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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 789.70 | Gross profit | 1199.79 | Gross loss | -410.09 |
| Profit factor | 2.93 | Expected payoff | 21.94 | ||
| Absolute drawdown | 230.25 | Maximal drawdown | 237.09 (23.55%) | Relative drawdown | 23.55% (237.09) |
| Total trades | 36 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
| Largest | profit trade | 95.89 | loss trade | -90.97 | |
| Average | profit trade | 46.15 | loss trade | -41.01 | |
| Maximum | consecutive wins (profit in money) | 9 (407.30) | consecutive losses (loss in money) | 2 (-111.10) | |
| Maximal | consecutive profit (count of wins) | 484.78 (8) | consecutive loss (count of losses) | -111.10 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 08:00 | sell | 1 | 0.10 | 181.978 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 08:00 | modify | 1 | 0.10 | 181.978 | 183.278 | 180.478 | ||
| 3 | 2024.01.04 10:30 | s/l | 1 | 0.10 | 183.278 | 183.278 | 180.478 | -82.31 | 917.69 |
| 4 | 2024.01.10 16:00 | sell | 2 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 5 | 2024.01.10 16:00 | modify | 2 | 0.10 | 185.452 | 186.752 | 183.952 | ||
| 6 | 2024.01.12 11:50 | sell | 3 | 0.10 | 184.834 | 0.000 | 0.000 | ||
| 7 | 2024.01.12 11:50 | modify | 3 | 0.10 | 184.834 | 185.152 | 183.952 | ||
| 8 | 2024.01.12 11:50 | modify | 2 | 0.10 | 185.452 | 185.152 | 183.952 | ||
| 9 | 2024.01.12 13:05 | s/l | 2 | 0.10 | 185.152 | 185.152 | 183.952 | 10.34 | 928.03 |
| 10 | 2024.01.12 13:05 | s/l | 3 | 0.10 | 185.152 | 185.152 | 183.952 | -20.13 | 907.90 |
| 11 | 2024.01.17 12:00 | sell | 4 | 0.10 | 187.402 | 0.000 | 0.000 | ||
| 12 | 2024.01.17 12:00 | modify | 4 | 0.10 | 187.402 | 188.702 | 185.902 | ||
| 13 | 2024.01.19 05:30 | s/l | 4 | 0.10 | 188.702 | 188.702 | 185.902 | -90.97 | 816.94 |
| 14 | 2024.03.07 08:00 | buy | 5 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 15 | 2024.03.07 08:00 | modify | 5 | 0.10 | 188.450 | 187.150 | 189.950 | ||
| 16 | 2024.03.07 15:50 | buy | 6 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 17 | 2024.03.07 15:50 | modify | 6 | 0.10 | 189.519 | 189.125 | 189.950 | ||
| 18 | 2024.03.07 15:50 | modify | 5 | 0.10 | 188.450 | 189.125 | 189.950 | ||
| 19 | 2024.03.08 00:40 | s/l | 5 | 0.10 | 189.125 | 189.125 | 189.950 | 43.64 | 860.58 |
| 20 | 2024.03.08 00:40 | s/l | 6 | 0.10 | 189.125 | 189.125 | 189.950 | -24.05 | 836.52 |
| 21 | 2024.03.20 08:00 | sell | 7 | 0.10 | 192.589 | 0.000 | 0.000 | ||
| 22 | 2024.03.20 08:00 | modify | 7 | 0.10 | 192.589 | 193.889 | 191.089 | ||
| 23 | 2024.03.21 16:15 | sell | 8 | 0.10 | 191.975 | 0.000 | 0.000 | ||
| 24 | 2024.03.21 16:15 | modify | 8 | 0.10 | 191.975 | 192.289 | 191.089 | ||
| 25 | 2024.03.21 16:15 | modify | 7 | 0.10 | 192.589 | 192.289 | 191.089 | ||
| 26 | 2024.03.22 02:50 | sell | 9 | 0.10 | 191.525 | 0.000 | 0.000 | ||
| 27 | 2024.03.22 02:50 | modify | 9 | 0.10 | 191.525 | 191.914 | 191.089 | ||
| 28 | 2024.03.22 02:50 | modify | 8 | 0.10 | 191.975 | 191.914 | 191.089 | ||
