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 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 79888 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 416.94 | Gross profit | 471.63 | Gross loss | -54.69 |
| Profit factor | 8.62 | Expected payoff | 26.06 | ||
| Absolute drawdown | 42.74 | Maximal drawdown | 109.44 (1.07%) | Relative drawdown | 1.07% (109.44) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 100.65 | loss trade | -11.94 | |
| Average | profit trade | 42.88 | loss trade | -10.94 | |
| Maximum | consecutive wins (profit in money) | 4 (238.02) | consecutive losses (loss in money) | 1 (-11.94) | |
| Maximal | consecutive profit (count of wins) | 238.02 (4) | consecutive loss (count of losses) | -11.94 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.11 04:00 | buy | 1 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 2 | 2023.05.11 04:00 | modify | 1 | 0.10 | 169.351 | 168.351 | 170.851 | ||
| 3 | 2023.05.11 09:15 | buy | 2 | 0.10 | 169.739 | 0.000 | 0.000 | ||
| 4 | 2023.05.11 09:15 | modify | 2 | 0.10 | 169.739 | 169.576 | 170.851 | ||
| 5 | 2023.05.11 09:15 | modify | 1 | 0.10 | 169.351 | 169.576 | 170.851 | ||
| 6 | 2023.05.11 09:30 | s/l | 1 | 0.10 | 169.576 | 169.576 | 170.851 | 15.10 | 10015.10 |
| 7 | 2023.05.11 09:30 | s/l | 2 | 0.10 | 169.576 | 169.576 | 170.851 | -10.94 | 10004.16 |
| 8 | 2023.06.09 12:00 | sell | 3 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 9 | 2023.06.09 12:00 | modify | 3 | 0.10 | 175.133 | 176.133 | 173.633 | ||
| 10 | 2023.06.12 14:30 | sell | 4 | 0.10 | 174.736 | 0.000 | 0.000 | ||
| 11 | 2023.06.12 14:30 | modify | 4 | 0.10 | 174.736 | 174.908 | 173.633 | ||
| 12 | 2023.06.12 14:30 | modify | 3 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 13 | 2023.06.13 00:15 | sell | 5 | 0.10 | 174.452 | 0.000 | 0.000 | ||
| 14 | 2023.06.13 00:15 | modify | 5 | 0.10 | 174.452 | 174.608 | 173.633 | ||
| 15 | 2023.06.13 00:15 | modify | 4 | 0.10 | 174.736 | 174.608 | 173.633 | ||
| 16 | 2023.06.13 00:15 | modify | 3 | 0.10 | 175.133 | 174.608 | 173.633 | ||
| 17 | 2023.06.13 00:20 | s/l | 3 | 0.10 | 174.608 | 174.608 | 173.633 | 31.41 | 10035.57 |
| 18 | 2023.06.13 00:20 | s/l | 4 | 0.10 | 174.608 | 174.608 | 173.633 | 6.68 | 10042.25 |
| 19 | 2023.06.13 00:20 | s/l | 5 | 0.10 | 174.608 | 174.608 | 173.633 | -10.47 | 10031.78 |
| 20 | 2023.06.15 12:00 | sell | 6 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 21 | 2023.06.15 12:00 | modify | 6 | 0.10 | 178.581 | 179.581 | 177.081 | ||
| 22 | 2023.06.15 12:50 | sell | 7 | 0.10 | 178.178 | 0.000 | 0.000 | ||
| 23 | 2023.06.15 12:50 | modify | 7 | 0.10 | 178.178 | 178.356 | 177.081 | ||
| 24 | 2023.06.15 12:50 | modify | 6 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 25 | 2023.06.15 12:55 | s/l | 6 | 0.10 | 178.356 | 178.356 | 177.081 | 15.09 | 10046.87 |
