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=1; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 1113.22 | Gross profit | 1755.45 | Gross loss | -642.23 |
| Profit factor | 2.73 | Expected payoff | 30.09 | ||
| Absolute drawdown | 175.28 | Maximal drawdown | 262.98 (2.37%) | Relative drawdown | 2.37% (262.98) |
| Total trades | 37 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
| Largest | profit trade | 116.37 | loss trade | -78.96 | |
| Average | profit trade | 67.52 | loss trade | -58.38 | |
| Maximum | consecutive wins (profit in money) | 7 (471.09) | consecutive losses (loss in money) | 2 (-152.33) | |
| Maximal | consecutive profit (count of wins) | 471.09 (7) | consecutive loss (count of losses) | -152.33 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 04:00 | sell | 1 | 0.10 | 132.603 | 0.000 | 0.000 | ||
| 2 | 2022.06.07 04:00 | modify | 1 | 0.10 | 132.603 | 133.603 | 131.103 | ||
| 3 | 2022.06.08 07:40 | s/l | 1 | 0.10 | 133.603 | 133.603 | 131.103 | -76.28 | 9923.72 |
| 4 | 2022.06.16 12:00 | buy | 2 | 0.10 | 132.869 | 0.000 | 0.000 | ||
| 5 | 2022.06.16 12:00 | modify | 2 | 0.10 | 132.869 | 131.869 | 134.369 | ||
| 6 | 2022.06.16 15:40 | s/l | 2 | 0.10 | 131.869 | 131.869 | 134.369 | -76.05 | 9847.67 |
| 7 | 2022.07.14 08:00 | sell | 3 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 8 | 2022.07.14 08:00 | modify | 3 | 0.10 | 139.097 | 140.097 | 137.597 | ||
| 9 | 2022.07.15 14:46 | sell | 4 | 0.10 | 138.420 | 0.000 | 0.000 | ||
| 10 | 2022.07.15 14:46 | modify | 4 | 0.10 | 138.420 | 138.872 | 137.597 | ||
| 11 | 2022.07.15 14:46 | modify | 3 | 0.10 | 139.097 | 138.872 | 137.597 | ||
| 12 | 2022.07.18 00:20 | sell | 5 | 0.10 | 138.267 | 0.000 | 0.000 | ||
| 13 | 2022.07.18 00:20 | modify | 5 | 0.10 | 138.267 | 138.422 | 137.597 | ||
| 14 | 2022.07.18 00:20 | modify | 4 | 0.10 | 138.420 | 138.422 | 137.597 | ||
| 15 | 2022.07.18 00:20 | modify | 3 | 0.10 | 139.097 | 138.422 | 137.597 | ||
| 16 | 2022.07.18 00:55 | sell | 6 | 0.10 | 138.177 | 0.000 | 0.000 | ||
| 17 | 2022.07.18 00:55 | modify | 6 | 0.10 | 138.177 | 138.572 | 137.597 | ||
| 18 | 2022.07.18 00:55 | modify | 5 | 0.10 | 138.267 | 138.572 | 137.597 | ||
| 19 | 2022.07.18 00:55 | modify | 4 | 0.10 | 138.420 | 138.572 | 137.597 | ||
| 20 | 2022.07.18 00:55 | modify | 3 | 0.10 | 139.097 | 138.572 | 137.597 | ||
| 21 | 2022.07.19 10:30 | t/p | 3 | 0.10 | 137.597 | 138.572 | 137.597 | 104.62 | 9952.30 |
| 22 | 2022.07.19 10:30 | t/p | 4 | 0.10 | 137.597 | 138.572 | 137.597 | 56.88 | 10009.18 |
| 23 | 2022.07.19 10:30 | t/p | 5 | 0.10 | 137.597 | 138.572 | 137.597 | 47.23 | 10056.41 |
| 24 | 2022.07.19 10:30 | t/p | 6 | 0.10 | 137.597 | 138.572 | 137.597 | 40.69 | 10097.10 |
| 25 | 2022.07.28 04:00 | buy | 7 | 0.10 | 135.387 | 0.000 | 0.000 | ||
| 26 | 2022.07.28 04:00 | modify | 7 | 0.10 | 135.387 | 134.387 | 136.887 | ||
| 27 | 2022.07.28 13:40 | s/l | 7 | 0.10 | 134.387 | 134.387 | 136.887 | -74.44 | 10022.66 |
| 28 | 2022.08.02 04:00 | buy | 8 | 0.10 | 130.870 | 0.000 | 0.000 | ||
