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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; 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 | 79592 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 983.65 | Gross profit | 1463.45 | Gross loss | -479.80 |
| Profit factor | 3.05 | Expected payoff | 30.74 | ||
| Absolute drawdown | 22.95 | Maximal drawdown | 257.77 (2.41%) | Relative drawdown | 2.41% (257.77) |
| Total trades | 32 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 16 (75.00%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 114.21 | loss trade | -85.36 | |
| Average | profit trade | 63.63 | loss trade | -53.31 | |
| Maximum | consecutive wins (profit in money) | 9 (670.74) | consecutive losses (loss in money) | 2 (-158.77) | |
| Maximal | consecutive profit (count of wins) | 670.74 (9) | consecutive loss (count of losses) | -158.77 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 140.197 | 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 | 138.722 | 137.597 | ||
| 5 | 2022.07.15 14:46 | modify | 1 | 0.10 | 139.097 | 138.722 | 137.597 | ||
| 6 | 2022.07.15 15:40 | sell | 3 | 0.10 | 138.468 | 0.000 | 0.000 | ||
| 7 | 2022.07.15 15:40 | modify | 3 | 0.10 | 138.468 | 138.947 | 137.597 | ||
| 8 | 2022.07.15 15:45 | modify | 3 | 0.10 | 138.468 | 138.722 | 137.597 | ||
| 9 | 2022.07.18 01:40 | sell | 4 | 0.10 | 138.025 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 01:40 | modify | 4 | 0.10 | 138.025 | 138.497 | 137.597 | ||
| 11 | 2022.07.18 01:40 | modify | 2 | 0.10 | 138.420 | 138.497 | 137.597 | ||
| 12 | 2022.07.18 01:40 | modify | 3 | 0.10 | 138.468 | 138.497 | 137.597 | ||
| 13 | 2022.07.18 01:40 | modify | 1 | 0.10 | 139.097 | 138.497 | 137.597 | ||
| 14 | 2022.07.19 10:30 | t/p | 1 | 0.10 | 137.597 | 138.497 | 137.597 | 104.85 | 10104.85 |
| 15 | 2022.07.19 10:30 | t/p | 2 | 0.10 | 137.597 | 138.497 | 137.597 | 57.04 | 10161.89 |
| 16 | 2022.07.19 10:30 | t/p | 3 | 0.10 | 137.597 | 138.497 | 137.597 | 60.53 | 10222.41 |
| 17 | 2022.07.19 10:30 | t/p | 4 | 0.10 | 137.597 | 138.497 | 137.597 | 29.72 | 10252.13 |
| 18 | 2022.07.29 08:00 | buy | 5 | 0.10 | 132.801 | 0.000 | 0.000 | ||
| 19 | 2022.07.29 08:00 | modify | 5 | 0.10 | 132.801 | 131.701 | 134.301 | ||
| 20 | 2022.07.29 09:55 | buy | 6 | 0.10 | 133.401 | 0.000 | 0.000 | ||
| 21 | 2022.07.29 09:55 | modify | 6 | 0.10 | 133.401 | 132.951 | 134.301 | ||
| 22 | 2022.07.29 09:55 | modify | 5 | 0.10 | 132.801 | 132.951 | 134.301 | ||
| 23 | 2022.07.29 11:50 | buy | 7 | 0.10 | 133.493 | 0.000 | 0.000 | ||
| 24 | 2022.07.29 11:50 | modify | 7 | 0.10 | 133.493 | 133.176 | 134.301 | ||
