Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1917 | Ticks modelled | 59510158 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 230.74 | Gross profit | 565.69 | Gross loss | -334.95 |
| Profit factor | 1.69 | Expected payoff | 9.23 | ||
| Absolute drawdown | 69.82 | Maximal drawdown | 230.15 (2.27%) | Relative drawdown | 2.27% (230.15) |
| Total trades | 25 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 14 (56.00%) | Loss trades (% of total) | 11 (44.00%) | ||
| Largest | profit trade | 100.52 | loss trade | -43.58 | |
| Average | profit trade | 40.41 | loss trade | -30.45 | |
| Maximum | consecutive wins (profit in money) | 4 (246.26) | consecutive losses (loss in money) | 2 (-86.66) | |
| Maximal | consecutive profit (count of wins) | 246.26 (4) | consecutive loss (count of losses) | -86.66 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.08 20:00 | sell | 1 | 0.10 | 143.844 | 0.000 | 0.000 | ||
| 2 | 2022.06.08 20:00 | modify | 1 | 0.10 | 143.844 | 144.444 | 142.444 | ||
| 3 | 2022.06.09 05:46 | sell | 2 | 0.10 | 143.354 | 0.000 | 0.000 | ||
| 4 | 2022.06.09 05:46 | modify | 2 | 0.10 | 143.354 | 143.704 | 142.444 | ||
| 5 | 2022.06.09 05:46 | modify | 1 | 0.10 | 143.844 | 143.704 | 142.444 | ||
| 6 | 2022.06.09 07:38 | sell | 3 | 0.10 | 143.004 | 0.000 | 0.000 | ||
| 7 | 2022.06.09 07:38 | modify | 3 | 0.10 | 143.004 | 143.284 | 142.444 | ||
| 8 | 2022.06.09 07:38 | sell | 4 | 0.10 | 143.004 | 0.000 | 0.000 | ||
| 9 | 2022.06.09 07:38 | modify | 4 | 0.10 | 143.004 | 143.354 | 142.444 | ||
| 10 | 2022.06.09 07:38 | modify | 2 | 0.10 | 143.354 | 143.354 | 142.444 | ||
| 11 | 2022.06.09 07:38 | modify | 1 | 0.10 | 143.844 | 143.354 | 142.444 | ||
| 12 | 2022.06.09 07:38 | modify | 3 | 0.10 | 143.004 | 143.354 | 142.444 | ||
| 13 | 2022.06.09 11:43 | s/l | 1 | 0.10 | 143.354 | 143.354 | 142.444 | 33.38 | 10033.38 |
| 14 | 2022.06.09 11:43 | s/l | 2 | 0.10 | 143.354 | 143.354 | 142.444 | 0.00 | 10033.38 |
| 15 | 2022.06.09 11:43 | s/l | 3 | 0.10 | 143.354 | 143.354 | 142.444 | -25.08 | 10008.30 |
| 16 | 2022.06.09 11:43 | s/l | 4 | 0.10 | 143.354 | 143.354 | 142.444 | -25.08 | 9983.22 |
| 17 | 2022.07.06 16:00 | buy | 5 | 0.10 | 138.004 | 0.000 | 0.000 | ||
| 18 | 2022.07.06 16:00 | modify | 5 | 0.10 | 138.004 | 137.404 | 139.404 | ||
| 19 | 2022.07.06 18:33 | buy | 6 | 0.10 | 138.494 | 0.000 | 0.000 | ||
| 20 | 2022.07.06 18:33 | modify | 6 | 0.10 | 138.494 | 138.144 | 139.404 | ||
| 21 | 2022.07.06 18:33 | modify | 5 | 0.10 | 138.004 | 138.144 | 139.404 | ||
| 22 | 2022.07.07 01:08 | s/l | 5 | 0.10 | 138.144 | 138.144 | 139.404 | 10.96 | 9994.18 |
| 23 | 2022.07.07 01:08 | s/l | 6 | 0.10 | 138.144 | 138.144 | 139.404 | -24.22 | 9969.96 |
| 24 | 2022.08.02 12:00 | buy | 7 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 12:00 | modify | 7 | 0.10 | 133.951 | 133.351 | 135.351 | ||
