Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=45; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 476.61 | Gross profit | 1984.93 | Gross loss | -1508.33 |
| Profit factor | 1.32 | Expected payoff | 9.93 | ||
| Absolute drawdown | 431.45 | Maximal drawdown | 630.05 (6.18%) | Relative drawdown | 6.18% (630.05) |
| Total trades | 48 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 24 (58.33%) |
| Profit trades (% of total) | 26 (54.17%) | Loss trades (% of total) | 22 (45.83%) | ||
| Largest | profit trade | 107.89 | loss trade | -85.15 | |
| Average | profit trade | 76.34 | loss trade | -68.56 | |
| Maximum | consecutive wins (profit in money) | 5 (356.56) | consecutive losses (loss in money) | 5 (-319.59) | |
| Maximal | consecutive profit (count of wins) | 356.56 (5) | consecutive loss (count of losses) | -319.59 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.01 12:00 | buy | 1 | 0.10 | 163.115 | 0.000 | 0.000 | ||
| 2 | 2023.03.01 12:00 | modify | 1 | 0.10 | 163.115 | 162.015 | 164.615 | ||
| 3 | 2023.03.07 04:00 | buy | 2 | 0.10 | 163.802 | 0.000 | 0.000 | ||
| 4 | 2023.03.07 04:00 | modify | 2 | 0.10 | 163.802 | 163.190 | 164.615 | ||
| 5 | 2023.03.07 04:00 | modify | 1 | 0.10 | 163.115 | 163.190 | 164.615 | ||
| 6 | 2023.03.07 12:00 | s/l | 1 | 0.10 | 163.190 | 163.190 | 164.615 | 12.27 | 10012.27 |
| 7 | 2023.03.07 12:00 | s/l | 2 | 0.10 | 163.190 | 163.190 | 164.615 | -41.07 | 9971.20 |
| 8 | 2023.03.07 12:00 | buy | 3 | 0.10 | 163.140 | 0.000 | 0.000 | ||
| 9 | 2023.03.07 12:00 | modify | 3 | 0.10 | 163.140 | 162.040 | 164.640 | ||
| 10 | 2023.03.07 20:00 | s/l | 3 | 0.10 | 162.040 | 162.040 | 164.640 | -73.81 | 9897.39 |
| 11 | 2023.03.09 12:00 | buy | 4 | 0.10 | 162.052 | 0.000 | 0.000 | ||
| 12 | 2023.03.09 12:00 | modify | 4 | 0.10 | 162.052 | 160.952 | 163.552 | ||
| 13 | 2023.03.10 12:00 | t/p | 4 | 0.10 | 163.552 | 160.952 | 163.552 | 101.87 | 9999.26 |
| 14 | 2023.03.13 12:00 | buy | 5 | 0.10 | 160.835 | 0.000 | 0.000 | ||
| 15 | 2023.03.13 12:00 | modify | 5 | 0.10 | 160.835 | 159.735 | 162.335 | ||
| 16 | 2023.03.13 20:00 | t/p | 5 | 0.10 | 162.335 | 159.735 | 162.335 | 100.65 | 10099.91 |
| 17 | 2023.03.14 12:00 | sell | 6 | 0.10 | 163.222 | 0.000 | 0.000 | ||
| 18 | 2023.03.14 12:00 | modify | 6 | 0.10 | 163.222 | 164.322 | 161.722 | ||
| 19 | 2023.03.15 12:00 | t/p | 6 | 0.10 | 161.722 | 164.322 | 161.722 | 98.69 | 10198.60 |
| 20 | 2023.03.15 12:00 | buy | 7 | 0.10 | 161.160 | 0.000 | 0.000 | ||
| 21 | 2023.03.15 12:00 | modify | 7 | 0.10 | 161.160 | 160.060 | 162.660 | ||
| 22 | 2023.03.15 16:00 | s/l | 7 | 0.10 | 160.060 | 160.060 | 162.660 | -73.81 | 10124.79 |
