Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79766 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 898.73 | Gross profit | 1302.80 | Gross loss | -404.07 |
| Profit factor | 3.22 | Expected payoff | 23.04 | ||
| Absolute drawdown | 38.67 | Maximal drawdown | 156.92 (1.46%) | Relative drawdown | 1.46% (156.92) |
| Total trades | 39 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 27 (74.07%) |
| Profit trades (% of total) | 27 (69.23%) | Loss trades (% of total) | 12 (30.77%) | ||
| Largest | profit trade | 99.21 | loss trade | -56.96 | |
| Average | profit trade | 48.25 | loss trade | -33.67 | |
| Maximum | consecutive wins (profit in money) | 5 (241.92) | consecutive losses (loss in money) | 2 (-110.80) | |
| Maximal | consecutive profit (count of wins) | 241.92 (5) | consecutive loss (count of losses) | -110.80 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 133.951 | 133.151 | 135.351 | ||
| 3 | 2022.08.02 14:40 | buy | 2 | 0.10 | 134.452 | 0.000 | 0.000 | ||
| 4 | 2022.08.02 14:40 | modify | 2 | 0.10 | 134.452 | 134.231 | 135.351 | ||
| 5 | 2022.08.02 14:40 | modify | 1 | 0.10 | 133.951 | 134.231 | 135.351 | ||
| 6 | 2022.08.02 15:30 | buy | 3 | 0.10 | 134.807 | 0.000 | 0.000 | ||
| 7 | 2022.08.02 15:30 | modify | 3 | 0.10 | 134.807 | 134.301 | 135.351 | ||
| 8 | 2022.08.02 15:30 | modify | 2 | 0.10 | 134.452 | 134.301 | 135.351 | ||
| 9 | 2022.08.02 15:30 | modify | 1 | 0.10 | 133.951 | 134.301 | 135.351 | ||
| 10 | 2022.08.02 17:20 | buy | 4 | 0.10 | 135.017 | 0.000 | 0.000 | ||
| 11 | 2022.08.02 17:20 | modify | 4 | 0.10 | 135.017 | 134.511 | 135.351 | ||
| 12 | 2022.08.02 17:20 | modify | 3 | 0.10 | 134.807 | 134.511 | 135.351 | ||
| 13 | 2022.08.02 17:20 | modify | 2 | 0.10 | 134.452 | 134.511 | 135.351 | ||
| 14 | 2022.08.02 17:20 | modify | 1 | 0.10 | 133.951 | 134.511 | 135.351 | ||
| 15 | 2022.08.02 18:40 | t/p | 1 | 0.10 | 135.351 | 134.511 | 135.351 | 97.73 | 10097.73 |
| 16 | 2022.08.02 18:40 | t/p | 2 | 0.10 | 135.351 | 134.511 | 135.351 | 62.75 | 10160.48 |
| 17 | 2022.08.02 18:40 | t/p | 3 | 0.10 | 135.351 | 134.511 | 135.351 | 37.97 | 10198.45 |
| 18 | 2022.08.02 18:40 | t/p | 4 | 0.10 | 135.351 | 134.511 | 135.351 | 23.31 | 10221.76 |
| 19 | 2022.10.04 20:00 | sell | 5 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 20 | 2022.10.04 20:00 | modify | 5 | 0.10 | 143.909 | 144.709 | 142.509 | ||
| 21 | 2022.10.05 08:05 | sell | 6 | 0.10 | 143.409 | 0.000 | 0.000 | ||
| 22 | 2022.10.05 08:05 | modify | 6 | 0.10 | 143.409 | 143.629 | 142.509 | ||
| 23 | 2022.10.05 08:05 | modify | 5 | 0.10 | 143.909 | 143.629 | 142.509 | ||
| 24 | 2022.10.05 08:40 | s/l | 5 | 0.10 | 143.629 | 143.629 | 142.509 | 18.98 | 10240.74 |
