Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 2603 | Ticks modelled | 79245 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 781.19 | Gross profit | 920.20 | Gross loss | -139.01 |
| Profit factor | 6.62 | Expected payoff | 31.25 | ||
| Absolute drawdown | 3.72 | Maximal drawdown | 207.32 (2.02%) | Relative drawdown | 2.02% (207.32) |
| Total trades | 25 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 95.31 | loss trade | -78.92 | |
| Average | profit trade | 46.01 | loss trade | -27.80 | |
| Maximum | consecutive wins (profit in money) | 9 (449.17) | consecutive losses (loss in money) | 1 (-78.92) | |
| Maximal | consecutive profit (count of wins) | 449.17 (9) | consecutive loss (count of losses) | -78.92 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.23 16:00 | buy | 1 | 0.10 | 183.894 | 0.000 | 0.000 | ||
| 2 | 2023.08.23 16:00 | modify | 1 | 0.10 | 183.894 | 182.794 | 185.394 | ||
| 3 | 2023.08.24 06:15 | buy | 2 | 0.10 | 184.803 | 0.000 | 0.000 | ||
| 4 | 2023.08.24 06:15 | modify | 2 | 0.10 | 184.803 | 184.569 | 185.394 | ||
| 5 | 2023.08.24 06:15 | modify | 1 | 0.10 | 183.894 | 184.569 | 185.394 | ||
| 6 | 2023.08.24 06:20 | s/l | 1 | 0.10 | 184.569 | 184.569 | 185.394 | 45.00 | 10045.00 |
| 7 | 2023.08.24 06:20 | s/l | 2 | 0.10 | 184.569 | 184.569 | 185.394 | -14.74 | 10030.26 |
| 8 | 2023.09.21 20:00 | buy | 3 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 9 | 2023.09.21 20:00 | modify | 3 | 0.10 | 181.430 | 180.330 | 182.930 | ||
| 10 | 2023.09.22 03:50 | buy | 4 | 0.10 | 181.960 | 0.000 | 0.000 | ||
| 11 | 2023.09.22 03:50 | modify | 4 | 0.10 | 181.960 | 181.505 | 182.930 | ||
| 12 | 2023.09.22 03:50 | modify | 3 | 0.10 | 181.430 | 181.505 | 182.930 | ||
| 13 | 2023.09.22 07:15 | buy | 5 | 0.10 | 182.341 | 0.000 | 0.000 | ||
| 14 | 2023.09.22 07:15 | modify | 5 | 0.10 | 182.341 | 182.105 | 182.930 | ||
| 15 | 2023.09.22 07:15 | modify | 4 | 0.10 | 181.960 | 182.105 | 182.930 | ||
| 16 | 2023.09.22 07:15 | modify | 3 | 0.10 | 181.430 | 182.105 | 182.930 | ||
| 17 | 2023.09.22 07:20 | s/l | 3 | 0.10 | 182.105 | 182.105 | 182.930 | 43.35 | 10073.61 |
| 18 | 2023.09.22 07:20 | s/l | 4 | 0.10 | 182.105 | 182.105 | 182.930 | 9.13 | 10082.74 |
| 19 | 2023.09.22 07:20 | s/l | 5 | 0.10 | 182.105 | 182.105 | 182.930 | -14.86 | 10067.88 |
| 20 | 2023.11.24 20:00 | sell | 6 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 21 | 2023.11.24 20:00 | modify | 6 | 0.10 | 188.465 | 189.565 | 186.965 | ||
| 22 | 2023.11.27 01:50 | sell | 7 | 0.10 | 187.932 | 0.000 | 0.000 | ||
| 23 | 2023.11.27 01:50 | modify | 7 | 0.10 | 187.932 | 188.390 | 186.965 | ||
| 24 | 2023.11.27 01:50 | modify | 6 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 25 | 2023.11.27 22:40 | sell | 8 | 0.10 | 187.553 | 0.000 | 0.000 | ||
| 26 | 2023.11.27 22:40 | modify | 8 | 0.10 | 187.553 | 187.790 | 186.965 | ||
| 27 | 2023.11.27 22:40 | modify | 7 | 0.10 | 187.932 | 187.790 | 186.965 | ||
| 28 | 2023.11.27 22:40 | modify | 6 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 29 | 2023.11.28 01:45 | sell | 9 | 0.10 | 187.329 | 0.000 | 0.000 | ||
