Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 79732 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 723.42 | Gross profit | 798.40 | Gross loss | -74.97 |
| Profit factor | 10.65 | Expected payoff | 42.55 | ||
| Absolute drawdown | 26.08 | Maximal drawdown | 132.76 (9.41%) | Relative drawdown | 9.41% (132.76) |
| Total trades | 17 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
| Largest | profit trade | 104.08 | loss trade | -43.39 | |
| Average | profit trade | 57.03 | loss trade | -24.99 | |
| Maximum | consecutive wins (profit in money) | 5 (236.54) | consecutive losses (loss in money) | 1 (-43.39) | |
| Maximal | consecutive profit (count of wins) | 288.26 (4) | consecutive loss (count of losses) | -43.39 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 04:00 | buy | 1 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 2 | 2024.05.03 04:00 | modify | 1 | 0.10 | 192.095 | 191.495 | 193.595 | ||
| 3 | 2024.05.03 12:05 | buy | 2 | 0.10 | 192.473 | 0.000 | 0.000 | ||
| 4 | 2024.05.03 12:05 | modify | 2 | 0.10 | 192.473 | 192.245 | 193.595 | ||
| 5 | 2024.05.03 12:05 | modify | 1 | 0.10 | 192.095 | 192.245 | 193.595 | ||
| 6 | 2024.05.03 12:20 | s/l | 1 | 0.10 | 192.245 | 192.245 | 193.595 | 10.32 | 1010.32 |
| 7 | 2024.05.03 12:20 | s/l | 2 | 0.10 | 192.245 | 192.245 | 193.595 | -15.69 | 994.63 |
| 8 | 2024.05.03 20:00 | buy | 3 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 9 | 2024.05.03 20:00 | modify | 3 | 0.10 | 191.893 | 191.293 | 193.393 | ||
| 10 | 2024.05.05 22:50 | buy | 4 | 0.10 | 192.278 | 0.000 | 0.000 | ||
| 11 | 2024.05.05 22:50 | modify | 4 | 0.10 | 192.278 | 192.043 | 193.393 | ||
| 12 | 2024.05.05 22:50 | modify | 3 | 0.10 | 191.893 | 192.043 | 193.393 | ||
| 13 | 2024.05.06 01:55 | buy | 5 | 0.10 | 192.800 | 0.000 | 0.000 | ||
| 14 | 2024.05.06 01:55 | modify | 5 | 0.10 | 192.800 | 192.493 | 193.393 | ||
| 15 | 2024.05.06 01:55 | buy | 6 | 0.10 | 192.800 | 0.000 | 0.000 | ||
| 16 | 2024.05.06 01:55 | modify | 6 | 0.10 | 192.800 | 192.418 | 193.393 | ||
| 17 | 2024.05.06 01:55 | modify | 4 | 0.10 | 192.278 | 192.418 | 193.393 | ||
| 18 | 2024.05.06 01:55 | modify | 3 | 0.10 | 191.893 | 192.418 | 193.393 | ||
| 19 | 2024.05.06 02:00 | modify | 5 | 0.10 | 192.800 | 192.418 | 193.393 | ||
| 20 | 2024.05.06 08:30 | t/p | 3 | 0.10 | 193.393 | 192.418 | 193.393 | 104.08 | 1098.71 |
| 21 | 2024.05.06 08:30 | t/p | 4 | 0.10 | 193.393 | 192.418 | 193.393 | 77.59 | 1176.30 |
| 22 | 2024.05.06 08:30 | t/p | 5 | 0.10 | 193.393 | 192.418 | 193.393 | 40.80 | 1217.10 |
| 23 | 2024.05.06 08:30 | t/p | 6 | 0.10 | 193.393 | 192.418 | 193.393 | 40.80 | 1257.90 |
| 24 | 2024.05.13 20:00 | sell | 7 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 25 | 2024.05.13 20:00 | modify | 7 | 0.10 | 196.126 | 196.726 | 194.626 | ||
| 26 | 2024.05.14 13:30 | s/l | 7 | 0.10 | 196.726 | 196.726 | 194.626 | -43.39 | 1214.51 |
| 27 | 2024.05.14 20:00 | sell | 8 | 0.10 | 196.979 | 0.000 | 0.000 | ||
