Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| 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=25; 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=0; 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 | 2608 | Ticks modelled | 79576 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 922.29 | Gross profit | 1201.44 | Gross loss | -279.15 |
| Profit factor | 4.30 | Expected payoff | 26.35 | ||
| Absolute drawdown | 25.06 | Maximal drawdown | 182.22 (8.66%) | Relative drawdown | 10.25% (112.42) |
| Total trades | 35 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 102.12 | loss trade | -74.31 | |
| Average | profit trade | 50.06 | loss trade | -25.38 | |
| Maximum | consecutive wins (profit in money) | 6 (302.15) | consecutive losses (loss in money) | 2 (-103.80) | |
| Maximal | consecutive profit (count of wins) | 302.15 (6) | consecutive loss (count of losses) | -103.80 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 12:00 | buy | 1 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 12:00 | modify | 1 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 3 | 2024.03.07 14:50 | buy | 2 | 0.10 | 189.149 | 0.000 | 0.000 | ||
| 4 | 2024.03.07 14:50 | modify | 2 | 0.10 | 189.149 | 188.672 | 190.097 | ||
| 5 | 2024.03.07 14:50 | modify | 1 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 6 | 2024.03.07 15:50 | buy | 3 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 7 | 2024.03.07 15:50 | modify | 3 | 0.10 | 189.519 | 188.972 | 190.097 | ||
| 8 | 2024.03.07 15:50 | modify | 2 | 0.10 | 189.149 | 188.972 | 190.097 | ||
| 9 | 2024.03.07 15:50 | modify | 1 | 0.10 | 188.597 | 188.972 | 190.097 | ||
| 10 | 2024.03.07 17:05 | buy | 4 | 0.10 | 189.596 | 0.000 | 0.000 | ||
| 11 | 2024.03.07 17:05 | modify | 4 | 0.10 | 189.596 | 189.422 | 190.097 | ||
| 12 | 2024.03.07 17:05 | modify | 3 | 0.10 | 189.519 | 189.422 | 190.097 | ||
| 13 | 2024.03.07 17:05 | modify | 2 | 0.10 | 189.149 | 189.422 | 190.097 | ||
| 14 | 2024.03.07 17:05 | modify | 1 | 0.10 | 188.597 | 189.422 | 190.097 | ||
| 15 | 2024.03.07 17:40 | s/l | 1 | 0.10 | 189.422 | 189.422 | 190.097 | 55.73 | 1055.73 |
| 16 | 2024.03.07 17:40 | s/l | 2 | 0.10 | 189.422 | 189.422 | 190.097 | 18.44 | 1074.17 |
| 17 | 2024.03.07 17:40 | s/l | 3 | 0.10 | 189.422 | 189.422 | 190.097 | -6.56 | 1067.61 |
| 18 | 2024.03.07 17:40 | s/l | 4 | 0.10 | 189.422 | 189.422 | 190.097 | -11.76 | 1055.85 |
| 19 | 2024.03.20 12:00 | sell | 5 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 20 | 2024.03.20 12:00 | modify | 5 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 21 | 2024.03.21 15:59 | sell | 6 | 0.10 | 192.023 | 0.000 | 0.000 | ||
| 22 | 2024.03.21 15:59 | modify | 6 | 0.10 | 192.023 | 192.486 | 191.061 | ||
