Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 79592 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 951.48 | Gross profit | 1200.59 | Gross loss | -249.11 |
| Profit factor | 4.82 | Expected payoff | 36.60 | ||
| Absolute drawdown | 39.09 | Maximal drawdown | 295.91 (2.86%) | Relative drawdown | 2.86% (295.91) |
| Total trades | 26 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
| Largest | profit trade | 116.31 | loss trade | -113.92 | |
| Average | profit trade | 66.70 | loss trade | -31.14 | |
| Maximum | consecutive wins (profit in money) | 8 (614.01) | consecutive losses (loss in money) | 3 (-150.47) | |
| Maximal | consecutive profit (count of wins) | 614.01 (8) | consecutive loss (count of losses) | -150.47 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 12:00 | sell | 1 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 12:00 | modify | 1 | 0.10 | 138.864 | 140.364 | 137.364 | ||
| 3 | 2022.07.18 00:55 | sell | 2 | 0.10 | 138.177 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 00:55 | modify | 2 | 0.10 | 138.177 | 138.489 | 137.364 | ||
| 5 | 2022.07.18 00:55 | modify | 1 | 0.10 | 138.864 | 138.489 | 137.364 | ||
| 6 | 2022.07.18 01:40 | sell | 3 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 01:40 | modify | 3 | 0.10 | 138.025 | 138.339 | 137.364 | ||
| 8 | 2022.07.18 01:40 | modify | 2 | 0.10 | 138.177 | 138.339 | 137.364 | ||
| 9 | 2022.07.18 01:40 | modify | 1 | 0.10 | 138.864 | 138.339 | 137.364 | ||
| 10 | 2022.07.18 03:30 | s/l | 1 | 0.10 | 138.339 | 138.339 | 137.364 | 35.15 | 10035.15 |
| 11 | 2022.07.18 03:30 | s/l | 2 | 0.10 | 138.339 | 138.339 | 137.364 | -11.70 | 10023.45 |
| 12 | 2022.07.18 03:30 | s/l | 3 | 0.10 | 138.339 | 138.339 | 137.364 | -22.69 | 10000.76 |
| 13 | 2022.08.02 12:00 | buy | 4 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 12:00 | modify | 4 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 15 | 2022.08.02 14:30 | buy | 5 | 0.10 | 131.707 | 0.000 | 0.000 | ||
| 16 | 2022.08.02 14:30 | modify | 5 | 0.10 | 131.707 | 131.394 | 132.519 | ||
| 17 | 2022.08.02 14:30 | modify | 4 | 0.10 | 131.019 | 131.394 | 132.519 | ||
| 18 | 2022.08.02 14:40 | buy | 6 | 0.10 | 131.846 | 0.000 | 0.000 | ||
| 19 | 2022.08.02 14:40 | modify | 6 | 0.10 | 131.846 | 131.544 | 132.519 | ||
| 20 | 2022.08.02 14:40 | modify | 5 | 0.10 | 131.707 | 131.544 | 132.519 | ||
| 21 | 2022.08.02 14:40 | modify | 4 | 0.10 | 131.019 | 131.544 | 132.519 | ||
| 22 | 2022.08.02 17:20 | t/p | 4 | 0.10 | 132.519 | 131.544 | 132.519 | 113.17 | 10113.93 |
| 23 | 2022.08.02 17:20 | t/p | 5 | 0.10 | 132.519 | 131.544 | 132.519 | 61.26 | 10175.19 |
| 24 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.544 | 132.519 | 50.78 | 10225.97 |
| 25 | 2022.08.19 16:00 | sell | 7 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 26 | 2022.08.19 16:00 | modify | 7 | 0.10 | 137.018 | 138.518 | 135.518 | ||
| 27 | 2022.08.23 14:30 | sell | 8 | 0.10 | 136.168 | 0.000 | 0.000 | ||
