Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| 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=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 583.84 | Gross profit | 1482.90 | Gross loss | -899.07 |
| Profit factor | 1.65 | Expected payoff | 17.17 | ||
| Absolute drawdown | 105.14 | Maximal drawdown | 315.97 (26.10%) | Relative drawdown | 26.10% (315.97) |
| Total trades | 34 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
| Largest | profit trade | 96.79 | loss trade | -82.64 | |
| Average | profit trade | 78.05 | loss trade | -59.94 | |
| Maximum | consecutive wins (profit in money) | 7 (600.26) | consecutive losses (loss in money) | 4 (-215.35) | |
| Maximal | consecutive profit (count of wins) | 600.26 (7) | consecutive loss (count of losses) | -215.35 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.05 20:00 | sell | 1 | 0.10 | 184.050 | 0.000 | 0.000 | ||
| 2 | 2024.01.05 20:00 | modify | 1 | 0.10 | 184.050 | 185.150 | 182.550 | ||
| 3 | 2024.01.10 16:00 | s/l | 1 | 0.10 | 185.150 | 185.150 | 182.550 | -76.15 | 923.85 |
| 4 | 2024.01.10 16:00 | sell | 2 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 5 | 2024.01.10 16:00 | modify | 2 | 0.10 | 185.452 | 186.552 | 183.952 | ||
| 6 | 2024.01.14 20:00 | sell | 3 | 0.10 | 184.524 | 0.000 | 0.000 | ||
| 7 | 2024.01.14 20:00 | modify | 3 | 0.10 | 184.524 | 185.077 | 183.952 | ||
| 8 | 2024.01.14 20:00 | modify | 2 | 0.10 | 185.452 | 185.077 | 183.952 | ||
| 9 | 2024.01.15 04:00 | s/l | 2 | 0.10 | 185.077 | 185.077 | 183.952 | 12.93 | 936.78 |
| 10 | 2024.01.15 04:00 | s/l | 3 | 0.10 | 185.077 | 185.077 | 183.952 | -37.18 | 899.60 |
| 11 | 2024.02.13 16:00 | sell | 4 | 0.10 | 189.757 | 0.000 | 0.000 | ||
| 12 | 2024.02.13 16:00 | modify | 4 | 0.10 | 189.757 | 190.857 | 188.257 | ||
| 13 | 2024.02.15 12:00 | t/p | 4 | 0.10 | 188.257 | 190.857 | 188.257 | 86.33 | 985.93 |
| 14 | 2024.02.22 12:00 | sell | 5 | 0.10 | 190.474 | 0.000 | 0.000 | ||
| 15 | 2024.02.22 12:00 | modify | 5 | 0.10 | 190.474 | 191.574 | 188.974 | ||
| 16 | 2024.03.07 08:00 | t/p | 5 | 0.10 | 188.974 | 191.574 | 188.974 | 64.70 | 1050.63 |
| 17 | 2024.04.03 16:00 | sell | 6 | 0.10 | 191.610 | 0.000 | 0.000 | ||
| 18 | 2024.04.03 16:00 | modify | 6 | 0.10 | 191.610 | 192.710 | 190.110 | ||
| 19 | 2024.04.09 16:00 | s/l | 6 | 0.10 | 192.710 | 192.710 | 190.110 | -82.64 | 967.98 |
| 20 | 2024.04.12 16:00 | buy | 7 | 0.10 | 190.757 | 0.000 | 0.000 | ||
| 21 | 2024.04.12 16:00 | modify | 7 | 0.10 | 190.757 | 189.657 | 192.257 | ||
| 22 | 2024.04.15 12:00 | t/p | 7 | 0.10 | 192.257 | 189.657 | 192.257 | 95.90 | 1063.88 |
| 23 | 2024.04.24 20:00 | sell | 8 | 0.10 | 193.548 | 0.000 | 0.000 | ||
| 24 | 2024.04.24 20:00 | modify | 8 | 0.10 | 193.548 | 194.648 | 192.048 | ||
| 25 | 2024.04.25 08:00 | s/l | 8 | 0.10 | 194.648 | 194.648 | 192.048 | -76.15 | 987.73 |
| 26 | 2024.05.03 12:00 | buy | 9 | 0.10 | 192.368 | 0.000 | 0.000 | ||
| 27 | 2024.05.03 12:00 | modify | 9 | 0.10 | 192.368 | 191.268 | 193.868 | ||
| 28 | 2024.05.07 04:00 | t/p | 9 | 0.10 | 193.868 | 191.268 | 193.868 | 96.79 | 1084.52 |
| 29 | 2024.05.13 12:00 | sell | 10 | 0.10 | 195.559 | 0.000 | 0.000 | ||
