Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 58642006 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 567.88 | Gross profit | 618.66 | Gross loss | -50.78 |
| Profit factor | 12.18 | Expected payoff | 37.86 | ||
| Absolute drawdown | 18.51 | Maximal drawdown | 100.62 (0.97%) | Relative drawdown | 0.97% (100.62) |
| Total trades | 15 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
| Largest | profit trade | 106.82 | loss trade | -16.81 | |
| Average | profit trade | 56.24 | loss trade | -12.69 | |
| Maximum | consecutive wins (profit in money) | 5 (293.40) | consecutive losses (loss in money) | 2 (-28.99) | |
| Maximal | consecutive profit (count of wins) | 293.40 (5) | consecutive loss (count of losses) | -28.99 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.06 16:00 | buy | 1 | 0.10 | 138.004 | 0.000 | 0.000 | ||
| 2 | 2022.07.06 16:00 | modify | 1 | 0.10 | 138.004 | 137.004 | 139.504 | ||
| 3 | 2022.07.06 23:04 | buy | 2 | 0.10 | 138.610 | 0.000 | 0.000 | ||
| 4 | 2022.07.06 23:04 | modify | 2 | 0.10 | 138.610 | 138.454 | 139.504 | ||
| 5 | 2022.07.06 23:04 | modify | 1 | 0.10 | 138.004 | 138.454 | 139.504 | ||
| 6 | 2022.07.06 23:40 | s/l | 1 | 0.10 | 138.454 | 138.454 | 139.504 | 32.05 | 10032.05 |
| 7 | 2022.07.06 23:40 | s/l | 2 | 0.10 | 138.454 | 138.454 | 139.504 | -11.11 | 10020.94 |
| 8 | 2022.08.02 12:00 | buy | 3 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 9 | 2022.08.02 12:00 | modify | 3 | 0.10 | 133.951 | 132.951 | 135.451 | ||
| 10 | 2022.08.02 15:34 | buy | 4 | 0.10 | 134.556 | 0.000 | 0.000 | ||
| 11 | 2022.08.02 15:34 | modify | 4 | 0.10 | 134.556 | 134.401 | 135.451 | ||
| 12 | 2022.08.02 15:34 | modify | 3 | 0.10 | 133.951 | 134.401 | 135.451 | ||
| 13 | 2022.08.02 15:36 | buy | 5 | 0.10 | 134.626 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 15:36 | modify | 5 | 0.10 | 134.626 | 134.476 | 135.451 | ||
| 15 | 2022.08.02 15:36 | modify | 5 | 0.10 | 134.626 | 134.401 | 135.451 | ||
| 16 | 2022.08.02 17:25 | buy | 6 | 0.10 | 135.001 | 0.000 | 0.000 | ||
| 17 | 2022.08.02 17:25 | modify | 6 | 0.10 | 135.001 | 134.851 | 135.451 | ||
| 18 | 2022.08.02 17:25 | modify | 4 | 0.10 | 134.556 | 134.851 | 135.451 | ||
| 19 | 2022.08.02 17:25 | modify | 5 | 0.10 | 134.626 | 134.851 | 135.451 | ||
| 20 | 2022.08.02 17:25 | modify | 3 | 0.10 | 133.951 | 134.851 | 135.451 | ||
| 21 | 2022.08.02 22:00 | t/p | 3 | 0.10 | 135.451 | 134.851 | 135.451 | 106.82 | 10127.76 |
| 22 | 2022.08.02 22:00 | t/p | 4 | 0.10 | 135.451 | 134.851 | 135.451 | 63.74 | 10191.50 |
| 23 | 2022.08.02 22:00 | t/p | 5 | 0.10 | 135.451 | 134.851 | 135.451 | 58.75 | 10250.25 |
| 24 | 2022.08.02 22:00 | t/p | 6 | 0.10 | 135.451 | 134.851 | 135.451 | 32.05 | 10282.30 |
| 25 | 2022.09.08 04:00 | sell | 7 | 0.10 | 143.800 | 0.000 | 0.000 | ||
