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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1917 | Ticks modelled | 46424707 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 878.47 | Gross profit | 1255.53 | Gross loss | -377.06 |
| Profit factor | 3.33 | Expected payoff | 24.40 | ||
| Absolute drawdown | 39.09 | Maximal drawdown | 380.15 (3.64%) | Relative drawdown | 3.64% (380.15) |
| Total trades | 36 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
| Largest | profit trade | 115.48 | loss trade | -114.05 | |
| Average | profit trade | 57.07 | loss trade | -26.93 | |
| Maximum | consecutive wins (profit in money) | 9 (557.79) | consecutive losses (loss in money) | 4 (-174.56) | |
| Maximal | consecutive profit (count of wins) | 557.79 (9) | consecutive loss (count of losses) | -174.56 (4) | |
| Average | consecutive wins | 4 | 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 00:59 | sell | 2 | 0.10 | 138.182 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 00:59 | modify | 2 | 0.10 | 138.182 | 138.489 | 137.364 | ||
| 5 | 2022.07.18 00:59 | modify | 1 | 0.10 | 138.864 | 138.489 | 137.364 | ||
| 6 | 2022.07.18 01:37 | sell | 3 | 0.10 | 138.039 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 01:37 | modify | 3 | 0.10 | 138.039 | 138.339 | 137.364 | ||
| 8 | 2022.07.18 01:37 | modify | 2 | 0.10 | 138.182 | 138.339 | 137.364 | ||
| 9 | 2022.07.18 01:37 | modify | 1 | 0.10 | 138.864 | 138.339 | 137.364 | ||
| 10 | 2022.07.18 03:31 | s/l | 1 | 0.10 | 138.339 | 138.339 | 137.364 | 35.17 | 10035.17 |
| 11 | 2022.07.18 03:31 | s/l | 2 | 0.10 | 138.339 | 138.339 | 137.364 | -11.35 | 10023.82 |
| 12 | 2022.07.18 03:31 | s/l | 3 | 0.10 | 138.339 | 138.339 | 137.364 | -21.69 | 10002.13 |
| 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 14:40 | buy | 5 | 0.10 | 131.697 | 0.000 | 0.000 | ||
| 16 | 2022.08.02 14:40 | modify | 5 | 0.10 | 131.697 | 131.394 | 132.519 | ||
| 17 | 2022.08.02 14:40 | modify | 4 | 0.10 | 131.019 | 131.394 | 132.519 | ||
| 18 | 2022.08.02 14:56 | buy | 6 | 0.10 | 131.844 | 0.000 | 0.000 | ||
| 19 | 2022.08.02 14:56 | modify | 6 | 0.10 | 131.844 | 131.544 | 132.519 | ||
| 20 | 2022.08.02 14:56 | modify | 5 | 0.10 | 131.697 | 131.544 | 132.519 | ||
| 21 | 2022.08.02 14:56 | modify | 4 | 0.10 | 131.019 | 131.544 | 132.519 | ||
| 22 | 2022.08.02 15:14 | buy | 7 | 0.10 | 131.919 | 0.000 | 0.000 | ||
| 23 | 2022.08.02 15:14 | modify | 7 | 0.10 | 131.919 | 131.544 | 132.519 | ||
| 24 | 2022.08.02 17:20 | t/p | 4 | 0.10 | 132.519 | 131.544 | 132.519 | 113.19 | 10115.32 |
| 25 | 2022.08.02 17:20 | t/p | 5 | 0.10 | 132.519 | 131.544 | 132.519 | 62.03 | 10177.35 |
| 26 | 2022.08.02 17:20 | t/p | 6 | 0.10 | 132.519 | 131.544 | 132.519 | 50.94 | 10228.29 |
| 27 | 2022.08.02 17:20 | t/p | 7 | 0.10 | 132.519 | 131.544 | 132.519 | 45.28 | 10273.57 |
| 28 | 2022.08.19 16:00 | sell | 8 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 29 | 2022.08.19 16:00 | modify | 8 | 0.10 | 137.018 | 138.518 | 135.518 | ||
