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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 79731 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 648.34 | Gross profit | 750.10 | Gross loss | -101.76 |
| Profit factor | 7.37 | Expected payoff | 46.31 | ||
| Absolute drawdown | 38.79 | Maximal drawdown | 160.16 (1.50%) | Relative drawdown | 1.50% (160.16) |
| Total trades | 14 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 11 (78.57%) | Loss trades (% of total) | 3 (21.43%) | ||
| Largest | profit trade | 107.80 | loss trade | -42.75 | |
| Average | profit trade | 68.19 | loss trade | -33.92 | |
| Maximum | consecutive wins (profit in money) | 6 (453.97) | consecutive losses (loss in money) | 1 (-42.75) | |
| Maximal | consecutive profit (count of wins) | 453.97 (6) | consecutive loss (count of losses) | -42.75 (1) | |
| Average | consecutive wins | 4 | 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 | 137.404 | 139.504 | ||
| 3 | 2022.07.06 18:50 | buy | 2 | 0.10 | 138.470 | 0.000 | 0.000 | ||
| 4 | 2022.07.06 18:50 | modify | 2 | 0.10 | 138.470 | 138.229 | 139.504 | ||
| 5 | 2022.07.06 18:50 | modify | 1 | 0.10 | 138.004 | 138.229 | 139.504 | ||
| 6 | 2022.07.07 01:30 | s/l | 1 | 0.10 | 138.229 | 138.229 | 139.504 | 16.94 | 10016.94 |
| 7 | 2022.07.07 01:30 | s/l | 2 | 0.10 | 138.229 | 138.229 | 139.504 | -16.26 | 10000.69 |
| 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 | 133.351 | 135.451 | ||
| 10 | 2022.08.02 14:50 | buy | 4 | 0.10 | 134.407 | 0.000 | 0.000 | ||
| 11 | 2022.08.02 14:50 | modify | 4 | 0.10 | 134.407 | 134.176 | 135.451 | ||
| 12 | 2022.08.02 14:50 | modify | 3 | 0.10 | 133.951 | 134.176 | 135.451 | ||
| 13 | 2022.08.02 22:15 | t/p | 3 | 0.10 | 135.451 | 134.176 | 135.451 | 106.88 | 10107.57 |
| 14 | 2022.08.02 22:15 | t/p | 4 | 0.10 | 135.451 | 134.176 | 135.451 | 74.39 | 10181.96 |
| 15 | 2022.11.11 16:00 | buy | 5 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 16 | 2022.11.11 16:00 | modify | 5 | 0.10 | 143.620 | 143.020 | 145.120 | ||
| 17 | 2022.11.14 07:59 | buy | 6 | 0.10 | 144.093 | 0.000 | 0.000 | ||
| 18 | 2022.11.14 07:59 | modify | 6 | 0.10 | 144.093 | 143.845 | 145.120 | ||
| 19 | 2022.11.14 07:59 | modify | 5 | 0.10 | 143.620 | 143.845 | 145.120 | ||
| 20 | 2022.11.14 08:30 | buy | 7 | 0.10 | 144.472 | 0.000 | 0.000 | ||
| 21 | 2022.11.14 08:30 | modify | 7 | 0.10 | 144.472 | 144.070 | 145.120 | ||
| 22 | 2022.11.14 08:30 | buy | 8 | 0.10 | 144.472 | 0.000 | 0.000 | ||
| 23 | 2022.11.14 08:30 | modify | 8 | 0.10 | 144.472 | 144.295 | 145.120 | ||
| 24 | 2022.11.14 08:30 | modify | 6 | 0.10 | 144.093 | 144.295 | 145.120 | ||
| 25 | 2022.11.14 08:30 | modify | 5 | 0.10 | 143.620 | 144.295 | 145.120 | ||
| 26 | 2022.11.14 08:35 | modify | 7 | 0.10 | 144.472 | 144.295 | 145.120 | ||
| 27 | 2022.11.14 15:40 | t/p | 5 | 0.10 | 145.120 | 144.295 | 145.120 | 107.18 | 10289.14 |
| 28 | 2022.11.14 15:40 | t/p | 6 | 0.10 | 145.120 | 144.295 | 145.120 | 73.18 | 10362.32 |
| 29 | 2022.11.14 15:40 | t/p | 7 | 0.10 | 145.120 | 144.295 | 145.120 | 46.17 | 10408.49 |
| 30 | 2022.11.14 15:40 | t/p | 8 | 0.10 | 145.120 | 144.295 | 145.120 | 46.17 | 10454.66 |
| 31 | 2022.12.20 12:00 | buy | 9 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 32 | 2022.12.20 12:00 | modify | 9 | 0.10 | 140.997 | 140.397 | 142.497 | ||
| 33 | 2022.12.20 13:40 | s/l | 9 | 0.10 | 140.397 | 140.397 | 142.497 | -42.75 | 10411.91 |
| 34 | 2023.05.11 16:00 | buy | 10 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 35 | 2023.05.11 16:00 | modify | 10 | 0.10 | 146.801 | 146.201 | 148.301 | ||
| 36 | 2023.05.12 15:50 | buy | 11 | 0.10 | 147.251 | 0.000 | 0.000 | ||
| 37 | 2023.05.12 15:50 | modify | 11 | 0.10 | 147.251 | 147.026 | 148.301 | ||
| 38 | 2023.05.12 15:50 | modify | 10 | 0.10 | 146.801 | 147.026 | 148.301 | ||
| 39 | 2023.05.15 02:30 | buy | 12 | 0.10 | 147.632 | 0.000 | 0.000 | ||
| 40 | 2023.05.15 02:30 | modify | 12 | 0.10 | 147.632 | 147.251 | 148.301 | ||
| 41 | 2023.05.15 02:30 | buy | 13 | 0.10 | 147.632 | 0.000 | 0.000 | ||
| 42 | 2023.05.15 02:30 | modify | 13 | 0.10 | 147.632 | 147.476 | 148.301 | ||
| 43 | 2023.05.15 02:30 | modify | 11 | 0.10 | 147.251 | 147.476 | 148.301 | ||
| 44 | 2023.05.15 02:30 | modify | 10 | 0.10 | 146.801 | 147.476 | 148.301 | ||
| 45 | 2023.05.15 02:35 | modify | 12 | 0.10 | 147.632 | 147.476 | 148.301 | ||
| 46 | 2023.05.16 13:40 | t/p | 10 | 0.10 | 148.301 | 147.476 | 148.301 | 107.80 | 10519.71 |
| 47 | 2023.05.16 13:40 | t/p | 11 | 0.10 | 148.301 | 147.476 | 148.301 | 75.43 | 10595.14 |
| 48 | 2023.05.16 13:40 | t/p | 12 | 0.10 | 148.301 | 147.476 | 148.301 | 47.97 | 10643.12 |
| 49 | 2023.05.16 13:40 | t/p | 13 | 0.10 | 148.301 | 147.476 | 148.301 | 47.97 | 10691.09 |
| 50 | 2023.06.15 12:00 | sell | 14 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 51 | 2023.06.15 12:00 | modify | 14 | 0.10 | 152.799 | 153.399 | 151.299 | ||
| 52 | 2023.06.15 12:40 | s/l | 14 | 0.10 | 153.399 | 153.399 | 151.299 | -42.75 | 10648.34 |