Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2612 | Ticks modelled | 79827 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 798.66 | Gross profit | 972.92 | Gross loss | -174.27 |
| Profit factor | 5.58 | Expected payoff | 27.54 | ||
| Absolute drawdown | 26.38 | Maximal drawdown | 178.88 (15.03%) | Relative drawdown | 15.03% (178.88) |
| Total trades | 29 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
| Largest | profit trade | 97.91 | loss trade | -80.16 | |
| Average | profit trade | 48.65 | loss trade | -19.36 | |
| Maximum | consecutive wins (profit in money) | 9 (492.05) | consecutive losses (loss in money) | 3 (-39.32) | |
| Maximal | consecutive profit (count of wins) | 492.05 (9) | consecutive loss (count of losses) | -80.16 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.24 20:00 | sell | 1 | 0.10 | 188.465 | 0.000 | 0.000 | ||
| 2 | 2023.11.24 20:00 | modify | 1 | 0.10 | 188.465 | 189.565 | 186.965 | ||
| 3 | 2023.11.27 01:50 | sell | 2 | 0.10 | 187.932 | 0.000 | 0.000 | ||
| 4 | 2023.11.27 01:50 | modify | 2 | 0.10 | 187.932 | 188.390 | 186.965 | ||
| 5 | 2023.11.27 01:50 | modify | 1 | 0.10 | 188.465 | 188.390 | 186.965 | ||
| 6 | 2023.11.27 22:40 | sell | 3 | 0.10 | 187.553 | 0.000 | 0.000 | ||
| 7 | 2023.11.27 22:40 | modify | 3 | 0.10 | 187.553 | 187.790 | 186.965 | ||
| 8 | 2023.11.27 22:40 | modify | 2 | 0.10 | 187.932 | 187.790 | 186.965 | ||
| 9 | 2023.11.27 22:40 | modify | 1 | 0.10 | 188.465 | 187.790 | 186.965 | ||
| 10 | 2023.11.28 00:05 | sell | 4 | 0.10 | 187.478 | 0.000 | 0.000 | ||
| 11 | 2023.11.28 00:05 | modify | 4 | 0.10 | 187.478 | 187.640 | 186.965 | ||
| 12 | 2023.11.28 00:05 | modify | 3 | 0.10 | 187.553 | 187.640 | 186.965 | ||
| 13 | 2023.11.28 00:05 | modify | 2 | 0.10 | 187.932 | 187.640 | 186.965 | ||
| 14 | 2023.11.28 00:05 | modify | 1 | 0.10 | 188.465 | 187.640 | 186.965 | ||
| 15 | 2023.11.28 08:20 | s/l | 1 | 0.10 | 187.640 | 187.640 | 186.965 | 48.70 | 1048.70 |
| 16 | 2023.11.28 08:20 | s/l | 2 | 0.10 | 187.640 | 187.640 | 186.965 | 16.57 | 1065.27 |
| 17 | 2023.11.28 08:20 | s/l | 3 | 0.10 | 187.640 | 187.640 | 186.965 | -7.90 | 1057.37 |
| 18 | 2023.11.28 08:20 | s/l | 4 | 0.10 | 187.640 | 187.640 | 186.965 | -10.46 | 1046.91 |
| 19 | 2023.12.14 08:00 | buy | 5 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 20 | 2023.12.14 08:00 | modify | 5 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 21 | 2023.12.14 14:40 | t/p | 5 | 0.10 | 180.751 | 178.151 | 180.751 | 96.87 | 1143.78 |
| 22 | 2024.01.04 20:00 | sell | 6 | 0.10 | 183.361 | 0.000 | 0.000 | ||
| 23 | 2024.01.04 20:00 | modify | 6 | 0.10 | 183.361 | 184.461 | 181.861 | ||
