Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 79905 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 998.75 | Gross profit | 1179.40 | Gross loss | -180.64 |
| Profit factor | 6.53 | Expected payoff | 30.27 | ||
| Absolute drawdown | 20.50 | Maximal drawdown | 201.73 (12.58%) | Relative drawdown | 12.58% (201.73) |
| Total trades | 33 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 15 (73.33%) |
| Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
| Largest | profit trade | 89.56 | loss trade | -75.09 | |
| Average | profit trade | 47.18 | loss trade | -22.58 | |
| Maximum | consecutive wins (profit in money) | 9 (527.76) | consecutive losses (loss in money) | 2 (-107.39) | |
| Maximal | consecutive profit (count of wins) | 527.76 (9) | consecutive loss (count of losses) | -107.39 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.13 20:00 | sell | 1 | 0.10 | 189.704 | 0.000 | 0.000 | ||
| 2 | 2024.02.13 20:00 | modify | 1 | 0.10 | 189.704 | 190.904 | 188.304 | ||
| 3 | 2024.02.14 07:30 | sell | 2 | 0.10 | 189.199 | 0.000 | 0.000 | ||
| 4 | 2024.02.14 07:30 | modify | 2 | 0.10 | 189.199 | 189.424 | 188.304 | ||
| 5 | 2024.02.14 07:30 | modify | 1 | 0.10 | 189.704 | 189.424 | 188.304 | ||
| 6 | 2024.02.14 10:05 | sell | 3 | 0.10 | 188.856 | 0.000 | 0.000 | ||
| 7 | 2024.02.14 10:05 | modify | 3 | 0.10 | 188.856 | 189.354 | 188.304 | ||
| 8 | 2024.02.14 10:05 | modify | 2 | 0.10 | 189.199 | 189.354 | 188.304 | ||
| 9 | 2024.02.14 10:05 | modify | 1 | 0.10 | 189.704 | 189.354 | 188.304 | ||
| 10 | 2024.02.15 04:06 | sell | 4 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 11 | 2024.02.15 04:06 | modify | 4 | 0.10 | 188.722 | 188.934 | 188.304 | ||
| 12 | 2024.02.15 04:06 | modify | 3 | 0.10 | 188.856 | 188.934 | 188.304 | ||
| 13 | 2024.02.15 04:06 | modify | 2 | 0.10 | 189.199 | 188.934 | 188.304 | ||
| 14 | 2024.02.15 04:06 | modify | 1 | 0.10 | 189.704 | 188.934 | 188.304 | ||
| 15 | 2024.02.15 08:40 | t/p | 1 | 0.10 | 188.304 | 188.934 | 188.304 | 79.99 | 1079.99 |
| 16 | 2024.02.15 08:40 | t/p | 2 | 0.10 | 188.304 | 188.934 | 188.304 | 50.18 | 1130.17 |
| 17 | 2024.02.15 08:40 | t/p | 3 | 0.10 | 188.304 | 188.934 | 188.304 | 28.46 | 1158.63 |
| 18 | 2024.02.15 08:40 | t/p | 4 | 0.10 | 188.304 | 188.934 | 188.304 | 26.47 | 1185.10 |
| 19 | 2024.03.04 20:00 | sell | 5 | 0.10 | 191.055 | 0.000 | 0.000 | ||
| 20 | 2024.03.04 20:00 | modify | 5 | 0.10 | 191.055 | 192.255 | 189.655 | ||
| 21 | 2024.03.05 07:40 | sell | 6 | 0.10 | 190.548 | 0.000 | 0.000 | ||
| 22 | 2024.03.05 07:40 | modify | 6 | 0.10 | 190.548 | 190.775 | 189.655 | ||
| 23 | 2024.03.05 07:40 | modify | 5 | 0.10 | 191.055 | 190.775 | 189.655 | ||
| 24 | 2024.03.05 08:40 | s/l | 5 | 0.10 | 190.775 | 190.775 | 189.655 | 15.57 | 1200.67 |
| 25 | 2024.03.05 08:40 | s/l | 6 | 0.10 | 190.775 | 190.775 | 189.655 | -14.38 | 1186.29 |