| 30 | 2024.05.13 12:00 | modify | 10 | 0.10 | 195.559 | 196.659 | 194.059 | ||
| 31 | 2024.05.14 16:00 | s/l | 10 | 0.10 | 196.659 | 196.659 | 194.059 | -71.82 | 1012.70 |
| 32 | 2024.05.17 16:00 | sell | 11 | 0.10 | 197.600 | 0.000 | 0.000 | ||
| 33 | 2024.05.17 16:00 | modify | 11 | 0.10 | 197.600 | 198.700 | 196.100 | ||
| 34 | 2024.05.21 00:00 | s/l | 11 | 0.10 | 198.700 | 198.700 | 196.100 | -73.99 | 938.71 |
| 35 | 2024.05.28 16:00 | sell | 12 | 0.10 | 200.585 | 0.000 | 0.000 | ||
| 36 | 2024.05.28 16:00 | modify | 12 | 0.10 | 200.585 | 201.685 | 199.085 | ||
| 37 | 2024.05.30 08:00 | t/p | 12 | 0.10 | 199.085 | 201.685 | 199.085 | 86.33 | 1025.04 |
| 38 | 2024.06.04 12:00 | buy | 13 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 39 | 2024.06.04 12:00 | modify | 13 | 0.10 | 197.658 | 196.558 | 199.158 | ||
| 40 | 2024.06.05 08:00 | t/p | 13 | 0.10 | 199.158 | 196.558 | 199.158 | 95.90 | 1120.94 |
| 41 | 2024.07.01 12:00 | sell | 14 | 0.10 | 204.222 | 0.000 | 0.000 | ||
| 42 | 2024.07.01 12:00 | modify | 14 | 0.10 | 204.222 | 205.322 | 202.722 | ||
| 43 | 2024.07.03 08:00 | s/l | 14 | 0.10 | 205.322 | 205.322 | 202.722 | -73.99 | 1046.95 |
| 44 | 2024.07.10 16:00 | sell | 15 | 0.10 | 207.690 | 0.000 | 0.000 | ||
| 45 | 2024.07.10 16:00 | modify | 15 | 0.10 | 207.690 | 208.790 | 206.190 | ||
| 46 | 2024.07.11 16:00 | t/p | 15 | 0.10 | 206.190 | 208.790 | 206.190 | 88.50 | 1135.45 |
| 47 | 2024.07.11 16:00 | buy | 16 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 48 | 2024.07.11 16:00 | modify | 16 | 0.10 | 204.858 | 203.758 | 206.358 | ||
| 49 | 2024.07.16 16:00 | buy | 17 | 0.10 | 205.479 | 0.000 | 0.000 | ||
| 50 | 2024.07.16 16:00 | modify | 17 | 0.10 | 205.479 | 205.308 | 206.358 | ||
| 51 | 2024.07.16 16:00 | modify | 16 | 0.10 | 204.858 | 205.308 | 206.358 | ||
| 52 | 2024.07.16 20:00 | s/l | 16 | 0.10 | 205.308 | 205.308 | 206.358 | 31.19 | 1166.64 |
| 53 | 2024.07.16 20:00 | s/l | 17 | 0.10 | 205.308 | 205.308 | 206.358 | -10.83 | 1155.81 |
| 54 | 2024.07.17 12:00 | buy | 18 | 0.10 | 204.009 | 0.000 | 0.000 | ||
| 55 | 2024.07.17 12:00 | modify | 18 | 0.10 | 204.009 | 202.909 | 205.509 | ||
| 56 | 2024.07.18 00:00 | s/l | 18 | 0.10 | 202.909 | 202.909 | 205.509 | -66.98 | 1088.83 |
| 57 | 2024.07.23 16:00 | buy | 19 | 0.10 | 201.521 | 0.000 | 0.000 | ||
| 58 | 2024.07.23 16:00 | modify | 19 | 0.10 | 201.521 | 200.421 | 203.021 | ||
| 59 | 2024.07.24 04:00 | s/l | 19 | 0.10 | 200.421 | 200.421 | 203.021 | -68.77 | 1020.05 |
| 60 | 2024.08.02 16:00 | buy | 20 | 0.10 | 188.120 | 0.000 | 0.000 | ||
| 61 | 2024.08.02 16:00 | modify | 20 | 0.10 | 188.120 | 187.020 | 189.620 | ||
| 62 | 2024.08.05 00:00 | s/l | 20 | 0.10 | 187.020 | 187.020 | 189.620 | -68.76 | 951.29 |
| 63 | 2024.08.15 16:00 | sell | 21 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 64 | 2024.08.15 16:00 | modify | 21 | 0.10 | 191.529 | 192.629 | 190.029 | ||
| 65 | 2024.08.19 04:00 | t/p | 21 | 0.10 | 190.029 | 192.629 | 190.029 | 90.66 | 1041.95 |
| 66 | 2024.09.04 12:00 | buy | 22 | 0.10 | 190.125 | 0.000 | 0.000 | ||
| 67 | 2024.09.04 12:00 | modify | 22 | 0.10 | 190.125 | 189.025 | 191.625 | ||
| 68 | 2024.09.04 20:00 | s/l | 22 | 0.10 | 189.025 | 189.025 | 191.625 | -69.67 | 972.28 |