| 23 | 2023.03.27 12:00 | sell | 8 | 0.10 | 161.227 | 0.000 | 0.000 | ||
| 24 | 2023.03.27 12:00 | modify | 8 | 0.10 | 161.227 | 162.327 | 159.727 | ||
| 25 | 2023.03.29 04:00 | s/l | 8 | 0.10 | 162.327 | 162.327 | 159.727 | -77.56 | 10047.23 |
| 26 | 2023.04.10 12:00 | sell | 9 | 0.10 | 164.908 | 0.000 | 0.000 | ||
| 27 | 2023.04.10 12:00 | modify | 9 | 0.10 | 164.908 | 166.008 | 163.408 | ||
| 28 | 2023.04.11 16:00 | s/l | 9 | 0.10 | 166.008 | 166.008 | 163.408 | -75.67 | 9971.56 |
| 29 | 2023.04.13 12:00 | sell | 10 | 0.10 | 166.708 | 0.000 | 0.000 | ||
| 30 | 2023.04.13 12:00 | modify | 10 | 0.10 | 166.708 | 167.808 | 165.208 | ||
| 31 | 2023.04.19 08:00 | s/l | 10 | 0.10 | 167.808 | 167.808 | 165.208 | -81.34 | 9890.22 |
| 32 | 2023.04.24 12:00 | sell | 11 | 0.10 | 167.431 | 0.000 | 0.000 | ||
| 33 | 2023.04.24 12:00 | modify | 11 | 0.10 | 167.431 | 168.531 | 165.931 | ||
| 34 | 2023.04.25 16:00 | t/p | 11 | 0.10 | 165.931 | 168.531 | 165.931 | 98.69 | 9988.91 |
| 35 | 2023.05.17 12:00 | sell | 12 | 0.10 | 170.713 | 0.000 | 0.000 | ||
| 36 | 2023.05.17 12:00 | modify | 12 | 0.10 | 170.713 | 171.813 | 169.213 | ||
| 37 | 2023.05.17 20:00 | s/l | 12 | 0.10 | 171.813 | 171.813 | 169.213 | -73.76 | 9915.15 |
| 38 | 2023.05.19 12:00 | sell | 13 | 0.10 | 172.219 | 0.000 | 0.000 | ||
| 39 | 2023.05.19 12:00 | modify | 13 | 0.10 | 172.219 | 173.319 | 170.719 | ||
| 40 | 2023.05.22 04:00 | sell | 14 | 0.10 | 171.536 | 0.000 | 0.000 | ||
| 41 | 2023.05.22 04:00 | modify | 14 | 0.10 | 171.536 | 172.144 | 170.719 | ||
| 42 | 2023.05.22 04:00 | modify | 13 | 0.10 | 172.219 | 172.144 | 170.719 | ||
| 43 | 2023.05.22 12:00 | s/l | 13 | 0.10 | 172.144 | 172.144 | 170.719 | 3.13 | 9918.29 |
| 44 | 2023.05.22 12:00 | s/l | 14 | 0.10 | 172.144 | 172.144 | 170.719 | -40.77 | 9877.52 |
| 45 | 2023.05.22 12:00 | sell | 15 | 0.10 | 172.277 | 0.000 | 0.000 | ||
| 46 | 2023.05.22 12:00 | modify | 15 | 0.10 | 172.277 | 173.377 | 170.777 | ||
| 47 | 2023.05.26 16:00 | s/l | 15 | 0.10 | 173.377 | 173.377 | 170.777 | -85.14 | 9792.38 |
| 48 | 2023.06.05 12:00 | buy | 16 | 0.10 | 173.734 | 0.000 | 0.000 | ||
| 49 | 2023.06.05 12:00 | modify | 16 | 0.10 | 173.734 | 172.634 | 175.234 | ||
| 50 | 2023.06.09 08:00 | t/p | 16 | 0.10 | 175.234 | 172.634 | 175.234 | 107.89 | 9900.27 |
| 51 | 2023.06.13 12:00 | sell | 17 | 0.10 | 175.397 | 0.000 | 0.000 | ||
| 52 | 2023.06.13 12:00 | modify | 17 | 0.10 | 175.397 | 176.497 | 173.897 | ||
| 53 | 2023.06.13 16:00 | s/l | 17 | 0.10 | 176.497 | 176.497 | 173.897 | -73.76 | 9826.51 |
| 54 | 2023.06.20 12:00 | buy | 18 | 0.10 | 180.337 | 0.000 | 0.000 | ||
| 55 | 2023.06.20 12:00 | modify | 18 | 0.10 | 180.337 | 179.237 | 181.837 | ||