| 26 | 2024.03.07 12:00 | buy | 7 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 27 | 2024.03.07 12:00 | modify | 7 | 0.10 | 188.597 | 187.397 | 189.997 | ||
| 28 | 2024.03.07 15:30 | buy | 8 | 0.10 | 189.443 | 0.000 | 0.000 | ||
| 29 | 2024.03.07 15:30 | modify | 8 | 0.10 | 189.443 | 188.947 | 189.997 | ||
| 30 | 2024.03.07 15:30 | modify | 7 | 0.10 | 188.597 | 188.947 | 189.997 | ||
| 31 | 2024.03.07 17:05 | buy | 9 | 0.10 | 189.596 | 0.000 | 0.000 | ||
| 32 | 2024.03.07 17:05 | modify | 9 | 0.10 | 189.596 | 189.367 | 189.997 | ||
| 33 | 2024.03.07 17:05 | modify | 8 | 0.10 | 189.443 | 189.367 | 189.997 | ||
| 34 | 2024.03.07 17:05 | modify | 7 | 0.10 | 188.597 | 189.367 | 189.997 | ||
| 35 | 2024.03.08 00:20 | s/l | 7 | 0.10 | 189.367 | 189.367 | 189.997 | 49.67 | 1235.95 |
| 36 | 2024.03.08 00:20 | s/l | 8 | 0.10 | 189.367 | 189.367 | 189.997 | -3.91 | 1232.04 |
| 37 | 2024.03.08 00:20 | s/l | 9 | 0.10 | 189.367 | 189.367 | 189.997 | -13.60 | 1218.44 |
| 38 | 2024.03.20 12:00 | sell | 10 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 39 | 2024.03.20 12:00 | modify | 10 | 0.10 | 192.561 | 193.761 | 191.161 | ||
| 40 | 2024.03.21 16:25 | sell | 11 | 0.10 | 192.067 | 0.000 | 0.000 | ||
| 41 | 2024.03.21 16:25 | modify | 11 | 0.10 | 192.067 | 192.281 | 191.161 | ||
| 42 | 2024.03.21 16:25 | modify | 10 | 0.10 | 192.561 | 192.281 | 191.161 | ||
| 43 | 2024.03.22 05:20 | sell | 12 | 0.10 | 191.575 | 0.000 | 0.000 | ||
| 44 | 2024.03.22 05:20 | modify | 12 | 0.10 | 191.575 | 191.791 | 191.161 | ||
| 45 | 2024.03.22 05:20 | modify | 11 | 0.10 | 192.067 | 191.791 | 191.161 | ||
| 46 | 2024.03.22 05:20 | modify | 10 | 0.10 | 192.561 | 191.791 | 191.161 | ||
| 47 | 2024.03.22 06:40 | t/p | 10 | 0.10 | 191.161 | 191.791 | 191.161 | 79.99 | 1298.43 |
| 48 | 2024.03.22 06:40 | t/p | 11 | 0.10 | 191.161 | 191.791 | 191.161 | 55.21 | 1353.64 |
| 49 | 2024.03.22 06:40 | t/p | 12 | 0.10 | 191.161 | 191.791 | 191.161 | 26.22 | 1379.86 |
| 50 | 2024.05.03 20:00 | buy | 13 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 51 | 2024.05.03 20:00 | modify | 13 | 0.10 | 191.893 | 190.693 | 193.293 | ||
| 52 | 2024.05.05 23:50 | buy | 14 | 0.10 | 192.738 | 0.000 | 0.000 | ||
| 53 | 2024.05.05 23:50 | modify | 14 | 0.10 | 192.738 | 192.243 | 193.293 | ||
| 54 | 2024.05.05 23:50 | modify | 13 | 0.10 | 191.893 | 192.243 | 193.293 | ||
| 55 | 2024.05.06 02:20 | buy | 15 | 0.10 | 192.895 | 0.000 | 0.000 | ||
| 56 | 2024.05.06 02:20 | modify | 15 | 0.10 | 192.895 | 192.663 | 193.293 | ||
| 57 | 2024.05.06 02:20 | modify | 14 | 0.10 | 192.738 | 192.663 | 193.293 | ||
| 58 | 2024.05.06 02:20 | modify | 13 | 0.10 | 191.893 | 192.663 | 193.293 | ||
| 59 | 2024.05.06 07:33 | t/p | 13 | 0.10 | 193.293 | 192.663 | 193.293 | 89.56 | 1469.41 |
| 60 | 2024.05.06 07:33 | t/p | 14 | 0.10 | 193.293 | 192.663 | 193.293 | 36.05 | 1505.46 |
