Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1917 | Ticks modelled | 43078424 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 879.17 | Gross profit | 1263.14 | Gross loss | -383.97 |
| Profit factor | 3.29 | Expected payoff | 25.12 | ||
| Absolute drawdown | 66.67 | Maximal drawdown | 306.43 (2.80%) | Relative drawdown | 2.80% (306.43) |
| Total trades | 35 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 108.89 | loss trade | -93.68 | |
| Average | profit trade | 52.63 | loss trade | -34.91 | |
| Maximum | consecutive wins (profit in money) | 9 (476.14) | consecutive losses (loss in money) | 4 (-132.43) | |
| Maximal | consecutive profit (count of wins) | 476.14 (9) | consecutive loss (count of losses) | -132.43 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.29 00:00 | sell | 1 | 0.10 | 130.782 | 0.000 | 0.000 | ||
| 2 | 2022.04.29 00:00 | modify | 1 | 0.10 | 130.782 | 131.982 | 129.382 | ||
| 3 | 2022.04.29 07:37 | sell | 2 | 0.10 | 130.082 | 0.000 | 0.000 | ||
| 4 | 2022.04.29 07:37 | modify | 2 | 0.10 | 130.082 | 130.502 | 129.382 | ||
| 5 | 2022.04.29 07:37 | sell | 3 | 0.10 | 130.082 | 0.000 | 0.000 | ||
| 6 | 2022.04.29 07:37 | modify | 3 | 0.10 | 130.082 | 130.432 | 129.382 | ||
| 7 | 2022.04.29 07:37 | modify | 1 | 0.10 | 130.782 | 130.432 | 129.382 | ||
| 8 | 2022.04.29 07:37 | modify | 2 | 0.10 | 130.082 | 130.432 | 129.382 | ||
| 9 | 2022.04.29 09:31 | s/l | 1 | 0.10 | 130.432 | 130.432 | 129.382 | 26.83 | 10026.83 |
| 10 | 2022.04.29 09:31 | s/l | 2 | 0.10 | 130.432 | 130.432 | 129.382 | -26.83 | 10000.00 |
| 11 | 2022.04.29 09:31 | s/l | 3 | 0.10 | 130.432 | 130.432 | 129.382 | -26.83 | 9973.17 |
| 12 | 2022.05.05 00:00 | buy | 4 | 0.10 | 129.264 | 0.000 | 0.000 | ||
| 13 | 2022.05.05 00:00 | modify | 4 | 0.10 | 129.264 | 128.064 | 130.664 | ||
| 14 | 2022.05.05 11:28 | buy | 5 | 0.10 | 129.969 | 0.000 | 0.000 | ||
| 15 | 2022.05.05 11:28 | modify | 5 | 0.10 | 129.969 | 129.544 | 130.664 | ||
| 16 | 2022.05.05 11:28 | buy | 6 | 0.10 | 129.969 | 0.000 | 0.000 | ||
| 17 | 2022.05.05 11:28 | modify | 6 | 0.10 | 129.969 | 129.614 | 130.664 | ||
| 18 | 2022.05.05 11:28 | modify | 4 | 0.10 | 129.264 | 129.614 | 130.664 | ||
| 19 | 2022.05.05 11:28 | modify | 5 | 0.10 | 129.969 | 129.614 | 130.664 | ||
| 20 | 2022.05.05 13:51 | buy | 7 | 0.10 | 130.314 | 0.000 | 0.000 | ||
| 21 | 2022.05.05 13:51 | modify | 7 | 0.10 | 130.314 | 129.894 | 130.664 | ||
| 22 | 2022.05.05 13:51 | modify | 6 | 0.10 | 129.969 | 129.894 | 130.664 | ||
