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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 47093185 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 487.22 | Gross profit | 745.30 | Gross loss | -258.09 |
| Profit factor | 2.89 | Expected payoff | 21.18 | ||
| Absolute drawdown | 96.69 | Maximal drawdown | 168.90 (1.67%) | Relative drawdown | 1.67% (168.90) |
| Total trades | 23 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 105.08 | loss trade | -40.52 | |
| Average | profit trade | 49.69 | loss trade | -32.26 | |
| Maximum | consecutive wins (profit in money) | 6 (423.00) | consecutive losses (loss in money) | 2 (-70.74) | |
| Maximal | consecutive profit (count of wins) | 423.00 (6) | consecutive loss (count of losses) | -70.74 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.13 16:00 | sell | 1 | 0.10 | 147.157 | 0.000 | 0.000 | ||
| 2 | 2022.10.13 16:00 | modify | 1 | 0.10 | 147.157 | 147.657 | 145.757 | ||
| 3 | 2022.10.14 08:22 | s/l | 1 | 0.10 | 147.657 | 147.657 | 145.757 | -35.29 | 9964.71 |
| 4 | 2022.11.10 16:00 | buy | 2 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 5 | 2022.11.10 16:00 | modify | 2 | 0.10 | 141.606 | 141.106 | 143.006 | ||
| 6 | 2022.11.10 16:19 | buy | 3 | 0.10 | 142.099 | 0.000 | 0.000 | ||
| 7 | 2022.11.10 16:19 | modify | 3 | 0.10 | 142.099 | 141.676 | 143.006 | ||
| 8 | 2022.11.10 16:19 | modify | 2 | 0.10 | 141.606 | 141.676 | 143.006 | ||
| 9 | 2022.11.10 20:17 | s/l | 2 | 0.10 | 141.676 | 141.676 | 143.006 | 4.94 | 9969.65 |
| 10 | 2022.11.10 20:17 | s/l | 3 | 0.10 | 141.676 | 141.676 | 143.006 | -29.86 | 9939.79 |
| 11 | 2023.01.13 16:00 | buy | 4 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 12 | 2023.01.13 16:00 | modify | 4 | 0.10 | 127.537 | 127.037 | 128.937 | ||
| 13 | 2023.01.15 23:17 | buy | 5 | 0.10 | 128.027 | 0.000 | 0.000 | ||
| 14 | 2023.01.15 23:17 | modify | 5 | 0.10 | 128.027 | 127.607 | 128.937 | ||
| 15 | 2023.01.15 23:17 | modify | 4 | 0.10 | 127.537 | 127.607 | 128.937 | ||
| 16 | 2023.01.16 01:24 | s/l | 4 | 0.10 | 127.607 | 127.607 | 128.937 | 6.62 | 9946.41 |
| 17 | 2023.01.16 01:24 | s/l | 5 | 0.10 | 127.607 | 127.607 | 128.937 | -31.78 | 9914.64 |
| 18 | 2023.02.06 16:00 | sell | 6 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 19 | 2023.02.06 16:00 | modify | 6 | 0.10 | 132.845 | 133.345 | 131.445 | ||
| 20 | 2023.02.07 01:08 | sell | 7 | 0.10 | 132.354 | 0.000 | 0.000 | ||
| 21 | 2023.02.07 01:08 | modify | 7 | 0.10 | 132.354 | 132.775 | 131.445 | ||
| 22 | 2023.02.07 01:08 | modify | 6 | 0.10 | 132.845 | 132.775 | 131.445 | ||
| 23 | 2023.02.07 06:53 | sell | 8 | 0.10 | 132.073 | 0.000 | 0.000 | ||
