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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1911 | Ticks modelled | 46020577 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 482.85 | Gross profit | 803.37 | Gross loss | -320.52 |
| Profit factor | 2.51 | Expected payoff | 20.12 | ||
| Absolute drawdown | 234.32 | Maximal drawdown | 314.50 (3.12%) | Relative drawdown | 3.12% (314.50) |
| Total trades | 24 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 100.41 | loss trade | -113.10 | |
| Average | profit trade | 47.26 | loss trade | -45.79 | |
| Maximum | consecutive wins (profit in money) | 7 (297.42) | consecutive losses (loss in money) | 3 (-147.98) | |
| Maximal | consecutive profit (count of wins) | 297.42 (7) | consecutive loss (count of losses) | -147.98 (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 11:54 | buy | 2 | 0.10 | 146.739 | 0.000 | 0.000 | ||
| 4 | 2022.10.27 11:54 | modify | 2 | 0.10 | 146.739 | 146.412 | 147.452 | ||
| 5 | 2022.10.27 11:54 | buy | 3 | 0.10 | 146.739 | 0.000 | 0.000 | ||
| 6 | 2022.10.27 11:54 | modify | 3 | 0.10 | 146.739 | 146.477 | 147.452 | ||
| 7 | 2022.10.27 11:54 | modify | 1 | 0.10 | 146.152 | 146.477 | 147.452 | ||
| 8 | 2022.10.27 11:54 | modify | 2 | 0.10 | 146.739 | 146.477 | 147.452 | ||
| 9 | 2022.10.27 12:31 | s/l | 1 | 0.10 | 146.477 | 146.477 | 147.452 | 22.19 | 10022.19 |
| 10 | 2022.10.27 12:31 | s/l | 2 | 0.10 | 146.477 | 146.477 | 147.452 | -17.89 | 10004.30 |
| 11 | 2022.10.27 12:31 | s/l | 3 | 0.10 | 146.477 | 146.477 | 147.452 | -17.89 | 9986.41 |
| 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 08:48 | s/l | 4 | 0.10 | 133.687 | 133.687 | 136.487 | -112.20 | 9874.21 |
| 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 15:09 | buy | 6 | 0.10 | 131.515 | 0.000 | 0.000 | ||
| 18 | 2023.01.04 15:09 | modify | 6 | 0.10 | 131.515 | 131.186 | 132.226 | ||
| 19 | 2023.01.04 15:09 | buy | 7 | 0.10 | 131.515 | 0.000 | 0.000 | ||
| 20 | 2023.01.04 15:09 | modify | 7 | 0.10 | 131.515 | 131.251 | 132.226 | ||
| 21 | 2023.01.04 15:09 | modify | 5 | 0.10 | 130.926 | 131.251 | 132.226 | ||
| 22 | 2023.01.04 15:09 | modify | 6 | 0.10 | 131.515 | 131.251 | 132.226 | ||
| 23 | 2023.01.04 15:17 | buy | 8 | 0.10 | 131.836 | 0.000 | 0.000 | ||
| 24 | 2023.01.04 15:17 | modify | 8 | 0.10 | 131.836 | 131.576 | 132.226 | ||
| 25 | 2023.01.04 15:17 | modify | 7 | 0.10 | 131.515 | 131.576 | 132.226 | ||
| 26 | 2023.01.04 15:17 | modify | 6 | 0.10 | 131.515 | 131.576 | 132.226 | ||
| 27 | 2023.01.04 15:17 | modify | 5 | 0.10 | 130.926 | 131.576 | 132.226 | ||
| 28 | 2023.01.04 17:19 | t/p | 5 | 0.10 | 132.226 | 131.576 | 132.226 | 100.41 | 9974.62 |
| 29 | 2023.01.04 17:19 | t/p | 6 | 0.10 | 132.226 | 131.576 | 132.226 | 53.77 | 10028.39 |
| 30 | 2023.01.04 17:19 | t/p | 7 | 0.10 | 132.226 | 131.576 | 132.226 | 53.77 | 10082.16 |
| 31 | 2023.01.04 17:19 | t/p | 8 | 0.10 | 132.226 | 131.576 | 132.226 | 29.49 | 10111.65 |
| 32 | 2023.02.02 04:00 | buy | 9 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 33 | 2023.02.02 04:00 | modify | 9 | 0.10 | 128.637 | 127.137 | 129.937 | ||
| 34 | 2023.02.03 13:30 | buy | 10 | 0.10 | 129.231 | 0.000 | 0.000 | ||
| 35 | 2023.02.03 13:30 | modify | 10 | 0.10 | 129.231 | 128.897 | 129.937 | ||
| 36 | 2023.02.03 13:30 | buy | 11 | 0.10 | 129.231 | 0.000 | 0.000 | ||