| 23 | 2024.03.21 15:59 | modify | 5 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 24 | 2024.03.22 02:55 | sell | 7 | 0.10 | 191.646 | 0.000 | 0.000 | ||
| 25 | 2024.03.22 02:55 | modify | 7 | 0.10 | 191.646 | 192.186 | 191.061 | ||
| 26 | 2024.03.22 02:55 | modify | 6 | 0.10 | 192.023 | 192.186 | 191.061 | ||
| 27 | 2024.03.22 02:55 | modify | 5 | 0.10 | 192.561 | 192.186 | 191.061 | ||
| 28 | 2024.03.22 05:20 | sell | 8 | 0.10 | 191.575 | 0.000 | 0.000 | ||
| 29 | 2024.03.22 05:20 | modify | 8 | 0.10 | 191.575 | 191.736 | 191.061 | ||
| 30 | 2024.03.22 05:20 | modify | 7 | 0.10 | 191.646 | 191.736 | 191.061 | ||
| 31 | 2024.03.22 05:20 | modify | 6 | 0.10 | 192.023 | 191.736 | 191.061 | ||
| 32 | 2024.03.22 05:20 | modify | 5 | 0.10 | 192.561 | 191.736 | 191.061 | ||
| 33 | 2024.03.22 06:40 | t/p | 5 | 0.10 | 191.061 | 191.736 | 191.061 | 94.05 | 1149.90 |
| 34 | 2024.03.22 06:40 | t/p | 6 | 0.10 | 191.061 | 191.736 | 191.061 | 63.16 | 1213.06 |
| 35 | 2024.03.22 06:40 | t/p | 7 | 0.10 | 191.061 | 191.736 | 191.061 | 39.51 | 1252.57 |
| 36 | 2024.03.22 06:40 | t/p | 8 | 0.10 | 191.061 | 191.736 | 191.061 | 34.71 | 1287.28 |
| 37 | 2024.04.04 00:00 | sell | 9 | 0.10 | 191.763 | 0.000 | 0.000 | ||
| 38 | 2024.04.04 00:00 | modify | 9 | 0.10 | 191.763 | 192.863 | 190.263 | ||
| 39 | 2024.04.04 18:40 | sell | 10 | 0.10 | 191.214 | 0.000 | 0.000 | ||
| 40 | 2024.04.04 18:40 | modify | 10 | 0.10 | 191.214 | 191.688 | 190.263 | ||
| 41 | 2024.04.04 18:40 | modify | 9 | 0.10 | 191.763 | 191.688 | 190.263 | ||
| 42 | 2024.04.05 00:50 | sell | 11 | 0.10 | 190.771 | 0.000 | 0.000 | ||
| 43 | 2024.04.05 00:50 | modify | 11 | 0.10 | 190.771 | 190.938 | 190.263 | ||
| 44 | 2024.04.05 00:50 | modify | 10 | 0.10 | 191.214 | 190.938 | 190.263 | ||
| 45 | 2024.04.05 00:50 | modify | 9 | 0.10 | 191.763 | 190.938 | 190.263 | ||
| 46 | 2024.04.05 00:55 | s/l | 9 | 0.10 | 190.938 | 190.938 | 190.263 | 53.90 | 1341.18 |
| 47 | 2024.04.05 00:55 | s/l | 10 | 0.10 | 190.938 | 190.938 | 190.263 | 16.83 | 1358.00 |
| 48 | 2024.04.05 00:55 | s/l | 11 | 0.10 | 190.938 | 190.938 | 190.263 | -11.28 | 1346.72 |
| 49 | 2024.05.03 04:00 | buy | 12 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 50 | 2024.05.03 04:00 | modify | 12 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 51 | 2024.05.05 23:30 | buy | 13 | 0.10 | 192.635 | 0.000 | 0.000 | ||
| 52 | 2024.05.05 23:30 | modify | 13 | 0.10 | 192.635 | 192.170 | 193.595 | ||
| 53 | 2024.05.05 23:30 | modify | 12 | 0.10 | 192.095 | 192.170 | 193.595 | ||
| 54 | 2024.05.06 02:50 | buy | 14 | 0.10 | 193.011 | 0.000 | 0.000 | ||
| 55 | 2024.05.06 02:50 | modify | 14 | 0.10 | 193.011 | 192.470 | 193.595 | ||
| 56 | 2024.05.06 02:50 | modify | 13 | 0.10 | 192.635 | 192.470 | 193.595 | ||
| 57 | 2024.05.06 02:50 | modify | 12 | 0.10 | 192.095 | 192.470 | 193.595 | ||
| 58 | 2024.05.06 04:45 | buy | 15 | 0.10 | 193.084 | 0.000 | 0.000 | ||
