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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=40; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 269.61 | Gross profit | 492.02 | Gross loss | -222.40 |
| Profit factor | 2.21 | Expected payoff | 11.72 | ||
| Absolute drawdown | 68.00 | Maximal drawdown | 154.37 (1.52%) | Relative drawdown | 1.52% (154.37) |
| Total trades | 23 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 95.20 | loss trade | -27.41 | |
| Average | profit trade | 35.14 | loss trade | -24.71 | |
| Maximum | consecutive wins (profit in money) | 4 (219.21) | consecutive losses (loss in money) | 2 (-50.99) | |
| Maximal | consecutive profit (count of wins) | 219.21 (4) | consecutive loss (count of losses) | -50.99 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 144.309 | 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 | -23.58 | 9985.29 |
| 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 | 144.009 | 145.809 | ||
| 10 | 2022.11.10 20:38 | s/l | 3 | 0.10 | 144.009 | 144.009 | 145.809 | -26.88 | 9958.41 |
| 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 | 143.220 | 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 | 9.40 | 9967.81 |
| 17 | 2022.11.13 23:00 | s/l | 5 | 0.10 | 143.760 | 143.760 | 145.020 | -23.79 | 9944.02 |
| 18 | 2022.12.15 20:00 | sell | 6 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 19 | 2022.12.15 20:00 | modify | 6 | 0.10 | 146.450 | 146.850 | 145.050 | ||
| 20 | 2022.12.16 07:53 | sell | 7 | 0.10 | 145.960 | 0.000 | 0.000 | ||
| 21 | 2022.12.16 07:53 | modify | 7 | 0.10 | 145.960 | 146.310 | 145.050 | ||
| 22 | 2022.12.16 07:53 | modify | 6 | 0.10 | 146.450 | 146.310 | 145.050 | ||
| 23 | 2022.12.16 08:27 | sell | 8 | 0.10 | 145.680 | 0.000 | 0.000 | ||
| 24 | 2022.12.16 08:27 | modify | 8 | 0.10 | 145.680 | 146.100 | 145.050 | ||
| 25 | 2022.12.16 08:27 | modify | 7 | 0.10 | 145.960 | 146.100 | 145.050 | ||
| 26 | 2022.12.16 08:27 | modify | 6 | 0.10 | 146.450 | 146.100 | 145.050 | ||
| 27 | 2022.12.16 15:18 | sell | 9 | 0.10 | 145.325 | 0.000 | 0.000 | ||
| 28 | 2022.12.16 15:18 | modify | 9 | 0.10 | 145.325 | 145.960 | 145.050 | ||
| 29 | 2022.12.16 15:18 | modify | 8 | 0.10 | 145.680 | 145.960 | 145.050 | ||
| 30 | 2022.12.16 15:18 | modify | 7 | 0.10 | 145.960 | 145.960 | 145.050 | ||
| 31 | 2022.12.16 15:18 | modify | 6 | 0.10 | 146.450 | 145.960 | 145.050 | ||
| 32 | 2022.12.16 15:44 | t/p | 6 | 0.10 | 145.050 | 145.960 | 145.050 | 93.52 | 10037.55 |
| 33 | 2022.12.16 15:44 | t/p | 7 | 0.10 | 145.050 | 145.960 | 145.050 | 61.14 | 10098.69 |
| 34 | 2022.12.16 15:44 | t/p | 8 | 0.10 | 145.050 | 145.960 | 145.050 | 42.32 | 10141.01 |
| 35 | 2022.12.16 15:44 | t/p | 9 | 0.10 | 145.050 | 145.960 | 145.050 | 18.47 | 10159.48 |
| 36 | 2023.04.28 20:00 | sell | 10 | 0.10 | 150.035 | 0.000 | 0.000 | ||
| 37 | 2023.04.28 20:00 | modify | 10 | 0.10 | 150.035 | 150.435 | 148.635 | ||
| 38 | 2023.05.01 00:18 | s/l | 10 | 0.10 | 150.435 | 150.435 | 148.635 | -27.41 | 10132.07 |
| 39 | 2023.05.11 16:00 | buy | 11 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 40 | 2023.05.11 16:00 | modify | 11 | 0.10 | 146.801 | 146.401 | 148.201 | ||
| 41 | 2023.05.12 06:17 | buy | 12 | 0.10 | 147.292 | 0.000 | 0.000 | ||
| 42 | 2023.05.12 06:17 | modify | 12 | 0.10 | 147.292 | 146.941 | 148.201 | ||
| 43 | 2023.05.12 06:17 | modify | 11 | 0.10 | 146.801 | 146.941 | 148.201 | ||
| 44 | 2023.05.12 08:11 | s/l | 11 | 0.10 | 146.941 | 146.941 | 148.201 | 9.69 | 10141.76 |