| 29 | 2022.08.02 04:00 | modify | 8 | 0.10 | 130.870 | 129.870 | 132.370 | ||
| 30 | 2022.08.02 14:20 | buy | 9 | 0.10 | 131.568 | 0.000 | 0.000 | ||
| 31 | 2022.08.02 14:20 | modify | 9 | 0.10 | 131.568 | 131.095 | 132.370 | ||
| 32 | 2022.08.02 14:20 | modify | 8 | 0.10 | 130.870 | 131.095 | 132.370 | ||
| 33 | 2022.08.02 14:30 | buy | 10 | 0.10 | 131.707 | 0.000 | 0.000 | ||
| 34 | 2022.08.02 14:30 | modify | 10 | 0.10 | 131.707 | 131.545 | 132.370 | ||
| 35 | 2022.08.02 14:30 | modify | 9 | 0.10 | 131.568 | 131.545 | 132.370 | ||
| 36 | 2022.08.02 14:30 | modify | 8 | 0.10 | 130.870 | 131.545 | 132.370 | ||
| 37 | 2022.08.02 15:05 | buy | 11 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 38 | 2022.08.02 15:05 | modify | 11 | 0.10 | 131.786 | 131.395 | 132.370 | ||
| 39 | 2022.08.02 15:05 | modify | 10 | 0.10 | 131.707 | 131.395 | 132.370 | ||
| 40 | 2022.08.02 15:05 | modify | 9 | 0.10 | 131.568 | 131.395 | 132.370 | ||
| 41 | 2022.08.02 15:05 | modify | 8 | 0.10 | 130.870 | 131.395 | 132.370 | ||
| 42 | 2022.08.02 15:40 | t/p | 8 | 0.10 | 132.370 | 131.395 | 132.370 | 113.30 | 10135.96 |
| 43 | 2022.08.02 15:40 | t/p | 9 | 0.10 | 132.370 | 131.395 | 132.370 | 60.58 | 10196.54 |
| 44 | 2022.08.02 15:40 | t/p | 10 | 0.10 | 132.370 | 131.395 | 132.370 | 50.08 | 10246.62 |
| 45 | 2022.08.02 15:40 | t/p | 11 | 0.10 | 132.370 | 131.395 | 132.370 | 44.11 | 10290.73 |
| 46 | 2022.08.19 12:00 | sell | 12 | 0.10 | 137.022 | 0.000 | 0.000 | ||
| 47 | 2022.08.19 12:00 | modify | 12 | 0.10 | 137.022 | 138.022 | 135.522 | ||
| 48 | 2022.08.23 14:30 | sell | 13 | 0.10 | 136.168 | 0.000 | 0.000 | ||
| 49 | 2022.08.23 14:30 | modify | 13 | 0.10 | 136.168 | 136.347 | 135.522 | ||
| 50 | 2022.08.23 14:30 | modify | 12 | 0.10 | 137.022 | 136.347 | 135.522 | ||
| 51 | 2022.08.23 15:40 | s/l | 12 | 0.10 | 136.347 | 136.347 | 135.522 | 46.53 | 10337.26 |
| 52 | 2022.08.23 15:40 | s/l | 13 | 0.10 | 136.347 | 136.347 | 135.522 | -13.13 | 10324.13 |
| 53 | 2022.08.29 04:00 | sell | 14 | 0.10 | 138.578 | 0.000 | 0.000 | ||
| 54 | 2022.08.29 04:00 | modify | 14 | 0.10 | 138.578 | 139.578 | 137.078 | ||
| 55 | 2022.09.01 00:40 | s/l | 14 | 0.10 | 139.578 | 139.578 | 137.078 | -78.96 | 10245.17 |
| 56 | 2022.09.22 08:00 | sell | 15 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 57 | 2022.09.22 08:00 | modify | 15 | 0.10 | 145.774 | 146.774 | 144.274 | ||
| 58 | 2022.09.22 08:20 | t/p | 15 | 0.10 | 144.274 | 146.774 | 144.274 | 104.17 | 10349.34 |
| 59 | 2022.10.27 08:00 | buy | 16 | 0.10 | 145.745 | 0.000 | 0.000 | ||
| 60 | 2022.10.27 08:00 | modify | 16 | 0.10 | 145.745 | 144.745 | 147.245 | ||
| 61 | 2022.10.28 00:40 | buy | 17 | 0.10 | 146.659 | 0.000 | 0.000 | ||
| 62 | 2022.10.28 00:40 | modify | 17 | 0.10 | 146.659 | 146.270 | 147.245 | ||
| 63 | 2022.10.28 00:40 | modify | 16 | 0.10 | 145.745 | 146.270 | 147.245 | ||
| 64 | 2022.10.28 02:40 | s/l | 16 | 0.10 | 146.270 | 146.270 | 147.245 | 37.12 | 10386.46 |
| 65 | 2022.10.28 02:40 | s/l | 17 | 0.10 | 146.270 | 146.270 | 147.245 | -26.65 | 10359.81 |
