Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 1911 | Ticks modelled | 52978127 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 669.45 | Gross profit | 966.16 | Gross loss | -296.71 |
| Profit factor | 3.26 | Expected payoff | 20.29 | ||
| Absolute drawdown | 157.46 | Maximal drawdown | 227.29 (2.26%) | Relative drawdown | 2.26% (227.29) |
| Total trades | 33 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
| Largest | profit trade | 95.52 | loss trade | -40.88 | |
| Average | profit trade | 43.92 | loss trade | -26.97 | |
| Maximum | consecutive wins (profit in money) | 5 (233.45) | consecutive losses (loss in money) | 4 (-97.45) | |
| Maximal | consecutive profit (count of wins) | 233.45 (5) | consecutive loss (count of losses) | -97.45 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 143.909 | 144.509 | 142.509 | ||
| 3 | 2022.10.05 00:11 | sell | 2 | 0.10 | 143.418 | 0.000 | 0.000 | ||
| 4 | 2022.10.05 00:11 | modify | 2 | 0.10 | 143.418 | 143.769 | 142.509 | ||
| 5 | 2022.10.05 00:11 | modify | 1 | 0.10 | 143.909 | 143.769 | 142.509 | ||
| 6 | 2022.10.05 01:52 | s/l | 1 | 0.10 | 143.769 | 143.769 | 142.509 | 8.87 | 10008.87 |
| 7 | 2022.10.05 01:52 | s/l | 2 | 0.10 | 143.769 | 143.769 | 142.509 | -23.60 | 9985.27 |
| 8 | 2022.11.10 20:00 | buy | 3 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 9 | 2022.11.10 20:00 | modify | 3 | 0.10 | 144.409 | 143.809 | 145.809 | ||
| 10 | 2022.11.10 21:03 | s/l | 3 | 0.10 | 143.809 | 143.809 | 145.809 | -40.34 | 9944.93 |
| 11 | 2022.11.11 16:00 | buy | 4 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 12 | 2022.11.11 16:00 | modify | 4 | 0.10 | 143.620 | 143.020 | 145.020 | ||
| 13 | 2022.11.13 22:11 | buy | 5 | 0.10 | 144.114 | 0.000 | 0.000 | ||
| 14 | 2022.11.13 22:11 | modify | 5 | 0.10 | 144.114 | 143.760 | 145.020 | ||
| 15 | 2022.11.13 22:11 | modify | 4 | 0.10 | 143.620 | 143.760 | 145.020 | ||
| 16 | 2022.11.13 23:00 | s/l | 4 | 0.10 | 143.760 | 143.760 | 145.020 | 9.41 | 9954.34 |
| 17 | 2022.11.13 23:00 | s/l | 5 | 0.10 | 143.760 | 143.760 | 145.020 | -23.80 | 9930.54 |
| 18 | 2022.11.24 16:00 | buy | 6 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 19 | 2022.11.24 16:00 | modify | 6 | 0.10 | 144.049 | 143.449 | 145.449 | ||
| 20 | 2022.11.25 00:51 | buy | 7 | 0.10 | 144.540 | 0.000 | 0.000 | ||
| 21 | 2022.11.25 00:51 | modify | 7 | 0.10 | 144.540 | 144.189 | 145.449 | ||
| 22 | 2022.11.25 00:51 | modify | 6 | 0.10 | 144.049 | 144.189 | 145.449 | ||
| 23 | 2022.11.25 09:24 | buy | 8 | 0.10 | 144.890 | 0.000 | 0.000 | ||
| 24 | 2022.11.25 09:24 | modify | 8 | 0.10 | 144.890 | 144.399 | 145.449 | ||
| 25 | 2022.11.25 09:24 | modify | 7 | 0.10 | 144.540 | 144.399 | 145.449 | ||
| 26 | 2022.11.25 09:24 | modify | 6 | 0.10 | 144.049 | 144.399 | 145.449 | ||
| 27 | 2022.11.25 09:39 | buy | 9 | 0.10 | 145.029 | 0.000 | 0.000 | ||
| 28 | 2022.11.25 09:39 | modify | 9 | 0.10 | 145.029 | 144.539 | 145.449 | ||
