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=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 | 79553 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 985.91 | Gross profit | 1259.27 | Gross loss | -273.36 |
| Profit factor | 4.61 | Expected payoff | 29.00 | ||
| Absolute drawdown | 15.26 | Maximal drawdown | 233.76 (2.28%) | Relative drawdown | 2.28% (233.76) |
| Total trades | 34 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 25 (73.53%) | Loss trades (% of total) | 9 (26.47%) | ||
| Largest | profit trade | 107.67 | loss trade | -88.24 | |
| Average | profit trade | 50.37 | loss trade | -30.37 | |
| Maximum | consecutive wins (profit in money) | 9 (508.95) | consecutive losses (loss in money) | 3 (-67.88) | |
| Maximal | consecutive profit (count of wins) | 508.95 (9) | consecutive loss (count of losses) | -88.24 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 | 2023.09.22 03:50 | buy | 2 | 0.10 | 181.960 | 0.000 | 0.000 | ||
| 4 | 2023.09.22 03:50 | modify | 2 | 0.10 | 181.960 | 181.505 | 182.930 | ||
| 5 | 2023.09.22 03:50 | modify | 1 | 0.10 | 181.430 | 181.505 | 182.930 | ||
| 6 | 2023.09.22 07:15 | buy | 3 | 0.10 | 182.341 | 0.000 | 0.000 | ||
| 7 | 2023.09.22 07:15 | modify | 3 | 0.10 | 182.341 | 182.105 | 182.930 | ||
| 8 | 2023.09.22 07:15 | modify | 2 | 0.10 | 181.960 | 182.105 | 182.930 | ||
| 9 | 2023.09.22 07:15 | modify | 1 | 0.10 | 181.430 | 182.105 | 182.930 | ||
| 10 | 2023.09.22 07:20 | s/l | 1 | 0.10 | 182.105 | 182.105 | 182.930 | 49.08 | 10049.08 |
| 11 | 2023.09.22 07:20 | s/l | 2 | 0.10 | 182.105 | 182.105 | 182.930 | 10.30 | 10059.38 |
| 12 | 2023.09.22 07:20 | s/l | 3 | 0.10 | 182.105 | 182.105 | 182.930 | -16.76 | 10042.62 |
| 13 | 2023.11.24 20:00 | sell | 4 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 14 | 2023.11.24 20:00 | modify | 4 | 0.10 | 188.465 | 189.565 | 186.965 | ||
| 15 | 2023.11.27 01:50 | sell | 5 | 0.10 | 187.932 | 0.000 | 0.000 | ||
| 16 | 2023.11.27 01:50 | modify | 5 | 0.10 | 187.932 | 188.390 | 186.965 | ||
| 17 | 2023.11.27 01:50 | modify | 4 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 18 | 2023.11.27 22:40 | sell | 6 | 0.10 | 187.553 | 0.000 | 0.000 | ||
| 19 | 2023.11.27 22:40 | modify | 6 | 0.10 | 187.553 | 187.790 | 186.965 | ||
| 20 | 2023.11.27 22:40 | modify | 5 | 0.10 | 187.932 | 187.790 | 186.965 | ||
| 21 | 2023.11.27 22:40 | modify | 4 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 22 | 2023.11.27 23:40 | sell | 7 | 0.10 | 187.403 | 0.000 | 0.000 | ||
| 23 | 2023.11.27 23:40 | modify | 7 | 0.10 | 187.403 | 187.940 | 186.965 | ||
| 24 | 2023.11.27 23:40 | modify | 6 | 0.10 | 187.553 | 187.940 | 186.965 | ||
| 25 | 2023.11.27 23:40 | modify | 5 | 0.10 | 187.932 | 187.940 | 186.965 | ||
| 26 | 2023.11.27 23:40 | modify | 4 | 0.10 | 188.465 | 187.940 | 186.965 | ||
| 27 | 2023.11.28 23:40 | t/p | 4 | 0.10 | 186.965 | 187.940 | 186.965 | 101.44 | 10144.07 |
| 28 | 2023.11.28 23:40 | t/p | 5 | 0.10 | 186.965 | 187.940 | 186.965 | 66.13 | 10210.19 |
| 29 | 2023.11.28 23:40 | t/p | 6 | 0.10 | 186.965 | 187.940 | 186.965 | 39.22 | 10249.41 |
