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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 879.61 | Gross profit | 1218.93 | Gross loss | -339.32 |
| Profit factor | 3.59 | Expected payoff | 28.37 | ||
| Absolute drawdown | 25.56 | Maximal drawdown | 191.17 (1.83%) | Relative drawdown | 1.83% (191.17) |
| Total trades | 31 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
| Largest | profit trade | 113.70 | loss trade | -118.17 | |
| Average | profit trade | 53.00 | loss trade | -42.41 | |
| Maximum | consecutive wins (profit in money) | 8 (521.15) | consecutive losses (loss in money) | 2 (-132.26) | |
| Maximal | consecutive profit (count of wins) | 521.15 (8) | consecutive loss (count of losses) | -132.26 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.03 16:00 | sell | 1 | 0.10 | 130.946 | 0.000 | 0.000 | ||
| 2 | 2022.06.03 16:00 | modify | 1 | 0.10 | 130.946 | 132.446 | 129.446 | ||
| 3 | 2022.06.06 01:20 | sell | 2 | 0.10 | 130.637 | 0.000 | 0.000 | ||
| 4 | 2022.06.06 01:20 | modify | 2 | 0.10 | 130.637 | 130.871 | 129.446 | ||
| 5 | 2022.06.06 01:20 | modify | 1 | 0.10 | 130.946 | 130.871 | 129.446 | ||
| 6 | 2022.06.06 12:40 | s/l | 1 | 0.10 | 130.871 | 130.871 | 129.446 | 4.26 | 10004.26 |
| 7 | 2022.06.06 12:40 | s/l | 2 | 0.10 | 130.871 | 130.871 | 129.446 | -17.88 | 9986.38 |
| 8 | 2022.06.16 16:00 | buy | 3 | 0.10 | 131.698 | 0.000 | 0.000 | ||
| 9 | 2022.06.16 16:00 | modify | 3 | 0.10 | 131.698 | 130.198 | 133.198 | ||
| 10 | 2022.06.16 17:20 | buy | 4 | 0.10 | 132.020 | 0.000 | 0.000 | ||
| 11 | 2022.06.16 17:20 | modify | 4 | 0.10 | 132.020 | 131.773 | 133.198 | ||
| 12 | 2022.06.16 17:20 | modify | 3 | 0.10 | 131.698 | 131.773 | 133.198 | ||
| 13 | 2022.06.16 22:30 | buy | 5 | 0.10 | 132.608 | 0.000 | 0.000 | ||
| 14 | 2022.06.16 22:30 | modify | 5 | 0.10 | 132.608 | 132.073 | 133.198 | ||
| 15 | 2022.06.16 22:30 | modify | 4 | 0.10 | 132.020 | 132.073 | 133.198 | ||
| 16 | 2022.06.16 22:30 | modify | 3 | 0.10 | 131.698 | 132.073 | 133.198 | ||
| 17 | 2022.06.17 00:40 | t/p | 3 | 0.10 | 133.198 | 132.073 | 133.198 | 113.70 | 10100.09 |
| 18 | 2022.06.17 00:40 | t/p | 4 | 0.10 | 133.198 | 132.073 | 133.198 | 89.54 | 10189.63 |
| 19 | 2022.06.17 00:40 | t/p | 5 | 0.10 | 133.198 | 132.073 | 133.198 | 45.43 | 10235.06 |
| 20 | 2022.08.01 16:00 | buy | 6 | 0.10 | 131.848 | 0.000 | 0.000 | ||
| 21 | 2022.08.01 16:00 | modify | 6 | 0.10 | 131.848 | 130.348 | 133.348 | ||
| 22 | 2022.08.02 17:30 | buy | 7 | 0.10 | 132.762 | 0.000 | 0.000 | ||
| 23 | 2022.08.02 17:30 | modify | 7 | 0.10 | 132.762 | 132.223 | 133.348 | ||
