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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 347.23 | Gross profit | 760.46 | Gross loss | -413.23 |
| Profit factor | 1.84 | Expected payoff | 14.47 | ||
| Absolute drawdown | 40.26 | Maximal drawdown | 216.10 (2.10%) | Relative drawdown | 2.10% (216.10) |
| Total trades | 24 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 13 (54.17%) | Loss trades (% of total) | 11 (45.83%) | ||
| Largest | profit trade | 72.05 | loss trade | -50.14 | |
| Average | profit trade | 58.50 | loss trade | -37.57 | |
| Maximum | consecutive wins (profit in money) | 4 (268.16) | consecutive losses (loss in money) | 4 (-149.66) | |
| Maximal | consecutive profit (count of wins) | 268.16 (4) | consecutive loss (count of losses) | -149.66 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.07 12:00 | buy | 1 | 0.10 | 183.555 | 0.000 | 0.000 | ||
| 2 | 2023.09.07 12:00 | modify | 1 | 0.10 | 183.555 | 182.955 | 184.555 | ||
| 3 | 2023.09.11 00:00 | s/l | 1 | 0.10 | 182.955 | 182.955 | 184.555 | -40.26 | 9959.74 |
| 4 | 2023.09.14 16:00 | buy | 2 | 0.10 | 182.643 | 0.000 | 0.000 | ||
| 5 | 2023.09.14 16:00 | modify | 2 | 0.10 | 182.643 | 182.043 | 183.643 | ||
| 6 | 2023.09.15 08:00 | t/p | 2 | 0.10 | 183.643 | 182.043 | 183.643 | 72.05 | 10031.80 |
| 7 | 2023.09.21 12:00 | buy | 3 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 8 | 2023.09.21 12:00 | modify | 3 | 0.10 | 181.552 | 180.952 | 182.552 | ||
| 9 | 2023.09.25 20:00 | buy | 4 | 0.10 | 181.764 | 0.000 | 0.000 | ||
| 10 | 2023.09.25 20:00 | modify | 4 | 0.10 | 181.764 | 181.602 | 182.552 | ||
| 11 | 2023.09.25 20:00 | modify | 3 | 0.10 | 181.552 | 181.602 | 182.552 | ||
| 12 | 2023.09.26 04:00 | s/l | 3 | 0.10 | 181.602 | 181.602 | 182.552 | 6.98 | 10038.77 |
| 13 | 2023.09.26 04:00 | s/l | 4 | 0.10 | 181.602 | 181.602 | 182.552 | -10.35 | 10028.42 |
| 14 | 2023.10.03 16:00 | buy | 5 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 15 | 2023.10.03 16:00 | modify | 5 | 0.10 | 180.016 | 179.416 | 181.016 | ||
| 16 | 2023.10.04 16:00 | t/p | 5 | 0.10 | 181.016 | 179.416 | 181.016 | 72.05 | 10100.47 |
| 17 | 2023.10.06 12:00 | sell | 6 | 0.10 | 182.017 | 0.000 | 0.000 | ||
| 18 | 2023.10.06 12:00 | modify | 6 | 0.10 | 182.017 | 182.617 | 181.017 | ||
| 19 | 2023.10.06 16:00 | s/l | 6 | 0.10 | 182.617 | 182.617 | 181.017 | -42.54 | 10057.93 |
| 20 | 2023.11.03 16:00 | sell | 7 | 0.10 | 184.779 | 0.000 | 0.000 | ||
| 21 | 2023.11.03 16:00 | modify | 7 | 0.10 | 184.779 | 185.379 | 183.779 | ||
| 22 | 2023.11.06 08:00 | s/l | 7 | 0.10 | 185.379 | 185.379 | 183.779 | -45.07 | 10012.86 |
| 23 | 2023.11.06 12:00 | sell | 8 | 0.10 | 185.882 | 0.000 | 0.000 | ||
| 24 | 2023.11.06 12:00 | modify | 8 | 0.10 | 185.882 | 186.482 | 184.882 | ||
| 25 | 2023.11.07 12:00 | t/p | 8 | 0.10 | 184.882 | 186.482 | 184.882 | 68.37 | 10081.23 |
| 26 | 2023.11.14 16:00 | sell | 9 | 0.10 | 187.865 | 0.000 | 0.000 | ||
| 27 | 2023.11.14 16:00 | modify | 9 | 0.10 | 187.865 | 188.465 | 186.865 | ||
| 28 | 2023.11.16 20:00 | t/p | 9 | 0.10 | 186.865 | 188.465 | 186.865 | 60.77 | 10141.99 |
| 29 | 2023.11.17 12:00 | buy | 10 | 0.10 | 185.852 | 0.000 | 0.000 | ||
| 30 | 2023.11.17 12:00 | modify | 10 | 0.10 | 185.852 | 185.252 | 186.852 | ||
| 31 | 2023.11.20 12:00 | s/l | 10 | 0.10 | 185.252 | 185.252 | 186.852 | -41.41 | 10100.59 |
| 32 | 2023.11.20 12:00 | buy | 11 | 0.10 | 184.856 | 0.000 | 0.000 | ||
