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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1917 | Ticks modelled | 45949938 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 738.45 | Gross profit | 1096.72 | Gross loss | -358.27 |
| Profit factor | 3.06 | Expected payoff | 23.08 | ||
| Absolute drawdown | 135.18 | Maximal drawdown | 212.20 (2.06%) | Relative drawdown | 2.06% (212.20) |
| Total trades | 32 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 15 (73.33%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 113.65 | loss trade | -118.18 | |
| Average | profit trade | 47.68 | loss trade | -39.81 | |
| Maximum | consecutive wins (profit in money) | 8 (525.50) | consecutive losses (loss in money) | 2 (-133.42) | |
| Maximal | consecutive profit (count of wins) | 525.50 (8) | consecutive loss (count of losses) | -133.42 (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 01:15 | sell | 2 | 0.10 | 130.642 | 0.000 | 0.000 | ||
| 4 | 2022.06.06 01:15 | modify | 2 | 0.10 | 130.642 | 130.871 | 129.446 | ||
| 5 | 2022.06.06 01:15 | modify | 1 | 0.10 | 130.946 | 130.871 | 129.446 | ||
| 6 | 2022.06.06 12:42 | s/l | 1 | 0.10 | 130.871 | 130.871 | 129.446 | 4.26 | 10004.26 |
| 7 | 2022.06.06 12:42 | s/l | 2 | 0.10 | 130.871 | 130.871 | 129.446 | -17.50 | 9986.76 |
| 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 16:16 | buy | 4 | 0.10 | 131.999 | 0.000 | 0.000 | ||
| 11 | 2022.06.16 16:16 | modify | 4 | 0.10 | 131.999 | 131.773 | 133.198 | ||
| 12 | 2022.06.16 16:16 | modify | 3 | 0.10 | 131.698 | 131.773 | 133.198 | ||
| 13 | 2022.06.16 16:49 | s/l | 3 | 0.10 | 131.773 | 131.773 | 133.198 | 5.70 | 9992.46 |
| 14 | 2022.06.16 16:49 | s/l | 4 | 0.10 | 131.773 | 131.773 | 133.198 | -17.15 | 9975.31 |
| 15 | 2022.08.01 16:00 | buy | 5 | 0.10 | 131.848 | 0.000 | 0.000 | ||
| 16 | 2022.08.01 16:00 | modify | 5 | 0.10 | 131.848 | 130.348 | 133.348 | ||
| 17 | 2022.08.02 15:45 | buy | 6 | 0.10 | 132.148 | 0.000 | 0.000 | ||
| 18 | 2022.08.02 15:45 | modify | 6 | 0.10 | 132.148 | 131.923 | 133.348 | ||
| 19 | 2022.08.02 15:45 | modify | 5 | 0.10 | 131.848 | 131.923 | 133.348 | ||
| 20 | 2022.08.02 17:27 | buy | 7 | 0.10 | 132.754 | 0.000 | 0.000 | ||
| 21 | 2022.08.02 17:27 | modify | 7 | 0.10 | 132.754 | 132.223 | 133.348 | ||
| 22 | 2022.08.02 17:27 | modify | 6 | 0.10 | 132.148 | 132.223 | 133.348 | ||
| 23 | 2022.08.02 17:27 | modify | 5 | 0.10 | 131.848 | 132.223 | 133.348 | ||
| 24 | 2022.08.02 19:53 | buy | 8 | 0.10 | 133.050 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 19:53 | modify | 8 | 0.10 | 133.050 | 132.373 | 133.348 | ||
| 26 | 2022.08.02 19:53 | modify | 7 | 0.10 | 132.754 | 132.373 | 133.348 | ||
| 27 | 2022.08.02 19:53 | modify | 6 | 0.10 | 132.148 | 132.373 | 133.348 | ||
