Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 79821 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1098.63 | Gross profit | 1187.29 | Gross loss | -88.66 |
| Profit factor | 13.39 | Expected payoff | 49.94 | ||
| Absolute drawdown | 37.73 | Maximal drawdown | 184.11 (1.77%) | Relative drawdown | 1.77% (184.11) |
| Total trades | 22 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 19 (86.36%) | Loss trades (% of total) | 3 (13.64%) | ||
| Largest | profit trade | 106.31 | loss trade | -45.42 | |
| Average | profit trade | 62.49 | loss trade | -29.55 | |
| Maximum | consecutive wins (profit in money) | 7 (481.41) | consecutive losses (loss in money) | 1 (-45.42) | |
| Maximal | consecutive profit (count of wins) | 481.41 (7) | consecutive loss (count of losses) | -45.42 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.17 16:00 | sell | 1 | 0.10 | 136.204 | 0.000 | 0.000 | ||
| 2 | 2022.05.17 16:00 | modify | 1 | 0.10 | 136.204 | 136.804 | 134.804 | ||
| 3 | 2022.05.18 11:59 | sell | 2 | 0.10 | 135.696 | 0.000 | 0.000 | ||
| 4 | 2022.05.18 11:59 | modify | 2 | 0.10 | 135.696 | 136.064 | 134.804 | ||
| 5 | 2022.05.18 11:59 | modify | 1 | 0.10 | 136.204 | 136.064 | 134.804 | ||
| 6 | 2022.05.18 13:20 | sell | 3 | 0.10 | 135.496 | 0.000 | 0.000 | ||
| 7 | 2022.05.18 13:20 | modify | 3 | 0.10 | 135.496 | 135.714 | 134.804 | ||
| 8 | 2022.05.18 13:20 | modify | 2 | 0.10 | 135.696 | 135.714 | 134.804 | ||
| 9 | 2022.05.18 13:20 | modify | 1 | 0.10 | 136.204 | 135.714 | 134.804 | ||
| 10 | 2022.05.18 15:30 | t/p | 1 | 0.10 | 134.804 | 135.714 | 134.804 | 105.27 | 10105.27 |
| 11 | 2022.05.18 15:30 | t/p | 2 | 0.10 | 134.804 | 135.714 | 134.804 | 67.46 | 10172.73 |
| 12 | 2022.05.18 15:30 | t/p | 3 | 0.10 | 134.804 | 135.714 | 134.804 | 52.33 | 10225.06 |
| 13 | 2022.06.08 20:00 | sell | 4 | 0.10 | 143.844 | 0.000 | 0.000 | ||
| 14 | 2022.06.08 20:00 | modify | 4 | 0.10 | 143.844 | 144.444 | 142.444 | ||
| 15 | 2022.06.09 06:50 | sell | 5 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 16 | 2022.06.09 06:50 | modify | 5 | 0.10 | 143.339 | 143.704 | 142.444 | ||
| 17 | 2022.06.09 06:50 | modify | 4 | 0.10 | 143.844 | 143.704 | 142.444 | ||
| 18 | 2022.06.09 09:40 | sell | 6 | 0.10 | 142.983 | 0.000 | 0.000 | ||
| 19 | 2022.06.09 09:40 | modify | 6 | 0.10 | 142.983 | 143.214 | 142.444 | ||
| 20 | 2022.06.09 09:40 | modify | 5 | 0.10 | 143.339 | 143.214 | 142.444 | ||
| 21 | 2022.06.09 09:40 | modify | 4 | 0.10 | 143.844 | 143.214 | 142.444 | ||
| 22 | 2022.06.09 11:30 | s/l | 4 | 0.10 | 143.214 | 143.214 | 142.444 | 45.84 | 10270.90 |