| 23 | 2022.05.05 13:51 | modify | 5 | 0.10 | 129.969 | 129.894 | 130.664 | ||
| 24 | 2022.05.05 13:51 | modify | 4 | 0.10 | 129.264 | 129.894 | 130.664 | ||
| 25 | 2022.05.06 01:21 | t/p | 4 | 0.10 | 130.664 | 129.894 | 130.664 | 108.39 | 10081.56 |
| 26 | 2022.05.06 01:21 | t/p | 5 | 0.10 | 130.664 | 129.894 | 130.664 | 54.43 | 10135.99 |
| 27 | 2022.05.06 01:21 | t/p | 6 | 0.10 | 130.664 | 129.894 | 130.664 | 54.43 | 10190.42 |
| 28 | 2022.05.06 01:21 | t/p | 7 | 0.10 | 130.664 | 129.894 | 130.664 | 28.03 | 10218.45 |
| 29 | 2022.07.14 12:00 | sell | 8 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 30 | 2022.07.14 12:00 | modify | 8 | 0.10 | 138.864 | 140.064 | 137.464 | ||
| 31 | 2022.07.18 00:59 | sell | 9 | 0.10 | 138.161 | 0.000 | 0.000 | ||
| 32 | 2022.07.18 00:59 | modify | 9 | 0.10 | 138.161 | 138.584 | 137.464 | ||
| 33 | 2022.07.18 00:59 | sell | 10 | 0.10 | 138.161 | 0.000 | 0.000 | ||
| 34 | 2022.07.18 00:59 | modify | 10 | 0.10 | 138.161 | 138.514 | 137.464 | ||
| 35 | 2022.07.18 00:59 | modify | 8 | 0.10 | 138.864 | 138.514 | 137.464 | ||
| 36 | 2022.07.18 00:59 | modify | 9 | 0.10 | 138.161 | 138.514 | 137.464 | ||
| 37 | 2022.07.19 06:39 | sell | 11 | 0.10 | 137.814 | 0.000 | 0.000 | ||
| 38 | 2022.07.19 06:39 | modify | 11 | 0.10 | 137.814 | 138.234 | 137.464 | ||
| 39 | 2022.07.19 06:39 | modify | 10 | 0.10 | 138.161 | 138.234 | 137.464 | ||
| 40 | 2022.07.19 06:39 | modify | 9 | 0.10 | 138.161 | 138.234 | 137.464 | ||
| 41 | 2022.07.19 06:39 | modify | 8 | 0.10 | 138.864 | 138.234 | 137.464 | ||
| 42 | 2022.07.19 11:46 | t/p | 8 | 0.10 | 137.464 | 138.234 | 137.464 | 97.15 | 10315.60 |
| 43 | 2022.07.19 11:46 | t/p | 9 | 0.10 | 137.464 | 138.234 | 137.464 | 49.14 | 10364.73 |
| 44 | 2022.07.19 11:46 | t/p | 10 | 0.10 | 137.464 | 138.234 | 137.464 | 49.14 | 10413.87 |
| 45 | 2022.07.19 11:46 | t/p | 11 | 0.10 | 137.464 | 138.234 | 137.464 | 25.46 | 10439.33 |
| 46 | 2022.08.29 12:00 | sell | 12 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 47 | 2022.08.29 12:00 | modify | 12 | 0.10 | 138.570 | 139.770 | 137.170 | ||
| 48 | 2022.09.01 14:00 | s/l | 12 | 0.10 | 139.770 | 139.770 | 137.170 | -93.68 | 10345.65 |
| 49 | 2022.09.07 08:00 | sell | 13 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 50 | 2022.09.07 08:00 | modify | 13 | 0.10 | 143.899 | 145.099 | 142.499 | ||
| 51 | 2022.09.09 03:22 | sell | 14 | 0.10 | 143.189 | 0.000 | 0.000 | ||
