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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=2; 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 | 474.84 | Gross profit | 775.20 | Gross loss | -300.36 |
| Profit factor | 2.58 | Expected payoff | 19.78 | ||
| Absolute drawdown | 115.81 | Maximal drawdown | 220.68 (2.06%) | Relative drawdown | 2.06% (220.68) |
| Total trades | 24 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 12 (50.00%) | Loss trades (% of total) | 12 (50.00%) | ||
| Largest | profit trade | 110.66 | loss trade | -40.35 | |
| Average | profit trade | 64.60 | loss trade | -25.03 | |
| Maximum | consecutive wins (profit in money) | 5 (315.76) | consecutive losses (loss in money) | 4 (-84.95) | |
| Maximal | consecutive profit (count of wins) | 315.76 (5) | consecutive loss (count of losses) | -92.86 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.11 08:00 | sell | 1 | 0.10 | 125.244 | 0.000 | 0.000 | ||
| 2 | 2022.04.11 08:00 | modify | 1 | 0.10 | 125.244 | 125.644 | 123.744 | ||
| 3 | 2022.04.11 11:27 | s/l | 1 | 0.10 | 125.644 | 125.644 | 123.744 | -31.83 | 9968.17 |
| 4 | 2022.04.19 04:00 | sell | 2 | 0.10 | 127.916 | 0.000 | 0.000 | ||
| 5 | 2022.04.19 04:00 | modify | 2 | 0.10 | 127.916 | 128.316 | 126.416 | ||
| 6 | 2022.04.19 06:07 | s/l | 2 | 0.10 | 128.316 | 128.316 | 126.416 | -31.17 | 9937.00 |
| 7 | 2022.06.08 08:00 | sell | 3 | 0.10 | 133.578 | 0.000 | 0.000 | ||
| 8 | 2022.06.08 08:00 | modify | 3 | 0.10 | 133.578 | 133.978 | 132.078 | ||
| 9 | 2022.06.08 10:32 | s/l | 3 | 0.10 | 133.978 | 133.978 | 132.078 | -29.86 | 9907.14 |
| 10 | 2022.07.14 08:00 | sell | 4 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 11 | 2022.07.14 08:00 | modify | 4 | 0.10 | 139.097 | 139.497 | 137.597 | ||
| 12 | 2022.07.15 07:09 | sell | 5 | 0.10 | 138.572 | 0.000 | 0.000 | ||
| 13 | 2022.07.15 07:09 | modify | 5 | 0.10 | 138.572 | 139.022 | 137.597 | ||
| 14 | 2022.07.15 07:09 | modify | 4 | 0.10 | 139.097 | 139.022 | 137.597 | ||
| 15 | 2022.07.15 14:37 | sell | 6 | 0.10 | 138.421 | 0.000 | 0.000 | ||
| 16 | 2022.07.15 14:37 | modify | 6 | 0.10 | 138.421 | 138.722 | 137.597 | ||
| 17 | 2022.07.15 14:37 | modify | 5 | 0.10 | 138.572 | 138.722 | 137.597 | ||
| 18 | 2022.07.15 14:37 | modify | 4 | 0.10 | 139.097 | 138.722 | 137.597 | ||
| 19 | 2022.07.18 01:37 | sell | 7 | 0.10 | 138.047 | 0.000 | 0.000 | ||
| 20 | 2022.07.18 01:37 | modify | 7 | 0.10 | 138.047 | 138.572 | 137.597 | ||
| 21 | 2022.07.18 01:37 | modify | 6 | 0.10 | 138.421 | 138.572 | 137.597 | ||
| 22 | 2022.07.18 01:37 | modify | 5 | 0.10 | 138.572 | 138.572 | 137.597 | ||
| 23 | 2022.07.18 01:37 | modify | 4 | 0.10 | 139.097 | 138.572 | 137.597 | ||
| 24 | 2022.07.19 10:05 | t/p | 4 | 0.10 | 137.597 | 138.572 | 137.597 | 104.33 | 10011.47 |
| 25 | 2022.07.19 10:05 | t/p | 5 | 0.10 | 137.597 | 138.572 | 137.597 | 67.73 | 10079.20 |
