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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1907 | Ticks modelled | 32394169 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 716.39 | Gross profit | 781.45 | Gross loss | -65.06 |
| Profit factor | 12.01 | Expected payoff | 35.82 | ||
| Absolute drawdown | 39.03 | Maximal drawdown | 161.41 (1.58%) | Relative drawdown | 1.58% (161.41) |
| Total trades | 20 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 107.58 | loss trade | -16.32 | |
| Average | profit trade | 55.82 | loss trade | -10.84 | |
| Maximum | consecutive wins (profit in money) | 10 (600.86) | consecutive losses (loss in money) | 2 (-21.78) | |
| Maximal | consecutive profit (count of wins) | 600.86 (10) | consecutive loss (count of losses) | -21.78 (2) | |
| Average | consecutive wins | 5 | 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 12:00 | buy | 2 | 0.10 | 179.629 | 0.000 | 0.000 | ||
| 4 | 2023.12.14 12:00 | modify | 2 | 0.10 | 179.629 | 179.401 | 180.751 | ||
| 5 | 2023.12.14 12:00 | modify | 1 | 0.10 | 179.251 | 179.401 | 180.751 | ||
| 6 | 2023.12.14 12:18 | buy | 3 | 0.10 | 180.153 | 0.000 | 0.000 | ||
| 7 | 2023.12.14 12:18 | modify | 3 | 0.10 | 180.153 | 179.701 | 180.751 | ||
| 8 | 2023.12.14 12:18 | modify | 2 | 0.10 | 179.629 | 179.701 | 180.751 | ||
| 9 | 2023.12.14 12:18 | modify | 1 | 0.10 | 179.251 | 179.701 | 180.751 | ||
| 10 | 2023.12.14 12:48 | buy | 4 | 0.10 | 180.306 | 0.000 | 0.000 | ||
| 11 | 2023.12.14 12:48 | modify | 4 | 0.10 | 180.306 | 180.076 | 180.751 | ||
| 12 | 2023.12.14 12:48 | modify | 3 | 0.10 | 180.153 | 180.076 | 180.751 | ||
| 13 | 2023.12.14 12:48 | modify | 2 | 0.10 | 179.629 | 180.076 | 180.751 | ||
| 14 | 2023.12.14 12:48 | modify | 1 | 0.10 | 179.251 | 180.076 | 180.751 | ||
| 15 | 2023.12.14 13:00 | s/l | 1 | 0.10 | 180.076 | 180.076 | 180.751 | 58.54 | 10058.54 |
| 16 | 2023.12.14 13:00 | s/l | 2 | 0.10 | 180.076 | 180.076 | 180.751 | 31.72 | 10090.26 |
| 17 | 2023.12.14 13:00 | s/l | 3 | 0.10 | 180.076 | 180.076 | 180.751 | -5.46 | 10084.80 |
| 18 | 2023.12.14 13:00 | s/l | 4 | 0.10 | 180.076 | 180.076 | 180.751 | -16.32 | 10068.48 |
| 19 | 2024.03.07 12:00 | buy | 5 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 20 | 2024.03.07 12:00 | modify | 5 | 0.10 | 188.597 | 187.397 | 190.097 | ||
| 21 | 2024.03.07 14:44 | buy | 6 | 0.10 | 188.974 | 0.000 | 0.000 | ||
| 22 | 2024.03.07 14:44 | modify | 6 | 0.10 | 188.974 | 188.747 | 190.097 | ||
| 23 | 2024.03.07 14:44 | modify | 5 | 0.10 | 188.597 | 188.747 | 190.097 | ||
| 24 | 2024.03.07 15:55 | buy | 7 | 0.10 | 189.499 | 0.000 | 0.000 | ||
| 25 | 2024.03.07 15:55 | modify | 7 | 0.10 | 189.499 | 189.047 | 190.097 | ||
