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 | 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79600 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 564.09 | Gross profit | 739.42 | Gross loss | -175.33 |
| Profit factor | 4.22 | Expected payoff | 24.53 | ||
| Absolute drawdown | 64.98 | Maximal drawdown | 179.17 (1.69%) | Relative drawdown | 1.69% (179.17) |
| Total trades | 23 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
| Largest | profit trade | 98.20 | loss trade | -70.50 | |
| Average | profit trade | 46.21 | loss trade | -25.05 | |
| Maximum | consecutive wins (profit in money) | 8 (462.98) | consecutive losses (loss in money) | 2 (-90.53) | |
| Maximal | consecutive profit (count of wins) | 462.98 (8) | consecutive loss (count of losses) | -90.53 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.06 12:00 | sell | 1 | 0.10 | 123.871 | 0.000 | 0.000 | ||
| 2 | 2022.04.06 12:00 | modify | 1 | 0.10 | 123.871 | 124.771 | 122.571 | ||
| 3 | 2022.04.06 18:40 | sell | 2 | 0.10 | 123.452 | 0.000 | 0.000 | ||
| 4 | 2022.04.06 18:40 | modify | 2 | 0.10 | 123.452 | 123.741 | 122.571 | ||
| 5 | 2022.04.06 18:40 | modify | 1 | 0.10 | 123.871 | 123.741 | 122.571 | ||
| 6 | 2022.04.06 18:55 | s/l | 1 | 0.10 | 123.741 | 123.741 | 122.571 | 10.50 | 10010.50 |
| 7 | 2022.04.06 18:55 | s/l | 2 | 0.10 | 123.741 | 123.741 | 122.571 | -23.34 | 9987.16 |
| 8 | 2022.04.11 16:00 | sell | 3 | 0.10 | 125.550 | 0.000 | 0.000 | ||
| 9 | 2022.04.11 16:00 | modify | 3 | 0.10 | 125.550 | 126.450 | 124.250 | ||
| 10 | 2022.04.12 00:50 | sell | 4 | 0.10 | 125.146 | 0.000 | 0.000 | ||
| 11 | 2022.04.12 00:50 | modify | 4 | 0.10 | 125.146 | 125.420 | 124.250 | ||
| 12 | 2022.04.12 00:50 | modify | 3 | 0.10 | 125.550 | 125.420 | 124.250 | ||
| 13 | 2022.04.12 00:55 | s/l | 3 | 0.10 | 125.420 | 125.420 | 124.250 | 8.79 | 9995.95 |
| 14 | 2022.04.12 00:55 | s/l | 4 | 0.10 | 125.420 | 125.420 | 124.250 | -21.84 | 9974.11 |
| 15 | 2022.07.14 12:00 | sell | 5 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 16 | 2022.07.14 12:00 | modify | 5 | 0.10 | 138.864 | 139.764 | 137.564 | ||
| 17 | 2022.07.15 15:40 | sell | 6 | 0.10 | 138.468 | 0.000 | 0.000 | ||
| 18 | 2022.07.15 15:40 | modify | 6 | 0.10 | 138.468 | 138.734 | 137.564 | ||
| 19 | 2022.07.15 15:40 | modify | 5 | 0.10 | 138.864 | 138.734 | 137.564 | ||
| 20 | 2022.07.18 03:59 | sell | 7 | 0.10 | 138.329 | 0.000 | 0.000 | ||
| 21 | 2022.07.18 03:59 | modify | 7 | 0.10 | 138.329 | 138.539 | 137.564 | ||
| 22 | 2022.07.18 03:59 | modify | 6 | 0.10 | 138.468 | 138.539 | 137.564 | ||
| 23 | 2022.07.18 03:59 | modify | 5 | 0.10 | 138.864 | 138.539 | 137.564 | ||
| 24 | 2022.07.19 04:05 | sell | 8 | 0.10 | 137.952 | 0.000 | 0.000 | ||
