Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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 | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 2612 | Ticks modelled | 79372 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 427.65 | Gross profit | 710.35 | Gross loss | -282.70 |
| Profit factor | 2.51 | Expected payoff | 23.76 | ||
| Absolute drawdown | 234.93 | Maximal drawdown | 314.55 (3.12%) | Relative drawdown | 3.12% (314.55) |
| Total trades | 18 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 100.89 | loss trade | -113.10 | |
| Average | profit trade | 54.64 | loss trade | -56.54 | |
| Maximum | consecutive wins (profit in money) | 10 (567.12) | consecutive losses (loss in money) | 3 (-148.60) | |
| Maximal | consecutive profit (count of wins) | 567.12 (10) | consecutive loss (count of losses) | -148.60 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.27 04:00 | buy | 1 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 2 | 2022.10.27 04:00 | modify | 1 | 0.10 | 146.152 | 144.652 | 147.452 | ||
| 3 | 2022.10.27 11:40 | buy | 2 | 0.10 | 146.743 | 0.000 | 0.000 | ||
| 4 | 2022.10.27 11:40 | modify | 2 | 0.10 | 146.743 | 146.412 | 147.452 | ||
| 5 | 2022.10.27 11:40 | buy | 3 | 0.10 | 146.743 | 0.000 | 0.000 | ||
| 6 | 2022.10.27 11:40 | modify | 3 | 0.10 | 146.743 | 146.477 | 147.452 | ||
| 7 | 2022.10.27 11:40 | modify | 1 | 0.10 | 146.152 | 146.477 | 147.452 | ||
| 8 | 2022.10.27 11:45 | modify | 2 | 0.10 | 146.743 | 146.477 | 147.452 | ||
| 9 | 2022.10.27 12:40 | s/l | 1 | 0.10 | 146.477 | 146.477 | 147.452 | 22.20 | 10022.20 |
| 10 | 2022.10.27 12:40 | s/l | 2 | 0.10 | 146.477 | 146.477 | 147.452 | -18.17 | 10004.03 |
| 11 | 2022.10.27 12:40 | s/l | 3 | 0.10 | 146.477 | 146.477 | 147.452 | -18.17 | 9985.86 |
| 12 | 2022.12.02 04:00 | buy | 4 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 13 | 2022.12.02 04:00 | modify | 4 | 0.10 | 135.187 | 133.687 | 136.487 | ||
| 14 | 2022.12.02 08:40 | s/l | 4 | 0.10 | 133.687 | 133.687 | 136.487 | -112.26 | 9873.60 |
| 15 | 2023.01.02 04:00 | buy | 5 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 16 | 2023.01.02 04:00 | modify | 5 | 0.10 | 130.926 | 129.426 | 132.226 | ||
| 17 | 2023.01.04 17:20 | t/p | 5 | 0.10 | 132.226 | 129.426 | 132.226 | 100.34 | 9973.94 |
| 18 | 2023.02.02 04:00 | buy | 6 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 19 | 2023.02.02 04:00 | modify | 6 | 0.10 | 128.637 | 127.137 | 129.937 | ||
| 20 | 2023.02.03 13:20 | buy | 7 | 0.10 | 129.231 | 0.000 | 0.000 | ||
| 21 | 2023.02.03 13:20 | modify | 7 | 0.10 | 129.231 | 128.897 | 129.937 | ||
| 22 | 2023.02.03 13:20 | buy | 8 | 0.10 | 129.231 | 0.000 | 0.000 | ||
| 23 | 2023.02.03 13:20 | modify | 8 | 0.10 | 129.231 | 128.962 | 129.937 | ||
| 24 | 2023.02.03 13:20 | modify | 6 | 0.10 | 128.637 | 128.962 | 129.937 | ||
| 25 | 2023.02.03 13:25 | modify | 7 | 0.10 | 129.231 | 128.962 | 129.937 | ||
| 26 | 2023.02.03 13:40 | t/p | 6 | 0.10 | 129.937 | 128.962 | 129.937 | 100.89 | 10074.83 |
| 27 | 2023.02.03 13:40 | t/p | 7 | 0.10 | 129.937 | 128.962 | 129.937 | 54.22 | 10129.05 |
| 28 | 2023.02.03 13:40 | t/p | 8 | 0.10 | 129.937 | 128.962 | 129.937 | 54.22 | 10183.27 |