| 30 | 2023.11.28 23:40 | t/p | 7 | 0.10 | 186.965 | 187.940 | 186.965 | 28.57 | 10277.98 |
| 31 | 2023.12.14 08:00 | buy | 8 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 32 | 2023.12.14 08:00 | modify | 8 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 33 | 2023.12.14 13:20 | buy | 9 | 0.10 | 180.312 | 0.000 | 0.000 | ||
| 34 | 2023.12.14 13:20 | modify | 9 | 0.10 | 180.312 | 179.776 | 180.751 | ||
| 35 | 2023.12.14 13:20 | modify | 8 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 36 | 2023.12.14 14:40 | t/p | 8 | 0.10 | 180.751 | 179.776 | 180.751 | 106.52 | 10384.50 |
| 37 | 2023.12.14 14:40 | t/p | 9 | 0.10 | 180.751 | 179.776 | 180.751 | 31.17 | 10415.67 |
| 38 | 2024.01.04 20:00 | sell | 10 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 39 | 2024.01.04 20:00 | modify | 10 | 0.10 | 183.361 | 184.461 | 181.861 | ||
| 40 | 2024.01.10 09:30 | s/l | 10 | 0.10 | 184.461 | 184.461 | 181.861 | -88.24 | 10327.42 |
| 41 | 2024.03.07 12:00 | buy | 11 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 42 | 2024.03.07 12:00 | modify | 11 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 43 | 2024.03.07 14:50 | buy | 12 | 0.10 | 189.149 | 0.000 | 0.000 | ||
| 44 | 2024.03.07 14:50 | modify | 12 | 0.10 | 189.149 | 188.672 | 190.097 | ||
| 45 | 2024.03.07 14:50 | modify | 11 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 46 | 2024.03.07 15:50 | buy | 13 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 47 | 2024.03.07 15:50 | modify | 13 | 0.10 | 189.519 | 189.272 | 190.097 | ||
| 48 | 2024.03.07 15:50 | modify | 12 | 0.10 | 189.149 | 189.272 | 190.097 | ||
| 49 | 2024.03.07 15:50 | modify | 11 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 50 | 2024.03.07 16:15 | s/l | 11 | 0.10 | 189.272 | 189.272 | 190.097 | 47.94 | 10375.36 |
| 51 | 2024.03.07 16:15 | s/l | 12 | 0.10 | 189.272 | 189.272 | 190.097 | 8.74 | 10384.10 |
| 52 | 2024.03.07 16:15 | s/l | 13 | 0.10 | 189.272 | 189.272 | 190.097 | -17.54 | 10366.56 |
| 53 | 2024.03.20 12:00 | sell | 14 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 54 | 2024.03.20 12:00 | modify | 14 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 55 | 2024.03.21 15:59 | sell | 15 | 0.10 | 192.023 | 0.000 | 0.000 | ||
| 56 | 2024.03.21 15:59 | modify | 15 | 0.10 | 192.023 | 192.486 | 191.061 | ||
| 57 | 2024.03.21 15:59 | modify | 14 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 58 | 2024.03.22 02:55 | sell | 16 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 59 | 2024.03.22 02:55 | modify | 16 | 0.10 | 191.646 | 191.886 | 191.061 | ||
| 60 | 2024.03.22 02:55 | modify | 15 | 0.10 | 192.023 | 191.886 | 191.061 | ||
| 61 | 2024.03.22 02:55 | modify | 14 | 0.10 | 192.561 | 191.886 | 191.061 | ||
| 62 | 2024.03.22 04:15 | sell | 17 | 0.10 | 191.500 | 0.000 | 0.000 | ||
| 63 | 2024.03.22 04:15 | modify | 17 | 0.10 | 191.500 | 192.036 | 191.061 | ||
| 64 | 2024.03.22 04:15 | modify | 16 | 0.10 | 191.646 | 192.036 | 191.061 | ||
| 65 | 2024.03.22 04:15 | modify | 15 | 0.10 | 192.023 | 192.036 | 191.061 | ||
| 66 | 2024.03.22 04:15 | modify | 14 | 0.10 | 192.561 | 192.036 | 191.061 | ||
