2024.06.12 12:00 | sell | 42 | 0.10 | 200.753 | 0.000 | 0.000 | ||
| 131 | 2024.06.12 12:00 | modify | 42 | 0.10 | 200.753 | 201.253 | 199.553 | ||
| 132 | 2024.06.13 12:00 | s/l | 42 | 0.10 | 201.253 | 201.253 | 199.553 | -38.68 | 10564.46 |