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=0; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 264.80 | Gross profit | 1571.26 | Gross loss | -1306.46 |
| Profit factor | 1.20 | Expected payoff | 6.62 | ||
| Absolute drawdown | 223.23 | Maximal drawdown | 342.65 (3.39%) | Relative drawdown | 3.39% (342.65) |
| Total trades | 40 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 19 (42.11%) |
| Profit trades (% of total) | 21 (52.50%) | Loss trades (% of total) | 19 (47.50%) | ||
| Largest | profit trade | 108.66 | loss trade | -95.73 | |
| Average | profit trade | 74.82 | loss trade | -68.76 | |
| Maximum | consecutive wins (profit in money) | 3 (248.82) | consecutive losses (loss in money) | 4 (-249.96) | |
| Maximal | consecutive profit (count of wins) | 248.82 (3) | consecutive loss (count of losses) | -249.96 (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 | 182.455 | 185.055 | ||
| 3 | 2023.09.08 08:00 | buy | 2 | 0.10 | 184.182 | 0.000 | 0.000 | ||
| 4 | 2023.09.08 08:00 | modify | 2 | 0.10 | 184.182 | 183.855 | 185.055 | ||
| 5 | 2023.09.08 08:00 | modify | 1 | 0.10 | 183.555 | 183.855 | 185.055 | ||
| 6 | 2023.09.08 12:00 | s/l | 1 | 0.10 | 183.855 | 183.855 | 185.055 | 22.41 | 10022.41 |
| 7 | 2023.09.08 12:00 | s/l | 2 | 0.10 | 183.855 | 183.855 | 185.055 | -23.19 | 9999.22 |
| 8 | 2023.09.14 16:00 | buy | 3 | 0.10 | 182.643 | 0.000 | 0.000 | ||
| 9 | 2023.09.14 16:00 | modify | 3 | 0.10 | 182.643 | 181.543 | 184.143 | ||
| 10 | 2023.09.15 08:00 | buy | 4 | 0.10 | 183.774 | 0.000 | 0.000 | ||
| 11 | 2023.09.15 08:00 | modify | 4 | 0.10 | 183.774 | 183.318 | 184.143 | ||
| 12 | 2023.09.15 08:00 | modify | 3 | 0.10 | 182.643 | 183.318 | 184.143 | ||
| 13 | 2023.09.15 12:00 | s/l | 3 | 0.10 | 183.318 | 183.318 | 184.143 | 49.01 | 10048.23 |
| 14 | 2023.09.15 12:00 | s/l | 4 | 0.10 | 183.318 | 183.318 | 184.143 | -32.34 | 10015.89 |
| 15 | 2023.09.21 12:00 | buy | 5 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 16 | 2023.09.21 12:00 | modify | 5 | 0.10 | 181.552 | 180.452 | 183.052 | ||
| 17 | 2023.10.03 16:00 | s/l | 5 | 0.10 | 180.452 | 180.452 | 183.052 | -66.59 | 9949.30 |
| 18 | 2023.10.03 16:00 | buy | 6 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 19 | 2023.10.03 16:00 | modify | 6 | 0.10 | 180.016 | 178.916 | 181.516 | ||
| 20 | 2023.10.04 12:00 | buy | 7 | 0.10 | 180.621 | 0.000 | 0.000 | ||
| 21 | 2023.10.04 12:00 | modify | 7 | 0.10 | 180.621 | 180.316 | 181.516 | ||
| 22 | 2023.10.04 12:00 | modify | 6 | 0.10 | 180.016 | 180.316 | 181.516 | ||
| 23 | 2023.10.05 04:00 | s/l | 6 | 0.10 | 180.316 | 180.316 | 181.516 | 25.85 | 9975.15 |
| 24 | 2023.10.05 04:00 | s/l | 7 | 0.10 | 180.316 | 180.316 | 181.516 | -18.20 | 9956.94 |
| 25 | 2023.10.06 12:00 | sell | 8 | 0.10 | 182.017 | 0.000 | 0.000 | ||
| 26 | 2023.10.06 12:00 | modify | 8 | 0.10 | 182.017 | 183.117 | 180.517 | ||
