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 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 393.32 | Gross profit | 1082.17 | Gross loss | -688.85 |
| Profit factor | 1.57 | Expected payoff | 11.24 | ||
| Absolute drawdown | 87.08 | Maximal drawdown | 162.04 (11.67%) | Relative drawdown | 11.67% (162.04) |
| Total trades | 35 | Short positions (won %) | 26 (42.31%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 14 (40.00%) | Loss trades (% of total) | 21 (60.00%) | ||
| Largest | profit trade | 105.19 | loss trade | -39.17 | |
| Average | profit trade | 77.30 | loss trade | -32.80 | |
| Maximum | consecutive wins (profit in money) | 4 (253.10) | consecutive losses (loss in money) | 4 (-138.37) | |
| Maximal | consecutive profit (count of wins) | 253.10 (4) | consecutive loss (count of losses) | -138.37 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.06 08:00 | sell | 1 | 0.10 | 185.398 | 0.000 | 0.000 | ||
| 2 | 2023.11.06 08:00 | modify | 1 | 0.10 | 185.398 | 185.898 | 183.898 | ||
| 3 | 2023.11.06 12:00 | s/l | 1 | 0.10 | 185.898 | 185.898 | 183.898 | -32.31 | 967.69 |
| 4 | 2023.11.14 08:00 | sell | 2 | 0.10 | 186.431 | 0.000 | 0.000 | ||
| 5 | 2023.11.14 08:00 | modify | 2 | 0.10 | 186.431 | 186.931 | 184.931 | ||
| 6 | 2023.11.14 16:00 | s/l | 2 | 0.10 | 186.931 | 186.931 | 184.931 | -32.32 | 935.37 |
| 7 | 2023.11.14 16:00 | sell | 3 | 0.10 | 187.865 | 0.000 | 0.000 | ||
| 8 | 2023.11.14 16:00 | modify | 3 | 0.10 | 187.865 | 188.365 | 186.365 | ||
| 9 | 2023.11.16 20:00 | sell | 4 | 0.10 | 187.015 | 0.000 | 0.000 | ||
| 10 | 2023.11.16 20:00 | modify | 4 | 0.10 | 187.015 | 187.340 | 186.365 | ||
| 11 | 2023.11.16 20:00 | modify | 3 | 0.10 | 187.865 | 187.340 | 186.365 | ||
| 12 | 2023.11.17 08:00 | t/p | 3 | 0.10 | 186.365 | 187.340 | 186.365 | 85.52 | 1020.89 |
| 13 | 2023.11.17 08:00 | t/p | 4 | 0.10 | 186.365 | 187.340 | 186.365 | 39.73 | 1060.62 |
| 14 | 2023.11.24 16:00 | sell | 5 | 0.10 | 188.554 | 0.000 | 0.000 | ||
| 15 | 2023.11.24 16:00 | modify | 5 | 0.10 | 188.554 | 189.054 | 187.054 | ||
| 16 | 2023.11.27 16:00 | sell | 6 | 0.10 | 187.709 | 0.000 | 0.000 | ||
| 17 | 2023.11.27 16:00 | modify | 6 | 0.10 | 187.709 | 188.029 | 187.054 | ||
| 18 | 2023.11.27 16:00 | modify | 5 | 0.10 | 188.554 | 188.029 | 187.054 | ||
| 19 | 2023.11.29 00:00 | t/p | 5 | 0.10 | 187.054 | 188.029 | 187.054 | 90.09 | 1150.71 |
| 20 | 2023.11.29 00:00 | t/p | 6 | 0.10 | 187.054 | 188.029 | 187.054 | 37.76 | 1188.47 |