| 67 | 2024.03.22 06:40 | t/p | 14 | 0.10 | 191.061 | 192.036 | 191.061 | 96.39 | 10462.95 |
| 68 | 2024.03.22 06:40 | t/p | 15 | 0.10 | 191.061 | 192.036 | 191.061 | 65.79 | 10528.74 |
| 69 | 2024.03.22 06:40 | t/p | 16 | 0.10 | 191.061 | 192.036 | 191.061 | 41.55 | 10570.29 |
| 70 | 2024.03.22 06:40 | t/p | 17 | 0.10 | 191.061 | 192.036 | 191.061 | 31.18 | 10601.47 |
| 71 | 2024.05.03 04:00 | buy | 18 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 72 | 2024.05.03 04:00 | modify | 18 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 73 | 2024.05.05 23:30 | buy | 19 | 0.10 | 192.635 | 0.000 | 0.000 | ||
| 74 | 2024.05.05 23:30 | modify | 19 | 0.10 | 192.635 | 192.170 | 193.595 | ||
| 75 | 2024.05.05 23:30 | modify | 18 | 0.10 | 192.095 | 192.170 | 193.595 | ||
| 76 | 2024.05.06 02:50 | buy | 20 | 0.10 | 193.011 | 0.000 | 0.000 | ||
| 77 | 2024.05.06 02:50 | modify | 20 | 0.10 | 193.011 | 192.770 | 193.595 | ||
| 78 | 2024.05.06 02:50 | modify | 19 | 0.10 | 192.635 | 192.770 | 193.595 | ||
| 79 | 2024.05.06 02:50 | modify | 18 | 0.10 | 192.095 | 192.770 | 193.595 | ||
| 80 | 2024.05.06 03:59 | buy | 21 | 0.10 | 193.159 | 0.000 | 0.000 | ||
| 81 | 2024.05.06 03:59 | modify | 21 | 0.10 | 193.159 | 192.620 | 193.595 | ||
| 82 | 2024.05.06 03:59 | modify | 20 | 0.10 | 193.011 | 192.620 | 193.595 | ||
| 83 | 2024.05.06 03:59 | modify | 19 | 0.10 | 192.635 | 192.620 | 193.595 | ||
| 84 | 2024.05.06 03:59 | modify | 18 | 0.10 | 192.095 | 192.620 | 193.595 | ||
| 85 | 2024.05.06 14:40 | t/p | 18 | 0.10 | 193.595 | 192.620 | 193.595 | 107.67 | 10709.14 |
| 86 | 2024.05.06 14:40 | t/p | 19 | 0.10 | 193.595 | 192.620 | 193.595 | 69.32 | 10778.46 |
| 87 | 2024.05.06 14:40 | t/p | 20 | 0.10 | 193.595 | 192.620 | 193.595 | 41.48 | 10819.94 |
| 88 | 2024.05.06 14:40 | t/p | 21 | 0.10 | 193.595 | 192.620 | 193.595 | 30.96 | 10850.90 |
| 89 | 2024.05.13 20:00 | sell | 22 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 90 | 2024.05.13 20:00 | modify | 22 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 91 | 2024.05.16 00:40 | sell | 23 | 0.10 | 195.052 | 0.000 | 0.000 | ||
| 92 | 2024.05.16 00:40 | modify | 23 | 0.10 | 195.052 | 195.601 | 194.626 | ||
| 93 | 2024.05.16 00:40 | modify | 22 | 0.10 | 196.126 | 195.601 | 194.626 | ||
| 94 | 2024.05.16 01:25 | sell | 24 | 0.10 | 195.214 | 0.000 | 0.000 | ||
| 95 | 2024.05.16 01:25 | modify | 24 | 0.10 | 195.214 | 195.451 | 194.626 | ||
| 96 | 2024.05.16 01:30 | modify | 24 | 0.10 | 195.214 | 195.601 | 194.626 | ||
| 97 | 2024.05.16 02:05 | s/l | 22 | 0.10 | 195.601 | 195.601 | 194.626 | 24.61 | 10875.51 |
| 98 | 2024.05.16 02:05 | s/l | 23 | 0.10 | 195.601 | 195.601 | 194.626 | -38.98 | 10836.53 |
| 99 | 2024.05.16 02:05 | s/l | 24 | 0.10 | 195.601 | 195.601 | 194.626 | -27.48 | 10809.05 |
| 100 | 2024.07.03 20:00 | sell | 25 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 101 | 2024.07.03 20:00 | modify | 25 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 102 | 2024.07.04 10:53 | sell | 26 | 0.10 | 205.454 | 0.000 | 0.000 | ||
| 103 | 2024.07.04 10:53 | modify | 26 | 0.10 | 205.454 | 205.928 | 204.503 | ||
| 104 | 2024.07.04 10:53 | modify | 25 | 0.10 | 206.003 | 205.928 | 204.503 | ||
