Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 1123.21 | Gross profit | 1605.15 | Gross loss | -481.94 |
| Profit factor | 3.33 | Expected payoff | 43.20 | ||
| Absolute drawdown | 208.91 | Maximal drawdown | 218.95 (2.19%) | Relative drawdown | 2.19% (218.95) |
| Total trades | 26 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 109.21 | loss trade | -97.89 | |
| Average | profit trade | 80.26 | loss trade | -80.32 | |
| Maximum | consecutive wins (profit in money) | 6 (436.91) | consecutive losses (loss in money) | 2 (-184.94) | |
| Maximal | consecutive profit (count of wins) | 448.29 (5) | consecutive loss (count of losses) | -184.94 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.04 16:00 | sell | 1 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 2 | 2023.01.04 16:00 | modify | 1 | 0.10 | 158.999 | 160.299 | 157.499 | ||
| 3 | 2023.01.09 08:00 | s/l | 1 | 0.10 | 160.299 | 160.299 | 157.499 | -97.89 | 9902.11 |
| 4 | 2023.01.12 16:00 | buy | 2 | 0.10 | 157.855 | 0.000 | 0.000 | ||
| 5 | 2023.01.12 16:00 | modify | 2 | 0.10 | 157.855 | 156.555 | 159.355 | ||
| 6 | 2023.01.13 16:00 | s/l | 2 | 0.10 | 156.555 | 156.555 | 159.355 | -87.05 | 9815.06 |
| 7 | 2023.01.13 16:00 | buy | 3 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 8 | 2023.01.13 16:00 | modify | 3 | 0.10 | 155.786 | 154.486 | 157.286 | ||
| 9 | 2023.01.13 20:00 | buy | 4 | 0.10 | 156.473 | 0.000 | 0.000 | ||
| 10 | 2023.01.13 20:00 | modify | 4 | 0.10 | 156.473 | 155.861 | 157.286 | ||
| 11 | 2023.01.13 20:00 | modify | 3 | 0.10 | 155.786 | 155.861 | 157.286 | ||
| 12 | 2023.01.16 12:00 | buy | 5 | 0.10 | 156.620 | 0.000 | 0.000 | ||
| 13 | 2023.01.16 12:00 | modify | 5 | 0.10 | 156.620 | 156.161 | 157.286 | ||
| 14 | 2023.01.16 12:00 | modify | 4 | 0.10 | 156.473 | 156.161 | 157.286 | ||
| 15 | 2023.01.16 12:00 | modify | 3 | 0.10 | 155.786 | 156.161 | 157.286 | ||
| 16 | 2023.01.17 08:00 | t/p | 3 | 0.10 | 157.286 | 156.161 | 157.286 | 104.31 | 9919.37 |
| 17 | 2023.01.17 08:00 | t/p | 4 | 0.10 | 157.286 | 156.161 | 157.286 | 57.66 | 9977.03 |
| 18 | 2023.01.17 08:00 | t/p | 5 | 0.10 | 157.286 | 156.161 | 157.286 | 46.45 | 10023.49 |
| 19 | 2023.01.18 04:00 | sell | 6 | 0.10 | 160.870 | 0.000 | 0.000 | ||
| 20 | 2023.01.18 04:00 | modify | 6 | 0.10 | 160.870 | 162.170 | 159.370 | ||
| 21 | 2023.01.18 12:00 | t/p | 6 | 0.10 | 159.370 | 162.170 | 159.370 | 101.85 | 10125.34 |
| 22 | 2023.02.02 20:00 | buy | 7 | 0.10 | 157.380 | 0.000 | 0.000 | ||
| 23 | 2023.02.02 20:00 | modify | 7 | 0.10 | 157.380 | 156.080 | 158.880 | ||