| 45 | 2023.05.12 08:11 | s/l | 12 | 0.10 | 146.941 | 146.941 | 148.201 | -23.58 | 10118.18 |
| 46 | 2023.05.31 20:00 | buy | 13 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 47 | 2023.05.31 20:00 | modify | 13 | 0.10 | 148.939 | 148.539 | 150.339 | ||
| 48 | 2023.06.01 08:43 | buy | 14 | 0.10 | 149.430 | 0.000 | 0.000 | ||
| 49 | 2023.06.01 08:43 | modify | 14 | 0.10 | 149.430 | 149.079 | 150.339 | ||
| 50 | 2023.06.01 08:43 | modify | 13 | 0.10 | 148.939 | 149.079 | 150.339 | ||
| 51 | 2023.06.01 12:33 | s/l | 13 | 0.10 | 149.079 | 149.079 | 150.339 | 10.26 | 10128.44 |
| 52 | 2023.06.01 12:33 | s/l | 14 | 0.10 | 149.079 | 149.079 | 150.339 | -23.58 | 10104.86 |
| 53 | 2023.06.15 20:00 | sell | 15 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 54 | 2023.06.15 20:00 | modify | 15 | 0.10 | 153.552 | 153.952 | 152.152 | ||
| 55 | 2023.06.16 02:47 | s/l | 15 | 0.10 | 153.952 | 153.952 | 152.152 | -27.41 | 10077.45 |
| 56 | 2023.07.12 16:00 | buy | 16 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 57 | 2023.07.12 16:00 | modify | 16 | 0.10 | 153.751 | 153.351 | 155.151 | ||
| 58 | 2023.07.12 19:52 | buy | 17 | 0.10 | 154.241 | 0.000 | 0.000 | ||
| 59 | 2023.07.12 19:52 | modify | 17 | 0.10 | 154.241 | 153.891 | 155.151 | ||
| 60 | 2023.07.12 19:52 | modify | 16 | 0.10 | 153.751 | 153.891 | 155.151 | ||
| 61 | 2023.07.13 00:21 | s/l | 16 | 0.10 | 153.891 | 153.891 | 155.151 | 10.25 | 10087.70 |
| 62 | 2023.07.13 00:21 | s/l | 17 | 0.10 | 153.891 | 153.891 | 155.151 | -22.67 | 10065.03 |
| 63 | 2023.08.10 20:00 | sell | 18 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 64 | 2023.08.10 20:00 | modify | 18 | 0.10 | 158.975 | 159.375 | 157.575 | ||
| 65 | 2023.08.11 14:00 | sell | 19 | 0.10 | 158.485 | 0.000 | 0.000 | ||
| 66 | 2023.08.11 14:00 | modify | 19 | 0.10 | 158.485 | 158.835 | 157.575 | ||
| 67 | 2023.08.11 14:00 | modify | 18 | 0.10 | 158.975 | 158.835 | 157.575 | ||
| 68 | 2023.08.11 14:15 | s/l | 18 | 0.10 | 158.835 | 158.835 | 157.575 | 8.87 | 10073.91 |
| 69 | 2023.08.11 14:15 | s/l | 19 | 0.10 | 158.835 | 158.835 | 157.575 | -23.51 | 10050.40 |
| 70 | 2023.09.14 20:00 | buy | 20 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 71 | 2023.09.14 20:00 | modify | 20 | 0.10 | 156.959 | 156.559 | 158.359 | ||
| 72 | 2023.09.15 06:41 | buy | 21 | 0.10 | 157.449 | 0.000 | 0.000 | ||
| 73 | 2023.09.15 06:41 | modify | 21 | 0.10 | 157.449 | 157.099 | 158.359 | ||
| 74 | 2023.09.15 06:41 | modify | 20 | 0.10 | 156.959 | 157.099 | 158.359 | ||
| 75 | 2023.09.15 10:11 | buy | 22 | 0.10 | 157.729 | 0.000 | 0.000 | ||
| 76 | 2023.09.15 10:11 | modify | 22 | 0.10 | 157.729 | 157.309 | 158.359 | ||
| 77 | 2023.09.15 10:11 | modify | 21 | 0.10 | 157.449 | 157.309 | 158.359 | ||
| 78 | 2023.09.15 10:11 | modify | 20 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 79 | 2023.09.19 10:42 | buy | 23 | 0.10 | 158.083 | 0.000 | 0.000 | ||
| 80 | 2023.09.19 10:42 | modify | 23 | 0.10 | 158.083 | 157.449 | 158.359 | ||
| 81 | 2023.09.19 10:42 | modify | 22 | 0.10 | 157.729 | 157.449 | 158.359 | ||
| 82 | 2023.09.19 10:42 | modify | 21 | 0.10 | 157.449 | 157.449 | 158.359 | ||
| 83 | 2023.09.19 10:42 | modify | 20 | 0.10 | 156.959 | 157.449 | 158.359 | ||
| 84 | 2023.09.20 07:46 | t/p | 20 | 0.10 | 158.359 | 157.449 | 158.359 | 95.20 | 10145.60 |
| 85 | 2023.09.20 07:46 | t/p | 21 | 0.10 | 158.359 | 157.449 | 158.359 | 62.00 | 10207.60 |
| 86 | 2023.09.20 07:46 | t/p | 22 | 0.10 | 158.359 | 157.449 | 158.359 | 43.18 | 10250.78 |
| 87 | 2023.09.20 07:46 | t/p | 23 | 0.10 | 158.359 | 157.449 | 158.359 | 18.83 | 10269.61 |