| 105 | 2024.07.05 06:05 | sell | 27 | 0.10 | 205.096 | 0.000 | 0.000 | ||
| 106 | 2024.07.05 06:05 | modify | 27 | 0.10 | 205.096 | 205.328 | 204.503 | ||
| 107 | 2024.07.05 06:05 | modify | 26 | 0.10 | 205.454 | 205.328 | 204.503 | ||
| 108 | 2024.07.05 06:05 | modify | 25 | 0.10 | 206.003 | 205.328 | 204.503 | ||
| 109 | 2024.07.05 06:40 | s/l | 25 | 0.10 | 205.328 | 205.328 | 204.503 | 37.80 | 10846.85 |
| 110 | 2024.07.05 06:40 | s/l | 26 | 0.10 | 205.328 | 205.328 | 204.503 | 6.41 | 10853.26 |
| 111 | 2024.07.05 06:40 | s/l | 27 | 0.10 | 205.328 | 205.328 | 204.503 | -16.48 | 10836.78 |
| 112 | 2024.07.25 12:00 | buy | 28 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 113 | 2024.07.25 12:00 | modify | 28 | 0.10 | 196.621 | 195.521 | 198.121 | ||
| 114 | 2024.07.25 12:30 | buy | 29 | 0.10 | 197.526 | 0.000 | 0.000 | ||
| 115 | 2024.07.25 12:30 | modify | 29 | 0.10 | 197.526 | 197.296 | 198.121 | ||
| 116 | 2024.07.25 12:30 | modify | 28 | 0.10 | 196.621 | 197.296 | 198.121 | ||
| 117 | 2024.07.25 12:55 | buy | 30 | 0.10 | 197.685 | 0.000 | 0.000 | ||
| 118 | 2024.07.25 12:55 | modify | 30 | 0.10 | 197.685 | 197.146 | 198.121 | ||
| 119 | 2024.07.25 12:55 | modify | 29 | 0.10 | 197.526 | 197.146 | 198.121 | ||
| 120 | 2024.07.25 12:55 | modify | 28 | 0.10 | 196.621 | 197.146 | 198.121 | ||
| 121 | 2024.07.25 13:30 | t/p | 28 | 0.10 | 198.121 | 197.146 | 198.121 | 106.52 | 10943.30 |
| 122 | 2024.07.25 13:30 | t/p | 29 | 0.10 | 198.121 | 197.146 | 198.121 | 42.25 | 10985.55 |
| 123 | 2024.07.25 13:30 | t/p | 30 | 0.10 | 198.121 | 197.146 | 198.121 | 30.96 | 11016.51 |
| 124 | 2024.08.16 04:00 | sell | 31 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 125 | 2024.08.16 04:00 | modify | 31 | 0.10 | 191.633 | 192.733 | 190.133 | ||
| 126 | 2024.08.16 11:59 | sell | 32 | 0.10 | 191.101 | 0.000 | 0.000 | ||
| 127 | 2024.08.16 11:59 | modify | 32 | 0.10 | 191.101 | 191.558 | 190.133 | ||
| 128 | 2024.08.16 11:59 | modify | 31 | 0.10 | 191.633 | 191.558 | 190.133 | ||
| 129 | 2024.08.16 12:30 | sell | 33 | 0.10 | 190.707 | 0.000 | 0.000 | ||
| 130 | 2024.08.16 12:30 | modify | 33 | 0.10 | 190.707 | 190.958 | 190.133 | ||
| 131 | 2024.08.16 12:30 | modify | 32 | 0.10 | 191.101 | 190.958 | 190.133 | ||
| 132 | 2024.08.16 12:30 | modify | 31 | 0.10 | 191.633 | 190.958 | 190.133 | ||
| 133 | 2024.08.16 13:25 | sell | 34 | 0.10 | 190.560 | 0.000 | 0.000 | ||
| 134 | 2024.08.16 13:25 | modify | 34 | 0.10 | 190.560 | 191.108 | 190.133 | ||
| 135 | 2024.08.16 13:25 | modify | 33 | 0.10 | 190.707 | 191.108 | 190.133 | ||
| 136 | 2024.08.16 13:25 | modify | 32 | 0.10 | 191.101 | 191.108 | 190.133 | ||
| 137 | 2024.08.16 13:25 | modify | 31 | 0.10 | 191.633 | 191.108 | 190.133 | ||
| 138 | 2024.08.16 15:30 | s/l | 31 | 0.10 | 191.108 | 191.108 | 190.133 | 37.28 | 11053.79 |
| 139 | 2024.08.16 15:30 | s/l | 32 | 0.10 | 191.108 | 191.108 | 190.133 | -0.50 | 11053.29 |
| 140 | 2024.08.16 15:30 | s/l | 33 | 0.10 | 191.108 | 191.108 | 190.133 | -28.47 | 11024.82 |
| 141 | 2024.08.16 15:30 | s/l | 34 | 0.10 | 191.108 | 191.108 | 190.133 | -38.91 | 10985.91 |