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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1914 | Ticks modelled | 34419439 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 124.25 | Gross profit | 195.54 | Gross loss | -71.29 |
| Profit factor | 2.74 | Expected payoff | 7.31 | ||
| Absolute drawdown | 21.41 | Maximal drawdown | 58.16 (0.58%) | Relative drawdown | 0.58% (58.16) |
| Total trades | 17 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 35.23 | loss trade | -10.39 | |
| Average | profit trade | 19.55 | loss trade | -10.18 | |
| Maximum | consecutive wins (profit in money) | 2 (45.21) | consecutive losses (loss in money) | 1 (-10.39) | |
| Maximal | consecutive profit (count of wins) | 45.21 (2) | consecutive loss (count of losses) | -10.39 (1) | |
| Average | consecutive wins | 1 | 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 09:01 | buy | 2 | 0.10 | 169.728 | 0.000 | 0.000 | ||
| 4 | 2023.05.11 09:01 | modify | 2 | 0.10 | 169.728 | 169.576 | 170.851 | ||
| 5 | 2023.05.11 09:01 | modify | 1 | 0.10 | 169.351 | 169.576 | 170.851 | ||
| 6 | 2023.05.11 09:15 | s/l | 1 | 0.10 | 169.576 | 169.576 | 170.851 | 15.10 | 10015.10 |
| 7 | 2023.05.11 09:15 | s/l | 2 | 0.10 | 169.576 | 169.576 | 170.851 | -10.20 | 10004.90 |
| 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 | 2023.06.09 12:33 | sell | 4 | 0.10 | 174.753 | 0.000 | 0.000 | ||
| 11 | 2023.06.09 12:33 | modify | 4 | 0.10 | 174.753 | 174.908 | 173.633 | ||
| 12 | 2023.06.09 12:33 | modify | 3 | 0.10 | 175.133 | 174.908 | 173.633 | ||
| 13 | 2023.06.09 12:35 | s/l | 3 | 0.10 | 174.908 | 174.908 | 173.633 | 15.09 | 10019.99 |
| 14 | 2023.06.09 12:35 | s/l | 4 | 0.10 | 174.908 | 174.908 | 173.633 | -10.39 | 10009.60 |
| 15 | 2023.06.15 12:00 | sell | 5 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 16 | 2023.06.15 12:00 | modify | 5 | 0.10 | 178.581 | 179.581 | 177.081 | ||
| 17 | 2023.06.15 12:54 | sell | 6 | 0.10 | 178.204 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 12:54 | modify | 6 | 0.10 | 178.204 | 178.356 | 177.081 | ||
| 19 | 2023.06.15 12:54 | modify | 5 | 0.10 | 178.581 | 178.356 | 177.081 | ||
| 20 | 2023.06.15 13:03 | s/l | 5 | 0.10 | 178.356 | 178.356 | 177.081 | 15.09 | 10024.69 |
| 21 | 2023.06.15 13:03 | s/l | 6 | 0.10 | 178.356 | 178.356 | 177.081 | -10.19 | 10014.50 |
| 22 | 2023.07.06 08:00 | buy | 7 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 23 | 2023.07.06 08:00 | modify | 7 | 0.10 | 183.148 | 182.148 | 184.648 | ||
| 24 | 2023.07.06 10:00 | buy | 8 | 0.10 | 183.524 | 0.000 | 0.000 | ||
| 25 | 2023.07.06 10:00 | modify | 8 | 0.10 | 183.524 | 183.373 | 184.648 | ||
| 26 | 2023.07.06 10:00 | modify | 7 | 0.10 | 183.148 | 183.373 | 184.648 | ||