| 28 | 2022.08.23 14:30 | modify | 8 | 0.10 | 136.168 | 136.493 | 135.518 | ||
| 29 | 2022.08.23 14:30 | modify | 7 | 0.10 | 137.018 | 136.493 | 135.518 | ||
| 30 | 2022.08.23 15:45 | sell | 9 | 0.10 | 136.319 | 0.000 | 0.000 | ||
| 31 | 2022.08.23 15:45 | modify | 9 | 0.10 | 136.319 | 136.643 | 135.518 | ||
| 32 | 2022.08.23 15:50 | modify | 9 | 0.10 | 136.319 | 136.493 | 135.518 | ||
| 33 | 2022.08.23 16:40 | s/l | 7 | 0.10 | 136.493 | 136.493 | 135.518 | 35.69 | 10261.65 |
| 34 | 2022.08.23 16:40 | s/l | 8 | 0.10 | 136.493 | 136.493 | 135.518 | -23.81 | 10237.84 |
| 35 | 2022.08.23 16:40 | s/l | 9 | 0.10 | 136.493 | 136.493 | 135.518 | -12.74 | 10225.10 |
| 36 | 2022.08.29 12:00 | sell | 10 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 37 | 2022.08.29 12:00 | modify | 10 | 0.10 | 138.570 | 140.070 | 137.070 | ||
| 38 | 2022.09.01 14:33 | s/l | 10 | 0.10 | 140.070 | 140.070 | 137.070 | -113.92 | 10111.18 |
| 39 | 2022.10.27 04:00 | buy | 11 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 40 | 2022.10.27 04:00 | modify | 11 | 0.10 | 146.152 | 144.652 | 147.652 | ||
| 41 | 2022.10.28 07:20 | buy | 12 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 42 | 2022.10.28 07:20 | modify | 12 | 0.10 | 146.840 | 146.527 | 147.652 | ||
| 43 | 2022.10.28 07:20 | modify | 11 | 0.10 | 146.152 | 146.527 | 147.652 | ||
| 44 | 2022.10.28 07:30 | buy | 13 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 45 | 2022.10.28 07:30 | modify | 13 | 0.10 | 147.004 | 146.677 | 147.652 | ||
| 46 | 2022.10.28 07:30 | modify | 12 | 0.10 | 146.840 | 146.677 | 147.652 | ||
| 47 | 2022.10.28 07:30 | modify | 11 | 0.10 | 146.152 | 146.677 | 147.652 | ||
| 48 | 2022.10.28 09:30 | t/p | 11 | 0.10 | 147.652 | 146.677 | 147.652 | 102.64 | 10213.82 |
| 49 | 2022.10.28 09:30 | t/p | 12 | 0.10 | 147.652 | 146.677 | 147.652 | 54.96 | 10268.78 |
| 50 | 2022.10.28 09:30 | t/p | 13 | 0.10 | 147.652 | 146.677 | 147.652 | 43.86 | 10312.64 |
| 51 | 2022.10.31 16:00 | sell | 14 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 52 | 2022.10.31 16:00 | modify | 14 | 0.10 | 148.643 | 150.143 | 147.143 | ||
| 53 | 2022.11.01 06:55 | sell | 15 | 0.10 | 147.795 | 0.000 | 0.000 | ||
| 54 | 2022.11.01 06:55 | modify | 15 | 0.10 | 147.795 | 148.118 | 147.143 | ||
| 55 | 2022.11.01 06:55 | modify | 14 | 0.10 | 148.643 | 148.118 | 147.143 | ||
| 56 | 2022.11.01 10:40 | t/p | 14 | 0.10 | 147.143 | 148.118 | 147.143 | 100.64 | 10413.28 |
| 57 | 2022.11.01 10:40 | t/p | 15 | 0.10 | 147.143 | 148.118 | 147.143 | 44.35 | 10457.63 |
| 58 | 2023.01.02 04:00 | buy | 16 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 59 | 2023.01.02 04:00 | modify | 16 | 0.10 | 130.926 | 129.426 | 132.426 | ||
| 60 | 2023.01.04 17:30 | t/p | 16 | 0.10 | 132.426 | 129.426 | 132.426 | 115.40 | 10573.03 |
| 61 | 2023.02.02 04:00 | buy | 17 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 62 | 2023.02.02 04:00 | modify | 17 | 0.10 | 128.637 | 127.137 | 130.137 | ||
