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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 1912 | Ticks modelled | 35309637 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 440.86 | Gross profit | 863.52 | Gross loss | -422.66 |
| Profit factor | 2.04 | Expected payoff | 12.97 | ||
| Absolute drawdown | 110.23 | Maximal drawdown | 353.51 (20.93%) | Relative drawdown | 20.93% (353.51) |
| Total trades | 34 | Short positions (won %) | 19 (42.11%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 18 (52.94%) | Loss trades (% of total) | 16 (47.06%) | ||
| Largest | profit trade | 100.07 | loss trade | -96.98 | |
| Average | profit trade | 47.97 | loss trade | -26.42 | |
| Maximum | consecutive wins (profit in money) | 12 (698.19) | consecutive losses (loss in money) | 4 (-153.28) | |
| Maximal | consecutive profit (count of wins) | 698.19 (12) | consecutive loss (count of losses) | -153.28 (4) | |
| Average | consecutive wins | 3 | 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 17:43 | s/l | 1 | 0.10 | 180.840 | 180.840 | 183.840 | -96.97 | 903.03 |
| 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 15:06 | sell | 3 | 0.10 | 183.163 | 0.000 | 0.000 | ||
| 7 | 2023.12.19 15:06 | modify | 3 | 0.10 | 183.163 | 183.538 | 182.413 | ||
| 8 | 2023.12.19 15:06 | sell | 4 | 0.10 | 183.163 | 0.000 | 0.000 | ||
| 9 | 2023.12.19 15:06 | modify | 4 | 0.10 | 183.163 | 183.388 | 182.413 | ||
| 10 | 2023.12.19 15:06 | modify | 2 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 11 | 2023.12.19 15:06 | modify | 3 | 0.10 | 183.163 | 183.388 | 182.413 | ||
| 12 | 2023.12.19 15:50 | s/l | 2 | 0.10 | 183.388 | 183.388 | 182.413 | 33.94 | 936.97 |
| 13 | 2023.12.19 15:50 | s/l | 3 | 0.10 | 183.388 | 183.388 | 182.413 | -14.55 | 922.42 |
| 14 | 2023.12.19 15:50 | s/l | 4 | 0.10 | 183.388 | 183.388 | 182.413 | -14.55 | 907.87 |
| 15 | 2024.04.29 04:00 | sell | 5 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 16 | 2024.04.29 04:00 | modify | 5 | 0.10 | 199.601 | 201.101 | 198.101 | ||
| 17 | 2024.04.29 04:05 | sell | 6 | 0.10 | 198.836 | 0.000 | 0.000 | ||
| 18 | 2024.04.29 04:05 | modify | 6 | 0.10 | 198.836 | 199.226 | 198.101 | ||
| 19 | 2024.04.29 04:05 | sell | 7 | 0.10 | 198.836 | 0.000 | 0.000 | ||
| 20 | 2024.04.29 04:05 | modify | 7 | 0.10 | 198.836 | 199.076 | 198.101 | ||
| 21 | 2024.04.29 04:05 | modify | 5 | 0.10 | 199.601 | 199.076 | 198.101 | ||
| 22 | 2024.04.29 04:05 | modify | 6 | 0.10 | 198.836 | 199.076 | 198.101 | ||
| 23 | 2024.04.29 04:06 | t/p | 5 | 0.10 | 198.101 | 199.076 | 198.101 | 96.97 | 1004.84 |
| 24 | 2024.04.29 04:06 | t/p | 6 | 0.10 | 198.101 | 199.076 | 198.101 | 47.52 | 1052.36 |
| 25 | 2024.04.29 04:06 | t/p | 7 | 0.10 | 198.101 | 199.076 | 198.101 | 47.52 | 1099.88 |
