Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 1908 | Ticks modelled | 40721568 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 498.85 | Gross profit | 839.29 | Gross loss | -340.43 |
| Profit factor | 2.47 | Expected payoff | 16.09 | ||
| Absolute drawdown | 77.10 | Maximal drawdown | 254.62 (16.93%) | Relative drawdown | 21.24% (248.89) |
| Total trades | 31 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 101.29 | loss trade | -87.83 | |
| Average | profit trade | 44.17 | loss trade | -28.37 | |
| Maximum | consecutive wins (profit in money) | 5 (248.51) | consecutive losses (loss in money) | 3 (-139.36) | |
| Maximal | consecutive profit (count of wins) | 248.51 (5) | consecutive loss (count of losses) | -139.36 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 08:00 | buy | 1 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 08:00 | modify | 1 | 0.10 | 188.450 | 187.150 | 189.950 | ||
| 3 | 2024.03.07 14:47 | buy | 2 | 0.10 | 189.051 | 0.000 | 0.000 | ||
| 4 | 2024.03.07 14:47 | modify | 2 | 0.10 | 189.051 | 188.525 | 189.950 | ||
| 5 | 2024.03.07 14:47 | modify | 1 | 0.10 | 188.450 | 188.525 | 189.950 | ||
| 6 | 2024.03.07 15:24 | buy | 3 | 0.10 | 189.355 | 0.000 | 0.000 | ||
| 7 | 2024.03.07 15:24 | modify | 3 | 0.10 | 189.355 | 188.825 | 189.950 | ||
| 8 | 2024.03.07 15:24 | modify | 2 | 0.10 | 189.051 | 188.825 | 189.950 | ||
| 9 | 2024.03.07 15:24 | modify | 1 | 0.10 | 188.450 | 188.825 | 189.950 | ||
| 10 | 2024.03.07 15:55 | buy | 4 | 0.10 | 189.500 | 0.000 | 0.000 | ||
| 11 | 2024.03.07 15:55 | modify | 4 | 0.10 | 189.500 | 189.050 | 189.950 | ||
| 12 | 2024.03.07 15:55 | modify | 3 | 0.10 | 189.355 | 189.050 | 189.950 | ||
| 13 | 2024.03.07 15:55 | modify | 2 | 0.10 | 189.051 | 189.050 | 189.950 | ||
| 14 | 2024.03.07 15:55 | modify | 1 | 0.10 | 188.450 | 189.050 | 189.950 | ||
| 15 | 2024.03.08 09:20 | s/l | 1 | 0.10 | 189.050 | 189.050 | 189.950 | 41.32 | 1041.32 |
| 16 | 2024.03.08 09:20 | s/l | 2 | 0.10 | 189.050 | 189.050 | 189.950 | 0.72 | 1042.05 |
| 17 | 2024.03.08 09:20 | s/l | 3 | 0.10 | 189.050 | 189.050 | 189.950 | -19.82 | 1022.23 |
| 18 | 2024.03.08 09:20 | s/l | 4 | 0.10 | 189.050 | 189.050 | 189.950 | -29.61 | 992.63 |
| 19 | 2024.03.20 08:00 | sell | 5 | 0.10 | 192.589 | 0.000 | 0.000 | ||
| 20 | 2024.03.20 08:00 | modify | 5 | 0.10 | 192.589 | 193.889 | 191.089 | ||
| 21 | 2024.03.21 15:26 | sell | 6 | 0.10 | 191.987 | 0.000 | 0.000 | ||
| 22 | 2024.03.21 15:26 | modify | 6 | 0.10 | 191.987 | 192.514 | 191.089 | ||
| 23 | 2024.03.21 15:26 | modify | 5 | 0.10 | 192.589 | 192.514 | 191.089 | ||
| 24 | 2024.03.22 02:27 | sell | 7 | 0.10 | 191.680 | 0.000 | 0.000 | ||
| 25 | 2024.03.22 02:27 | modify | 7 | 0.10 | 191.680 | 192.214 | 191.089 | ||
| 26 | 2024.03.22 02:27 | modify | 6 | 0.10 | 191.987 | 192.214 | 191.089 | ||
| 27 | 2024.03.22 02:27 | modify | 5 | 0.10 | 192.589 | 192.214 | 191.089 | ||
| 28 | 2024.03.22 02:48 | sell | 8 | 0.10 | 191.539 | 0.000 | 0.000 | ||
