Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2612 | Ticks modelled | 79823 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1066.55 | Gross profit | 1261.93 | Gross loss | -195.38 |
| Profit factor | 6.46 | Expected payoff | 38.09 | ||
| Absolute drawdown | 109.06 | Maximal drawdown | 187.20 (11.50%) | Relative drawdown | 12.18% (123.52) |
| Total trades | 28 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
| Largest | profit trade | 99.89 | loss trade | -96.80 | |
| Average | profit trade | 57.36 | loss trade | -32.56 | |
| Maximum | consecutive wins (profit in money) | 9 (550.65) | consecutive losses (loss in money) | 3 (-54.06) | |
| Maximal | consecutive profit (count of wins) | 550.65 (9) | consecutive loss (count of losses) | -96.80 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 182.340 | 180.840 | 183.840 | ||
| 3 | 2023.12.07 17:20 | s/l | 1 | 0.10 | 180.840 | 180.840 | 183.840 | -96.80 | 903.20 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 183.913 | 185.413 | 182.413 | ||
| 6 | 2023.12.19 15:50 | sell | 3 | 0.10 | 183.145 | 0.000 | 0.000 | ||
| 7 | 2023.12.19 15:50 | modify | 3 | 0.10 | 183.145 | 183.763 | 182.413 | ||
| 8 | 2023.12.19 15:50 | sell | 4 | 0.10 | 183.145 | 0.000 | 0.000 | ||
| 9 | 2023.12.19 15:50 | modify | 4 | 0.10 | 183.145 | 183.538 | 182.413 | ||
| 10 | 2023.12.19 15:50 | modify | 2 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 11 | 2023.12.19 15:55 | modify | 3 | 0.10 | 183.145 | 183.538 | 182.413 | ||
| 12 | 2023.12.20 00:50 | sell | 5 | 0.10 | 182.992 | 0.000 | 0.000 | ||
| 13 | 2023.12.20 00:50 | modify | 5 | 0.10 | 182.992 | 183.388 | 182.413 | ||
| 14 | 2023.12.20 00:50 | modify | 4 | 0.10 | 183.145 | 183.388 | 182.413 | ||
| 15 | 2023.12.20 00:50 | modify | 3 | 0.10 | 183.145 | 183.388 | 182.413 | ||
| 16 | 2023.12.20 00:50 | modify | 2 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 17 | 2023.12.20 07:20 | t/p | 2 | 0.10 | 182.413 | 183.388 | 182.413 | 94.52 | 997.72 |
| 18 | 2023.12.20 07:20 | t/p | 3 | 0.10 | 182.413 | 183.388 | 182.413 | 44.96 | 1042.67 |
| 19 | 2023.12.20 07:20 | t/p | 4 | 0.10 | 182.413 | 183.388 | 182.413 | 44.96 | 1087.63 |
| 20 | 2023.12.20 07:20 | t/p | 5 | 0.10 | 182.413 | 183.388 | 182.413 | 37.36 | 1124.99 |
| 21 | 2024.05.02 16:00 | buy | 6 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 22 | 2024.05.02 16:00 | modify | 6 | 0.10 | 192.363 | 190.863 | 193.863 | ||
| 23 | 2024.05.06 03:30 | buy | 7 | 0.10 | 193.138 | 0.000 | 0.000 | ||
| 24 | 2024.05.06 03:30 | modify | 7 | 0.10 | 193.138 | 192.513 | 193.863 | ||
| 25 | 2024.05.06 03:30 | buy | 8 | 0.10 | 193.138 | 0.000 | 0.000 | ||
| 26 | 2024.05.06 03:30 | modify | 8 | 0.10 | 193.138 | 192.738 | 193.863 | ||
| 27 | 2024.05.06 03:30 | modify | 6 | 0.10 | 192.363 | 192.738 | 193.863 | ||
| 28 | 2024.05.06 03:35 | modify | 7 | 0.10 | 193.138 | 192.738 | 193.863 | ||
| 29 | 2024.05.06 07:20 | buy | 9 | 0.10 | 193.282 | 0.000 | 0.000 | ||
| 30 | 2024.05.06 07:20 | modify | 9 | 0.10 | 193.282 | 192.888 | 193.863 | ||
| 31 | 2024.05.06 07:20 | modify | 8 | 0.10 | 193.138 | 192.888 | 193.863 | ||
| 32 | 2024.05.06 07:20 | modify | 7 | 0.10 | 193.138 | 192.888 | 193.863 | ||