| 29 | 2022.11.25 09:39 | modify | 8 | 0.10 | 144.890 | 144.539 | 145.449 | ||
| 30 | 2022.11.25 09:39 | modify | 7 | 0.10 | 144.540 | 144.539 | 145.449 | ||
| 31 | 2022.11.25 09:39 | modify | 6 | 0.10 | 144.049 | 144.539 | 145.449 | ||
| 32 | 2022.11.25 13:17 | s/l | 6 | 0.10 | 144.539 | 144.539 | 145.449 | 33.22 | 9963.77 |
| 33 | 2022.11.25 13:17 | s/l | 7 | 0.10 | 144.539 | 144.539 | 145.449 | -0.06 | 9963.71 |
| 34 | 2022.11.25 13:17 | s/l | 8 | 0.10 | 144.539 | 144.539 | 145.449 | -23.59 | 9940.12 |
| 35 | 2022.11.25 13:17 | s/l | 9 | 0.10 | 144.539 | 144.539 | 145.449 | -32.93 | 9907.19 |
| 36 | 2022.12.05 20:00 | sell | 10 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 37 | 2022.12.05 20:00 | modify | 10 | 0.10 | 143.403 | 144.003 | 142.003 | ||
| 38 | 2022.12.06 07:00 | s/l | 10 | 0.10 | 144.003 | 144.003 | 142.003 | -40.87 | 9866.32 |
| 39 | 2022.12.15 20:00 | sell | 11 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 40 | 2022.12.15 20:00 | modify | 11 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 41 | 2022.12.16 07:53 | sell | 12 | 0.10 | 145.960 | 0.000 | 0.000 | ||
| 42 | 2022.12.16 07:53 | modify | 12 | 0.10 | 145.960 | 146.310 | 145.050 | ||
| 43 | 2022.12.16 07:53 | modify | 11 | 0.10 | 146.450 | 146.310 | 145.050 | ||
| 44 | 2022.12.16 09:56 | sell | 13 | 0.10 | 145.610 | 0.000 | 0.000 | ||
| 45 | 2022.12.16 09:56 | modify | 13 | 0.10 | 145.610 | 146.100 | 145.050 | ||
| 46 | 2022.12.16 09:56 | modify | 12 | 0.10 | 145.960 | 146.100 | 145.050 | ||
| 47 | 2022.12.16 09:56 | modify | 11 | 0.10 | 146.450 | 146.100 | 145.050 | ||
| 48 | 2022.12.16 12:58 | sell | 14 | 0.10 | 145.470 | 0.000 | 0.000 | ||
| 49 | 2022.12.16 12:58 | modify | 14 | 0.10 | 145.470 | 145.960 | 145.050 | ||
| 50 | 2022.12.16 12:58 | modify | 13 | 0.10 | 145.610 | 145.960 | 145.050 | ||
| 51 | 2022.12.16 12:58 | modify | 12 | 0.10 | 145.960 | 145.960 | 145.050 | ||
| 52 | 2022.12.16 12:58 | modify | 11 | 0.10 | 146.450 | 145.960 | 145.050 | ||
| 53 | 2022.12.16 15:44 | t/p | 11 | 0.10 | 145.050 | 145.960 | 145.050 | 93.55 | 9959.87 |
| 54 | 2022.12.16 15:44 | t/p | 12 | 0.10 | 145.050 | 145.960 | 145.050 | 61.16 | 10021.03 |
| 55 | 2022.12.16 15:44 | t/p | 13 | 0.10 | 145.050 | 145.960 | 145.050 | 37.64 | 10058.67 |
| 56 | 2022.12.16 15:44 | t/p | 14 | 0.10 | 145.050 | 145.960 | 145.050 | 28.23 | 10086.90 |
| 57 | 2023.01.23 20:00 | sell | 15 | 0.10 | 141.888 | 0.000 | 0.000 | ||
| 58 | 2023.01.23 20:00 | modify | 15 | 0.10 | 141.888 | 142.488 | 140.488 | ||
| 59 | 2023.01.24 07:38 | sell | 16 | 0.10 | 141.398 | 0.000 | 0.000 | ||
| 60 | 2023.01.24 07:38 | modify | 16 | 0.10 | 141.398 | 141.748 | 140.488 | ||
| 61 | 2023.01.24 07:38 | modify | 15 | 0.10 | 141.888 | 141.748 | 140.488 | ||
| 62 | 2023.01.24 13:59 | s/l | 15 | 0.10 | 141.748 | 141.748 | 140.488 | 8.87 | 10095.78 |
| 63 | 2023.01.24 13:59 | s/l | 16 | 0.10 | 141.748 | 141.748 | 140.488 | -23.53 | 10072.25 |
