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=1; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 858.48 | Gross profit | 980.97 | Gross loss | -122.49 |
| Profit factor | 8.01 | Expected payoff | 28.62 | ||
| Absolute drawdown | 11.53 | Maximal drawdown | 158.64 (1.55%) | Relative drawdown | 1.55% (158.64) |
| Total trades | 30 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 24 (80.00%) | Loss trades (% of total) | 6 (20.00%) | ||
| Largest | profit trade | 81.73 | loss trade | -33.53 | |
| Average | profit trade | 40.87 | loss trade | -20.41 | |
| Maximum | consecutive wins (profit in money) | 8 (405.45) | consecutive losses (loss in money) | 2 (-55.00) | |
| Maximal | consecutive profit (count of wins) | 405.45 (8) | consecutive loss (count of losses) | -55.00 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.10 12:00 | sell | 1 | 0.10 | 164.013 | 0.000 | 0.000 | ||
| 2 | 2023.03.10 12:00 | modify | 1 | 0.10 | 164.013 | 164.513 | 162.813 | ||
| 3 | 2023.03.10 14:40 | t/p | 1 | 0.10 | 162.813 | 164.513 | 162.813 | 80.47 | 10080.47 |
| 4 | 2023.03.24 12:00 | buy | 2 | 0.10 | 158.888 | 0.000 | 0.000 | ||
| 5 | 2023.03.24 12:00 | modify | 2 | 0.10 | 158.888 | 158.388 | 160.088 | ||
| 6 | 2023.03.24 13:30 | buy | 3 | 0.10 | 159.327 | 0.000 | 0.000 | ||
| 7 | 2023.03.24 13:30 | modify | 3 | 0.10 | 159.327 | 159.008 | 160.088 | ||
| 8 | 2023.03.24 13:30 | modify | 2 | 0.10 | 158.888 | 159.008 | 160.088 | ||
| 9 | 2023.03.24 15:30 | buy | 4 | 0.10 | 159.619 | 0.000 | 0.000 | ||
| 10 | 2023.03.24 15:30 | modify | 4 | 0.10 | 159.619 | 159.428 | 160.088 | ||
| 11 | 2023.03.24 15:30 | modify | 3 | 0.10 | 159.327 | 159.428 | 160.088 | ||
| 12 | 2023.03.24 15:30 | modify | 2 | 0.10 | 158.888 | 159.428 | 160.088 | ||
| 13 | 2023.03.24 16:10 | buy | 5 | 0.10 | 159.731 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 16:10 | modify | 5 | 0.10 | 159.731 | 159.368 | 160.088 | ||
| 15 | 2023.03.24 16:10 | modify | 4 | 0.10 | 159.619 | 159.368 | 160.088 | ||
| 16 | 2023.03.24 16:10 | modify | 3 | 0.10 | 159.327 | 159.368 | 160.088 | ||
| 17 | 2023.03.24 16:10 | modify | 2 | 0.10 | 158.888 | 159.368 | 160.088 | ||
| 18 | 2023.03.26 22:40 | t/p | 2 | 0.10 | 160.088 | 159.368 | 160.088 | 80.52 | 10160.99 |
| 19 | 2023.03.26 22:40 | t/p | 3 | 0.10 | 160.088 | 159.368 | 160.088 | 51.06 | 10212.05 |
| 20 | 2023.03.26 22:40 | t/p | 4 | 0.10 | 160.088 | 159.368 | 160.088 | 31.47 | 10243.52 |
| 21 | 2023.03.26 22:40 | t/p | 5 | 0.10 | 160.088 | 159.368 | 160.088 | 23.95 | 10267.47 |
| 22 | 2023.04.04 12:00 | sell | 6 | 0.10 | 166.029 | 0.000 | 0.000 | ||