| 26 | 2024.03.07 15:55 | modify | 6 | 0.10 | 188.974 | 189.047 | 190.097 | ||
| 27 | 2024.03.07 15:55 | modify | 5 | 0.10 | 188.597 | 189.047 | 190.097 | ||
| 28 | 2024.03.07 18:48 | buy | 8 | 0.10 | 189.651 | 0.000 | 0.000 | ||
| 29 | 2024.03.07 18:48 | modify | 8 | 0.10 | 189.651 | 189.422 | 190.097 | ||
| 30 | 2024.03.07 18:48 | modify | 7 | 0.10 | 189.499 | 189.422 | 190.097 | ||
| 31 | 2024.03.07 18:48 | modify | 6 | 0.10 | 188.974 | 189.422 | 190.097 | ||
| 32 | 2024.03.07 18:48 | modify | 5 | 0.10 | 188.597 | 189.422 | 190.097 | ||
| 33 | 2024.03.07 22:04 | s/l | 5 | 0.10 | 189.422 | 189.422 | 190.097 | 58.54 | 10127.02 |
| 34 | 2024.03.07 22:04 | s/l | 6 | 0.10 | 189.422 | 189.422 | 190.097 | 31.79 | 10158.81 |
| 35 | 2024.03.07 22:04 | s/l | 7 | 0.10 | 189.422 | 189.422 | 190.097 | -5.46 | 10153.35 |
| 36 | 2024.03.07 22:04 | s/l | 8 | 0.10 | 189.422 | 189.422 | 190.097 | -16.24 | 10137.11 |
| 37 | 2024.03.20 12:00 | sell | 9 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 38 | 2024.03.20 12:00 | modify | 9 | 0.10 | 192.561 | 193.761 | 191.061 | ||
| 39 | 2024.03.21 15:11 | sell | 10 | 0.10 | 192.185 | 0.000 | 0.000 | ||
| 40 | 2024.03.21 15:11 | modify | 10 | 0.10 | 192.185 | 192.411 | 191.061 | ||
| 41 | 2024.03.21 15:11 | modify | 9 | 0.10 | 192.561 | 192.411 | 191.061 | ||
| 42 | 2024.03.22 02:29 | sell | 11 | 0.10 | 191.656 | 0.000 | 0.000 | ||
| 43 | 2024.03.22 02:29 | modify | 11 | 0.10 | 191.656 | 192.111 | 191.061 | ||
| 44 | 2024.03.22 02:29 | modify | 10 | 0.10 | 192.185 | 192.111 | 191.061 | ||
| 45 | 2024.03.22 02:29 | modify | 9 | 0.10 | 192.561 | 192.111 | 191.061 | ||
| 46 | 2024.03.22 02:48 | sell | 12 | 0.10 | 191.511 | 0.000 | 0.000 | ||
| 47 | 2024.03.22 02:48 | modify | 12 | 0.10 | 191.511 | 191.736 | 191.061 | ||
| 48 | 2024.03.22 02:48 | modify | 11 | 0.10 | 191.656 | 191.736 | 191.061 | ||
| 49 | 2024.03.22 02:48 | modify | 10 | 0.10 | 192.185 | 191.736 | 191.061 | ||
| 50 | 2024.03.22 02:48 | modify | 9 | 0.10 | 192.561 | 191.736 | 191.061 | ||
| 51 | 2024.03.22 06:55 | t/p | 9 | 0.10 | 191.061 | 191.736 | 191.061 | 96.29 | 10233.40 |
| 52 | 2024.03.22 06:55 | t/p | 10 | 0.10 | 191.061 | 191.736 | 191.061 | 77.21 | 10310.60 |
| 53 | 2024.03.22 06:55 | t/p | 11 | 0.10 | 191.061 | 191.736 | 191.061 | 42.21 | 10352.81 |
| 54 | 2024.03.22 06:55 | t/p | 12 | 0.10 | 191.061 | 191.736 | 191.061 | 31.92 | 10384.73 |
| 55 | 2024.05.03 20:00 | buy | 13 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 56 | 2024.05.03 20:00 | modify | 13 | 0.10 | 191.893 | 190.693 | 193.393 | ||
| 57 | 2024.05.05 22:41 | buy | 14 | 0.10 | 192.268 | 0.000 | 0.000 | ||