| 24 | 2023.02.05 20:00 | t/p | 7 | 0.10 | 158.880 | 156.080 | 158.880 | 103.08 | 10228.42 |
| 25 | 2023.02.13 16:00 | sell | 8 | 0.10 | 161.169 | 0.000 | 0.000 | ||
| 26 | 2023.02.13 16:00 | modify | 8 | 0.10 | 161.169 | 162.469 | 159.669 | ||
| 27 | 2023.02.14 08:00 | sell | 9 | 0.10 | 160.320 | 0.000 | 0.000 | ||
| 28 | 2023.02.14 08:00 | modify | 9 | 0.10 | 160.320 | 160.794 | 159.669 | ||
| 29 | 2023.02.14 08:00 | modify | 8 | 0.10 | 161.169 | 160.794 | 159.669 | ||
| 30 | 2023.02.14 12:00 | s/l | 8 | 0.10 | 160.794 | 160.794 | 159.669 | 23.55 | 10251.97 |
| 31 | 2023.02.14 12:00 | s/l | 9 | 0.10 | 160.794 | 160.794 | 159.669 | -32.18 | 10219.79 |
| 32 | 2023.02.21 16:00 | sell | 10 | 0.10 | 163.588 | 0.000 | 0.000 | ||
| 33 | 2023.02.21 16:00 | modify | 10 | 0.10 | 163.588 | 164.888 | 162.088 | ||
| 34 | 2023.02.23 20:00 | t/p | 10 | 0.10 | 162.088 | 164.888 | 162.088 | 94.15 | 10313.94 |
| 35 | 2023.03.13 12:00 | buy | 11 | 0.10 | 160.835 | 0.000 | 0.000 | ||
| 36 | 2023.03.13 12:00 | modify | 11 | 0.10 | 160.835 | 159.535 | 162.335 | ||
| 37 | 2023.03.13 16:00 | buy | 12 | 0.10 | 161.903 | 0.000 | 0.000 | ||
| 38 | 2023.03.13 16:00 | modify | 12 | 0.10 | 161.903 | 161.360 | 162.335 | ||
| 39 | 2023.03.13 16:00 | modify | 11 | 0.10 | 160.835 | 161.360 | 162.335 | ||
| 40 | 2023.03.13 20:00 | t/p | 11 | 0.10 | 162.335 | 161.360 | 162.335 | 101.86 | 10415.80 |
| 41 | 2023.03.13 20:00 | t/p | 12 | 0.10 | 162.335 | 161.360 | 162.335 | 29.33 | 10445.13 |
| 42 | 2023.03.15 12:00 | buy | 13 | 0.10 | 161.160 | 0.000 | 0.000 | ||
| 43 | 2023.03.15 12:00 | modify | 13 | 0.10 | 161.160 | 159.860 | 162.660 | ||
| 44 | 2023.03.15 16:00 | s/l | 13 | 0.10 | 159.860 | 159.860 | 162.660 | -88.28 | 10356.85 |
| 45 | 2023.03.24 12:00 | buy | 14 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 46 | 2023.03.24 12:00 | modify | 14 | 0.10 | 158.888 | 157.588 | 160.388 | ||
| 47 | 2023.03.24 16:00 | buy | 15 | 0.10 | 159.721 | 0.000 | 0.000 | ||
| 48 | 2023.03.24 16:00 | modify | 15 | 0.10 | 159.721 | 159.263 | 160.388 | ||
| 49 | 2023.03.24 16:00 | modify | 14 | 0.10 | 158.888 | 159.263 | 160.388 | ||
| 50 | 2023.03.27 08:00 | t/p | 14 | 0.10 | 160.388 | 159.263 | 160.388 | 103.08 | 10459.94 |
| 51 | 2023.03.27 08:00 | t/p | 15 | 0.10 | 160.388 | 159.263 | 160.388 | 46.51 | 10506.45 |
| 52 | 2023.04.28 08:00 | sell | 16 | 0.10 | 169.386 | 0.000 | 0.000 | ||
| 53 | 2023.04.28 08:00 | modify | 16 | 0.10 | 169.386 | 170.686 | 167.886 | ||
| 54 | 2023.04.28 16:00 | s/l | 16 | 0.10 | 170.686 | 170.686 | 167.886 | -88.27 | 10418.18 |
| 55 | 2023.06.16 16:00 | sell | 17 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 56 | 2023.06.16 16:00 | modify | 17 | 0.10 | 181.733 | 183.033 | 180.233 | ||