| 30 | 2022.08.23 14:01 | sell | 9 | 0.10 | 136.342 | 0.000 | 0.000 | ||
| 31 | 2022.08.23 14:01 | modify | 9 | 0.10 | 136.342 | 136.643 | 135.518 | ||
| 32 | 2022.08.23 14:01 | modify | 8 | 0.10 | 137.018 | 136.643 | 135.518 | ||
| 33 | 2022.08.23 14:07 | sell | 10 | 0.10 | 136.193 | 0.000 | 0.000 | ||
| 34 | 2022.08.23 14:07 | modify | 10 | 0.10 | 136.193 | 136.493 | 135.518 | ||
| 35 | 2022.08.23 14:07 | modify | 9 | 0.10 | 136.342 | 136.493 | 135.518 | ||
| 36 | 2022.08.23 14:07 | modify | 8 | 0.10 | 137.018 | 136.493 | 135.518 | ||
| 37 | 2022.08.23 14:10 | sell | 11 | 0.10 | 136.118 | 0.000 | 0.000 | ||
| 38 | 2022.08.23 14:10 | modify | 11 | 0.10 | 136.118 | 136.493 | 135.518 | ||
| 39 | 2022.08.23 14:36 | s/l | 8 | 0.10 | 136.493 | 136.493 | 135.518 | 35.69 | 10309.25 |
| 40 | 2022.08.23 14:36 | s/l | 9 | 0.10 | 136.493 | 136.493 | 135.518 | -11.06 | 10298.19 |
| 41 | 2022.08.23 14:36 | s/l | 10 | 0.10 | 136.493 | 136.493 | 135.518 | -21.98 | 10276.21 |
| 42 | 2022.08.23 14:36 | s/l | 11 | 0.10 | 136.493 | 136.493 | 135.518 | -27.47 | 10248.74 |
| 43 | 2022.08.29 12:00 | sell | 12 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 44 | 2022.08.29 12:00 | modify | 12 | 0.10 | 138.570 | 140.070 | 137.070 | ||
| 45 | 2022.09.01 14:23 | s/l | 12 | 0.10 | 140.070 | 140.070 | 137.070 | -114.05 | 10134.69 |
| 46 | 2022.10.27 04:00 | buy | 13 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 47 | 2022.10.27 04:00 | modify | 13 | 0.10 | 146.152 | 144.652 | 147.652 | ||
| 48 | 2022.10.27 12:08 | buy | 14 | 0.10 | 146.832 | 0.000 | 0.000 | ||
| 49 | 2022.10.27 12:08 | modify | 14 | 0.10 | 146.832 | 146.527 | 147.652 | ||
| 50 | 2022.10.27 12:08 | modify | 13 | 0.10 | 146.152 | 146.527 | 147.652 | ||
| 51 | 2022.10.27 12:31 | s/l | 13 | 0.10 | 146.527 | 146.527 | 147.652 | 25.59 | 10160.28 |
| 52 | 2022.10.27 12:31 | s/l | 14 | 0.10 | 146.527 | 146.527 | 147.652 | -20.82 | 10139.46 |
| 53 | 2022.10.31 16:00 | sell | 15 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 54 | 2022.10.31 16:00 | modify | 15 | 0.10 | 148.643 | 150.143 | 147.143 | ||
| 55 | 2022.11.01 06:18 | sell | 16 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 56 | 2022.11.01 06:18 | modify | 16 | 0.10 | 147.968 | 148.268 | 147.143 | ||
| 57 | 2022.11.01 06:18 | modify | 15 | 0.10 | 148.643 | 148.268 | 147.143 | ||
| 58 | 2022.11.01 06:19 | sell | 17 | 0.10 | 147.811 | 0.000 | 0.000 | ||
| 59 | 2022.11.01 06:19 | modify | 17 | 0.10 | 147.811 | 148.118 | 147.143 | ||
| 60 | 2022.11.01 06:19 | modify | 16 | 0.10 | 147.968 | 148.118 | 147.143 | ||
| 61 | 2022.11.01 06:19 | modify | 15 | 0.10 | 148.643 | 148.118 | 147.143 | ||
| 62 | 2022.11.01 06:19 | sell | 18 | 0.10 | 147.740 | 0.000 | 0.000 | ||
| 63 | 2022.11.01 06:19 | modify | 18 | 0.10 | 147.740 | 148.118 | 147.143 | ||
| 64 | 2022.11.01 10:11 | t/p | 15 | 0.10 | 147.143 | 148.118 | 147.143 | 100.55 | 10240.01 |