| 33 | 2024.05.06 07:20 | modify | 6 | 0.10 | 192.363 | 192.888 | 193.863 | ||
| 34 | 2024.05.07 01:40 | t/p | 6 | 0.10 | 193.863 | 192.888 | 193.863 | 99.89 | 1224.88 |
| 35 | 2024.05.07 01:40 | t/p | 7 | 0.10 | 193.863 | 192.888 | 193.863 | 47.81 | 1272.69 |
| 36 | 2024.05.07 01:40 | t/p | 8 | 0.10 | 193.863 | 192.888 | 193.863 | 47.81 | 1320.50 |
| 37 | 2024.05.07 01:40 | t/p | 9 | 0.10 | 193.863 | 192.888 | 193.863 | 38.52 | 1359.01 |
| 38 | 2024.07.11 16:00 | buy | 10 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 39 | 2024.07.11 16:00 | modify | 10 | 0.10 | 204.858 | 203.358 | 206.358 | ||
| 40 | 2024.07.11 23:05 | buy | 11 | 0.10 | 205.772 | 0.000 | 0.000 | ||
| 41 | 2024.07.11 23:05 | modify | 11 | 0.10 | 205.772 | 205.383 | 206.358 | ||
| 42 | 2024.07.11 23:05 | modify | 10 | 0.10 | 204.858 | 205.383 | 206.358 | ||
| 43 | 2024.07.11 23:20 | s/l | 10 | 0.10 | 205.383 | 205.383 | 206.358 | 33.89 | 1392.90 |
| 44 | 2024.07.11 23:20 | s/l | 11 | 0.10 | 205.383 | 205.383 | 206.358 | -25.10 | 1367.80 |
| 45 | 2024.08.07 12:00 | sell | 12 | 0.10 | 187.334 | 0.000 | 0.000 | ||
| 46 | 2024.08.07 12:00 | modify | 12 | 0.10 | 187.334 | 188.834 | 185.834 | ||
| 47 | 2024.08.07 17:40 | sell | 13 | 0.10 | 186.556 | 0.000 | 0.000 | ||
| 48 | 2024.08.07 17:40 | modify | 13 | 0.10 | 186.556 | 187.184 | 185.834 | ||
| 49 | 2024.08.07 17:40 | sell | 14 | 0.10 | 186.556 | 0.000 | 0.000 | ||
| 50 | 2024.08.07 17:40 | modify | 14 | 0.10 | 186.556 | 186.959 | 185.834 | ||
| 51 | 2024.08.07 17:40 | modify | 12 | 0.10 | 187.334 | 186.959 | 185.834 | ||
| 52 | 2024.08.07 17:45 | modify | 13 | 0.10 | 186.556 | 186.959 | 185.834 | ||
| 53 | 2024.08.07 22:40 | t/p | 12 | 0.10 | 185.834 | 186.959 | 185.834 | 96.80 | 1464.60 |
| 54 | 2024.08.07 22:40 | t/p | 13 | 0.10 | 185.834 | 186.959 | 185.834 | 46.59 | 1511.19 |
| 55 | 2024.08.07 22:40 | t/p | 14 | 0.10 | 185.834 | 186.959 | 185.834 | 46.59 | 1557.78 |
| 56 | 2024.08.15 16:00 | sell | 15 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 57 | 2024.08.15 16:00 | modify | 15 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 58 | 2024.08.16 14:15 | sell | 16 | 0.10 | 190.618 | 0.000 | 0.000 | ||
| 59 | 2024.08.16 14:15 | modify | 16 | 0.10 | 190.618 | 191.004 | 190.029 | ||
| 60 | 2024.08.16 14:15 | modify | 15 | 0.10 | 191.529 | 191.004 | 190.029 | ||
| 61 | 2024.08.16 14:25 | sell | 17 | 0.10 | 190.778 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 14:25 | modify | 17 | 0.10 | 190.778 | 191.379 | 190.029 | ||
| 63 | 2024.08.16 14:25 | sell | 18 | 0.10 | 190.778 | 0.000 | 0.000 | ||
| 64 | 2024.08.16 14:25 | modify | 18 | 0.10 | 190.778 | 191.154 | 190.029 | ||
| 65 | 2024.08.16 14:30 | modify | 18 | 0.10 | 190.778 | 191.004 | 190.029 | ||
| 66 | 2024.08.16 14:30 | modify | 17 | 0.10 | 190.778 | 191.004 | 190.029 | ||
| 67 | 2024.08.16 14:40 | s/l | 15 | 0.10 | 191.004 | 191.004 | 190.029 | 31.60 | 1589.38 |
| 68 | 2024.08.16 14:40 | s/l | 16 | 0.10 | 191.004 | 191.004 | 190.029 | -24.90 | 1564.48 |
| 69 | 2024.08.16 14:40 | s/l | 17 | 0.10 | 191.004 | 191.004 | 190.029 | -14.58 | 1549.90 |
| 70 | 2024.08.16 14:40 | s/l | 18 | 0.10 | 191.004 | 191.004 | 190.029 | -14.58 | 1535.32 |
