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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=15; 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 | 2615 | Ticks modelled | 79909 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 974.97 | Gross profit | 1116.77 | Gross loss | -141.80 |
| Profit factor | 7.88 | Expected payoff | 31.45 | ||
| Absolute drawdown | 17.80 | Maximal drawdown | 142.99 (9.90%) | Relative drawdown | 9.90% (142.99) |
| Total trades | 31 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
| Largest | profit trade | 89.59 | loss trade | -19.26 | |
| Average | profit trade | 48.56 | loss trade | -17.73 | |
| Maximum | consecutive wins (profit in money) | 10 (574.37) | consecutive losses (loss in money) | 2 (-38.52) | |
| Maximal | consecutive profit (count of wins) | 574.37 (10) | consecutive loss (count of losses) | -38.52 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 | 191.204 | 188.304 | ||
| 3 | 2024.02.14 15:20 | sell | 2 | 0.10 | 189.049 | 0.000 | 0.000 | ||
| 4 | 2024.02.14 15:20 | modify | 2 | 0.10 | 189.049 | 189.634 | 188.304 | ||
| 5 | 2024.02.14 15:20 | sell | 3 | 0.10 | 189.049 | 0.000 | 0.000 | ||
| 6 | 2024.02.14 15:20 | modify | 3 | 0.10 | 189.049 | 189.354 | 188.304 | ||
| 7 | 2024.02.14 15:20 | modify | 1 | 0.10 | 189.704 | 189.354 | 188.304 | ||
| 8 | 2024.02.14 15:25 | modify | 2 | 0.10 | 189.049 | 189.354 | 188.304 | ||
| 9 | 2024.02.15 04:06 | sell | 4 | 0.10 | 188.722 | 0.000 | 0.000 | ||
| 10 | 2024.02.15 04:06 | modify | 4 | 0.10 | 188.722 | 188.934 | 188.304 | ||
| 11 | 2024.02.15 04:06 | modify | 3 | 0.10 | 189.049 | 188.934 | 188.304 | ||
| 12 | 2024.02.15 04:06 | modify | 2 | 0.10 | 189.049 | 188.934 | 188.304 | ||
| 13 | 2024.02.15 04:06 | modify | 1 | 0.10 | 189.704 | 188.934 | 188.304 | ||
| 14 | 2024.02.15 08:40 | t/p | 1 | 0.10 | 188.304 | 188.934 | 188.304 | 80.01 | 1080.01 |
| 15 | 2024.02.15 08:40 | t/p | 2 | 0.10 | 188.304 | 188.934 | 188.304 | 40.69 | 1120.70 |
| 16 | 2024.02.15 08:40 | t/p | 3 | 0.10 | 188.304 | 188.934 | 188.304 | 40.69 | 1161.39 |
| 17 | 2024.02.15 08:40 | t/p | 4 | 0.10 | 188.304 | 188.934 | 188.304 | 26.47 | 1187.86 |
| 18 | 2024.03.04 20:00 | sell | 5 | 0.10 | 191.055 | 0.000 | 0.000 | ||
| 19 | 2024.03.04 20:00 | modify | 5 | 0.10 | 191.055 | 192.555 | 189.655 | ||
| 20 | 2024.03.05 13:33 | sell | 6 | 0.10 | 190.405 | 0.000 | 0.000 | ||
| 21 | 2024.03.05 13:33 | modify | 6 | 0.10 | 190.405 | 190.985 | 189.655 | ||
| 22 | 2024.03.05 13:33 | sell | 7 | 0.10 | 190.405 | 0.000 | 0.000 | ||
| 23 | 2024.03.05 13:33 | modify | 7 | 0.10 | 190.405 | 190.705 | 189.655 | ||
