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=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 | 1912 | Ticks modelled | 44305475 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 721.12 | Gross profit | 921.93 | Gross loss | -200.81 |
| Profit factor | 4.59 | Expected payoff | 31.35 | ||
| Absolute drawdown | 136.62 | Maximal drawdown | 258.56 (2.38%) | Relative drawdown | 2.38% (258.56) |
| Total trades | 23 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 112.84 | loss trade | -113.67 | |
| Average | profit trade | 61.46 | loss trade | -25.10 | |
| Maximum | consecutive wins (profit in money) | 9 (573.77) | consecutive losses (loss in money) | 3 (-40.48) | |
| Maximal | consecutive profit (count of wins) | 573.77 (9) | consecutive loss (count of losses) | -113.67 (1) | |
| Average | consecutive wins | 5 | 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 08:01 | s/l | 1 | 0.10 | 133.673 | 133.673 | 130.673 | -113.67 | 9886.33 |
| 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 | 2022.07.17 23:42 | sell | 3 | 0.10 | 138.342 | 0.000 | 0.000 | ||
| 7 | 2022.07.17 23:42 | modify | 3 | 0.10 | 138.342 | 139.022 | 137.597 | ||
| 8 | 2022.07.17 23:42 | sell | 4 | 0.10 | 138.342 | 0.000 | 0.000 | ||
| 9 | 2022.07.17 23:42 | modify | 4 | 0.10 | 138.342 | 138.497 | 137.597 | ||
| 10 | 2022.07.17 23:42 | modify | 2 | 0.10 | 139.097 | 138.497 | 137.597 | ||
| 11 | 2022.07.17 23:42 | modify | 3 | 0.10 | 138.342 | 138.497 | 137.597 | ||
| 12 | 2022.07.18 00:18 | sell | 5 | 0.10 | 138.268 | 0.000 | 0.000 | ||
| 13 | 2022.07.18 00:18 | modify | 5 | 0.10 | 138.268 | 138.572 | 137.597 | ||
| 14 | 2022.07.18 00:18 | modify | 5 | 0.10 | 138.268 | 138.497 | 137.597 | ||
| 15 | 2022.07.19 10:05 | t/p | 2 | 0.10 | 137.597 | 138.497 | 137.597 | 104.61 | 9990.95 |
| 16 | 2022.07.19 10:05 | t/p | 3 | 0.10 | 137.597 | 138.497 | 137.597 | 51.21 | 10042.16 |
| 17 | 2022.07.19 10:05 | t/p | 4 | 0.10 | 137.597 | 138.497 | 137.597 | 51.21 | 10093.37 |
| 18 | 2022.07.19 10:05 | t/p | 5 | 0.10 | 137.597 | 138.497 | 137.597 | 47.30 | 10140.67 |
| 19 | 2022.07.29 08:00 | buy | 6 | 0.10 | 132.801 | 0.000 | 0.000 | ||
| 20 | 2022.07.29 08:00 | modify | 6 | 0.10 | 132.801 | 131.301 | 134.301 | ||
| 21 | 2022.07.29 09:55 | buy | 7 | 0.10 | 133.551 | 0.000 | 0.000 | ||
| 22 | 2022.07.29 09:55 | modify | 7 | 0.10 | 133.551 | 132.876 | 134.301 | ||
| 23 | 2022.07.29 09:55 | buy | 8 | 0.10 | 133.551 | 0.000 | 0.000 | ||
| 24 | 2022.07.29 09:55 | modify | 8 | 0.10 | 133.551 | 133.401 | 134.301 | ||