| 24 | 2023.02.07 06:53 | modify | 8 | 0.10 | 132.073 | 132.285 | 131.445 | ||
| 25 | 2023.02.07 06:53 | modify | 7 | 0.10 | 132.354 | 132.285 | 131.445 | ||
| 26 | 2023.02.07 06:53 | modify | 6 | 0.10 | 132.845 | 132.285 | 131.445 | ||
| 27 | 2023.02.07 07:06 | sell | 9 | 0.10 | 132.005 | 0.000 | 0.000 | ||
| 28 | 2023.02.07 07:06 | modify | 9 | 0.10 | 132.005 | 132.355 | 131.445 | ||
| 29 | 2023.02.07 07:06 | modify | 8 | 0.10 | 132.073 | 132.355 | 131.445 | ||
| 30 | 2023.02.07 07:06 | modify | 7 | 0.10 | 132.354 | 132.355 | 131.445 | ||
| 31 | 2023.02.07 07:06 | modify | 6 | 0.10 | 132.845 | 132.355 | 131.445 | ||
| 32 | 2023.02.07 15:51 | t/p | 6 | 0.10 | 131.445 | 132.355 | 131.445 | 105.08 | 10019.72 |
| 33 | 2023.02.07 15:51 | t/p | 7 | 0.10 | 131.445 | 132.355 | 131.445 | 69.16 | 10088.88 |
| 34 | 2023.02.07 15:51 | t/p | 8 | 0.10 | 131.445 | 132.355 | 131.445 | 47.78 | 10136.66 |
| 35 | 2023.02.07 15:51 | t/p | 9 | 0.10 | 131.445 | 132.355 | 131.445 | 42.61 | 10179.27 |
| 36 | 2023.02.15 16:00 | sell | 10 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 37 | 2023.02.15 16:00 | modify | 10 | 0.10 | 134.272 | 134.772 | 132.872 | ||
| 38 | 2023.02.16 00:10 | sell | 11 | 0.10 | 133.781 | 0.000 | 0.000 | ||
| 39 | 2023.02.16 00:10 | modify | 11 | 0.10 | 133.781 | 134.202 | 132.872 | ||
| 40 | 2023.02.16 00:10 | modify | 10 | 0.10 | 134.272 | 134.202 | 132.872 | ||
| 41 | 2023.02.16 13:30 | s/l | 10 | 0.10 | 134.202 | 134.202 | 132.872 | 0.93 | 10180.20 |
| 42 | 2023.02.16 13:30 | s/l | 11 | 0.10 | 134.202 | 134.202 | 132.872 | -31.36 | 10148.84 |
| 43 | 2023.02.24 16:00 | sell | 12 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 44 | 2023.02.24 16:00 | modify | 12 | 0.10 | 136.391 | 136.891 | 134.991 | ||
| 45 | 2023.02.28 13:31 | s/l | 12 | 0.10 | 136.891 | 136.891 | 134.991 | -39.38 | 10109.45 |
| 46 | 2023.05.01 16:00 | sell | 13 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 47 | 2023.05.01 16:00 | modify | 13 | 0.10 | 137.354 | 137.854 | 135.954 | ||
| 48 | 2023.05.02 14:23 | sell | 14 | 0.10 | 136.863 | 0.000 | 0.000 | ||
| 49 | 2023.05.02 14:23 | modify | 14 | 0.10 | 136.863 | 137.284 | 135.954 | ||
| 50 | 2023.05.02 14:23 | modify | 13 | 0.10 | 137.354 | 137.284 | 135.954 | ||
| 51 | 2023.05.02 14:34 | sell | 15 | 0.10 | 136.584 | 0.000 | 0.000 | ||
| 52 | 2023.05.02 14:34 | modify | 15 | 0.10 | 136.584 | 136.794 | 135.954 | ||
| 53 | 2023.05.02 14:34 | modify | 14 | 0.10 | 136.863 | 136.794 | 135.954 | ||
| 54 | 2023.05.02 14:34 | modify | 13 | 0.10 | 137.354 | 136.794 | 135.954 | ||
| 55 | 2023.05.02 14:42 | sell | 16 | 0.10 | 136.511 | 0.000 | 0.000 | ||
| 56 | 2023.05.02 14:42 | modify | 16 | 0.10 | 136.511 | 136.864 | 135.954 | ||
