Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=30; 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=1; 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 | 2607 | Ticks modelled | 79553 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 713.01 | Gross profit | 761.21 | Gross loss | -48.20 |
| Profit factor | 15.79 | Expected payoff | 44.56 | ||
| Absolute drawdown | 39.03 | Maximal drawdown | 140.42 (1.37%) | Relative drawdown | 1.37% (140.42) |
| Total trades | 16 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 107.61 | loss trade | -17.60 | |
| Average | profit trade | 63.43 | loss trade | -12.05 | |
| Maximum | consecutive wins (profit in money) | 9 (565.03) | consecutive losses (loss in money) | 2 (-24.77) | |
| Maximal | consecutive profit (count of wins) | 565.03 (9) | consecutive loss (count of losses) | -24.77 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.14 08:00 | buy | 1 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 2 | 2023.12.14 08:00 | modify | 1 | 0.10 | 179.251 | 178.051 | 180.751 | ||
| 3 | 2023.12.14 13:20 | buy | 2 | 0.10 | 180.312 | 0.000 | 0.000 | ||
| 4 | 2023.12.14 13:20 | modify | 2 | 0.10 | 180.312 | 180.076 | 180.751 | ||
| 5 | 2023.12.14 13:20 | modify | 1 | 0.10 | 179.251 | 180.076 | 180.751 | ||
| 6 | 2023.12.14 14:40 | t/p | 1 | 0.10 | 180.751 | 180.076 | 180.751 | 106.47 | 10106.47 |
| 7 | 2023.12.14 14:40 | t/p | 2 | 0.10 | 180.751 | 180.076 | 180.751 | 31.16 | 10137.63 |
| 8 | 2024.03.07 12:00 | buy | 3 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 9 | 2024.03.07 12:00 | modify | 3 | 0.10 | 188.597 | 187.397 | 190.097 | ||
| 10 | 2024.03.07 15:50 | buy | 4 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 11 | 2024.03.07 15:50 | modify | 4 | 0.10 | 189.519 | 189.047 | 190.097 | ||
| 12 | 2024.03.07 15:50 | modify | 3 | 0.10 | 188.597 | 189.047 | 190.097 | ||
| 13 | 2024.03.07 18:30 | buy | 5 | 0.10 | 189.655 | 0.000 | 0.000 | ||
| 14 | 2024.03.07 18:30 | modify | 5 | 0.10 | 189.655 | 189.422 | 190.097 | ||
| 15 | 2024.03.07 18:30 | modify | 4 | 0.10 | 189.519 | 189.422 | 190.097 | ||
| 16 | 2024.03.07 18:30 | modify | 3 | 0.10 | 188.597 | 189.422 | 190.097 | ||
| 17 | 2024.03.07 22:33 | s/l | 3 | 0.10 | 189.422 | 189.422 | 190.097 | 58.55 | 10196.18 |
| 18 | 2024.03.07 22:33 | s/l | 4 | 0.10 | 189.422 | 189.422 | 190.097 | -6.89 | 10189.29 |
| 19 | 2024.03.07 22:33 | s/l | 5 | 0.10 | 189.422 | 189.422 | 190.097 | -16.54 | 10172.75 |
| 20 | 2024.03.20 12:00 | sell | 6 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 21 | 2024.03.20 12:00 | modify | 6 | 0.10 | 192.561 | 193.761 | 191.061 | ||
| 22 | 2024.03.21 16:45 | sell | 7 | 0.10 | 192.183 | 0.000 | 0.000 | ||
| 23 | 2024.03.21 16:45 | modify | 7 | 0.10 | 192.183 | 192.411 | 191.061 | ||
| 24 | 2024.03.21 16:45 | modify | 6 | 0.10 | 192.561 | 192.411 | 191.061 | ||
| 25 | 2024.03.22 02:55 | sell | 8 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 26 | 2024.03.22 02:55 | modify | 8 | 0.10 | 191.646 | 192.111 | 191.061 | ||
| 27 | 2024.03.22 02:55 | modify | 7 | 0.10 | 192.183 | 192.111 | 191.061 | ||
| 28 | 2024.03.22 02:55 | modify | 6 | 0.10 | 192.561 | 192.111 | 191.061 | ||