| 23 | 2022.06.09 11:30 | s/l | 5 | 0.10 | 143.214 | 143.214 | 142.444 | 9.45 | 10280.35 |
| 24 | 2022.06.09 11:30 | s/l | 6 | 0.10 | 143.214 | 143.214 | 142.444 | -17.47 | 10262.88 |
| 25 | 2022.07.06 16:00 | buy | 7 | 0.10 | 138.004 | 0.000 | 0.000 | ||
| 26 | 2022.07.06 16:00 | modify | 7 | 0.10 | 138.004 | 137.404 | 139.404 | ||
| 27 | 2022.07.06 18:40 | buy | 8 | 0.10 | 138.497 | 0.000 | 0.000 | ||
| 28 | 2022.07.06 18:40 | modify | 8 | 0.10 | 138.497 | 138.144 | 139.404 | ||
| 29 | 2022.07.06 18:40 | modify | 7 | 0.10 | 138.004 | 138.144 | 139.404 | ||
| 30 | 2022.07.07 01:40 | s/l | 7 | 0.10 | 138.144 | 138.144 | 139.404 | 11.55 | 10274.43 |
| 31 | 2022.07.07 01:40 | s/l | 8 | 0.10 | 138.144 | 138.144 | 139.404 | -25.77 | 10248.66 |
| 32 | 2022.08.02 12:00 | buy | 9 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 33 | 2022.08.02 12:00 | modify | 9 | 0.10 | 133.951 | 133.351 | 135.351 | ||
| 34 | 2022.08.02 14:40 | buy | 10 | 0.10 | 134.452 | 0.000 | 0.000 | ||
| 35 | 2022.08.02 14:40 | modify | 10 | 0.10 | 134.452 | 134.091 | 135.351 | ||
| 36 | 2022.08.02 14:40 | modify | 9 | 0.10 | 133.951 | 134.091 | 135.351 | ||
| 37 | 2022.08.02 15:30 | buy | 11 | 0.10 | 134.807 | 0.000 | 0.000 | ||
| 38 | 2022.08.02 15:30 | modify | 11 | 0.10 | 134.807 | 134.581 | 135.351 | ||
| 39 | 2022.08.02 15:30 | modify | 10 | 0.10 | 134.452 | 134.581 | 135.351 | ||
| 40 | 2022.08.02 15:30 | modify | 9 | 0.10 | 133.951 | 134.581 | 135.351 | ||
| 41 | 2022.08.02 18:40 | t/p | 9 | 0.10 | 135.351 | 134.581 | 135.351 | 105.99 | 10354.65 |
| 42 | 2022.08.02 18:40 | t/p | 10 | 0.10 | 135.351 | 134.581 | 135.351 | 68.06 | 10422.71 |
| 43 | 2022.08.02 18:40 | t/p | 11 | 0.10 | 135.351 | 134.581 | 135.351 | 41.19 | 10463.90 |
| 44 | 2022.10.04 20:00 | sell | 12 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 45 | 2022.10.04 20:00 | modify | 12 | 0.10 | 143.909 | 144.509 | 142.509 | ||
| 46 | 2022.10.05 08:05 | sell | 13 | 0.10 | 143.409 | 0.000 | 0.000 | ||
| 47 | 2022.10.05 08:05 | modify | 13 | 0.10 | 143.409 | 143.769 | 142.509 | ||
| 48 | 2022.10.05 08:05 | modify | 12 | 0.10 | 143.909 | 143.769 | 142.509 | ||
| 49 | 2022.10.05 10:50 | sell | 14 | 0.10 | 143.190 | 0.000 | 0.000 | ||
| 50 | 2022.10.05 10:50 | modify | 14 | 0.10 | 143.190 | 143.419 | 142.509 | ||
| 51 | 2022.10.05 10:50 | modify | 13 | 0.10 | 143.409 | 143.419 | 142.509 | ||
| 52 | 2022.10.05 10:50 | modify | 12 | 0.10 | 143.909 | 143.419 | 142.509 | ||
| 53 | 2022.10.05 11:40 | sell | 15 | 0.10 | 143.056 | 0.000 | 0.000 | ||
| 54 | 2022.10.05 11:40 | modify | 15 | 0.10 | 143.056 | 143.279 | 142.509 | ||