| 65 | 2022.11.01 10:11 | t/p | 16 | 0.10 | 147.143 | 148.118 | 147.143 | 56.07 | 10296.08 |
| 66 | 2022.11.01 10:11 | t/p | 17 | 0.10 | 147.143 | 148.118 | 147.143 | 45.40 | 10341.48 |
| 67 | 2022.11.01 10:11 | t/p | 18 | 0.10 | 147.143 | 148.118 | 147.143 | 40.57 | 10382.05 |
| 68 | 2023.01.02 04:00 | buy | 19 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 69 | 2023.01.02 04:00 | modify | 19 | 0.10 | 130.926 | 129.426 | 132.426 | ||
| 70 | 2023.01.04 15:10 | buy | 20 | 0.10 | 131.606 | 0.000 | 0.000 | ||
| 71 | 2023.01.04 15:10 | modify | 20 | 0.10 | 131.606 | 131.301 | 132.426 | ||
| 72 | 2023.01.04 15:10 | modify | 19 | 0.10 | 130.926 | 131.301 | 132.426 | ||
| 73 | 2023.01.04 15:11 | buy | 21 | 0.10 | 131.751 | 0.000 | 0.000 | ||
| 74 | 2023.01.04 15:11 | modify | 21 | 0.10 | 131.751 | 131.451 | 132.426 | ||
| 75 | 2023.01.04 15:11 | modify | 20 | 0.10 | 131.606 | 131.451 | 132.426 | ||
| 76 | 2023.01.04 15:11 | modify | 19 | 0.10 | 130.926 | 131.451 | 132.426 | ||
| 77 | 2023.01.04 15:17 | buy | 22 | 0.10 | 131.829 | 0.000 | 0.000 | ||
| 78 | 2023.01.04 15:17 | modify | 22 | 0.10 | 131.829 | 131.451 | 132.426 | ||
| 79 | 2023.01.04 17:43 | t/p | 19 | 0.10 | 132.426 | 131.451 | 132.426 | 115.48 | 10497.52 |
| 80 | 2023.01.04 17:43 | t/p | 20 | 0.10 | 132.426 | 131.451 | 132.426 | 61.92 | 10559.44 |
| 81 | 2023.01.04 17:43 | t/p | 21 | 0.10 | 132.426 | 131.451 | 132.426 | 50.97 | 10610.41 |
| 82 | 2023.01.04 17:43 | t/p | 22 | 0.10 | 132.426 | 131.451 | 132.426 | 45.08 | 10655.49 |
| 83 | 2023.02.02 04:00 | buy | 23 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 84 | 2023.02.02 04:00 | modify | 23 | 0.10 | 128.637 | 127.137 | 130.137 | ||
| 85 | 2023.02.03 13:30 | buy | 24 | 0.10 | 129.313 | 0.000 | 0.000 | ||
| 86 | 2023.02.03 13:30 | modify | 24 | 0.10 | 129.313 | 129.012 | 130.137 | ||
| 87 | 2023.02.03 13:30 | modify | 23 | 0.10 | 128.637 | 129.012 | 130.137 | ||
| 88 | 2023.02.03 13:30 | buy | 25 | 0.10 | 129.463 | 0.000 | 0.000 | ||
| 89 | 2023.02.03 13:30 | modify | 25 | 0.10 | 129.463 | 129.162 | 130.137 | ||
| 90 | 2023.02.03 13:30 | modify | 24 | 0.10 | 129.313 | 129.162 | 130.137 | ||
| 91 | 2023.02.03 13:30 | modify | 23 | 0.10 | 128.637 | 129.162 | 130.137 | ||
| 92 | 2023.02.03 13:30 | buy | 26 | 0.10 | 129.546 | 0.000 | 0.000 | ||
| 93 | 2023.02.03 13:30 | modify | 26 | 0.10 | 129.546 | 129.162 | 130.137 | ||
| 94 | 2023.02.03 13:32 | s/l | 23 | 0.10 | 129.162 | 129.162 | 130.137 | 41.75 | 10697.25 |
| 95 | 2023.02.03 13:32 | s/l | 24 | 0.10 | 129.162 | 129.162 | 130.137 | -11.69 | 10685.56 |
| 96 | 2023.02.03 13:32 | s/l | 25 | 0.10 | 129.162 | 129.162 | 130.137 | -23.31 | 10662.25 |
| 97 | 2023.02.03 13:32 | s/l | 26 | 0.10 | 129.162 | 129.162 | 130.137 | -29.73 | 10632.52 |
| 98 | 2023.02.27 04:00 | sell | 27 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 99 | 2023.02.27 04:00 | modify | 27 | 0.10 | 136.354 | 137.854 | 134.854 | ||