| 27 | 2023.07.06 10:30 | buy | 9 | 0.10 | 183.825 | 0.000 | 0.000 | ||
| 28 | 2023.07.06 10:30 | modify | 9 | 0.10 | 183.825 | 183.673 | 184.648 | ||
| 29 | 2023.07.06 10:30 | modify | 8 | 0.10 | 183.524 | 183.673 | 184.648 | ||
| 30 | 2023.07.06 10:30 | modify | 7 | 0.10 | 183.148 | 183.673 | 184.648 | ||
| 31 | 2023.07.06 10:38 | s/l | 7 | 0.10 | 183.673 | 183.673 | 184.648 | 35.22 | 10049.72 |
| 32 | 2023.07.06 10:38 | s/l | 8 | 0.10 | 183.673 | 183.673 | 184.648 | 9.99 | 10059.71 |
| 33 | 2023.07.06 10:38 | s/l | 9 | 0.10 | 183.673 | 183.673 | 184.648 | -10.20 | 10049.51 |
| 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 08:52 | sell | 11 | 0.10 | 186.128 | 0.000 | 0.000 | ||
| 37 | 2023.08.22 08:52 | modify | 11 | 0.10 | 186.128 | 186.284 | 185.009 | ||
| 38 | 2023.08.22 08:52 | modify | 10 | 0.10 | 186.509 | 186.284 | 185.009 | ||
| 39 | 2023.08.22 13:43 | sell | 12 | 0.10 | 185.834 | 0.000 | 0.000 | ||
| 40 | 2023.08.22 13:43 | modify | 12 | 0.10 | 185.834 | 185.984 | 185.009 | ||
| 41 | 2023.08.22 13:43 | modify | 11 | 0.10 | 186.128 | 185.984 | 185.009 | ||
| 42 | 2023.08.22 13:43 | modify | 10 | 0.10 | 186.509 | 185.984 | 185.009 | ||
| 43 | 2023.08.22 13:45 | s/l | 10 | 0.10 | 185.984 | 185.984 | 185.009 | 35.20 | 10084.71 |
| 44 | 2023.08.22 13:45 | s/l | 11 | 0.10 | 185.984 | 185.984 | 185.009 | 9.65 | 10094.36 |
| 45 | 2023.08.22 13:45 | s/l | 12 | 0.10 | 185.984 | 185.984 | 185.009 | -10.06 | 10084.30 |
| 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 13:55 | buy | 14 | 0.10 | 181.409 | 0.000 | 0.000 | ||
| 49 | 2023.10.03 13:55 | modify | 14 | 0.10 | 181.409 | 181.257 | 182.532 | ||
| 50 | 2023.10.03 13:55 | modify | 13 | 0.10 | 181.032 | 181.257 | 182.532 | ||
| 51 | 2023.10.03 14:00 | s/l | 13 | 0.10 | 181.257 | 181.257 | 182.532 | 15.10 | 10099.40 |
| 52 | 2023.10.03 14:00 | s/l | 14 | 0.10 | 181.257 | 181.257 | 182.532 | -10.19 | 10089.21 |
| 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 12:00 | buy | 16 | 0.10 | 179.629 | 0.000 | 0.000 | ||
| 56 | 2023.12.14 12:00 | modify | 16 | 0.10 | 179.629 | 179.476 | 180.751 | ||
| 57 | 2023.12.14 12:00 | modify | 15 | 0.10 | 179.251 | 179.476 | 180.751 | ||
| 58 | 2023.12.14 12:05 | buy | 17 | 0.10 | 179.926 | 0.000 | 0.000 | ||
| 59 | 2023.12.14 12:05 | modify | 17 | 0.10 | 179.926 | 179.776 | 180.751 | ||
| 60 | 2023.12.14 12:05 | modify | 16 | 0.10 | 179.629 | 179.776 | 180.751 | ||
| 61 | 2023.12.14 12:05 | modify | 15 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 62 | 2023.12.14 12:06 | s/l | 15 | 0.10 | 179.776 | 179.776 | 180.751 | 35.23 | 10124.44 |
| 63 | 2023.12.14 12:06 | s/l | 16 | 0.10 | 179.776 | 179.776 | 180.751 | 9.87 | 10134.31 |
| 64 | 2023.12.14 12:06 | s/l | 17 | 0.10 | 179.776 | 179.776 | 180.751 | -10.06 | 10124.25 |