| 57 | 2023.05.02 14:42 | modify | 15 | 0.10 | 136.584 | 136.864 | 135.954 | ||
| 58 | 2023.05.02 14:42 | modify | 14 | 0.10 | 136.863 | 136.864 | 135.954 | ||
| 59 | 2023.05.02 14:42 | modify | 13 | 0.10 | 137.354 | 136.864 | 135.954 | ||
| 60 | 2023.05.03 02:07 | t/p | 13 | 0.10 | 135.954 | 136.864 | 135.954 | 100.12 | 10209.57 |
| 61 | 2023.05.03 02:07 | t/p | 14 | 0.10 | 135.954 | 136.864 | 135.954 | 65.44 | 10275.01 |
| 62 | 2023.05.03 02:07 | t/p | 15 | 0.10 | 135.954 | 136.864 | 135.954 | 44.91 | 10319.92 |
| 63 | 2023.05.03 02:07 | t/p | 16 | 0.10 | 135.954 | 136.864 | 135.954 | 39.55 | 10359.47 |
| 64 | 2023.05.04 16:00 | buy | 17 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 65 | 2023.05.04 16:00 | modify | 17 | 0.10 | 133.794 | 133.294 | 135.194 | ||
| 66 | 2023.05.04 20:34 | buy | 18 | 0.10 | 134.286 | 0.000 | 0.000 | ||
| 67 | 2023.05.04 20:34 | modify | 18 | 0.10 | 134.286 | 133.864 | 135.194 | ||
| 68 | 2023.05.04 20:34 | modify | 17 | 0.10 | 133.794 | 133.864 | 135.194 | ||
| 69 | 2023.05.07 23:19 | t/p | 17 | 0.10 | 135.194 | 133.864 | 135.194 | 104.68 | 10464.16 |
| 70 | 2023.05.07 23:19 | t/p | 18 | 0.10 | 135.194 | 133.864 | 135.194 | 68.29 | 10532.45 |
| 71 | 2023.05.17 16:00 | sell | 19 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 72 | 2023.05.17 16:00 | modify | 19 | 0.10 | 137.515 | 138.015 | 136.115 | ||
| 73 | 2023.05.18 12:32 | s/l | 19 | 0.10 | 138.015 | 138.015 | 136.115 | -40.52 | 10491.93 |
| 74 | 2023.07.07 16:00 | buy | 20 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 75 | 2023.07.07 16:00 | modify | 20 | 0.10 | 142.245 | 141.745 | 143.645 | ||
| 76 | 2023.07.10 02:20 | buy | 21 | 0.10 | 142.736 | 0.000 | 0.000 | ||
| 77 | 2023.07.10 02:20 | modify | 21 | 0.10 | 142.736 | 142.315 | 143.645 | ||
| 78 | 2023.07.10 02:20 | modify | 20 | 0.10 | 142.245 | 142.315 | 143.645 | ||
| 79 | 2023.07.10 04:42 | buy | 22 | 0.10 | 143.015 | 0.000 | 0.000 | ||
| 80 | 2023.07.10 04:42 | modify | 22 | 0.10 | 143.015 | 142.805 | 143.645 | ||
| 81 | 2023.07.10 04:42 | modify | 21 | 0.10 | 142.736 | 142.805 | 143.645 | ||
| 82 | 2023.07.10 04:42 | modify | 20 | 0.10 | 142.245 | 142.805 | 143.645 | ||
| 83 | 2023.07.10 05:46 | s/l | 20 | 0.10 | 142.805 | 142.805 | 143.645 | 40.35 | 10532.28 |
| 84 | 2023.07.10 05:46 | s/l | 21 | 0.10 | 142.805 | 142.805 | 143.645 | 4.83 | 10537.11 |
| 85 | 2023.07.10 05:46 | s/l | 22 | 0.10 | 142.805 | 142.805 | 143.645 | -14.71 | 10522.40 |
| 86 | 2023.07.13 16:00 | buy | 23 | 0.10 | 138.172 | 0.000 | 0.000 | ||
| 87 | 2023.07.13 16:00 | modify | 23 | 0.10 | 138.172 | 137.672 | 139.572 | ||
| 88 | 2023.07.14 00:59 | s/l | 23 | 0.10 | 137.672 | 137.672 | 139.572 | -35.19 | 10487.22 |