| 21 | 2023.12.07 08:00 | buy | 7 | 0.10 | 183.353 | 0.000 | 0.000 | ||
| 22 | 2023.12.07 08:00 | modify | 7 | 0.10 | 183.353 | 182.853 | 184.853 | ||
| 23 | 2023.12.07 12:00 | s/l | 7 | 0.10 | 182.853 | 182.853 | 184.853 | -32.32 | 1156.15 |
| 24 | 2023.12.14 12:00 | buy | 8 | 0.10 | 179.110 | 0.000 | 0.000 | ||
| 25 | 2023.12.14 12:00 | modify | 8 | 0.10 | 179.110 | 178.610 | 180.610 | ||
| 26 | 2023.12.14 16:00 | t/p | 8 | 0.10 | 180.610 | 178.610 | 180.610 | 96.96 | 1253.11 |
| 27 | 2023.12.19 12:00 | sell | 9 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 28 | 2023.12.19 12:00 | modify | 9 | 0.10 | 183.913 | 184.413 | 182.413 | ||
| 29 | 2023.12.19 20:00 | sell | 10 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 30 | 2023.12.19 20:00 | modify | 10 | 0.10 | 183.079 | 183.388 | 182.413 | ||
| 31 | 2023.12.19 20:00 | modify | 9 | 0.10 | 183.913 | 183.388 | 182.413 | ||
| 32 | 2023.12.20 08:00 | t/p | 9 | 0.10 | 182.413 | 183.388 | 182.413 | 94.67 | 1347.78 |
| 33 | 2023.12.20 08:00 | t/p | 10 | 0.10 | 182.413 | 183.388 | 182.413 | 40.77 | 1388.54 |
| 34 | 2024.01.04 12:00 | sell | 11 | 0.10 | 183.059 | 0.000 | 0.000 | ||
| 35 | 2024.01.04 12:00 | modify | 11 | 0.10 | 183.059 | 183.559 | 181.559 | ||
| 36 | 2024.01.04 16:00 | s/l | 11 | 0.10 | 183.559 | 183.559 | 181.559 | -32.31 | 1356.23 |
| 37 | 2024.01.10 16:00 | sell | 12 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 38 | 2024.01.10 16:00 | modify | 12 | 0.10 | 185.452 | 185.952 | 183.952 | ||
| 39 | 2024.01.11 16:00 | s/l | 12 | 0.10 | 185.952 | 185.952 | 183.952 | -39.16 | 1317.07 |
| 40 | 2024.01.17 08:00 | sell | 13 | 0.10 | 187.149 | 0.000 | 0.000 | ||
| 41 | 2024.01.17 08:00 | modify | 13 | 0.10 | 187.149 | 187.649 | 185.649 | ||
| 42 | 2024.01.17 16:00 | s/l | 13 | 0.10 | 187.649 | 187.649 | 185.649 | -32.31 | 1284.76 |
| 43 | 2024.02.08 16:00 | sell | 14 | 0.10 | 188.352 | 0.000 | 0.000 | ||
| 44 | 2024.02.08 16:00 | modify | 14 | 0.10 | 188.352 | 188.852 | 186.852 | ||
| 45 | 2024.02.09 12:00 | s/l | 14 | 0.10 | 188.852 | 188.852 | 186.852 | -34.59 | 1250.17 |
| 46 | 2024.03.07 08:00 | buy | 15 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 47 | 2024.03.07 08:00 | modify | 15 | 0.10 | 188.450 | 187.950 | 189.950 | ||
| 48 | 2024.03.15 16:00 | t/p | 15 | 0.10 | 189.950 | 187.950 | 189.950 | 105.19 | 1355.36 |
| 49 | 2024.03.19 08:00 | sell | 16 | 0.10 | 190.809 | 0.000 | 0.000 | ||
| 50 | 2024.03.19 08:00 | modify | 16 | 0.10 | 190.809 | 191.309 | 189.309 | ||