| 26 | 2024.05.02 16:00 | buy | 8 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 27 | 2024.05.02 16:00 | modify | 8 | 0.10 | 192.363 | 190.863 | 193.863 | ||
| 28 | 2024.05.06 03:28 | buy | 9 | 0.10 | 193.114 | 0.000 | 0.000 | ||
| 29 | 2024.05.06 03:28 | modify | 9 | 0.10 | 193.114 | 192.738 | 193.863 | ||
| 30 | 2024.05.06 03:28 | buy | 10 | 0.10 | 193.114 | 0.000 | 0.000 | ||
| 31 | 2024.05.06 03:28 | modify | 10 | 0.10 | 193.114 | 192.888 | 193.863 | ||
| 32 | 2024.05.06 03:28 | modify | 8 | 0.10 | 192.363 | 192.888 | 193.863 | ||
| 33 | 2024.05.06 03:28 | modify | 9 | 0.10 | 193.114 | 192.888 | 193.863 | ||
| 34 | 2024.05.06 07:14 | buy | 11 | 0.10 | 193.264 | 0.000 | 0.000 | ||
| 35 | 2024.05.06 07:14 | modify | 11 | 0.10 | 193.264 | 193.038 | 193.863 | ||
| 36 | 2024.05.06 07:14 | modify | 11 | 0.10 | 193.264 | 192.888 | 193.863 | ||
| 37 | 2024.05.07 01:42 | t/p | 8 | 0.10 | 193.863 | 192.888 | 193.863 | 100.07 | 1199.95 |
| 38 | 2024.05.07 01:42 | t/p | 9 | 0.10 | 193.863 | 192.888 | 193.863 | 49.45 | 1249.40 |
| 39 | 2024.05.07 01:42 | t/p | 10 | 0.10 | 193.863 | 192.888 | 193.863 | 49.45 | 1298.85 |
| 40 | 2024.05.07 01:42 | t/p | 11 | 0.10 | 193.863 | 192.888 | 193.863 | 39.76 | 1338.60 |
| 41 | 2024.06.04 12:00 | buy | 12 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 42 | 2024.06.04 12:00 | modify | 12 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 43 | 2024.06.05 00:10 | buy | 13 | 0.10 | 198.410 | 0.000 | 0.000 | ||
| 44 | 2024.06.05 00:10 | modify | 13 | 0.10 | 198.410 | 198.033 | 199.158 | ||
| 45 | 2024.06.05 00:10 | buy | 14 | 0.10 | 198.410 | 0.000 | 0.000 | ||
| 46 | 2024.06.05 00:10 | modify | 14 | 0.10 | 198.410 | 198.183 | 199.158 | ||
| 47 | 2024.06.05 00:10 | modify | 12 | 0.10 | 197.658 | 198.183 | 199.158 | ||
| 48 | 2024.06.05 00:10 | modify | 13 | 0.10 | 198.410 | 198.183 | 199.158 | ||
| 49 | 2024.06.05 02:00 | buy | 15 | 0.10 | 198.558 | 0.000 | 0.000 | ||
| 50 | 2024.06.05 02:00 | modify | 15 | 0.10 | 198.558 | 198.333 | 199.158 | ||
| 51 | 2024.06.05 02:00 | modify | 15 | 0.10 | 198.558 | 198.183 | 199.158 | ||
| 52 | 2024.06.05 07:01 | t/p | 12 | 0.10 | 199.158 | 198.183 | 199.158 | 98.00 | 1436.60 |
| 53 | 2024.06.05 07:01 | t/p | 13 | 0.10 | 199.158 | 198.183 | 199.158 | 48.36 | 1484.96 |
| 54 | 2024.06.05 07:01 | t/p | 14 | 0.10 | 199.158 | 198.183 | 199.158 | 48.36 | 1533.32 |
| 55 | 2024.06.05 07:01 | t/p | 15 | 0.10 | 199.158 | 198.183 | 199.158 | 38.79 | 1572.11 |
| 56 | 2024.07.11 16:00 | buy | 16 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 57 | 2024.07.11 16:00 | modify | 16 | 0.10 | 204.858 | 203.358 | 206.358 | ||
| 58 | 2024.07.11 22:08 | buy | 17 | 0.10 | 205.618 | 0.000 | 0.000 | ||