| 28 | 2022.08.02 19:53 | modify | 5 | 0.10 | 131.848 | 132.373 | 133.348 | ||
| 29 | 2022.08.02 23:20 | t/p | 5 | 0.10 | 133.348 | 132.373 | 133.348 | 113.65 | 10088.97 |
| 30 | 2022.08.02 23:20 | t/p | 6 | 0.10 | 133.348 | 132.373 | 133.348 | 89.99 | 10178.96 |
| 31 | 2022.08.02 23:20 | t/p | 7 | 0.10 | 133.348 | 132.373 | 133.348 | 44.54 | 10223.50 |
| 32 | 2022.08.02 23:20 | t/p | 8 | 0.10 | 133.348 | 132.373 | 133.348 | 22.35 | 10245.85 |
| 33 | 2022.10.13 16:00 | sell | 9 | 0.10 | 147.157 | 0.000 | 0.000 | ||
| 34 | 2022.10.13 16:00 | modify | 9 | 0.10 | 147.157 | 148.657 | 145.657 | ||
| 35 | 2022.10.13 17:36 | sell | 10 | 0.10 | 146.854 | 0.000 | 0.000 | ||
| 36 | 2022.10.13 17:36 | modify | 10 | 0.10 | 146.854 | 147.082 | 145.657 | ||
| 37 | 2022.10.13 17:36 | modify | 9 | 0.10 | 147.157 | 147.082 | 145.657 | ||
| 38 | 2022.10.13 18:12 | s/l | 9 | 0.10 | 147.082 | 147.082 | 145.657 | 5.10 | 10250.95 |
| 39 | 2022.10.13 18:12 | s/l | 10 | 0.10 | 147.082 | 147.082 | 145.657 | -15.50 | 10235.45 |
| 40 | 2022.11.10 16:00 | buy | 11 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 41 | 2022.11.10 16:00 | modify | 11 | 0.10 | 141.606 | 140.106 | 143.106 | ||
| 42 | 2022.11.10 16:15 | buy | 12 | 0.10 | 141.932 | 0.000 | 0.000 | ||
| 43 | 2022.11.10 16:15 | modify | 12 | 0.10 | 141.932 | 141.681 | 143.106 | ||
| 44 | 2022.11.10 16:15 | modify | 11 | 0.10 | 141.606 | 141.681 | 143.106 | ||
| 45 | 2022.11.10 20:17 | s/l | 11 | 0.10 | 141.681 | 141.681 | 143.106 | 5.29 | 10240.74 |
| 46 | 2022.11.10 20:17 | s/l | 12 | 0.10 | 141.681 | 141.681 | 143.106 | -17.72 | 10223.02 |
| 47 | 2023.01.12 16:00 | buy | 13 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 48 | 2023.01.12 16:00 | modify | 13 | 0.10 | 129.863 | 128.363 | 131.363 | ||
| 49 | 2023.01.13 07:51 | s/l | 13 | 0.10 | 128.363 | 128.363 | 131.363 | -115.70 | 10107.32 |
| 50 | 2023.01.13 16:00 | buy | 14 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 51 | 2023.01.13 16:00 | modify | 14 | 0.10 | 127.537 | 126.037 | 129.037 | ||
| 52 | 2023.01.13 16:36 | buy | 15 | 0.10 | 127.844 | 0.000 | 0.000 | ||
| 53 | 2023.01.13 16:36 | modify | 15 | 0.10 | 127.844 | 127.612 | 129.037 | ||
| 54 | 2023.01.13 16:36 | modify | 14 | 0.10 | 127.537 | 127.612 | 129.037 | ||
| 55 | 2023.01.13 17:25 | s/l | 14 | 0.10 | 127.612 | 127.612 | 129.037 | 5.88 | 10113.20 |
| 56 | 2023.01.13 17:25 | s/l | 15 | 0.10 | 127.612 | 127.612 | 129.037 | -18.18 | 10095.02 |
| 57 | 2023.02.06 16:00 | sell | 16 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 58 | 2023.02.06 16:00 | modify | 16 | 0.10 | 132.845 | 134.345 | 131.345 | ||
| 59 | 2023.02.06 19:06 | sell | 17 | 0.10 | 132.543 | 0.000 | 0.000 | ||