| 69 | 2024.09.17 20:00 | sell | 23 | 0.10 | 187.193 | 0.000 | 0.000 | ||
| 70 | 2024.09.17 20:00 | modify | 23 | 0.10 | 187.193 | 188.293 | 185.693 | ||
| 71 | 2024.09.18 04:00 | sell | 24 | 0.10 | 186.134 | 0.000 | 0.000 | ||
| 72 | 2024.09.18 04:00 | modify | 24 | 0.10 | 186.134 | 186.518 | 185.693 | ||
| 73 | 2024.09.18 04:00 | modify | 23 | 0.10 | 187.193 | 186.518 | 185.693 | ||
| 74 | 2024.09.18 08:00 | s/l | 23 | 0.10 | 186.518 | 186.518 | 185.693 | 40.59 | 1012.87 |
| 75 | 2024.09.18 08:00 | s/l | 24 | 0.10 | 186.518 | 186.518 | 185.693 | -24.32 | 988.55 |
| 76 | 2024.09.19 12:00 | sell | 25 | 0.10 | 189.860 | 0.000 | 0.000 | ||
| 77 | 2024.09.19 12:00 | modify | 25 | 0.10 | 189.860 | 190.960 | 188.360 | ||
| 78 | 2024.09.20 08:00 | s/l | 25 | 0.10 | 190.960 | 190.960 | 188.360 | -71.82 | 916.72 |
| 79 | 2024.09.20 12:00 | sell | 26 | 0.10 | 191.799 | 0.000 | 0.000 | ||
| 80 | 2024.09.20 12:00 | modify | 26 | 0.10 | 191.799 | 192.899 | 190.299 | ||
| 81 | 2024.09.23 12:00 | t/p | 26 | 0.10 | 190.299 | 192.899 | 190.299 | 92.83 | 1009.55 |
| 82 | 2024.10.02 20:00 | sell | 27 | 0.10 | 194.339 | 0.000 | 0.000 | ||
| 83 | 2024.10.02 20:00 | modify | 27 | 0.10 | 194.339 | 195.439 | 192.839 | ||
| 84 | 2024.10.03 08:00 | t/p | 27 | 0.10 | 192.839 | 195.439 | 192.839 | 88.50 | 1098.05 |
| 85 | 2024.10.14 16:00 | sell | 28 | 0.10 | 195.500 | 0.000 | 0.000 | ||
| 86 | 2024.10.14 16:00 | modify | 28 | 0.10 | 195.500 | 196.600 | 194.000 | ||
| 87 | 2024.10.16 08:00 | t/p | 28 | 0.10 | 194.000 | 196.600 | 194.000 | 90.66 | 1188.71 |
| 88 | 2024.10.31 16:00 | buy | 29 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 89 | 2024.10.31 16:00 | modify | 29 | 0.10 | 195.893 | 194.793 | 197.393 | ||
| 90 | 2024.11.01 16:00 | t/p | 29 | 0.10 | 197.393 | 194.793 | 197.393 | 95.91 | 1284.62 |
| 91 | 2024.11.15 20:00 | buy | 30 | 0.10 | 194.524 | 0.000 | 0.000 | ||
| 92 | 2024.11.15 20:00 | modify | 30 | 0.10 | 194.524 | 193.424 | 196.024 | ||
| 93 | 2024.11.18 16:00 | t/p | 30 | 0.10 | 196.024 | 193.424 | 196.024 | 95.90 | 1380.51 |
| 94 | 2024.11.22 12:00 | buy | 31 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 95 | 2024.11.22 12:00 | modify | 31 | 0.10 | 193.119 | 192.019 | 194.619 | ||
| 96 | 2024.11.25 08:00 | t/p | 31 | 0.10 | 194.619 | 192.019 | 194.619 | 95.90 | 1476.41 |
| 97 | 2024.12.19 12:00 | sell | 32 | 0.10 | 197.891 | 0.000 | 0.000 | ||
| 98 | 2024.12.19 12:00 | modify | 32 | 0.10 | 197.891 | 198.991 | 196.391 | ||
| 99 | 2024.12.19 20:00 | sell | 33 | 0.10 | 196.840 | 0.000 | 0.000 | ||
| 100 | 2024.12.19 20:00 | modify | 33 | 0.10 | 196.840 | 197.216 | 196.391 | ||
| 101 | 2024.12.19 20:00 | modify | 32 | 0.10 | 197.891 | 197.216 | 196.391 | ||
| 102 | 2024.12.20 04:00 | s/l | 32 | 0.10 | 197.216 | 197.216 | 196.391 | 40.58 | 1516.98 |
| 103 | 2024.12.20 04:00 | s/l | 33 | 0.10 | 197.216 | 197.216 | 196.391 | -25.97 | 1491.01 |
| 104 | 2024.12.27 20:00 | sell | 34 | 0.10 | 198.702 | 0.000 | 0.000 | ||
| 105 | 2024.12.27 20:00 | modify | 34 | 0.10 | 198.702 | 199.802 | 197.202 | ||
| 106 | 2024.12.30 16:00 | t/p | 34 | 0.10 | 197.202 | 199.802 | 197.202 | 92.83 | 1583.84 |