| 27 | 2023.10.11 08:00 | s/l | 8 | 0.10 | 183.117 | 183.117 | 180.517 | -85.60 | 9871.34 |
| 28 | 2023.10.23 16:00 | sell | 9 | 0.10 | 183.221 | 0.000 | 0.000 | ||
| 29 | 2023.10.23 16:00 | modify | 9 | 0.10 | 183.221 | 184.321 | 181.721 | ||
| 30 | 2023.10.25 12:00 | t/p | 9 | 0.10 | 181.721 | 184.321 | 181.721 | 101.29 | 9972.64 |
| 31 | 2023.10.31 12:00 | sell | 10 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 32 | 2023.10.31 12:00 | modify | 10 | 0.10 | 183.583 | 184.683 | 182.083 | ||
| 33 | 2023.11.03 16:00 | s/l | 10 | 0.10 | 184.683 | 184.683 | 182.083 | -90.68 | 9881.96 |
| 34 | 2023.11.03 16:00 | sell | 11 | 0.10 | 184.779 | 0.000 | 0.000 | ||
| 35 | 2023.11.03 16:00 | modify | 11 | 0.10 | 184.779 | 185.879 | 183.279 | ||
| 36 | 2023.11.06 12:00 | s/l | 11 | 0.10 | 185.879 | 185.879 | 183.279 | -80.53 | 9801.43 |
| 37 | 2023.11.14 16:00 | sell | 12 | 0.10 | 187.865 | 0.000 | 0.000 | ||
| 38 | 2023.11.14 16:00 | modify | 12 | 0.10 | 187.865 | 188.965 | 186.365 | ||
| 39 | 2023.11.16 20:00 | sell | 13 | 0.10 | 187.015 | 0.000 | 0.000 | ||
| 40 | 2023.11.16 20:00 | modify | 13 | 0.10 | 187.015 | 187.490 | 186.365 | ||
| 41 | 2023.11.16 20:00 | modify | 12 | 0.10 | 187.865 | 187.490 | 186.365 | ||
| 42 | 2023.11.17 08:00 | t/p | 12 | 0.10 | 186.365 | 187.490 | 186.365 | 93.70 | 9895.13 |
| 43 | 2023.11.17 08:00 | t/p | 13 | 0.10 | 186.365 | 187.490 | 186.365 | 43.56 | 9938.69 |
| 44 | 2023.11.17 12:00 | buy | 14 | 0.10 | 185.852 | 0.000 | 0.000 | ||
| 45 | 2023.11.17 12:00 | modify | 14 | 0.10 | 185.852 | 184.752 | 187.352 | ||
| 46 | 2023.11.20 12:00 | s/l | 14 | 0.10 | 184.752 | 184.752 | 187.352 | -76.87 | 9861.82 |
| 47 | 2023.11.20 12:00 | buy | 15 | 0.10 | 184.856 | 0.000 | 0.000 | ||
| 48 | 2023.11.20 12:00 | modify | 15 | 0.10 | 184.856 | 183.756 | 186.356 | ||
| 49 | 2023.11.22 08:00 | t/p | 15 | 0.10 | 186.356 | 183.756 | 186.356 | 108.66 | 9970.48 |
| 50 | 2023.11.24 16:00 | sell | 16 | 0.10 | 188.554 | 0.000 | 0.000 | ||
| 51 | 2023.11.24 16:00 | modify | 16 | 0.10 | 188.554 | 189.654 | 187.054 | ||
| 52 | 2023.11.27 16:00 | sell | 17 | 0.10 | 187.709 | 0.000 | 0.000 | ||
| 53 | 2023.11.27 16:00 | modify | 17 | 0.10 | 187.709 | 188.179 | 187.054 | ||
| 54 | 2023.11.27 16:00 | modify | 16 | 0.10 | 188.554 | 188.179 | 187.054 | ||
| 55 | 2023.11.29 00:00 | t/p | 16 | 0.10 | 187.054 | 188.179 | 187.054 | 98.77 | 10069.25 |
| 56 | 2023.11.29 00:00 | t/p | 17 | 0.10 | 187.054 | 188.179 | 187.054 | 41.38 | 10110.63 |
| 57 | 2023.12.04 16:00 | buy | 18 | 0.10 | 185.537 | 0.000 | 0.000 | ||
| 58 | 2023.12.04 16:00 | modify | 18 | 0.10 | 185.537 | 184.437 | 187.037 | ||
| 59 | 2023.12.07 04:00 | s/l | 18 | 0.10 | 184.437 | 184.437 | 187.037 | -72.30 | 10038.33 |
| 60 | 2023.12.19 12:00 | sell | 19 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 12:00 | modify | 19 | 0.10 | 183.913 | 185.013 | 182.413 | ||