| 24 | 2022.08.02 17:30 | modify | 6 | 0.10 | 131.848 | 132.223 | 133.348 | ||
| 25 | 2022.08.02 19:50 | buy | 8 | 0.10 | 133.075 | 0.000 | 0.000 | ||
| 26 | 2022.08.02 19:50 | modify | 8 | 0.10 | 133.075 | 132.373 | 133.348 | ||
| 27 | 2022.08.02 19:50 | modify | 7 | 0.10 | 132.762 | 132.373 | 133.348 | ||
| 28 | 2022.08.02 19:50 | modify | 6 | 0.10 | 131.848 | 132.373 | 133.348 | ||
| 29 | 2022.08.02 23:30 | t/p | 6 | 0.10 | 133.348 | 132.373 | 133.348 | 113.58 | 10348.65 |
| 30 | 2022.08.02 23:30 | t/p | 7 | 0.10 | 133.348 | 132.373 | 133.348 | 43.92 | 10392.57 |
| 31 | 2022.08.02 23:30 | t/p | 8 | 0.10 | 133.348 | 132.373 | 133.348 | 20.46 | 10413.03 |
| 32 | 2022.10.13 16:00 | sell | 9 | 0.10 | 147.157 | 0.000 | 0.000 | ||
| 33 | 2022.10.13 16:00 | modify | 9 | 0.10 | 147.157 | 148.657 | 145.657 | ||
| 34 | 2022.10.13 17:40 | sell | 10 | 0.10 | 146.830 | 0.000 | 0.000 | ||
| 35 | 2022.10.13 17:40 | modify | 10 | 0.10 | 146.830 | 147.082 | 145.657 | ||
| 36 | 2022.10.13 17:40 | modify | 9 | 0.10 | 147.157 | 147.082 | 145.657 | ||
| 37 | 2022.10.13 18:20 | s/l | 9 | 0.10 | 147.082 | 147.082 | 145.657 | 5.10 | 10418.13 |
| 38 | 2022.10.13 18:20 | s/l | 10 | 0.10 | 147.082 | 147.082 | 145.657 | -17.13 | 10401.00 |
| 39 | 2022.11.10 16:00 | buy | 11 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 40 | 2022.11.10 16:00 | modify | 11 | 0.10 | 141.606 | 140.106 | 143.106 | ||
| 41 | 2022.11.10 19:35 | buy | 12 | 0.10 | 141.914 | 0.000 | 0.000 | ||
| 42 | 2022.11.10 19:35 | modify | 12 | 0.10 | 141.914 | 141.681 | 143.106 | ||
| 43 | 2022.11.10 19:35 | modify | 11 | 0.10 | 141.606 | 141.681 | 143.106 | ||
| 44 | 2022.11.10 20:20 | s/l | 11 | 0.10 | 141.681 | 141.681 | 143.106 | 5.30 | 10406.30 |
| 45 | 2022.11.10 20:20 | s/l | 12 | 0.10 | 141.681 | 141.681 | 143.106 | -16.45 | 10389.85 |
| 46 | 2023.01.12 16:00 | buy | 13 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 47 | 2023.01.12 16:00 | modify | 13 | 0.10 | 129.863 | 128.363 | 131.363 | ||
| 48 | 2023.01.13 07:40 | s/l | 13 | 0.10 | 128.363 | 128.363 | 131.363 | -115.81 | 10274.04 |
| 49 | 2023.01.13 16:00 | buy | 14 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 50 | 2023.01.13 16:00 | modify | 14 | 0.10 | 127.537 | 126.037 | 129.037 | ||
| 51 | 2023.01.13 17:25 | buy | 15 | 0.10 | 127.843 | 0.000 | 0.000 | ||
| 52 | 2023.01.13 17:25 | modify | 15 | 0.10 | 127.843 | 127.612 | 129.037 | ||
| 53 | 2023.01.13 17:25 | modify | 14 | 0.10 | 127.537 | 127.612 | 129.037 | ||
| 54 | 2023.01.13 17:40 | s/l | 14 | 0.10 | 127.612 | 127.612 | 129.037 | 5.88 | 10279.92 |
| 55 | 2023.01.13 17:40 | s/l | 15 | 0.10 | 127.612 | 127.612 | 129.037 | -18.10 | 10261.82 |