| 26 | 2022.07.19 10:05 | t/p | 6 | 0.10 | 137.597 | 138.572 | 137.597 | 56.76 | 10135.96 |
| 27 | 2022.07.19 10:05 | t/p | 7 | 0.10 | 137.597 | 138.572 | 137.597 | 31.15 | 10167.11 |
| 28 | 2022.07.29 08:00 | buy | 8 | 0.10 | 132.801 | 0.000 | 0.000 | ||
| 29 | 2022.07.29 08:00 | modify | 8 | 0.10 | 132.801 | 132.401 | 134.301 | ||
| 30 | 2022.07.29 09:22 | buy | 9 | 0.10 | 133.326 | 0.000 | 0.000 | ||
| 31 | 2022.07.29 09:22 | modify | 9 | 0.10 | 133.326 | 132.876 | 134.301 | ||
| 32 | 2022.07.29 09:22 | modify | 8 | 0.10 | 132.801 | 132.876 | 134.301 | ||
| 33 | 2022.07.29 09:54 | buy | 10 | 0.10 | 133.476 | 0.000 | 0.000 | ||
| 34 | 2022.07.29 09:54 | modify | 10 | 0.10 | 133.476 | 133.176 | 134.301 | ||
| 35 | 2022.07.29 09:54 | modify | 9 | 0.10 | 133.326 | 133.176 | 134.301 | ||
| 36 | 2022.07.29 09:54 | modify | 8 | 0.10 | 132.801 | 133.176 | 134.301 | ||
| 37 | 2022.07.29 10:41 | s/l | 8 | 0.10 | 133.176 | 133.176 | 134.301 | 28.16 | 10195.27 |
| 38 | 2022.07.29 10:41 | s/l | 9 | 0.10 | 133.176 | 133.176 | 134.301 | -11.26 | 10184.01 |
| 39 | 2022.07.29 10:41 | s/l | 10 | 0.10 | 133.176 | 133.176 | 134.301 | -22.53 | 10161.48 |
| 40 | 2022.09.06 12:00 | sell | 11 | 0.10 | 141.907 | 0.000 | 0.000 | ||
| 41 | 2022.09.06 12:00 | modify | 11 | 0.10 | 141.907 | 142.307 | 140.407 | ||
| 42 | 2022.09.06 12:47 | s/l | 11 | 0.10 | 142.307 | 142.307 | 140.407 | -28.11 | 10133.37 |
| 43 | 2022.09.22 08:00 | sell | 12 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 44 | 2022.09.22 08:00 | modify | 12 | 0.10 | 145.774 | 146.174 | 144.274 | ||
| 45 | 2022.09.22 08:03 | sell | 13 | 0.10 | 145.240 | 0.000 | 0.000 | ||
| 46 | 2022.09.22 08:03 | modify | 13 | 0.10 | 145.240 | 145.699 | 144.274 | ||
| 47 | 2022.09.22 08:03 | modify | 12 | 0.10 | 145.774 | 145.699 | 144.274 | ||
| 48 | 2022.09.22 08:04 | t/p | 12 | 0.10 | 144.274 | 145.699 | 144.274 | 104.20 | 10237.57 |
| 49 | 2022.09.22 08:04 | t/p | 13 | 0.10 | 144.274 | 145.699 | 144.274 | 67.11 | 10304.68 |
| 50 | 2022.10.12 12:00 | sell | 14 | 0.10 | 146.599 | 0.000 | 0.000 | ||
| 51 | 2022.10.12 12:00 | modify | 14 | 0.10 | 146.599 | 146.999 | 145.099 | ||
| 52 | 2022.10.13 12:30 | s/l | 14 | 0.10 | 146.999 | 146.999 | 145.099 | -31.90 | 10272.78 |
| 53 | 2022.11.11 12:00 | buy | 15 | 0.10 | 139.522 | 0.000 | 0.000 | ||
| 54 | 2022.11.11 12:00 | modify | 15 | 0.10 | 139.522 | 139.122 | 141.022 | ||
| 55 | 2022.11.11 15:51 | s/l | 15 | 0.10 | 139.122 | 139.122 | 141.022 | -28.75 | 10244.03 |
| 56 | 2022.12.02 12:00 | buy | 16 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 57 | 2022.12.02 12:00 | modify | 16 | 0.10 | 134.031 | 133.631 | 135.531 | ||
| 58 | 2022.12.02 13:30 | buy | 17 | 0.10 | 134.558 | 0.000 | 0.000 | ||
| 59 | 2022.12.02 13:30 | modify | 17 | 0.10 | 134.558 | 134.106 | 135.531 | ||