| 26 | 2022.08.02 14:50 | buy | 8 | 0.10 | 134.441 | 0.000 | 0.000 | ||
| 27 | 2022.08.02 14:50 | modify | 8 | 0.10 | 134.441 | 134.091 | 135.351 | ||
| 28 | 2022.08.02 14:50 | modify | 7 | 0.10 | 133.951 | 134.091 | 135.351 | ||
| 29 | 2022.08.02 15:44 | buy | 9 | 0.10 | 134.791 | 0.000 | 0.000 | ||
| 30 | 2022.08.02 15:44 | modify | 9 | 0.10 | 134.791 | 134.511 | 135.351 | ||
| 31 | 2022.08.02 15:44 | buy | 10 | 0.10 | 134.791 | 0.000 | 0.000 | ||
| 32 | 2022.08.02 15:44 | modify | 10 | 0.10 | 134.791 | 134.441 | 135.351 | ||
| 33 | 2022.08.02 15:44 | modify | 8 | 0.10 | 134.441 | 134.441 | 135.351 | ||
| 34 | 2022.08.02 15:44 | modify | 7 | 0.10 | 133.951 | 134.441 | 135.351 | ||
| 35 | 2022.08.02 15:44 | modify | 9 | 0.10 | 134.791 | 134.441 | 135.351 | ||
| 36 | 2022.08.02 18:22 | t/p | 7 | 0.10 | 135.351 | 134.441 | 135.351 | 100.52 | 10070.48 |
| 37 | 2022.08.02 18:22 | t/p | 8 | 0.10 | 135.351 | 134.441 | 135.351 | 65.34 | 10135.82 |
| 38 | 2022.08.02 18:22 | t/p | 9 | 0.10 | 135.351 | 134.441 | 135.351 | 40.20 | 10176.02 |
| 39 | 2022.08.02 18:22 | t/p | 10 | 0.10 | 135.351 | 134.441 | 135.351 | 40.20 | 10216.22 |
| 40 | 2022.08.29 20:00 | sell | 11 | 0.10 | 138.634 | 0.000 | 0.000 | ||
| 41 | 2022.08.29 20:00 | modify | 11 | 0.10 | 138.634 | 139.234 | 137.234 | ||
| 42 | 2022.08.30 16:15 | s/l | 11 | 0.10 | 139.234 | 139.234 | 137.234 | -43.58 | 10172.65 |
| 43 | 2022.10.04 20:00 | sell | 12 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 44 | 2022.10.04 20:00 | modify | 12 | 0.10 | 143.909 | 144.509 | 142.509 | ||
| 45 | 2022.10.05 00:11 | sell | 13 | 0.10 | 143.418 | 0.000 | 0.000 | ||
| 46 | 2022.10.05 00:11 | modify | 13 | 0.10 | 143.418 | 143.769 | 142.509 | ||
| 47 | 2022.10.05 00:11 | modify | 12 | 0.10 | 143.909 | 143.769 | 142.509 | ||
| 48 | 2022.10.05 01:52 | s/l | 12 | 0.10 | 143.769 | 143.769 | 142.509 | 9.45 | 10182.10 |
| 49 | 2022.10.05 01:52 | s/l | 13 | 0.10 | 143.769 | 143.769 | 142.509 | -25.15 | 10156.95 |
| 50 | 2022.11.10 20:00 | buy | 14 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 51 | 2022.11.10 20:00 | modify | 14 | 0.10 | 144.409 | 143.809 | 145.809 | ||
| 52 | 2022.11.10 21:03 | s/l | 14 | 0.10 | 143.809 | 143.809 | 145.809 | -43.08 | 10113.87 |
| 53 | 2022.11.11 16:00 | buy | 15 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 54 | 2022.11.11 16:00 | modify | 15 | 0.10 | 143.620 | 143.020 | 145.020 | ||
| 55 | 2022.11.13 22:11 | buy | 16 | 0.10 | 144.114 | 0.000 | 0.000 | ||
| 56 | 2022.11.13 22:11 | modify | 16 | 0.10 | 144.114 | 143.760 | 145.020 | ||
| 57 | 2022.11.13 22:11 | modify | 15 | 0.10 | 143.620 | 143.760 | 145.020 | ||
| 58 | 2022.11.13 23:00 | s/l | 15 | 0.10 | 143.760 | 143.760 | 145.020 | 10.06 | 10123.93 |