| 25 | 2022.10.05 08:40 | s/l | 6 | 0.10 | 143.629 | 143.629 | 142.509 | -15.36 | 10225.38 |
| 26 | 2022.11.10 20:00 | buy | 7 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 27 | 2022.11.10 20:00 | modify | 7 | 0.10 | 144.409 | 143.609 | 145.809 | ||
| 28 | 2022.11.10 21:30 | s/l | 7 | 0.10 | 143.609 | 143.609 | 145.809 | -55.85 | 10169.53 |
| 29 | 2022.11.11 16:00 | buy | 8 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 30 | 2022.11.11 16:00 | modify | 8 | 0.10 | 143.620 | 142.820 | 145.020 | ||
| 31 | 2022.11.14 08:10 | buy | 9 | 0.10 | 144.120 | 0.000 | 0.000 | ||
| 32 | 2022.11.14 08:10 | modify | 9 | 0.10 | 144.120 | 143.900 | 145.020 | ||
| 33 | 2022.11.14 08:10 | modify | 8 | 0.10 | 143.620 | 143.900 | 145.020 | ||
| 34 | 2022.11.14 08:30 | buy | 10 | 0.10 | 144.472 | 0.000 | 0.000 | ||
| 35 | 2022.11.14 08:30 | modify | 10 | 0.10 | 144.472 | 143.970 | 145.020 | ||
| 36 | 2022.11.14 08:30 | modify | 9 | 0.10 | 144.120 | 143.970 | 145.020 | ||
| 37 | 2022.11.14 08:30 | modify | 8 | 0.10 | 143.620 | 143.970 | 145.020 | ||
| 38 | 2022.11.14 09:20 | buy | 11 | 0.10 | 144.691 | 0.000 | 0.000 | ||
| 39 | 2022.11.14 09:20 | modify | 11 | 0.10 | 144.691 | 144.180 | 145.020 | ||
| 40 | 2022.11.14 09:20 | modify | 10 | 0.10 | 144.472 | 144.180 | 145.020 | ||
| 41 | 2022.11.14 09:20 | modify | 9 | 0.10 | 144.120 | 144.180 | 145.020 | ||
| 42 | 2022.11.14 09:20 | modify | 8 | 0.10 | 143.620 | 144.180 | 145.020 | ||
| 43 | 2022.11.14 13:40 | t/p | 8 | 0.10 | 145.020 | 144.180 | 145.020 | 98.03 | 10267.55 |
| 44 | 2022.11.14 13:40 | t/p | 9 | 0.10 | 145.020 | 144.180 | 145.020 | 62.83 | 10330.38 |
| 45 | 2022.11.14 13:40 | t/p | 10 | 0.10 | 145.020 | 144.180 | 145.020 | 38.26 | 10368.64 |
| 46 | 2022.11.14 13:40 | t/p | 11 | 0.10 | 145.020 | 144.180 | 145.020 | 22.97 | 10391.61 |
| 47 | 2022.11.24 16:00 | buy | 12 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 48 | 2022.11.24 16:00 | modify | 12 | 0.10 | 144.049 | 143.249 | 145.449 | ||
| 49 | 2022.11.25 01:35 | buy | 13 | 0.10 | 144.545 | 0.000 | 0.000 | ||
| 50 | 2022.11.25 01:35 | modify | 13 | 0.10 | 144.545 | 144.329 | 145.449 | ||
| 51 | 2022.11.25 01:35 | modify | 12 | 0.10 | 144.049 | 144.329 | 145.449 | ||
| 52 | 2022.11.25 02:15 | s/l | 12 | 0.10 | 144.329 | 144.329 | 145.449 | 19.84 | 10411.45 |
| 53 | 2022.11.25 02:15 | s/l | 13 | 0.10 | 144.329 | 144.329 | 145.449 | -15.08 | 10396.37 |
| 54 | 2022.12.05 20:00 | sell | 14 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 55 | 2022.12.05 20:00 | modify | 14 | 0.10 | 143.403 | 144.203 | 142.003 | ||
| 56 | 2022.12.07 09:40 | s/l | 14 | 0.10 | 144.203 | 144.203 | 142.003 | -56.96 | 10339.41 |