| 60 | 2023.02.06 19:06 | modify | 17 | 0.10 | 132.543 | 132.770 | 131.345 | ||
| 61 | 2023.02.06 19:06 | modify | 16 | 0.10 | 132.845 | 132.770 | 131.345 | ||
| 62 | 2023.02.07 08:28 | sell | 18 | 0.10 | 131.944 | 0.000 | 0.000 | ||
| 63 | 2023.02.07 08:28 | modify | 18 | 0.10 | 131.944 | 132.470 | 131.345 | ||
| 64 | 2023.02.07 08:28 | modify | 17 | 0.10 | 132.543 | 132.470 | 131.345 | ||
| 65 | 2023.02.07 08:28 | modify | 16 | 0.10 | 132.845 | 132.470 | 131.345 | ||
| 66 | 2023.02.07 15:44 | sell | 19 | 0.10 | 131.623 | 0.000 | 0.000 | ||
| 67 | 2023.02.07 15:44 | modify | 19 | 0.10 | 131.623 | 132.320 | 131.345 | ||
| 68 | 2023.02.07 15:44 | modify | 18 | 0.10 | 131.944 | 132.320 | 131.345 | ||
| 69 | 2023.02.07 15:44 | modify | 17 | 0.10 | 132.543 | 132.320 | 131.345 | ||
| 70 | 2023.02.07 15:44 | modify | 16 | 0.10 | 132.845 | 132.320 | 131.345 | ||
| 71 | 2023.02.07 15:56 | t/p | 16 | 0.10 | 131.345 | 132.320 | 131.345 | 112.73 | 10207.75 |
| 72 | 2023.02.07 15:56 | t/p | 17 | 0.10 | 131.345 | 132.320 | 131.345 | 89.74 | 10297.49 |
| 73 | 2023.02.07 15:56 | t/p | 18 | 0.10 | 131.345 | 132.320 | 131.345 | 45.60 | 10343.09 |
| 74 | 2023.02.07 15:56 | t/p | 19 | 0.10 | 131.345 | 132.320 | 131.345 | 21.16 | 10364.25 |
| 75 | 2023.02.15 16:00 | sell | 20 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 76 | 2023.02.15 16:00 | modify | 20 | 0.10 | 134.272 | 135.772 | 132.772 | ||
| 77 | 2023.02.15 22:41 | sell | 21 | 0.10 | 133.967 | 0.000 | 0.000 | ||
| 78 | 2023.02.15 22:41 | modify | 21 | 0.10 | 133.967 | 134.197 | 132.772 | ||
| 79 | 2023.02.15 22:41 | modify | 20 | 0.10 | 134.272 | 134.197 | 132.772 | ||
| 80 | 2023.02.16 13:30 | s/l | 20 | 0.10 | 134.197 | 134.197 | 132.772 | 1.18 | 10365.44 |
| 81 | 2023.02.16 13:30 | s/l | 21 | 0.10 | 134.197 | 134.197 | 132.772 | -21.55 | 10343.89 |
| 82 | 2023.02.24 16:00 | sell | 22 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 83 | 2023.02.24 16:00 | modify | 22 | 0.10 | 136.391 | 137.891 | 134.891 | ||
| 84 | 2023.02.27 01:46 | sell | 23 | 0.10 | 136.087 | 0.000 | 0.000 | ||
| 85 | 2023.02.27 01:46 | modify | 23 | 0.10 | 136.087 | 136.316 | 134.891 | ||
| 86 | 2023.02.27 01:46 | modify | 22 | 0.10 | 136.391 | 136.316 | 134.891 | ||
| 87 | 2023.02.27 03:33 | s/l | 22 | 0.10 | 136.316 | 136.316 | 134.891 | 4.03 | 10347.92 |
| 88 | 2023.02.27 03:33 | s/l | 23 | 0.10 | 136.316 | 136.316 | 134.891 | -16.80 | 10331.12 |
| 89 | 2023.05.01 16:00 | sell | 24 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 90 | 2023.05.01 16:00 | modify | 24 | 0.10 | 137.354 | 138.854 | 135.854 | ||
| 91 | 2023.05.02 14:01 | sell | 25 | 0.10 | 137.052 | 0.000 | 0.000 | ||
| 92 | 2023.05.02 14:01 | modify | 25 | 0.10 | 137.052 | 137.279 | 135.854 | ||