| 25 | 2022.07.19 04:05 | modify | 8 | 0.10 | 137.952 | 138.409 | 137.564 | ||
| 26 | 2022.07.19 04:05 | modify | 7 | 0.10 | 138.329 | 138.409 | 137.564 | ||
| 27 | 2022.07.19 04:05 | modify | 6 | 0.10 | 138.468 | 138.409 | 137.564 | ||
| 28 | 2022.07.19 04:05 | modify | 5 | 0.10 | 138.864 | 138.409 | 137.564 | ||
| 29 | 2022.07.19 10:40 | t/p | 5 | 0.10 | 137.564 | 138.409 | 137.564 | 89.85 | 10063.95 |
| 30 | 2022.07.19 10:40 | t/p | 6 | 0.10 | 137.564 | 138.409 | 137.564 | 62.61 | 10126.57 |
| 31 | 2022.07.19 10:40 | t/p | 7 | 0.10 | 137.564 | 138.409 | 137.564 | 54.07 | 10180.63 |
| 32 | 2022.07.19 10:40 | t/p | 8 | 0.10 | 137.564 | 138.409 | 137.564 | 28.22 | 10208.85 |
| 33 | 2022.08.02 12:00 | buy | 9 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 34 | 2022.08.02 12:00 | modify | 9 | 0.10 | 131.019 | 130.119 | 132.319 | ||
| 35 | 2022.08.02 14:00 | buy | 10 | 0.10 | 131.433 | 0.000 | 0.000 | ||
| 36 | 2022.08.02 14:00 | modify | 10 | 0.10 | 131.433 | 131.149 | 132.319 | ||
| 37 | 2022.08.02 14:00 | modify | 9 | 0.10 | 131.019 | 131.149 | 132.319 | ||
| 38 | 2022.08.02 14:20 | buy | 11 | 0.10 | 131.568 | 0.000 | 0.000 | ||
| 39 | 2022.08.02 14:20 | modify | 11 | 0.10 | 131.568 | 131.344 | 132.319 | ||
| 40 | 2022.08.02 14:20 | modify | 10 | 0.10 | 131.433 | 131.344 | 132.319 | ||
| 41 | 2022.08.02 14:20 | modify | 9 | 0.10 | 131.019 | 131.344 | 132.319 | ||
| 42 | 2022.08.02 15:40 | t/p | 9 | 0.10 | 132.319 | 131.344 | 132.319 | 98.20 | 10307.05 |
| 43 | 2022.08.02 15:40 | t/p | 10 | 0.10 | 132.319 | 131.344 | 132.319 | 66.93 | 10373.98 |
| 44 | 2022.08.02 15:40 | t/p | 11 | 0.10 | 132.319 | 131.344 | 132.319 | 56.73 | 10430.71 |
| 45 | 2022.08.19 16:00 | sell | 12 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 46 | 2022.08.19 16:00 | modify | 12 | 0.10 | 137.018 | 137.918 | 135.718 | ||
| 47 | 2022.08.23 14:10 | sell | 13 | 0.10 | 136.623 | 0.000 | 0.000 | ||
| 48 | 2022.08.23 14:10 | modify | 13 | 0.10 | 136.623 | 136.888 | 135.718 | ||
| 49 | 2022.08.23 14:10 | modify | 12 | 0.10 | 137.018 | 136.888 | 135.718 | ||
| 50 | 2022.08.23 17:40 | s/l | 12 | 0.10 | 136.888 | 136.888 | 135.718 | 6.37 | 10437.08 |
| 51 | 2022.08.23 17:40 | s/l | 13 | 0.10 | 136.888 | 136.888 | 135.718 | -19.36 | 10417.72 |
| 52 | 2022.08.29 12:00 | sell | 14 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 53 | 2022.08.29 12:00 | modify | 14 | 0.10 | 138.570 | 139.470 | 137.270 | ||
| 54 | 2022.08.30 08:50 | sell | 15 | 0.10 | 138.160 | 0.000 | 0.000 | ||
| 55 | 2022.08.30 08:50 | modify | 15 | 0.10 | 138.160 | 138.440 | 137.270 | ||
| 56 | 2022.08.30 08:50 | modify | 14 | 0.10 | 138.570 | 138.440 | 137.270 | ||
| 57 | 2022.08.30 11:40 | sell | 16 | 0.10 | 138.050 | 0.000 | 0.000 | ||
| 58 | 2022.08.30 11:40 | modify | 16 | 0.10 | 138.050 | 138.245 | 137.270 | ||