| 59 | 2024.05.06 04:45 | modify | 15 | 0.10 | 193.084 | 192.920 | 193.595 | ||
| 60 | 2024.05.06 04:45 | modify | 14 | 0.10 | 193.011 | 192.920 | 193.595 | ||
| 61 | 2024.05.06 04:45 | modify | 13 | 0.10 | 192.635 | 192.920 | 193.595 | ||
| 62 | 2024.05.06 04:45 | modify | 12 | 0.10 | 192.095 | 192.920 | 193.595 | ||
| 63 | 2024.05.06 14:40 | t/p | 12 | 0.10 | 193.595 | 192.920 | 193.595 | 102.12 | 1448.85 |
| 64 | 2024.05.06 14:40 | t/p | 13 | 0.10 | 193.595 | 192.920 | 193.595 | 65.64 | 1514.49 |
| 65 | 2024.05.06 14:40 | t/p | 14 | 0.10 | 193.595 | 192.920 | 193.595 | 39.45 | 1553.94 |
| 66 | 2024.05.06 14:40 | t/p | 15 | 0.10 | 193.595 | 192.920 | 193.595 | 34.52 | 1588.46 |
| 67 | 2024.05.13 20:00 | sell | 16 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 68 | 2024.05.13 20:00 | modify | 16 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 69 | 2024.05.16 00:50 | sell | 17 | 0.10 | 195.143 | 0.000 | 0.000 | ||
| 70 | 2024.05.16 00:50 | modify | 17 | 0.10 | 195.143 | 195.301 | 194.626 | ||
| 71 | 2024.05.16 00:50 | modify | 16 | 0.10 | 196.126 | 195.301 | 194.626 | ||
| 72 | 2024.05.16 00:55 | s/l | 16 | 0.10 | 195.301 | 195.301 | 194.626 | 46.65 | 1635.11 |
| 73 | 2024.05.16 00:55 | s/l | 17 | 0.10 | 195.301 | 195.301 | 194.626 | -10.67 | 1624.44 |
| 74 | 2024.07.03 20:00 | sell | 18 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 75 | 2024.07.03 20:00 | modify | 18 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 76 | 2024.07.04 10:53 | sell | 19 | 0.10 | 205.454 | 0.000 | 0.000 | ||
| 77 | 2024.07.04 10:53 | modify | 19 | 0.10 | 205.454 | 205.928 | 204.503 | ||
| 78 | 2024.07.04 10:53 | modify | 18 | 0.10 | 206.003 | 205.928 | 204.503 | ||
| 79 | 2024.07.05 03:50 | sell | 20 | 0.10 | 205.019 | 0.000 | 0.000 | ||
| 80 | 2024.07.05 03:50 | modify | 20 | 0.10 | 205.019 | 205.178 | 204.503 | ||
| 81 | 2024.07.05 03:50 | modify | 19 | 0.10 | 205.454 | 205.178 | 204.503 | ||
| 82 | 2024.07.05 03:50 | modify | 18 | 0.10 | 206.003 | 205.178 | 204.503 | ||
| 83 | 2024.07.05 03:55 | s/l | 18 | 0.10 | 205.178 | 205.178 | 204.503 | 48.47 | 1672.91 |
| 84 | 2024.07.05 03:55 | s/l | 19 | 0.10 | 205.178 | 205.178 | 204.503 | 16.83 | 1689.74 |
| 85 | 2024.07.05 03:55 | s/l | 20 | 0.10 | 205.178 | 205.178 | 204.503 | -10.73 | 1679.01 |
| 86 | 2024.07.11 00:00 | sell | 21 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 87 | 2024.07.11 00:00 | modify | 21 | 0.10 | 207.703 | 208.803 | 206.203 | ||
| 88 | 2024.07.11 12:30 | t/p | 21 | 0.10 | 206.203 | 208.803 | 206.203 | 101.30 | 1780.31 |
| 89 | 2024.07.24 00:00 | buy | 22 | 0.10 | 200.992 | 0.000 | 0.000 | ||
| 90 | 2024.07.24 00:00 | modify | 22 | 0.10 | 200.992 | 199.892 | 202.492 | ||
| 91 | 2024.07.24 03:40 | s/l | 22 | 0.10 | 199.892 | 199.892 | 202.492 | -74.31 | 1706.00 |
