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 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 241.21 | Gross profit | 684.73 | Gross loss | -443.51 |
| Profit factor | 1.54 | Expected payoff | 14.19 | ||
| Absolute drawdown | 46.83 | Maximal drawdown | 224.59 (2.16%) | Relative drawdown | 2.16% (224.59) |
| Total trades | 17 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 107.64 | loss trade | -95.82 | |
| Average | profit trade | 68.47 | loss trade | -63.36 | |
| Maximum | consecutive wins (profit in money) | 4 (300.79) | consecutive losses (loss in money) | 2 (-189.12) | |
| Maximal | consecutive profit (count of wins) | 300.79 (4) | consecutive loss (count of losses) | -189.12 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.21 20:00 | buy | 1 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 2 | 2023.09.21 20:00 | modify | 1 | 0.10 | 181.430 | 180.330 | 182.930 | ||
| 3 | 2023.09.28 16:00 | buy | 2 | 0.10 | 182.350 | 0.000 | 0.000 | ||
| 4 | 2023.09.28 16:00 | modify | 2 | 0.10 | 182.350 | 182.105 | 182.930 | ||
| 5 | 2023.09.28 16:00 | modify | 1 | 0.10 | 181.430 | 182.105 | 182.930 | ||
| 6 | 2023.09.28 20:00 | s/l | 1 | 0.10 | 182.105 | 182.105 | 182.930 | 55.92 | 10055.92 |
| 7 | 2023.09.28 20:00 | s/l | 2 | 0.10 | 182.105 | 182.105 | 182.930 | -17.39 | 10038.53 |
| 8 | 2023.11.05 20:00 | sell | 3 | 0.10 | 184.743 | 0.000 | 0.000 | ||
| 9 | 2023.11.05 20:00 | modify | 3 | 0.10 | 184.743 | 185.843 | 183.243 | ||
| 10 | 2023.11.06 12:00 | s/l | 3 | 0.10 | 185.843 | 185.843 | 183.243 | -80.63 | 9957.90 |
| 11 | 2023.11.24 20:00 | sell | 4 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 12 | 2023.11.24 20:00 | modify | 4 | 0.10 | 188.465 | 189.565 | 186.965 | ||
| 13 | 2023.11.29 00:00 | t/p | 4 | 0.10 | 186.965 | 189.565 | 186.965 | 98.90 | 10056.80 |
| 14 | 2023.12.14 08:00 | buy | 5 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 15 | 2023.12.14 08:00 | modify | 5 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 16 | 2023.12.14 16:00 | t/p | 5 | 0.10 | 180.751 | 178.151 | 180.751 | 106.50 | 10163.30 |
| 17 | 2024.01.04 20:00 | sell | 6 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 18 | 2024.01.04 20:00 | modify | 6 | 0.10 | 183.361 | 184.461 | 181.861 | ||
| 19 | 2024.01.10 12:00 | s/l | 6 | 0.10 | 184.461 | 184.461 | 181.861 | -88.22 | 10075.08 |
| 20 | 2024.03.07 12:00 | buy | 7 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 21 | 2024.03.07 12:00 | modify | 7 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 22 | 2024.03.14 04:00 | buy | 8 | 0.10 | 189.143 | 0.000 | 0.000 | ||
| 23 | 2024.03.14 04:00 | modify | 8 | 0.10 | 189.143 | 188.672 | 190.097 | ||
| 24 | 2024.03.14 04:00 | modify | 7 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 25 | 2024.03.14 16:00 | s/l | 7 | 0.10 | 188.672 | 188.672 | 190.097 | 13.32 | 10088.40 |
| 26 | 2024.03.14 16:00 | s/l | 8 | 0.10 | 188.672 | 188.672 | 190.097 | -33.44 | 10054.96 |
| 27 | 2024.03.20 12:00 | sell | 9 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 28 | 2024.03.20 12:00 | modify | 9 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 29 | 2024.03.21 16:00 | sell | 10 | 0.10 | 192.024 | 0.000 | 0.000 | ||
| 30 | 2024.03.21 16:00 | modify | 10 | 0.10 | 192.024 | 192.486 | 191.061 | ||
| 31 | 2024.03.21 16:00 | modify | 9 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 32 | 2024.03.22 08:00 | t/p | 9 | 0.10 | 191.061 | 192.486 | 191.061 | 96.36 | 10151.31 |
| 33 | 2024.03.22 08:00 | t/p | 10 | 0.10 | 191.061 | 192.486 | 191.061 | 65.84 | 10217.15 |
| 34 | 2024.05.03 04:00 | buy | 11 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 35 | 2024.05.03 04:00 | modify | 11 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 36 | 2024.05.06 04:00 | buy | 12 | 0.10 | 193.159 | 0.000 | 0.000 | ||
| 37 | 2024.05.06 04:00 | modify | 12 | 0.10 | 193.159 | 192.620 | 193.595 | ||
| 38 | 2024.05.06 04:00 | modify | 11 | 0.10 | 192.095 | 192.620 | 193.595 | ||
| 39 | 2024.05.06 16:00 | t/p | 11 | 0.10 | 193.595 | 192.620 | 193.595 | 107.64 | 10324.79 |
| 40 | 2024.05.06 16:00 | t/p | 12 | 0.10 | 193.595 | 192.620 | 193.595 | 30.95 | 10355.74 |
| 41 | 2024.05.13 20:00 | sell | 13 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 42 | 2024.05.13 20:00 | modify | 13 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 43 | 2024.05.17 04:00 | s/l | 13 | 0.10 | 197.226 | 197.226 | 194.626 | -93.30 | 10262.44 |
| 44 | 2024.07.03 20:00 | sell | 14 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 45 | 2024.07.03 20:00 | modify | 14 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 46 | 2024.07.10 16:00 | s/l | 14 | 0.10 | 207.103 | 207.103 | 204.503 | -95.82 | 10166.62 |
| 47 | 2024.07.25 12:00 | buy | 15 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 48 | 2024.07.25 12:00 | modify | 15 | 0.10 | 196.621 | 195.521 | 198.121 | ||
| 49 | 2024.07.25 16:00 | t/p | 15 | 0.10 | 198.121 | 195.521 | 198.121 | 106.51 | 10273.13 |
| 50 | 2024.08.16 04:00 | sell | 16 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 51 | 2024.08.16 04:00 | modify | 16 | 0.10 | 191.633 | 192.733 | 190.133 | ||
| 52 | 2024.08.16 12:00 | sell | 17 | 0.10 | 191.105 | 0.000 | 0.000 | ||
| 53 | 2024.08.16 12:00 | modify | 17 | 0.10 | 191.105 | 191.558 | 190.133 | ||
| 54 | 2024.08.16 12:00 | modify | 16 | 0.10 | 191.633 | 191.558 | 190.133 | ||
| 55 | 2024.08.19 00:00 | s/l | 16 | 0.10 | 191.558 | 191.558 | 190.133 | 2.79 | 10275.92 |
| 56 | 2024.08.19 00:00 | s/l | 17 | 0.10 | 191.558 | 191.558 | 190.133 | -34.70 | 10241.21 |