| 59 | 2022.11.13 23:00 | s/l | 16 | 0.10 | 143.760 | 143.760 | 145.020 | -25.42 | 10098.51 |
| 60 | 2022.12.15 20:00 | sell | 17 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 61 | 2022.12.15 20:00 | modify | 17 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 62 | 2022.12.16 07:53 | sell | 18 | 0.10 | 145.960 | 0.000 | 0.000 | ||
| 63 | 2022.12.16 07:53 | modify | 18 | 0.10 | 145.960 | 146.310 | 145.050 | ||
| 64 | 2022.12.16 07:53 | modify | 17 | 0.10 | 146.450 | 146.310 | 145.050 | ||
| 65 | 2022.12.16 09:56 | sell | 19 | 0.10 | 145.610 | 0.000 | 0.000 | ||
| 66 | 2022.12.16 09:56 | modify | 19 | 0.10 | 145.610 | 145.890 | 145.050 | ||
| 67 | 2022.12.16 09:56 | sell | 20 | 0.10 | 145.610 | 0.000 | 0.000 | ||
| 68 | 2022.12.16 09:56 | modify | 20 | 0.10 | 145.610 | 145.960 | 145.050 | ||
| 69 | 2022.12.16 09:56 | modify | 18 | 0.10 | 145.960 | 145.960 | 145.050 | ||
| 70 | 2022.12.16 09:56 | modify | 17 | 0.10 | 146.450 | 145.960 | 145.050 | ||
| 71 | 2022.12.16 09:56 | modify | 19 | 0.10 | 145.610 | 145.960 | 145.050 | ||
| 72 | 2022.12.16 15:44 | t/p | 17 | 0.10 | 145.050 | 145.960 | 145.050 | 99.75 | 10198.26 |
| 73 | 2022.12.16 15:44 | t/p | 18 | 0.10 | 145.050 | 145.960 | 145.050 | 65.21 | 10263.47 |
| 74 | 2022.12.16 15:44 | t/p | 19 | 0.10 | 145.050 | 145.960 | 145.050 | 40.13 | 10303.60 |
| 75 | 2022.12.16 15:44 | t/p | 20 | 0.10 | 145.050 | 145.960 | 145.050 | 40.13 | 10343.73 |
| 76 | 2022.12.20 12:00 | buy | 21 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 77 | 2022.12.20 12:00 | modify | 21 | 0.10 | 140.997 | 140.397 | 142.397 | ||
| 78 | 2022.12.20 13:51 | s/l | 21 | 0.10 | 140.397 | 140.397 | 142.397 | -43.08 | 10300.65 |
| 79 | 2023.04.28 20:00 | sell | 22 | 0.10 | 150.035 | 0.000 | 0.000 | ||
| 80 | 2023.04.28 20:00 | modify | 22 | 0.10 | 150.035 | 150.635 | 148.635 | ||
| 81 | 2023.05.01 02:45 | s/l | 22 | 0.10 | 150.635 | 150.635 | 148.635 | -43.58 | 10257.08 |
| 82 | 2023.05.11 16:00 | buy | 23 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 83 | 2023.05.11 16:00 | modify | 23 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 84 | 2023.05.12 06:17 | buy | 24 | 0.10 | 147.292 | 0.000 | 0.000 | ||
| 85 | 2023.05.12 06:17 | modify | 24 | 0.10 | 147.292 | 146.941 | 148.201 | ||
| 86 | 2023.05.12 06:17 | modify | 23 | 0.10 | 146.801 | 146.941 | 148.201 | ||
| 87 | 2023.05.12 08:11 | s/l | 23 | 0.10 | 146.941 | 146.941 | 148.201 | 10.35 | 10267.43 |
| 88 | 2023.05.12 08:11 | s/l | 24 | 0.10 | 146.941 | 146.941 | 148.201 | -25.20 | 10242.23 |
| 89 | 2023.05.31 20:00 | buy | 25 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 90 | 2023.05.31 20:00 | modify | 25 | 0.10 | 148.939 | 148.339 | 150.339 | ||
| 91 | 2023.05.31 23:59 | close at stop | 25 | 0.10 | 148.779 | 148.339 | 150.339 | -11.49 | 10230.74 |