| 29 | 2024.03.22 02:48 | modify | 8 | 0.10 | 191.539 | 191.989 | 191.089 | ||
| 30 | 2024.03.22 02:48 | modify | 7 | 0.10 | 191.680 | 191.989 | 191.089 | ||
| 31 | 2024.03.22 02:48 | modify | 6 | 0.10 | 191.987 | 191.989 | 191.089 | ||
| 32 | 2024.03.22 02:48 | modify | 5 | 0.10 | 192.589 | 191.989 | 191.089 | ||
| 33 | 2024.03.22 06:51 | t/p | 5 | 0.10 | 191.089 | 191.989 | 191.089 | 94.05 | 1086.68 |
| 34 | 2024.03.22 06:51 | t/p | 6 | 0.10 | 191.089 | 191.989 | 191.089 | 58.84 | 1145.52 |
| 35 | 2024.03.22 06:51 | t/p | 7 | 0.10 | 191.089 | 191.989 | 191.089 | 39.91 | 1185.43 |
| 36 | 2024.03.22 06:51 | t/p | 8 | 0.10 | 191.089 | 191.989 | 191.089 | 30.39 | 1215.82 |
| 37 | 2024.04.26 08:00 | sell | 9 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 38 | 2024.04.26 08:00 | modify | 9 | 0.10 | 195.955 | 197.255 | 194.455 | ||
| 39 | 2024.04.26 08:00 | sell | 10 | 0.10 | 195.351 | 0.000 | 0.000 | ||
| 40 | 2024.04.26 08:00 | modify | 10 | 0.10 | 195.351 | 195.880 | 194.455 | ||
| 41 | 2024.04.26 08:00 | modify | 9 | 0.10 | 195.955 | 195.880 | 194.455 | ||
| 42 | 2024.04.26 08:00 | sell | 11 | 0.10 | 195.046 | 0.000 | 0.000 | ||
| 43 | 2024.04.26 08:00 | modify | 11 | 0.10 | 195.046 | 195.580 | 194.455 | ||
| 44 | 2024.04.26 08:00 | modify | 10 | 0.10 | 195.351 | 195.580 | 194.455 | ||
| 45 | 2024.04.26 08:00 | modify | 9 | 0.10 | 195.955 | 195.580 | 194.455 | ||
| 46 | 2024.04.26 08:01 | s/l | 9 | 0.10 | 195.580 | 195.580 | 194.455 | 25.32 | 1241.14 |
| 47 | 2024.04.26 08:01 | s/l | 10 | 0.10 | 195.580 | 195.580 | 194.455 | -15.47 | 1225.67 |
| 48 | 2024.04.26 08:01 | s/l | 11 | 0.10 | 195.580 | 195.580 | 194.455 | -36.06 | 1189.61 |
| 49 | 2024.07.24 04:00 | buy | 12 | 0.10 | 199.883 | 0.000 | 0.000 | ||
| 50 | 2024.07.24 04:00 | modify | 12 | 0.10 | 199.883 | 198.583 | 201.383 | ||
| 51 | 2024.07.24 13:36 | s/l | 12 | 0.10 | 198.583 | 198.583 | 201.383 | -87.83 | 1101.78 |
| 52 | 2024.08.15 16:00 | sell | 13 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 53 | 2024.08.15 16:00 | modify | 13 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 54 | 2024.08.16 12:04 | sell | 14 | 0.10 | 190.928 | 0.000 | 0.000 | ||
| 55 | 2024.08.16 12:04 | modify | 14 | 0.10 | 190.928 | 191.454 | 190.029 | ||
| 56 | 2024.08.16 12:04 | modify | 13 | 0.10 | 191.529 | 191.454 | 190.029 | ||
| 57 | 2024.08.16 12:31 | sell | 15 | 0.10 | 190.617 | 0.000 | 0.000 | ||
| 58 | 2024.08.16 12:31 | modify | 15 | 0.10 | 190.617 | 191.154 | 190.029 | ||
| 59 | 2024.08.16 12:31 | modify | 14 | 0.10 | 190.928 | 191.154 | 190.029 | ||
| 60 | 2024.08.16 12:31 | modify | 13 | 0.10 | 191.529 | 191.154 | 190.029 | ||
| 61 | 2024.08.16 12:58 | sell | 16 | 0.10 | 190.478 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 12:58 | modify | 16 | 0.10 | 190.478 | 190.929 | 190.029 | ||
| 63 | 2024.08.16 12:58 | modify | 15 | 0.10 | 190.617 | 190.929 | 190.029 | ||
| 64 | 2024.08.16 12:58 | modify | 14 | 0.10 | 190.928 | 190.929 | 190.029 | ||