| 29 | 2024.03.22 04:15 | sell | 9 | 0.10 | 191.500 | 0.000 | 0.000 | ||
| 30 | 2024.03.22 04:15 | modify | 9 | 0.10 | 191.500 | 191.736 | 191.061 | ||
| 31 | 2024.03.22 04:15 | modify | 8 | 0.10 | 191.646 | 191.736 | 191.061 | ||
| 32 | 2024.03.22 04:15 | modify | 7 | 0.10 | 192.183 | 191.736 | 191.061 | ||
| 33 | 2024.03.22 04:15 | modify | 6 | 0.10 | 192.561 | 191.736 | 191.061 | ||
| 34 | 2024.03.22 06:40 | t/p | 6 | 0.10 | 191.061 | 191.736 | 191.061 | 96.33 | 10269.08 |
| 35 | 2024.03.22 06:40 | t/p | 7 | 0.10 | 191.061 | 191.736 | 191.061 | 77.10 | 10346.17 |
| 36 | 2024.03.22 06:40 | t/p | 8 | 0.10 | 191.061 | 191.736 | 191.061 | 41.52 | 10387.69 |
| 37 | 2024.03.22 06:40 | t/p | 9 | 0.10 | 191.061 | 191.736 | 191.061 | 31.16 | 10418.85 |
| 38 | 2024.05.03 20:00 | buy | 10 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 39 | 2024.05.03 20:00 | modify | 10 | 0.10 | 191.893 | 190.693 | 193.393 | ||
| 40 | 2024.05.05 22:50 | buy | 11 | 0.10 | 192.278 | 0.000 | 0.000 | ||
| 41 | 2024.05.05 22:50 | modify | 11 | 0.10 | 192.278 | 192.043 | 193.393 | ||
| 42 | 2024.05.05 22:50 | modify | 10 | 0.10 | 191.893 | 192.043 | 193.393 | ||
| 43 | 2024.05.06 01:55 | buy | 12 | 0.10 | 192.800 | 0.000 | 0.000 | ||
| 44 | 2024.05.06 01:55 | modify | 12 | 0.10 | 192.800 | 192.343 | 193.393 | ||
| 45 | 2024.05.06 01:55 | modify | 11 | 0.10 | 192.278 | 192.343 | 193.393 | ||
| 46 | 2024.05.06 01:55 | modify | 10 | 0.10 | 191.893 | 192.343 | 193.393 | ||
| 47 | 2024.05.06 02:30 | buy | 13 | 0.10 | 192.965 | 0.000 | 0.000 | ||
| 48 | 2024.05.06 02:30 | modify | 13 | 0.10 | 192.965 | 192.718 | 193.393 | ||
| 49 | 2024.05.06 02:30 | modify | 12 | 0.10 | 192.800 | 192.718 | 193.393 | ||
| 50 | 2024.05.06 02:30 | modify | 11 | 0.10 | 192.278 | 192.718 | 193.393 | ||
| 51 | 2024.05.06 02:30 | modify | 10 | 0.10 | 191.893 | 192.718 | 193.393 | ||
| 52 | 2024.05.06 08:30 | t/p | 10 | 0.10 | 193.393 | 192.718 | 193.393 | 107.61 | 10526.47 |
| 53 | 2024.05.06 08:30 | t/p | 11 | 0.10 | 193.393 | 192.718 | 193.393 | 80.28 | 10606.75 |
| 54 | 2024.05.06 08:30 | t/p | 12 | 0.10 | 193.393 | 192.718 | 193.393 | 42.09 | 10648.84 |
| 55 | 2024.05.06 08:30 | t/p | 13 | 0.10 | 193.393 | 192.718 | 193.393 | 30.38 | 10679.22 |
| 56 | 2024.08.16 04:00 | sell | 14 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 57 | 2024.08.16 04:00 | modify | 14 | 0.10 | 191.633 | 192.833 | 190.133 | ||
| 58 | 2024.08.16 12:30 | sell | 15 | 0.10 | 190.707 | 0.000 | 0.000 | ||
| 59 | 2024.08.16 12:30 | modify | 15 | 0.10 | 190.707 | 191.183 | 190.133 | ||
| 60 | 2024.08.16 12:30 | modify | 14 | 0.10 | 191.633 | 191.183 | 190.133 | ||
| 61 | 2024.08.16 13:25 | sell | 16 | 0.10 | 190.560 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 13:25 | modify | 16 | 0.10 | 190.560 | 190.808 | 190.133 | ||
| 63 | 2024.08.16 13:25 | modify | 15 | 0.10 | 190.707 | 190.808 | 190.133 | ||
| 64 | 2024.08.16 13:25 | modify | 14 | 0.10 | 191.633 | 190.808 | 190.133 | ||
| 65 | 2024.08.16 13:40 | s/l | 14 | 0.10 | 190.808 | 190.808 | 190.133 | 58.56 | 10737.78 |
| 66 | 2024.08.16 13:40 | s/l | 15 | 0.10 | 190.808 | 190.808 | 190.133 | -7.17 | 10730.61 |
| 67 | 2024.08.16 13:40 | s/l | 16 | 0.10 | 190.808 | 190.808 | 190.133 | -17.60 | 10713.01 |