| 59 | 2024.07.11 22:08 | modify | 17 | 0.10 | 205.618 | 205.233 | 206.358 | ||
| 60 | 2024.07.11 22:08 | buy | 18 | 0.10 | 205.618 | 0.000 | 0.000 | ||
| 61 | 2024.07.11 22:08 | modify | 18 | 0.10 | 205.618 | 205.383 | 206.358 | ||
| 62 | 2024.07.11 22:08 | modify | 16 | 0.10 | 204.858 | 205.383 | 206.358 | ||
| 63 | 2024.07.11 22:08 | modify | 17 | 0.10 | 205.618 | 205.383 | 206.358 | ||
| 64 | 2024.07.11 23:05 | buy | 19 | 0.10 | 205.784 | 0.000 | 0.000 | ||
| 65 | 2024.07.11 23:05 | modify | 19 | 0.10 | 205.784 | 205.533 | 206.358 | ||
| 66 | 2024.07.11 23:05 | modify | 19 | 0.10 | 205.784 | 205.383 | 206.358 | ||
| 67 | 2024.07.11 23:28 | s/l | 16 | 0.10 | 205.383 | 205.383 | 206.358 | 33.95 | 1606.06 |
| 68 | 2024.07.11 23:28 | s/l | 17 | 0.10 | 205.383 | 205.383 | 206.358 | -15.19 | 1590.87 |
| 69 | 2024.07.11 23:28 | s/l | 18 | 0.10 | 205.383 | 205.383 | 206.358 | -15.19 | 1575.68 |
| 70 | 2024.07.11 23:28 | s/l | 19 | 0.10 | 205.383 | 205.383 | 206.358 | -25.92 | 1549.76 |
| 71 | 2024.08.02 16:00 | buy | 20 | 0.10 | 188.120 | 0.000 | 0.000 | ||
| 72 | 2024.08.02 16:00 | modify | 20 | 0.10 | 188.120 | 186.620 | 189.620 | ||
| 73 | 2024.08.04 23:31 | s/l | 20 | 0.10 | 186.620 | 186.620 | 189.620 | -96.98 | 1452.78 |
| 74 | 2024.08.15 16:00 | sell | 21 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 75 | 2024.08.15 16:00 | modify | 21 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 76 | 2024.08.16 12:31 | sell | 22 | 0.10 | 190.769 | 0.000 | 0.000 | ||
| 77 | 2024.08.16 12:31 | modify | 22 | 0.10 | 190.769 | 191.154 | 190.029 | ||
| 78 | 2024.08.16 12:31 | sell | 23 | 0.10 | 190.769 | 0.000 | 0.000 | ||
| 79 | 2024.08.16 12:31 | modify | 23 | 0.10 | 190.769 | 191.004 | 190.029 | ||
| 80 | 2024.08.16 12:31 | modify | 21 | 0.10 | 191.529 | 191.004 | 190.029 | ||
| 81 | 2024.08.16 12:31 | modify | 22 | 0.10 | 190.769 | 191.004 | 190.029 | ||
| 82 | 2024.08.16 12:31 | sell | 24 | 0.10 | 190.617 | 0.000 | 0.000 | ||
| 83 | 2024.08.16 12:31 | modify | 24 | 0.10 | 190.617 | 190.854 | 190.029 | ||
| 84 | 2024.08.16 12:31 | modify | 24 | 0.10 | 190.617 | 191.004 | 190.029 | ||
| 85 | 2024.08.16 14:00 | s/l | 21 | 0.10 | 191.004 | 191.004 | 190.029 | 31.66 | 1484.44 |
| 86 | 2024.08.16 14:00 | s/l | 22 | 0.10 | 191.004 | 191.004 | 190.029 | -15.19 | 1469.25 |
| 87 | 2024.08.16 14:00 | s/l | 23 | 0.10 | 191.004 | 191.004 | 190.029 | -15.19 | 1454.06 |
| 88 | 2024.08.16 14:00 | s/l | 24 | 0.10 | 191.004 | 191.004 | 190.029 | -25.01 | 1429.05 |
| 89 | 2024.09.20 12:00 | sell | 25 | 0.10 | 191.799 | 0.000 | 0.000 | ||
| 90 | 2024.09.20 12:00 | modify | 25 | 0.10 | 191.799 | 193.299 | 190.299 | ||
| 91 | 2024.09.20 13:11 | sell | 26 | 0.10 | 191.047 | 0.000 | 0.000 | ||
| 92 | 2024.09.20 13:11 | modify | 26 | 0.10 | 191.047 | 191.424 | 190.299 | ||