| 25 | 2022.07.29 11:50 | modify | 6 | 0.10 | 133.401 | 133.176 | 134.301 | ||
| 26 | 2022.07.29 11:50 | modify | 5 | 0.10 | 132.801 | 133.176 | 134.301 | ||
| 27 | 2022.07.29 13:30 | t/p | 5 | 0.10 | 134.301 | 133.176 | 134.301 | 111.57 | 10363.70 |
| 28 | 2022.07.29 13:30 | t/p | 6 | 0.10 | 134.301 | 133.176 | 134.301 | 66.94 | 10430.64 |
| 29 | 2022.07.29 13:30 | t/p | 7 | 0.10 | 134.301 | 133.176 | 134.301 | 60.10 | 10490.74 |
| 30 | 2022.08.02 00:00 | buy | 8 | 0.10 | 131.432 | 0.000 | 0.000 | ||
| 31 | 2022.08.02 00:00 | modify | 8 | 0.10 | 131.432 | 130.332 | 132.932 | ||
| 32 | 2022.08.02 15:20 | buy | 9 | 0.10 | 132.039 | 0.000 | 0.000 | ||
| 33 | 2022.08.02 15:20 | modify | 9 | 0.10 | 132.039 | 131.582 | 132.932 | ||
| 34 | 2022.08.02 15:20 | modify | 8 | 0.10 | 131.432 | 131.582 | 132.932 | ||
| 35 | 2022.08.02 18:30 | t/p | 8 | 0.10 | 132.932 | 131.582 | 132.932 | 112.83 | 10603.57 |
| 36 | 2022.08.02 18:30 | t/p | 9 | 0.10 | 132.932 | 131.582 | 132.932 | 67.17 | 10670.74 |
| 37 | 2022.09.06 12:00 | sell | 10 | 0.10 | 141.907 | 0.000 | 0.000 | ||
| 38 | 2022.09.06 12:00 | modify | 10 | 0.10 | 141.907 | 143.007 | 140.407 | ||
| 39 | 2022.09.06 16:05 | s/l | 10 | 0.10 | 143.007 | 143.007 | 140.407 | -76.88 | 10593.86 |
| 40 | 2022.09.22 08:00 | sell | 11 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 41 | 2022.09.22 08:00 | modify | 11 | 0.10 | 145.774 | 146.874 | 144.274 | ||
| 42 | 2022.09.22 08:20 | t/p | 11 | 0.10 | 144.274 | 146.874 | 144.274 | 104.17 | 10698.03 |
| 43 | 2022.10.12 12:00 | sell | 12 | 0.10 | 146.599 | 0.000 | 0.000 | ||
| 44 | 2022.10.12 12:00 | modify | 12 | 0.10 | 146.599 | 147.699 | 145.099 | ||
| 45 | 2022.10.13 13:15 | s/l | 12 | 0.10 | 147.699 | 147.699 | 145.099 | -78.66 | 10619.37 |
| 46 | 2022.10.18 16:00 | sell | 13 | 0.10 | 149.225 | 0.000 | 0.000 | ||
| 47 | 2022.10.18 16:00 | modify | 13 | 0.10 | 149.225 | 150.325 | 147.725 | ||
| 48 | 2022.10.21 03:30 | s/l | 13 | 0.10 | 150.325 | 150.325 | 147.725 | -80.11 | 10539.26 |
| 49 | 2022.11.10 16:00 | buy | 14 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 50 | 2022.11.10 16:00 | modify | 14 | 0.10 | 141.606 | 140.506 | 143.106 | ||
| 51 | 2022.11.10 17:50 | buy | 15 | 0.10 | 142.222 | 0.000 | 0.000 | ||
| 52 | 2022.11.10 17:50 | modify | 15 | 0.10 | 142.222 | 141.756 | 143.106 | ||
| 53 | 2022.11.10 17:50 | modify | 14 | 0.10 | 141.606 | 141.756 | 143.106 | ||
| 54 | 2022.11.10 19:40 | s/l | 14 | 0.10 | 141.756 | 141.756 | 143.106 | 10.58 | 10549.84 |
| 55 | 2022.11.10 19:40 | s/l | 15 | 0.10 | 141.756 | 141.756 | 143.106 | -32.88 | 10516.96 |
| 56 | 2022.11.11 12:00 | buy | 16 | 0.10 | 139.522 | 0.000 | 0.000 | ||