| 52 | 2022.09.09 03:22 | modify | 14 | 0.10 | 143.189 | 143.619 | 142.499 | ||
| 53 | 2022.09.09 03:22 | sell | 15 | 0.10 | 143.189 | 0.000 | 0.000 | ||
| 54 | 2022.09.09 03:22 | modify | 15 | 0.10 | 143.189 | 143.549 | 142.499 | ||
| 55 | 2022.09.09 03:22 | modify | 13 | 0.10 | 143.899 | 143.549 | 142.499 | ||
| 56 | 2022.09.09 03:22 | modify | 14 | 0.10 | 143.189 | 143.549 | 142.499 | ||
| 57 | 2022.09.09 04:08 | sell | 16 | 0.10 | 142.848 | 0.000 | 0.000 | ||
| 58 | 2022.09.09 04:08 | modify | 16 | 0.10 | 142.848 | 143.269 | 142.499 | ||
| 59 | 2022.09.09 04:08 | modify | 15 | 0.10 | 143.189 | 143.269 | 142.499 | ||
| 60 | 2022.09.09 04:08 | modify | 14 | 0.10 | 143.189 | 143.269 | 142.499 | ||
| 61 | 2022.09.09 04:08 | modify | 13 | 0.10 | 143.899 | 143.269 | 142.499 | ||
| 62 | 2022.09.09 04:14 | t/p | 13 | 0.10 | 142.499 | 143.269 | 142.499 | 91.99 | 10437.64 |
| 63 | 2022.09.09 04:14 | t/p | 14 | 0.10 | 142.499 | 143.269 | 142.499 | 48.42 | 10486.06 |
| 64 | 2022.09.09 04:14 | t/p | 15 | 0.10 | 142.499 | 143.269 | 142.499 | 48.42 | 10534.48 |
| 65 | 2022.09.09 04:14 | t/p | 16 | 0.10 | 142.499 | 143.269 | 142.499 | 24.49 | 10558.97 |
| 66 | 2022.09.14 00:00 | sell | 17 | 0.10 | 144.452 | 0.000 | 0.000 | ||
| 67 | 2022.09.14 00:00 | modify | 17 | 0.10 | 144.452 | 145.652 | 143.052 | ||
| 68 | 2022.09.14 04:37 | sell | 18 | 0.10 | 143.751 | 0.000 | 0.000 | ||
| 69 | 2022.09.14 04:37 | modify | 18 | 0.10 | 143.751 | 144.172 | 143.052 | ||
| 70 | 2022.09.14 04:37 | sell | 19 | 0.10 | 143.751 | 0.000 | 0.000 | ||
| 71 | 2022.09.14 04:37 | modify | 19 | 0.10 | 143.751 | 144.102 | 143.052 | ||
| 72 | 2022.09.14 04:37 | modify | 17 | 0.10 | 144.452 | 144.102 | 143.052 | ||
| 73 | 2022.09.14 04:37 | modify | 18 | 0.10 | 143.751 | 144.102 | 143.052 | ||
| 74 | 2022.09.14 07:03 | sell | 20 | 0.10 | 143.399 | 0.000 | 0.000 | ||
| 75 | 2022.09.14 07:03 | modify | 20 | 0.10 | 143.399 | 143.822 | 143.052 | ||
| 76 | 2022.09.14 07:03 | modify | 19 | 0.10 | 143.751 | 143.822 | 143.052 | ||
| 77 | 2022.09.14 07:03 | modify | 18 | 0.10 | 143.751 | 143.822 | 143.052 | ||
| 78 | 2022.09.14 07:03 | modify | 17 | 0.10 | 144.452 | 143.822 | 143.052 | ||
| 79 | 2022.09.14 08:08 | t/p | 17 | 0.10 | 143.052 | 143.822 | 143.052 | 97.87 | 10656.84 |
| 80 | 2022.09.14 08:08 | t/p | 18 | 0.10 | 143.052 | 143.822 | 143.052 | 48.86 | 10705.70 |
| 81 | 2022.09.14 08:08 | t/p | 19 | 0.10 | 143.052 | 143.822 | 143.052 | 48.86 | 10754.56 |
| 82 | 2022.09.14 08:08 | t/p | 20 | 0.10 | 143.052 | 143.822 | 143.052 | 24.26 | 10778.82 |