| 29 | 2023.02.06 04:00 | sell | 9 | 0.10 | 131.898 | 0.000 | 0.000 | ||
| 30 | 2023.02.06 04:00 | modify | 9 | 0.10 | 131.898 | 133.398 | 130.598 | ||
| 31 | 2023.02.07 15:50 | sell | 10 | 0.10 | 131.298 | 0.000 | 0.000 | ||
| 32 | 2023.02.07 15:50 | modify | 10 | 0.10 | 131.298 | 131.638 | 130.598 | ||
| 33 | 2023.02.07 15:50 | sell | 11 | 0.10 | 131.298 | 0.000 | 0.000 | ||
| 34 | 2023.02.07 15:50 | modify | 11 | 0.10 | 131.298 | 131.573 | 130.598 | ||
| 35 | 2023.02.07 15:50 | modify | 9 | 0.10 | 131.898 | 131.573 | 130.598 | ||
| 36 | 2023.02.07 15:55 | modify | 10 | 0.10 | 131.298 | 131.573 | 130.598 | ||
| 37 | 2023.02.07 17:40 | t/p | 9 | 0.10 | 130.598 | 131.573 | 130.598 | 98.29 | 10281.56 |
| 38 | 2023.02.07 17:40 | t/p | 10 | 0.10 | 130.598 | 131.573 | 130.598 | 53.64 | 10335.20 |
| 39 | 2023.02.07 17:40 | t/p | 11 | 0.10 | 130.598 | 131.573 | 130.598 | 53.64 | 10388.84 |
| 40 | 2023.02.27 04:00 | sell | 12 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 41 | 2023.02.27 04:00 | modify | 12 | 0.10 | 136.354 | 137.854 | 135.054 | ||
| 42 | 2023.03.01 10:30 | sell | 13 | 0.10 | 135.749 | 0.000 | 0.000 | ||
| 43 | 2023.03.01 10:30 | modify | 13 | 0.10 | 135.749 | 136.094 | 135.054 | ||
| 44 | 2023.03.01 10:30 | sell | 14 | 0.10 | 135.749 | 0.000 | 0.000 | ||
| 45 | 2023.03.01 10:30 | modify | 14 | 0.10 | 135.749 | 136.029 | 135.054 | ||
| 46 | 2023.03.01 10:30 | modify | 12 | 0.10 | 136.354 | 136.029 | 135.054 | ||
| 47 | 2023.03.01 10:35 | modify | 13 | 0.10 | 135.749 | 136.029 | 135.054 | ||
| 48 | 2023.03.01 12:45 | sell | 15 | 0.10 | 135.419 | 0.000 | 0.000 | ||
| 49 | 2023.03.01 12:45 | modify | 15 | 0.10 | 135.419 | 135.704 | 135.054 | ||
| 50 | 2023.03.01 12:45 | modify | 14 | 0.10 | 135.749 | 135.704 | 135.054 | ||
| 51 | 2023.03.01 12:45 | modify | 13 | 0.10 | 135.749 | 135.704 | 135.054 | ||
| 52 | 2023.03.01 12:45 | modify | 12 | 0.10 | 136.354 | 135.704 | 135.054 | ||
| 53 | 2023.03.01 13:30 | s/l | 12 | 0.10 | 135.704 | 135.704 | 135.054 | 45.26 | 10434.10 |
| 54 | 2023.03.01 13:30 | s/l | 13 | 0.10 | 135.704 | 135.704 | 135.054 | 3.31 | 10437.41 |
| 55 | 2023.03.01 13:30 | s/l | 14 | 0.10 | 135.704 | 135.704 | 135.054 | 3.31 | 10440.72 |
| 56 | 2023.03.01 13:30 | s/l | 15 | 0.10 | 135.704 | 135.704 | 135.054 | -21.00 | 10419.72 |
| 57 | 2023.05.02 04:00 | sell | 16 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 58 | 2023.05.02 04:00 | modify | 16 | 0.10 | 137.493 | 138.993 | 136.193 | ||
| 59 | 2023.05.02 18:25 | sell | 17 | 0.10 | 136.577 | 0.000 | 0.000 | ||
| 60 | 2023.05.02 18:25 | modify | 17 | 0.10 | 136.577 | 136.843 | 136.193 | ||
| 61 | 2023.05.02 18:25 | modify | 16 | 0.10 | 137.493 | 136.843 | 136.193 | ||
| 62 | 2023.05.03 01:30 | t/p | 16 | 0.10 | 136.193 | 136.843 | 136.193 | 94.14 | 10513.87 |
| 63 | 2023.05.03 01:30 | t/p | 17 | 0.10 | 136.193 | 136.843 | 136.193 | 26.88 | 10540.75 |
| 64 | 2023.05.18 04:00 | sell | 18 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 65 | 2023.05.18 04:00 | modify | 18 | 0.10 | 137.584 | 139.084 | 136.284 | ||
| 66 | 2023.05.24 15:20 | s/l | 18 | 0.10 | 139.084 | 139.084 | 136.284 | -113.10 | 10427.65 |