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=1; RSIHelp="------------------------------------"; RSI_Period=9; 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=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 892.24 | Gross profit | 1100.44 | Gross loss | -208.21 |
| Profit factor | 5.29 | Expected payoff | 34.32 | ||
| Absolute drawdown | 80.78 | Maximal drawdown | 204.10 (18.17%) | Relative drawdown | 18.17% (204.10) |
| Total trades | 26 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 102.13 | loss trade | -87.83 | |
| Average | profit trade | 55.02 | loss trade | -34.70 | |
| Maximum | consecutive wins (profit in money) | 8 (463.76) | consecutive losses (loss in money) | 2 (-52.38) | |
| Maximal | consecutive profit (count of wins) | 463.76 (8) | consecutive loss (count of losses) | -87.83 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 08:00 | buy | 1 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 08:00 | modify | 1 | 0.10 | 188.450 | 187.150 | 189.950 | ||
| 3 | 2024.03.07 15:50 | buy | 2 | 0.10 | 189.519 | 0.000 | 0.000 | ||
| 4 | 2024.03.07 15:50 | modify | 2 | 0.10 | 189.519 | 189.050 | 189.950 | ||
| 5 | 2024.03.07 15:50 | modify | 1 | 0.10 | 188.450 | 189.050 | 189.950 | ||
| 6 | 2024.03.08 00:55 | buy | 3 | 0.10 | 189.368 | 0.000 | 0.000 | ||
| 7 | 2024.03.08 00:55 | modify | 3 | 0.10 | 189.368 | 188.825 | 189.950 | ||
| 8 | 2024.03.08 01:00 | modify | 3 | 0.10 | 189.368 | 189.050 | 189.950 | ||
| 9 | 2024.03.08 09:30 | s/l | 1 | 0.10 | 189.050 | 189.050 | 189.950 | 41.32 | 1041.32 |
| 10 | 2024.03.08 09:30 | s/l | 2 | 0.10 | 189.050 | 189.050 | 189.950 | -30.90 | 1010.43 |
| 11 | 2024.03.08 09:30 | s/l | 3 | 0.10 | 189.050 | 189.050 | 189.950 | -21.48 | 988.95 |
| 12 | 2024.03.20 08:00 | sell | 4 | 0.10 | 192.589 | 0.000 | 0.000 | ||
| 13 | 2024.03.20 08:00 | modify | 4 | 0.10 | 192.589 | 193.889 | 191.089 | ||
| 14 | 2024.03.21 16:15 | sell | 5 | 0.10 | 191.975 | 0.000 | 0.000 | ||
| 15 | 2024.03.21 16:15 | modify | 5 | 0.10 | 191.975 | 192.514 | 191.089 | ||
| 16 | 2024.03.21 16:15 | modify | 4 | 0.10 | 192.589 | 192.514 | 191.089 | ||
| 17 | 2024.03.22 02:30 | sell | 6 | 0.10 | 191.678 | 0.000 | 0.000 | ||
| 18 | 2024.03.22 02:30 | modify | 6 | 0.10 | 191.678 | 192.214 | 191.089 | ||
| 19 | 2024.03.22 02:30 | modify | 5 | 0.10 | 191.975 | 192.214 | 191.089 | ||
| 20 | 2024.03.22 02:30 | modify | 4 | 0.10 | 192.589 | 192.214 | 191.089 | ||
| 21 | 2024.03.22 02:50 | sell | 7 | 0.10 | 191.525 | 0.000 | 0.000 | ||
| 22 | 2024.03.22 02:50 | modify | 7 | 0.10 | 191.525 | 191.989 | 191.089 | ||
| 23 | 2024.03.22 02:50 | modify | 6 | 0.10 | 191.678 | 191.989 | 191.089 | ||
| 24 | 2024.03.22 02:50 | modify | 5 | 0.10 | 191.975 | 191.989 | 191.089 | ||
| 25 | 2024.03.22 02:50 | modify | 4 | 0.10 | 192.589 | 191.989 | 191.089 | ||
| 26 | 2024.03.22 06:40 | t/p | 4 | 0.10 | 191.089 | 191.989 | 191.089 | 94.05 | 1083.00 |
| 27 | 2024.03.22 06:40 | t/p | 5 | 0.10 | 191.089 | 191.989 | 191.089 | 58.03 | 1141.03 |
| 28 | 2024.03.22 06:40 | t/p | 6 | 0.10 | 191.089 | 191.989 | 191.089 | 39.78 | 1180.81 |
| 29 | 2024.03.22 06:40 | t/p | 7 | 0.10 | 191.089 | 191.989 | 191.089 | 29.45 | 1210.26 |
