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=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 | 1917 | Ticks modelled | 46424707 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 808.86 | Gross profit | 878.95 | Gross loss | -70.09 |
| Profit factor | 12.54 | Expected payoff | 47.58 | ||
| Absolute drawdown | 22.95 | Maximal drawdown | 208.25 (1.95%) | Relative drawdown | 1.95% (208.25) |
| Total trades | 17 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
| Largest | profit trade | 113.31 | loss trade | -35.42 | |
| Average | profit trade | 62.78 | loss trade | -23.36 | |
| Maximum | consecutive wins (profit in money) | 9 (527.37) | consecutive losses (loss in money) | 3 (-70.09) | |
| Maximal | consecutive profit (count of wins) | 527.37 (9) | consecutive loss (count of losses) | -70.09 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | 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 14:37 | sell | 2 | 0.10 | 138.421 | 0.000 | 0.000 | ||
| 4 | 2022.07.15 14:37 | modify | 2 | 0.10 | 138.421 | 138.797 | 137.597 | ||
| 5 | 2022.07.15 14:37 | modify | 1 | 0.10 | 139.097 | 138.797 | 137.597 | ||
| 6 | 2022.07.18 00:59 | sell | 3 | 0.10 | 138.196 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 00:59 | modify | 3 | 0.10 | 138.196 | 138.722 | 137.597 | ||
| 8 | 2022.07.18 00:59 | modify | 2 | 0.10 | 138.421 | 138.722 | 137.597 | ||
| 9 | 2022.07.18 00:59 | modify | 1 | 0.10 | 139.097 | 138.722 | 137.597 | ||
| 10 | 2022.07.18 01:37 | sell | 4 | 0.10 | 138.047 | 0.000 | 0.000 | ||
| 11 | 2022.07.18 01:37 | modify | 4 | 0.10 | 138.047 | 138.497 | 137.597 | ||
| 12 | 2022.07.18 01:37 | modify | 3 | 0.10 | 138.196 | 138.497 | 137.597 | ||
| 13 | 2022.07.18 01:37 | modify | 2 | 0.10 | 138.421 | 138.497 | 137.597 | ||
| 14 | 2022.07.18 01:37 | modify | 1 | 0.10 | 139.097 | 138.497 | 137.597 | ||
| 15 | 2022.07.19 10:05 | t/p | 1 | 0.10 | 137.597 | 138.497 | 137.597 | 104.84 | 10104.84 |
| 16 | 2022.07.19 10:05 | t/p | 2 | 0.10 | 137.597 | 138.497 | 137.597 | 57.11 | 10161.95 |
| 17 | 2022.07.19 10:05 | t/p | 3 | 0.10 | 137.597 | 138.497 | 137.597 | 42.15 | 10204.10 |
| 18 | 2022.07.19 10:05 | t/p | 4 | 0.10 | 137.597 | 138.497 | 137.597 | 31.32 | 10235.41 |
| 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 14:04 | buy | 6 | 0.10 | 131.549 | 0.000 | 0.000 | ||
| 22 | 2022.08.02 14:04 | modify | 6 | 0.10 | 131.549 | 131.170 | 132.370 | ||
| 23 | 2022.08.02 14:04 | modify | 5 | 0.10 | 130.870 | 131.170 | 132.370 | ||
| 24 | 2022.08.02 14:56 | buy | 7 | 0.10 | 131.771 | 0.000 | 0.000 | ||
| 25 | 2022.08.02 14:56 | modify | 7 | 0.10 | 131.771 | 131.245 | 132.370 | ||
| 26 | 2022.08.02 14:56 | modify | 6 | 0.10 | 131.549 | 131.245 | 132.370 | ||
| 27 | 2022.08.02 14:56 | modify | 5 | 0.10 | 130.870 | 131.245 | 132.370 | ||
| 28 | 2022.08.02 15:14 | buy | 8 | 0.10 | 131.920 | 0.000 | 0.000 | ||
| 29 | 2022.08.02 15:14 | modify | 8 | 0.10 | 131.920 | 131.470 | 132.370 | ||
| 30 | 2022.08.02 15:14 | modify | 7 | 0.10 | 131.771 | 131.470 | 132.370 | ||
| 31 | 2022.08.02 15:14 | modify | 6 | 0.10 | 131.549 | 131.470 | 132.370 | ||
| 32 | 2022.08.02 15:14 | modify | 5 | 0.10 | 130.870 | 131.470 | 132.370 | ||
| 33 | 2022.08.02 15:58 | t/p | 5 | 0.10 | 132.370 | 131.470 | 132.370 | 113.31 | 10348.72 |
| 34 | 2022.08.02 15:58 | t/p | 6 | 0.10 | 132.370 | 131.470 | 132.370 | 62.02 | 10410.74 |