| 83 | 2022.11.22 00:00 | sell | 21 | 0.10 | 142.087 | 0.000 | 0.000 | ||
| 84 | 2022.11.22 00:00 | modify | 21 | 0.10 | 142.087 | 143.287 | 140.687 | ||
| 85 | 2022.11.22 09:33 | sell | 22 | 0.10 | 141.386 | 0.000 | 0.000 | ||
| 86 | 2022.11.22 09:33 | modify | 22 | 0.10 | 141.386 | 141.807 | 140.687 | ||
| 87 | 2022.11.22 09:33 | sell | 23 | 0.10 | 141.386 | 0.000 | 0.000 | ||
| 88 | 2022.11.22 09:33 | modify | 23 | 0.10 | 141.386 | 141.737 | 140.687 | ||
| 89 | 2022.11.22 09:33 | modify | 21 | 0.10 | 142.087 | 141.737 | 140.687 | ||
| 90 | 2022.11.22 09:33 | modify | 22 | 0.10 | 141.386 | 141.737 | 140.687 | ||
| 91 | 2022.11.23 00:02 | sell | 24 | 0.10 | 141.037 | 0.000 | 0.000 | ||
| 92 | 2022.11.23 00:02 | modify | 24 | 0.10 | 141.037 | 141.457 | 140.687 | ||
| 93 | 2022.11.23 00:02 | modify | 23 | 0.10 | 141.386 | 141.457 | 140.687 | ||
| 94 | 2022.11.23 00:02 | modify | 22 | 0.10 | 141.386 | 141.457 | 140.687 | ||
| 95 | 2022.11.23 00:02 | modify | 21 | 0.10 | 142.087 | 141.457 | 140.687 | ||
| 96 | 2022.11.23 01:49 | s/l | 21 | 0.10 | 141.457 | 141.457 | 140.687 | 42.97 | 10821.79 |
| 97 | 2022.11.23 01:49 | s/l | 22 | 0.10 | 141.457 | 141.457 | 140.687 | -6.58 | 10815.20 |
| 98 | 2022.11.23 01:49 | s/l | 23 | 0.10 | 141.457 | 141.457 | 140.687 | -6.58 | 10808.62 |
| 99 | 2022.11.23 01:49 | s/l | 24 | 0.10 | 141.457 | 141.457 | 140.687 | -29.69 | 10778.93 |
| 100 | 2022.12.02 04:00 | buy | 25 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 101 | 2022.12.02 04:00 | modify | 25 | 0.10 | 135.187 | 133.987 | 136.587 | ||
| 102 | 2022.12.02 08:42 | s/l | 25 | 0.10 | 133.987 | 133.987 | 136.587 | -89.57 | 10689.36 |
| 103 | 2022.12.16 00:00 | sell | 26 | 0.10 | 137.746 | 0.000 | 0.000 | ||
| 104 | 2022.12.16 00:00 | modify | 26 | 0.10 | 137.746 | 138.946 | 136.346 | ||
| 105 | 2022.12.16 02:29 | sell | 27 | 0.10 | 137.046 | 0.000 | 0.000 | ||
| 106 | 2022.12.16 02:29 | modify | 27 | 0.10 | 137.046 | 137.466 | 136.346 | ||
| 107 | 2022.12.16 02:29 | sell | 28 | 0.10 | 137.046 | 0.000 | 0.000 | ||
| 108 | 2022.12.16 02:29 | modify | 28 | 0.10 | 137.046 | 137.396 | 136.346 | ||
| 109 | 2022.12.16 02:29 | modify | 26 | 0.10 | 137.746 | 137.396 | 136.346 | ||
| 110 | 2022.12.16 02:29 | modify | 27 | 0.10 | 137.046 | 137.396 | 136.346 | ||
| 111 | 2022.12.16 03:36 | s/l | 26 | 0.10 | 137.396 | 137.396 | 136.346 | 25.47 | 10714.83 |
| 112 | 2022.12.16 03:36 | s/l | 27 | 0.10 | 137.396 | 137.396 | 136.346 | -25.47 | 10689.36 |