| 26 | 2022.09.08 04:00 | modify | 7 | 0.10 | 143.800 | 144.800 | 142.300 | ||
| 27 | 2022.09.08 14:16 | sell | 8 | 0.10 | 143.200 | 0.000 | 0.000 | ||
| 28 | 2022.09.08 14:16 | modify | 8 | 0.10 | 143.200 | 143.350 | 142.300 | ||
| 29 | 2022.09.08 14:16 | modify | 7 | 0.10 | 143.800 | 143.350 | 142.300 | ||
| 30 | 2022.09.08 14:18 | s/l | 7 | 0.10 | 143.350 | 143.350 | 142.300 | 32.04 | 10314.34 |
| 31 | 2022.09.08 14:18 | s/l | 8 | 0.10 | 143.350 | 143.350 | 142.300 | -10.68 | 10303.66 |
| 32 | 2022.11.11 16:00 | buy | 9 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 33 | 2022.11.11 16:00 | modify | 9 | 0.10 | 143.620 | 142.620 | 145.120 | ||
| 34 | 2022.11.13 22:12 | buy | 10 | 0.10 | 144.306 | 0.000 | 0.000 | ||
| 35 | 2022.11.13 22:12 | modify | 10 | 0.10 | 144.306 | 144.145 | 145.120 | ||
| 36 | 2022.11.13 22:12 | modify | 9 | 0.10 | 143.620 | 144.145 | 145.120 | ||
| 37 | 2022.11.13 22:13 | buy | 11 | 0.10 | 144.241 | 0.000 | 0.000 | ||
| 38 | 2022.11.13 22:13 | modify | 11 | 0.10 | 144.241 | 144.070 | 145.120 | ||
| 39 | 2022.11.13 22:13 | modify | 10 | 0.10 | 144.306 | 144.070 | 145.120 | ||
| 40 | 2022.11.13 22:13 | modify | 9 | 0.10 | 143.620 | 144.070 | 145.120 | ||
| 41 | 2022.11.13 22:17 | s/l | 9 | 0.10 | 144.070 | 144.070 | 145.120 | 32.04 | 10335.70 |
| 42 | 2022.11.13 22:17 | s/l | 10 | 0.10 | 144.070 | 144.070 | 145.120 | -16.81 | 10318.89 |
| 43 | 2022.11.13 22:17 | s/l | 11 | 0.10 | 144.070 | 144.070 | 145.120 | -12.18 | 10306.71 |
| 44 | 2022.12.15 20:00 | sell | 12 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 45 | 2022.12.15 20:00 | modify | 12 | 0.10 | 146.450 | 147.450 | 144.950 | ||
| 46 | 2022.12.16 08:00 | sell | 13 | 0.10 | 145.850 | 0.000 | 0.000 | ||
| 47 | 2022.12.16 08:00 | modify | 13 | 0.10 | 145.850 | 146.000 | 144.950 | ||
| 48 | 2022.12.16 08:00 | modify | 12 | 0.10 | 146.450 | 146.000 | 144.950 | ||
| 49 | 2022.12.16 08:17 | sell | 14 | 0.10 | 145.775 | 0.000 | 0.000 | ||
| 50 | 2022.12.16 08:17 | modify | 14 | 0.10 | 145.775 | 145.925 | 144.950 | ||
| 51 | 2022.12.16 08:17 | modify | 14 | 0.10 | 145.775 | 146.000 | 144.950 | ||
| 52 | 2022.12.16 15:11 | sell | 15 | 0.10 | 145.400 | 0.000 | 0.000 | ||
| 53 | 2022.12.16 15:11 | modify | 15 | 0.10 | 145.400 | 145.550 | 144.950 | ||
| 54 | 2022.12.16 15:11 | modify | 13 | 0.10 | 145.850 | 145.550 | 144.950 | ||
| 55 | 2022.12.16 15:11 | modify | 14 | 0.10 | 145.775 | 145.550 | 144.950 | ||
| 56 | 2022.12.16 15:11 | modify | 12 | 0.10 | 146.450 | 145.550 | 144.950 | ||
| 57 | 2022.12.16 15:55 | t/p | 12 | 0.10 | 144.950 | 145.550 | 144.950 | 106.26 | 10412.97 |
| 58 | 2022.12.16 15:55 | t/p | 13 | 0.10 | 144.950 | 145.550 | 144.950 | 64.10 | 10477.07 |
| 59 | 2022.12.16 15:55 | t/p | 14 | 0.10 | 144.950 | 145.550 | 144.950 | 58.76 | 10535.83 |
| 60 | 2022.12.16 15:55 | t/p | 15 | 0.10 | 144.950 | 145.550 | 144.950 | 32.05 | 10567.88 |