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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1912 | Ticks modelled | 44305475 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 456.21 | Gross profit | 724.74 | Gross loss | -268.53 |
| Profit factor | 2.70 | Expected payoff | 18.25 | ||
| Absolute drawdown | 39.09 | Maximal drawdown | 395.15 (3.78%) | Relative drawdown | 3.78% (395.15) |
| Total trades | 25 | Short positions (won %) | 13 (23.08%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 12 (48.00%) | Loss trades (% of total) | 13 (52.00%) | ||
| Largest | profit trade | 115.56 | loss trade | -114.43 | |
| Average | profit trade | 60.39 | loss trade | -20.66 | |
| Maximum | consecutive wins (profit in money) | 5 (327.15) | consecutive losses (loss in money) | 4 (-153.06) | |
| Maximal | consecutive profit (count of wins) | 327.15 (5) | consecutive loss (count of losses) | -153.06 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | 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 01:23 | sell | 2 | 0.10 | 138.113 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 01:23 | modify | 2 | 0.10 | 138.113 | 138.414 | 137.364 | ||
| 5 | 2022.07.18 01:23 | sell | 3 | 0.10 | 138.113 | 0.000 | 0.000 | ||
| 6 | 2022.07.18 01:23 | modify | 3 | 0.10 | 138.113 | 138.264 | 137.364 | ||
| 7 | 2022.07.18 01:23 | modify | 1 | 0.10 | 138.864 | 138.264 | 137.364 | ||
| 8 | 2022.07.18 01:24 | modify | 2 | 0.10 | 138.113 | 138.264 | 137.364 | ||
| 9 | 2022.07.18 01:37 | sell | 4 | 0.10 | 138.039 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 01:37 | modify | 4 | 0.10 | 138.039 | 138.489 | 137.364 | ||
| 11 | 2022.07.18 01:37 | modify | 4 | 0.10 | 138.039 | 138.264 | 137.364 | ||
| 12 | 2022.07.18 03:23 | s/l | 1 | 0.10 | 138.264 | 138.264 | 137.364 | 40.46 | 10040.46 |
| 13 | 2022.07.18 03:23 | s/l | 2 | 0.10 | 138.264 | 138.264 | 137.364 | -10.92 | 10029.54 |
| 14 | 2022.07.18 03:23 | s/l | 3 | 0.10 | 138.264 | 138.264 | 137.364 | -10.92 | 10018.62 |
| 15 | 2022.07.18 03:23 | s/l | 4 | 0.10 | 138.264 | 138.264 | 137.364 | -16.27 | 10002.35 |
| 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 14:56 | buy | 6 | 0.10 | 131.771 | 0.000 | 0.000 | ||
| 19 | 2022.08.02 14:56 | modify | 6 | 0.10 | 131.771 | 131.469 | 132.519 | ||
| 20 | 2022.08.02 14:56 | buy | 7 | 0.10 | 131.771 | 0.000 | 0.000 | ||
| 21 | 2022.08.02 14:56 | modify | 7 | 0.10 | 131.771 | 131.619 | 132.519 | ||
| 22 | 2022.08.02 14:56 | modify | 5 | 0.10 | 131.019 | 131.619 | 132.519 | ||
| 23 | 2022.08.02 14:56 | modify | 6 | 0.10 | 131.771 | 131.619 | 132.519 | ||
| 24 | 2022.08.02 14:56 | buy | 8 | 0.10 | 131.844 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 14:56 | modify | 8 | 0.10 | 131.844 | 131.394 | 132.519 | ||
| 26 | 2022.08.02 14:56 | modify | 8 | 0.10 | 131.844 | 131.619 | 132.519 | ||