| 30 | 2024.04.26 08:00 | sell | 8 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 31 | 2024.04.26 08:00 | modify | 8 | 0.10 | 195.955 | 197.255 | 194.455 | ||
| 32 | 2024.04.26 08:05 | t/p | 8 | 0.10 | 194.455 | 197.255 | 194.455 | 101.29 | 1311.55 |
| 33 | 2024.07.24 04:00 | buy | 9 | 0.10 | 199.883 | 0.000 | 0.000 | ||
| 34 | 2024.07.24 04:00 | modify | 9 | 0.10 | 199.883 | 198.583 | 201.383 | ||
| 35 | 2024.07.24 13:30 | s/l | 9 | 0.10 | 198.583 | 198.583 | 201.383 | -87.83 | 1223.72 |
| 36 | 2024.08.15 16:00 | sell | 10 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 37 | 2024.08.15 16:00 | modify | 10 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 38 | 2024.08.16 12:20 | sell | 11 | 0.10 | 190.920 | 0.000 | 0.000 | ||
| 39 | 2024.08.16 12:20 | modify | 11 | 0.10 | 190.920 | 191.454 | 190.029 | ||
| 40 | 2024.08.16 12:20 | modify | 10 | 0.10 | 191.529 | 191.454 | 190.029 | ||
| 41 | 2024.08.16 12:55 | sell | 12 | 0.10 | 190.464 | 0.000 | 0.000 | ||
| 42 | 2024.08.16 12:55 | modify | 12 | 0.10 | 190.464 | 190.929 | 190.029 | ||
| 43 | 2024.08.16 12:55 | modify | 11 | 0.10 | 190.920 | 190.929 | 190.029 | ||
| 44 | 2024.08.16 12:55 | modify | 10 | 0.10 | 191.529 | 190.929 | 190.029 | ||
| 45 | 2024.08.16 13:40 | s/l | 10 | 0.10 | 190.929 | 190.929 | 190.029 | 38.71 | 1262.43 |
| 46 | 2024.08.16 13:40 | s/l | 11 | 0.10 | 190.929 | 190.929 | 190.029 | -0.61 | 1261.82 |
| 47 | 2024.08.16 13:40 | s/l | 12 | 0.10 | 190.929 | 190.929 | 190.029 | -31.40 | 1230.42 |
| 48 | 2024.10.23 12:00 | sell | 13 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 49 | 2024.10.23 12:00 | modify | 13 | 0.10 | 198.213 | 199.513 | 196.713 | ||
| 50 | 2024.10.23 17:00 | sell | 14 | 0.10 | 197.612 | 0.000 | 0.000 | ||
| 51 | 2024.10.23 17:00 | modify | 14 | 0.10 | 197.612 | 198.138 | 196.713 | ||
| 52 | 2024.10.23 17:00 | modify | 13 | 0.10 | 198.213 | 198.138 | 196.713 | ||
| 53 | 2024.10.23 17:50 | sell | 15 | 0.10 | 197.296 | 0.000 | 0.000 | ||
| 54 | 2024.10.23 17:50 | modify | 15 | 0.10 | 197.296 | 197.838 | 196.713 | ||
| 55 | 2024.10.23 17:50 | modify | 14 | 0.10 | 197.612 | 197.838 | 196.713 | ||
| 56 | 2024.10.23 17:50 | modify | 13 | 0.10 | 198.213 | 197.838 | 196.713 | ||
| 57 | 2024.10.23 18:20 | sell | 16 | 0.10 | 197.144 | 0.000 | 0.000 | ||
| 58 | 2024.10.23 18:20 | modify | 16 | 0.10 | 197.144 | 197.613 | 196.713 | ||
| 59 | 2024.10.23 18:20 | modify | 15 | 0.10 | 197.296 | 197.613 | 196.713 | ||
| 60 | 2024.10.23 18:20 | modify | 14 | 0.10 | 197.612 | 197.613 | 196.713 | ||
| 61 | 2024.10.23 18:20 | modify | 13 | 0.10 | 198.213 | 197.613 | 196.713 | ||
| 62 | 2024.10.24 04:33 | t/p | 13 | 0.10 | 196.713 | 197.613 | 196.713 | 95.85 | 1326.27 |
| 63 | 2024.10.24 04:33 | t/p | 14 | 0.10 | 196.713 | 197.613 | 196.713 | 55.27 | 1381.54 |
| 64 | 2024.10.24 04:33 | t/p | 15 | 0.10 | 196.713 | 197.613 | 196.713 | 33.93 | 1415.48 |
| 65 | 2024.10.24 04:33 | t/p | 16 | 0.10 | 196.713 | 197.613 | 196.713 | 23.66 | 1439.14 |
| 66 | 2024.10.28 04:00 | sell | 17 | 0.10 | 198.835 | 0.000 | 0.000 | ||
| 67 | 2024.10.28 04:00 | modify | 17 | 0.10 | 198.835 | 200.135 | 197.335 | ||
| 68 | 2024.10.28 11:15 | sell | 18 | 0.10 | 197.927 | 0.000 | 0.000 | ||