| 100 | 2023.03.01 09:03 | sell | 28 | 0.10 | 135.675 | 0.000 | 0.000 | ||
| 101 | 2023.03.01 09:03 | modify | 28 | 0.10 | 135.675 | 135.979 | 134.854 | ||
| 102 | 2023.03.01 09:03 | modify | 27 | 0.10 | 136.354 | 135.979 | 134.854 | ||
| 103 | 2023.03.01 11:14 | sell | 29 | 0.10 | 135.524 | 0.000 | 0.000 | ||
| 104 | 2023.03.01 11:14 | modify | 29 | 0.10 | 135.524 | 135.829 | 134.854 | ||
| 105 | 2023.03.01 11:14 | modify | 28 | 0.10 | 135.675 | 135.829 | 134.854 | ||
| 106 | 2023.03.01 11:14 | modify | 27 | 0.10 | 136.354 | 135.829 | 134.854 | ||
| 107 | 2023.03.01 11:22 | sell | 30 | 0.10 | 135.451 | 0.000 | 0.000 | ||
| 108 | 2023.03.01 11:22 | modify | 30 | 0.10 | 135.451 | 135.829 | 134.854 | ||
| 109 | 2023.03.01 14:08 | s/l | 27 | 0.10 | 135.829 | 135.829 | 134.854 | 35.87 | 10668.38 |
| 110 | 2023.03.01 14:08 | s/l | 28 | 0.10 | 135.829 | 135.829 | 134.854 | -11.34 | 10657.04 |
| 111 | 2023.03.01 14:08 | s/l | 29 | 0.10 | 135.829 | 135.829 | 134.854 | -22.46 | 10634.58 |
| 112 | 2023.03.01 14:08 | s/l | 30 | 0.10 | 135.829 | 135.829 | 134.854 | -27.83 | 10606.75 |
| 113 | 2023.05.01 08:00 | sell | 31 | 0.10 | 136.716 | 0.000 | 0.000 | ||
| 114 | 2023.05.01 08:00 | modify | 31 | 0.10 | 136.716 | 138.216 | 135.216 | ||
| 115 | 2023.05.03 01:57 | sell | 32 | 0.10 | 136.036 | 0.000 | 0.000 | ||
| 116 | 2023.05.03 01:57 | modify | 32 | 0.10 | 136.036 | 136.341 | 135.216 | ||
| 117 | 2023.05.03 01:57 | modify | 31 | 0.10 | 136.716 | 136.341 | 135.216 | ||
| 118 | 2023.05.03 05:37 | sell | 33 | 0.10 | 135.889 | 0.000 | 0.000 | ||
| 119 | 2023.05.03 05:37 | modify | 33 | 0.10 | 135.889 | 136.191 | 135.216 | ||
| 120 | 2023.05.03 05:37 | modify | 32 | 0.10 | 136.036 | 136.191 | 135.216 | ||
| 121 | 2023.05.03 05:37 | modify | 31 | 0.10 | 136.716 | 136.191 | 135.216 | ||
| 122 | 2023.05.03 07:00 | sell | 34 | 0.10 | 135.816 | 0.000 | 0.000 | ||
| 123 | 2023.05.03 07:00 | modify | 34 | 0.10 | 135.816 | 136.191 | 135.216 | ||
| 124 | 2023.05.03 14:39 | t/p | 31 | 0.10 | 135.216 | 136.191 | 135.216 | 108.15 | 10714.90 |
| 125 | 2023.05.03 14:39 | t/p | 32 | 0.10 | 135.216 | 136.191 | 135.216 | 60.64 | 10775.54 |
| 126 | 2023.05.03 14:39 | t/p | 33 | 0.10 | 135.216 | 136.191 | 135.216 | 49.77 | 10825.31 |
| 127 | 2023.05.03 14:39 | t/p | 34 | 0.10 | 135.216 | 136.191 | 135.216 | 44.37 | 10869.68 |
| 128 | 2023.05.04 08:00 | buy | 35 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 129 | 2023.05.04 08:00 | modify | 35 | 0.10 | 134.701 | 133.201 | 136.201 | ||
| 130 | 2023.05.09 13:17 | buy | 36 | 0.10 | 135.377 | 0.000 | 0.000 | ||
| 131 | 2023.05.09 13:17 | modify | 36 | 0.10 | 135.377 | 135.076 | 136.201 | ||
| 132 | 2023.05.09 13:17 | modify | 35 | 0.10 | 134.701 | 135.076 | 136.201 | ||
| 133 | 2023.05.09 13:59 | s/l | 35 | 0.10 | 135.076 | 135.076 | 136.201 | 31.07 | 10900.75 |
| 134 | 2023.05.09 13:59 | s/l | 36 | 0.10 | 135.076 | 135.076 | 136.201 | -22.28 | 10878.47 |