| 30 | 2023.11.28 01:45 | modify | 9 | 0.10 | 187.329 | 187.940 | 186.965 | ||
| 31 | 2023.11.28 01:45 | modify | 8 | 0.10 | 187.553 | 187.940 | 186.965 | ||
| 32 | 2023.11.28 01:45 | modify | 7 | 0.10 | 187.932 | 187.940 | 186.965 | ||
| 33 | 2023.11.28 01:45 | modify | 6 | 0.10 | 188.465 | 187.940 | 186.965 | ||
| 34 | 2023.11.28 23:40 | t/p | 6 | 0.10 | 186.965 | 187.940 | 186.965 | 89.64 | 10157.53 |
| 35 | 2023.11.28 23:40 | t/p | 7 | 0.10 | 186.965 | 187.940 | 186.965 | 58.49 | 10216.01 |
| 36 | 2023.11.28 23:40 | t/p | 8 | 0.10 | 186.965 | 187.940 | 186.965 | 34.62 | 10250.63 |
| 37 | 2023.11.28 23:40 | t/p | 9 | 0.10 | 186.965 | 187.940 | 186.965 | 22.93 | 10273.56 |
| 38 | 2023.12.14 08:00 | buy | 10 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 39 | 2023.12.14 08:00 | modify | 10 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 40 | 2023.12.14 12:46 | buy | 11 | 0.10 | 180.384 | 0.000 | 0.000 | ||
| 41 | 2023.12.14 12:46 | modify | 11 | 0.10 | 180.384 | 179.776 | 180.751 | ||
| 42 | 2023.12.14 12:46 | modify | 10 | 0.10 | 179.251 | 179.776 | 180.751 | ||
| 43 | 2023.12.14 14:40 | t/p | 10 | 0.10 | 180.751 | 179.776 | 180.751 | 94.48 | 10368.04 |
| 44 | 2023.12.14 14:40 | t/p | 11 | 0.10 | 180.751 | 179.776 | 180.751 | 23.12 | 10391.16 |
| 45 | 2024.01.04 20:00 | sell | 12 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 46 | 2024.01.04 20:00 | modify | 12 | 0.10 | 183.361 | 184.461 | 181.861 | ||
| 47 | 2024.01.10 09:30 | s/l | 12 | 0.10 | 184.461 | 184.461 | 181.861 | -78.92 | 10312.24 |
| 48 | 2024.03.07 12:00 | buy | 13 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 49 | 2024.03.07 12:00 | modify | 13 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 50 | 2024.03.07 14:50 | buy | 14 | 0.10 | 189.149 | 0.000 | 0.000 | ||
| 51 | 2024.03.07 14:50 | modify | 14 | 0.10 | 189.149 | 188.672 | 190.097 | ||
| 52 | 2024.03.07 14:50 | modify | 13 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 53 | 2024.03.07 15:50 | buy | 15 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 54 | 2024.03.07 15:50 | modify | 15 | 0.10 | 189.519 | 189.272 | 190.097 | ||
| 55 | 2024.03.07 15:50 | modify | 14 | 0.10 | 189.149 | 189.272 | 190.097 | ||
| 56 | 2024.03.07 15:50 | modify | 13 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 57 | 2024.03.07 16:15 | s/l | 13 | 0.10 | 189.272 | 189.272 | 190.097 | 42.52 | 10354.76 |
| 58 | 2024.03.07 16:15 | s/l | 14 | 0.10 | 189.272 | 189.272 | 190.097 | 7.75 | 10362.51 |
| 59 | 2024.03.07 16:15 | s/l | 15 | 0.10 | 189.272 | 189.272 | 190.097 | -15.56 | 10346.95 |
| 60 | 2024.03.20 12:00 | sell | 16 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 61 | 2024.03.20 12:00 | modify | 16 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 62 | 2024.03.21 15:59 | sell | 17 | 0.10 | 192.023 | 0.000 | 0.000 | ||
| 63 | 2024.03.21 15:59 | modify | 17 | 0.10 | 192.023 | 192.486 | 191.061 | ||
| 64 | 2024.03.21 15:59 | modify | 16 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 65 | 2024.03.22 02:55 | sell | 18 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 66 | 2024.03.22 02:55 | modify | 18 | 0.10 | 191.646 | 191.886 | 191.061 | ||