| 56 | 2023.06.22 04:00 | buy | 19 | 0.10 | 181.017 | 0.000 | 0.000 | ||
| 57 | 2023.06.22 04:00 | modify | 19 | 0.10 | 181.017 | 180.412 | 181.837 | ||
| 58 | 2023.06.22 04:00 | modify | 18 | 0.10 | 180.337 | 180.412 | 181.837 | ||
| 59 | 2023.06.22 12:00 | t/p | 18 | 0.10 | 181.837 | 180.412 | 181.837 | 105.48 | 9931.99 |
| 60 | 2023.06.22 12:00 | t/p | 19 | 0.10 | 181.837 | 180.412 | 181.837 | 55.02 | 9987.01 |
| 61 | 2023.06.22 12:00 | sell | 20 | 0.10 | 181.537 | 0.000 | 0.000 | ||
| 62 | 2023.06.22 12:00 | modify | 20 | 0.10 | 181.537 | 182.637 | 180.037 | ||
| 63 | 2023.06.23 16:00 | s/l | 20 | 0.10 | 182.637 | 182.637 | 180.037 | -75.67 | 9911.35 |
| 64 | 2023.06.28 12:00 | buy | 21 | 0.10 | 182.641 | 0.000 | 0.000 | ||
| 65 | 2023.06.28 12:00 | modify | 21 | 0.10 | 182.641 | 181.541 | 184.141 | ||
| 66 | 2023.07.03 00:00 | buy | 22 | 0.10 | 183.321 | 0.000 | 0.000 | ||
| 67 | 2023.07.03 00:00 | modify | 22 | 0.10 | 183.321 | 182.716 | 184.141 | ||
| 68 | 2023.07.03 00:00 | modify | 21 | 0.10 | 182.641 | 182.716 | 184.141 | ||
| 69 | 2023.07.06 08:00 | s/l | 21 | 0.10 | 182.716 | 182.716 | 184.141 | 17.11 | 9928.46 |
| 70 | 2023.07.06 08:00 | s/l | 22 | 0.10 | 182.716 | 182.716 | 184.141 | -34.56 | 9893.90 |
| 71 | 2023.07.13 12:00 | sell | 23 | 0.10 | 180.899 | 0.000 | 0.000 | ||
| 72 | 2023.07.13 12:00 | modify | 23 | 0.10 | 180.899 | 181.999 | 179.399 | ||
| 73 | 2023.07.14 12:00 | s/l | 23 | 0.10 | 181.999 | 181.999 | 179.399 | -75.67 | 9818.23 |
| 74 | 2023.07.17 12:00 | buy | 24 | 0.10 | 181.065 | 0.000 | 0.000 | ||
| 75 | 2023.07.17 12:00 | modify | 24 | 0.10 | 181.065 | 179.965 | 182.565 | ||
| 76 | 2023.07.19 16:00 | s/l | 24 | 0.10 | 179.965 | 179.965 | 182.565 | -71.40 | 9746.84 |
| 77 | 2023.07.24 12:00 | buy | 25 | 0.10 | 181.244 | 0.000 | 0.000 | ||
| 78 | 2023.07.24 12:00 | modify | 25 | 0.10 | 181.244 | 180.144 | 182.744 | ||
| 79 | 2023.07.27 20:00 | s/l | 25 | 0.10 | 180.144 | 180.144 | 182.744 | -67.78 | 9679.06 |
| 80 | 2023.08.02 12:00 | buy | 26 | 0.10 | 182.299 | 0.000 | 0.000 | ||
| 81 | 2023.08.02 12:00 | modify | 26 | 0.10 | 182.299 | 181.199 | 183.799 | ||
| 82 | 2023.08.03 12:00 | s/l | 26 | 0.10 | 181.199 | 181.199 | 183.799 | -70.20 | 9608.86 |
| 83 | 2023.08.21 12:00 | sell | 27 | 0.10 | 186.069 | 0.000 | 0.000 | ||
| 84 | 2023.08.21 12:00 | modify | 27 | 0.10 | 186.069 | 187.169 | 184.569 | ||
| 85 | 2023.08.23 12:00 | t/p | 27 | 0.10 | 184.569 | 187.169 | 184.569 | 96.80 | 9705.66 |
| 86 | 2023.08.29 12:00 | sell | 28 | 0.10 | 185.200 | 0.000 | 0.000 | ||
| 87 | 2023.08.29 12:00 | modify | 28 | 0.10 | 185.200 | 186.300 | 183.700 | ||
| 88 | 2023.08.31 16:00 | sell | 29 | 0.10 | 184.510 | 0.000 | 0.000 | ||
