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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 703.61 | Gross profit | 1589.03 | Gross loss | -885.42 |
| Profit factor | 1.79 | Expected payoff | 17.59 | ||
| Absolute drawdown | 155.92 | Maximal drawdown | 285.35 (2.79%) | Relative drawdown | 2.79% (285.35) |
| Total trades | 40 | Short positions (won %) | 28 (64.29%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 27 (67.50%) | Loss trades (% of total) | 13 (32.50%) | ||
| Largest | profit trade | 116.37 | loss trade | -116.83 | |
| Average | profit trade | 58.85 | loss trade | -68.11 | |
| Maximum | consecutive wins (profit in money) | 7 (440.33) | consecutive losses (loss in money) | 2 (-213.20) | |
| Maximal | consecutive profit (count of wins) | 440.33 (7) | consecutive loss (count of losses) | -213.20 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.02 00:00 | sell | 1 | 0.10 | 130.125 | 0.000 | 0.000 | ||
| 2 | 2022.06.02 00:00 | modify | 1 | 0.10 | 130.125 | 131.625 | 128.625 | ||
| 3 | 2022.06.06 15:40 | s/l | 1 | 0.10 | 131.625 | 131.625 | 128.625 | -116.83 | 9883.17 |
| 4 | 2022.07.14 12:00 | sell | 2 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 5 | 2022.07.14 12:00 | modify | 2 | 0.10 | 138.864 | 140.364 | 137.364 | ||
| 6 | 2022.07.18 00:55 | sell | 3 | 0.10 | 138.177 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 00:55 | modify | 3 | 0.10 | 138.177 | 138.564 | 137.364 | ||
| 8 | 2022.07.18 00:55 | modify | 2 | 0.10 | 138.864 | 138.564 | 137.364 | ||
| 9 | 2022.07.18 01:40 | sell | 4 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 01:40 | modify | 4 | 0.10 | 138.025 | 138.489 | 137.364 | ||
| 11 | 2022.07.18 01:40 | modify | 3 | 0.10 | 138.177 | 138.489 | 137.364 | ||
| 12 | 2022.07.18 01:40 | modify | 2 | 0.10 | 138.864 | 138.489 | 137.364 | ||
| 13 | 2022.07.19 06:30 | sell | 5 | 0.10 | 137.810 | 0.000 | 0.000 | ||
| 14 | 2022.07.19 06:30 | modify | 5 | 0.10 | 137.810 | 138.039 | 137.364 | ||
| 15 | 2022.07.19 06:30 | modify | 4 | 0.10 | 138.025 | 138.039 | 137.364 | ||
| 16 | 2022.07.19 06:30 | modify | 3 | 0.10 | 138.177 | 138.039 | 137.364 | ||
| 17 | 2022.07.19 06:30 | modify | 2 | 0.10 | 138.864 | 138.039 | 137.364 | ||
| 18 | 2022.07.19 07:15 | s/l | 2 | 0.10 | 138.039 | 138.039 | 137.364 | 55.35 | 9938.53 |
| 19 | 2022.07.19 07:15 | s/l | 3 | 0.10 | 138.039 | 138.039 | 137.364 | 8.52 | 9947.05 |
| 20 | 2022.07.19 07:15 | s/l | 4 | 0.10 | 138.039 | 138.039 | 137.364 | -2.49 | 9944.56 |
| 21 | 2022.07.19 07:15 | s/l | 5 | 0.10 | 138.039 | 138.039 | 137.364 | -16.59 | 9927.97 |