| 27 | 2022.08.02 17:20 | t/p | 5 | 0.10 | 132.519 | 131.619 | 132.519 | 113.19 | 10115.54 |
| 28 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.619 | 132.519 | 56.44 | 10171.98 |
| 29 | 2022.08.02 17:20 | t/p | 7 | 0.10 | 132.519 | 131.619 | 132.519 | 56.44 | 10228.42 |
| 30 | 2022.08.02 17:20 | t/p | 8 | 0.10 | 132.519 | 131.619 | 132.519 | 50.94 | 10279.36 |
| 31 | 2022.08.19 16:00 | sell | 9 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 32 | 2022.08.19 16:00 | modify | 9 | 0.10 | 137.018 | 138.518 | 135.518 | ||
| 33 | 2022.08.23 14:04 | sell | 10 | 0.10 | 136.267 | 0.000 | 0.000 | ||
| 34 | 2022.08.23 14:04 | modify | 10 | 0.10 | 136.267 | 136.568 | 135.518 | ||
| 35 | 2022.08.23 14:04 | sell | 11 | 0.10 | 136.267 | 0.000 | 0.000 | ||
| 36 | 2022.08.23 14:04 | modify | 11 | 0.10 | 136.267 | 136.418 | 135.518 | ||
| 37 | 2022.08.23 14:04 | modify | 9 | 0.10 | 137.018 | 136.418 | 135.518 | ||
| 38 | 2022.08.23 14:04 | modify | 10 | 0.10 | 136.267 | 136.418 | 135.518 | ||
| 39 | 2022.08.23 14:07 | sell | 12 | 0.10 | 136.193 | 0.000 | 0.000 | ||
| 40 | 2022.08.23 14:07 | modify | 12 | 0.10 | 136.193 | 136.643 | 135.518 | ||
| 41 | 2022.08.23 14:07 | modify | 12 | 0.10 | 136.193 | 136.418 | 135.518 | ||
| 42 | 2022.08.23 14:26 | s/l | 9 | 0.10 | 136.418 | 136.418 | 135.518 | 41.05 | 10320.42 |
| 43 | 2022.08.23 14:26 | s/l | 10 | 0.10 | 136.418 | 136.418 | 135.518 | -11.07 | 10309.35 |
| 44 | 2022.08.23 14:26 | s/l | 11 | 0.10 | 136.418 | 136.418 | 135.518 | -11.07 | 10298.28 |
| 45 | 2022.08.23 14:26 | s/l | 12 | 0.10 | 136.418 | 136.418 | 135.518 | -16.49 | 10281.79 |
| 46 | 2022.08.29 12:00 | sell | 13 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 47 | 2022.08.29 12:00 | modify | 13 | 0.10 | 138.570 | 140.070 | 137.070 | ||
| 48 | 2022.09.01 14:23 | s/l | 13 | 0.10 | 140.070 | 140.070 | 137.070 | -114.43 | 10167.35 |
| 49 | 2022.10.31 16:00 | sell | 14 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 50 | 2022.10.31 16:00 | modify | 14 | 0.10 | 148.643 | 150.143 | 147.143 | ||
| 51 | 2022.11.01 06:18 | sell | 15 | 0.10 | 147.892 | 0.000 | 0.000 | ||
| 52 | 2022.11.01 06:18 | modify | 15 | 0.10 | 147.892 | 148.193 | 147.143 | ||
| 53 | 2022.11.01 06:18 | sell | 16 | 0.10 | 147.892 | 0.000 | 0.000 | ||
| 54 | 2022.11.01 06:18 | modify | 16 | 0.10 | 147.892 | 148.043 | 147.143 | ||
| 55 | 2022.11.01 06:18 | modify | 14 | 0.10 | 148.643 | 148.043 | 147.143 | ||
| 56 | 2022.11.01 06:18 | modify | 15 | 0.10 | 147.892 | 148.043 | 147.143 | ||
| 57 | 2022.11.01 06:19 | sell | 17 | 0.10 | 147.811 | 0.000 | 0.000 | ||
| 58 | 2022.11.01 06:19 | modify | 17 | 0.10 | 147.811 | 148.268 | 147.143 | ||
| 59 | 2022.11.01 06:19 | modify | 17 | 0.10 | 147.811 | 148.043 | 147.143 | ||