| 24 | 2024.01.10 09:30 | s/l | 6 | 0.10 | 184.461 | 184.461 | 181.861 | -80.16 | 1063.61 |
| 25 | 2024.03.07 12:00 | buy | 7 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 26 | 2024.03.07 12:00 | modify | 7 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 27 | 2024.03.07 14:50 | buy | 8 | 0.10 | 189.149 | 0.000 | 0.000 | ||
| 28 | 2024.03.07 14:50 | modify | 8 | 0.10 | 189.149 | 188.672 | 190.097 | ||
| 29 | 2024.03.07 14:50 | modify | 7 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 30 | 2024.03.07 15:50 | buy | 9 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 31 | 2024.03.07 15:50 | modify | 9 | 0.10 | 189.519 | 189.272 | 190.097 | ||
| 32 | 2024.03.07 15:50 | modify | 8 | 0.10 | 189.149 | 189.272 | 190.097 | ||
| 33 | 2024.03.07 15:50 | modify | 7 | 0.10 | 188.597 | 189.272 | 190.097 | ||
| 34 | 2024.03.07 16:15 | s/l | 7 | 0.10 | 189.272 | 189.272 | 190.097 | 43.60 | 1107.21 |
| 35 | 2024.03.07 16:15 | s/l | 8 | 0.10 | 189.272 | 189.272 | 190.097 | 7.95 | 1115.16 |
| 36 | 2024.03.07 16:15 | s/l | 9 | 0.10 | 189.272 | 189.272 | 190.097 | -15.95 | 1099.21 |
| 37 | 2024.03.20 12:00 | sell | 10 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 38 | 2024.03.20 12:00 | modify | 10 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 39 | 2024.03.21 15:59 | sell | 11 | 0.10 | 192.023 | 0.000 | 0.000 | ||
| 40 | 2024.03.21 15:59 | modify | 11 | 0.10 | 192.023 | 192.486 | 191.061 | ||
| 41 | 2024.03.21 15:59 | modify | 10 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 42 | 2024.03.22 02:55 | sell | 12 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 43 | 2024.03.22 02:55 | modify | 12 | 0.10 | 191.646 | 191.886 | 191.061 | ||
| 44 | 2024.03.22 02:55 | modify | 11 | 0.10 | 192.023 | 191.886 | 191.061 | ||
| 45 | 2024.03.22 02:55 | modify | 10 | 0.10 | 192.561 | 191.886 | 191.061 | ||
| 46 | 2024.03.22 05:20 | sell | 13 | 0.10 | 191.575 | 0.000 | 0.000 | ||
| 47 | 2024.03.22 05:20 | modify | 13 | 0.10 | 191.575 | 191.736 | 191.061 | ||
| 48 | 2024.03.22 05:20 | modify | 12 | 0.10 | 191.646 | 191.736 | 191.061 | ||
| 49 | 2024.03.22 05:20 | modify | 11 | 0.10 | 192.023 | 191.736 | 191.061 | ||
| 50 | 2024.03.22 05:20 | modify | 10 | 0.10 | 192.561 | 191.736 | 191.061 | ||
| 51 | 2024.03.22 06:40 | t/p | 10 | 0.10 | 191.061 | 191.736 | 191.061 | 87.73 | 1186.94 |
| 52 | 2024.03.22 06:40 | t/p | 11 | 0.10 | 191.061 | 191.736 | 191.061 | 59.84 | 1246.77 |
| 53 | 2024.03.22 06:40 | t/p | 12 | 0.10 | 191.061 | 191.736 | 191.061 | 37.78 | 1284.55 |
| 54 | 2024.03.22 06:40 | t/p | 13 | 0.10 | 191.061 | 191.736 | 191.061 | 33.19 | 1317.74 |