| 57 | 2023.06.20 16:00 | t/p | 17 | 0.10 | 180.233 | 183.033 | 180.233 | 98.00 | 10516.18 |
| 58 | 2023.07.27 20:00 | buy | 18 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 59 | 2023.07.27 20:00 | modify | 18 | 0.10 | 177.817 | 176.517 | 179.317 | ||
| 60 | 2023.07.28 04:00 | t/p | 18 | 0.10 | 179.317 | 176.517 | 179.317 | 103.08 | 10619.27 |
| 61 | 2023.07.31 04:00 | sell | 19 | 0.10 | 182.138 | 0.000 | 0.000 | ||
| 62 | 2023.07.31 04:00 | modify | 19 | 0.10 | 182.138 | 183.438 | 180.638 | ||
| 63 | 2023.08.03 08:00 | sell | 20 | 0.10 | 181.312 | 0.000 | 0.000 | ||
| 64 | 2023.08.03 08:00 | modify | 20 | 0.10 | 181.312 | 181.763 | 180.638 | ||
| 65 | 2023.08.03 08:00 | modify | 19 | 0.10 | 182.138 | 181.763 | 180.638 | ||
| 66 | 2023.08.03 12:00 | t/p | 19 | 0.10 | 180.638 | 181.763 | 180.638 | 92.23 | 10711.50 |
| 67 | 2023.08.03 12:00 | t/p | 20 | 0.10 | 180.638 | 181.763 | 180.638 | 45.77 | 10757.27 |
| 68 | 2023.08.23 12:00 | buy | 21 | 0.10 | 183.707 | 0.000 | 0.000 | ||
| 69 | 2023.08.23 12:00 | modify | 21 | 0.10 | 183.707 | 182.407 | 185.207 | ||
| 70 | 2023.08.29 12:00 | t/p | 21 | 0.10 | 185.207 | 182.407 | 185.207 | 109.21 | 10866.48 |
| 71 | 2023.12.07 12:00 | buy | 22 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 72 | 2023.12.07 12:00 | modify | 22 | 0.10 | 182.340 | 181.040 | 183.840 | ||
| 73 | 2023.12.07 16:00 | s/l | 22 | 0.10 | 181.040 | 181.040 | 183.840 | -88.27 | 10778.21 |
| 74 | 2023.12.11 12:00 | sell | 23 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 75 | 2023.12.11 12:00 | modify | 23 | 0.10 | 184.000 | 185.300 | 182.500 | ||
| 76 | 2023.12.12 12:00 | t/p | 23 | 0.10 | 182.500 | 185.300 | 182.500 | 99.93 | 10878.13 |
| 77 | 2023.12.14 04:00 | buy | 24 | 0.10 | 178.844 | 0.000 | 0.000 | ||
| 78 | 2023.12.14 04:00 | modify | 24 | 0.10 | 178.844 | 177.544 | 180.344 | ||
| 79 | 2023.12.14 16:00 | t/p | 24 | 0.10 | 180.344 | 177.544 | 180.344 | 101.86 | 10979.99 |
| 80 | 2023.12.19 12:00 | sell | 25 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 81 | 2023.12.19 12:00 | modify | 25 | 0.10 | 183.913 | 185.213 | 182.413 | ||
| 82 | 2023.12.19 20:00 | sell | 26 | 0.10 | 183.079 | 0.000 | 0.000 | ||
| 83 | 2023.12.19 20:00 | modify | 26 | 0.10 | 183.079 | 183.538 | 182.413 | ||
| 84 | 2023.12.19 20:00 | modify | 25 | 0.10 | 183.913 | 183.538 | 182.413 | ||
| 85 | 2023.12.20 08:00 | t/p | 25 | 0.10 | 182.413 | 183.538 | 182.413 | 99.93 | 11079.92 |
| 86 | 2023.12.20 08:00 | t/p | 26 | 0.10 | 182.413 | 183.538 | 182.413 | 43.30 | 11123.21 |