Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=15; 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 | 2617 | Ticks modelled | 79659 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 955.46 | Gross profit | 1247.02 | Gross loss | -291.56 |
| Profit factor | 4.28 | Expected payoff | 34.12 | ||
| Absolute drawdown | 51.33 | Maximal drawdown | 211.42 (2.06%) | Relative drawdown | 2.06% (211.42) |
| Total trades | 28 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
| Largest | profit trade | 116.37 | loss trade | -100.17 | |
| Average | profit trade | 62.35 | loss trade | -36.45 | |
| Maximum | consecutive wins (profit in money) | 7 (436.44) | consecutive losses (loss in money) | 3 (-57.08) | |
| Maximal | consecutive profit (count of wins) | 436.44 (7) | consecutive loss (count of losses) | -100.17 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 140.164 | 137.364 | ||
| 3 | 2022.07.18 00:55 | sell | 2 | 0.10 | 138.177 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 00:55 | modify | 2 | 0.10 | 138.177 | 138.339 | 137.364 | ||
| 5 | 2022.07.18 00:55 | modify | 1 | 0.10 | 138.864 | 138.339 | 137.364 | ||
| 6 | 2022.07.18 01:40 | sell | 3 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 01:40 | modify | 3 | 0.10 | 138.025 | 138.489 | 137.364 | ||
| 8 | 2022.07.18 01:40 | sell | 4 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 9 | 2022.07.18 01:40 | modify | 4 | 0.10 | 138.025 | 138.339 | 137.364 | ||
| 10 | 2022.07.18 01:45 | modify | 3 | 0.10 | 138.025 | 138.339 | 137.364 | ||
| 11 | 2022.07.18 03:30 | s/l | 1 | 0.10 | 138.339 | 138.339 | 137.364 | 34.99 | 10034.99 |
| 12 | 2022.07.18 03:30 | s/l | 2 | 0.10 | 138.339 | 138.339 | 137.364 | -11.70 | 10023.29 |
| 13 | 2022.07.18 03:30 | s/l | 3 | 0.10 | 138.339 | 138.339 | 137.364 | -22.69 | 10000.60 |
| 14 | 2022.07.18 03:30 | s/l | 4 | 0.10 | 138.339 | 138.339 | 137.364 | -22.69 | 9977.91 |
| 15 | 2022.08.02 12:00 | buy | 5 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 16 | 2022.08.02 12:00 | modify | 5 | 0.10 | 131.019 | 129.719 | 132.519 | ||
| 17 | 2022.08.02 14:30 | buy | 6 | 0.10 | 131.707 | 0.000 | 0.000 | ||
| 18 | 2022.08.02 14:30 | modify | 6 | 0.10 | 131.707 | 131.544 | 132.519 | ||
| 19 | 2022.08.02 14:30 | modify | 5 | 0.10 | 131.019 | 131.544 | 132.519 | ||
| 20 | 2022.08.02 14:40 | buy | 7 | 0.10 | 131.846 | 0.000 | 0.000 | ||
| 21 | 2022.08.02 14:40 | modify | 7 | 0.10 | 131.846 | 131.394 | 132.519 | ||
| 22 | 2022.08.02 14:40 | buy | 8 | 0.10 | 131.846 | 0.000 | 0.000 | ||
| 23 | 2022.08.02 14:40 | modify | 8 | 0.10 | 131.846 | 131.544 | 132.519 | ||
| 24 | 2022.08.02 14:45 | modify | 7 | 0.10 | 131.846 | 131.544 | 132.519 | ||
| 25 | 2022.08.02 17:20 | t/p | 5 | 0.10 | 132.519 | 131.544 | 132.519 | 113.17 | 10091.08 |
| 26 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.544 | 132.519 | 61.26 | 10152.34 |
| 27 | 2022.08.02 17:20 | t/p | 7 | 0.10 | 132.519 | 131.544 | 132.519 | 50.78 | 10203.12 |