| 89 | 2023.08.31 16:00 | modify | 29 | 0.10 | 184.510 | 185.125 | 183.700 | ||
| 90 | 2023.08.31 16:00 | modify | 28 | 0.10 | 185.200 | 185.125 | 183.700 | ||
| 91 | 2023.09.01 16:00 | t/p | 28 | 0.10 | 183.700 | 185.125 | 183.700 | 91.11 | 9796.77 |
| 92 | 2023.09.01 16:00 | t/p | 29 | 0.10 | 183.700 | 185.125 | 183.700 | 52.42 | 9849.20 |
| 93 | 2023.09.18 12:00 | buy | 30 | 0.10 | 182.831 | 0.000 | 0.000 | ||
| 94 | 2023.09.18 12:00 | modify | 30 | 0.10 | 182.831 | 181.731 | 184.331 | ||
| 95 | 2023.09.21 12:00 | s/l | 30 | 0.10 | 181.731 | 181.731 | 184.331 | -67.78 | 9781.42 |
| 96 | 2023.09.28 12:00 | sell | 31 | 0.10 | 182.288 | 0.000 | 0.000 | ||
| 97 | 2023.09.28 12:00 | modify | 31 | 0.10 | 182.288 | 183.388 | 180.788 | ||
| 98 | 2023.10.03 08:00 | t/p | 31 | 0.10 | 180.788 | 183.388 | 180.788 | 94.90 | 9876.32 |
| 99 | 2023.10.09 12:00 | buy | 32 | 0.10 | 181.537 | 0.000 | 0.000 | ||
| 100 | 2023.10.09 12:00 | modify | 32 | 0.10 | 181.537 | 180.437 | 183.037 | ||
| 101 | 2023.10.10 08:00 | buy | 33 | 0.10 | 182.225 | 0.000 | 0.000 | ||
| 102 | 2023.10.10 08:00 | modify | 33 | 0.10 | 182.225 | 181.612 | 183.037 | ||
| 103 | 2023.10.10 08:00 | modify | 32 | 0.10 | 181.537 | 181.612 | 183.037 | ||
| 104 | 2023.10.11 08:00 | t/p | 32 | 0.10 | 183.037 | 181.612 | 183.037 | 103.07 | 9979.40 |
| 105 | 2023.10.11 08:00 | t/p | 33 | 0.10 | 183.037 | 181.612 | 183.037 | 55.70 | 10035.09 |
| 106 | 2023.10.11 12:00 | sell | 34 | 0.10 | 182.909 | 0.000 | 0.000 | ||
| 107 | 2023.10.11 12:00 | modify | 34 | 0.10 | 182.909 | 184.009 | 181.409 | ||
| 108 | 2023.10.13 20:00 | t/p | 34 | 0.10 | 181.409 | 184.009 | 181.409 | 93.02 | 10128.11 |
| 109 | 2023.11.07 12:00 | buy | 35 | 0.10 | 184.867 | 0.000 | 0.000 | ||
| 110 | 2023.11.07 12:00 | modify | 35 | 0.10 | 184.867 | 183.767 | 186.367 | ||
| 111 | 2023.11.08 20:00 | buy | 36 | 0.10 | 185.557 | 0.000 | 0.000 | ||
| 112 | 2023.11.08 20:00 | modify | 36 | 0.10 | 185.557 | 184.942 | 186.367 | ||
| 113 | 2023.11.08 20:00 | modify | 35 | 0.10 | 184.867 | 184.942 | 186.367 | ||
| 114 | 2023.11.09 20:00 | s/l | 35 | 0.10 | 184.942 | 184.942 | 186.367 | 9.87 | 10137.98 |
| 115 | 2023.11.09 20:00 | s/l | 36 | 0.10 | 184.942 | 184.942 | 186.367 | -37.64 | 10100.34 |
| 116 | 2023.11.23 12:00 | sell | 37 | 0.10 | 187.391 | 0.000 | 0.000 | ||
| 117 | 2023.11.23 12:00 | modify | 37 | 0.10 | 187.391 | 188.491 | 185.891 | ||
| 118 | 2023.11.24 16:00 | s/l | 37 | 0.10 | 188.491 | 188.491 | 185.891 | -75.67 | 10024.67 |
| 119 | 2023.12.12 12:00 | buy | 38 | 0.10 | 182.527 | 0.000 | 0.000 | ||
| 120 | 2023.12.12 12:00 | modify | 38 | 0.10 | 182.527 | 181.427 | 184.027 | ||
| 121 | 2023.12.13 20:00 | s/l | 38 | 0.10 | 181.427 | 181.427 | 184.027 | -72.60 | 9952.07 |