| 69 | 2024.10.28 11:15 | modify | 18 | 0.10 | 197.927 | 198.460 | 197.335 | ||
| 70 | 2024.10.28 11:15 | modify | 17 | 0.10 | 198.835 | 198.460 | 197.335 | ||
| 71 | 2024.10.28 11:40 | s/l | 17 | 0.10 | 198.460 | 198.460 | 197.335 | 25.33 | 1464.47 |
| 72 | 2024.10.28 11:40 | s/l | 18 | 0.10 | 198.460 | 198.460 | 197.335 | -35.99 | 1428.48 |
| 73 | 2025.01.13 04:00 | buy | 19 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 74 | 2025.01.13 04:00 | modify | 19 | 0.10 | 191.181 | 189.881 | 192.681 | ||
| 75 | 2025.01.13 16:40 | buy | 20 | 0.10 | 191.799 | 0.000 | 0.000 | ||
| 76 | 2025.01.13 16:40 | modify | 20 | 0.10 | 191.799 | 191.256 | 192.681 | ||
| 77 | 2025.01.13 16:40 | modify | 19 | 0.10 | 191.181 | 191.256 | 192.681 | ||
| 78 | 2025.01.13 20:15 | buy | 21 | 0.10 | 192.097 | 0.000 | 0.000 | ||
| 79 | 2025.01.13 20:15 | modify | 21 | 0.10 | 192.097 | 191.556 | 192.681 | ||
| 80 | 2025.01.13 20:15 | modify | 20 | 0.10 | 191.799 | 191.556 | 192.681 | ||
| 81 | 2025.01.13 20:15 | modify | 19 | 0.10 | 191.181 | 191.556 | 192.681 | ||
| 82 | 2025.01.13 21:40 | buy | 22 | 0.10 | 192.243 | 0.000 | 0.000 | ||
| 83 | 2025.01.13 21:40 | modify | 22 | 0.10 | 192.243 | 191.781 | 192.681 | ||
| 84 | 2025.01.13 21:40 | modify | 21 | 0.10 | 192.097 | 191.781 | 192.681 | ||
| 85 | 2025.01.13 21:40 | modify | 20 | 0.10 | 191.799 | 191.781 | 192.681 | ||
| 86 | 2025.01.13 21:40 | modify | 19 | 0.10 | 191.181 | 191.781 | 192.681 | ||
| 87 | 2025.01.14 01:05 | t/p | 19 | 0.10 | 192.681 | 191.781 | 192.681 | 102.13 | 1530.61 |
| 88 | 2025.01.14 01:05 | t/p | 20 | 0.10 | 192.681 | 191.781 | 192.681 | 60.38 | 1591.00 |
| 89 | 2025.01.14 01:05 | t/p | 21 | 0.10 | 192.681 | 191.781 | 192.681 | 40.25 | 1631.25 |
| 90 | 2025.01.14 01:05 | t/p | 22 | 0.10 | 192.681 | 191.781 | 192.681 | 30.38 | 1661.64 |
| 91 | 2025.02.13 08:00 | sell | 23 | 0.10 | 192.985 | 0.000 | 0.000 | ||
| 92 | 2025.02.13 08:00 | modify | 23 | 0.10 | 192.985 | 194.285 | 191.485 | ||
| 93 | 2025.02.13 09:05 | sell | 24 | 0.10 | 192.065 | 0.000 | 0.000 | ||
| 94 | 2025.02.13 09:05 | modify | 24 | 0.10 | 192.065 | 192.610 | 191.485 | ||
| 95 | 2025.02.13 09:05 | modify | 23 | 0.10 | 192.985 | 192.610 | 191.485 | ||
| 96 | 2025.02.13 09:45 | sell | 25 | 0.10 | 192.384 | 0.000 | 0.000 | ||
| 97 | 2025.02.13 09:45 | modify | 25 | 0.10 | 192.384 | 192.910 | 191.485 | ||
| 98 | 2025.02.13 09:50 | modify | 25 | 0.10 | 192.384 | 192.610 | 191.485 | ||
| 99 | 2025.02.13 11:59 | sell | 26 | 0.10 | 191.921 | 0.000 | 0.000 | ||
| 100 | 2025.02.13 11:59 | modify | 26 | 0.10 | 191.921 | 192.385 | 191.485 | ||
| 101 | 2025.02.13 11:59 | modify | 24 | 0.10 | 192.065 | 192.385 | 191.485 | ||
| 102 | 2025.02.13 11:59 | modify | 25 | 0.10 | 192.384 | 192.385 | 191.485 | ||
| 103 | 2025.02.13 11:59 | modify | 23 | 0.10 | 192.985 | 192.385 | 191.485 | ||
| 104 | 2025.02.13 13:40 | t/p | 23 | 0.10 | 191.485 | 192.385 | 191.485 | 101.29 | 1762.93 |
| 105 | 2025.02.13 13:40 | t/p | 24 | 0.10 | 191.485 | 192.385 | 191.485 | 39.16 | 1802.09 |
| 106 | 2025.02.13 13:40 | t/p | 25 | 0.10 | 191.485 | 192.385 | 191.485 | 60.71 | 1862.80 |
| 107 | 2025.02.13 13:40 | t/p | 26 | 0.10 | 191.485 | 192.385 | 191.485 | 29.44 | 1892.24 |