| 71 | 2024.09.27 16:00 | buy | 19 | 0.10 | 191.026 | 0.000 | 0.000 | ||
| 72 | 2024.09.27 16:00 | modify | 19 | 0.10 | 191.026 | 189.526 | 192.526 | ||
| 73 | 2024.09.30 14:40 | buy | 20 | 0.10 | 191.927 | 0.000 | 0.000 | ||
| 74 | 2024.09.30 14:40 | modify | 20 | 0.10 | 191.927 | 191.551 | 192.526 | ||
| 75 | 2024.09.30 14:40 | modify | 19 | 0.10 | 191.026 | 191.551 | 192.526 | ||
| 76 | 2024.09.30 17:25 | buy | 21 | 0.10 | 191.793 | 0.000 | 0.000 | ||
| 77 | 2024.09.30 17:25 | modify | 21 | 0.10 | 191.793 | 191.176 | 192.526 | ||
| 78 | 2024.09.30 17:25 | buy | 22 | 0.10 | 191.793 | 0.000 | 0.000 | ||
| 79 | 2024.09.30 17:25 | modify | 22 | 0.10 | 191.793 | 191.401 | 192.526 | ||
| 80 | 2024.09.30 17:30 | modify | 22 | 0.10 | 191.793 | 191.551 | 192.526 | ||
| 81 | 2024.09.30 17:30 | modify | 21 | 0.10 | 191.793 | 191.551 | 192.526 | ||
| 82 | 2024.10.01 00:30 | t/p | 19 | 0.10 | 192.526 | 191.551 | 192.526 | 98.86 | 1634.18 |
| 83 | 2024.10.01 00:30 | t/p | 20 | 0.10 | 192.526 | 191.551 | 192.526 | 39.69 | 1673.87 |
| 84 | 2024.10.01 00:30 | t/p | 21 | 0.10 | 192.526 | 191.551 | 192.526 | 48.33 | 1722.20 |
| 85 | 2024.10.01 00:30 | t/p | 22 | 0.10 | 192.526 | 191.551 | 192.526 | 48.33 | 1770.53 |
| 86 | 2024.10.02 16:00 | sell | 23 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 87 | 2024.10.02 16:00 | modify | 23 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 88 | 2024.10.03 08:40 | t/p | 23 | 0.10 | 192.303 | 195.303 | 192.303 | 89.94 | 1860.47 |
| 89 | 2024.10.04 16:00 | sell | 24 | 0.10 | 194.875 | 0.000 | 0.000 | ||
| 90 | 2024.10.04 16:00 | modify | 24 | 0.10 | 194.875 | 196.375 | 193.375 | ||
| 91 | 2024.10.07 08:50 | sell | 25 | 0.10 | 194.097 | 0.000 | 0.000 | ||
| 92 | 2024.10.07 08:50 | modify | 25 | 0.10 | 194.097 | 194.725 | 193.375 | ||
| 93 | 2024.10.07 08:50 | sell | 26 | 0.10 | 194.097 | 0.000 | 0.000 | ||
| 94 | 2024.10.07 08:50 | modify | 26 | 0.10 | 194.097 | 194.500 | 193.375 | ||
| 95 | 2024.10.07 08:50 | modify | 24 | 0.10 | 194.875 | 194.500 | 193.375 | ||
| 96 | 2024.10.07 08:55 | modify | 25 | 0.10 | 194.097 | 194.500 | 193.375 | ||
| 97 | 2024.10.07 11:59 | sell | 27 | 0.10 | 193.961 | 0.000 | 0.000 | ||
| 98 | 2024.10.07 11:59 | modify | 27 | 0.10 | 193.961 | 194.350 | 193.375 | ||
| 99 | 2024.10.07 11:59 | modify | 26 | 0.10 | 194.097 | 194.350 | 193.375 | ||
| 100 | 2024.10.07 11:59 | modify | 25 | 0.10 | 194.097 | 194.350 | 193.375 | ||
| 101 | 2024.10.07 11:59 | modify | 24 | 0.10 | 194.875 | 194.350 | 193.375 | ||
| 102 | 2024.10.07 22:40 | t/p | 24 | 0.10 | 193.375 | 194.350 | 193.375 | 94.51 | 1954.97 |
| 103 | 2024.10.07 22:40 | t/p | 25 | 0.10 | 193.375 | 194.350 | 193.375 | 46.59 | 2001.56 |
| 104 | 2024.10.07 22:40 | t/p | 26 | 0.10 | 193.375 | 194.350 | 193.375 | 46.59 | 2048.15 |
| 105 | 2024.10.07 22:40 | t/p | 27 | 0.10 | 193.375 | 194.350 | 193.375 | 37.82 | 2085.97 |
| 106 | 2024.10.31 16:00 | buy | 28 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 107 | 2024.10.31 16:00 | modify | 28 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 108 | 2024.10.31 23:59 | close at stop | 28 | 0.10 | 195.592 | 194.393 | 197.393 | -19.42 | 2066.55 |