| 62 | 2023.12.19 20:00 | sell | 20 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 63 | 2023.12.19 20:00 | modify | 20 | 0.10 | 183.079 | 183.538 | 182.413 | ||
| 64 | 2023.12.19 20:00 | modify | 19 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 65 | 2023.12.20 04:00 | sell | 21 | 0.10 | 182.767 | 0.000 | 0.000 | ||
| 66 | 2023.12.20 04:00 | modify | 21 | 0.10 | 182.767 | 183.238 | 182.413 | ||
| 67 | 2023.12.20 04:00 | modify | 20 | 0.10 | 183.079 | 183.238 | 182.413 | ||
| 68 | 2023.12.20 04:00 | modify | 19 | 0.10 | 183.913 | 183.238 | 182.413 | ||
| 69 | 2023.12.20 08:00 | t/p | 19 | 0.10 | 182.413 | 183.238 | 182.413 | 103.84 | 10142.17 |
| 70 | 2023.12.20 08:00 | t/p | 20 | 0.10 | 182.413 | 183.238 | 182.413 | 44.69 | 10186.86 |
| 71 | 2023.12.20 08:00 | t/p | 21 | 0.10 | 182.413 | 183.238 | 182.413 | 25.10 | 10211.96 |
| 72 | 2023.12.28 16:00 | buy | 22 | 0.10 | 179.949 | 0.000 | 0.000 | ||
| 73 | 2023.12.28 16:00 | modify | 22 | 0.10 | 179.949 | 178.849 | 181.449 | ||
| 74 | 2024.01.02 16:00 | s/l | 22 | 0.10 | 178.849 | 178.849 | 181.449 | -74.58 | 10137.37 |
| 75 | 2024.01.10 16:00 | sell | 23 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 76 | 2024.01.10 16:00 | modify | 23 | 0.10 | 185.452 | 186.552 | 183.952 | ||
| 77 | 2024.01.17 08:00 | s/l | 23 | 0.10 | 186.552 | 186.552 | 183.952 | -95.73 | 10041.64 |
| 78 | 2024.02.13 16:00 | sell | 24 | 0.10 | 189.757 | 0.000 | 0.000 | ||
| 79 | 2024.02.13 16:00 | modify | 24 | 0.10 | 189.757 | 190.857 | 188.257 | ||
| 80 | 2024.02.15 12:00 | t/p | 24 | 0.10 | 188.257 | 190.857 | 188.257 | 96.23 | 10137.87 |
| 81 | 2024.02.22 12:00 | sell | 25 | 0.10 | 190.474 | 0.000 | 0.000 | ||
| 82 | 2024.02.22 12:00 | modify | 25 | 0.10 | 190.474 | 191.574 | 188.974 | ||
| 83 | 2024.03.07 08:00 | t/p | 25 | 0.10 | 188.974 | 191.574 | 188.974 | 70.90 | 10208.77 |
| 84 | 2024.04.03 16:00 | sell | 26 | 0.10 | 191.610 | 0.000 | 0.000 | ||
| 85 | 2024.04.03 16:00 | modify | 26 | 0.10 | 191.610 | 192.710 | 190.110 | ||
| 86 | 2024.04.09 16:00 | s/l | 26 | 0.10 | 192.710 | 192.710 | 190.110 | -93.21 | 10115.56 |
| 87 | 2024.04.12 16:00 | buy | 27 | 0.10 | 190.757 | 0.000 | 0.000 | ||
| 88 | 2024.04.12 16:00 | modify | 27 | 0.10 | 190.757 | 189.657 | 192.257 | ||
| 89 | 2024.04.15 12:00 | t/p | 27 | 0.10 | 192.257 | 189.657 | 192.257 | 107.52 | 10223.08 |
| 90 | 2024.05.03 12:00 | buy | 28 | 0.10 | 192.368 | 0.000 | 0.000 | ||
| 91 | 2024.05.03 12:00 | modify | 28 | 0.10 | 192.368 | 191.268 | 193.868 | ||
| 92 | 2024.05.07 04:00 | t/p | 28 | 0.10 | 193.868 | 191.268 | 193.868 | 108.66 | 10331.75 |
| 93 | 2024.05.13 12:00 | sell | 29 | 0.10 | 195.559 | 0.000 | 0.000 | ||
| 94 | 2024.05.13 12:00 | modify | 29 | 0.10 | 195.559 | 196.659 | 194.059 | ||
| 95 | 2024.05.14 16:00 | s/l | 29 | 0.10 | 196.659 | 196.659 | 194.059 | -80.53 | 10251.21 |