| 61 | 2024.05.06 07:33 | t/p | 15 | 0.10 | 193.293 | 192.663 | 193.293 | 25.20 | 1530.66 |
| 62 | 2024.05.13 20:00 | sell | 16 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 63 | 2024.05.13 20:00 | modify | 16 | 0.10 | 196.126 | 197.326 | 194.726 | ||
| 64 | 2024.05.16 00:50 | sell | 17 | 0.10 | 195.143 | 0.000 | 0.000 | ||
| 65 | 2024.05.16 00:50 | modify | 17 | 0.10 | 195.143 | 195.356 | 194.726 | ||
| 66 | 2024.05.16 00:50 | modify | 16 | 0.10 | 196.126 | 195.356 | 194.726 | ||
| 67 | 2024.05.16 00:55 | s/l | 16 | 0.10 | 195.356 | 195.356 | 194.726 | 37.94 | 1568.60 |
| 68 | 2024.05.16 00:55 | s/l | 17 | 0.10 | 195.356 | 195.356 | 194.726 | -13.49 | 1555.11 |
| 69 | 2024.07.03 20:00 | sell | 18 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 70 | 2024.07.03 20:00 | modify | 18 | 0.10 | 206.003 | 207.203 | 204.603 | ||
| 71 | 2024.07.04 01:40 | sell | 19 | 0.10 | 205.494 | 0.000 | 0.000 | ||
| 72 | 2024.07.04 01:40 | modify | 19 | 0.10 | 205.494 | 205.723 | 204.603 | ||
| 73 | 2024.07.04 01:40 | modify | 18 | 0.10 | 206.003 | 205.723 | 204.603 | ||
| 74 | 2024.07.04 01:55 | s/l | 18 | 0.10 | 205.723 | 205.723 | 204.603 | 11.24 | 1566.35 |
| 75 | 2024.07.04 01:55 | s/l | 19 | 0.10 | 205.723 | 205.723 | 204.603 | -14.50 | 1551.85 |
| 76 | 2024.07.11 20:00 | buy | 20 | 0.10 | 205.103 | 0.000 | 0.000 | ||
| 77 | 2024.07.11 20:00 | modify | 20 | 0.10 | 205.103 | 203.903 | 206.503 | ||
| 78 | 2024.07.11 23:15 | buy | 21 | 0.10 | 205.963 | 0.000 | 0.000 | ||
| 79 | 2024.07.11 23:15 | modify | 21 | 0.10 | 205.963 | 205.453 | 206.503 | ||
| 80 | 2024.07.11 23:15 | modify | 20 | 0.10 | 205.103 | 205.453 | 206.503 | ||
| 81 | 2024.07.11 23:20 | s/l | 20 | 0.10 | 205.453 | 205.453 | 206.503 | 22.16 | 1574.01 |
| 82 | 2024.07.11 23:20 | s/l | 21 | 0.10 | 205.453 | 205.453 | 206.503 | -32.30 | 1541.71 |
| 83 | 2024.07.23 12:00 | buy | 22 | 0.10 | 201.665 | 0.000 | 0.000 | ||
| 84 | 2024.07.23 12:00 | modify | 22 | 0.10 | 201.665 | 200.465 | 203.065 | ||
| 85 | 2024.07.24 01:30 | s/l | 22 | 0.10 | 200.465 | 200.465 | 203.065 | -75.09 | 1466.61 |
| 86 | 2024.08.12 16:00 | sell | 23 | 0.10 | 188.442 | 0.000 | 0.000 | ||
| 87 | 2024.08.12 16:00 | modify | 23 | 0.10 | 188.442 | 189.642 | 187.042 | ||
| 88 | 2024.08.12 17:20 | sell | 24 | 0.10 | 187.951 | 0.000 | 0.000 | ||
| 89 | 2024.08.12 17:20 | modify | 24 | 0.10 | 187.951 | 188.162 | 187.042 | ||
| 90 | 2024.08.12 17:20 | modify | 23 | 0.10 | 188.442 | 188.162 | 187.042 | ||
| 91 | 2024.08.12 19:15 | s/l | 23 | 0.10 | 188.162 | 188.162 | 187.042 | 17.74 | 1484.35 |
| 92 | 2024.08.12 19:15 | s/l | 24 | 0.10 | 188.162 | 188.162 | 187.042 | -13.36 | 1470.99 |
| 93 | 2024.09.13 16:00 | buy | 25 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 94 | 2024.09.13 16:00 | modify | 25 | 0.10 | 184.858 | 183.658 | 186.258 | ||