| 29 | 2024.03.22 02:50 | modify | 7 | 0.10 | 192.589 | 191.914 | 191.089 | ||
| 30 | 2024.03.22 06:40 | t/p | 7 | 0.10 | 191.089 | 191.914 | 191.089 | 86.31 | 922.84 |
| 31 | 2024.03.22 06:40 | t/p | 8 | 0.10 | 191.089 | 191.914 | 191.089 | 53.94 | 976.77 |
| 32 | 2024.03.22 06:40 | t/p | 9 | 0.10 | 191.089 | 191.914 | 191.089 | 27.60 | 1004.37 |
| 33 | 2024.04.12 16:00 | buy | 10 | 0.10 | 190.757 | 0.000 | 0.000 | ||
| 34 | 2024.04.12 16:00 | modify | 10 | 0.10 | 190.757 | 189.457 | 192.257 | ||
| 35 | 2024.04.15 01:40 | buy | 11 | 0.10 | 191.368 | 0.000 | 0.000 | ||
| 36 | 2024.04.15 01:40 | modify | 11 | 0.10 | 191.368 | 191.057 | 192.257 | ||
| 37 | 2024.04.15 01:40 | modify | 10 | 0.10 | 190.757 | 191.057 | 192.257 | ||
| 38 | 2024.04.15 02:40 | buy | 12 | 0.10 | 191.588 | 0.000 | 0.000 | ||
| 39 | 2024.04.15 02:40 | modify | 12 | 0.10 | 191.588 | 191.132 | 192.257 | ||
| 40 | 2024.04.15 02:40 | modify | 11 | 0.10 | 191.368 | 191.132 | 192.257 | ||
| 41 | 2024.04.15 02:40 | modify | 10 | 0.10 | 190.757 | 191.132 | 192.257 | ||
| 42 | 2024.04.15 05:50 | buy | 13 | 0.10 | 191.824 | 0.000 | 0.000 | ||
| 43 | 2024.04.15 05:50 | modify | 13 | 0.10 | 191.824 | 191.432 | 192.257 | ||
| 44 | 2024.04.15 05:50 | modify | 12 | 0.10 | 191.588 | 191.432 | 192.257 | ||
| 45 | 2024.04.15 05:50 | modify | 11 | 0.10 | 191.368 | 191.432 | 192.257 | ||
| 46 | 2024.04.15 05:50 | modify | 10 | 0.10 | 190.757 | 191.432 | 192.257 | ||
| 47 | 2024.04.15 10:30 | t/p | 10 | 0.10 | 192.257 | 191.432 | 192.257 | 95.88 | 1100.25 |
| 48 | 2024.04.15 10:30 | t/p | 11 | 0.10 | 192.257 | 191.432 | 192.257 | 56.29 | 1156.54 |
| 49 | 2024.04.15 10:30 | t/p | 12 | 0.10 | 192.257 | 191.432 | 192.257 | 42.36 | 1198.90 |
| 50 | 2024.04.15 10:30 | t/p | 13 | 0.10 | 192.257 | 191.432 | 192.257 | 27.42 | 1226.32 |
| 51 | 2024.04.26 08:00 | sell | 14 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 52 | 2024.04.26 08:00 | modify | 14 | 0.10 | 195.955 | 197.255 | 194.455 | ||
| 53 | 2024.04.26 08:05 | t/p | 14 | 0.10 | 194.455 | 197.255 | 194.455 | 94.98 | 1321.30 |
| 54 | 2024.05.02 08:00 | buy | 15 | 0.10 | 194.852 | 0.000 | 0.000 | ||
| 55 | 2024.05.02 08:00 | modify | 15 | 0.10 | 194.852 | 193.552 | 196.352 | ||
| 56 | 2024.05.02 11:40 | s/l | 15 | 0.10 | 193.552 | 193.552 | 196.352 | -82.32 | 1238.98 |
| 57 | 2024.06.04 12:00 | buy | 16 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 58 | 2024.06.04 12:00 | modify | 16 | 0.10 | 197.658 | 196.358 | 199.158 | ||
| 59 | 2024.06.05 00:50 | buy | 17 | 0.10 | 198.486 | 0.000 | 0.000 | ||
| 60 | 2024.06.05 00:50 | modify | 17 | 0.10 | 198.486 | 198.033 | 199.158 | ||
| 61 | 2024.06.05 00:50 | modify | 16 | 0.10 | 197.658 | 198.033 | 199.158 | ||
| 62 | 2024.06.05 02:40 | buy | 18 | 0.10 | 198.719 | 0.000 | 0.000 | ||
| 63 | 2024.06.05 02:40 | modify | 18 | 0.10 | 198.719 | 198.333 | 199.158 | ||
| 64 | 2024.06.05 02:40 | modify | 17 | 0.10 | 198.486 | 198.333 | 199.158 | ||
| 65 | 2024.06.05 02:40 | modify | 16 | 0.10 | 197.658 | 198.333 | 199.158 | ||
| 66 | 2024.06.05 07:20 | t/p | 16 | 0.10 | 199.158 | 198.333 | 199.158 | 95.88 | 1334.85 |