| 28 | 2024.05.14 20:00 | modify | 8 | 0.10 | 196.979 | 197.579 | 195.479 | ||
| 29 | 2024.05.15 07:59 | sell | 9 | 0.10 | 196.592 | 0.000 | 0.000 | ||
| 30 | 2024.05.15 07:59 | modify | 9 | 0.10 | 196.592 | 196.829 | 195.479 | ||
| 31 | 2024.05.15 07:59 | modify | 8 | 0.10 | 196.979 | 196.829 | 195.479 | ||
| 32 | 2024.05.15 22:50 | sell | 10 | 0.10 | 196.064 | 0.000 | 0.000 | ||
| 33 | 2024.05.15 22:50 | modify | 10 | 0.10 | 196.064 | 196.379 | 195.479 | ||
| 34 | 2024.05.15 22:50 | sell | 11 | 0.10 | 196.064 | 0.000 | 0.000 | ||
| 35 | 2024.05.15 22:50 | modify | 11 | 0.10 | 196.064 | 196.454 | 195.479 | ||
| 36 | 2024.05.15 22:50 | modify | 9 | 0.10 | 196.592 | 196.454 | 195.479 | ||
| 37 | 2024.05.15 22:50 | modify | 8 | 0.10 | 196.979 | 196.454 | 195.479 | ||
| 38 | 2024.05.15 22:55 | modify | 10 | 0.10 | 196.064 | 196.454 | 195.479 | ||
| 39 | 2024.05.16 00:30 | t/p | 8 | 0.10 | 195.479 | 196.454 | 195.479 | 94.68 | 1309.19 |
| 40 | 2024.05.16 00:30 | t/p | 9 | 0.10 | 195.479 | 196.454 | 195.479 | 70.18 | 1379.37 |
| 41 | 2024.05.16 00:30 | t/p | 10 | 0.10 | 195.479 | 196.454 | 195.479 | 33.87 | 1413.24 |
| 42 | 2024.05.16 00:30 | t/p | 11 | 0.10 | 195.479 | 196.454 | 195.479 | 33.87 | 1447.10 |
| 43 | 2024.07.03 20:00 | sell | 12 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 44 | 2024.07.03 20:00 | modify | 12 | 0.10 | 206.003 | 206.603 | 204.503 | ||
| 45 | 2024.07.04 01:30 | sell | 13 | 0.10 | 205.622 | 0.000 | 0.000 | ||
| 46 | 2024.07.04 01:30 | modify | 13 | 0.10 | 205.622 | 205.853 | 204.503 | ||
| 47 | 2024.07.04 01:30 | modify | 12 | 0.10 | 206.003 | 205.853 | 204.503 | ||
| 48 | 2024.07.04 03:40 | s/l | 12 | 0.10 | 205.853 | 205.853 | 204.503 | 3.95 | 1451.05 |
| 49 | 2024.07.04 03:40 | s/l | 13 | 0.10 | 205.853 | 205.853 | 204.503 | -15.89 | 1435.16 |
| 50 | 2024.07.11 00:00 | sell | 14 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 51 | 2024.07.11 00:00 | modify | 14 | 0.10 | 207.703 | 208.303 | 206.203 | ||
| 52 | 2024.07.11 12:30 | t/p | 14 | 0.10 | 206.203 | 208.303 | 206.203 | 103.17 | 1538.33 |
| 53 | 2024.07.25 12:00 | buy | 15 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 54 | 2024.07.25 12:00 | modify | 15 | 0.10 | 196.621 | 196.021 | 198.121 | ||
| 55 | 2024.07.25 12:30 | buy | 16 | 0.10 | 197.526 | 0.000 | 0.000 | ||
| 56 | 2024.07.25 12:30 | modify | 16 | 0.10 | 197.526 | 197.221 | 198.121 | ||
| 57 | 2024.07.25 12:30 | buy | 17 | 0.10 | 197.526 | 0.000 | 0.000 | ||
| 58 | 2024.07.25 12:30 | modify | 17 | 0.10 | 197.526 | 197.146 | 198.121 | ||
| 59 | 2024.07.25 12:30 | modify | 15 | 0.10 | 196.621 | 197.146 | 198.121 | ||
| 60 | 2024.07.25 12:35 | modify | 16 | 0.10 | 197.526 | 197.146 | 198.121 | ||
| 61 | 2024.07.25 13:30 | t/p | 15 | 0.10 | 198.121 | 197.146 | 198.121 | 103.21 | 1641.54 |
| 62 | 2024.07.25 13:30 | t/p | 16 | 0.10 | 198.121 | 197.146 | 198.121 | 40.94 | 1682.48 |
| 63 | 2024.07.25 13:30 | t/p | 17 | 0.10 | 198.121 | 197.146 | 198.121 | 40.94 | 1723.42 |