| 22 | 2022.08.02 12:00 | buy | 6 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 23 | 2022.08.02 12:00 | modify | 6 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 24 | 2022.08.02 14:30 | buy | 7 | 0.10 | 131.707 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 14:30 | modify | 7 | 0.10 | 131.707 | 131.319 | 132.519 | ||
| 26 | 2022.08.02 14:30 | modify | 6 | 0.10 | 131.019 | 131.319 | 132.519 | ||
| 27 | 2022.08.02 14:40 | buy | 8 | 0.10 | 131.846 | 0.000 | 0.000 | ||
| 28 | 2022.08.02 14:40 | modify | 8 | 0.10 | 131.846 | 131.394 | 132.519 | ||
| 29 | 2022.08.02 14:40 | modify | 7 | 0.10 | 131.707 | 131.394 | 132.519 | ||
| 30 | 2022.08.02 14:40 | modify | 6 | 0.10 | 131.019 | 131.394 | 132.519 | ||
| 31 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.394 | 132.519 | 113.17 | 10041.14 |
| 32 | 2022.08.02 17:20 | t/p | 7 | 0.10 | 132.519 | 131.394 | 132.519 | 61.26 | 10102.40 |
| 33 | 2022.08.02 17:20 | t/p | 8 | 0.10 | 132.519 | 131.394 | 132.519 | 50.78 | 10153.18 |
| 34 | 2022.08.29 12:00 | sell | 9 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 35 | 2022.08.29 12:00 | modify | 9 | 0.10 | 138.570 | 140.070 | 137.070 | ||
| 36 | 2022.09.01 14:33 | s/l | 9 | 0.10 | 140.070 | 140.070 | 137.070 | -114.30 | 10038.88 |
| 37 | 2022.09.07 08:00 | sell | 10 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 38 | 2022.09.07 08:00 | modify | 10 | 0.10 | 143.899 | 145.399 | 142.399 | ||
| 39 | 2022.09.09 03:40 | sell | 11 | 0.10 | 143.051 | 0.000 | 0.000 | ||
| 40 | 2022.09.09 03:40 | modify | 11 | 0.10 | 143.051 | 143.524 | 142.399 | ||
| 41 | 2022.09.09 03:40 | modify | 10 | 0.10 | 143.899 | 143.524 | 142.399 | ||
| 42 | 2022.09.09 06:30 | sell | 12 | 0.10 | 142.842 | 0.000 | 0.000 | ||
| 43 | 2022.09.09 06:30 | modify | 12 | 0.10 | 142.842 | 143.074 | 142.399 | ||
| 44 | 2022.09.09 06:30 | modify | 11 | 0.10 | 143.051 | 143.074 | 142.399 | ||
| 45 | 2022.09.09 06:30 | modify | 10 | 0.10 | 143.899 | 143.074 | 142.399 | ||
| 46 | 2022.09.09 07:30 | t/p | 10 | 0.10 | 142.399 | 143.074 | 142.399 | 99.48 | 10138.35 |
| 47 | 2022.09.09 07:30 | t/p | 11 | 0.10 | 142.399 | 143.074 | 142.399 | 45.79 | 10184.14 |
| 48 | 2022.09.09 07:30 | t/p | 12 | 0.10 | 142.399 | 143.074 | 142.399 | 31.11 | 10215.25 |
| 49 | 2022.10.12 08:00 | sell | 13 | 0.10 | 146.169 | 0.000 | 0.000 | ||
| 50 | 2022.10.12 08:00 | modify | 13 | 0.10 | 146.169 | 147.669 | 144.669 | ||
| 51 | 2022.10.13 13:15 | s/l | 13 | 0.10 | 147.669 | 147.669 | 144.669 | -105.97 | 10109.29 |
| 52 | 2022.10.17 00:00 | sell | 14 | 0.10 | 148.635 | 0.000 | 0.000 | ||
| 53 | 2022.10.17 00:00 | modify | 14 | 0.10 | 148.635 | 150.135 | 147.135 | ||
| 54 | 2022.10.20 18:20 | s/l | 14 | 0.10 | 150.135 | 150.135 | 147.135 | -107.23 | 10002.05 |
| 55 | 2022.10.27 04:00 | buy | 15 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 56 | 2022.10.27 04:00 | modify | 15 | 0.10 | 146.152 | 144.652 | 147.652 | ||
