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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1902 | Ticks modelled | 30623603 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 776.98 | Gross profit | 880.18 | Gross loss | -103.20 |
| Profit factor | 8.53 | Expected payoff | 26.79 | ||
| Absolute drawdown | 3.71 | Maximal drawdown | 207.28 (2.02%) | Relative drawdown | 2.02% (207.28) |
| Total trades | 29 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 22 (75.86%) | Loss trades (% of total) | 7 (24.14%) | ||
| Largest | profit trade | 95.29 | loss trade | -28.34 | |
| Average | profit trade | 40.01 | loss trade | -14.74 | |
| Maximum | consecutive wins (profit in money) | 10 (462.23) | consecutive losses (loss in money) | 3 (-45.15) | |
| Maximal | consecutive profit (count of wins) | 462.23 (10) | consecutive loss (count of losses) | -45.15 (3) | |
| 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 03:27 | buy | 2 | 0.10 | 184.420 | 0.000 | 0.000 | ||
| 4 | 2023.08.24 03:27 | modify | 2 | 0.10 | 184.420 | 183.969 | 185.394 | ||
| 5 | 2023.08.24 03:27 | modify | 1 | 0.10 | 183.894 | 183.969 | 185.394 | ||
| 6 | 2023.08.24 06:00 | buy | 3 | 0.10 | 184.800 | 0.000 | 0.000 | ||
| 7 | 2023.08.24 06:00 | modify | 3 | 0.10 | 184.800 | 184.569 | 185.394 | ||
| 8 | 2023.08.24 06:00 | modify | 2 | 0.10 | 184.420 | 184.569 | 185.394 | ||
| 9 | 2023.08.24 06:00 | modify | 1 | 0.10 | 183.894 | 184.569 | 185.394 | ||
| 10 | 2023.08.24 06:06 | s/l | 1 | 0.10 | 184.569 | 184.569 | 185.394 | 45.00 | 10045.00 |
| 11 | 2023.08.24 06:06 | s/l | 2 | 0.10 | 184.569 | 184.569 | 185.394 | 9.38 | 10054.38 |
| 12 | 2023.08.24 06:06 | s/l | 3 | 0.10 | 184.569 | 184.569 | 185.394 | -14.54 | 10039.84 |
| 13 | 2023.09.21 20:00 | buy | 4 | 0.10 | 181.430 | 0.000 | 0.000 | ||
| 14 | 2023.09.21 20:00 | modify | 4 | 0.10 | 181.430 | 180.330 | 182.930 | ||
| 15 | 2023.09.22 03:17 | buy | 5 | 0.10 | 181.957 | 0.000 | 0.000 | ||
| 16 | 2023.09.22 03:17 | modify | 5 | 0.10 | 181.957 | 181.505 | 182.930 | ||
| 17 | 2023.09.22 03:17 | modify | 4 | 0.10 | 181.430 | 181.505 | 182.930 | ||
| 18 | 2023.09.22 07:09 | buy | 6 | 0.10 | 182.336 | 0.000 | 0.000 | ||
| 19 | 2023.09.22 07:09 | modify | 6 | 0.10 | 182.336 | 182.105 | 182.930 | ||
| 20 | 2023.09.22 07:09 | modify | 5 | 0.10 | 181.957 | 182.105 | 182.930 | ||
| 21 | 2023.09.22 07:09 | modify | 4 | 0.10 | 181.430 | 182.105 | 182.930 | ||
| 22 | 2023.09.22 07:15 | s/l | 4 | 0.10 | 182.105 | 182.105 | 182.930 | 43.33 | 10083.17 |
| 23 | 2023.09.22 07:15 | s/l | 5 | 0.10 | 182.105 | 182.105 | 182.930 | 9.32 | 10092.49 |
| 24 | 2023.09.22 07:15 | s/l | 6 | 0.10 | 182.105 | 182.105 | 182.930 | -14.55 | 10077.94 |