| 51 | 2024.03.19 16:00 | s/l | 16 | 0.10 | 191.309 | 191.309 | 189.309 | -32.31 | 1323.05 |
| 52 | 2024.04.04 08:00 | sell | 17 | 0.10 | 192.067 | 0.000 | 0.000 | ||
| 53 | 2024.04.04 08:00 | modify | 17 | 0.10 | 192.067 | 192.567 | 190.567 | ||
| 54 | 2024.04.09 12:00 | s/l | 17 | 0.10 | 192.567 | 192.567 | 190.567 | -39.17 | 1283.88 |
| 55 | 2024.04.25 08:00 | sell | 18 | 0.10 | 194.627 | 0.000 | 0.000 | ||
| 56 | 2024.04.25 08:00 | modify | 18 | 0.10 | 194.627 | 195.127 | 193.127 | ||
| 57 | 2024.04.26 04:00 | s/l | 18 | 0.10 | 195.127 | 195.127 | 193.127 | -34.59 | 1249.29 |
| 58 | 2024.04.26 08:00 | sell | 19 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 59 | 2024.04.26 08:00 | modify | 19 | 0.10 | 195.955 | 196.455 | 194.455 | ||
| 60 | 2024.04.26 12:00 | t/p | 19 | 0.10 | 194.455 | 196.455 | 194.455 | 96.95 | 1346.24 |
| 61 | 2024.05.02 12:00 | buy | 20 | 0.10 | 193.684 | 0.000 | 0.000 | ||
| 62 | 2024.05.02 12:00 | modify | 20 | 0.10 | 193.684 | 193.184 | 195.184 | ||
| 63 | 2024.05.02 16:00 | s/l | 20 | 0.10 | 193.184 | 193.184 | 195.184 | -32.32 | 1313.92 |
| 64 | 2024.05.03 16:00 | buy | 21 | 0.10 | 191.827 | 0.000 | 0.000 | ||
| 65 | 2024.05.03 16:00 | modify | 21 | 0.10 | 191.827 | 191.327 | 193.327 | ||
| 66 | 2024.05.06 08:00 | t/p | 21 | 0.10 | 193.327 | 191.327 | 193.327 | 97.99 | 1411.91 |
| 67 | 2024.05.13 12:00 | sell | 22 | 0.10 | 195.559 | 0.000 | 0.000 | ||
| 68 | 2024.05.13 12:00 | modify | 22 | 0.10 | 195.559 | 196.059 | 194.059 | ||
| 69 | 2024.05.13 16:00 | s/l | 22 | 0.10 | 196.059 | 196.059 | 194.059 | -32.31 | 1379.60 |
| 70 | 2024.05.30 08:00 | buy | 23 | 0.10 | 199.514 | 0.000 | 0.000 | ||
| 71 | 2024.05.30 08:00 | modify | 23 | 0.10 | 199.514 | 199.014 | 201.014 | ||
| 72 | 2024.05.30 16:00 | s/l | 23 | 0.10 | 199.014 | 199.014 | 201.014 | -32.32 | 1347.28 |
| 73 | 2024.06.12 12:00 | sell | 24 | 0.10 | 200.753 | 0.000 | 0.000 | ||
| 74 | 2024.06.12 12:00 | modify | 24 | 0.10 | 200.753 | 201.253 | 199.253 | ||
| 75 | 2024.06.12 16:00 | sell | 25 | 0.10 | 200.148 | 0.000 | 0.000 | ||
| 76 | 2024.06.12 16:00 | modify | 25 | 0.10 | 200.148 | 200.453 | 199.253 | ||
| 77 | 2024.06.12 16:00 | modify | 24 | 0.10 | 200.753 | 200.453 | 199.253 | ||
| 78 | 2024.06.12 20:00 | s/l | 24 | 0.10 | 200.453 | 200.453 | 199.253 | 19.39 | 1366.67 |
| 79 | 2024.06.12 20:00 | s/l | 25 | 0.10 | 200.453 | 200.453 | 199.253 | -19.71 | 1346.96 |
| 80 | 2024.07.01 12:00 | sell | 26 | 0.10 | 204.222 | 0.000 | 0.000 | ||
