Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 151.64 | Gross profit | 640.28 | Gross loss | -488.64 |
| Profit factor | 1.31 | Expected payoff | 5.62 | ||
| Absolute drawdown | 89.05 | Maximal drawdown | 168.13 (1.65%) | Relative drawdown | 1.65% (168.13) |
| Total trades | 27 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 15 (20.00%) |
| Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
| Largest | profit trade | 91.00 | loss trade | -29.53 | |
| Average | profit trade | 71.14 | loss trade | -27.15 | |
| Maximum | consecutive wins (profit in money) | 2 (171.42) | consecutive losses (loss in money) | 6 (-165.03) | |
| Maximal | consecutive profit (count of wins) | 171.42 (2) | consecutive loss (count of losses) | -165.03 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.16 20:00 | buy | 1 | 0.10 | 166.173 | 0.000 | 0.000 | ||
| 2 | 2022.12.16 20:00 | modify | 1 | 0.10 | 166.173 | 165.773 | 167.473 | ||
| 3 | 2022.12.18 20:00 | s/l | 1 | 0.10 | 165.773 | 165.773 | 167.473 | -27.61 | 9972.39 |
| 4 | 2022.12.20 12:00 | buy | 2 | 0.10 | 161.114 | 0.000 | 0.000 | ||
| 5 | 2022.12.20 12:00 | modify | 2 | 0.10 | 161.114 | 160.714 | 162.414 | ||
| 6 | 2022.12.20 16:00 | s/l | 2 | 0.10 | 160.714 | 160.714 | 162.414 | -27.62 | 9944.77 |
| 7 | 2022.12.20 20:00 | buy | 3 | 0.10 | 160.079 | 0.000 | 0.000 | ||
| 8 | 2022.12.20 20:00 | modify | 3 | 0.10 | 160.079 | 159.679 | 161.379 | ||
| 9 | 2022.12.21 12:00 | s/l | 3 | 0.10 | 159.679 | 159.679 | 161.379 | -26.38 | 9918.39 |
| 10 | 2022.12.28 16:00 | sell | 4 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 11 | 2022.12.28 16:00 | modify | 4 | 0.10 | 161.540 | 161.940 | 160.240 | ||
| 12 | 2022.12.29 16:00 | t/p | 4 | 0.10 | 160.240 | 161.940 | 160.240 | 83.76 | 10002.16 |
| 13 | 2022.12.30 16:00 | buy | 5 | 0.10 | 158.735 | 0.000 | 0.000 | ||
| 14 | 2022.12.30 16:00 | modify | 5 | 0.10 | 158.735 | 158.335 | 160.035 | ||
| 15 | 2022.12.30 20:00 | s/l | 5 | 0.10 | 158.335 | 158.335 | 160.035 | -27.61 | 9974.55 |
| 16 | 2023.01.09 16:00 | sell | 6 | 0.10 | 160.847 | 0.000 | 0.000 | ||
| 17 | 2023.01.09 16:00 | modify | 6 | 0.10 | 160.847 | 161.247 | 159.547 | ||
| 18 | 2023.01.12 12:00 | t/p | 6 | 0.10 | 159.547 | 161.247 | 159.547 | 79.86 | 10054.40 |
| 19 | 2023.01.12 20:00 | buy | 7 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 20 | 2023.01.12 20:00 | modify | 7 | 0.10 | 158.067 | 157.667 | 159.367 | ||
| 21 | 2023.01.13 00:00 | s/l | 7 | 0.10 | 157.667 | 157.667 | 159.367 | -26.38 | 10028.03 |
| 22 | 2023.01.18 08:00 | sell | 8 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 23 | 2023.01.18 08:00 | modify | 8 | 0.10 | 160.401 | 160.801 | 159.101 | ||
| 24 | 2023.01.18 16:00 | t/p | 8 | 0.10 | 159.101 | 160.801 | 159.101 | 89.61 | 10117.64 |
| 25 | 2023.02.21 20:00 | sell | 9 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 26 | 2023.02.21 20:00 | modify | 9 | 0.10 | 163.416 | 163.816 | 162.116 | ||
| 27 | 2023.02.23 12:00 | t/p | 9 | 0.10 | 162.116 | 163.816 | 162.116 | 81.81 | 10199.45 |
| 28 | 2023.05.02 20:00 | buy | 10 | 0.10 | 170.352 | 0.000 | 0.000 | ||
| 29 | 2023.05.02 20:00 | modify | 10 | 0.10 | 170.352 | 169.952 | 171.652 | ||
| 30 | 2023.05.03 04:00 | s/l | 10 | 0.10 | 169.952 | 169.952 | 171.652 | -26.38 | 10173.07 |
| 31 | 2023.05.11 04:00 | buy | 11 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 32 | 2023.05.11 04:00 | modify | 11 | 0.10 | 169.351 | 168.951 | 170.651 | ||
| 33 | 2023.05.11 12:00 | s/l | 11 | 0.10 | 168.951 | 168.951 | 170.651 | -27.61 | 10145.46 |
| 34 | 2023.05.28 20:00 | sell | 12 | 0.10 | 173.350 | 0.000 | 0.000 | ||
| 35 | 2023.05.28 20:00 | modify | 12 | 0.10 | 173.350 | 173.750 | 172.050 | ||
| 36 | 2023.05.29 00:00 | s/l | 12 | 0.10 | 173.750 | 173.750 | 172.050 | -29.52 | 10115.94 |
| 37 | 2023.06.09 12:00 | sell | 13 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 38 | 2023.06.09 12:00 | modify | 13 | 0.10 | 175.133 | 175.533 | 173.833 | ||