| 24 | 2024.03.05 13:33 | modify | 5 | 0.10 | 191.055 | 190.705 | 189.655 | ||
| 25 | 2024.03.05 13:40 | modify | 6 | 0.10 | 190.405 | 190.705 | 189.655 | ||
| 26 | 2024.03.05 15:20 | s/l | 5 | 0.10 | 190.705 | 190.705 | 189.655 | 20.01 | 1207.87 |
| 27 | 2024.03.05 15:20 | s/l | 6 | 0.10 | 190.705 | 190.705 | 189.655 | -19.01 | 1188.86 |
| 28 | 2024.03.05 15:20 | s/l | 7 | 0.10 | 190.705 | 190.705 | 189.655 | -19.01 | 1169.85 |
| 29 | 2024.05.03 20:00 | buy | 8 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 30 | 2024.05.03 20:00 | modify | 8 | 0.10 | 191.893 | 190.393 | 193.293 | ||
| 31 | 2024.05.06 00:45 | buy | 9 | 0.10 | 192.549 | 0.000 | 0.000 | ||
| 32 | 2024.05.06 00:45 | modify | 9 | 0.10 | 192.549 | 191.963 | 193.293 | ||
| 33 | 2024.05.06 00:45 | buy | 10 | 0.10 | 192.549 | 0.000 | 0.000 | ||
| 34 | 2024.05.06 00:45 | modify | 10 | 0.10 | 192.549 | 192.243 | 193.293 | ||
| 35 | 2024.05.06 00:45 | modify | 8 | 0.10 | 191.893 | 192.243 | 193.293 | ||
| 36 | 2024.05.06 00:50 | modify | 9 | 0.10 | 192.549 | 192.243 | 193.293 | ||
| 37 | 2024.05.06 02:20 | buy | 11 | 0.10 | 192.895 | 0.000 | 0.000 | ||
| 38 | 2024.05.06 02:20 | modify | 11 | 0.10 | 192.895 | 192.663 | 193.293 | ||
| 39 | 2024.05.06 02:20 | modify | 10 | 0.10 | 192.549 | 192.663 | 193.293 | ||
| 40 | 2024.05.06 02:20 | modify | 9 | 0.10 | 192.549 | 192.663 | 193.293 | ||
| 41 | 2024.05.06 02:20 | modify | 8 | 0.10 | 191.893 | 192.663 | 193.293 | ||
| 42 | 2024.05.06 07:33 | t/p | 8 | 0.10 | 193.293 | 192.663 | 193.293 | 89.59 | 1259.43 |
| 43 | 2024.05.06 07:33 | t/p | 9 | 0.10 | 193.293 | 192.663 | 193.293 | 47.13 | 1306.56 |
| 44 | 2024.05.06 07:33 | t/p | 10 | 0.10 | 193.293 | 192.663 | 193.293 | 47.13 | 1353.69 |
| 45 | 2024.05.06 07:33 | t/p | 11 | 0.10 | 193.293 | 192.663 | 193.293 | 25.21 | 1378.90 |
| 46 | 2024.05.13 20:00 | sell | 12 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 47 | 2024.05.13 20:00 | modify | 12 | 0.10 | 196.126 | 197.626 | 194.726 | ||
| 48 | 2024.05.16 00:50 | sell | 13 | 0.10 | 195.143 | 0.000 | 0.000 | ||
| 49 | 2024.05.16 00:50 | modify | 13 | 0.10 | 195.143 | 195.356 | 194.726 | ||
| 50 | 2024.05.16 00:50 | modify | 12 | 0.10 | 196.126 | 195.356 | 194.726 | ||
| 51 | 2024.05.16 00:55 | s/l | 12 | 0.10 | 195.356 | 195.356 | 194.726 | 37.95 | 1416.85 |
| 52 | 2024.05.16 00:55 | s/l | 13 | 0.10 | 195.356 | 195.356 | 194.726 | -13.50 | 1403.35 |
| 53 | 2024.07.03 20:00 | sell | 14 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 54 | 2024.07.03 20:00 | modify | 14 | 0.10 | 206.003 | 207.503 | 204.603 | ||
| 55 | 2024.07.04 11:30 | sell | 15 | 0.10 | 205.362 | 0.000 | 0.000 | ||
| 56 | 2024.07.04 11:30 | modify | 15 | 0.10 | 205.362 | 205.933 | 204.603 | ||