| 57 | 2022.10.28 07:20 | buy | 16 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 58 | 2022.10.28 07:20 | modify | 16 | 0.10 | 146.840 | 146.452 | 147.652 | ||
| 59 | 2022.10.28 07:20 | modify | 15 | 0.10 | 146.152 | 146.452 | 147.652 | ||
| 60 | 2022.10.28 07:30 | buy | 17 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 61 | 2022.10.28 07:30 | modify | 17 | 0.10 | 147.004 | 146.527 | 147.652 | ||
| 62 | 2022.10.28 07:30 | modify | 16 | 0.10 | 146.840 | 146.527 | 147.652 | ||
| 63 | 2022.10.28 07:30 | modify | 15 | 0.10 | 146.152 | 146.527 | 147.652 | ||
| 64 | 2022.10.28 09:30 | t/p | 15 | 0.10 | 147.652 | 146.527 | 147.652 | 102.70 | 10104.76 |
| 65 | 2022.10.28 09:30 | t/p | 16 | 0.10 | 147.652 | 146.527 | 147.652 | 54.96 | 10159.72 |
| 66 | 2022.10.28 09:30 | t/p | 17 | 0.10 | 147.652 | 146.527 | 147.652 | 43.86 | 10203.58 |
| 67 | 2022.11.22 00:00 | sell | 18 | 0.10 | 142.087 | 0.000 | 0.000 | ||
| 68 | 2022.11.22 00:00 | modify | 18 | 0.10 | 142.087 | 143.587 | 140.587 | ||
| 69 | 2022.11.22 10:25 | sell | 19 | 0.10 | 141.262 | 0.000 | 0.000 | ||
| 70 | 2022.11.22 10:25 | modify | 19 | 0.10 | 141.262 | 141.712 | 140.587 | ||
| 71 | 2022.11.22 10:25 | modify | 18 | 0.10 | 142.087 | 141.712 | 140.587 | ||
| 72 | 2022.11.22 16:20 | sell | 20 | 0.10 | 141.395 | 0.000 | 0.000 | ||
| 73 | 2022.11.22 16:20 | modify | 20 | 0.10 | 141.395 | 141.787 | 140.587 | ||
| 74 | 2022.11.22 16:25 | modify | 20 | 0.10 | 141.395 | 141.712 | 140.587 | ||
| 75 | 2022.11.23 13:50 | sell | 21 | 0.10 | 141.018 | 0.000 | 0.000 | ||
| 76 | 2022.11.23 13:50 | modify | 21 | 0.10 | 141.018 | 141.262 | 140.587 | ||
| 77 | 2022.11.23 13:50 | modify | 19 | 0.10 | 141.262 | 141.262 | 140.587 | ||
| 78 | 2022.11.23 13:50 | modify | 20 | 0.10 | 141.395 | 141.262 | 140.587 | ||
| 79 | 2022.11.23 13:50 | modify | 18 | 0.10 | 142.087 | 141.262 | 140.587 | ||
| 80 | 2022.11.23 14:30 | t/p | 18 | 0.10 | 140.587 | 141.262 | 140.587 | 105.39 | 10308.97 |
| 81 | 2022.11.23 14:30 | t/p | 19 | 0.10 | 140.587 | 141.262 | 140.587 | 46.62 | 10355.59 |
| 82 | 2022.11.23 14:30 | t/p | 20 | 0.10 | 140.587 | 141.262 | 140.587 | 56.09 | 10411.68 |
| 83 | 2022.11.23 14:30 | t/p | 21 | 0.10 | 140.587 | 141.262 | 140.587 | 30.70 | 10442.38 |
| 84 | 2022.12.02 04:00 | buy | 22 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 85 | 2022.12.02 04:00 | modify | 22 | 0.10 | 135.187 | 133.687 | 136.687 | ||
| 86 | 2022.12.02 08:40 | s/l | 22 | 0.10 | 133.687 | 133.687 | 136.687 | -112.26 | 10330.12 |
| 87 | 2022.12.16 00:00 | sell | 23 | 0.10 | 137.746 | 0.000 | 0.000 | ||
| 88 | 2022.12.16 00:00 | modify | 23 | 0.10 | 137.746 | 139.246 | 136.246 | ||