| 67 | 2024.03.22 02:55 | modify | 17 | 0.10 | 192.023 | 191.886 | 191.061 | ||
| 68 | 2024.03.22 02:55 | modify | 16 | 0.10 | 192.561 | 191.886 | 191.061 | ||
| 69 | 2024.03.22 05:40 | sell | 19 | 0.10 | 191.409 | 0.000 | 0.000 | ||
| 70 | 2024.03.22 05:40 | modify | 19 | 0.10 | 191.409 | 192.036 | 191.061 | ||
| 71 | 2024.03.22 05:40 | modify | 18 | 0.10 | 191.646 | 192.036 | 191.061 | ||
| 72 | 2024.03.22 05:40 | modify | 17 | 0.10 | 192.023 | 192.036 | 191.061 | ||
| 73 | 2024.03.22 05:40 | modify | 16 | 0.10 | 192.561 | 192.036 | 191.061 | ||
| 74 | 2024.03.22 06:40 | t/p | 16 | 0.10 | 191.061 | 192.036 | 191.061 | 84.81 | 10431.76 |
| 75 | 2024.03.22 06:40 | t/p | 17 | 0.10 | 191.061 | 192.036 | 191.061 | 58.17 | 10489.93 |
| 76 | 2024.03.22 06:40 | t/p | 18 | 0.10 | 191.061 | 192.036 | 191.061 | 36.84 | 10526.77 |
| 77 | 2024.03.22 06:40 | t/p | 19 | 0.10 | 191.061 | 192.036 | 191.061 | 21.92 | 10548.69 |
| 78 | 2024.05.03 04:00 | buy | 20 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 79 | 2024.05.03 04:00 | modify | 20 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 80 | 2024.05.05 23:30 | buy | 21 | 0.10 | 192.635 | 0.000 | 0.000 | ||
| 81 | 2024.05.05 23:30 | modify | 21 | 0.10 | 192.635 | 192.170 | 193.595 | ||
| 82 | 2024.05.05 23:30 | modify | 20 | 0.10 | 192.095 | 192.170 | 193.595 | ||
| 83 | 2024.05.06 02:50 | buy | 22 | 0.10 | 193.011 | 0.000 | 0.000 | ||
| 84 | 2024.05.06 02:50 | modify | 22 | 0.10 | 193.011 | 192.770 | 193.595 | ||
| 85 | 2024.05.06 02:50 | modify | 21 | 0.10 | 192.635 | 192.770 | 193.595 | ||
| 86 | 2024.05.06 02:50 | modify | 20 | 0.10 | 192.095 | 192.770 | 193.595 | ||
| 87 | 2024.05.06 04:15 | buy | 23 | 0.10 | 193.220 | 0.000 | 0.000 | ||
| 88 | 2024.05.06 04:15 | modify | 23 | 0.10 | 193.220 | 192.620 | 193.595 | ||
| 89 | 2024.05.06 04:15 | modify | 22 | 0.10 | 193.011 | 192.620 | 193.595 | ||
| 90 | 2024.05.06 04:15 | modify | 21 | 0.10 | 192.635 | 192.620 | 193.595 | ||
| 91 | 2024.05.06 04:15 | modify | 20 | 0.10 | 192.095 | 192.620 | 193.595 | ||
| 92 | 2024.05.06 14:40 | t/p | 20 | 0.10 | 193.595 | 192.620 | 193.595 | 95.31 | 10644.00 |
| 93 | 2024.05.06 14:40 | t/p | 21 | 0.10 | 193.595 | 192.620 | 193.595 | 61.29 | 10705.29 |
| 94 | 2024.05.06 14:40 | t/p | 22 | 0.10 | 193.595 | 192.620 | 193.595 | 36.78 | 10742.07 |
| 95 | 2024.05.06 14:40 | t/p | 23 | 0.10 | 193.595 | 192.620 | 193.595 | 23.62 | 10765.69 |
| 96 | 2024.05.13 20:00 | sell | 24 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 97 | 2024.05.13 20:00 | modify | 24 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 98 | 2024.05.16 01:25 | sell | 25 | 0.10 | 195.214 | 0.000 | 0.000 | ||
| 99 | 2024.05.16 01:25 | modify | 25 | 0.10 | 195.214 | 195.451 | 194.626 | ||
| 100 | 2024.05.16 01:25 | modify | 24 | 0.10 | 196.126 | 195.451 | 194.626 | ||
| 101 | 2024.05.16 01:40 | s/l | 24 | 0.10 | 195.451 | 195.451 | 194.626 | 30.44 | 10796.12 |
| 102 | 2024.05.16 01:40 | s/l | 25 | 0.10 | 195.451 | 195.451 | 194.626 | -14.93 | 10781.19 |