| 57 | 2024.07.04 11:30 | sell | 16 | 0.10 | 205.362 | 0.000 | 0.000 | ||
| 58 | 2024.07.04 11:30 | modify | 16 | 0.10 | 205.362 | 205.653 | 204.603 | ||
| 59 | 2024.07.04 11:30 | modify | 14 | 0.10 | 206.003 | 205.653 | 204.603 | ||
| 60 | 2024.07.04 11:35 | modify | 15 | 0.10 | 205.362 | 205.653 | 204.603 | ||
| 61 | 2024.07.04 14:05 | s/l | 14 | 0.10 | 205.653 | 205.653 | 204.603 | 15.68 | 1419.03 |
| 62 | 2024.07.04 14:05 | s/l | 15 | 0.10 | 205.653 | 205.653 | 204.603 | -18.44 | 1400.59 |
| 63 | 2024.07.04 14:05 | s/l | 16 | 0.10 | 205.653 | 205.653 | 204.603 | -18.44 | 1382.15 |
| 64 | 2024.07.11 20:00 | buy | 17 | 0.10 | 205.103 | 0.000 | 0.000 | ||
| 65 | 2024.07.11 20:00 | modify | 17 | 0.10 | 205.103 | 203.603 | 206.503 | ||
| 66 | 2024.07.12 12:15 | buy | 18 | 0.10 | 206.108 | 0.000 | 0.000 | ||
| 67 | 2024.07.12 12:15 | modify | 18 | 0.10 | 206.108 | 205.873 | 206.503 | ||
| 68 | 2024.07.12 12:15 | modify | 17 | 0.10 | 205.103 | 205.873 | 206.503 | ||
| 69 | 2024.07.12 12:20 | s/l | 17 | 0.10 | 205.873 | 205.873 | 206.503 | 49.68 | 1431.83 |
| 70 | 2024.07.12 12:20 | s/l | 18 | 0.10 | 205.873 | 205.873 | 206.503 | -14.88 | 1416.95 |
| 71 | 2024.08.12 16:00 | sell | 19 | 0.10 | 188.442 | 0.000 | 0.000 | ||
| 72 | 2024.08.12 16:00 | modify | 19 | 0.10 | 188.442 | 189.942 | 187.042 | ||
| 73 | 2024.08.12 18:05 | sell | 20 | 0.10 | 187.788 | 0.000 | 0.000 | ||
| 74 | 2024.08.12 18:05 | modify | 20 | 0.10 | 187.788 | 188.372 | 187.042 | ||
| 75 | 2024.08.12 18:05 | sell | 21 | 0.10 | 187.788 | 0.000 | 0.000 | ||
| 76 | 2024.08.12 18:05 | modify | 21 | 0.10 | 187.788 | 188.092 | 187.042 | ||
| 77 | 2024.08.12 18:05 | modify | 19 | 0.10 | 188.442 | 188.092 | 187.042 | ||
| 78 | 2024.08.12 18:10 | modify | 20 | 0.10 | 187.788 | 188.092 | 187.042 | ||
| 79 | 2024.08.12 18:40 | s/l | 19 | 0.10 | 188.092 | 188.092 | 187.042 | 22.17 | 1439.12 |
| 80 | 2024.08.12 18:40 | s/l | 20 | 0.10 | 188.092 | 188.092 | 187.042 | -19.26 | 1419.86 |
| 81 | 2024.08.12 18:40 | s/l | 21 | 0.10 | 188.092 | 188.092 | 187.042 | -19.26 | 1400.60 |
| 82 | 2024.09.13 16:00 | buy | 22 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 83 | 2024.09.13 16:00 | modify | 22 | 0.10 | 184.858 | 183.358 | 186.258 | ||
| 84 | 2024.09.16 13:55 | buy | 23 | 0.10 | 185.508 | 0.000 | 0.000 | ||
| 85 | 2024.09.16 13:55 | modify | 23 | 0.10 | 185.508 | 184.928 | 186.258 | ||
| 86 | 2024.09.16 13:55 | buy | 24 | 0.10 | 185.508 | 0.000 | 0.000 | ||
| 87 | 2024.09.16 13:55 | modify | 24 | 0.10 | 185.508 | 185.208 | 186.258 | ||
| 88 | 2024.09.16 13:55 | modify | 22 | 0.10 | 184.858 | 185.208 | 186.258 | ||