| 26 | 2023.06.15 12:55 | s/l | 7 | 0.10 | 178.356 | 178.356 | 177.081 | -11.94 | 10034.93 |
| 27 | 2023.07.06 08:00 | buy | 8 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 28 | 2023.07.06 08:00 | modify | 8 | 0.10 | 183.148 | 182.148 | 184.648 | ||
| 29 | 2023.07.06 10:40 | buy | 9 | 0.10 | 183.838 | 0.000 | 0.000 | ||
| 30 | 2023.07.06 10:40 | modify | 9 | 0.10 | 183.838 | 183.673 | 184.648 | ||
| 31 | 2023.07.06 10:40 | modify | 8 | 0.10 | 183.148 | 183.673 | 184.648 | ||
| 32 | 2023.07.06 10:55 | s/l | 8 | 0.10 | 183.673 | 183.673 | 184.648 | 35.22 | 10070.15 |
| 33 | 2023.07.06 10:55 | s/l | 9 | 0.10 | 183.673 | 183.673 | 184.648 | -11.08 | 10059.07 |
| 34 | 2023.08.22 04:00 | sell | 10 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 35 | 2023.08.22 04:00 | modify | 10 | 0.10 | 186.509 | 187.509 | 185.009 | ||
| 36 | 2023.08.22 09:00 | sell | 11 | 0.10 | 186.118 | 0.000 | 0.000 | ||
| 37 | 2023.08.22 09:00 | modify | 11 | 0.10 | 186.118 | 186.284 | 185.009 | ||
| 38 | 2023.08.22 09:00 | modify | 10 | 0.10 | 186.509 | 186.284 | 185.009 | ||
| 39 | 2023.08.22 13:40 | sell | 12 | 0.10 | 185.809 | 0.000 | 0.000 | ||
| 40 | 2023.08.22 13:40 | modify | 12 | 0.10 | 185.809 | 185.984 | 185.009 | ||
| 41 | 2023.08.22 13:40 | modify | 11 | 0.10 | 186.118 | 185.984 | 185.009 | ||
| 42 | 2023.08.22 13:40 | modify | 10 | 0.10 | 186.509 | 185.984 | 185.009 | ||
| 43 | 2023.08.23 07:40 | t/p | 10 | 0.10 | 185.009 | 185.984 | 185.009 | 98.69 | 10157.77 |
| 44 | 2023.08.23 07:40 | t/p | 11 | 0.10 | 185.009 | 185.984 | 185.009 | 72.47 | 10230.24 |
| 45 | 2023.08.23 07:40 | t/p | 12 | 0.10 | 185.009 | 185.984 | 185.009 | 51.75 | 10281.99 |
| 46 | 2023.10.03 08:00 | buy | 13 | 0.10 | 181.032 | 0.000 | 0.000 | ||
| 47 | 2023.10.03 08:00 | modify | 13 | 0.10 | 181.032 | 180.032 | 182.532 | ||
| 48 | 2023.10.03 13:40 | buy | 14 | 0.10 | 181.410 | 0.000 | 0.000 | ||
| 49 | 2023.10.03 13:40 | modify | 14 | 0.10 | 181.410 | 181.257 | 182.532 | ||
| 50 | 2023.10.03 13:40 | modify | 13 | 0.10 | 181.032 | 181.257 | 182.532 | ||
| 51 | 2023.10.03 13:55 | s/l | 13 | 0.10 | 181.257 | 181.257 | 182.532 | 15.10 | 10297.09 |
| 52 | 2023.10.03 13:55 | s/l | 14 | 0.10 | 181.257 | 181.257 | 182.532 | -10.26 | 10286.83 |
| 53 | 2023.12.14 08:00 | buy | 15 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 54 | 2023.12.14 08:00 | modify | 15 | 0.10 | 179.251 | 178.251 | 180.751 | ||
| 55 | 2023.12.14 13:20 | buy | 16 | 0.10 | 180.312 | 0.000 | 0.000 | ||
| 56 | 2023.12.14 13:20 | modify | 16 | 0.10 | 180.312 | 179.926 | 180.751 | ||
| 57 | 2023.12.14 13:20 | modify | 15 | 0.10 | 179.251 | 179.926 | 180.751 | ||
| 58 | 2023.12.14 14:40 | t/p | 15 | 0.10 | 180.751 | 179.926 | 180.751 | 100.65 | 10387.48 |
| 59 | 2023.12.14 14:40 | t/p | 16 | 0.10 | 180.751 | 179.926 | 180.751 | 29.46 | 10416.94 |