| 28 | 2022.08.02 17:20 | t/p | 8 | 0.10 | 132.519 | 131.544 | 132.519 | 50.78 | 10253.90 |
| 29 | 2022.08.29 12:00 | sell | 9 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 30 | 2022.08.29 12:00 | modify | 9 | 0.10 | 138.570 | 139.870 | 137.070 | ||
| 31 | 2022.09.01 14:20 | s/l | 9 | 0.10 | 139.870 | 139.870 | 137.070 | -100.17 | 10153.73 |
| 32 | 2022.09.07 08:00 | sell | 10 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 33 | 2022.09.07 08:00 | modify | 10 | 0.10 | 143.899 | 145.199 | 142.399 | ||
| 34 | 2022.09.09 03:40 | sell | 11 | 0.10 | 143.051 | 0.000 | 0.000 | ||
| 35 | 2022.09.09 03:40 | modify | 11 | 0.10 | 143.051 | 143.524 | 142.399 | ||
| 36 | 2022.09.09 03:40 | sell | 12 | 0.10 | 143.051 | 0.000 | 0.000 | ||
| 37 | 2022.09.09 03:40 | modify | 12 | 0.10 | 143.051 | 143.374 | 142.399 | ||
| 38 | 2022.09.09 03:40 | modify | 10 | 0.10 | 143.899 | 143.374 | 142.399 | ||
| 39 | 2022.09.09 03:45 | modify | 11 | 0.10 | 143.051 | 143.374 | 142.399 | ||
| 40 | 2022.09.09 07:30 | t/p | 10 | 0.10 | 142.399 | 143.374 | 142.399 | 99.48 | 10253.21 |
| 41 | 2022.09.09 07:30 | t/p | 11 | 0.10 | 142.399 | 143.374 | 142.399 | 45.79 | 10299.00 |
| 42 | 2022.09.09 07:30 | t/p | 12 | 0.10 | 142.399 | 143.374 | 142.399 | 45.79 | 10344.79 |
| 43 | 2022.10.27 04:00 | buy | 13 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 44 | 2022.10.27 04:00 | modify | 13 | 0.10 | 146.152 | 144.852 | 147.652 | ||
| 45 | 2022.10.28 07:20 | buy | 14 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 46 | 2022.10.28 07:20 | modify | 14 | 0.10 | 146.840 | 146.677 | 147.652 | ||
| 47 | 2022.10.28 07:20 | modify | 13 | 0.10 | 146.152 | 146.677 | 147.652 | ||
| 48 | 2022.10.28 07:30 | buy | 15 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 49 | 2022.10.28 07:30 | modify | 15 | 0.10 | 147.004 | 146.527 | 147.652 | ||
| 50 | 2022.10.28 07:30 | buy | 16 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 51 | 2022.10.28 07:30 | modify | 16 | 0.10 | 147.004 | 146.677 | 147.652 | ||
| 52 | 2022.10.28 07:35 | modify | 15 | 0.10 | 147.004 | 146.677 | 147.652 | ||
| 53 | 2022.10.28 09:30 | t/p | 13 | 0.10 | 147.652 | 146.677 | 147.652 | 102.70 | 10447.49 |
| 54 | 2022.10.28 09:30 | t/p | 14 | 0.10 | 147.652 | 146.677 | 147.652 | 54.96 | 10502.45 |
| 55 | 2022.10.28 09:30 | t/p | 15 | 0.10 | 147.652 | 146.677 | 147.652 | 43.86 | 10546.31 |
| 56 | 2022.10.28 09:30 | t/p | 16 | 0.10 | 147.652 | 146.677 | 147.652 | 43.86 | 10590.17 |
| 57 | 2022.12.02 04:00 | buy | 17 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 58 | 2022.12.02 04:00 | modify | 17 | 0.10 | 135.187 | 133.887 | 136.687 | ||
| 59 | 2022.12.02 08:40 | s/l | 17 | 0.10 | 133.887 | 133.887 | 136.687 | -97.29 | 10492.88 |
| 60 | 2023.02.02 04:00 | buy | 18 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 61 | 2023.02.02 04:00 | modify | 18 | 0.10 | 128.637 | 127.337 | 130.137 | ||
| 62 | 2023.02.03 13:40 | t/p | 18 | 0.10 | 130.137 | 127.337 | 130.137 | 116.37 | 10609.25 |