| 89 | 2022.12.16 10:40 | sell | 24 | 0.10 | 137.048 | 0.000 | 0.000 | ||
| 90 | 2022.12.16 10:40 | modify | 24 | 0.10 | 137.048 | 137.446 | 136.246 | ||
| 91 | 2022.12.16 10:40 | modify | 23 | 0.10 | 137.746 | 137.446 | 136.246 | ||
| 92 | 2022.12.16 14:40 | sell | 25 | 0.10 | 136.689 | 0.000 | 0.000 | ||
| 93 | 2022.12.16 14:40 | modify | 25 | 0.10 | 136.689 | 136.921 | 136.246 | ||
| 94 | 2022.12.16 14:40 | modify | 24 | 0.10 | 137.048 | 136.921 | 136.246 | ||
| 95 | 2022.12.16 14:40 | modify | 23 | 0.10 | 137.746 | 136.921 | 136.246 | ||
| 96 | 2022.12.16 14:55 | s/l | 23 | 0.10 | 136.921 | 136.921 | 136.246 | 60.24 | 10390.36 |
| 97 | 2022.12.16 14:55 | s/l | 24 | 0.10 | 136.921 | 136.921 | 136.246 | 9.28 | 10399.64 |
| 98 | 2022.12.16 14:55 | s/l | 25 | 0.10 | 136.921 | 136.921 | 136.246 | -16.94 | 10382.70 |
| 99 | 2023.01.02 04:00 | buy | 26 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 100 | 2023.01.02 04:00 | modify | 26 | 0.10 | 130.926 | 129.426 | 132.426 | ||
| 101 | 2023.01.04 17:30 | t/p | 26 | 0.10 | 132.426 | 129.426 | 132.426 | 115.52 | 10498.22 |
| 102 | 2023.01.13 12:00 | buy | 27 | 0.10 | 128.778 | 0.000 | 0.000 | ||
| 103 | 2023.01.13 12:00 | modify | 27 | 0.10 | 128.778 | 127.278 | 130.278 | ||
| 104 | 2023.01.16 02:40 | s/l | 27 | 0.10 | 127.278 | 127.278 | 130.278 | -116.74 | 10381.48 |
| 105 | 2023.02.02 04:00 | buy | 28 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 106 | 2023.02.02 04:00 | modify | 28 | 0.10 | 128.637 | 127.137 | 130.137 | ||
| 107 | 2023.02.03 13:40 | t/p | 28 | 0.10 | 130.137 | 127.137 | 130.137 | 116.37 | 10497.86 |
| 108 | 2023.02.06 04:00 | sell | 29 | 0.10 | 131.898 | 0.000 | 0.000 | ||
| 109 | 2023.02.06 04:00 | modify | 29 | 0.10 | 131.898 | 133.398 | 130.398 | ||
| 110 | 2023.02.07 15:40 | sell | 30 | 0.10 | 131.221 | 0.000 | 0.000 | ||
| 111 | 2023.02.07 15:40 | modify | 30 | 0.10 | 131.221 | 131.598 | 130.398 | ||
| 112 | 2023.02.07 15:40 | modify | 29 | 0.10 | 131.898 | 131.598 | 130.398 | ||
| 113 | 2023.02.07 18:25 | sell | 31 | 0.10 | 130.848 | 0.000 | 0.000 | ||
| 114 | 2023.02.07 18:25 | modify | 31 | 0.10 | 130.848 | 131.073 | 130.398 | ||
| 115 | 2023.02.07 18:25 | modify | 30 | 0.10 | 131.221 | 131.073 | 130.398 | ||
| 116 | 2023.02.07 18:25 | modify | 29 | 0.10 | 131.898 | 131.073 | 130.398 | ||
| 117 | 2023.02.07 18:30 | s/l | 29 | 0.10 | 131.073 | 131.073 | 130.398 | 61.39 | 10559.25 |
| 118 | 2023.02.07 18:30 | s/l | 30 | 0.10 | 131.073 | 131.073 | 130.398 | 11.28 | 10570.53 |
| 119 | 2023.02.07 18:30 | s/l | 31 | 0.10 | 131.073 | 131.073 | 130.398 | -17.15 | 10553.38 |
| 120 | 2023.02.27 04:00 | sell | 32 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 121 | 2023.02.27 04:00 | modify | 32 | 0.10 | 136.354 | 137.854 | 134.854 | ||