| 60 | 2022.12.02 13:30 | modify | 16 | 0.10 | 134.031 | 134.106 | 135.531 | ||
| 61 | 2022.12.02 13:30 | buy | 18 | 0.10 | 134.719 | 0.000 | 0.000 | ||
| 62 | 2022.12.02 13:30 | modify | 18 | 0.10 | 134.719 | 134.406 | 135.531 | ||
| 63 | 2022.12.02 13:30 | modify | 17 | 0.10 | 134.558 | 134.406 | 135.531 | ||
| 64 | 2022.12.02 13:30 | modify | 16 | 0.10 | 134.031 | 134.406 | 135.531 | ||
| 65 | 2022.12.02 13:30 | buy | 19 | 0.10 | 135.082 | 0.000 | 0.000 | ||
| 66 | 2022.12.02 13:30 | modify | 19 | 0.10 | 135.082 | 134.556 | 135.531 | ||
| 67 | 2022.12.02 13:30 | modify | 18 | 0.10 | 134.719 | 134.556 | 135.531 | ||
| 68 | 2022.12.02 13:30 | modify | 17 | 0.10 | 134.558 | 134.556 | 135.531 | ||
| 69 | 2022.12.02 13:30 | modify | 16 | 0.10 | 134.031 | 134.556 | 135.531 | ||
| 70 | 2022.12.02 13:31 | t/p | 16 | 0.10 | 135.531 | 134.556 | 135.531 | 110.66 | 10354.69 |
| 71 | 2022.12.02 13:31 | t/p | 17 | 0.10 | 135.531 | 134.556 | 135.531 | 71.78 | 10426.47 |
| 72 | 2022.12.02 13:31 | t/p | 18 | 0.10 | 135.531 | 134.556 | 135.531 | 59.91 | 10486.38 |
| 73 | 2022.12.02 13:31 | t/p | 19 | 0.10 | 135.531 | 134.556 | 135.531 | 33.13 | 10519.51 |
| 74 | 2023.01.03 04:00 | buy | 20 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 75 | 2023.01.03 04:00 | modify | 20 | 0.10 | 129.811 | 129.411 | 131.311 | ||
| 76 | 2023.01.03 08:04 | buy | 21 | 0.10 | 130.348 | 0.000 | 0.000 | ||
| 77 | 2023.01.03 08:04 | modify | 21 | 0.10 | 130.348 | 129.886 | 131.311 | ||
| 78 | 2023.01.03 08:04 | modify | 20 | 0.10 | 129.811 | 129.886 | 131.311 | ||
| 79 | 2023.01.03 08:05 | buy | 22 | 0.10 | 130.498 | 0.000 | 0.000 | ||
| 80 | 2023.01.03 08:05 | modify | 22 | 0.10 | 130.498 | 130.186 | 131.311 | ||
| 81 | 2023.01.03 08:05 | modify | 21 | 0.10 | 130.348 | 130.186 | 131.311 | ||
| 82 | 2023.01.03 08:05 | modify | 20 | 0.10 | 129.811 | 130.186 | 131.311 | ||
| 83 | 2023.01.03 08:28 | buy | 23 | 0.10 | 130.862 | 0.000 | 0.000 | ||
| 84 | 2023.01.03 08:28 | modify | 23 | 0.10 | 130.862 | 130.336 | 131.311 | ||
| 85 | 2023.01.03 08:28 | modify | 22 | 0.10 | 130.498 | 130.336 | 131.311 | ||
| 86 | 2023.01.03 08:28 | modify | 21 | 0.10 | 130.348 | 130.336 | 131.311 | ||
| 87 | 2023.01.03 08:28 | modify | 20 | 0.10 | 129.811 | 130.336 | 131.311 | ||
| 88 | 2023.01.03 09:19 | s/l | 20 | 0.10 | 130.336 | 130.336 | 131.311 | 40.28 | 10559.79 |
| 89 | 2023.01.03 09:19 | s/l | 21 | 0.10 | 130.336 | 130.336 | 131.311 | -0.92 | 10558.87 |
| 90 | 2023.01.03 09:19 | s/l | 22 | 0.10 | 130.336 | 130.336 | 131.311 | -12.43 | 10546.44 |
| 91 | 2023.01.03 09:19 | s/l | 23 | 0.10 | 130.336 | 130.336 | 131.311 | -40.35 | 10506.09 |
| 92 | 2023.01.13 08:00 | buy | 24 | 0.10 | 128.405 | 0.000 | 0.000 | ||
| 93 | 2023.01.13 08:00 | modify | 24 | 0.10 | 128.405 | 128.005 | 129.905 | ||
| 94 | 2023.01.13 14:37 | s/l | 24 | 0.10 | 128.005 | 128.005 | 129.905 | -31.25 | 10474.84 |