| 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 | 196.996 | 198.121 | ||
| 96 | 2024.07.25 12:30 | modify | 23 | 0.10 | 196.621 | 196.996 | 198.121 | ||
| 97 | 2024.07.25 13:30 | t/p | 23 | 0.10 | 198.121 | 196.996 | 198.121 | 101.33 | 1807.33 |
| 98 | 2024.07.25 13:30 | t/p | 24 | 0.10 | 198.121 | 196.996 | 198.121 | 40.19 | 1847.52 |
| 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 | 191.258 | 190.133 | ||
| 106 | 2024.08.16 12:30 | modify | 26 | 0.10 | 191.101 | 191.258 | 190.133 | ||
| 107 | 2024.08.16 12:30 | modify | 25 | 0.10 | 191.633 | 191.258 | 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 | 55.71 | 1903.23 |
| 114 | 2024.08.16 14:20 | s/l | 26 | 0.10 | 190.808 | 190.808 | 190.133 | 19.79 | 1923.02 |
| 115 | 2024.08.16 14:20 | s/l | 27 | 0.10 | 190.808 | 190.808 | 190.133 | -6.82 | 1916.20 |
| 116 | 2024.08.16 14:20 | s/l | 28 | 0.10 | 190.808 | 190.808 | 190.133 | -11.75 | 1904.45 |
| 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 | 2024.11.01 04:40 | buy | 30 | 0.10 | 196.816 | 0.000 | 0.000 | ||
| 120 | 2024.11.01 04:40 | modify | 30 | 0.10 | 196.816 | 196.284 | 197.409 | ||
| 121 | 2024.11.01 04:40 | modify | 29 | 0.10 | 195.909 | 196.284 | 197.409 | ||
| 122 | 2024.11.01 12:05 | t/p | 29 | 0.10 | 197.409 | 196.284 | 197.409 | 102.12 | 2006.58 |
| 123 | 2024.11.01 12:05 | t/p | 30 | 0.10 | 197.409 | 196.284 | 197.409 | 40.06 | 2046.64 |
| 124 | 2025.01.09 12:00 | buy | 31 | 0.10 | 194.080 | 0.000 | 0.000 | ||
| 125 | 2025.01.09 12:00 | modify | 31 | 0.10 | 194.080 | 192.980 | 195.580 | ||
| 126 | 2025.01.09 17:50 | buy | 32 | 0.10 | 194.615 | 0.000 | 0.000 | ||
| 127 | 2025.01.09 17:50 | modify | 32 | 0.10 | 194.615 | 194.155 | 195.580 | ||
| 128 | 2025.01.09 17:50 | modify | 31 | 0.10 | 194.080 | 194.155 | 195.580 | ||
| 129 | 2025.01.10 08:40 | s/l | 31 | 0.10 | 194.155 | 194.155 | 195.580 | 5.86 | 2052.50 |
| 130 | 2025.01.10 08:40 | s/l | 32 | 0.10 | 194.155 | 194.155 | 195.580 | -30.28 | 2022.22 |
| 131 | 2025.01.10 20:00 | buy | 33 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 132 | 2025.01.10 20:00 | modify | 33 | 0.10 | 192.796 | 191.696 | 194.296 | ||
| 133 | 2025.01.13 03:20 | s/l | 33 | 0.10 | 191.696 | 191.696 | 194.296 | -73.53 | 1948.70 |
| 134 | 2025.02.12 12:00 | sell | 34 | 0.10 | 191.265 | 0.000 | 0.000 | ||
| 135 | 2025.02.12 12:00 | modify | 34 | 0.10 | 191.265 | 192.365 | 189.765 | ||
| 136 | 2025.02.12 13:15 | sell | 35 | 0.10 | 190.724 | 0.000 | 0.000 | ||
| 137 | 2025.02.12 13:15 | modify | 35 | 0.10 | 190.724 | 191.190 | 189.765 | ||
| 138 | 2025.02.12 13:15 | modify | 34 | 0.10 | 191.265 | 191.190 | 189.765 | ||
| 139 | 2025.02.12 13:30 | s/l | 34 | 0.10 | 191.190 | 191.190 | 189.765 | 5.06 | 1953.76 |
| 140 | 2025.02.12 13:30 | s/l | 35 | 0.10 | 191.190 | 191.190 | 189.765 | -31.47 | 1922.29 |