| 56 | 2023.02.06 16:00 | sell | 16 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 57 | 2023.02.06 16:00 | modify | 16 | 0.10 | 132.845 | 134.345 | 131.345 | ||
| 58 | 2023.02.06 22:30 | sell | 17 | 0.10 | 132.523 | 0.000 | 0.000 | ||
| 59 | 2023.02.06 22:30 | modify | 17 | 0.10 | 132.523 | 132.770 | 131.345 | ||
| 60 | 2023.02.06 22:30 | modify | 16 | 0.10 | 132.845 | 132.770 | 131.345 | ||
| 61 | 2023.02.07 08:30 | sell | 18 | 0.10 | 131.926 | 0.000 | 0.000 | ||
| 62 | 2023.02.07 08:30 | modify | 18 | 0.10 | 131.926 | 132.470 | 131.345 | ||
| 63 | 2023.02.07 08:30 | modify | 17 | 0.10 | 132.523 | 132.470 | 131.345 | ||
| 64 | 2023.02.07 08:30 | modify | 16 | 0.10 | 132.845 | 132.470 | 131.345 | ||
| 65 | 2023.02.07 15:40 | t/p | 16 | 0.10 | 131.345 | 132.470 | 131.345 | 112.82 | 10374.64 |
| 66 | 2023.02.07 15:40 | t/p | 17 | 0.10 | 131.345 | 132.470 | 131.345 | 88.28 | 10462.92 |
| 67 | 2023.02.07 15:40 | t/p | 18 | 0.10 | 131.345 | 132.470 | 131.345 | 44.27 | 10507.19 |
| 68 | 2023.02.15 16:00 | sell | 19 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 69 | 2023.02.15 16:00 | modify | 19 | 0.10 | 134.272 | 135.772 | 132.772 | ||
| 70 | 2023.02.16 01:30 | sell | 20 | 0.10 | 133.944 | 0.000 | 0.000 | ||
| 71 | 2023.02.16 01:30 | modify | 20 | 0.10 | 133.944 | 134.197 | 132.772 | ||
| 72 | 2023.02.16 01:30 | modify | 19 | 0.10 | 134.272 | 134.197 | 132.772 | ||
| 73 | 2023.02.16 13:30 | s/l | 19 | 0.10 | 134.197 | 134.197 | 132.772 | 1.18 | 10508.38 |
| 74 | 2023.02.16 13:30 | s/l | 20 | 0.10 | 134.197 | 134.197 | 132.772 | -18.84 | 10489.54 |
| 75 | 2023.02.24 16:00 | sell | 21 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 76 | 2023.02.24 16:00 | modify | 21 | 0.10 | 136.391 | 137.891 | 134.891 | ||
| 77 | 2023.02.27 01:40 | sell | 22 | 0.10 | 136.085 | 0.000 | 0.000 | ||
| 78 | 2023.02.27 01:40 | modify | 22 | 0.10 | 136.085 | 136.316 | 134.891 | ||
| 79 | 2023.02.27 01:40 | modify | 21 | 0.10 | 136.391 | 136.316 | 134.891 | ||
| 80 | 2023.02.27 03:30 | s/l | 21 | 0.10 | 136.316 | 136.316 | 134.891 | 4.03 | 10493.57 |
| 81 | 2023.02.27 03:30 | s/l | 22 | 0.10 | 136.316 | 136.316 | 134.891 | -16.94 | 10476.63 |
| 82 | 2023.05.01 16:00 | sell | 23 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 83 | 2023.05.01 16:00 | modify | 23 | 0.10 | 137.354 | 138.854 | 135.854 | ||
| 84 | 2023.05.02 14:20 | sell | 24 | 0.10 | 137.030 | 0.000 | 0.000 | ||
| 85 | 2023.05.02 14:20 | modify | 24 | 0.10 | 137.030 | 137.279 | 135.854 | ||
| 86 | 2023.05.02 14:20 | modify | 23 | 0.10 | 137.354 | 137.279 | 135.854 | ||
| 87 | 2023.05.02 15:00 | sell | 25 | 0.10 | 136.426 | 0.000 | 0.000 | ||