| 25 | 2022.07.29 09:55 | modify | 6 | 0.10 | 132.801 | 133.401 | 134.301 | ||
| 26 | 2022.07.29 09:55 | modify | 7 | 0.10 | 133.551 | 133.401 | 134.301 | ||
| 27 | 2022.07.29 09:58 | s/l | 6 | 0.10 | 133.401 | 133.401 | 134.301 | 44.98 | 10185.65 |
| 28 | 2022.07.29 09:58 | s/l | 7 | 0.10 | 133.401 | 133.401 | 134.301 | -11.24 | 10174.41 |
| 29 | 2022.07.29 09:58 | s/l | 8 | 0.10 | 133.401 | 133.401 | 134.301 | -11.24 | 10163.17 |
| 30 | 2022.08.02 00:00 | buy | 9 | 0.10 | 131.432 | 0.000 | 0.000 | ||
| 31 | 2022.08.02 00:00 | modify | 9 | 0.10 | 131.432 | 129.932 | 132.932 | ||
| 32 | 2022.08.02 15:49 | buy | 10 | 0.10 | 132.183 | 0.000 | 0.000 | ||
| 33 | 2022.08.02 15:49 | modify | 10 | 0.10 | 132.183 | 131.507 | 132.932 | ||
| 34 | 2022.08.02 15:49 | buy | 11 | 0.10 | 132.183 | 0.000 | 0.000 | ||
| 35 | 2022.08.02 15:49 | modify | 11 | 0.10 | 132.183 | 132.032 | 132.932 | ||
| 36 | 2022.08.02 15:49 | modify | 9 | 0.10 | 131.432 | 132.032 | 132.932 | ||
| 37 | 2022.08.02 15:49 | modify | 10 | 0.10 | 132.183 | 132.032 | 132.932 | ||
| 38 | 2022.08.02 15:51 | buy | 12 | 0.10 | 132.261 | 0.000 | 0.000 | ||
| 39 | 2022.08.02 15:51 | modify | 12 | 0.10 | 132.261 | 131.957 | 132.932 | ||
| 40 | 2022.08.02 15:51 | modify | 12 | 0.10 | 132.261 | 132.032 | 132.932 | ||
| 41 | 2022.08.02 18:19 | t/p | 9 | 0.10 | 132.932 | 132.032 | 132.932 | 112.84 | 10276.01 |
| 42 | 2022.08.02 18:19 | t/p | 10 | 0.10 | 132.932 | 132.032 | 132.932 | 56.34 | 10332.35 |
| 43 | 2022.08.02 18:19 | t/p | 11 | 0.10 | 132.932 | 132.032 | 132.932 | 56.34 | 10388.69 |
| 44 | 2022.08.02 18:19 | t/p | 12 | 0.10 | 132.932 | 132.032 | 132.932 | 50.48 | 10439.17 |
| 45 | 2022.09.22 08:00 | sell | 13 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 46 | 2022.09.22 08:00 | modify | 13 | 0.10 | 145.774 | 147.274 | 144.274 | ||
| 47 | 2022.09.22 08:04 | sell | 14 | 0.10 | 145.008 | 0.000 | 0.000 | ||
| 48 | 2022.09.22 08:04 | modify | 14 | 0.10 | 145.008 | 145.699 | 144.274 | ||
| 49 | 2022.09.22 08:04 | sell | 15 | 0.10 | 145.008 | 0.000 | 0.000 | ||
| 50 | 2022.09.22 08:04 | modify | 15 | 0.10 | 145.008 | 145.174 | 144.274 | ||
| 51 | 2022.09.22 08:04 | modify | 13 | 0.10 | 145.774 | 145.174 | 144.274 | ||
| 52 | 2022.09.22 08:04 | modify | 14 | 0.10 | 145.008 | 145.174 | 144.274 | ||
| 53 | 2022.09.22 08:04 | sell | 16 | 0.10 | 144.930 | 0.000 | 0.000 | ||
| 54 | 2022.09.22 08:04 | modify | 16 | 0.10 | 144.930 | 145.249 | 144.274 | ||
| 55 | 2022.09.22 08:04 | modify | 16 | 0.10 | 144.930 | 145.174 | 144.274 | ||