| 95 | 2024.09.16 14:45 | buy | 26 | 0.10 | 185.361 | 0.000 | 0.000 | ||
| 96 | 2024.09.16 14:45 | modify | 26 | 0.10 | 185.361 | 185.138 | 186.258 | ||
| 97 | 2024.09.16 14:45 | modify | 25 | 0.10 | 184.858 | 185.138 | 186.258 | ||
| 98 | 2024.09.16 18:30 | buy | 27 | 0.10 | 185.851 | 0.000 | 0.000 | ||
| 99 | 2024.09.16 18:30 | modify | 27 | 0.10 | 185.851 | 185.628 | 186.258 | ||
| 100 | 2024.09.16 18:30 | modify | 26 | 0.10 | 185.361 | 185.628 | 186.258 | ||
| 101 | 2024.09.16 18:30 | modify | 25 | 0.10 | 184.858 | 185.628 | 186.258 | ||
| 102 | 2024.09.16 23:05 | t/p | 25 | 0.10 | 186.258 | 185.628 | 186.258 | 89.56 | 1560.55 |
| 103 | 2024.09.16 23:05 | t/p | 26 | 0.10 | 186.258 | 185.628 | 186.258 | 56.81 | 1617.36 |
| 104 | 2024.09.16 23:05 | t/p | 27 | 0.10 | 186.258 | 185.628 | 186.258 | 25.78 | 1643.14 |
| 105 | 2024.10.09 20:00 | sell | 28 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 106 | 2024.10.09 20:00 | modify | 28 | 0.10 | 195.073 | 196.273 | 193.673 | ||
| 107 | 2024.10.10 12:10 | sell | 29 | 0.10 | 194.579 | 0.000 | 0.000 | ||
| 108 | 2024.10.10 12:10 | modify | 29 | 0.10 | 194.579 | 194.793 | 193.673 | ||
| 109 | 2024.10.10 12:10 | modify | 28 | 0.10 | 195.073 | 194.793 | 193.673 | ||
| 110 | 2024.10.10 12:30 | sell | 30 | 0.10 | 194.220 | 0.000 | 0.000 | ||
| 111 | 2024.10.10 12:30 | modify | 30 | 0.10 | 194.220 | 194.723 | 193.673 | ||
| 112 | 2024.10.10 12:30 | modify | 29 | 0.10 | 194.579 | 194.723 | 193.673 | ||
| 113 | 2024.10.10 12:30 | modify | 28 | 0.10 | 195.073 | 194.723 | 193.673 | ||
| 114 | 2024.10.10 14:05 | t/p | 28 | 0.10 | 193.673 | 194.723 | 193.673 | 82.16 | 1725.30 |
| 115 | 2024.10.10 14:05 | t/p | 29 | 0.10 | 193.673 | 194.723 | 193.673 | 57.37 | 1782.67 |
| 116 | 2024.10.10 14:05 | t/p | 30 | 0.10 | 193.673 | 194.723 | 193.673 | 34.63 | 1817.30 |
| 117 | 2024.10.31 20:00 | buy | 31 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 118 | 2024.10.31 20:00 | modify | 31 | 0.10 | 195.909 | 194.709 | 197.309 | ||
| 119 | 2024.11.01 02:50 | buy | 32 | 0.10 | 196.403 | 0.000 | 0.000 | ||
| 120 | 2024.11.01 02:50 | modify | 32 | 0.10 | 196.403 | 196.189 | 197.309 | ||
| 121 | 2024.11.01 02:50 | modify | 31 | 0.10 | 195.909 | 196.189 | 197.309 | ||
| 122 | 2024.11.01 04:30 | buy | 33 | 0.10 | 196.764 | 0.000 | 0.000 | ||
| 123 | 2024.11.01 04:30 | modify | 33 | 0.10 | 196.764 | 196.259 | 197.309 | ||
| 124 | 2024.11.01 04:30 | modify | 32 | 0.10 | 196.403 | 196.259 | 197.309 | ||
| 125 | 2024.11.01 04:30 | modify | 31 | 0.10 | 195.909 | 196.259 | 197.309 | ||
| 126 | 2024.11.01 09:40 | t/p | 31 | 0.10 | 197.309 | 196.259 | 197.309 | 89.56 | 1906.85 |
| 127 | 2024.11.01 09:40 | t/p | 32 | 0.10 | 197.309 | 196.259 | 197.309 | 57.38 | 1964.23 |
| 128 | 2024.11.01 09:40 | t/p | 33 | 0.10 | 197.309 | 196.259 | 197.309 | 34.52 | 1998.75 |