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=1; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 928.87 | Gross profit | 928.87 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 66.35 | |||
| Absolute drawdown | 22.95 | Maximal drawdown | 197.29 (1.86%) | Relative drawdown | 1.86% (197.29) |
| Total trades | 14 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 14 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 113.30 | loss trade | -0.00 | |
| Average | profit trade | 66.35 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 14 (928.87) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 928.87 (14) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 14 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 08:00 | sell | 1 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 08:00 | modify | 1 | 0.10 | 139.097 | 140.297 | 137.597 | ||
| 3 | 2022.07.15 14:46 | sell | 2 | 0.10 | 138.420 | 0.000 | 0.000 | ||
| 4 | 2022.07.15 14:46 | modify | 2 | 0.10 | 138.420 | 138.797 | 137.597 | ||
| 5 | 2022.07.15 14:46 | modify | 1 | 0.10 | 139.097 | 138.797 | 137.597 | ||
| 6 | 2022.07.18 00:55 | sell | 3 | 0.10 | 138.177 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 00:55 | modify | 3 | 0.10 | 138.177 | 138.722 | 137.597 | ||
| 8 | 2022.07.18 00:55 | modify | 2 | 0.10 | 138.420 | 138.722 | 137.597 | ||
| 9 | 2022.07.18 00:55 | modify | 1 | 0.10 | 139.097 | 138.722 | 137.597 | ||
| 10 | 2022.07.18 01:40 | sell | 4 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 11 | 2022.07.18 01:40 | modify | 4 | 0.10 | 138.025 | 138.497 | 137.597 | ||
| 12 | 2022.07.18 01:40 | modify | 3 | 0.10 | 138.177 | 138.497 | 137.597 | ||
| 13 | 2022.07.18 01:40 | modify | 2 | 0.10 | 138.420 | 138.497 | 137.597 | ||
| 14 | 2022.07.18 01:40 | modify | 1 | 0.10 | 139.097 | 138.497 | 137.597 | ||
| 15 | 2022.07.19 10:30 | t/p | 1 | 0.10 | 137.597 | 138.497 | 137.597 | 104.85 | 10104.85 |
| 16 | 2022.07.19 10:30 | t/p | 2 | 0.10 | 137.597 | 138.497 | 137.597 | 57.04 | 10161.89 |
| 17 | 2022.07.19 10:30 | t/p | 3 | 0.10 | 137.597 | 138.497 | 137.597 | 40.77 | 10202.66 |
| 18 | 2022.07.19 10:30 | t/p | 4 | 0.10 | 137.597 | 138.497 | 137.597 | 29.72 | 10232.37 |
| 19 | 2022.08.02 04:00 | buy | 5 | 0.10 | 130.870 | 0.000 | 0.000 | ||
| 20 | 2022.08.02 04:00 | modify | 5 | 0.10 | 130.870 | 129.670 | 132.370 | ||
| 21 | 2022.08.02 14:20 | buy | 6 | 0.10 | 131.568 | 0.000 | 0.000 | ||
| 22 | 2022.08.02 14:20 | modify | 6 | 0.10 | 131.568 | 131.170 | 132.370 | ||
| 23 | 2022.08.02 14:20 | modify | 5 | 0.10 | 130.870 | 131.170 | 132.370 | ||
| 24 | 2022.08.02 15:05 | buy | 7 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 15:05 | modify | 7 | 0.10 | 131.786 | 131.245 | 132.370 | ||
