Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2613 | Ticks modelled | 79422 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 682.86 | Gross profit | 883.45 | Gross loss | -200.59 |
| Profit factor | 4.40 | Expected payoff | 34.14 | ||
| Absolute drawdown | 39.09 | Maximal drawdown | 242.02 (2.33%) | Relative drawdown | 2.33% (242.02) |
| Total trades | 20 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 116.37 | loss trade | -114.30 | |
| Average | profit trade | 67.96 | loss trade | -28.66 | |
| Maximum | consecutive wins (profit in money) | 7 (527.41) | consecutive losses (loss in money) | 4 (-158.73) | |
| Maximal | consecutive profit (count of wins) | 527.41 (7) | consecutive loss (count of losses) | -158.73 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 12:00 | sell | 1 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 12:00 | modify | 1 | 0.10 | 138.864 | 140.364 | 137.364 | ||
| 3 | 2022.07.18 01:30 | sell | 2 | 0.10 | 138.094 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 01:30 | modify | 2 | 0.10 | 138.094 | 138.414 | 137.364 | ||
| 5 | 2022.07.18 01:30 | sell | 3 | 0.10 | 138.094 | 0.000 | 0.000 | ||
| 6 | 2022.07.18 01:30 | modify | 3 | 0.10 | 138.094 | 138.264 | 137.364 | ||
| 7 | 2022.07.18 01:30 | modify | 1 | 0.10 | 138.864 | 138.264 | 137.364 | ||
| 8 | 2022.07.18 01:35 | modify | 2 | 0.10 | 138.094 | 138.264 | 137.364 | ||
| 9 | 2022.07.18 01:40 | sell | 4 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 01:40 | modify | 4 | 0.10 | 138.025 | 138.489 | 137.364 | ||
| 11 | 2022.07.18 01:45 | modify | 4 | 0.10 | 138.025 | 138.264 | 137.364 | ||
| 12 | 2022.07.18 03:20 | s/l | 1 | 0.10 | 138.264 | 138.264 | 137.364 | 40.44 | 10040.44 |
| 13 | 2022.07.18 03:20 | s/l | 2 | 0.10 | 138.264 | 138.264 | 137.364 | -12.29 | 10028.15 |
| 14 | 2022.07.18 03:20 | s/l | 3 | 0.10 | 138.264 | 138.264 | 137.364 | -12.29 | 10015.86 |
| 15 | 2022.07.18 03:20 | s/l | 4 | 0.10 | 138.264 | 138.264 | 137.364 | -17.28 | 9998.58 |
| 16 | 2022.08.02 12:00 | buy | 5 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 17 | 2022.08.02 12:00 | modify | 5 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 18 | 2022.08.02 14:40 | buy | 6 | 0.10 | 131.846 | 0.000 | 0.000 | ||
| 19 | 2022.08.02 14:40 | modify | 6 | 0.10 | 131.846 | 131.394 | 132.519 | ||
| 20 | 2022.08.02 14:40 | modify | 5 | 0.10 | 131.019 | 131.394 | 132.519 | ||
| 21 | 2022.08.02 15:05 | buy | 7 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 22 | 2022.08.02 15:05 | modify | 7 | 0.10 | 131.786 | 131.469 | 132.519 | ||
| 23 | 2022.08.02 15:05 | buy | 8 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 24 | 2022.08.02 15:05 | modify | 8 | 0.10 | 131.786 | 131.619 | 132.519 | ||
| 25 | 2022.08.02 15:05 | modify | 6 | 0.10 | 131.846 | 131.619 | 132.519 | ||
| 26 | 2022.08.02 15:05 | modify | 5 | 0.10 | 131.019 | 131.619 | 132.519 | ||
| 27 | 2022.08.02 15:10 | modify | 7 | 0.10 | 131.786 | 131.619 | 132.519 | ||
| 28 | 2022.08.02 17:20 | t/p | 5 | 0.10 | 132.519 | 131.619 | 132.519 | 113.17 | 10111.75 |
| 29 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.619 | 132.519 | 50.78 | 10162.53 |
| 30 | 2022.08.02 17:20 | t/p | 7 | 0.10 | 132.519 | 131.619 | 132.519 | 55.30 | 10217.83 |
| 31 | 2022.08.02 17:20 | t/p | 8 | 0.10 | 132.519 | 131.619 | 132.519 | 55.30 | 10273.13 |
| 32 | 2022.08.19 16:00 | sell | 9 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 33 | 2022.08.19 16:00 | modify | 9 | 0.10 | 137.018 | 138.518 | 135.518 | ||