| 113 | 2022.12.16 03:36 | s/l | 28 | 0.10 | 137.396 | 137.396 | 136.346 | -25.47 | 10663.89 |
| 114 | 2023.02.02 04:00 | buy | 29 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 115 | 2023.02.02 04:00 | modify | 29 | 0.10 | 128.637 | 127.437 | 130.037 | ||
| 116 | 2023.02.03 13:30 | buy | 30 | 0.10 | 129.345 | 0.000 | 0.000 | ||
| 117 | 2023.02.03 13:30 | modify | 30 | 0.10 | 129.345 | 128.917 | 130.037 | ||
| 118 | 2023.02.03 13:30 | buy | 31 | 0.10 | 129.345 | 0.000 | 0.000 | ||
| 119 | 2023.02.03 13:30 | modify | 31 | 0.10 | 129.345 | 128.987 | 130.037 | ||
| 120 | 2023.02.03 13:30 | modify | 29 | 0.10 | 128.637 | 128.987 | 130.037 | ||
| 121 | 2023.02.03 13:30 | modify | 30 | 0.10 | 129.345 | 128.987 | 130.037 | ||
| 122 | 2023.02.03 13:38 | buy | 32 | 0.10 | 129.691 | 0.000 | 0.000 | ||
| 123 | 2023.02.03 13:38 | modify | 32 | 0.10 | 129.691 | 129.267 | 130.037 | ||
| 124 | 2023.02.03 13:38 | modify | 31 | 0.10 | 129.345 | 129.267 | 130.037 | ||
| 125 | 2023.02.03 13:38 | modify | 30 | 0.10 | 129.345 | 129.267 | 130.037 | ||
| 126 | 2023.02.03 13:38 | modify | 29 | 0.10 | 128.637 | 129.267 | 130.037 | ||
| 127 | 2023.02.03 13:47 | t/p | 29 | 0.10 | 130.037 | 129.267 | 130.037 | 108.89 | 10772.78 |
| 128 | 2023.02.03 13:47 | t/p | 30 | 0.10 | 130.037 | 129.267 | 130.037 | 53.21 | 10825.99 |
| 129 | 2023.02.03 13:47 | t/p | 31 | 0.10 | 130.037 | 129.267 | 130.037 | 53.21 | 10879.20 |
| 130 | 2023.02.03 13:47 | t/p | 32 | 0.10 | 130.037 | 129.267 | 130.037 | 26.60 | 10905.80 |
| 131 | 2023.03.20 12:00 | buy | 33 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 132 | 2023.03.20 12:00 | modify | 33 | 0.10 | 131.079 | 129.879 | 132.479 | ||
| 133 | 2023.03.20 14:11 | buy | 34 | 0.10 | 131.779 | 0.000 | 0.000 | ||
| 134 | 2023.03.20 14:11 | modify | 34 | 0.10 | 131.779 | 131.359 | 132.479 | ||
| 135 | 2023.03.20 14:11 | buy | 35 | 0.10 | 131.779 | 0.000 | 0.000 | ||
| 136 | 2023.03.20 14:11 | modify | 35 | 0.10 | 131.779 | 131.429 | 132.479 | ||
| 137 | 2023.03.20 14:11 | modify | 33 | 0.10 | 131.079 | 131.429 | 132.479 | ||
| 138 | 2023.03.20 14:11 | modify | 34 | 0.10 | 131.779 | 131.429 | 132.479 | ||
| 139 | 2023.03.20 16:09 | s/l | 33 | 0.10 | 131.429 | 131.429 | 132.479 | 26.63 | 10932.43 |
| 140 | 2023.03.20 16:09 | s/l | 34 | 0.10 | 131.429 | 131.429 | 132.479 | -26.63 | 10905.80 |
| 141 | 2023.03.20 16:09 | s/l | 35 | 0.10 | 131.429 | 131.429 | 132.479 | -26.63 | 10879.17 |