| 89 | 2024.09.16 14:00 | modify | 23 | 0.10 | 185.508 | 185.208 | 186.258 | ||
| 90 | 2024.09.16 18:30 | buy | 25 | 0.10 | 185.851 | 0.000 | 0.000 | ||
| 91 | 2024.09.16 18:30 | modify | 25 | 0.10 | 185.851 | 185.628 | 186.258 | ||
| 92 | 2024.09.16 18:30 | modify | 24 | 0.10 | 185.508 | 185.628 | 186.258 | ||
| 93 | 2024.09.16 18:30 | modify | 23 | 0.10 | 185.508 | 185.628 | 186.258 | ||
| 94 | 2024.09.16 18:30 | modify | 22 | 0.10 | 184.858 | 185.628 | 186.258 | ||
| 95 | 2024.09.16 23:05 | t/p | 22 | 0.10 | 186.258 | 185.628 | 186.258 | 89.59 | 1490.19 |
| 96 | 2024.09.16 23:05 | t/p | 23 | 0.10 | 186.258 | 185.628 | 186.258 | 47.51 | 1537.70 |
| 97 | 2024.09.16 23:05 | t/p | 24 | 0.10 | 186.258 | 185.628 | 186.258 | 47.51 | 1585.21 |
| 98 | 2024.09.16 23:05 | t/p | 25 | 0.10 | 186.258 | 185.628 | 186.258 | 25.79 | 1611.00 |
| 99 | 2024.10.09 20:00 | sell | 26 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 100 | 2024.10.09 20:00 | modify | 26 | 0.10 | 195.073 | 196.573 | 193.673 | ||
| 101 | 2024.10.10 12:20 | sell | 27 | 0.10 | 194.435 | 0.000 | 0.000 | ||
| 102 | 2024.10.10 12:20 | modify | 27 | 0.10 | 194.435 | 195.003 | 193.673 | ||
| 103 | 2024.10.10 12:20 | sell | 28 | 0.10 | 194.435 | 0.000 | 0.000 | ||
| 104 | 2024.10.10 12:20 | modify | 28 | 0.10 | 194.435 | 194.723 | 193.673 | ||
| 105 | 2024.10.10 12:20 | modify | 26 | 0.10 | 195.073 | 194.723 | 193.673 | ||
| 106 | 2024.10.10 12:25 | modify | 27 | 0.10 | 194.435 | 194.723 | 193.673 | ||
| 107 | 2024.10.10 14:05 | t/p | 26 | 0.10 | 193.673 | 194.723 | 193.673 | 82.19 | 1693.18 |
| 108 | 2024.10.10 14:05 | t/p | 27 | 0.10 | 193.673 | 194.723 | 193.673 | 48.27 | 1741.45 |
| 109 | 2024.10.10 14:05 | t/p | 28 | 0.10 | 193.673 | 194.723 | 193.673 | 48.27 | 1789.72 |
| 110 | 2024.10.31 20:00 | buy | 29 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 111 | 2024.10.31 20:00 | modify | 29 | 0.10 | 195.909 | 194.409 | 197.309 | ||
| 112 | 2024.11.01 03:30 | buy | 30 | 0.10 | 196.554 | 0.000 | 0.000 | ||
| 113 | 2024.11.01 03:30 | modify | 30 | 0.10 | 196.554 | 195.979 | 197.309 | ||
| 114 | 2024.11.01 03:30 | buy | 31 | 0.10 | 196.554 | 0.000 | 0.000 | ||
| 115 | 2024.11.01 03:30 | modify | 31 | 0.10 | 196.554 | 196.259 | 197.309 | ||
| 116 | 2024.11.01 03:30 | modify | 29 | 0.10 | 195.909 | 196.259 | 197.309 | ||
| 117 | 2024.11.01 03:35 | modify | 30 | 0.10 | 196.554 | 196.259 | 197.309 | ||
| 118 | 2024.11.01 09:40 | t/p | 29 | 0.10 | 197.309 | 196.259 | 197.309 | 89.59 | 1879.31 |
| 119 | 2024.11.01 09:40 | t/p | 30 | 0.10 | 197.309 | 196.259 | 197.309 | 47.83 | 1927.14 |
| 120 | 2024.11.01 09:40 | t/p | 31 | 0.10 | 197.309 | 196.259 | 197.309 | 47.83 | 1974.97 |