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 20:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=24; 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 | 79603 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 764.12 | Gross profit | 830.41 | Gross loss | -66.30 |
| Profit factor | 12.53 | Expected payoff | 47.76 | ||
| Absolute drawdown | 56.31 | Maximal drawdown | 214.88 (2.03%) | Relative drawdown | 2.03% (214.88) |
| Total trades | 16 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
| Largest | profit trade | 95.09 | loss trade | -46.33 | |
| Average | profit trade | 59.32 | loss trade | -33.15 | |
| Maximum | consecutive wins (profit in money) | 12 (673.92) | consecutive losses (loss in money) | 1 (-46.33) | |
| Maximal | consecutive profit (count of wins) | 673.92 (12) | consecutive loss (count of losses) | -46.33 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.12 20:00 | buy | 1 | 0.10 | 158.067 | 0.000 | 0.000 | ||
| 2 | 2023.01.12 20:00 | modify | 1 | 0.10 | 158.067 | 157.367 | 159.467 | ||
| 3 | 2023.01.13 00:40 | s/l | 1 | 0.10 | 157.367 | 157.367 | 159.467 | -46.33 | 9953.67 |
| 4 | 2023.01.18 08:00 | sell | 2 | 0.10 | 160.401 | 0.000 | 0.000 | ||
| 5 | 2023.01.18 08:00 | modify | 2 | 0.10 | 160.401 | 161.101 | 159.001 | ||
| 6 | 2023.01.18 08:50 | sell | 3 | 0.10 | 159.888 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 08:50 | modify | 3 | 0.10 | 159.888 | 160.191 | 159.001 | ||
| 8 | 2023.01.18 08:50 | modify | 2 | 0.10 | 160.401 | 160.191 | 159.001 | ||
| 9 | 2023.01.18 12:45 | sell | 4 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 10 | 2023.01.18 12:45 | modify | 4 | 0.10 | 159.674 | 159.911 | 159.001 | ||
| 11 | 2023.01.18 12:45 | sell | 5 | 0.10 | 159.674 | 0.000 | 0.000 | ||
| 12 | 2023.01.18 12:45 | modify | 5 | 0.10 | 159.674 | 159.911 | 159.001 | ||
| 13 | 2023.01.18 12:45 | modify | 3 | 0.10 | 159.888 | 159.911 | 159.001 | ||
| 14 | 2023.01.18 12:45 | modify | 2 | 0.10 | 160.401 | 159.911 | 159.001 | ||
| 15 | 2023.01.18 13:40 | t/p | 2 | 0.10 | 159.001 | 159.911 | 159.001 | 95.09 | 10048.76 |
| 16 | 2023.01.18 13:40 | t/p | 3 | 0.10 | 159.001 | 159.911 | 159.001 | 60.24 | 10109.00 |
| 17 | 2023.01.18 13:40 | t/p | 4 | 0.10 | 159.001 | 159.911 | 159.001 | 45.71 | 10154.71 |
| 18 | 2023.01.18 13:40 | t/p | 5 | 0.10 | 159.001 | 159.911 | 159.001 | 45.71 | 10200.42 |
| 19 | 2023.02.03 00:00 | buy | 6 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 20 | 2023.02.03 00:00 | modify | 6 | 0.10 | 157.397 | 156.697 | 158.797 | ||
| 21 | 2023.02.03 18:45 | buy | 7 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 22 | 2023.02.03 18:45 | modify | 7 | 0.10 | 158.119 | 157.887 | 158.797 | ||
| 23 | 2023.02.03 18:45 | buy | 8 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 24 | 2023.02.03 18:45 | modify | 8 | 0.10 | 158.119 | 157.887 | 158.797 | ||