| 64 | 2023.04.05 20:00 | buy | 17 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 65 | 2023.04.05 20:00 | modify | 17 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 66 | 2023.04.06 14:00 | buy | 18 | 0.10 | 143.611 | 0.000 | 0.000 | ||
| 67 | 2023.04.06 14:00 | modify | 18 | 0.10 | 143.611 | 143.259 | 144.519 | ||
| 68 | 2023.04.06 14:00 | modify | 17 | 0.10 | 143.119 | 143.259 | 144.519 | ||
| 69 | 2023.04.06 14:57 | buy | 19 | 0.10 | 143.959 | 0.000 | 0.000 | ||
| 70 | 2023.04.06 14:57 | modify | 19 | 0.10 | 143.959 | 143.469 | 144.519 | ||
| 71 | 2023.04.06 14:57 | modify | 18 | 0.10 | 143.611 | 143.469 | 144.519 | ||
| 72 | 2023.04.06 14:57 | modify | 17 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 73 | 2023.04.07 12:40 | buy | 20 | 0.10 | 144.100 | 0.000 | 0.000 | ||
| 74 | 2023.04.07 12:40 | modify | 20 | 0.10 | 144.100 | 143.609 | 144.519 | ||
| 75 | 2023.04.07 12:40 | modify | 19 | 0.10 | 143.959 | 143.609 | 144.519 | ||
| 76 | 2023.04.07 12:40 | modify | 18 | 0.10 | 143.611 | 143.609 | 144.519 | ||
| 77 | 2023.04.07 12:40 | modify | 17 | 0.10 | 143.119 | 143.609 | 144.519 | ||
| 78 | 2023.04.10 00:37 | t/p | 17 | 0.10 | 144.519 | 143.609 | 144.519 | 95.52 | 10167.76 |
| 79 | 2023.04.10 00:37 | t/p | 18 | 0.10 | 144.519 | 143.609 | 144.519 | 61.60 | 10229.36 |
| 80 | 2023.04.10 00:37 | t/p | 19 | 0.10 | 144.519 | 143.609 | 144.519 | 38.21 | 10267.56 |
| 81 | 2023.04.10 00:37 | t/p | 20 | 0.10 | 144.519 | 143.609 | 144.519 | 28.44 | 10296.01 |
| 82 | 2023.05.11 16:00 | buy | 21 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 83 | 2023.05.11 16:00 | modify | 21 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 84 | 2023.05.12 06:17 | buy | 22 | 0.10 | 147.292 | 0.000 | 0.000 | ||
| 85 | 2023.05.12 06:17 | modify | 22 | 0.10 | 147.292 | 146.941 | 148.201 | ||
| 86 | 2023.05.12 06:17 | modify | 21 | 0.10 | 146.801 | 146.941 | 148.201 | ||
| 87 | 2023.05.12 08:11 | s/l | 21 | 0.10 | 146.941 | 146.941 | 148.201 | 9.69 | 10305.70 |
| 88 | 2023.05.12 08:11 | s/l | 22 | 0.10 | 146.941 | 146.941 | 148.201 | -23.59 | 10282.11 |
| 89 | 2023.06.15 20:00 | sell | 23 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 90 | 2023.06.15 20:00 | modify | 23 | 0.10 | 153.552 | 154.152 | 152.152 | ||
| 91 | 2023.06.16 06:17 | s/l | 23 | 0.10 | 154.152 | 154.152 | 152.152 | -40.88 | 10241.23 |
| 92 | 2023.07.21 16:00 | sell | 24 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 93 | 2023.07.21 16:00 | modify | 24 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 94 | 2023.07.24 07:16 | sell | 25 | 0.10 | 157.123 | 0.000 | 0.000 | ||
| 95 | 2023.07.24 07:16 | modify | 25 | 0.10 | 157.123 | 157.473 | 156.213 | ||
| 96 | 2023.07.24 07:16 | modify | 24 | 0.10 | 157.613 | 157.473 | 156.213 | ||
| 97 | 2023.07.24 07:30 | sell | 26 | 0.10 | 156.771 | 0.000 | 0.000 | ||
| 98 | 2023.07.24 07:30 | modify | 26 | 0.10 | 156.771 | 157.263 | 156.213 | ||
| 99 | 2023.07.24 07:30 | modify | 25 | 0.10 | 157.123 | 157.263 | 156.213 | ||