| 67 | 2024.06.05 07:20 | t/p | 17 | 0.10 | 199.158 | 198.333 | 199.158 | 42.55 | 1377.40 |
| 68 | 2024.06.05 07:20 | t/p | 18 | 0.10 | 199.158 | 198.333 | 199.158 | 27.80 | 1405.20 |
| 69 | 2024.07.11 16:00 | buy | 19 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 70 | 2024.07.11 16:00 | modify | 19 | 0.10 | 204.858 | 203.558 | 206.358 | ||
| 71 | 2024.07.11 22:40 | buy | 20 | 0.10 | 205.712 | 0.000 | 0.000 | ||
| 72 | 2024.07.11 22:40 | modify | 20 | 0.10 | 205.712 | 205.233 | 206.358 | ||
| 73 | 2024.07.11 22:40 | modify | 19 | 0.10 | 204.858 | 205.233 | 206.358 | ||
| 74 | 2024.07.11 23:20 | s/l | 19 | 0.10 | 205.233 | 205.233 | 206.358 | 23.75 | 1428.95 |
| 75 | 2024.07.11 23:20 | s/l | 20 | 0.10 | 205.233 | 205.233 | 206.358 | -30.33 | 1398.62 |
| 76 | 2024.08.15 16:00 | sell | 21 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 77 | 2024.08.15 16:00 | modify | 21 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 78 | 2024.08.16 12:20 | sell | 22 | 0.10 | 190.920 | 0.000 | 0.000 | ||
| 79 | 2024.08.16 12:20 | modify | 22 | 0.10 | 190.920 | 191.229 | 190.029 | ||
| 80 | 2024.08.16 12:20 | modify | 21 | 0.10 | 191.529 | 191.229 | 190.029 | ||
| 81 | 2024.08.16 12:55 | sell | 23 | 0.10 | 190.464 | 0.000 | 0.000 | ||
| 82 | 2024.08.16 12:55 | modify | 23 | 0.10 | 190.464 | 190.854 | 190.029 | ||
| 83 | 2024.08.16 12:55 | modify | 22 | 0.10 | 190.920 | 190.854 | 190.029 | ||
| 84 | 2024.08.16 12:55 | modify | 21 | 0.10 | 191.529 | 190.854 | 190.029 | ||
| 85 | 2024.08.16 13:40 | s/l | 21 | 0.10 | 190.854 | 190.854 | 190.029 | 40.58 | 1439.20 |
| 86 | 2024.08.16 13:40 | s/l | 22 | 0.10 | 190.854 | 190.854 | 190.029 | 4.18 | 1443.38 |
| 87 | 2024.08.16 13:40 | s/l | 23 | 0.10 | 190.854 | 190.854 | 190.029 | -24.70 | 1418.68 |
| 88 | 2024.10.23 12:00 | sell | 24 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 89 | 2024.10.23 12:00 | modify | 24 | 0.10 | 198.213 | 199.513 | 196.713 | ||
| 90 | 2024.10.23 17:00 | sell | 25 | 0.10 | 197.612 | 0.000 | 0.000 | ||
| 91 | 2024.10.23 17:00 | modify | 25 | 0.10 | 197.612 | 197.913 | 196.713 | ||
| 92 | 2024.10.23 17:00 | modify | 24 | 0.10 | 198.213 | 197.913 | 196.713 | ||
| 93 | 2024.10.23 18:20 | sell | 26 | 0.10 | 197.144 | 0.000 | 0.000 | ||
| 94 | 2024.10.23 18:20 | modify | 26 | 0.10 | 197.144 | 197.538 | 196.713 | ||
| 95 | 2024.10.23 18:20 | modify | 25 | 0.10 | 197.612 | 197.538 | 196.713 | ||
| 96 | 2024.10.23 18:20 | modify | 24 | 0.10 | 198.213 | 197.538 | 196.713 | ||
| 97 | 2024.10.23 19:45 | sell | 27 | 0.10 | 197.367 | 0.000 | 0.000 | ||
| 98 | 2024.10.23 19:45 | modify | 27 | 0.10 | 197.367 | 197.838 | 196.713 | ||
| 99 | 2024.10.23 19:50 | modify | 27 | 0.10 | 197.367 | 197.538 | 196.713 | ||
| 100 | 2024.10.24 04:33 | t/p | 24 | 0.10 | 196.713 | 197.538 | 196.713 | 88.49 | 1507.17 |
| 101 | 2024.10.24 04:33 | t/p | 25 | 0.10 | 196.713 | 197.538 | 196.713 | 50.44 | 1557.61 |
| 102 | 2024.10.24 04:33 | t/p | 26 | 0.10 | 196.713 | 197.538 | 196.713 | 20.80 | 1578.41 |
| 103 | 2024.10.24 04:33 | t/p | 27 | 0.10 | 196.713 | 197.538 | 196.713 | 34.92 | 1613.32 |