| 81 | 2024.07.01 12:00 | modify | 26 | 0.10 | 204.222 | 204.722 | 202.722 | ||
| 82 | 2024.07.01 16:00 | s/l | 26 | 0.10 | 204.722 | 204.722 | 202.722 | -32.31 | 1314.65 |
| 83 | 2024.07.10 16:00 | sell | 27 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 84 | 2024.07.10 16:00 | modify | 27 | 0.10 | 207.690 | 208.190 | 206.190 | ||
| 85 | 2024.07.11 16:00 | t/p | 27 | 0.10 | 206.190 | 208.190 | 206.190 | 90.10 | 1404.75 |
| 86 | 2024.07.24 04:00 | buy | 28 | 0.10 | 199.883 | 0.000 | 0.000 | ||
| 87 | 2024.07.24 04:00 | modify | 28 | 0.10 | 199.883 | 199.383 | 201.383 | ||
| 88 | 2024.07.24 08:00 | s/l | 28 | 0.10 | 199.383 | 199.383 | 201.383 | -32.32 | 1372.43 |
| 89 | 2024.08.02 16:00 | buy | 29 | 0.10 | 188.120 | 0.000 | 0.000 | ||
| 90 | 2024.08.02 16:00 | modify | 29 | 0.10 | 188.120 | 187.620 | 189.620 | ||
| 91 | 2024.08.02 20:00 | s/l | 29 | 0.10 | 187.620 | 187.620 | 189.620 | -32.32 | 1340.11 |
| 92 | 2024.08.15 16:00 | sell | 30 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 93 | 2024.08.15 16:00 | modify | 30 | 0.10 | 191.529 | 192.029 | 190.029 | ||
| 94 | 2024.08.16 00:00 | s/l | 30 | 0.10 | 192.029 | 192.029 | 190.029 | -34.60 | 1305.50 |
| 95 | 2024.08.16 08:00 | sell | 31 | 0.10 | 191.927 | 0.000 | 0.000 | ||
| 96 | 2024.08.16 08:00 | modify | 31 | 0.10 | 191.927 | 192.427 | 190.427 | ||
| 97 | 2024.08.16 16:00 | t/p | 31 | 0.10 | 190.427 | 192.427 | 190.427 | 96.95 | 1402.45 |
| 98 | 2024.09.06 08:00 | buy | 32 | 0.10 | 187.905 | 0.000 | 0.000 | ||
| 99 | 2024.09.06 08:00 | modify | 32 | 0.10 | 187.905 | 187.405 | 189.405 | ||
| 100 | 2024.09.06 16:00 | s/l | 32 | 0.10 | 187.405 | 187.405 | 189.405 | -32.32 | 1370.13 |
| 101 | 2024.09.19 04:00 | sell | 33 | 0.10 | 189.134 | 0.000 | 0.000 | ||
| 102 | 2024.09.19 04:00 | modify | 33 | 0.10 | 189.134 | 189.634 | 187.634 | ||
| 103 | 2024.09.19 12:00 | s/l | 33 | 0.10 | 189.634 | 189.634 | 187.634 | -32.32 | 1337.81 |
| 104 | 2024.10.23 12:00 | sell | 34 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 105 | 2024.10.23 12:00 | modify | 34 | 0.10 | 198.213 | 198.713 | 196.713 | ||
| 106 | 2024.10.24 08:00 | t/p | 34 | 0.10 | 196.713 | 198.713 | 196.713 | 90.10 | 1427.91 |
| 107 | 2024.10.28 04:00 | sell | 35 | 0.10 | 198.835 | 0.000 | 0.000 | ||
| 108 | 2024.10.28 04:00 | modify | 35 | 0.10 | 198.835 | 199.335 | 197.335 | ||
| 109 | 2024.10.29 12:00 | s/l | 35 | 0.10 | 199.335 | 199.335 | 197.335 | -34.59 | 1393.32 |