| 93 | 2023.05.02 14:01 | modify | 24 | 0.10 | 137.354 | 137.279 | 135.854 | ||
| 94 | 2023.05.02 14:48 | sell | 26 | 0.10 | 136.454 | 0.000 | 0.000 | ||
| 95 | 2023.05.02 14:48 | modify | 26 | 0.10 | 136.454 | 136.979 | 135.854 | ||
| 96 | 2023.05.02 14:48 | modify | 25 | 0.10 | 137.052 | 136.979 | 135.854 | ||
| 97 | 2023.05.02 14:48 | modify | 24 | 0.10 | 137.354 | 136.979 | 135.854 | ||
| 98 | 2023.05.03 01:41 | sell | 27 | 0.10 | 136.150 | 0.000 | 0.000 | ||
| 99 | 2023.05.03 01:41 | modify | 27 | 0.10 | 136.150 | 136.829 | 135.854 | ||
| 100 | 2023.05.03 01:41 | modify | 26 | 0.10 | 136.454 | 136.829 | 135.854 | ||
| 101 | 2023.05.03 01:41 | modify | 25 | 0.10 | 137.052 | 136.829 | 135.854 | ||
| 102 | 2023.05.03 01:41 | modify | 24 | 0.10 | 137.354 | 136.829 | 135.854 | ||
| 103 | 2023.05.03 07:00 | t/p | 24 | 0.10 | 135.854 | 136.829 | 135.854 | 107.48 | 10438.60 |
| 104 | 2023.05.03 07:00 | t/p | 25 | 0.10 | 135.854 | 136.829 | 135.854 | 86.72 | 10525.33 |
| 105 | 2023.05.03 07:00 | t/p | 26 | 0.10 | 135.854 | 136.829 | 135.854 | 42.70 | 10568.03 |
| 106 | 2023.05.03 07:00 | t/p | 27 | 0.10 | 135.854 | 136.829 | 135.854 | 21.79 | 10589.82 |
| 107 | 2023.05.04 16:00 | buy | 28 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 108 | 2023.05.04 16:00 | modify | 28 | 0.10 | 133.794 | 132.294 | 135.294 | ||
| 109 | 2023.05.04 18:01 | buy | 29 | 0.10 | 134.094 | 0.000 | 0.000 | ||
| 110 | 2023.05.04 18:01 | modify | 29 | 0.10 | 134.094 | 133.869 | 135.294 | ||
| 111 | 2023.05.04 18:01 | modify | 28 | 0.10 | 133.794 | 133.869 | 135.294 | ||
| 112 | 2023.05.05 12:30 | buy | 30 | 0.10 | 135.007 | 0.000 | 0.000 | ||
| 113 | 2023.05.05 12:30 | modify | 30 | 0.10 | 135.007 | 134.319 | 135.294 | ||
| 114 | 2023.05.05 12:30 | modify | 29 | 0.10 | 134.094 | 134.319 | 135.294 | ||
| 115 | 2023.05.05 12:30 | modify | 28 | 0.10 | 133.794 | 134.319 | 135.294 | ||
| 116 | 2023.05.05 16:51 | buy | 31 | 0.10 | 134.703 | 0.000 | 0.000 | ||
| 117 | 2023.05.05 16:51 | modify | 31 | 0.10 | 134.703 | 134.169 | 135.294 | ||
| 118 | 2023.05.05 16:51 | modify | 31 | 0.10 | 134.703 | 134.319 | 135.294 | ||
| 119 | 2023.05.07 23:52 | t/p | 28 | 0.10 | 135.294 | 134.319 | 135.294 | 112.03 | 10701.85 |
| 120 | 2023.05.07 23:52 | t/p | 29 | 0.10 | 135.294 | 134.319 | 135.294 | 89.86 | 10791.72 |
| 121 | 2023.05.07 23:52 | t/p | 30 | 0.10 | 135.294 | 134.319 | 135.294 | 21.22 | 10812.94 |
| 122 | 2023.05.07 23:52 | t/p | 31 | 0.10 | 135.294 | 134.319 | 135.294 | 43.69 | 10856.63 |
| 123 | 2023.05.17 16:00 | sell | 32 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 124 | 2023.05.17 16:00 | modify | 32 | 0.10 | 137.515 | 139.015 | 136.015 | ||
| 125 | 2023.05.24 14:30 | s/l | 32 | 0.10 | 139.015 | 139.015 | 136.015 | -118.18 | 10738.45 |