| 122 | 2024.01.02 12:00 | buy | 39 | 0.10 | 179.624 | 0.000 | 0.000 | ||
| 123 | 2024.01.02 12:00 | modify | 39 | 0.10 | 179.624 | 178.524 | 181.124 | ||
| 124 | 2024.01.03 16:00 | t/p | 39 | 0.10 | 181.124 | 178.524 | 181.124 | 101.86 | 10053.93 |
| 125 | 2024.01.09 12:00 | buy | 40 | 0.10 | 183.195 | 0.000 | 0.000 | ||
| 126 | 2024.01.09 12:00 | modify | 40 | 0.10 | 183.195 | 182.095 | 184.695 | ||
| 127 | 2024.01.10 16:00 | t/p | 40 | 0.10 | 184.695 | 182.095 | 184.695 | 101.86 | 10155.78 |
| 128 | 2024.01.15 12:00 | sell | 41 | 0.10 | 185.450 | 0.000 | 0.000 | ||
| 129 | 2024.01.15 12:00 | modify | 41 | 0.10 | 185.450 | 186.550 | 183.950 | ||
| 130 | 2024.01.17 08:00 | s/l | 41 | 0.10 | 186.550 | 186.550 | 183.950 | -77.55 | 10078.23 |
| 131 | 2024.01.26 12:00 | sell | 42 | 0.10 | 188.217 | 0.000 | 0.000 | ||
| 132 | 2024.01.26 12:00 | modify | 42 | 0.10 | 188.217 | 189.317 | 186.717 | ||
| 133 | 2024.01.30 04:00 | sell | 43 | 0.10 | 187.299 | 0.000 | 0.000 | ||
| 134 | 2024.01.30 04:00 | modify | 43 | 0.10 | 187.299 | 187.692 | 186.717 | ||
| 135 | 2024.01.30 04:00 | modify | 42 | 0.10 | 188.217 | 187.692 | 186.717 | ||
| 136 | 2024.01.30 12:00 | t/p | 42 | 0.10 | 186.717 | 187.692 | 186.717 | 96.80 | 10175.03 |
| 137 | 2024.01.30 12:00 | t/p | 43 | 0.10 | 186.717 | 187.692 | 186.717 | 39.03 | 10214.06 |
| 138 | 2024.02.05 12:00 | buy | 44 | 0.10 | 186.674 | 0.000 | 0.000 | ||
| 139 | 2024.02.05 12:00 | modify | 44 | 0.10 | 186.674 | 185.574 | 188.174 | ||
| 140 | 2024.02.08 12:00 | t/p | 44 | 0.10 | 188.174 | 185.574 | 188.174 | 106.68 | 10320.74 |
| 141 | 2024.02.12 12:00 | buy | 45 | 0.10 | 188.038 | 0.000 | 0.000 | ||
| 142 | 2024.02.12 12:00 | modify | 45 | 0.10 | 188.038 | 186.938 | 189.538 | ||
| 143 | 2024.02.13 16:00 | t/p | 45 | 0.10 | 189.538 | 186.938 | 189.538 | 101.87 | 10422.61 |
| 144 | 2024.02.16 12:00 | sell | 46 | 0.10 | 189.208 | 0.000 | 0.000 | ||
| 145 | 2024.02.16 12:00 | modify | 46 | 0.10 | 189.208 | 190.308 | 187.708 | ||
| 146 | 2024.02.22 08:00 | s/l | 46 | 0.10 | 190.308 | 190.308 | 187.708 | -85.15 | 10337.47 |
| 147 | 2024.02.26 12:00 | sell | 47 | 0.10 | 191.279 | 0.000 | 0.000 | ||
| 148 | 2024.02.26 12:00 | modify | 47 | 0.10 | 191.279 | 192.379 | 189.779 | ||
| 149 | 2024.02.28 12:00 | sell | 48 | 0.10 | 190.580 | 0.000 | 0.000 | ||
| 150 | 2024.02.28 12:00 | modify | 48 | 0.10 | 190.580 | 191.204 | 189.779 | ||
| 151 | 2024.02.28 12:00 | modify | 47 | 0.10 | 191.279 | 191.204 | 189.779 | ||
| 152 | 2024.02.29 04:00 | t/p | 47 | 0.10 | 189.779 | 191.204 | 189.779 | 91.11 | 10428.58 |
| 153 | 2024.02.29 04:00 | t/p | 48 | 0.10 | 189.779 | 191.204 | 189.779 | 48.03 | 10476.61 |