| 60 | 2022.11.01 07:50 | s/l | 14 | 0.10 | 148.043 | 148.043 | 147.143 | 39.06 | 10206.41 |
| 61 | 2022.11.01 07:50 | s/l | 15 | 0.10 | 148.043 | 148.043 | 147.143 | -10.19 | 10196.22 |
| 62 | 2022.11.01 07:50 | s/l | 16 | 0.10 | 148.043 | 148.043 | 147.143 | -10.19 | 10186.03 |
| 63 | 2022.11.01 07:50 | s/l | 17 | 0.10 | 148.043 | 148.043 | 147.143 | -15.67 | 10170.36 |
| 64 | 2023.01.02 08:00 | buy | 18 | 0.10 | 130.969 | 0.000 | 0.000 | ||
| 65 | 2023.01.02 08:00 | modify | 18 | 0.10 | 130.969 | 129.469 | 132.469 | ||
| 66 | 2023.01.04 15:11 | buy | 19 | 0.10 | 131.719 | 0.000 | 0.000 | ||
| 67 | 2023.01.04 15:11 | modify | 19 | 0.10 | 131.719 | 131.419 | 132.469 | ||
| 68 | 2023.01.04 15:11 | buy | 20 | 0.10 | 131.719 | 0.000 | 0.000 | ||
| 69 | 2023.01.04 15:11 | modify | 20 | 0.10 | 131.719 | 131.569 | 132.469 | ||
| 70 | 2023.01.04 15:11 | modify | 18 | 0.10 | 130.969 | 131.569 | 132.469 | ||
| 71 | 2023.01.04 15:11 | modify | 19 | 0.10 | 131.719 | 131.569 | 132.469 | ||
| 72 | 2023.01.04 15:15 | buy | 21 | 0.10 | 131.796 | 0.000 | 0.000 | ||
| 73 | 2023.01.04 15:15 | modify | 21 | 0.10 | 131.796 | 131.344 | 132.469 | ||
| 74 | 2023.01.04 15:15 | modify | 21 | 0.10 | 131.796 | 131.569 | 132.469 | ||
| 75 | 2023.01.04 17:51 | t/p | 18 | 0.10 | 132.469 | 131.569 | 132.469 | 115.56 | 10285.92 |
| 76 | 2023.01.04 17:51 | t/p | 19 | 0.10 | 132.469 | 131.569 | 132.469 | 56.61 | 10342.53 |
| 77 | 2023.01.04 17:51 | t/p | 20 | 0.10 | 132.469 | 131.569 | 132.469 | 56.61 | 10399.14 |
| 78 | 2023.01.04 17:51 | t/p | 21 | 0.10 | 132.469 | 131.569 | 132.469 | 50.80 | 10449.94 |
| 79 | 2023.02.02 08:00 | buy | 22 | 0.10 | 128.687 | 0.000 | 0.000 | ||
| 80 | 2023.02.02 08:00 | modify | 22 | 0.10 | 128.687 | 127.187 | 130.187 | ||
| 81 | 2023.02.03 13:30 | buy | 23 | 0.10 | 129.439 | 0.000 | 0.000 | ||
| 82 | 2023.02.03 13:30 | modify | 23 | 0.10 | 129.439 | 129.137 | 130.187 | ||
| 83 | 2023.02.03 13:30 | buy | 24 | 0.10 | 129.439 | 0.000 | 0.000 | ||
| 84 | 2023.02.03 13:30 | modify | 24 | 0.10 | 129.439 | 129.287 | 130.187 | ||
| 85 | 2023.02.03 13:30 | modify | 22 | 0.10 | 128.687 | 129.287 | 130.187 | ||
| 86 | 2023.02.03 13:30 | modify | 23 | 0.10 | 129.439 | 129.287 | 130.187 | ||
| 87 | 2023.02.03 13:30 | buy | 25 | 0.10 | 129.517 | 0.000 | 0.000 | ||
| 88 | 2023.02.03 13:30 | modify | 25 | 0.10 | 129.517 | 129.062 | 130.187 | ||
| 89 | 2023.02.03 13:30 | modify | 25 | 0.10 | 129.517 | 129.287 | 130.187 | ||
| 90 | 2023.02.03 13:30 | s/l | 22 | 0.10 | 129.287 | 129.287 | 130.187 | 47.57 | 10497.52 |
| 91 | 2023.02.03 13:30 | s/l | 23 | 0.10 | 129.287 | 129.287 | 130.187 | -11.76 | 10485.76 |
| 92 | 2023.02.03 13:30 | s/l | 24 | 0.10 | 129.287 | 129.287 | 130.187 | -11.76 | 10474.00 |
| 93 | 2023.02.03 13:30 | s/l | 25 | 0.10 | 129.287 | 129.287 | 130.187 | -17.79 | 10456.21 |