| 55 | 2022.10.05 11:45 | modify | 15 | 0.10 | 143.056 | 143.419 | 142.509 | ||
| 56 | 2022.10.05 14:40 | t/p | 12 | 0.10 | 142.509 | 143.419 | 142.509 | 105.27 | 10569.17 |
| 57 | 2022.10.05 14:40 | t/p | 13 | 0.10 | 142.509 | 143.419 | 142.509 | 68.05 | 10637.22 |
| 58 | 2022.10.05 14:40 | t/p | 14 | 0.10 | 142.509 | 143.419 | 142.509 | 51.49 | 10688.71 |
| 59 | 2022.10.05 14:40 | t/p | 15 | 0.10 | 142.509 | 143.419 | 142.509 | 41.36 | 10730.07 |
| 60 | 2022.11.10 20:00 | buy | 16 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 61 | 2022.11.10 20:00 | modify | 16 | 0.10 | 144.409 | 143.809 | 145.809 | ||
| 62 | 2022.11.10 21:20 | s/l | 16 | 0.10 | 143.809 | 143.809 | 145.809 | -45.42 | 10684.65 |
| 63 | 2022.11.11 16:00 | buy | 17 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 64 | 2022.11.11 16:00 | modify | 17 | 0.10 | 143.620 | 143.020 | 145.020 | ||
| 65 | 2022.11.14 08:10 | buy | 18 | 0.10 | 144.120 | 0.000 | 0.000 | ||
| 66 | 2022.11.14 08:10 | modify | 18 | 0.10 | 144.120 | 143.760 | 145.020 | ||
| 67 | 2022.11.14 08:10 | modify | 17 | 0.10 | 143.620 | 143.760 | 145.020 | ||
| 68 | 2022.11.14 08:30 | buy | 19 | 0.10 | 144.472 | 0.000 | 0.000 | ||
| 69 | 2022.11.14 08:30 | modify | 19 | 0.10 | 144.472 | 144.250 | 145.020 | ||
| 70 | 2022.11.14 08:30 | modify | 18 | 0.10 | 144.120 | 144.250 | 145.020 | ||
| 71 | 2022.11.14 08:30 | modify | 17 | 0.10 | 143.620 | 144.250 | 145.020 | ||
| 72 | 2022.11.14 13:40 | t/p | 17 | 0.10 | 145.020 | 144.250 | 145.020 | 106.31 | 10790.95 |
| 73 | 2022.11.14 13:40 | t/p | 18 | 0.10 | 145.020 | 144.250 | 145.020 | 68.14 | 10859.09 |
| 74 | 2022.11.14 13:40 | t/p | 19 | 0.10 | 145.020 | 144.250 | 145.020 | 41.49 | 10900.58 |
| 75 | 2022.12.15 20:00 | sell | 20 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 76 | 2022.12.15 20:00 | modify | 20 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 77 | 2022.12.16 08:30 | sell | 21 | 0.10 | 145.743 | 0.000 | 0.000 | ||
| 78 | 2022.12.16 08:30 | modify | 21 | 0.10 | 145.743 | 145.960 | 145.050 | ||
| 79 | 2022.12.16 08:30 | modify | 20 | 0.10 | 146.450 | 145.960 | 145.050 | ||
| 80 | 2022.12.16 09:50 | sell | 22 | 0.10 | 145.584 | 0.000 | 0.000 | ||
| 81 | 2022.12.16 09:50 | modify | 22 | 0.10 | 145.584 | 145.820 | 145.050 | ||
| 82 | 2022.12.16 09:55 | modify | 22 | 0.10 | 145.584 | 145.960 | 145.050 | ||
| 83 | 2022.12.16 15:40 | t/p | 20 | 0.10 | 145.050 | 145.960 | 145.050 | 105.27 | 11005.85 |
| 84 | 2022.12.16 15:40 | t/p | 21 | 0.10 | 145.050 | 145.960 | 145.050 | 52.40 | 11058.25 |
| 85 | 2022.12.16 15:40 | t/p | 22 | 0.10 | 145.050 | 145.960 | 145.050 | 40.38 | 11098.63 |