| 55 | 2024.05.03 04:00 | buy | 14 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 56 | 2024.05.03 04:00 | modify | 14 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 57 | 2024.05.05 23:30 | buy | 15 | 0.10 | 192.635 | 0.000 | 0.000 | ||
| 58 | 2024.05.05 23:30 | modify | 15 | 0.10 | 192.635 | 192.170 | 193.595 | ||
| 59 | 2024.05.05 23:30 | modify | 14 | 0.10 | 192.095 | 192.170 | 193.595 | ||
| 60 | 2024.05.06 02:50 | buy | 16 | 0.10 | 193.011 | 0.000 | 0.000 | ||
| 61 | 2024.05.06 02:50 | modify | 16 | 0.10 | 193.011 | 192.770 | 193.595 | ||
| 62 | 2024.05.06 02:50 | modify | 15 | 0.10 | 192.635 | 192.770 | 193.595 | ||
| 63 | 2024.05.06 02:50 | modify | 14 | 0.10 | 192.095 | 192.770 | 193.595 | ||
| 64 | 2024.05.06 04:45 | buy | 17 | 0.10 | 193.084 | 0.000 | 0.000 | ||
| 65 | 2024.05.06 04:45 | modify | 17 | 0.10 | 193.084 | 192.920 | 193.595 | ||
| 66 | 2024.05.06 04:45 | modify | 16 | 0.10 | 193.011 | 192.920 | 193.595 | ||
| 67 | 2024.05.06 04:45 | modify | 15 | 0.10 | 192.635 | 192.920 | 193.595 | ||
| 68 | 2024.05.06 04:45 | modify | 14 | 0.10 | 192.095 | 192.920 | 193.595 | ||
| 69 | 2024.05.06 14:40 | t/p | 14 | 0.10 | 193.595 | 192.920 | 193.595 | 97.91 | 1415.65 |
| 70 | 2024.05.06 14:40 | t/p | 15 | 0.10 | 193.595 | 192.920 | 193.595 | 63.03 | 1478.68 |
| 71 | 2024.05.06 14:40 | t/p | 16 | 0.10 | 193.595 | 192.920 | 193.595 | 37.72 | 1516.40 |
| 72 | 2024.05.06 14:40 | t/p | 17 | 0.10 | 193.595 | 192.920 | 193.595 | 33.01 | 1549.41 |
| 73 | 2024.05.13 20:00 | sell | 18 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 74 | 2024.05.13 20:00 | modify | 18 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 75 | 2024.05.16 00:50 | sell | 19 | 0.10 | 195.143 | 0.000 | 0.000 | ||
| 76 | 2024.05.16 00:50 | modify | 19 | 0.10 | 195.143 | 195.301 | 194.626 | ||
| 77 | 2024.05.16 00:50 | modify | 18 | 0.10 | 196.126 | 195.301 | 194.626 | ||
| 78 | 2024.05.16 00:55 | s/l | 18 | 0.10 | 195.301 | 195.301 | 194.626 | 41.85 | 1591.26 |
| 79 | 2024.05.16 00:55 | s/l | 19 | 0.10 | 195.301 | 195.301 | 194.626 | -10.20 | 1581.06 |
| 80 | 2024.07.03 20:00 | sell | 20 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 81 | 2024.07.03 20:00 | modify | 20 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 82 | 2024.07.04 10:53 | sell | 21 | 0.10 | 205.454 | 0.000 | 0.000 | ||
| 83 | 2024.07.04 10:53 | modify | 21 | 0.10 | 205.454 | 205.928 | 204.503 | ||
| 84 | 2024.07.04 10:53 | modify | 20 | 0.10 | 206.003 | 205.928 | 204.503 | ||
| 85 | 2024.07.05 03:50 | sell | 22 | 0.10 | 205.019 | 0.000 | 0.000 | ||
| 86 | 2024.07.05 03:50 | modify | 22 | 0.10 | 205.019 | 205.178 | 204.503 | ||
| 87 | 2024.07.05 03:50 | modify | 21 | 0.10 | 205.454 | 205.178 | 204.503 | ||
