Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79627 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 786.16 | Gross profit | 893.21 | Gross loss | -107.05 |
| Profit factor | 8.34 | Expected payoff | 56.15 | ||
| Absolute drawdown | 29.24 | Maximal drawdown | 239.32 (2.22%) | Relative drawdown | 2.22% (239.32) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 115.05 | loss trade | -107.05 | |
| Average | profit trade | 68.71 | loss trade | -107.05 | |
| Maximum | consecutive wins (profit in money) | 7 (468.84) | consecutive losses (loss in money) | 1 (-107.05) | |
| Maximal | consecutive profit (count of wins) | 468.84 (7) | consecutive loss (count of losses) | -107.05 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 3 | 2022.08.02 15:05 | buy | 2 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 4 | 2022.08.02 15:05 | modify | 2 | 0.10 | 131.786 | 131.094 | 132.519 | ||
| 5 | 2022.08.02 15:05 | buy | 3 | 0.10 | 131.786 | 0.000 | 0.000 | ||
| 6 | 2022.08.02 15:05 | modify | 3 | 0.10 | 131.786 | 131.544 | 132.519 | ||
| 7 | 2022.08.02 15:05 | modify | 1 | 0.10 | 131.019 | 131.544 | 132.519 | ||
| 8 | 2022.08.02 15:10 | modify | 2 | 0.10 | 131.786 | 131.544 | 132.519 | ||
| 9 | 2022.08.02 17:20 | t/p | 1 | 0.10 | 132.519 | 131.544 | 132.519 | 113.17 | 10113.17 |
| 10 | 2022.08.02 17:20 | t/p | 2 | 0.10 | 132.519 | 131.544 | 132.519 | 55.30 | 10168.47 |
| 11 | 2022.08.02 17:20 | t/p | 3 | 0.10 | 132.519 | 131.544 | 132.519 | 55.30 | 10223.77 |
| 12 | 2022.09.07 08:00 | sell | 4 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 13 | 2022.09.07 08:00 | modify | 4 | 0.10 | 143.899 | 145.399 | 142.399 | ||
| 14 | 2022.09.09 03:59 | sell | 5 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 15 | 2022.09.09 03:59 | modify | 5 | 0.10 | 143.148 | 143.824 | 142.399 | ||
| 16 | 2022.09.09 03:59 | sell | 6 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 17 | 2022.09.09 03:59 | modify | 6 | 0.10 | 143.148 | 143.374 | 142.399 | ||
| 18 | 2022.09.09 03:59 | modify | 4 | 0.10 | 143.899 | 143.374 | 142.399 | ||
| 19 | 2022.09.09 04:00 | modify | 5 | 0.10 | 143.148 | 143.374 | 142.399 | ||
| 20 | 2022.09.09 06:20 | sell | 7 | 0.10 | 142.972 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 06:20 | modify | 7 | 0.10 | 142.972 | 143.524 | 142.399 | ||
| 22 | 2022.09.09 06:25 | modify | 7 | 0.10 | 142.972 | 143.374 | 142.399 | ||
| 23 | 2022.09.09 07:30 | t/p | 4 | 0.10 | 142.399 | 143.374 | 142.399 | 99.63 | 10323.40 |
| 24 | 2022.09.09 07:30 | t/p | 5 | 0.10 | 142.399 | 143.374 | 142.399 | 52.60 | 10376.00 |
| 25 | 2022.09.09 07:30 | t/p | 6 | 0.10 | 142.399 | 143.374 | 142.399 | 52.60 | 10428.60 |
| 26 | 2022.09.09 07:30 | t/p | 7 | 0.10 | 142.399 | 143.374 | 142.399 | 40.24 | 10468.84 |
| 27 | 2022.10.17 08:00 | sell | 8 | 0.10 | 148.648 | 0.000 | 0.000 | ||
| 28 | 2022.10.17 08:00 | modify | 8 | 0.10 | 148.648 | 150.148 | 147.148 | ||
| 29 | 2022.10.20 18:20 | s/l | 8 | 0.10 | 150.148 | 150.148 | 147.148 | -107.05 | 10361.79 |
| 30 | 2023.05.02 04:00 | sell | 9 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 31 | 2023.05.02 04:00 | modify | 9 | 0.10 | 137.493 | 138.993 | 135.993 | ||
| 32 | 2023.05.02 15:35 | sell | 10 | 0.10 | 136.585 | 0.000 | 0.000 | ||
| 33 | 2023.05.02 15:35 | modify | 10 | 0.10 | 136.585 | 137.118 | 135.993 | ||
| 34 | 2023.05.02 15:35 | modify | 9 | 0.10 | 137.493 | 137.118 | 135.993 | ||
| 35 | 2023.05.03 02:05 | t/p | 9 | 0.10 | 135.993 | 137.118 | 135.993 | 108.90 | 10470.69 |
| 36 | 2023.05.03 02:05 | t/p | 10 | 0.10 | 135.993 | 137.118 | 135.993 | 42.12 | 10512.80 |
| 37 | 2023.07.13 04:00 | buy | 11 | 0.10 | 138.536 | 0.000 | 0.000 | ||
| 38 | 2023.07.13 04:00 | modify | 11 | 0.10 | 138.536 | 137.036 | 140.036 | ||
| 39 | 2023.07.19 02:20 | buy | 12 | 0.10 | 139.291 | 0.000 | 0.000 | ||
| 40 | 2023.07.19 02:20 | modify | 12 | 0.10 | 139.291 | 138.611 | 140.036 | ||
| 41 | 2023.07.19 02:20 | buy | 13 | 0.10 | 139.291 | 0.000 | 0.000 | ||
| 42 | 2023.07.19 02:20 | modify | 13 | 0.10 | 139.291 | 139.061 | 140.036 | ||
| 43 | 2023.07.19 02:20 | modify | 11 | 0.10 | 138.536 | 139.061 | 140.036 | ||
| 44 | 2023.07.19 02:26 | modify | 12 | 0.10 | 139.291 | 139.061 | 140.036 | ||
| 45 | 2023.07.19 04:40 | buy | 14 | 0.10 | 139.452 | 0.000 | 0.000 | ||
| 46 | 2023.07.19 04:40 | modify | 14 | 0.10 | 139.452 | 138.911 | 140.036 | ||
| 47 | 2023.07.19 04:45 | modify | 14 | 0.10 | 139.452 | 139.061 | 140.036 | ||
| 48 | 2023.07.20 14:20 | t/p | 11 | 0.10 | 140.036 | 139.061 | 140.036 | 115.05 | 10627.85 |
| 49 | 2023.07.20 14:20 | t/p | 12 | 0.10 | 140.036 | 139.061 | 140.036 | 56.60 | 10684.45 |
| 50 | 2023.07.20 14:20 | t/p | 13 | 0.10 | 140.036 | 139.061 | 140.036 | 56.60 | 10741.05 |
| 51 | 2023.07.20 14:20 | t/p | 14 | 0.10 | 140.036 | 139.061 | 140.036 | 45.10 | 10786.16 |