| 25 | 2023.02.03 18:45 | modify | 6 | 0.10 | 157.397 | 157.887 | 158.797 | ||
| 26 | 2023.02.05 22:00 | t/p | 6 | 0.10 | 158.797 | 157.887 | 158.797 | 95.09 | 10295.51 |
| 27 | 2023.02.05 22:00 | t/p | 7 | 0.10 | 158.797 | 157.887 | 158.797 | 46.05 | 10341.56 |
| 28 | 2023.02.05 22:00 | t/p | 8 | 0.10 | 158.797 | 157.887 | 158.797 | 46.05 | 10387.61 |
| 29 | 2023.02.21 20:00 | sell | 9 | 0.10 | 163.416 | 0.000 | 0.000 | ||
| 30 | 2023.02.21 20:00 | modify | 9 | 0.10 | 163.416 | 164.116 | 162.016 | ||
| 31 | 2023.02.22 08:20 | sell | 10 | 0.10 | 162.918 | 0.000 | 0.000 | ||
| 32 | 2023.02.22 08:20 | modify | 10 | 0.10 | 162.918 | 163.206 | 162.016 | ||
| 33 | 2023.02.22 08:20 | modify | 9 | 0.10 | 163.416 | 163.206 | 162.016 | ||
| 34 | 2023.02.22 18:10 | sell | 11 | 0.10 | 162.711 | 0.000 | 0.000 | ||
| 35 | 2023.02.22 18:10 | modify | 11 | 0.10 | 162.711 | 162.926 | 162.016 | ||
| 36 | 2023.02.22 18:10 | sell | 12 | 0.10 | 162.711 | 0.000 | 0.000 | ||
| 37 | 2023.02.22 18:10 | modify | 12 | 0.10 | 162.711 | 162.926 | 162.016 | ||
| 38 | 2023.02.22 18:10 | modify | 10 | 0.10 | 162.918 | 162.926 | 162.016 | ||
| 39 | 2023.02.22 18:10 | modify | 9 | 0.10 | 163.416 | 162.926 | 162.016 | ||
| 40 | 2023.02.23 16:30 | t/p | 9 | 0.10 | 162.016 | 162.926 | 162.016 | 87.38 | 10475.00 |
| 41 | 2023.02.23 16:30 | t/p | 10 | 0.10 | 162.016 | 162.926 | 162.016 | 55.49 | 10530.49 |
| 42 | 2023.02.23 16:30 | t/p | 11 | 0.10 | 162.016 | 162.926 | 162.016 | 41.43 | 10571.91 |
| 43 | 2023.02.23 16:30 | t/p | 12 | 0.10 | 162.016 | 162.926 | 162.016 | 41.43 | 10613.34 |
| 44 | 2023.08.23 16:00 | buy | 13 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 45 | 2023.08.23 16:00 | modify | 13 | 0.10 | 183.894 | 183.194 | 185.294 | ||
| 46 | 2023.08.23 19:33 | buy | 14 | 0.10 | 184.398 | 0.000 | 0.000 | ||
| 47 | 2023.08.23 19:33 | modify | 14 | 0.10 | 184.398 | 184.104 | 185.294 | ||
| 48 | 2023.08.23 19:33 | modify | 13 | 0.10 | 183.894 | 184.104 | 185.294 | ||
| 49 | 2023.08.23 21:00 | s/l | 13 | 0.10 | 184.104 | 184.104 | 185.294 | 14.26 | 10627.60 |
| 50 | 2023.08.23 21:00 | s/l | 14 | 0.10 | 184.104 | 184.104 | 185.294 | -19.97 | 10607.63 |
| 51 | 2023.12.14 08:00 | buy | 15 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 52 | 2023.12.14 08:00 | modify | 15 | 0.10 | 179.251 | 178.551 | 180.651 | ||
| 53 | 2023.12.14 12:06 | buy | 16 | 0.10 | 179.747 | 0.000 | 0.000 | ||
| 54 | 2023.12.14 12:06 | modify | 16 | 0.10 | 179.747 | 179.461 | 180.651 | ||
| 55 | 2023.12.14 12:06 | modify | 15 | 0.10 | 179.251 | 179.461 | 180.651 | ||
| 56 | 2023.12.14 13:40 | t/p | 15 | 0.10 | 180.651 | 179.461 | 180.651 | 95.09 | 10702.72 |
| 57 | 2023.12.14 13:40 | t/p | 16 | 0.10 | 180.651 | 179.461 | 180.651 | 61.40 | 10764.12 |