| 23 | 2023.04.04 12:00 | modify | 6 | 0.10 | 166.029 | 166.529 | 164.829 | ||
| 24 | 2023.04.04 13:30 | sell | 7 | 0.10 | 165.595 | 0.000 | 0.000 | ||
| 25 | 2023.04.04 13:30 | modify | 7 | 0.10 | 165.595 | 165.909 | 164.829 | ||
| 26 | 2023.04.04 13:30 | modify | 6 | 0.10 | 166.029 | 165.909 | 164.829 | ||
| 27 | 2023.04.04 14:40 | t/p | 6 | 0.10 | 164.829 | 165.909 | 164.829 | 80.47 | 10347.94 |
| 28 | 2023.04.04 14:40 | t/p | 7 | 0.10 | 164.829 | 165.909 | 164.829 | 51.37 | 10399.31 |
| 29 | 2023.06.16 16:00 | sell | 8 | 0.10 | 181.733 | 0.000 | 0.000 | ||
| 30 | 2023.06.16 16:00 | modify | 8 | 0.10 | 181.733 | 182.233 | 180.533 | ||
| 31 | 2023.06.19 04:55 | sell | 9 | 0.10 | 181.297 | 0.000 | 0.000 | ||
| 32 | 2023.06.19 04:55 | modify | 9 | 0.10 | 181.297 | 181.613 | 180.533 | ||
| 33 | 2023.06.19 04:55 | modify | 8 | 0.10 | 181.733 | 181.613 | 180.533 | ||
| 34 | 2023.06.19 05:40 | s/l | 8 | 0.10 | 181.613 | 181.613 | 180.533 | 6.14 | 10405.45 |
| 35 | 2023.06.19 05:40 | s/l | 9 | 0.10 | 181.613 | 181.613 | 180.533 | -21.20 | 10384.25 |
| 36 | 2023.08.23 12:00 | buy | 10 | 0.10 | 183.707 | 0.000 | 0.000 | ||
| 37 | 2023.08.23 12:00 | modify | 10 | 0.10 | 183.707 | 183.207 | 184.907 | ||
| 38 | 2023.08.24 00:30 | buy | 11 | 0.10 | 184.153 | 0.000 | 0.000 | ||
| 39 | 2023.08.24 00:30 | modify | 11 | 0.10 | 184.153 | 183.827 | 184.907 | ||
| 40 | 2023.08.24 00:30 | modify | 10 | 0.10 | 183.707 | 183.827 | 184.907 | ||
| 41 | 2023.08.24 06:55 | buy | 12 | 0.10 | 184.428 | 0.000 | 0.000 | ||
| 42 | 2023.08.24 06:55 | modify | 12 | 0.10 | 184.428 | 184.247 | 184.907 | ||
| 43 | 2023.08.24 06:55 | modify | 11 | 0.10 | 184.153 | 184.247 | 184.907 | ||
| 44 | 2023.08.24 06:55 | modify | 10 | 0.10 | 183.707 | 184.247 | 184.907 | ||
| 45 | 2023.08.24 07:00 | s/l | 10 | 0.10 | 184.247 | 184.247 | 184.907 | 39.85 | 10424.10 |
| 46 | 2023.08.24 07:00 | s/l | 11 | 0.10 | 184.247 | 184.247 | 184.907 | 6.31 | 10430.41 |
| 47 | 2023.08.24 07:00 | s/l | 12 | 0.10 | 184.247 | 184.247 | 184.907 | -12.15 | 10418.26 |
| 48 | 2023.09.21 12:00 | buy | 13 | 0.10 | 181.552 | 0.000 | 0.000 | ||
| 49 | 2023.09.21 12:00 | modify | 13 | 0.10 | 181.552 | 181.052 | 182.752 | ||
| 50 | 2023.09.22 03:40 | buy | 14 | 0.10 | 181.989 | 0.000 | 0.000 | ||
| 51 | 2023.09.22 03:40 | modify | 14 | 0.10 | 181.989 | 181.672 | 182.752 | ||
| 52 | 2023.09.22 03:40 | modify | 13 | 0.10 | 181.552 | 181.672 | 182.752 | ||
| 53 | 2023.09.22 06:40 | buy | 15 | 0.10 | 182.276 | 0.000 | 0.000 | ||
| 54 | 2023.09.22 06:40 | modify | 15 | 0.10 | 182.276 | 182.092 | 182.752 | ||
| 55 | 2023.09.22 06:40 | modify | 14 | 0.10 | 181.989 | 182.092 | 182.752 | ||