| 57 | 2022.12.15 20:00 | sell | 15 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 58 | 2022.12.15 20:00 | modify | 15 | 0.10 | 146.450 | 147.250 | 145.050 | ||
| 59 | 2022.12.16 09:50 | sell | 16 | 0.10 | 145.584 | 0.000 | 0.000 | ||
| 60 | 2022.12.16 09:50 | modify | 16 | 0.10 | 145.584 | 146.100 | 145.050 | ||
| 61 | 2022.12.16 09:50 | modify | 15 | 0.10 | 146.450 | 146.100 | 145.050 | ||
| 62 | 2022.12.16 15:40 | t/p | 15 | 0.10 | 145.050 | 146.100 | 145.050 | 97.17 | 10436.58 |
| 63 | 2022.12.16 15:40 | t/p | 16 | 0.10 | 145.050 | 146.100 | 145.050 | 37.28 | 10473.86 |
| 64 | 2023.01.23 12:00 | sell | 17 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 65 | 2023.01.23 12:00 | modify | 17 | 0.10 | 141.802 | 142.602 | 140.402 | ||
| 66 | 2023.01.24 08:50 | sell | 18 | 0.10 | 141.287 | 0.000 | 0.000 | ||
| 67 | 2023.01.24 08:50 | modify | 18 | 0.10 | 141.287 | 141.522 | 140.402 | ||
| 68 | 2023.01.24 08:50 | modify | 17 | 0.10 | 141.802 | 141.522 | 140.402 | ||
| 69 | 2023.01.24 09:05 | s/l | 17 | 0.10 | 141.522 | 141.522 | 140.402 | 18.98 | 10492.84 |
| 70 | 2023.01.24 09:05 | s/l | 18 | 0.10 | 141.522 | 141.522 | 140.402 | -16.41 | 10476.43 |
| 71 | 2023.03.09 16:00 | buy | 19 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 72 | 2023.03.09 16:00 | modify | 19 | 0.10 | 144.101 | 143.301 | 145.501 | ||
| 73 | 2023.03.10 03:45 | buy | 20 | 0.10 | 144.608 | 0.000 | 0.000 | ||
| 74 | 2023.03.10 03:45 | modify | 20 | 0.10 | 144.608 | 144.381 | 145.501 | ||
| 75 | 2023.03.10 03:45 | modify | 19 | 0.10 | 144.101 | 144.381 | 145.501 | ||
| 76 | 2023.03.10 04:50 | buy | 21 | 0.10 | 144.945 | 0.000 | 0.000 | ||
| 77 | 2023.03.10 04:50 | modify | 21 | 0.10 | 144.945 | 144.451 | 145.501 | ||
| 78 | 2023.03.10 04:50 | modify | 20 | 0.10 | 144.608 | 144.451 | 145.501 | ||
| 79 | 2023.03.10 04:50 | modify | 19 | 0.10 | 144.101 | 144.451 | 145.501 | ||
| 80 | 2023.03.10 08:05 | s/l | 19 | 0.10 | 144.451 | 144.451 | 145.501 | 24.73 | 10501.15 |
| 81 | 2023.03.10 08:05 | s/l | 20 | 0.10 | 144.451 | 144.451 | 145.501 | -10.96 | 10490.19 |
| 82 | 2023.03.10 08:05 | s/l | 21 | 0.10 | 144.451 | 144.451 | 145.501 | -34.48 | 10455.71 |
| 83 | 2023.04.05 20:00 | buy | 22 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 84 | 2023.04.05 20:00 | modify | 22 | 0.10 | 143.119 | 142.319 | 144.519 | ||
| 85 | 2023.04.06 14:10 | buy | 23 | 0.10 | 143.621 | 0.000 | 0.000 | ||
| 86 | 2023.04.06 14:10 | modify | 23 | 0.10 | 143.621 | 143.399 | 144.519 | ||
| 87 | 2023.04.06 14:10 | modify | 22 | 0.10 | 143.119 | 143.399 | 144.519 | ||
| 88 | 2023.04.06 14:40 | buy | 24 | 0.10 | 143.986 | 0.000 | 0.000 | ||
| 89 | 2023.04.06 14:40 | modify | 24 | 0.10 | 143.986 | 143.469 | 144.519 | ||