| 66 | 2022.11.21 12:00 | sell | 18 | 0.10 | 141.870 | 0.000 | 0.000 | ||
| 67 | 2022.11.21 12:00 | modify | 18 | 0.10 | 141.870 | 142.870 | 140.370 | ||
| 68 | 2022.11.22 09:40 | sell | 19 | 0.10 | 141.167 | 0.000 | 0.000 | ||
| 69 | 2022.11.22 09:40 | modify | 19 | 0.10 | 141.167 | 141.645 | 140.370 | ||
| 70 | 2022.11.22 09:40 | modify | 18 | 0.10 | 141.870 | 141.645 | 140.370 | ||
| 71 | 2022.11.23 13:50 | sell | 20 | 0.10 | 141.018 | 0.000 | 0.000 | ||
| 72 | 2022.11.23 13:50 | modify | 20 | 0.10 | 141.018 | 141.195 | 140.370 | ||
| 73 | 2022.11.23 13:50 | modify | 19 | 0.10 | 141.167 | 141.195 | 140.370 | ||
| 74 | 2022.11.23 13:50 | modify | 18 | 0.10 | 141.870 | 141.195 | 140.370 | ||
| 75 | 2022.11.23 14:30 | t/p | 18 | 0.10 | 140.370 | 141.195 | 140.370 | 103.93 | 10463.75 |
| 76 | 2022.11.23 14:30 | t/p | 19 | 0.10 | 140.370 | 141.195 | 140.370 | 55.32 | 10519.07 |
| 77 | 2022.11.23 14:30 | t/p | 20 | 0.10 | 140.370 | 141.195 | 140.370 | 46.17 | 10565.24 |
| 78 | 2022.12.14 12:00 | buy | 21 | 0.10 | 134.975 | 0.000 | 0.000 | ||
| 79 | 2022.12.14 12:00 | modify | 21 | 0.10 | 134.975 | 133.975 | 136.475 | ||
| 80 | 2022.12.15 02:40 | buy | 22 | 0.10 | 135.653 | 0.000 | 0.000 | ||
| 81 | 2022.12.15 02:40 | modify | 22 | 0.10 | 135.653 | 135.200 | 136.475 | ||
| 82 | 2022.12.15 02:40 | modify | 21 | 0.10 | 134.975 | 135.200 | 136.475 | ||
| 83 | 2022.12.15 05:05 | buy | 23 | 0.10 | 135.879 | 0.000 | 0.000 | ||
| 84 | 2022.12.15 05:05 | modify | 23 | 0.10 | 135.879 | 135.500 | 136.475 | ||
| 85 | 2022.12.15 05:05 | modify | 22 | 0.10 | 135.653 | 135.500 | 136.475 | ||
| 86 | 2022.12.15 05:05 | modify | 21 | 0.10 | 134.975 | 135.500 | 136.475 | ||
| 87 | 2022.12.15 05:25 | buy | 24 | 0.10 | 135.815 | 0.000 | 0.000 | ||
| 88 | 2022.12.15 05:25 | modify | 24 | 0.10 | 135.815 | 135.650 | 136.475 | ||
| 89 | 2022.12.15 05:30 | modify | 24 | 0.10 | 135.815 | 135.500 | 136.475 | ||
| 90 | 2022.12.15 08:40 | t/p | 21 | 0.10 | 136.475 | 135.500 | 136.475 | 113.40 | 10678.64 |
| 91 | 2022.12.15 08:40 | t/p | 22 | 0.10 | 136.475 | 135.500 | 136.475 | 60.23 | 10738.87 |
| 92 | 2022.12.15 08:40 | t/p | 23 | 0.10 | 136.475 | 135.500 | 136.475 | 43.67 | 10782.54 |
| 93 | 2022.12.15 08:40 | t/p | 24 | 0.10 | 136.475 | 135.500 | 136.475 | 48.36 | 10830.90 |
| 94 | 2022.12.20 04:00 | buy | 25 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 95 | 2022.12.20 04:00 | modify | 25 | 0.10 | 133.470 | 132.470 | 134.970 | ||
| 96 | 2022.12.20 07:40 | s/l | 25 | 0.10 | 132.470 | 132.470 | 134.970 | -75.60 | 10755.30 |
| 97 | 2022.12.30 12:00 | buy | 26 | 0.10 | 131.774 | 0.000 | 0.000 | ||
| 98 | 2022.12.30 12:00 | modify | 26 | 0.10 | 131.774 | 130.774 | 133.274 | ||
| 99 | 2023.01.01 22:40 | s/l | 26 | 0.10 | 130.774 | 130.774 | 133.274 | -76.49 | 10678.81 |
| 100 | 2023.01.06 12:00 | sell | 27 | 0.10 | 134.527 | 0.000 | 0.000 | ||
| 101 | 2023.01.06 12:00 | modify | 27 | 0.10 | 134.527 | 135.527 | 133.027 | ||