| 56 | 2023.09.22 06:40 | modify | 13 | 0.10 | 181.552 | 182.092 | 182.752 | ||
| 57 | 2023.09.22 06:55 | s/l | 13 | 0.10 | 182.092 | 182.092 | 182.752 | 37.45 | 10455.71 |
| 58 | 2023.09.22 06:55 | s/l | 14 | 0.10 | 182.092 | 182.092 | 182.752 | 6.92 | 10462.63 |
| 59 | 2023.09.22 06:55 | s/l | 15 | 0.10 | 182.092 | 182.092 | 182.752 | -12.34 | 10450.29 |
| 60 | 2023.10.03 16:00 | buy | 16 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 61 | 2023.10.03 16:00 | modify | 16 | 0.10 | 180.016 | 179.516 | 181.216 | ||
| 62 | 2023.10.04 08:50 | buy | 17 | 0.10 | 180.461 | 0.000 | 0.000 | ||
| 63 | 2023.10.04 08:50 | modify | 17 | 0.10 | 180.461 | 180.136 | 181.216 | ||
| 64 | 2023.10.04 08:50 | modify | 16 | 0.10 | 180.016 | 180.136 | 181.216 | ||
| 65 | 2023.10.04 09:20 | buy | 18 | 0.10 | 180.741 | 0.000 | 0.000 | ||
| 66 | 2023.10.04 09:20 | modify | 18 | 0.10 | 180.741 | 180.556 | 181.216 | ||
| 67 | 2023.10.04 09:20 | modify | 17 | 0.10 | 180.461 | 180.556 | 181.216 | ||
| 68 | 2023.10.04 09:20 | modify | 16 | 0.10 | 180.016 | 180.556 | 181.216 | ||
| 69 | 2023.10.04 10:35 | buy | 19 | 0.10 | 180.857 | 0.000 | 0.000 | ||
| 70 | 2023.10.04 10:35 | modify | 19 | 0.10 | 180.857 | 180.496 | 181.216 | ||
| 71 | 2023.10.04 10:35 | modify | 18 | 0.10 | 180.741 | 180.496 | 181.216 | ||
| 72 | 2023.10.04 10:35 | modify | 17 | 0.10 | 180.461 | 180.496 | 181.216 | ||
| 73 | 2023.10.04 10:35 | modify | 16 | 0.10 | 180.016 | 180.496 | 181.216 | ||
| 74 | 2023.10.04 12:40 | t/p | 16 | 0.10 | 181.216 | 180.496 | 181.216 | 81.73 | 10532.02 |
| 75 | 2023.10.04 12:40 | t/p | 17 | 0.10 | 181.216 | 180.496 | 181.216 | 50.66 | 10582.68 |
| 76 | 2023.10.04 12:40 | t/p | 18 | 0.10 | 181.216 | 180.496 | 181.216 | 31.87 | 10614.55 |
| 77 | 2023.10.04 12:40 | t/p | 19 | 0.10 | 181.216 | 180.496 | 181.216 | 24.09 | 10638.64 |
| 78 | 2023.10.31 12:00 | sell | 20 | 0.10 | 183.583 | 0.000 | 0.000 | ||
| 79 | 2023.10.31 12:00 | modify | 20 | 0.10 | 183.583 | 184.083 | 182.383 | ||
| 80 | 2023.10.31 14:15 | sell | 21 | 0.10 | 183.138 | 0.000 | 0.000 | ||
| 81 | 2023.10.31 14:15 | modify | 21 | 0.10 | 183.138 | 183.463 | 182.383 | ||
| 82 | 2023.10.31 14:15 | modify | 20 | 0.10 | 183.583 | 183.463 | 182.383 | ||
| 83 | 2023.10.31 14:30 | s/l | 20 | 0.10 | 183.463 | 183.463 | 182.383 | 8.04 | 10646.68 |
| 84 | 2023.10.31 14:30 | s/l | 21 | 0.10 | 183.463 | 183.463 | 182.383 | -21.80 | 10624.88 |
| 85 | 2023.12.11 12:00 | sell | 22 | 0.10 | 184.000 | 0.000 | 0.000 | ||
| 86 | 2023.12.11 12:00 | modify | 22 | 0.10 | 184.000 | 184.500 | 182.800 | ||
| 87 | 2023.12.11 18:05 | sell | 23 | 0.10 | 183.578 | 0.000 | 0.000 | ||