| 26 | 2022.08.02 15:05 | modify | 6 | 0.10 | 131.568 | 131.245 | 132.370 | ||
| 27 | 2022.08.02 15:05 | modify | 5 | 0.10 | 130.870 | 131.245 | 132.370 | ||
| 28 | 2022.08.02 15:40 | t/p | 5 | 0.10 | 132.370 | 131.245 | 132.370 | 113.30 | 10345.67 |
| 29 | 2022.08.02 15:40 | t/p | 6 | 0.10 | 132.370 | 131.245 | 132.370 | 60.58 | 10406.25 |
| 30 | 2022.08.02 15:40 | t/p | 7 | 0.10 | 132.370 | 131.245 | 132.370 | 44.11 | 10450.36 |
| 31 | 2022.09.07 12:00 | sell | 8 | 0.10 | 144.963 | 0.000 | 0.000 | ||
| 32 | 2022.09.07 12:00 | modify | 8 | 0.10 | 144.963 | 146.163 | 143.463 | ||
| 33 | 2022.09.07 14:50 | sell | 9 | 0.10 | 144.278 | 0.000 | 0.000 | ||
| 34 | 2022.09.07 14:50 | modify | 9 | 0.10 | 144.278 | 144.663 | 143.463 | ||
| 35 | 2022.09.07 14:50 | modify | 8 | 0.10 | 144.963 | 144.663 | 143.463 | ||
| 36 | 2022.09.07 19:10 | sell | 10 | 0.10 | 144.053 | 0.000 | 0.000 | ||
| 37 | 2022.09.07 19:10 | modify | 10 | 0.10 | 144.053 | 144.588 | 143.463 | ||
| 38 | 2022.09.07 19:10 | modify | 9 | 0.10 | 144.278 | 144.588 | 143.463 | ||
| 39 | 2022.09.07 19:10 | modify | 8 | 0.10 | 144.963 | 144.588 | 143.463 | ||
| 40 | 2022.09.08 05:20 | sell | 11 | 0.10 | 143.903 | 0.000 | 0.000 | ||
| 41 | 2022.09.08 05:20 | modify | 11 | 0.10 | 143.903 | 144.363 | 143.463 | ||
| 42 | 2022.09.08 05:20 | modify | 10 | 0.10 | 144.053 | 144.363 | 143.463 | ||
| 43 | 2022.09.08 05:20 | modify | 9 | 0.10 | 144.278 | 144.363 | 143.463 | ||
| 44 | 2022.09.08 05:20 | modify | 8 | 0.10 | 144.963 | 144.363 | 143.463 | ||
| 45 | 2022.09.08 08:15 | t/p | 8 | 0.10 | 143.463 | 144.363 | 143.463 | 100.38 | 10550.75 |
| 46 | 2022.09.08 08:15 | t/p | 9 | 0.10 | 143.463 | 144.363 | 143.463 | 52.63 | 10603.38 |
| 47 | 2022.09.08 08:15 | t/p | 10 | 0.10 | 143.463 | 144.363 | 143.463 | 36.95 | 10640.33 |
| 48 | 2022.09.08 08:15 | t/p | 11 | 0.10 | 143.463 | 144.363 | 143.463 | 30.67 | 10671.00 |
| 49 | 2022.09.22 08:00 | sell | 12 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 50 | 2022.09.22 08:00 | modify | 12 | 0.10 | 145.774 | 146.974 | 144.274 | ||
| 51 | 2022.09.22 08:20 | t/p | 12 | 0.10 | 144.274 | 146.974 | 144.274 | 104.17 | 10775.17 |
| 52 | 2022.12.02 12:00 | buy | 13 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 53 | 2022.12.02 12:00 | modify | 13 | 0.10 | 134.031 | 132.831 | 135.531 | ||
| 54 | 2022.12.02 13:20 | buy | 14 | 0.10 | 134.941 | 0.000 | 0.000 | ||
| 55 | 2022.12.02 13:20 | modify | 14 | 0.10 | 134.941 | 134.406 | 135.531 | ||
| 56 | 2022.12.02 13:20 | modify | 13 | 0.10 | 134.031 | 134.406 | 135.531 | ||
| 57 | 2022.12.02 13:40 | t/p | 13 | 0.10 | 135.531 | 134.406 | 135.531 | 110.31 | 10885.48 |
| 58 | 2022.12.02 13:40 | t/p | 14 | 0.10 | 135.531 | 134.406 | 135.531 | 43.39 | 10928.87 |