| 102 | 2023.01.06 15:20 | t/p | 27 | 0.10 | 133.027 | 135.527 | 133.027 | 112.81 | 10791.62 |
| 103 | 2023.01.18 04:00 | sell | 28 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 104 | 2023.01.18 04:00 | modify | 28 | 0.10 | 131.139 | 132.139 | 129.639 | ||
| 105 | 2023.01.18 08:40 | t/p | 28 | 0.10 | 129.639 | 132.139 | 129.639 | 115.71 | 10907.33 |
| 106 | 2023.02.02 04:00 | buy | 29 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 107 | 2023.02.02 04:00 | modify | 29 | 0.10 | 128.637 | 127.637 | 130.137 | ||
| 108 | 2023.02.03 13:40 | t/p | 29 | 0.10 | 130.137 | 127.637 | 130.137 | 116.37 | 11023.71 |
| 109 | 2023.03.20 08:00 | buy | 30 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 110 | 2023.03.20 08:00 | modify | 30 | 0.10 | 131.078 | 130.078 | 132.578 | ||
| 111 | 2023.03.20 14:30 | buy | 31 | 0.10 | 131.761 | 0.000 | 0.000 | ||
| 112 | 2023.03.20 14:30 | modify | 31 | 0.10 | 131.761 | 131.303 | 132.578 | ||
| 113 | 2023.03.20 14:30 | modify | 30 | 0.10 | 131.078 | 131.303 | 132.578 | ||
| 114 | 2023.03.20 18:40 | s/l | 30 | 0.10 | 131.303 | 131.303 | 132.578 | 17.14 | 11040.85 |
| 115 | 2023.03.20 18:40 | s/l | 31 | 0.10 | 131.303 | 131.303 | 132.578 | -34.90 | 11005.95 |
| 116 | 2023.03.23 04:00 | buy | 32 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 117 | 2023.03.23 04:00 | modify | 32 | 0.10 | 130.647 | 129.647 | 132.147 | ||
| 118 | 2023.03.23 09:15 | buy | 33 | 0.10 | 131.332 | 0.000 | 0.000 | ||
| 119 | 2023.03.23 09:15 | modify | 33 | 0.10 | 131.332 | 130.872 | 132.147 | ||
| 120 | 2023.03.23 09:15 | modify | 32 | 0.10 | 130.647 | 130.872 | 132.147 | ||
| 121 | 2023.03.23 16:30 | s/l | 32 | 0.10 | 130.872 | 130.872 | 132.147 | 17.20 | 11023.15 |
| 122 | 2023.03.23 16:30 | s/l | 33 | 0.10 | 130.872 | 130.872 | 132.147 | -35.17 | 10987.98 |
| 123 | 2023.04.28 08:00 | sell | 34 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 124 | 2023.04.28 08:00 | modify | 34 | 0.10 | 135.726 | 136.726 | 134.226 | ||
| 125 | 2023.05.01 00:40 | s/l | 34 | 0.10 | 136.726 | 136.726 | 134.226 | -74.56 | 10913.42 |
| 126 | 2023.05.01 04:00 | sell | 35 | 0.10 | 136.877 | 0.000 | 0.000 | ||
| 127 | 2023.05.01 04:00 | modify | 35 | 0.10 | 136.877 | 137.877 | 135.377 | ||
| 128 | 2023.05.03 01:50 | sell | 36 | 0.10 | 136.025 | 0.000 | 0.000 | ||
| 129 | 2023.05.03 01:50 | modify | 36 | 0.10 | 136.025 | 136.202 | 135.377 | ||
| 130 | 2023.05.03 01:50 | modify | 35 | 0.10 | 136.877 | 136.202 | 135.377 | ||
| 131 | 2023.05.03 02:25 | sell | 37 | 0.10 | 135.973 | 0.000 | 0.000 | ||
| 132 | 2023.05.03 02:25 | modify | 37 | 0.10 | 135.973 | 136.352 | 135.377 | ||
| 133 | 2023.05.03 02:25 | modify | 36 | 0.10 | 136.025 | 136.352 | 135.377 | ||
| 134 | 2023.05.03 02:25 | modify | 35 | 0.10 | 136.877 | 136.352 | 135.377 | ||
| 135 | 2023.05.03 12:40 | t/p | 35 | 0.10 | 135.377 | 136.352 | 135.377 | 107.88 | 11021.30 |
| 136 | 2023.05.03 12:40 | t/p | 36 | 0.10 | 135.377 | 136.352 | 135.377 | 47.88 | 11069.18 |
| 137 | 2023.05.03 12:40 | t/p | 37 | 0.10 | 135.377 | 136.352 | 135.377 | 44.04 | 11113.22 |