| 33 | 2023.11.20 12:00 | modify | 11 | 0.10 | 184.856 | 184.256 | 185.856 | ||
| 34 | 2023.11.21 20:00 | t/p | 11 | 0.10 | 185.856 | 184.256 | 185.856 | 72.05 | 10172.64 |
| 35 | 2023.11.24 16:00 | sell | 12 | 0.10 | 188.554 | 0.000 | 0.000 | ||
| 36 | 2023.11.24 16:00 | modify | 12 | 0.10 | 188.554 | 189.154 | 187.554 | ||
| 37 | 2023.11.28 00:00 | t/p | 12 | 0.10 | 187.554 | 189.154 | 187.554 | 65.83 | 10238.47 |
| 38 | 2023.12.04 16:00 | buy | 13 | 0.10 | 185.537 | 0.000 | 0.000 | ||
| 39 | 2023.12.04 16:00 | modify | 13 | 0.10 | 185.537 | 184.937 | 186.537 | ||
| 40 | 2023.12.06 04:00 | buy | 14 | 0.10 | 185.755 | 0.000 | 0.000 | ||
| 41 | 2023.12.06 04:00 | modify | 14 | 0.10 | 185.755 | 185.587 | 186.537 | ||
| 42 | 2023.12.06 04:00 | modify | 13 | 0.10 | 185.537 | 185.587 | 186.537 | ||
| 43 | 2023.12.06 08:00 | s/l | 13 | 0.10 | 185.587 | 185.587 | 186.537 | 5.83 | 10244.30 |
| 44 | 2023.12.06 08:00 | s/l | 14 | 0.10 | 185.587 | 185.587 | 186.537 | -11.91 | 10232.39 |
| 45 | 2024.01.10 16:00 | sell | 15 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 46 | 2024.01.10 16:00 | modify | 15 | 0.10 | 185.452 | 186.052 | 184.452 | ||
| 47 | 2024.01.11 16:00 | s/l | 15 | 0.10 | 186.052 | 186.052 | 184.452 | -50.14 | 10182.25 |
| 48 | 2024.02.08 12:00 | sell | 16 | 0.10 | 188.024 | 0.000 | 0.000 | ||
| 49 | 2024.02.08 12:00 | modify | 16 | 0.10 | 188.024 | 188.624 | 187.024 | ||
| 50 | 2024.02.09 08:00 | s/l | 16 | 0.10 | 188.624 | 188.624 | 187.024 | -45.07 | 10137.18 |
| 51 | 2024.03.19 16:00 | sell | 17 | 0.10 | 191.588 | 0.000 | 0.000 | ||
| 52 | 2024.03.19 16:00 | modify | 17 | 0.10 | 191.588 | 192.188 | 190.588 | ||
| 53 | 2024.03.19 20:00 | s/l | 17 | 0.10 | 192.188 | 192.188 | 190.588 | -42.54 | 10094.64 |
| 54 | 2024.04.12 16:00 | buy | 18 | 0.10 | 190.757 | 0.000 | 0.000 | ||
| 55 | 2024.04.12 16:00 | modify | 18 | 0.10 | 190.757 | 190.157 | 191.757 | ||
| 56 | 2024.04.15 08:00 | t/p | 18 | 0.10 | 191.757 | 190.157 | 191.757 | 72.04 | 10166.68 |
| 57 | 2024.05.03 16:00 | buy | 19 | 0.10 | 191.827 | 0.000 | 0.000 | ||
| 58 | 2024.05.03 16:00 | modify | 19 | 0.10 | 191.827 | 191.227 | 192.827 | ||
| 59 | 2024.05.06 04:00 | t/p | 19 | 0.10 | 192.827 | 191.227 | 192.827 | 72.05 | 10238.73 |
| 60 | 2024.07.03 16:00 | sell | 20 | 0.10 | 206.108 | 0.000 | 0.000 | ||
| 61 | 2024.07.03 16:00 | modify | 20 | 0.10 | 206.108 | 206.708 | 205.108 | ||
| 62 | 2024.07.05 04:00 | t/p | 20 | 0.10 | 205.108 | 206.708 | 205.108 | 60.77 | 10299.50 |
| 63 | 2024.07.10 16:00 | sell | 21 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 64 | 2024.07.10 16:00 | modify | 21 | 0.10 | 207.690 | 208.290 | 206.690 | ||
| 65 | 2024.07.11 16:00 | t/p | 21 | 0.10 | 206.690 | 208.290 | 206.690 | 63.30 | 10362.80 |
| 66 | 2024.07.11 16:00 | buy | 22 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 67 | 2024.07.11 16:00 | modify | 22 | 0.10 | 204.858 | 204.258 | 205.858 | ||
| 68 | 2024.07.12 00:00 | s/l | 22 | 0.10 | 204.258 | 204.258 | 205.858 | -41.40 | 10321.40 |
| 69 | 2024.07.17 12:00 | buy | 23 | 0.10 | 204.009 | 0.000 | 0.000 | ||
| 70 | 2024.07.17 12:00 | modify | 23 | 0.10 | 204.009 | 203.409 | 205.009 | ||
| 71 | 2024.07.17 20:00 | s/l | 23 | 0.10 | 203.409 | 203.409 | 205.009 | -42.54 | 10278.86 |
| 72 | 2024.08.15 16:00 | sell | 24 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 73 | 2024.08.15 16:00 | modify | 24 | 0.10 | 191.529 | 192.129 | 190.529 | ||
| 74 | 2024.08.16 16:00 | t/p | 24 | 0.10 | 190.529 | 192.129 | 190.529 | 68.37 | 10347.23 |