| 25 | 2023.11.24 20:00 | sell | 7 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 26 | 2023.11.24 20:00 | modify | 7 | 0.10 | 188.465 | 189.565 | 186.965 | ||
| 27 | 2023.11.27 01:34 | sell | 8 | 0.10 | 187.940 | 0.000 | 0.000 | ||
| 28 | 2023.11.27 01:34 | modify | 8 | 0.10 | 187.940 | 188.390 | 186.965 | ||
| 29 | 2023.11.27 01:34 | modify | 7 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 30 | 2023.11.27 22:20 | sell | 9 | 0.10 | 187.559 | 0.000 | 0.000 | ||
| 31 | 2023.11.27 22:20 | modify | 9 | 0.10 | 187.559 | 187.790 | 186.965 | ||
| 32 | 2023.11.27 22:20 | modify | 8 | 0.10 | 187.940 | 187.790 | 186.965 | ||
| 33 | 2023.11.27 22:20 | modify | 7 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 34 | 2023.11.28 00:06 | sell | 10 | 0.10 | 187.340 | 0.000 | 0.000 | ||
| 35 | 2023.11.28 00:06 | modify | 10 | 0.10 | 187.340 | 187.940 | 186.965 | ||
| 36 | 2023.11.28 00:06 | modify | 9 | 0.10 | 187.559 | 187.940 | 186.965 | ||
| 37 | 2023.11.28 00:06 | modify | 8 | 0.10 | 187.940 | 187.940 | 186.965 | ||
| 38 | 2023.11.28 00:06 | modify | 7 | 0.10 | 188.465 | 187.940 | 186.965 | ||
| 39 | 2023.11.28 23:14 | t/p | 7 | 0.10 | 186.965 | 187.940 | 186.965 | 89.61 | 10167.56 |
| 40 | 2023.11.28 23:14 | t/p | 8 | 0.10 | 186.965 | 187.940 | 186.965 | 58.98 | 10226.53 |
| 41 | 2023.11.28 23:14 | t/p | 9 | 0.10 | 186.965 | 187.940 | 186.965 | 34.99 | 10261.52 |
| 42 | 2023.11.28 23:14 | t/p | 10 | 0.10 | 186.965 | 187.940 | 186.965 | 23.61 | 10285.13 |
| 43 | 2023.12.14 08:00 | buy | 11 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 44 | 2023.12.14 08:00 | modify | 11 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 45 | 2023.12.14 12:03 | buy | 12 | 0.10 | 179.777 | 0.000 | 0.000 | ||
| 46 | 2023.12.14 12:03 | modify | 12 | 0.10 | 179.777 | 179.326 | 180.751 | ||
| 47 | 2023.12.14 12:03 | modify | 11 | 0.10 | 179.251 | 179.326 | 180.751 | ||
| 48 | 2023.12.14 12:18 | buy | 13 | 0.10 | 180.153 | 0.000 | 0.000 | ||
| 49 | 2023.12.14 12:18 | modify | 13 | 0.10 | 180.153 | 179.926 | 180.751 | ||
| 50 | 2023.12.14 12:18 | modify | 12 | 0.10 | 179.777 | 179.926 | 180.751 | ||
| 51 | 2023.12.14 12:18 | modify | 11 | 0.10 | 179.251 | 179.926 | 180.751 | ||
| 52 | 2023.12.14 12:26 | s/l | 11 | 0.10 | 179.926 | 179.926 | 180.751 | 42.51 | 10327.64 |
| 53 | 2023.12.14 12:26 | s/l | 12 | 0.10 | 179.926 | 179.926 | 180.751 | 9.39 | 10337.03 |
| 54 | 2023.12.14 12:26 | s/l | 13 | 0.10 | 179.926 | 179.926 | 180.751 | -14.29 | 10322.74 |
| 55 | 2024.01.04 20:00 | sell | 14 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 56 | 2024.01.04 20:00 | modify | 14 | 0.10 | 183.361 | 184.461 | 181.861 | ||
| 57 | 2024.01.09 14:06 | sell | 15 | 0.10 | 182.836 | 0.000 | 0.000 | ||