| 34 | 2022.08.23 14:30 | sell | 10 | 0.10 | 136.168 | 0.000 | 0.000 | ||
| 35 | 2022.08.23 14:30 | modify | 10 | 0.10 | 136.168 | 136.643 | 135.518 | ||
| 36 | 2022.08.23 14:30 | modify | 9 | 0.10 | 137.018 | 136.643 | 135.518 | ||
| 37 | 2022.08.23 15:35 | sell | 11 | 0.10 | 136.243 | 0.000 | 0.000 | ||
| 38 | 2022.08.23 15:35 | modify | 11 | 0.10 | 136.243 | 136.568 | 135.518 | ||
| 39 | 2022.08.23 15:35 | sell | 12 | 0.10 | 136.243 | 0.000 | 0.000 | ||
| 40 | 2022.08.23 15:35 | modify | 12 | 0.10 | 136.243 | 136.418 | 135.518 | ||
| 41 | 2022.08.23 15:35 | modify | 10 | 0.10 | 136.168 | 136.418 | 135.518 | ||
| 42 | 2022.08.23 15:35 | modify | 9 | 0.10 | 137.018 | 136.418 | 135.518 | ||
| 43 | 2022.08.23 15:40 | s/l | 9 | 0.10 | 136.418 | 136.418 | 135.518 | 41.04 | 10314.18 |
| 44 | 2022.08.23 15:40 | s/l | 10 | 0.10 | 136.418 | 136.418 | 135.518 | -18.33 | 10295.85 |
| 45 | 2022.08.23 15:40 | s/l | 12 | 0.10 | 136.418 | 136.418 | 135.518 | -12.83 | 10283.02 |
| 46 | 2022.08.23 15:40 | close | 11 | 0.10 | 136.424 | 136.568 | 135.518 | -13.27 | 10269.75 |
| 47 | 2022.08.29 12:00 | sell | 13 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 48 | 2022.08.29 12:00 | modify | 13 | 0.10 | 138.570 | 140.070 | 137.070 | ||
| 49 | 2022.09.01 14:33 | s/l | 13 | 0.10 | 140.070 | 140.070 | 137.070 | -114.30 | 10155.44 |
| 50 | 2022.10.31 16:00 | sell | 14 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 51 | 2022.10.31 16:00 | modify | 14 | 0.10 | 148.643 | 150.143 | 147.143 | ||
| 52 | 2022.11.01 06:55 | sell | 15 | 0.10 | 147.795 | 0.000 | 0.000 | ||
| 53 | 2022.11.01 06:55 | modify | 15 | 0.10 | 147.795 | 148.268 | 147.143 | ||
| 54 | 2022.11.01 06:55 | modify | 14 | 0.10 | 148.643 | 148.268 | 147.143 | ||
| 55 | 2022.11.01 08:10 | sell | 16 | 0.10 | 147.885 | 0.000 | 0.000 | ||
| 56 | 2022.11.01 08:10 | modify | 16 | 0.10 | 147.885 | 148.193 | 147.143 | ||
| 57 | 2022.11.01 08:10 | sell | 17 | 0.10 | 147.885 | 0.000 | 0.000 | ||
| 58 | 2022.11.01 08:10 | modify | 17 | 0.10 | 147.885 | 148.043 | 147.143 | ||
| 59 | 2022.11.01 08:10 | modify | 15 | 0.10 | 147.795 | 148.043 | 147.143 | ||
| 60 | 2022.11.01 08:10 | modify | 14 | 0.10 | 148.643 | 148.043 | 147.143 | ||
| 61 | 2022.11.01 08:15 | modify | 16 | 0.10 | 147.885 | 148.043 | 147.143 | ||
| 62 | 2022.11.01 10:40 | t/p | 14 | 0.10 | 147.143 | 148.043 | 147.143 | 100.56 | 10256.00 |
| 63 | 2022.11.01 10:40 | t/p | 15 | 0.10 | 147.143 | 148.043 | 147.143 | 44.35 | 10300.35 |
| 64 | 2022.11.01 10:40 | t/p | 16 | 0.10 | 147.143 | 148.043 | 147.143 | 50.47 | 10350.82 |
| 65 | 2022.11.01 10:40 | t/p | 17 | 0.10 | 147.143 | 148.043 | 147.143 | 50.47 | 10401.29 |
| 66 | 2023.01.02 08:00 | buy | 18 | 0.10 | 130.969 | 0.000 | 0.000 | ||
| 67 | 2023.01.02 08:00 | modify | 18 | 0.10 | 130.969 | 129.469 | 132.469 | ||
| 68 | 2023.01.04 15:30 | buy | 19 | 0.10 | 131.811 | 0.000 | 0.000 | ||
| 69 | 2023.01.04 15:30 | modify | 19 | 0.10 | 131.811 | 131.344 | 132.469 | ||
| 70 | 2023.01.04 15:30 | modify | 18 | 0.10 | 130.969 | 131.344 | 132.469 | ||
| 71 | 2023.01.04 17:30 | t/p | 18 | 0.10 | 132.469 | 131.344 | 132.469 | 115.53 | 10516.82 |
| 72 | 2023.01.04 17:30 | t/p | 19 | 0.10 | 132.469 | 131.344 | 132.469 | 49.66 | 10566.48 |
| 73 | 2023.02.02 08:00 | buy | 20 | 0.10 | 128.687 | 0.000 | 0.000 | ||
| 74 | 2023.02.02 08:00 | modify | 20 | 0.10 | 128.687 | 127.187 | 130.187 | ||
| 75 | 2023.02.03 13:40 | t/p | 20 | 0.10 | 130.187 | 127.187 | 130.187 | 116.37 | 10682.86 |