| 63 | 2023.02.03 13:40 | t/p | 17 | 0.10 | 130.137 | 127.137 | 130.137 | 116.31 | 10689.34 |
| 64 | 2023.02.27 04:00 | sell | 18 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 65 | 2023.02.27 04:00 | modify | 18 | 0.10 | 136.354 | 137.854 | 134.854 | ||
| 66 | 2023.03.01 10:40 | sell | 19 | 0.10 | 135.650 | 0.000 | 0.000 | ||
| 67 | 2023.03.01 10:40 | modify | 19 | 0.10 | 135.650 | 135.979 | 134.854 | ||
| 68 | 2023.03.01 10:40 | modify | 18 | 0.10 | 136.354 | 135.979 | 134.854 | ||
| 69 | 2023.03.01 11:30 | sell | 20 | 0.10 | 135.448 | 0.000 | 0.000 | ||
| 70 | 2023.03.01 11:30 | modify | 20 | 0.10 | 135.448 | 135.829 | 134.854 | ||
| 71 | 2023.03.01 11:30 | modify | 19 | 0.10 | 135.650 | 135.829 | 134.854 | ||
| 72 | 2023.03.01 11:30 | modify | 18 | 0.10 | 136.354 | 135.829 | 134.854 | ||
| 73 | 2023.03.01 14:20 | s/l | 18 | 0.10 | 135.829 | 135.829 | 134.854 | 35.85 | 10725.19 |
| 74 | 2023.03.01 14:20 | s/l | 19 | 0.10 | 135.829 | 135.829 | 134.854 | -13.18 | 10712.01 |
| 75 | 2023.03.01 14:20 | s/l | 20 | 0.10 | 135.829 | 135.829 | 134.854 | -28.04 | 10683.97 |
| 76 | 2023.05.01 08:00 | sell | 21 | 0.10 | 136.716 | 0.000 | 0.000 | ||
| 77 | 2023.05.01 08:00 | modify | 21 | 0.10 | 136.716 | 138.216 | 135.216 | ||
| 78 | 2023.05.03 01:50 | sell | 22 | 0.10 | 136.025 | 0.000 | 0.000 | ||
| 79 | 2023.05.03 01:50 | modify | 22 | 0.10 | 136.025 | 136.341 | 135.216 | ||
| 80 | 2023.05.03 01:50 | modify | 21 | 0.10 | 136.716 | 136.341 | 135.216 | ||
| 81 | 2023.05.03 05:40 | sell | 23 | 0.10 | 135.874 | 0.000 | 0.000 | ||
| 82 | 2023.05.03 05:40 | modify | 23 | 0.10 | 135.874 | 136.191 | 135.216 | ||
| 83 | 2023.05.03 05:40 | modify | 22 | 0.10 | 136.025 | 136.191 | 135.216 | ||
| 84 | 2023.05.03 05:40 | modify | 21 | 0.10 | 136.716 | 136.191 | 135.216 | ||
| 85 | 2023.05.03 07:59 | sell | 24 | 0.10 | 135.793 | 0.000 | 0.000 | ||
| 86 | 2023.05.03 07:59 | modify | 24 | 0.10 | 135.793 | 136.191 | 135.216 | ||
| 87 | 2023.05.03 14:40 | t/p | 21 | 0.10 | 135.216 | 136.191 | 135.216 | 108.22 | 10792.18 |
| 88 | 2023.05.03 14:40 | t/p | 22 | 0.10 | 135.216 | 136.191 | 135.216 | 59.86 | 10852.04 |
| 89 | 2023.05.03 14:40 | t/p | 23 | 0.10 | 135.216 | 136.191 | 135.216 | 48.69 | 10900.73 |
| 90 | 2023.05.03 14:40 | t/p | 24 | 0.10 | 135.216 | 136.191 | 135.216 | 42.70 | 10943.43 |
| 91 | 2023.05.04 08:00 | buy | 25 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 92 | 2023.05.04 08:00 | modify | 25 | 0.10 | 134.701 | 133.201 | 136.201 | ||
| 93 | 2023.05.09 13:15 | buy | 26 | 0.10 | 135.387 | 0.000 | 0.000 | ||
| 94 | 2023.05.09 13:15 | modify | 26 | 0.10 | 135.387 | 135.076 | 136.201 | ||
| 95 | 2023.05.09 13:15 | modify | 25 | 0.10 | 134.701 | 135.076 | 136.201 | ||
| 96 | 2023.05.09 13:40 | s/l | 25 | 0.10 | 135.076 | 135.076 | 136.201 | 31.08 | 10974.51 |
| 97 | 2023.05.09 13:40 | s/l | 26 | 0.10 | 135.076 | 135.076 | 136.201 | -23.03 | 10951.48 |