| 56 | 2022.09.22 08:04 | t/p | 13 | 0.10 | 144.274 | 145.174 | 144.274 | 104.20 | 10543.37 |
| 57 | 2022.09.22 08:04 | t/p | 14 | 0.10 | 144.274 | 145.174 | 144.274 | 50.99 | 10594.36 |
| 58 | 2022.09.22 08:04 | t/p | 15 | 0.10 | 144.274 | 145.174 | 144.274 | 50.99 | 10645.35 |
| 59 | 2022.09.22 08:04 | t/p | 16 | 0.10 | 144.274 | 145.174 | 144.274 | 45.57 | 10690.92 |
| 60 | 2023.01.03 04:00 | buy | 17 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 61 | 2023.01.03 04:00 | modify | 17 | 0.10 | 129.811 | 128.311 | 131.311 | ||
| 62 | 2023.01.03 08:18 | buy | 18 | 0.10 | 130.561 | 0.000 | 0.000 | ||
| 63 | 2023.01.03 08:18 | modify | 18 | 0.10 | 130.561 | 129.886 | 131.311 | ||
| 64 | 2023.01.03 08:18 | buy | 19 | 0.10 | 130.561 | 0.000 | 0.000 | ||
| 65 | 2023.01.03 08:18 | modify | 19 | 0.10 | 130.561 | 130.411 | 131.311 | ||
| 66 | 2023.01.03 08:18 | modify | 17 | 0.10 | 129.811 | 130.411 | 131.311 | ||
| 67 | 2023.01.03 08:18 | modify | 18 | 0.10 | 130.561 | 130.411 | 131.311 | ||
| 68 | 2023.01.03 08:18 | buy | 20 | 0.10 | 130.639 | 0.000 | 0.000 | ||
| 69 | 2023.01.03 08:18 | modify | 20 | 0.10 | 130.639 | 130.336 | 131.311 | ||
| 70 | 2023.01.03 08:18 | modify | 20 | 0.10 | 130.639 | 130.411 | 131.311 | ||
| 71 | 2023.01.03 09:17 | s/l | 17 | 0.10 | 130.411 | 130.411 | 131.311 | 46.02 | 10736.94 |
| 72 | 2023.01.03 09:17 | s/l | 18 | 0.10 | 130.411 | 130.411 | 131.311 | -11.50 | 10725.44 |
| 73 | 2023.01.03 09:17 | s/l | 19 | 0.10 | 130.411 | 130.411 | 131.311 | -11.50 | 10713.94 |
| 74 | 2023.01.03 09:17 | s/l | 20 | 0.10 | 130.411 | 130.411 | 131.311 | -17.48 | 10696.46 |
| 75 | 2023.01.13 08:00 | buy | 21 | 0.10 | 128.405 | 0.000 | 0.000 | ||
| 76 | 2023.01.13 08:00 | modify | 21 | 0.10 | 128.405 | 126.905 | 129.905 | ||
| 77 | 2023.01.17 02:32 | buy | 22 | 0.10 | 129.161 | 0.000 | 0.000 | ||
| 78 | 2023.01.17 02:32 | modify | 22 | 0.10 | 129.161 | 128.480 | 129.905 | ||
| 79 | 2023.01.17 02:32 | buy | 23 | 0.10 | 129.161 | 0.000 | 0.000 | ||
| 80 | 2023.01.17 02:32 | modify | 23 | 0.10 | 129.161 | 129.005 | 129.905 | ||
| 81 | 2023.01.17 02:32 | modify | 21 | 0.10 | 128.405 | 129.005 | 129.905 | ||
| 82 | 2023.01.17 02:32 | modify | 22 | 0.10 | 129.161 | 129.005 | 129.905 | ||
| 83 | 2023.01.17 02:38 | s/l | 21 | 0.10 | 129.005 | 129.005 | 129.905 | 48.84 | 10745.30 |
| 84 | 2023.01.17 02:38 | s/l | 22 | 0.10 | 129.005 | 129.005 | 129.905 | -12.09 | 10733.21 |
| 85 | 2023.01.17 02:38 | s/l | 23 | 0.10 | 129.005 | 129.005 | 129.905 | -12.09 | 10721.12 |