| 96 | 2024.05.17 16:00 | sell | 30 | 0.10 | 197.600 | 0.000 | 0.000 | ||
| 97 | 2024.05.17 16:00 | modify | 30 | 0.10 | 197.600 | 198.700 | 196.100 | ||
| 98 | 2024.05.21 00:00 | s/l | 30 | 0.10 | 198.700 | 198.700 | 196.100 | -83.07 | 10168.15 |
| 99 | 2024.05.28 16:00 | sell | 31 | 0.10 | 200.585 | 0.000 | 0.000 | ||
| 100 | 2024.05.28 16:00 | modify | 31 | 0.10 | 200.585 | 201.685 | 199.085 | ||
| 101 | 2024.05.30 08:00 | t/p | 31 | 0.10 | 199.085 | 201.685 | 199.085 | 96.24 | 10264.38 |
| 102 | 2024.06.04 12:00 | buy | 32 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 103 | 2024.06.04 12:00 | modify | 32 | 0.10 | 197.658 | 196.558 | 199.158 | ||
| 104 | 2024.06.05 08:00 | t/p | 32 | 0.10 | 199.158 | 196.558 | 199.158 | 107.52 | 10371.90 |
| 105 | 2024.07.01 12:00 | sell | 33 | 0.10 | 204.222 | 0.000 | 0.000 | ||
| 106 | 2024.07.01 12:00 | modify | 33 | 0.10 | 204.222 | 205.322 | 202.722 | ||
| 107 | 2024.07.03 08:00 | s/l | 33 | 0.10 | 205.322 | 205.322 | 202.722 | -83.07 | 10288.84 |
| 108 | 2024.07.10 16:00 | sell | 34 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 109 | 2024.07.10 16:00 | modify | 34 | 0.10 | 207.690 | 208.790 | 206.190 | ||
| 110 | 2024.07.11 16:00 | t/p | 34 | 0.10 | 206.190 | 208.790 | 206.190 | 98.77 | 10387.61 |
| 111 | 2024.07.11 16:00 | buy | 35 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 112 | 2024.07.11 16:00 | modify | 35 | 0.10 | 204.858 | 203.758 | 206.358 | ||
| 113 | 2024.07.16 16:00 | buy | 36 | 0.10 | 205.479 | 0.000 | 0.000 | ||
| 114 | 2024.07.16 16:00 | modify | 36 | 0.10 | 205.479 | 205.158 | 206.358 | ||
| 115 | 2024.07.16 16:00 | modify | 35 | 0.10 | 204.858 | 205.158 | 206.358 | ||
| 116 | 2024.07.17 00:00 | s/l | 35 | 0.10 | 205.158 | 205.158 | 206.358 | 25.85 | 10413.45 |
| 117 | 2024.07.17 00:00 | s/l | 36 | 0.10 | 205.158 | 205.158 | 206.358 | -21.63 | 10391.83 |
| 118 | 2024.07.17 12:00 | buy | 37 | 0.10 | 204.009 | 0.000 | 0.000 | ||
| 119 | 2024.07.17 12:00 | modify | 37 | 0.10 | 204.009 | 202.909 | 205.509 | ||
| 120 | 2024.07.18 00:00 | s/l | 37 | 0.10 | 202.909 | 202.909 | 205.509 | -74.58 | 10317.24 |
| 121 | 2024.07.23 16:00 | buy | 38 | 0.10 | 201.521 | 0.000 | 0.000 | ||
| 122 | 2024.07.23 16:00 | modify | 38 | 0.10 | 201.521 | 200.421 | 203.021 | ||
| 123 | 2024.07.24 04:00 | s/l | 38 | 0.10 | 200.421 | 200.421 | 203.021 | -76.87 | 10240.37 |
| 124 | 2024.08.02 16:00 | buy | 39 | 0.10 | 188.120 | 0.000 | 0.000 | ||
| 125 | 2024.08.02 16:00 | modify | 39 | 0.10 | 188.120 | 187.020 | 189.620 | ||
| 126 | 2024.08.05 00:00 | s/l | 39 | 0.10 | 187.020 | 187.020 | 189.620 | -76.88 | 10163.49 |
| 127 | 2024.08.15 16:00 | sell | 40 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 128 | 2024.08.15 16:00 | modify | 40 | 0.10 | 191.529 | 192.629 | 190.029 | ||
| 129 | 2024.08.19 04:00 | t/p | 40 | 0.10 | 190.029 | 192.629 | 190.029 | 101.30 | 10264.80 |