| 122 | 2023.03.01 10:40 | sell | 33 | 0.10 | 135.650 | 0.000 | 0.000 | ||
| 123 | 2023.03.01 10:40 | modify | 33 | 0.10 | 135.650 | 136.054 | 134.854 | ||
| 124 | 2023.03.01 10:40 | modify | 32 | 0.10 | 136.354 | 136.054 | 134.854 | ||
| 125 | 2023.03.01 11:40 | sell | 34 | 0.10 | 135.303 | 0.000 | 0.000 | ||
| 126 | 2023.03.01 11:40 | modify | 34 | 0.10 | 135.303 | 135.529 | 134.854 | ||
| 127 | 2023.03.01 11:40 | modify | 33 | 0.10 | 135.650 | 135.529 | 134.854 | ||
| 128 | 2023.03.01 11:40 | modify | 32 | 0.10 | 136.354 | 135.529 | 134.854 | ||
| 129 | 2023.03.01 13:20 | s/l | 32 | 0.10 | 135.529 | 135.529 | 134.854 | 57.90 | 10611.28 |
| 130 | 2023.03.01 13:20 | s/l | 33 | 0.10 | 135.529 | 135.529 | 134.854 | 8.92 | 10620.20 |
| 131 | 2023.03.01 13:20 | s/l | 34 | 0.10 | 135.529 | 135.529 | 134.854 | -16.66 | 10603.54 |
| 132 | 2023.05.01 08:00 | sell | 35 | 0.10 | 136.716 | 0.000 | 0.000 | ||
| 133 | 2023.05.01 08:00 | modify | 35 | 0.10 | 136.716 | 138.216 | 135.216 | ||
| 134 | 2023.05.03 01:50 | sell | 36 | 0.10 | 136.025 | 0.000 | 0.000 | ||
| 135 | 2023.05.03 01:50 | modify | 36 | 0.10 | 136.025 | 136.416 | 135.216 | ||
| 136 | 2023.05.03 01:50 | modify | 35 | 0.10 | 136.716 | 136.416 | 135.216 | ||
| 137 | 2023.05.03 05:40 | sell | 37 | 0.10 | 135.874 | 0.000 | 0.000 | ||
| 138 | 2023.05.03 05:40 | modify | 37 | 0.10 | 135.874 | 136.341 | 135.216 | ||
| 139 | 2023.05.03 05:40 | modify | 36 | 0.10 | 136.025 | 136.341 | 135.216 | ||
| 140 | 2023.05.03 05:40 | modify | 35 | 0.10 | 136.716 | 136.341 | 135.216 | ||
| 141 | 2023.05.03 14:40 | t/p | 35 | 0.10 | 135.216 | 136.341 | 135.216 | 108.06 | 10711.60 |
| 142 | 2023.05.03 14:40 | t/p | 36 | 0.10 | 135.216 | 136.341 | 135.216 | 59.86 | 10771.46 |
| 143 | 2023.05.03 14:40 | t/p | 37 | 0.10 | 135.216 | 136.341 | 135.216 | 48.69 | 10820.15 |
| 144 | 2023.05.04 08:00 | buy | 38 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 145 | 2023.05.04 08:00 | modify | 38 | 0.10 | 134.701 | 133.201 | 136.201 | ||
| 146 | 2023.05.09 13:15 | buy | 39 | 0.10 | 135.387 | 0.000 | 0.000 | ||
| 147 | 2023.05.09 13:15 | modify | 39 | 0.10 | 135.387 | 135.001 | 136.201 | ||
| 148 | 2023.05.09 13:15 | modify | 38 | 0.10 | 134.701 | 135.001 | 136.201 | ||
| 149 | 2023.05.09 14:40 | s/l | 38 | 0.10 | 135.001 | 135.001 | 136.201 | 25.72 | 10845.88 |
| 150 | 2023.05.09 14:40 | s/l | 39 | 0.10 | 135.001 | 135.001 | 136.201 | -28.60 | 10817.28 |
| 151 | 2023.05.18 00:00 | sell | 40 | 0.10 | 137.602 | 0.000 | 0.000 | ||
| 152 | 2023.05.18 00:00 | modify | 40 | 0.10 | 137.602 | 139.102 | 136.102 | ||
| 153 | 2023.05.24 15:30 | s/l | 40 | 0.10 | 139.102 | 139.102 | 136.102 | -113.66 | 10703.61 |