| 90 | 2023.04.06 14:40 | modify | 23 | 0.10 | 143.621 | 143.469 | 144.519 | ||
| 91 | 2023.04.06 14:40 | modify | 22 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 92 | 2023.04.07 12:40 | buy | 25 | 0.10 | 144.197 | 0.000 | 0.000 | ||
| 93 | 2023.04.07 12:40 | modify | 25 | 0.10 | 144.197 | 143.679 | 144.519 | ||
| 94 | 2023.04.07 12:40 | modify | 24 | 0.10 | 143.986 | 143.679 | 144.519 | ||
| 95 | 2023.04.07 12:40 | modify | 23 | 0.10 | 143.621 | 143.679 | 144.519 | ||
| 96 | 2023.04.07 12:40 | modify | 22 | 0.10 | 143.119 | 143.679 | 144.519 | ||
| 97 | 2023.04.10 00:30 | t/p | 22 | 0.10 | 144.519 | 143.679 | 144.519 | 99.21 | 10554.92 |
| 98 | 2023.04.10 00:30 | t/p | 23 | 0.10 | 144.519 | 143.679 | 144.519 | 63.28 | 10618.20 |
| 99 | 2023.04.10 00:30 | t/p | 24 | 0.10 | 144.519 | 143.679 | 144.519 | 37.80 | 10656.00 |
| 100 | 2023.04.10 00:30 | t/p | 25 | 0.10 | 144.519 | 143.679 | 144.519 | 22.78 | 10678.78 |
| 101 | 2023.04.28 12:00 | sell | 26 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 102 | 2023.04.28 12:00 | modify | 26 | 0.10 | 149.284 | 150.084 | 147.884 | ||
| 103 | 2023.04.28 14:30 | s/l | 26 | 0.10 | 150.084 | 150.084 | 147.884 | -55.84 | 10622.94 |
| 104 | 2023.05.10 20:00 | buy | 27 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 105 | 2023.05.10 20:00 | modify | 27 | 0.10 | 147.573 | 146.773 | 148.973 | ||
| 106 | 2023.05.11 11:30 | s/l | 27 | 0.10 | 146.773 | 146.773 | 148.973 | -54.96 | 10567.98 |
| 107 | 2023.05.11 16:00 | buy | 28 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 108 | 2023.05.11 16:00 | modify | 28 | 0.10 | 146.801 | 146.001 | 148.201 | ||
| 109 | 2023.05.12 16:05 | buy | 29 | 0.10 | 147.320 | 0.000 | 0.000 | ||
| 110 | 2023.05.12 16:05 | modify | 29 | 0.10 | 147.320 | 147.081 | 148.201 | ||
| 111 | 2023.05.12 16:05 | modify | 28 | 0.10 | 146.801 | 147.081 | 148.201 | ||
| 112 | 2023.05.15 02:40 | buy | 30 | 0.10 | 147.669 | 0.000 | 0.000 | ||
| 113 | 2023.05.15 02:40 | modify | 30 | 0.10 | 147.669 | 147.151 | 148.201 | ||
| 114 | 2023.05.15 02:40 | modify | 29 | 0.10 | 147.320 | 147.151 | 148.201 | ||
| 115 | 2023.05.15 02:40 | modify | 28 | 0.10 | 146.801 | 147.151 | 148.201 | ||
| 116 | 2023.05.15 03:50 | buy | 31 | 0.10 | 147.868 | 0.000 | 0.000 | ||
| 117 | 2023.05.15 03:50 | modify | 31 | 0.10 | 147.868 | 147.361 | 148.201 | ||
| 118 | 2023.05.15 03:50 | modify | 30 | 0.10 | 147.669 | 147.361 | 148.201 | ||
| 119 | 2023.05.15 03:50 | modify | 29 | 0.10 | 147.320 | 147.361 | 148.201 | ||
| 120 | 2023.05.15 03:50 | modify | 28 | 0.10 | 146.801 | 147.361 | 148.201 | ||
| 121 | 2023.05.16 13:20 | t/p | 28 | 0.10 | 148.201 | 147.361 | 148.201 | 98.62 | 10666.60 |