| 88 | 2024.07.05 03:50 | modify | 20 | 0.10 | 206.003 | 205.178 | 204.503 | ||
| 89 | 2024.07.05 03:55 | s/l | 20 | 0.10 | 205.178 | 205.178 | 204.503 | 44.14 | 1625.20 |
| 90 | 2024.07.05 03:55 | s/l | 21 | 0.10 | 205.178 | 205.178 | 204.503 | 15.54 | 1640.74 |
| 91 | 2024.07.05 03:55 | s/l | 22 | 0.10 | 205.178 | 205.178 | 204.503 | -10.27 | 1630.47 |
| 92 | 2024.07.25 12:00 | buy | 23 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 93 | 2024.07.25 12:00 | modify | 23 | 0.10 | 196.621 | 195.521 | 198.121 | ||
| 94 | 2024.07.25 12:30 | buy | 24 | 0.10 | 197.526 | 0.000 | 0.000 | ||
| 95 | 2024.07.25 12:30 | modify | 24 | 0.10 | 197.526 | 197.296 | 198.121 | ||
| 96 | 2024.07.25 12:30 | modify | 23 | 0.10 | 196.621 | 197.296 | 198.121 | ||
| 97 | 2024.07.25 13:30 | t/p | 23 | 0.10 | 198.121 | 197.296 | 198.121 | 96.88 | 1727.35 |
| 98 | 2024.07.25 13:30 | t/p | 24 | 0.10 | 198.121 | 197.296 | 198.121 | 38.43 | 1765.78 |
| 99 | 2024.08.16 04:00 | sell | 25 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 100 | 2024.08.16 04:00 | modify | 25 | 0.10 | 191.633 | 192.733 | 190.133 | ||
| 101 | 2024.08.16 11:59 | sell | 26 | 0.10 | 191.101 | 0.000 | 0.000 | ||
| 102 | 2024.08.16 11:59 | modify | 26 | 0.10 | 191.101 | 191.558 | 190.133 | ||
| 103 | 2024.08.16 11:59 | modify | 25 | 0.10 | 191.633 | 191.558 | 190.133 | ||
| 104 | 2024.08.16 12:30 | sell | 27 | 0.10 | 190.707 | 0.000 | 0.000 | ||
| 105 | 2024.08.16 12:30 | modify | 27 | 0.10 | 190.707 | 190.958 | 190.133 | ||
| 106 | 2024.08.16 12:30 | modify | 26 | 0.10 | 191.101 | 190.958 | 190.133 | ||
| 107 | 2024.08.16 12:30 | modify | 25 | 0.10 | 191.633 | 190.958 | 190.133 | ||
| 108 | 2024.08.16 14:00 | sell | 28 | 0.10 | 190.634 | 0.000 | 0.000 | ||
| 109 | 2024.08.16 14:00 | modify | 28 | 0.10 | 190.634 | 190.808 | 190.133 | ||
| 110 | 2024.08.16 14:00 | modify | 27 | 0.10 | 190.707 | 190.808 | 190.133 | ||
| 111 | 2024.08.16 14:00 | modify | 26 | 0.10 | 191.101 | 190.808 | 190.133 | ||
| 112 | 2024.08.16 14:00 | modify | 25 | 0.10 | 191.633 | 190.808 | 190.133 | ||
| 113 | 2024.08.16 14:20 | s/l | 25 | 0.10 | 190.808 | 190.808 | 190.133 | 53.28 | 1819.06 |
| 114 | 2024.08.16 14:20 | s/l | 26 | 0.10 | 190.808 | 190.808 | 190.133 | 18.92 | 1837.98 |
| 115 | 2024.08.16 14:20 | s/l | 27 | 0.10 | 190.808 | 190.808 | 190.133 | -6.52 | 1831.46 |
| 116 | 2024.08.16 14:20 | s/l | 28 | 0.10 | 190.808 | 190.808 | 190.133 | -11.23 | 1820.23 |
| 117 | 2024.10.31 20:00 | buy | 29 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 118 | 2024.10.31 20:00 | modify | 29 | 0.10 | 195.909 | 194.809 | 197.409 | ||
| 119 | 2024.10.31 23:59 | close at stop | 29 | 0.10 | 195.575 | 194.809 | 197.409 | -21.57 | 1798.66 |