| 63 | 2023.02.27 04:00 | sell | 19 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 64 | 2023.02.27 04:00 | modify | 19 | 0.10 | 136.354 | 137.654 | 134.854 | ||
| 65 | 2023.03.01 10:40 | sell | 20 | 0.10 | 135.650 | 0.000 | 0.000 | ||
| 66 | 2023.03.01 10:40 | modify | 20 | 0.10 | 135.650 | 135.829 | 134.854 | ||
| 67 | 2023.03.01 10:40 | modify | 19 | 0.10 | 136.354 | 135.829 | 134.854 | ||
| 68 | 2023.03.01 14:20 | s/l | 19 | 0.10 | 135.829 | 135.829 | 134.854 | 35.69 | 10644.95 |
| 69 | 2023.03.01 14:20 | s/l | 20 | 0.10 | 135.829 | 135.829 | 134.854 | -13.18 | 10631.77 |
| 70 | 2023.03.20 12:00 | buy | 21 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 71 | 2023.03.20 12:00 | modify | 21 | 0.10 | 131.079 | 129.779 | 132.579 | ||
| 72 | 2023.03.20 14:30 | buy | 22 | 0.10 | 131.761 | 0.000 | 0.000 | ||
| 73 | 2023.03.20 14:30 | modify | 22 | 0.10 | 131.761 | 131.604 | 132.579 | ||
| 74 | 2023.03.20 14:30 | modify | 21 | 0.10 | 131.079 | 131.604 | 132.579 | ||
| 75 | 2023.03.20 15:40 | s/l | 21 | 0.10 | 131.604 | 131.604 | 132.579 | 39.90 | 10671.67 |
| 76 | 2023.03.20 15:40 | s/l | 22 | 0.10 | 131.604 | 131.604 | 132.579 | -11.93 | 10659.74 |
| 77 | 2023.05.01 08:00 | sell | 23 | 0.10 | 136.716 | 0.000 | 0.000 | ||
| 78 | 2023.05.01 08:00 | modify | 23 | 0.10 | 136.716 | 138.016 | 135.216 | ||
| 79 | 2023.05.03 01:50 | sell | 24 | 0.10 | 136.025 | 0.000 | 0.000 | ||
| 80 | 2023.05.03 01:50 | modify | 24 | 0.10 | 136.025 | 136.191 | 135.216 | ||
| 81 | 2023.05.03 01:50 | modify | 23 | 0.10 | 136.716 | 136.191 | 135.216 | ||
| 82 | 2023.05.03 05:40 | sell | 25 | 0.10 | 135.874 | 0.000 | 0.000 | ||
| 83 | 2023.05.03 05:40 | modify | 25 | 0.10 | 135.874 | 136.341 | 135.216 | ||
| 84 | 2023.05.03 05:40 | sell | 26 | 0.10 | 135.874 | 0.000 | 0.000 | ||
| 85 | 2023.05.03 05:40 | modify | 26 | 0.10 | 135.874 | 136.191 | 135.216 | ||
| 86 | 2023.05.03 05:45 | modify | 25 | 0.10 | 135.874 | 136.191 | 135.216 | ||
| 87 | 2023.05.03 14:40 | t/p | 23 | 0.10 | 135.216 | 136.191 | 135.216 | 108.06 | 10767.80 |
| 88 | 2023.05.03 14:40 | t/p | 24 | 0.10 | 135.216 | 136.191 | 135.216 | 59.86 | 10827.66 |
| 89 | 2023.05.03 14:40 | t/p | 25 | 0.10 | 135.216 | 136.191 | 135.216 | 48.69 | 10876.35 |
| 90 | 2023.05.03 14:40 | t/p | 26 | 0.10 | 135.216 | 136.191 | 135.216 | 48.69 | 10925.04 |
| 91 | 2023.05.04 08:00 | buy | 27 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 92 | 2023.05.04 08:00 | modify | 27 | 0.10 | 134.701 | 133.401 | 136.201 | ||
| 93 | 2023.05.09 13:15 | buy | 28 | 0.10 | 135.387 | 0.000 | 0.000 | ||
| 94 | 2023.05.09 13:15 | modify | 28 | 0.10 | 135.387 | 135.226 | 136.201 | ||
| 95 | 2023.05.09 13:15 | modify | 27 | 0.10 | 134.701 | 135.226 | 136.201 | ||
| 96 | 2023.05.09 13:30 | s/l | 27 | 0.10 | 135.226 | 135.226 | 136.201 | 42.33 | 10967.37 |
| 97 | 2023.05.09 13:30 | s/l | 28 | 0.10 | 135.226 | 135.226 | 136.201 | -11.91 | 10955.46 |