Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 47445684 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 127.92 | Gross profit | 316.82 | Gross loss | -188.90 |
| Profit factor | 1.68 | Expected payoff | 9.84 | ||
| Absolute drawdown | 137.47 | Maximal drawdown | 194.31 (1.93%) | Relative drawdown | 1.93% (194.31) |
| Total trades | 13 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
| Largest | profit trade | 101.50 | loss trade | -106.77 | |
| Average | profit trade | 52.80 | loss trade | -26.99 | |
| Maximum | consecutive wins (profit in money) | 5 (283.24) | consecutive losses (loss in money) | 4 (-148.63) | |
| Maximal | consecutive profit (count of wins) | 283.24 (5) | consecutive loss (count of losses) | -148.63 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.07 08:00 | sell | 1 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 2 | 2022.09.07 08:00 | modify | 1 | 0.10 | 143.899 | 145.399 | 142.499 | ||
| 3 | 2022.09.09 03:22 | sell | 2 | 0.10 | 143.189 | 0.000 | 0.000 | ||
| 4 | 2022.09.09 03:22 | modify | 2 | 0.10 | 143.189 | 143.829 | 142.499 | ||
| 5 | 2022.09.09 03:22 | modify | 1 | 0.10 | 143.899 | 143.829 | 142.499 | ||
| 6 | 2022.09.09 03:25 | sell | 3 | 0.10 | 143.114 | 0.000 | 0.000 | ||
| 7 | 2022.09.09 03:25 | modify | 3 | 0.10 | 143.114 | 143.409 | 142.499 | ||
| 8 | 2022.09.09 03:25 | sell | 4 | 0.10 | 143.114 | 0.000 | 0.000 | ||
| 9 | 2022.09.09 03:25 | modify | 4 | 0.10 | 143.114 | 143.339 | 142.499 | ||
| 10 | 2022.09.09 03:25 | modify | 2 | 0.10 | 143.189 | 143.339 | 142.499 | ||
| 11 | 2022.09.09 03:25 | modify | 1 | 0.10 | 143.899 | 143.339 | 142.499 | ||
| 12 | 2022.09.09 03:25 | modify | 3 | 0.10 | 143.114 | 143.339 | 142.499 | ||
| 13 | 2022.09.09 03:32 | s/l | 1 | 0.10 | 143.339 | 143.339 | 142.499 | 33.58 | 10033.58 |
| 14 | 2022.09.09 03:32 | s/l | 2 | 0.10 | 143.339 | 143.339 | 142.499 | -10.46 | 10023.12 |
| 15 | 2022.09.09 03:32 | s/l | 3 | 0.10 | 143.339 | 143.339 | 142.499 | -15.70 | 10007.42 |
| 16 | 2022.09.09 03:32 | s/l | 4 | 0.10 | 143.339 | 143.339 | 142.499 | -15.70 | 9991.72 |
| 17 | 2022.10.17 08:00 | sell | 5 | 0.10 | 148.648 | 0.000 | 0.000 | ||
| 18 | 2022.10.17 08:00 | modify | 5 | 0.10 | 148.648 | 150.148 | 147.248 | ||
| 19 | 2022.10.20 18:05 | s/l | 5 | 0.10 | 150.148 | 150.148 | 147.248 | -106.77 | 9884.95 |
| 20 | 2023.05.02 04:00 | sell | 6 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 21 | 2023.05.02 04:00 | modify | 6 | 0.10 | 137.493 | 138.993 | 136.093 | ||
| 22 | 2023.05.02 14:24 | sell | 7 | 0.10 | 136.785 | 0.000 | 0.000 | ||
| 23 | 2023.05.02 14:24 | modify | 7 | 0.10 | 136.785 | 137.423 | 136.093 | ||
| 24 | 2023.05.02 14:24 | modify | 6 | 0.10 | 137.493 | 137.423 | 136.093 | ||
| 25 | 2023.05.02 14:32 | sell | 8 | 0.10 | 136.723 | 0.000 | 0.000 | ||
| 26 | 2023.05.02 14:32 | modify | 8 | 0.10 | 136.723 | 137.003 | 136.093 | ||
| 27 | 2023.05.02 14:32 | sell | 9 | 0.10 | 136.723 | 0.000 | 0.000 | ||
| 28 | 2023.05.02 14:32 | modify | 9 | 0.10 | 136.723 | 136.933 | 136.093 | ||
| 29 | 2023.05.02 14:32 | modify | 7 | 0.10 | 136.785 | 136.933 | 136.093 | ||
| 30 | 2023.05.02 14:32 | modify | 6 | 0.10 | 137.493 | 136.933 | 136.093 | ||
| 31 | 2023.05.02 14:32 | modify | 8 | 0.10 | 136.723 | 136.933 | 136.093 | ||
| 32 | 2023.05.03 01:47 | t/p | 6 | 0.10 | 136.093 | 136.933 | 136.093 | 101.50 | 9986.45 |
| 33 | 2023.05.03 01:47 | t/p | 7 | 0.10 | 136.093 | 136.933 | 136.093 | 49.48 | 10035.92 |
| 34 | 2023.05.03 01:47 | t/p | 8 | 0.10 | 136.093 | 136.933 | 136.093 | 44.92 | 10080.84 |
| 35 | 2023.05.03 01:47 | t/p | 9 | 0.10 | 136.093 | 136.933 | 136.093 | 44.92 | 10125.76 |
| 36 | 2023.07.13 04:00 | buy | 10 | 0.10 | 138.536 | 0.000 | 0.000 | ||
| 37 | 2023.07.13 04:00 | modify | 10 | 0.10 | 138.536 | 137.036 | 139.936 | ||
| 38 | 2023.07.17 13:32 | buy | 11 | 0.10 | 139.236 | 0.000 | 0.000 | ||
| 39 | 2023.07.17 13:32 | modify | 11 | 0.10 | 139.236 | 138.606 | 139.936 | ||
| 40 | 2023.07.17 13:32 | modify | 10 | 0.10 | 138.536 | 138.606 | 139.936 | ||
| 41 | 2023.07.17 13:32 | buy | 12 | 0.10 | 139.306 | 0.000 | 0.000 | ||
| 42 | 2023.07.17 13:32 | modify | 12 | 0.10 | 139.306 | 139.026 | 139.936 | ||
| 43 | 2023.07.17 13:32 | buy | 13 | 0.10 | 139.306 | 0.000 | 0.000 | ||
| 44 | 2023.07.17 13:32 | modify | 13 | 0.10 | 139.306 | 139.096 | 139.936 | ||
| 45 | 2023.07.17 13:32 | modify | 11 | 0.10 | 139.236 | 139.096 | 139.936 | ||
| 46 | 2023.07.17 13:32 | modify | 10 | 0.10 | 138.536 | 139.096 | 139.936 | ||
| 47 | 2023.07.17 13:32 | modify | 12 | 0.10 | 139.306 | 139.096 | 139.936 | ||
| 48 | 2023.07.17 14:02 | s/l | 10 | 0.10 | 139.096 | 139.096 | 139.936 | 42.44 | 10168.19 |
| 49 | 2023.07.17 14:02 | s/l | 11 | 0.10 | 139.096 | 139.096 | 139.936 | -10.07 | 10158.12 |
| 50 | 2023.07.17 14:02 | s/l | 12 | 0.10 | 139.096 | 139.096 | 139.936 | -15.10 | 10143.02 |
| 51 | 2023.07.17 14:02 | s/l | 13 | 0.10 | 139.096 | 139.096 | 139.936 | -15.10 | 10127.92 |