| 88 | 2023.12.11 18:05 | modify | 23 | 0.10 | 183.578 | 183.880 | 182.800 | ||
| 89 | 2023.12.11 18:05 | modify | 22 | 0.10 | 184.000 | 183.880 | 182.800 | ||
| 90 | 2023.12.12 00:55 | sell | 24 | 0.10 | 183.136 | 0.000 | 0.000 | ||
| 91 | 2023.12.12 00:55 | modify | 24 | 0.10 | 183.136 | 183.520 | 182.800 | ||
| 92 | 2023.12.12 00:55 | modify | 23 | 0.10 | 183.578 | 183.520 | 182.800 | ||
| 93 | 2023.12.12 00:55 | modify | 22 | 0.10 | 184.000 | 183.520 | 182.800 | ||
| 94 | 2023.12.12 07:30 | t/p | 22 | 0.10 | 182.800 | 183.520 | 182.800 | 78.57 | 10703.45 |
| 95 | 2023.12.12 07:30 | t/p | 23 | 0.10 | 182.800 | 183.520 | 182.800 | 50.27 | 10753.73 |
| 96 | 2023.12.12 07:30 | t/p | 24 | 0.10 | 182.800 | 183.520 | 182.800 | 22.53 | 10776.26 |
| 97 | 2023.12.19 12:00 | sell | 25 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 98 | 2023.12.19 12:00 | modify | 25 | 0.10 | 183.913 | 184.413 | 182.713 | ||
| 99 | 2023.12.19 15:59 | sell | 26 | 0.10 | 183.181 | 0.000 | 0.000 | ||
| 100 | 2023.12.19 15:59 | modify | 26 | 0.10 | 183.181 | 183.373 | 182.713 | ||
| 101 | 2023.12.19 15:59 | modify | 25 | 0.10 | 183.913 | 183.373 | 182.713 | ||
| 102 | 2023.12.19 18:40 | sell | 27 | 0.10 | 183.056 | 0.000 | 0.000 | ||
| 103 | 2023.12.19 18:40 | modify | 27 | 0.10 | 183.056 | 183.433 | 182.713 | ||
| 104 | 2023.12.19 18:40 | modify | 26 | 0.10 | 183.181 | 183.433 | 182.713 | ||
| 105 | 2023.12.19 18:40 | modify | 25 | 0.10 | 183.913 | 183.433 | 182.713 | ||
| 106 | 2023.12.20 04:20 | t/p | 25 | 0.10 | 182.713 | 183.433 | 182.713 | 78.57 | 10854.83 |
| 107 | 2023.12.20 04:20 | t/p | 26 | 0.10 | 182.713 | 183.433 | 182.713 | 29.49 | 10884.32 |
| 108 | 2023.12.20 04:20 | t/p | 27 | 0.10 | 182.713 | 183.433 | 182.713 | 21.10 | 10905.43 |
| 109 | 2023.12.28 16:00 | buy | 28 | 0.10 | 179.949 | 0.000 | 0.000 | ||
| 110 | 2023.12.28 16:00 | modify | 28 | 0.10 | 179.949 | 179.449 | 181.149 | ||
| 111 | 2023.12.28 16:15 | buy | 29 | 0.10 | 180.389 | 0.000 | 0.000 | ||
| 112 | 2023.12.28 16:15 | modify | 29 | 0.10 | 180.389 | 180.069 | 181.149 | ||
| 113 | 2023.12.28 16:15 | modify | 28 | 0.10 | 179.949 | 180.069 | 181.149 | ||
| 114 | 2023.12.28 16:30 | s/l | 28 | 0.10 | 180.069 | 180.069 | 181.149 | 8.05 | 10913.48 |
| 115 | 2023.12.28 16:30 | s/l | 29 | 0.10 | 180.069 | 180.069 | 181.149 | -21.47 | 10892.01 |
| 116 | 2024.01.04 12:00 | sell | 30 | 0.10 | 183.059 | 0.000 | 0.000 | ||
| 117 | 2024.01.04 12:00 | modify | 30 | 0.10 | 183.059 | 183.559 | 181.859 | ||
| 118 | 2024.01.04 14:30 | s/l | 30 | 0.10 | 183.559 | 183.559 | 181.859 | -33.53 | 10858.48 |