| 58 | 2024.01.09 14:06 | modify | 15 | 0.10 | 182.836 | 183.286 | 181.861 | ||
| 59 | 2024.01.09 14:06 | modify | 14 | 0.10 | 183.361 | 183.286 | 181.861 | ||
| 60 | 2024.01.09 15:36 | s/l | 14 | 0.10 | 183.286 | 183.286 | 181.861 | -2.52 | 10320.22 |
| 61 | 2024.01.09 15:36 | s/l | 15 | 0.10 | 183.286 | 183.286 | 181.861 | -28.34 | 10291.88 |
| 62 | 2024.03.07 12:00 | buy | 16 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 63 | 2024.03.07 12:00 | modify | 16 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 64 | 2024.03.07 14:53 | buy | 17 | 0.10 | 189.124 | 0.000 | 0.000 | ||
| 65 | 2024.03.07 14:53 | modify | 17 | 0.10 | 189.124 | 188.672 | 190.097 | ||
| 66 | 2024.03.07 14:53 | modify | 16 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 67 | 2024.03.07 15:55 | buy | 18 | 0.10 | 189.499 | 0.000 | 0.000 | ||
| 68 | 2024.03.07 15:55 | modify | 18 | 0.10 | 189.499 | 189.272 | 190.097 | ||
| 69 | 2024.03.07 15:55 | modify | 17 | 0.10 | 189.124 | 189.272 | 190.097 | ||
| 70 | 2024.03.07 15:55 | modify | 16 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 71 | 2024.03.07 16:28 | s/l | 16 | 0.10 | 189.272 | 189.272 | 190.097 | 42.51 | 10334.39 |
| 72 | 2024.03.07 16:28 | s/l | 17 | 0.10 | 189.272 | 189.272 | 190.097 | 9.32 | 10343.71 |
| 73 | 2024.03.07 16:28 | s/l | 18 | 0.10 | 189.272 | 189.272 | 190.097 | -14.29 | 10329.42 |
| 74 | 2024.03.20 12:00 | sell | 19 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 75 | 2024.03.20 12:00 | modify | 19 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 76 | 2024.03.21 15:19 | sell | 20 | 0.10 | 192.033 | 0.000 | 0.000 | ||
| 77 | 2024.03.21 15:19 | modify | 20 | 0.10 | 192.033 | 192.486 | 191.061 | ||
| 78 | 2024.03.21 15:19 | modify | 19 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 79 | 2024.03.22 02:29 | sell | 21 | 0.10 | 191.656 | 0.000 | 0.000 | ||
| 80 | 2024.03.22 02:29 | modify | 21 | 0.10 | 191.656 | 191.886 | 191.061 | ||
| 81 | 2024.03.22 02:29 | modify | 20 | 0.10 | 192.033 | 191.886 | 191.061 | ||
| 82 | 2024.03.22 02:29 | modify | 19 | 0.10 | 192.561 | 191.886 | 191.061 | ||
| 83 | 2024.03.22 05:43 | sell | 22 | 0.10 | 191.435 | 0.000 | 0.000 | ||
| 84 | 2024.03.22 05:43 | modify | 22 | 0.10 | 191.435 | 192.036 | 191.061 | ||
| 85 | 2024.03.22 05:43 | modify | 21 | 0.10 | 191.656 | 192.036 | 191.061 | ||
| 86 | 2024.03.22 05:43 | modify | 20 | 0.10 | 192.033 | 192.036 | 191.061 | ||
| 87 | 2024.03.22 05:43 | modify | 19 | 0.10 | 192.561 | 192.036 | 191.061 | ||
| 88 | 2024.03.22 06:55 | t/p | 19 | 0.10 | 191.061 | 192.036 | 191.061 | 84.81 | 10414.23 |
| 89 | 2024.03.22 06:55 | t/p | 20 | 0.10 | 191.061 | 192.036 | 191.061 | 58.80 | 10473.03 |