| 88 | 2023.05.02 15:00 | modify | 25 | 0.10 | 136.426 | 136.979 | 135.854 | ||
| 89 | 2023.05.02 15:00 | modify | 24 | 0.10 | 137.030 | 136.979 | 135.854 | ||
| 90 | 2023.05.02 15:00 | modify | 23 | 0.10 | 137.354 | 136.979 | 135.854 | ||
| 91 | 2023.05.03 01:30 | sell | 26 | 0.10 | 136.154 | 0.000 | 0.000 | ||
| 92 | 2023.05.03 01:30 | modify | 26 | 0.10 | 136.154 | 136.829 | 135.854 | ||
| 93 | 2023.05.03 01:30 | modify | 25 | 0.10 | 136.426 | 136.829 | 135.854 | ||
| 94 | 2023.05.03 01:30 | modify | 24 | 0.10 | 137.030 | 136.829 | 135.854 | ||
| 95 | 2023.05.03 01:30 | modify | 23 | 0.10 | 137.354 | 136.829 | 135.854 | ||
| 96 | 2023.05.03 07:30 | t/p | 23 | 0.10 | 135.854 | 136.829 | 135.854 | 107.48 | 10584.11 |
| 97 | 2023.05.03 07:30 | t/p | 24 | 0.10 | 135.854 | 136.829 | 135.854 | 85.10 | 10669.21 |
| 98 | 2023.05.03 07:30 | t/p | 25 | 0.10 | 135.854 | 136.829 | 135.854 | 40.64 | 10709.86 |
| 99 | 2023.05.03 07:30 | t/p | 26 | 0.10 | 135.854 | 136.829 | 135.854 | 22.08 | 10731.94 |
| 100 | 2023.05.04 16:00 | buy | 27 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 101 | 2023.05.04 16:00 | modify | 27 | 0.10 | 133.794 | 132.294 | 135.294 | ||
| 102 | 2023.05.05 02:20 | buy | 28 | 0.10 | 134.102 | 0.000 | 0.000 | ||
| 103 | 2023.05.05 02:20 | modify | 28 | 0.10 | 134.102 | 133.869 | 135.294 | ||
| 104 | 2023.05.05 02:20 | modify | 27 | 0.10 | 133.794 | 133.869 | 135.294 | ||
| 105 | 2023.05.05 13:00 | buy | 29 | 0.10 | 135.000 | 0.000 | 0.000 | ||
| 106 | 2023.05.05 13:00 | modify | 29 | 0.10 | 135.000 | 134.319 | 135.294 | ||
| 107 | 2023.05.05 13:00 | modify | 28 | 0.10 | 134.102 | 134.319 | 135.294 | ||
| 108 | 2023.05.05 13:00 | modify | 27 | 0.10 | 133.794 | 134.319 | 135.294 | ||
| 109 | 2023.05.05 16:45 | buy | 30 | 0.10 | 134.699 | 0.000 | 0.000 | ||
| 110 | 2023.05.05 16:45 | modify | 30 | 0.10 | 134.699 | 134.169 | 135.294 | ||
| 111 | 2023.05.05 16:50 | modify | 30 | 0.10 | 134.699 | 134.319 | 135.294 | ||
| 112 | 2023.05.07 23:40 | t/p | 27 | 0.10 | 135.294 | 134.319 | 135.294 | 112.03 | 10843.97 |
| 113 | 2023.05.07 23:40 | t/p | 28 | 0.10 | 135.294 | 134.319 | 135.294 | 88.10 | 10932.07 |
| 114 | 2023.05.07 23:40 | t/p | 29 | 0.10 | 135.294 | 134.319 | 135.294 | 21.73 | 10953.80 |
| 115 | 2023.05.07 23:40 | t/p | 30 | 0.10 | 135.294 | 134.319 | 135.294 | 43.98 | 10997.78 |
| 116 | 2023.05.17 16:00 | sell | 31 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 117 | 2023.05.17 16:00 | modify | 31 | 0.10 | 137.515 | 139.015 | 136.015 | ||
| 118 | 2023.05.24 14:40 | s/l | 31 | 0.10 | 139.015 | 139.015 | 136.015 | -118.17 | 10879.61 |