| 65 | 2024.08.16 12:58 | modify | 13 | 0.10 | 191.529 | 190.929 | 190.029 | ||
| 66 | 2024.08.16 13:42 | s/l | 13 | 0.10 | 190.929 | 190.929 | 190.029 | 38.71 | 1140.48 |
| 67 | 2024.08.16 13:42 | s/l | 14 | 0.10 | 190.929 | 190.929 | 190.029 | -0.07 | 1140.41 |
| 68 | 2024.08.16 13:42 | s/l | 15 | 0.10 | 190.929 | 190.929 | 190.029 | -21.07 | 1119.34 |
| 69 | 2024.08.16 13:42 | s/l | 16 | 0.10 | 190.929 | 190.929 | 190.029 | -30.46 | 1088.88 |
| 70 | 2024.10.23 12:00 | sell | 17 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 71 | 2024.10.23 12:00 | modify | 17 | 0.10 | 198.213 | 199.513 | 196.713 | ||
| 72 | 2024.10.23 16:24 | sell | 18 | 0.10 | 197.611 | 0.000 | 0.000 | ||
| 73 | 2024.10.23 16:24 | modify | 18 | 0.10 | 197.611 | 198.138 | 196.713 | ||
| 74 | 2024.10.23 16:24 | modify | 17 | 0.10 | 198.213 | 198.138 | 196.713 | ||
| 75 | 2024.10.23 17:54 | sell | 19 | 0.10 | 197.312 | 0.000 | 0.000 | ||
| 76 | 2024.10.23 17:54 | modify | 19 | 0.10 | 197.312 | 197.838 | 196.713 | ||
| 77 | 2024.10.23 17:54 | modify | 18 | 0.10 | 197.611 | 197.838 | 196.713 | ||
| 78 | 2024.10.23 17:54 | modify | 17 | 0.10 | 198.213 | 197.838 | 196.713 | ||
| 79 | 2024.10.23 18:02 | sell | 20 | 0.10 | 197.163 | 0.000 | 0.000 | ||
| 80 | 2024.10.23 18:02 | modify | 20 | 0.10 | 197.163 | 197.613 | 196.713 | ||
| 81 | 2024.10.23 18:02 | modify | 19 | 0.10 | 197.312 | 197.613 | 196.713 | ||
| 82 | 2024.10.23 18:02 | modify | 18 | 0.10 | 197.611 | 197.613 | 196.713 | ||
| 83 | 2024.10.23 18:02 | modify | 17 | 0.10 | 198.213 | 197.613 | 196.713 | ||
| 84 | 2024.10.24 04:48 | t/p | 17 | 0.10 | 196.713 | 197.613 | 196.713 | 95.85 | 1184.74 |
| 85 | 2024.10.24 04:48 | t/p | 18 | 0.10 | 196.713 | 197.613 | 196.713 | 55.20 | 1239.94 |
| 86 | 2024.10.24 04:48 | t/p | 19 | 0.10 | 196.713 | 197.613 | 196.713 | 35.01 | 1274.95 |
| 87 | 2024.10.24 04:48 | t/p | 20 | 0.10 | 196.713 | 197.613 | 196.713 | 24.95 | 1299.91 |
| 88 | 2024.10.28 04:00 | sell | 21 | 0.10 | 198.835 | 0.000 | 0.000 | ||
| 89 | 2024.10.28 04:00 | modify | 21 | 0.10 | 198.835 | 200.135 | 197.335 | ||
| 90 | 2024.10.28 10:08 | sell | 22 | 0.10 | 198.235 | 0.000 | 0.000 | ||
| 91 | 2024.10.28 10:08 | modify | 22 | 0.10 | 198.235 | 198.760 | 197.335 | ||
| 92 | 2024.10.28 10:08 | modify | 21 | 0.10 | 198.835 | 198.760 | 197.335 | ||
| 93 | 2024.10.28 10:20 | sell | 23 | 0.10 | 197.934 | 0.000 | 0.000 | ||
| 94 | 2024.10.28 10:20 | modify | 23 | 0.10 | 197.934 | 198.460 | 197.335 | ||
| 95 | 2024.10.28 10:20 | modify | 22 | 0.10 | 198.235 | 198.460 | 197.335 | ||
| 96 | 2024.10.28 10:20 | modify | 21 | 0.10 | 198.835 | 198.460 | 197.335 | ||
| 97 | 2024.10.28 11:59 | s/l | 21 | 0.10 | 198.460 | 198.460 | 197.335 | 25.33 | 1325.24 |
| 98 | 2024.10.28 11:59 | s/l | 22 | 0.10 | 198.460 | 198.460 | 197.335 | -15.19 | 1310.05 |
| 99 | 2024.10.28 11:59 | s/l | 23 | 0.10 | 198.460 | 198.460 | 197.335 | -35.52 | 1274.53 |