| 57 | 2022.11.11 12:00 | modify | 16 | 0.10 | 139.522 | 138.422 | 141.022 | ||
| 58 | 2022.11.14 13:10 | buy | 17 | 0.10 | 140.202 | 0.000 | 0.000 | ||
| 59 | 2022.11.14 13:10 | modify | 17 | 0.10 | 140.202 | 139.897 | 141.022 | ||
| 60 | 2022.11.14 13:10 | modify | 16 | 0.10 | 139.522 | 139.897 | 141.022 | ||
| 61 | 2022.11.14 18:40 | s/l | 16 | 0.10 | 139.897 | 139.897 | 141.022 | 27.91 | 10544.88 |
| 62 | 2022.11.14 18:40 | s/l | 17 | 0.10 | 139.897 | 139.897 | 141.022 | -21.81 | 10523.07 |
| 63 | 2022.12.02 12:00 | buy | 18 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 64 | 2022.12.02 12:00 | modify | 18 | 0.10 | 134.031 | 132.931 | 135.531 | ||
| 65 | 2022.12.02 13:40 | t/p | 18 | 0.10 | 135.531 | 132.931 | 135.531 | 110.31 | 10633.38 |
| 66 | 2022.12.20 16:00 | buy | 19 | 0.10 | 131.404 | 0.000 | 0.000 | ||
| 67 | 2022.12.20 16:00 | modify | 19 | 0.10 | 131.404 | 130.304 | 132.904 | ||
| 68 | 2022.12.20 23:40 | buy | 20 | 0.10 | 132.030 | 0.000 | 0.000 | ||
| 69 | 2022.12.20 23:40 | modify | 20 | 0.10 | 132.030 | 131.554 | 132.904 | ||
| 70 | 2022.12.20 23:40 | modify | 19 | 0.10 | 131.404 | 131.554 | 132.904 | ||
| 71 | 2022.12.21 00:40 | s/l | 19 | 0.10 | 131.554 | 131.554 | 132.904 | 12.51 | 10645.89 |
| 72 | 2022.12.21 00:40 | s/l | 20 | 0.10 | 131.554 | 131.554 | 132.904 | -35.10 | 10610.79 |
| 73 | 2023.01.03 04:00 | buy | 21 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 74 | 2023.01.03 04:00 | modify | 21 | 0.10 | 129.811 | 128.711 | 131.311 | ||
| 75 | 2023.01.03 09:45 | buy | 22 | 0.10 | 130.429 | 0.000 | 0.000 | ||
| 76 | 2023.01.03 09:45 | modify | 22 | 0.10 | 130.429 | 129.961 | 131.311 | ||
| 77 | 2023.01.03 09:45 | modify | 21 | 0.10 | 129.811 | 129.961 | 131.311 | ||
| 78 | 2023.01.03 16:20 | buy | 23 | 0.10 | 130.872 | 0.000 | 0.000 | ||
| 79 | 2023.01.03 16:20 | modify | 23 | 0.10 | 130.872 | 130.411 | 131.311 | ||
| 80 | 2023.01.03 16:20 | modify | 22 | 0.10 | 130.429 | 130.411 | 131.311 | ||
| 81 | 2023.01.03 16:20 | modify | 21 | 0.10 | 129.811 | 130.411 | 131.311 | ||
| 82 | 2023.01.03 23:30 | t/p | 21 | 0.10 | 131.311 | 130.411 | 131.311 | 114.21 | 10725.00 |
| 83 | 2023.01.03 23:30 | t/p | 22 | 0.10 | 131.311 | 130.411 | 131.311 | 67.16 | 10792.16 |
| 84 | 2023.01.03 23:30 | t/p | 23 | 0.10 | 131.311 | 130.411 | 131.311 | 33.42 | 10825.58 |
| 85 | 2023.01.13 08:00 | buy | 24 | 0.10 | 128.405 | 0.000 | 0.000 | ||
| 86 | 2023.01.13 08:00 | modify | 24 | 0.10 | 128.405 | 127.305 | 129.905 | ||
| 87 | 2023.01.16 02:40 | s/l | 24 | 0.10 | 127.305 | 127.305 | 129.905 | -85.36 | 10740.23 |