| 93 | 2024.09.20 13:11 | sell | 27 | 0.10 | 191.047 | 0.000 | 0.000 | ||
| 94 | 2024.09.20 13:11 | modify | 27 | 0.10 | 191.047 | 191.274 | 190.299 | ||
| 95 | 2024.09.20 13:11 | modify | 25 | 0.10 | 191.799 | 191.274 | 190.299 | ||
| 96 | 2024.09.20 13:11 | modify | 26 | 0.10 | 191.047 | 191.274 | 190.299 | ||
| 97 | 2024.09.20 13:26 | s/l | 25 | 0.10 | 191.274 | 191.274 | 190.299 | 33.94 | 1462.99 |
| 98 | 2024.09.20 13:26 | s/l | 26 | 0.10 | 191.274 | 191.274 | 190.299 | -14.68 | 1448.31 |
| 99 | 2024.09.20 13:26 | s/l | 27 | 0.10 | 191.274 | 191.274 | 190.299 | -14.68 | 1433.63 |
| 100 | 2024.10.02 16:00 | sell | 28 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 101 | 2024.10.02 16:00 | modify | 28 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 102 | 2024.10.03 05:37 | sell | 29 | 0.10 | 193.052 | 0.000 | 0.000 | ||
| 103 | 2024.10.03 05:37 | modify | 29 | 0.10 | 193.052 | 193.428 | 192.303 | ||
| 104 | 2024.10.03 05:37 | sell | 30 | 0.10 | 193.052 | 0.000 | 0.000 | ||
| 105 | 2024.10.03 05:37 | modify | 30 | 0.10 | 193.052 | 193.278 | 192.303 | ||
| 106 | 2024.10.03 05:37 | modify | 28 | 0.10 | 193.803 | 193.278 | 192.303 | ||
| 107 | 2024.10.03 05:37 | modify | 29 | 0.10 | 193.052 | 193.278 | 192.303 | ||
| 108 | 2024.10.03 05:40 | s/l | 28 | 0.10 | 193.278 | 193.278 | 192.303 | 27.09 | 1460.72 |
| 109 | 2024.10.03 05:40 | s/l | 29 | 0.10 | 193.278 | 193.278 | 192.303 | -14.61 | 1446.11 |
| 110 | 2024.10.03 05:40 | s/l | 30 | 0.10 | 193.278 | 193.278 | 192.303 | -14.61 | 1431.50 |
| 111 | 2024.10.04 16:00 | sell | 31 | 0.10 | 194.875 | 0.000 | 0.000 | ||
| 112 | 2024.10.04 16:00 | modify | 31 | 0.10 | 194.875 | 196.375 | 193.375 | ||
| 113 | 2024.10.07 07:44 | sell | 32 | 0.10 | 194.123 | 0.000 | 0.000 | ||
| 114 | 2024.10.07 07:44 | modify | 32 | 0.10 | 194.123 | 194.500 | 193.375 | ||
| 115 | 2024.10.07 07:44 | sell | 33 | 0.10 | 194.123 | 0.000 | 0.000 | ||
| 116 | 2024.10.07 07:44 | modify | 33 | 0.10 | 194.123 | 194.350 | 193.375 | ||
| 117 | 2024.10.07 07:44 | modify | 31 | 0.10 | 194.875 | 194.350 | 193.375 | ||
| 118 | 2024.10.07 07:44 | modify | 32 | 0.10 | 194.123 | 194.350 | 193.375 | ||
| 119 | 2024.10.07 07:47 | s/l | 31 | 0.10 | 194.350 | 194.350 | 193.375 | 31.66 | 1463.16 |
| 120 | 2024.10.07 07:47 | s/l | 32 | 0.10 | 194.350 | 194.350 | 193.375 | -14.67 | 1448.49 |
| 121 | 2024.10.07 07:47 | s/l | 33 | 0.10 | 194.350 | 194.350 | 193.375 | -14.67 | 1433.82 |
| 122 | 2024.10.31 16:00 | buy | 34 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 123 | 2024.10.31 16:00 | modify | 34 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 124 | 2024.10.31 23:59 | close at stop | 34 | 0.10 | 196.002 | 194.393 | 197.393 | 7.04 | 1440.86 |