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=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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 762.53 | Gross profit | 907.32 | Gross loss | -144.79 |
| Profit factor | 6.27 | Expected payoff | 50.84 | ||
| Absolute drawdown | 136.59 | Maximal drawdown | 164.67 (1.54%) | Relative drawdown | 1.58% (158.68) |
| Total trades | 15 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 118.75 | loss trade | -113.64 | |
| Average | profit trade | 75.61 | loss trade | -48.26 | |
| Maximum | consecutive wins (profit in money) | 11 (788.57) | consecutive losses (loss in money) | 2 (-31.15) | |
| Maximal | consecutive profit (count of wins) | 788.57 (11) | consecutive loss (count of losses) | -113.64 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 00:00 | sell | 1 | 0.10 | 132.173 | 0.000 | 0.000 | ||
| 2 | 2022.06.07 00:00 | modify | 1 | 0.10 | 132.173 | 133.673 | 130.673 | ||
| 3 | 2022.06.08 08:20 | s/l | 1 | 0.10 | 133.673 | 133.673 | 130.673 | -113.64 | 9886.36 |
| 4 | 2022.07.14 08:00 | sell | 2 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 5 | 2022.07.14 08:00 | modify | 2 | 0.10 | 139.097 | 140.597 | 137.597 | ||
| 6 | 2022.07.18 00:20 | sell | 3 | 0.10 | 138.267 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 00:20 | modify | 3 | 0.10 | 138.267 | 138.572 | 137.597 | ||
| 8 | 2022.07.18 00:20 | modify | 2 | 0.10 | 139.097 | 138.572 | 137.597 | ||
| 9 | 2022.07.18 03:59 | sell | 4 | 0.10 | 138.329 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 03:59 | modify | 4 | 0.10 | 138.329 | 139.022 | 137.597 | ||
| 11 | 2022.07.18 03:59 | sell | 5 | 0.10 | 138.329 | 0.000 | 0.000 | ||
| 12 | 2022.07.18 03:59 | modify | 5 | 0.10 | 138.329 | 138.497 | 137.597 | ||
| 13 | 2022.07.18 03:59 | modify | 3 | 0.10 | 138.267 | 138.497 | 137.597 | ||
| 14 | 2022.07.18 03:59 | modify | 2 | 0.10 | 139.097 | 138.497 | 137.597 | ||
| 15 | 2022.07.18 04:00 | modify | 4 | 0.10 | 138.329 | 138.497 | 137.597 | ||
| 16 | 2022.07.19 10:30 | t/p | 2 | 0.10 | 137.597 | 138.497 | 137.597 | 104.62 | 9990.99 |
| 17 | 2022.07.19 10:30 | t/p | 3 | 0.10 | 137.597 | 138.497 | 137.597 | 47.23 | 10038.22 |
| 18 | 2022.07.19 10:30 | t/p | 4 | 0.10 | 137.597 | 138.497 | 137.597 | 51.73 | 10089.95 |
| 19 | 2022.07.19 10:30 | t/p | 5 | 0.10 | 137.597 | 138.497 | 137.597 | 51.73 | 10141.68 |
| 20 | 2022.07.29 08:00 | buy | 6 | 0.10 | 132.801 | 0.000 | 0.000 | ||
| 21 | 2022.07.29 08:00 | modify | 6 | 0.10 | 132.801 | 131.301 | 134.301 | ||
| 22 | 2022.07.29 13:30 | t/p | 6 | 0.10 | 134.301 | 131.301 | 134.301 | 111.57 | 10253.25 |