| 104 | 2024.10.31 16:00 | buy | 28 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 105 | 2024.10.31 16:00 | modify | 28 | 0.10 | 195.893 | 194.593 | 197.393 | ||
| 106 | 2024.11.01 06:25 | buy | 29 | 0.10 | 196.735 | 0.000 | 0.000 | ||
| 107 | 2024.11.01 06:25 | modify | 29 | 0.10 | 196.735 | 196.268 | 197.393 | ||
| 108 | 2024.11.01 06:25 | modify | 28 | 0.10 | 195.893 | 196.268 | 197.393 | ||
| 109 | 2024.11.01 08:20 | buy | 30 | 0.10 | 196.944 | 0.000 | 0.000 | ||
| 110 | 2024.11.01 08:20 | modify | 30 | 0.10 | 196.944 | 196.568 | 197.393 | ||
| 111 | 2024.11.01 08:20 | modify | 29 | 0.10 | 196.735 | 196.568 | 197.393 | ||
| 112 | 2024.11.01 08:20 | modify | 28 | 0.10 | 195.893 | 196.568 | 197.393 | ||
| 113 | 2024.11.01 12:05 | t/p | 28 | 0.10 | 197.393 | 196.568 | 197.393 | 95.89 | 1709.21 |
| 114 | 2024.11.01 12:05 | t/p | 29 | 0.10 | 197.393 | 196.568 | 197.393 | 41.67 | 1750.88 |
| 115 | 2024.11.01 12:05 | t/p | 30 | 0.10 | 197.393 | 196.568 | 197.393 | 28.43 | 1779.31 |
| 116 | 2024.11.22 12:00 | buy | 31 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 117 | 2024.11.22 12:00 | modify | 31 | 0.10 | 193.119 | 191.819 | 194.619 | ||
| 118 | 2024.11.22 15:10 | buy | 32 | 0.10 | 193.732 | 0.000 | 0.000 | ||
| 119 | 2024.11.22 15:10 | modify | 32 | 0.10 | 193.732 | 193.419 | 194.619 | ||
| 120 | 2024.11.22 15:10 | modify | 31 | 0.10 | 193.119 | 193.419 | 194.619 | ||
| 121 | 2024.11.22 18:00 | buy | 33 | 0.10 | 193.944 | 0.000 | 0.000 | ||
| 122 | 2024.11.22 18:00 | modify | 33 | 0.10 | 193.944 | 193.494 | 194.619 | ||
| 123 | 2024.11.22 18:00 | modify | 32 | 0.10 | 193.732 | 193.494 | 194.619 | ||
| 124 | 2024.11.22 18:00 | modify | 31 | 0.10 | 193.119 | 193.494 | 194.619 | ||
| 125 | 2024.11.24 22:30 | buy | 34 | 0.10 | 194.197 | 0.000 | 0.000 | ||
| 126 | 2024.11.24 22:30 | modify | 34 | 0.10 | 194.197 | 193.794 | 194.619 | ||
| 127 | 2024.11.24 22:30 | modify | 33 | 0.10 | 193.944 | 193.794 | 194.619 | ||
| 128 | 2024.11.24 22:30 | modify | 32 | 0.10 | 193.732 | 193.794 | 194.619 | ||
| 129 | 2024.11.24 22:30 | modify | 31 | 0.10 | 193.119 | 193.794 | 194.619 | ||
| 130 | 2024.11.24 23:40 | s/l | 31 | 0.10 | 193.794 | 193.794 | 194.619 | 42.74 | 1822.05 |
| 131 | 2024.11.24 23:40 | s/l | 32 | 0.10 | 193.794 | 193.794 | 194.619 | 3.93 | 1825.98 |
| 132 | 2024.11.24 23:40 | s/l | 33 | 0.10 | 193.794 | 193.794 | 194.619 | -9.50 | 1816.48 |
| 133 | 2024.11.24 23:40 | s/l | 34 | 0.10 | 193.794 | 193.794 | 194.619 | -25.52 | 1790.96 |
| 134 | 2024.11.27 12:00 | buy | 35 | 0.10 | 191.057 | 0.000 | 0.000 | ||
| 135 | 2024.11.27 12:00 | modify | 35 | 0.10 | 191.057 | 189.757 | 192.557 | ||
| 136 | 2024.11.27 13:40 | buy | 36 | 0.10 | 191.677 | 0.000 | 0.000 | ||
| 137 | 2024.11.27 13:40 | modify | 36 | 0.10 | 191.677 | 191.357 | 192.557 | ||
| 138 | 2024.11.27 13:40 | modify | 35 | 0.10 | 191.057 | 191.357 | 192.557 | ||
| 139 | 2024.11.27 14:30 | s/l | 35 | 0.10 | 191.357 | 191.357 | 192.557 | 19.00 | 1809.96 |
| 140 | 2024.11.27 14:30 | s/l | 36 | 0.10 | 191.357 | 191.357 | 192.557 | -20.26 | 1789.70 |