| 59 | 2022.08.30 11:40 | modify | 15 | 0.10 | 138.160 | 138.245 | 137.270 | ||
| 60 | 2022.08.30 11:40 | modify | 14 | 0.10 | 138.570 | 138.245 | 137.270 | ||
| 61 | 2022.08.30 12:10 | s/l | 14 | 0.10 | 138.245 | 138.245 | 137.270 | 21.94 | 10439.66 |
| 62 | 2022.08.30 12:10 | s/l | 15 | 0.10 | 138.245 | 138.245 | 137.270 | -6.15 | 10433.51 |
| 63 | 2022.08.30 12:10 | s/l | 16 | 0.10 | 138.245 | 138.245 | 137.270 | -14.11 | 10419.40 |
| 64 | 2022.10.31 16:00 | sell | 17 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 65 | 2022.10.31 16:00 | modify | 17 | 0.10 | 148.643 | 149.543 | 147.343 | ||
| 66 | 2022.11.01 01:50 | sell | 18 | 0.10 | 148.251 | 0.000 | 0.000 | ||
| 67 | 2022.11.01 01:50 | modify | 18 | 0.10 | 148.251 | 148.513 | 147.343 | ||
| 68 | 2022.11.01 01:50 | modify | 17 | 0.10 | 148.643 | 148.513 | 147.343 | ||
| 69 | 2022.11.01 05:50 | sell | 19 | 0.10 | 148.116 | 0.000 | 0.000 | ||
| 70 | 2022.11.01 05:50 | modify | 19 | 0.10 | 148.116 | 148.318 | 147.343 | ||
| 71 | 2022.11.01 05:50 | modify | 18 | 0.10 | 148.251 | 148.318 | 147.343 | ||
| 72 | 2022.11.01 05:50 | modify | 17 | 0.10 | 148.643 | 148.318 | 147.343 | ||
| 73 | 2022.11.01 09:10 | sell | 20 | 0.10 | 147.704 | 0.000 | 0.000 | ||
| 74 | 2022.11.01 09:10 | modify | 20 | 0.10 | 147.704 | 148.188 | 147.343 | ||
| 75 | 2022.11.01 09:10 | modify | 19 | 0.10 | 148.116 | 148.188 | 147.343 | ||
| 76 | 2022.11.01 09:10 | modify | 18 | 0.10 | 148.251 | 148.188 | 147.343 | ||
| 77 | 2022.11.01 09:10 | modify | 17 | 0.10 | 148.643 | 148.188 | 147.343 | ||
| 78 | 2022.11.01 10:20 | t/p | 17 | 0.10 | 147.343 | 148.188 | 147.343 | 86.68 | 10506.08 |
| 79 | 2022.11.01 10:20 | t/p | 18 | 0.10 | 147.343 | 148.188 | 147.343 | 61.63 | 10567.71 |
| 80 | 2022.11.01 10:20 | t/p | 19 | 0.10 | 147.343 | 148.188 | 147.343 | 52.47 | 10620.18 |
| 81 | 2022.11.01 10:20 | t/p | 20 | 0.10 | 147.343 | 148.188 | 147.343 | 24.50 | 10644.68 |
| 82 | 2023.01.02 16:00 | buy | 21 | 0.10 | 130.804 | 0.000 | 0.000 | ||
| 83 | 2023.01.02 16:00 | modify | 21 | 0.10 | 130.804 | 129.904 | 132.104 | ||
| 84 | 2023.01.02 23:30 | buy | 22 | 0.10 | 131.196 | 0.000 | 0.000 | ||
| 85 | 2023.01.02 23:30 | modify | 22 | 0.10 | 131.196 | 130.934 | 132.104 | ||
| 86 | 2023.01.02 23:30 | modify | 21 | 0.10 | 130.804 | 130.934 | 132.104 | ||
| 87 | 2023.01.02 23:59 | s/l | 21 | 0.10 | 130.934 | 130.934 | 132.104 | 9.94 | 10654.62 |
| 88 | 2023.01.02 23:59 | s/l | 22 | 0.10 | 130.934 | 130.934 | 132.104 | -20.03 | 10634.59 |
| 89 | 2023.01.13 12:00 | buy | 23 | 0.10 | 128.778 | 0.000 | 0.000 | ||
| 90 | 2023.01.13 12:00 | modify | 23 | 0.10 | 128.778 | 127.878 | 130.078 | ||
| 91 | 2023.01.13 14:40 | s/l | 23 | 0.10 | 127.878 | 127.878 | 130.078 | -70.50 | 10564.09 |