| 122 | 2023.05.16 13:20 | t/p | 29 | 0.10 | 148.201 | 147.361 | 148.201 | 62.09 | 10728.69 |
| 123 | 2023.05.16 13:20 | t/p | 30 | 0.10 | 148.201 | 147.361 | 148.201 | 37.44 | 10766.12 |
| 124 | 2023.05.16 13:20 | t/p | 31 | 0.10 | 148.201 | 147.361 | 148.201 | 23.55 | 10789.67 |
| 125 | 2023.05.31 12:00 | buy | 32 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 126 | 2023.05.31 12:00 | modify | 32 | 0.10 | 149.218 | 148.418 | 150.618 | ||
| 127 | 2023.05.31 14:05 | buy | 33 | 0.10 | 149.715 | 0.000 | 0.000 | ||
| 128 | 2023.05.31 14:05 | modify | 33 | 0.10 | 149.715 | 149.498 | 150.618 | ||
| 129 | 2023.05.31 14:05 | modify | 32 | 0.10 | 149.218 | 149.498 | 150.618 | ||
| 130 | 2023.05.31 14:20 | s/l | 32 | 0.10 | 149.498 | 149.498 | 150.618 | 19.54 | 10809.21 |
| 131 | 2023.05.31 14:20 | s/l | 33 | 0.10 | 149.498 | 149.498 | 150.618 | -15.15 | 10794.06 |
| 132 | 2023.05.31 20:00 | buy | 34 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 133 | 2023.05.31 20:00 | modify | 34 | 0.10 | 148.939 | 148.139 | 150.339 | ||
| 134 | 2023.06.01 08:50 | buy | 35 | 0.10 | 149.457 | 0.000 | 0.000 | ||
| 135 | 2023.06.01 08:50 | modify | 35 | 0.10 | 149.457 | 149.219 | 150.339 | ||
| 136 | 2023.06.01 08:50 | modify | 34 | 0.10 | 148.939 | 149.219 | 150.339 | ||
| 137 | 2023.06.01 11:40 | s/l | 34 | 0.10 | 149.219 | 149.219 | 150.339 | 20.44 | 10814.50 |
| 138 | 2023.06.01 11:40 | s/l | 35 | 0.10 | 149.219 | 149.219 | 150.339 | -16.61 | 10797.89 |
| 139 | 2023.06.15 20:00 | sell | 36 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 140 | 2023.06.15 20:00 | modify | 36 | 0.10 | 153.552 | 154.352 | 152.152 | ||
| 141 | 2023.06.16 06:40 | s/l | 36 | 0.10 | 154.352 | 154.352 | 152.152 | -56.40 | 10741.48 |
| 142 | 2023.07.21 16:00 | sell | 37 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 143 | 2023.07.21 16:00 | modify | 37 | 0.10 | 157.613 | 158.413 | 156.213 | ||
| 144 | 2023.07.24 08:20 | sell | 38 | 0.10 | 156.754 | 0.000 | 0.000 | ||
| 145 | 2023.07.24 08:20 | modify | 38 | 0.10 | 156.754 | 157.263 | 156.213 | ||
| 146 | 2023.07.24 08:20 | modify | 37 | 0.10 | 157.613 | 157.263 | 156.213 | ||
| 147 | 2023.07.24 08:40 | sell | 39 | 0.10 | 156.557 | 0.000 | 0.000 | ||
| 148 | 2023.07.24 08:40 | modify | 39 | 0.10 | 156.557 | 157.053 | 156.213 | ||
| 149 | 2023.07.24 08:40 | modify | 38 | 0.10 | 156.754 | 157.053 | 156.213 | ||
| 150 | 2023.07.24 08:40 | modify | 37 | 0.10 | 157.613 | 157.053 | 156.213 | ||
| 151 | 2023.07.25 09:40 | t/p | 37 | 0.10 | 156.213 | 157.053 | 156.213 | 96.60 | 10838.08 |
| 152 | 2023.07.25 09:40 | t/p | 38 | 0.10 | 156.213 | 157.053 | 156.213 | 37.20 | 10875.28 |
| 153 | 2023.07.25 09:40 | t/p | 39 | 0.10 | 156.213 | 157.053 | 156.213 | 23.45 | 10898.73 |