| 88 | 2023.02.24 16:00 | sell | 25 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 89 | 2023.02.24 16:00 | modify | 25 | 0.10 | 136.391 | 137.491 | 134.891 | ||
| 90 | 2023.02.28 17:50 | sell | 26 | 0.10 | 135.770 | 0.000 | 0.000 | ||
| 91 | 2023.02.28 17:50 | modify | 26 | 0.10 | 135.770 | 136.241 | 134.891 | ||
| 92 | 2023.02.28 17:50 | modify | 25 | 0.10 | 136.391 | 136.241 | 134.891 | ||
| 93 | 2023.02.28 21:30 | s/l | 25 | 0.10 | 136.241 | 136.241 | 134.891 | 8.23 | 10748.45 |
| 94 | 2023.02.28 21:30 | s/l | 26 | 0.10 | 136.241 | 136.241 | 134.891 | -34.57 | 10713.88 |
| 95 | 2023.05.01 16:00 | sell | 27 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 96 | 2023.05.01 16:00 | modify | 27 | 0.10 | 137.354 | 138.454 | 135.854 | ||
| 97 | 2023.05.02 14:30 | sell | 28 | 0.10 | 136.754 | 0.000 | 0.000 | ||
| 98 | 2023.05.02 14:30 | modify | 28 | 0.10 | 136.754 | 137.204 | 135.854 | ||
| 99 | 2023.05.02 14:30 | modify | 27 | 0.10 | 137.354 | 137.204 | 135.854 | ||
| 100 | 2023.05.02 18:45 | sell | 29 | 0.10 | 136.662 | 0.000 | 0.000 | ||
| 101 | 2023.05.02 18:45 | modify | 29 | 0.10 | 136.662 | 136.979 | 135.854 | ||
| 102 | 2023.05.02 18:45 | modify | 28 | 0.10 | 136.754 | 136.979 | 135.854 | ||
| 103 | 2023.05.02 18:45 | modify | 27 | 0.10 | 137.354 | 136.979 | 135.854 | ||
| 104 | 2023.05.03 01:20 | sell | 30 | 0.10 | 136.282 | 0.000 | 0.000 | ||
| 105 | 2023.05.03 01:20 | modify | 30 | 0.10 | 136.282 | 136.754 | 135.854 | ||
| 106 | 2023.05.03 01:20 | modify | 29 | 0.10 | 136.662 | 136.754 | 135.854 | ||
| 107 | 2023.05.03 01:20 | modify | 28 | 0.10 | 136.754 | 136.754 | 135.854 | ||
| 108 | 2023.05.03 01:20 | modify | 27 | 0.10 | 137.354 | 136.754 | 135.854 | ||
| 109 | 2023.05.03 07:30 | t/p | 27 | 0.10 | 135.854 | 136.754 | 135.854 | 107.64 | 10821.52 |
| 110 | 2023.05.03 07:30 | t/p | 28 | 0.10 | 135.854 | 136.754 | 135.854 | 64.86 | 10886.38 |
| 111 | 2023.05.03 07:30 | t/p | 29 | 0.10 | 135.854 | 136.754 | 135.854 | 58.09 | 10944.46 |
| 112 | 2023.05.03 07:30 | t/p | 30 | 0.10 | 135.854 | 136.754 | 135.854 | 31.51 | 10975.97 |
| 113 | 2023.05.18 16:00 | sell | 31 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 114 | 2023.05.18 16:00 | modify | 31 | 0.10 | 138.498 | 139.598 | 136.998 | ||
| 115 | 2023.05.19 15:40 | sell | 32 | 0.10 | 137.423 | 0.000 | 0.000 | ||
| 116 | 2023.05.19 15:40 | modify | 32 | 0.10 | 137.423 | 137.898 | 136.998 | ||
| 117 | 2023.05.19 15:40 | modify | 31 | 0.10 | 138.498 | 137.898 | 136.998 | ||
| 118 | 2023.05.19 16:40 | s/l | 31 | 0.10 | 137.898 | 137.898 | 136.998 | 42.12 | 11018.09 |
| 119 | 2023.05.19 16:40 | s/l | 32 | 0.10 | 137.898 | 137.898 | 136.998 | -34.44 | 10983.65 |