| 58 | 2024.05.05 22:41 | modify | 14 | 0.10 | 192.268 | 192.043 | 193.393 | ||
| 59 | 2024.05.05 22:41 | modify | 13 | 0.10 | 191.893 | 192.043 | 193.393 | ||
| 60 | 2024.05.06 00:01 | buy | 15 | 0.10 | 192.795 | 0.000 | 0.000 | ||
| 61 | 2024.05.06 00:01 | modify | 15 | 0.10 | 192.795 | 192.343 | 193.393 | ||
| 62 | 2024.05.06 00:01 | modify | 14 | 0.10 | 192.268 | 192.343 | 193.393 | ||
| 63 | 2024.05.06 00:01 | modify | 13 | 0.10 | 191.893 | 192.343 | 193.393 | ||
| 64 | 2024.05.06 02:07 | buy | 16 | 0.10 | 192.945 | 0.000 | 0.000 | ||
| 65 | 2024.05.06 02:07 | modify | 16 | 0.10 | 192.945 | 192.718 | 193.393 | ||
| 66 | 2024.05.06 02:07 | modify | 15 | 0.10 | 192.795 | 192.718 | 193.393 | ||
| 67 | 2024.05.06 02:07 | modify | 14 | 0.10 | 192.268 | 192.718 | 193.393 | ||
| 68 | 2024.05.06 02:07 | modify | 13 | 0.10 | 191.893 | 192.718 | 193.393 | ||
| 69 | 2024.05.06 08:14 | t/p | 13 | 0.10 | 193.393 | 192.718 | 193.393 | 107.58 | 10492.32 |
| 70 | 2024.05.06 08:14 | t/p | 14 | 0.10 | 193.393 | 192.718 | 193.393 | 80.97 | 10573.29 |
| 71 | 2024.05.06 08:14 | t/p | 15 | 0.10 | 193.393 | 192.718 | 193.393 | 42.44 | 10615.73 |
| 72 | 2024.05.06 08:14 | t/p | 16 | 0.10 | 193.393 | 192.718 | 193.393 | 31.79 | 10647.52 |
| 73 | 2024.08.16 04:00 | sell | 17 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 74 | 2024.08.16 04:00 | modify | 17 | 0.10 | 191.633 | 192.833 | 190.133 | ||
| 75 | 2024.08.16 11:08 | sell | 18 | 0.10 | 191.258 | 0.000 | 0.000 | ||
| 76 | 2024.08.16 11:08 | modify | 18 | 0.10 | 191.258 | 191.483 | 190.133 | ||
| 77 | 2024.08.16 11:08 | modify | 17 | 0.10 | 191.633 | 191.483 | 190.133 | ||
| 78 | 2024.08.16 12:31 | sell | 19 | 0.10 | 190.730 | 0.000 | 0.000 | ||
| 79 | 2024.08.16 12:31 | modify | 19 | 0.10 | 190.730 | 191.183 | 190.133 | ||
| 80 | 2024.08.16 12:31 | modify | 18 | 0.10 | 191.258 | 191.183 | 190.133 | ||
| 81 | 2024.08.16 12:31 | modify | 17 | 0.10 | 191.633 | 191.183 | 190.133 | ||
| 82 | 2024.08.16 12:58 | sell | 20 | 0.10 | 190.582 | 0.000 | 0.000 | ||
| 83 | 2024.08.16 12:58 | modify | 20 | 0.10 | 190.582 | 190.808 | 190.133 | ||
| 84 | 2024.08.16 12:58 | modify | 19 | 0.10 | 190.730 | 190.808 | 190.133 | ||
| 85 | 2024.08.16 12:58 | modify | 18 | 0.10 | 191.258 | 190.808 | 190.133 | ||
| 86 | 2024.08.16 12:58 | modify | 17 | 0.10 | 191.633 | 190.808 | 190.133 | ||
| 87 | 2024.08.16 13:32 | s/l | 17 | 0.10 | 190.808 | 190.808 | 190.133 | 58.53 | 10706.05 |
| 88 | 2024.08.16 13:32 | s/l | 18 | 0.10 | 190.808 | 190.808 | 190.133 | 31.92 | 10737.97 |
| 89 | 2024.08.16 13:32 | s/l | 19 | 0.10 | 190.808 | 190.808 | 190.133 | -5.54 | 10732.43 |
| 90 | 2024.08.16 13:32 | s/l | 20 | 0.10 | 190.808 | 190.808 | 190.133 | -16.04 | 10716.39 |