| 100 | 2025.01.13 04:00 | buy | 24 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 101 | 2025.01.13 04:00 | modify | 24 | 0.10 | 191.181 | 189.881 | 192.681 | ||
| 102 | 2025.01.13 16:31 | buy | 25 | 0.10 | 191.781 | 0.000 | 0.000 | ||
| 103 | 2025.01.13 16:31 | modify | 25 | 0.10 | 191.781 | 191.256 | 192.681 | ||
| 104 | 2025.01.13 16:31 | modify | 24 | 0.10 | 191.181 | 191.256 | 192.681 | ||
| 105 | 2025.01.13 20:19 | buy | 26 | 0.10 | 192.082 | 0.000 | 0.000 | ||
| 106 | 2025.01.13 20:19 | modify | 26 | 0.10 | 192.082 | 191.556 | 192.681 | ||
| 107 | 2025.01.13 20:19 | modify | 25 | 0.10 | 191.781 | 191.556 | 192.681 | ||
| 108 | 2025.01.13 20:19 | modify | 24 | 0.10 | 191.181 | 191.556 | 192.681 | ||
| 109 | 2025.01.13 21:56 | buy | 27 | 0.10 | 192.234 | 0.000 | 0.000 | ||
| 110 | 2025.01.13 21:56 | modify | 27 | 0.10 | 192.234 | 191.781 | 192.681 | ||
| 111 | 2025.01.13 21:56 | modify | 26 | 0.10 | 192.082 | 191.781 | 192.681 | ||
| 112 | 2025.01.13 21:56 | modify | 25 | 0.10 | 191.781 | 191.781 | 192.681 | ||
| 113 | 2025.01.13 21:56 | modify | 24 | 0.10 | 191.181 | 191.781 | 192.681 | ||
| 114 | 2025.01.14 01:30 | s/l | 24 | 0.10 | 191.781 | 191.781 | 192.681 | 41.33 | 1315.86 |
| 115 | 2025.01.14 01:30 | s/l | 25 | 0.10 | 191.781 | 191.781 | 192.681 | 0.79 | 1316.66 |
| 116 | 2025.01.14 01:30 | s/l | 26 | 0.10 | 191.781 | 191.781 | 192.681 | -19.54 | 1297.12 |
| 117 | 2025.01.14 01:30 | s/l | 27 | 0.10 | 191.781 | 191.781 | 192.681 | -29.81 | 1267.31 |
| 118 | 2025.02.13 08:00 | sell | 28 | 0.10 | 192.985 | 0.000 | 0.000 | ||
| 119 | 2025.02.13 08:00 | modify | 28 | 0.10 | 192.985 | 194.285 | 191.485 | ||
| 120 | 2025.02.13 08:30 | sell | 29 | 0.10 | 192.385 | 0.000 | 0.000 | ||
| 121 | 2025.02.13 08:30 | modify | 29 | 0.10 | 192.385 | 192.910 | 191.485 | ||
| 122 | 2025.02.13 08:30 | modify | 28 | 0.10 | 192.985 | 192.910 | 191.485 | ||
| 123 | 2025.02.13 09:00 | sell | 30 | 0.10 | 192.085 | 0.000 | 0.000 | ||
| 124 | 2025.02.13 09:00 | modify | 30 | 0.10 | 192.085 | 192.610 | 191.485 | ||
| 125 | 2025.02.13 09:00 | modify | 29 | 0.10 | 192.385 | 192.610 | 191.485 | ||
| 126 | 2025.02.13 09:00 | modify | 28 | 0.10 | 192.985 | 192.610 | 191.485 | ||
| 127 | 2025.02.13 11:46 | sell | 31 | 0.10 | 191.914 | 0.000 | 0.000 | ||
| 128 | 2025.02.13 11:46 | modify | 31 | 0.10 | 191.914 | 192.385 | 191.485 | ||
| 129 | 2025.02.13 11:46 | modify | 30 | 0.10 | 192.085 | 192.385 | 191.485 | ||
| 130 | 2025.02.13 11:46 | modify | 29 | 0.10 | 192.385 | 192.385 | 191.485 | ||
| 131 | 2025.02.13 11:46 | modify | 28 | 0.10 | 192.985 | 192.385 | 191.485 | ||
| 132 | 2025.02.13 13:30 | t/p | 28 | 0.10 | 191.485 | 192.385 | 191.485 | 101.29 | 1368.60 |
| 133 | 2025.02.13 13:30 | t/p | 29 | 0.10 | 191.485 | 192.385 | 191.485 | 60.77 | 1429.37 |
| 134 | 2025.02.13 13:30 | t/p | 30 | 0.10 | 191.485 | 192.385 | 191.485 | 40.51 | 1469.88 |
| 135 | 2025.02.13 13:30 | t/p | 31 | 0.10 | 191.485 | 192.385 | 191.485 | 28.97 | 1498.85 |