| 35 | 2022.08.02 15:58 | t/p | 7 | 0.10 | 132.370 | 131.470 | 132.370 | 45.25 | 10455.99 |
| 36 | 2022.08.02 15:58 | t/p | 8 | 0.10 | 132.370 | 131.470 | 132.370 | 33.99 | 10489.98 |
| 37 | 2022.09.07 12:00 | sell | 9 | 0.10 | 144.963 | 0.000 | 0.000 | ||
| 38 | 2022.09.07 12:00 | modify | 9 | 0.10 | 144.963 | 146.163 | 143.463 | ||
| 39 | 2022.09.07 14:34 | sell | 10 | 0.10 | 144.288 | 0.000 | 0.000 | ||
| 40 | 2022.09.07 14:34 | modify | 10 | 0.10 | 144.288 | 144.663 | 143.463 | ||
| 41 | 2022.09.07 14:34 | modify | 9 | 0.10 | 144.963 | 144.663 | 143.463 | ||
| 42 | 2022.09.07 17:17 | sell | 11 | 0.10 | 144.058 | 0.000 | 0.000 | ||
| 43 | 2022.09.07 17:17 | modify | 11 | 0.10 | 144.058 | 144.588 | 143.463 | ||
| 44 | 2022.09.07 17:17 | modify | 10 | 0.10 | 144.288 | 144.588 | 143.463 | ||
| 45 | 2022.09.07 17:17 | modify | 9 | 0.10 | 144.963 | 144.588 | 143.463 | ||
| 46 | 2022.09.07 17:22 | sell | 12 | 0.10 | 143.912 | 0.000 | 0.000 | ||
| 47 | 2022.09.07 17:22 | modify | 12 | 0.10 | 143.912 | 144.363 | 143.463 | ||
| 48 | 2022.09.07 17:22 | modify | 11 | 0.10 | 144.058 | 144.363 | 143.463 | ||
| 49 | 2022.09.07 17:22 | modify | 10 | 0.10 | 144.288 | 144.363 | 143.463 | ||
| 50 | 2022.09.07 17:22 | modify | 9 | 0.10 | 144.963 | 144.363 | 143.463 | ||
| 51 | 2022.09.08 00:31 | s/l | 9 | 0.10 | 144.363 | 144.363 | 143.463 | 37.38 | 10527.37 |
| 52 | 2022.09.08 00:31 | s/l | 10 | 0.10 | 144.363 | 144.363 | 143.463 | -9.37 | 10518.00 |
| 53 | 2022.09.08 00:31 | s/l | 11 | 0.10 | 144.363 | 144.363 | 143.463 | -25.31 | 10492.69 |
| 54 | 2022.09.08 00:31 | s/l | 12 | 0.10 | 144.363 | 144.363 | 143.463 | -35.42 | 10457.28 |
| 55 | 2022.09.22 08:00 | sell | 13 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 56 | 2022.09.22 08:00 | modify | 13 | 0.10 | 145.774 | 146.974 | 144.274 | ||
| 57 | 2022.09.22 08:04 | t/p | 13 | 0.10 | 144.274 | 146.974 | 144.274 | 104.20 | 10561.48 |
| 58 | 2022.12.02 12:00 | buy | 14 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 59 | 2022.12.02 12:00 | modify | 14 | 0.10 | 134.031 | 132.831 | 135.531 | ||
| 60 | 2022.12.02 13:30 | buy | 15 | 0.10 | 134.719 | 0.000 | 0.000 | ||
| 61 | 2022.12.02 13:30 | modify | 15 | 0.10 | 134.719 | 134.331 | 135.531 | ||
| 62 | 2022.12.02 13:30 | modify | 14 | 0.10 | 134.031 | 134.331 | 135.531 | ||
| 63 | 2022.12.02 13:30 | buy | 16 | 0.10 | 134.939 | 0.000 | 0.000 | ||
| 64 | 2022.12.02 13:30 | modify | 16 | 0.10 | 134.939 | 134.406 | 135.531 | ||
| 65 | 2022.12.02 13:30 | modify | 15 | 0.10 | 134.719 | 134.406 | 135.531 | ||
| 66 | 2022.12.02 13:30 | modify | 14 | 0.10 | 134.031 | 134.406 | 135.531 | ||
| 67 | 2022.12.02 13:30 | buy | 17 | 0.10 | 135.082 | 0.000 | 0.000 | ||
| 68 | 2022.12.02 13:30 | modify | 17 | 0.10 | 135.082 | 134.631 | 135.531 | ||
| 69 | 2022.12.02 13:30 | modify | 16 | 0.10 | 134.939 | 134.631 | 135.531 | ||
| 70 | 2022.12.02 13:30 | modify | 15 | 0.10 | 134.719 | 134.631 | 135.531 | ||
| 71 | 2022.12.02 13:30 | modify | 14 | 0.10 | 134.031 | 134.631 | 135.531 | ||
| 72 | 2022.12.02 13:31 | t/p | 14 | 0.10 | 135.531 | 134.631 | 135.531 | 110.66 | 10672.14 |
| 73 | 2022.12.02 13:31 | t/p | 15 | 0.10 | 135.531 | 134.631 | 135.531 | 59.91 | 10732.05 |
| 74 | 2022.12.02 13:31 | t/p | 16 | 0.10 | 135.531 | 134.631 | 135.531 | 43.68 | 10775.73 |
| 75 | 2022.12.02 13:31 | t/p | 17 | 0.10 | 135.531 | 134.631 | 135.531 | 33.13 | 10808.86 |