| 23 | 2022.08.02 00:00 | buy | 7 | 0.10 | 131.432 | 0.000 | 0.000 | ||
| 24 | 2022.08.02 00:00 | modify | 7 | 0.10 | 131.432 | 129.932 | 132.932 | ||
| 25 | 2022.08.02 16:35 | buy | 8 | 0.10 | 132.277 | 0.000 | 0.000 | ||
| 26 | 2022.08.02 16:35 | modify | 8 | 0.10 | 132.277 | 131.957 | 132.932 | ||
| 27 | 2022.08.02 16:35 | modify | 7 | 0.10 | 131.432 | 131.957 | 132.932 | ||
| 28 | 2022.08.02 16:45 | buy | 9 | 0.10 | 132.205 | 0.000 | 0.000 | ||
| 29 | 2022.08.02 16:45 | modify | 9 | 0.10 | 132.205 | 131.507 | 132.932 | ||
| 30 | 2022.08.02 16:45 | buy | 10 | 0.10 | 132.205 | 0.000 | 0.000 | ||
| 31 | 2022.08.02 16:45 | modify | 10 | 0.10 | 132.205 | 132.032 | 132.932 | ||
| 32 | 2022.08.02 16:45 | modify | 8 | 0.10 | 132.277 | 132.032 | 132.932 | ||
| 33 | 2022.08.02 16:45 | modify | 7 | 0.10 | 131.432 | 132.032 | 132.932 | ||
| 34 | 2022.08.02 16:50 | modify | 9 | 0.10 | 132.205 | 132.032 | 132.932 | ||
| 35 | 2022.08.02 18:30 | t/p | 7 | 0.10 | 132.932 | 132.032 | 132.932 | 112.83 | 10366.08 |
| 36 | 2022.08.02 18:30 | t/p | 8 | 0.10 | 132.932 | 132.032 | 132.932 | 49.27 | 10415.35 |
| 37 | 2022.08.02 18:30 | t/p | 9 | 0.10 | 132.932 | 132.032 | 132.932 | 54.68 | 10470.03 |
| 38 | 2022.08.02 18:30 | t/p | 10 | 0.10 | 132.932 | 132.032 | 132.932 | 54.68 | 10524.71 |
| 39 | 2022.09.22 08:00 | sell | 11 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 40 | 2022.09.22 08:00 | modify | 11 | 0.10 | 145.774 | 147.274 | 144.274 | ||
| 41 | 2022.09.22 08:20 | t/p | 11 | 0.10 | 144.274 | 147.274 | 144.274 | 104.17 | 10628.88 |
| 42 | 2023.01.03 04:00 | buy | 12 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 43 | 2023.01.03 04:00 | modify | 12 | 0.10 | 129.811 | 128.311 | 131.311 | ||
| 44 | 2023.01.03 09:35 | buy | 13 | 0.10 | 130.563 | 0.000 | 0.000 | ||
| 45 | 2023.01.03 09:35 | modify | 13 | 0.10 | 130.563 | 129.886 | 131.311 | ||
| 46 | 2023.01.03 09:35 | buy | 14 | 0.10 | 130.563 | 0.000 | 0.000 | ||
| 47 | 2023.01.03 09:35 | modify | 14 | 0.10 | 130.563 | 130.411 | 131.311 | ||
| 48 | 2023.01.03 09:35 | modify | 12 | 0.10 | 129.811 | 130.411 | 131.311 | ||
| 49 | 2023.01.03 09:40 | s/l | 12 | 0.10 | 130.411 | 130.411 | 131.311 | 46.05 | 10674.93 |
| 50 | 2023.01.03 09:40 | s/l | 14 | 0.10 | 130.411 | 130.411 | 131.311 | -11.66 | 10663.27 |
| 51 | 2023.01.03 09:40 | close | 13 | 0.10 | 130.309 | 129.886 | 131.311 | -19.49 | 10643.78 |
| 52 | 2023.01.13 08:00 | buy | 15 | 0.10 | 128.405 | 0.000 | 0.000 | ||
| 53 | 2023.01.13 08:00 | modify | 15 | 0.10 | 128.405 | 126.905 | 129.905 | ||
| 54 | 2023.01.18 02:30 | t/p | 15 | 0.10 | 129.905 | 126.905 | 129.905 | 118.75 | 10762.53 |