| 100 | 2023.07.24 07:30 | modify | 24 | 0.10 | 157.613 | 157.263 | 156.213 | ||
| 101 | 2023.07.24 07:34 | sell | 27 | 0.10 | 156.633 | 0.000 | 0.000 | ||
| 102 | 2023.07.24 07:34 | modify | 27 | 0.10 | 156.633 | 157.123 | 156.213 | ||
| 103 | 2023.07.24 07:34 | modify | 26 | 0.10 | 156.771 | 157.123 | 156.213 | ||
| 104 | 2023.07.24 07:34 | modify | 25 | 0.10 | 157.123 | 157.123 | 156.213 | ||
| 105 | 2023.07.24 07:34 | modify | 24 | 0.10 | 157.613 | 157.123 | 156.213 | ||
| 106 | 2023.07.25 09:47 | t/p | 24 | 0.10 | 156.213 | 157.123 | 156.213 | 93.04 | 10334.27 |
| 107 | 2023.07.25 09:47 | t/p | 25 | 0.10 | 156.213 | 157.123 | 156.213 | 60.63 | 10394.90 |
| 108 | 2023.07.25 09:47 | t/p | 26 | 0.10 | 156.213 | 157.123 | 156.213 | 36.97 | 10431.87 |
| 109 | 2023.07.25 09:47 | t/p | 27 | 0.10 | 156.213 | 157.123 | 156.213 | 27.70 | 10459.58 |
| 110 | 2023.08.10 20:00 | sell | 28 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 111 | 2023.08.10 20:00 | modify | 28 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 112 | 2023.08.11 14:00 | sell | 29 | 0.10 | 158.485 | 0.000 | 0.000 | ||
| 113 | 2023.08.11 14:00 | modify | 29 | 0.10 | 158.485 | 158.835 | 157.575 | ||
| 114 | 2023.08.11 14:00 | modify | 28 | 0.10 | 158.975 | 158.835 | 157.575 | ||
| 115 | 2023.08.11 14:15 | s/l | 28 | 0.10 | 158.835 | 158.835 | 157.575 | 8.87 | 10468.45 |
| 116 | 2023.08.11 14:15 | s/l | 29 | 0.10 | 158.835 | 158.835 | 157.575 | -23.53 | 10444.92 |
| 117 | 2023.09.14 20:00 | buy | 30 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 118 | 2023.09.14 20:00 | modify | 30 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 119 | 2023.09.15 06:41 | buy | 31 | 0.10 | 157.449 | 0.000 | 0.000 | ||
| 120 | 2023.09.15 06:41 | modify | 31 | 0.10 | 157.449 | 157.099 | 158.359 | ||
| 121 | 2023.09.15 06:41 | modify | 30 | 0.10 | 156.959 | 157.099 | 158.359 | ||
| 122 | 2023.09.15 14:05 | buy | 32 | 0.10 | 157.799 | 0.000 | 0.000 | ||
| 123 | 2023.09.15 14:05 | modify | 32 | 0.10 | 157.799 | 157.309 | 158.359 | ||
| 124 | 2023.09.15 14:05 | modify | 31 | 0.10 | 157.449 | 157.309 | 158.359 | ||
| 125 | 2023.09.15 14:05 | modify | 30 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 126 | 2023.09.18 15:45 | buy | 33 | 0.10 | 157.939 | 0.000 | 0.000 | ||
| 127 | 2023.09.18 15:45 | modify | 33 | 0.10 | 157.939 | 157.449 | 158.359 | ||
| 128 | 2023.09.18 15:45 | modify | 32 | 0.10 | 157.799 | 157.449 | 158.359 | ||
| 129 | 2023.09.18 15:45 | modify | 31 | 0.10 | 157.449 | 157.449 | 158.359 | ||
| 130 | 2023.09.18 15:45 | modify | 30 | 0.10 | 156.959 | 157.449 | 158.359 | ||
| 131 | 2023.09.20 07:46 | t/p | 30 | 0.10 | 158.359 | 157.449 | 158.359 | 95.23 | 10540.15 |
| 132 | 2023.09.20 07:46 | t/p | 31 | 0.10 | 158.359 | 157.449 | 158.359 | 62.01 | 10602.16 |
| 133 | 2023.09.20 07:46 | t/p | 32 | 0.10 | 158.359 | 157.449 | 158.359 | 38.49 | 10640.65 |
| 134 | 2023.09.20 07:46 | t/p | 33 | 0.10 | 158.359 | 157.449 | 158.359 | 28.80 | 10669.45 |