| 39 | 2023.06.09 16:00 | s/l | 13 | 0.10 | 175.533 | 175.533 | 173.833 | -27.57 | 10088.37 |
| 40 | 2023.06.15 12:00 | sell | 14 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 41 | 2023.06.15 12:00 | modify | 14 | 0.10 | 178.581 | 178.981 | 177.281 | ||
| 42 | 2023.06.15 16:00 | s/l | 14 | 0.10 | 178.981 | 178.981 | 177.281 | -27.57 | 10060.80 |
| 43 | 2023.07.06 08:00 | buy | 15 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 44 | 2023.07.06 08:00 | modify | 15 | 0.10 | 183.148 | 182.748 | 184.448 | ||
| 45 | 2023.07.07 08:00 | s/l | 15 | 0.10 | 182.748 | 182.748 | 184.448 | -26.38 | 10034.42 |
| 46 | 2023.08.22 04:00 | sell | 16 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 47 | 2023.08.22 04:00 | modify | 16 | 0.10 | 186.509 | 186.909 | 185.209 | ||
| 48 | 2023.08.23 08:00 | t/p | 16 | 0.10 | 185.209 | 186.909 | 185.209 | 87.66 | 10122.08 |
| 49 | 2023.08.23 16:00 | buy | 17 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 50 | 2023.08.23 16:00 | modify | 17 | 0.10 | 183.894 | 183.494 | 185.194 | ||
| 51 | 2023.08.24 08:00 | buy | 18 | 0.10 | 184.610 | 0.000 | 0.000 | ||
| 52 | 2023.08.24 08:00 | modify | 18 | 0.10 | 184.610 | 184.219 | 185.194 | ||
| 53 | 2023.08.24 08:00 | modify | 17 | 0.10 | 183.894 | 184.219 | 185.194 | ||
| 54 | 2023.08.24 12:00 | s/l | 17 | 0.10 | 184.219 | 184.219 | 185.194 | 26.17 | 10148.24 |
| 55 | 2023.08.24 12:00 | s/l | 18 | 0.10 | 184.219 | 184.219 | 185.194 | -27.00 | 10121.24 |
| 56 | 2023.09.21 20:00 | buy | 19 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 57 | 2023.09.21 20:00 | modify | 19 | 0.10 | 181.430 | 181.030 | 182.730 | ||
| 58 | 2023.09.22 04:00 | buy | 20 | 0.10 | 181.892 | 0.000 | 0.000 | ||
| 59 | 2023.09.22 04:00 | modify | 20 | 0.10 | 181.892 | 181.625 | 182.730 | ||
| 60 | 2023.09.22 04:00 | modify | 19 | 0.10 | 181.430 | 181.625 | 182.730 | ||
| 61 | 2023.09.22 12:00 | s/l | 19 | 0.10 | 181.625 | 181.625 | 182.730 | 14.70 | 10135.95 |
| 62 | 2023.09.22 12:00 | s/l | 20 | 0.10 | 181.625 | 181.625 | 182.730 | -18.44 | 10117.51 |
| 63 | 2023.10.03 08:00 | buy | 21 | 0.10 | 181.032 | 0.000 | 0.000 | ||
| 64 | 2023.10.03 08:00 | modify | 21 | 0.10 | 181.032 | 180.632 | 182.332 | ||
| 65 | 2023.10.03 16:00 | s/l | 21 | 0.10 | 180.632 | 180.632 | 182.332 | -27.62 | 10089.89 |
| 66 | 2023.10.08 20:00 | sell | 22 | 0.10 | 181.888 | 0.000 | 0.000 | ||
| 67 | 2023.10.08 20:00 | modify | 22 | 0.10 | 181.888 | 182.288 | 180.588 | ||
| 68 | 2023.10.09 00:00 | s/l | 22 | 0.10 | 182.288 | 182.288 | 180.588 | -29.52 | 10060.37 |
| 69 | 2023.10.15 20:00 | buy | 23 | 0.10 | 181.186 | 0.000 | 0.000 | ||
| 70 | 2023.10.15 20:00 | modify | 23 | 0.10 | 181.186 | 180.786 | 182.486 | ||
| 71 | 2023.10.16 16:00 | t/p | 23 | 0.10 | 182.486 | 180.786 | 182.486 | 91.00 | 10151.37 |
| 72 | 2023.11.05 20:00 | sell | 24 | 0.10 | 184.743 | 0.000 | 0.000 | ||
| 73 | 2023.11.05 20:00 | modify | 24 | 0.10 | 184.743 | 185.143 | 183.443 | ||
| 74 | 2023.11.06 04:00 | s/l | 24 | 0.10 | 185.143 | 185.143 | 183.443 | -29.53 | 10121.84 |
| 75 | 2023.11.13 16:00 | sell | 25 | 0.10 | 185.851 | 0.000 | 0.000 | ||
| 76 | 2023.11.13 16:00 | modify | 25 | 0.10 | 185.851 | 186.251 | 184.551 | ||
| 77 | 2023.11.14 00:00 | s/l | 25 | 0.10 | 186.251 | 186.251 | 184.551 | -29.53 | 10092.30 |
| 78 | 2023.11.17 16:00 | buy | 26 | 0.10 | 185.995 | 0.000 | 0.000 | ||
| 79 | 2023.11.17 16:00 | modify | 26 | 0.10 | 185.995 | 185.595 | 187.295 | ||
| 80 | 2023.11.20 12:00 | s/l | 26 | 0.10 | 185.595 | 185.595 | 187.295 | -26.37 | 10065.94 |
| 81 | 2023.11.24 20:00 | sell | 27 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 82 | 2023.11.24 20:00 | modify | 27 | 0.10 | 188.465 | 188.865 | 187.165 | ||
| 83 | 2023.11.28 04:00 | t/p | 27 | 0.10 | 187.165 | 188.865 | 187.165 | 85.70 | 10151.64 |