| 90 | 2024.03.22 06:55 | t/p | 21 | 0.10 | 191.061 | 192.036 | 191.061 | 37.47 | 10510.50 |
| 91 | 2024.03.22 06:55 | t/p | 22 | 0.10 | 191.061 | 192.036 | 191.061 | 23.55 | 10534.05 |
| 92 | 2024.05.03 04:00 | buy | 23 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 93 | 2024.05.03 04:00 | modify | 23 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 94 | 2024.05.05 23:53 | buy | 24 | 0.10 | 192.622 | 0.000 | 0.000 | ||
| 95 | 2024.05.05 23:53 | modify | 24 | 0.10 | 192.622 | 192.170 | 193.595 | ||
| 96 | 2024.05.05 23:53 | modify | 23 | 0.10 | 192.095 | 192.170 | 193.595 | ||
| 97 | 2024.05.06 02:57 | buy | 25 | 0.10 | 193.011 | 0.000 | 0.000 | ||
| 98 | 2024.05.06 02:57 | modify | 25 | 0.10 | 193.011 | 192.770 | 193.595 | ||
| 99 | 2024.05.06 02:57 | modify | 24 | 0.10 | 192.622 | 192.770 | 193.595 | ||
| 100 | 2024.05.06 02:57 | modify | 23 | 0.10 | 192.095 | 192.770 | 193.595 | ||
| 101 | 2024.05.06 04:04 | buy | 26 | 0.10 | 193.220 | 0.000 | 0.000 | ||
| 102 | 2024.05.06 04:04 | modify | 26 | 0.10 | 193.220 | 192.620 | 193.595 | ||
| 103 | 2024.05.06 04:04 | modify | 25 | 0.10 | 193.011 | 192.620 | 193.595 | ||
| 104 | 2024.05.06 04:04 | modify | 24 | 0.10 | 192.622 | 192.620 | 193.595 | ||
| 105 | 2024.05.06 04:04 | modify | 23 | 0.10 | 192.095 | 192.620 | 193.595 | ||
| 106 | 2024.05.06 14:53 | t/p | 23 | 0.10 | 193.595 | 192.620 | 193.595 | 95.29 | 10629.34 |
| 107 | 2024.05.06 14:53 | t/p | 24 | 0.10 | 193.595 | 192.620 | 193.595 | 62.10 | 10691.44 |
| 108 | 2024.05.06 14:53 | t/p | 25 | 0.10 | 193.595 | 192.620 | 193.595 | 36.78 | 10728.22 |
| 109 | 2024.05.06 14:53 | t/p | 26 | 0.10 | 193.595 | 192.620 | 193.595 | 23.62 | 10751.84 |
| 110 | 2024.05.13 20:00 | sell | 27 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 111 | 2024.05.13 20:00 | modify | 27 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 112 | 2024.05.16 00:27 | sell | 28 | 0.10 | 195.600 | 0.000 | 0.000 | ||
| 113 | 2024.05.16 00:27 | modify | 28 | 0.10 | 195.600 | 196.051 | 194.626 | ||
| 114 | 2024.05.16 00:27 | modify | 27 | 0.10 | 196.126 | 196.051 | 194.626 | ||
| 115 | 2024.05.16 00:55 | sell | 29 | 0.10 | 195.218 | 0.000 | 0.000 | ||
| 116 | 2024.05.16 00:55 | modify | 29 | 0.10 | 195.218 | 195.451 | 194.626 | ||
| 117 | 2024.05.16 00:55 | modify | 28 | 0.10 | 195.600 | 195.451 | 194.626 | ||
| 118 | 2024.05.16 00:55 | modify | 27 | 0.10 | 196.126 | 195.451 | 194.626 | ||
| 119 | 2024.05.16 01:54 | s/l | 27 | 0.10 | 195.451 | 195.451 | 194.626 | 30.44 | 10782.27 |
| 120 | 2024.05.16 01:54 | s/l | 28 | 0.10 | 195.451 | 195.451 | 194.626 | 9.38 | 10791.65 |
| 121 | 2024.05.16 01:54 | s/l | 29 | 0.10 | 195.451 | 195.451 | 194.626 | -14.67 | 10776.98 |