| 37 | 2023.02.03 13:30 | modify | 11 | 0.10 | 129.231 | 128.962 | 129.937 | ||
| 38 | 2023.02.03 13:30 | modify | 9 | 0.10 | 128.637 | 128.962 | 129.937 | ||
| 39 | 2023.02.03 13:30 | modify | 10 | 0.10 | 129.231 | 128.962 | 129.937 | ||
| 40 | 2023.02.03 13:30 | buy | 12 | 0.10 | 129.550 | 0.000 | 0.000 | ||
| 41 | 2023.02.03 13:30 | modify | 12 | 0.10 | 129.550 | 129.287 | 129.937 | ||
| 42 | 2023.02.03 13:30 | modify | 11 | 0.10 | 129.231 | 129.287 | 129.937 | ||
| 43 | 2023.02.03 13:30 | modify | 10 | 0.10 | 129.231 | 129.287 | 129.937 | ||
| 44 | 2023.02.03 13:30 | modify | 9 | 0.10 | 128.637 | 129.287 | 129.937 | ||
| 45 | 2023.02.03 13:30 | s/l | 9 | 0.10 | 129.287 | 129.287 | 129.937 | 51.32 | 10162.97 |
| 46 | 2023.02.03 13:30 | s/l | 10 | 0.10 | 129.287 | 129.287 | 129.937 | 4.33 | 10167.30 |
| 47 | 2023.02.03 13:30 | s/l | 11 | 0.10 | 129.287 | 129.287 | 129.937 | 4.33 | 10171.63 |
| 48 | 2023.02.03 13:30 | s/l | 12 | 0.10 | 129.287 | 129.287 | 129.937 | -20.34 | 10151.29 |
| 49 | 2023.02.06 04:00 | sell | 13 | 0.10 | 131.898 | 0.000 | 0.000 | ||
| 50 | 2023.02.06 04:00 | modify | 13 | 0.10 | 131.898 | 133.398 | 130.598 | ||
| 51 | 2023.02.07 15:56 | sell | 14 | 0.10 | 131.313 | 0.000 | 0.000 | ||
| 52 | 2023.02.07 15:56 | modify | 14 | 0.10 | 131.313 | 131.638 | 130.598 | ||
| 53 | 2023.02.07 15:56 | sell | 15 | 0.10 | 131.313 | 0.000 | 0.000 | ||
| 54 | 2023.02.07 15:56 | modify | 15 | 0.10 | 131.313 | 131.573 | 130.598 | ||
| 55 | 2023.02.07 15:56 | modify | 13 | 0.10 | 131.898 | 131.573 | 130.598 | ||
| 56 | 2023.02.07 15:56 | modify | 14 | 0.10 | 131.313 | 131.573 | 130.598 | ||
| 57 | 2023.02.07 17:45 | sell | 16 | 0.10 | 130.985 | 0.000 | 0.000 | ||
| 58 | 2023.02.07 17:45 | modify | 16 | 0.10 | 130.985 | 131.248 | 130.598 | ||
| 59 | 2023.02.07 17:45 | modify | 15 | 0.10 | 131.313 | 131.248 | 130.598 | ||
| 60 | 2023.02.07 17:45 | modify | 14 | 0.10 | 131.313 | 131.248 | 130.598 | ||
| 61 | 2023.02.07 17:45 | modify | 13 | 0.10 | 131.898 | 131.248 | 130.598 | ||
| 62 | 2023.02.07 17:57 | t/p | 13 | 0.10 | 130.598 | 131.248 | 130.598 | 98.22 | 10249.51 |
| 63 | 2023.02.07 17:57 | t/p | 14 | 0.10 | 130.598 | 131.248 | 130.598 | 54.75 | 10304.26 |
| 64 | 2023.02.07 17:57 | t/p | 15 | 0.10 | 130.598 | 131.248 | 130.598 | 54.75 | 10359.01 |
| 65 | 2023.02.07 17:57 | t/p | 16 | 0.10 | 130.598 | 131.248 | 130.598 | 29.63 | 10388.64 |
| 66 | 2023.02.27 04:00 | sell | 17 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 67 | 2023.02.27 04:00 | modify | 17 | 0.10 | 136.354 | 137.854 | 135.054 | ||
| 68 | 2023.02.28 17:54 | sell | 18 | 0.10 | 135.763 | 0.000 | 0.000 | ||
| 69 | 2023.02.28 17:54 | modify | 18 | 0.10 | 135.763 | 136.094 | 135.054 | ||
| 70 | 2023.02.28 17:54 | sell | 19 | 0.10 | 135.763 | 0.000 | 0.000 | ||
| 71 | 2023.02.28 17:54 | modify | 19 | 0.10 | 135.763 | 136.029 | 135.054 | ||
| 72 | 2023.02.28 17:54 | modify | 17 | 0.10 | 136.354 | 136.029 | 135.054 | ||
| 73 | 2023.02.28 17:54 | modify | 18 | 0.10 | 135.763 | 136.029 | 135.054 | ||
| 74 | 2023.02.28 18:32 | s/l | 17 | 0.10 | 136.029 | 136.029 | 135.054 | 22.57 | 10411.22 |
| 75 | 2023.02.28 18:32 | s/l | 18 | 0.10 | 136.029 | 136.029 | 135.054 | -19.55 | 10391.67 |
| 76 | 2023.02.28 18:32 | s/l | 19 | 0.10 | 136.029 | 136.029 | 135.054 | -19.55 | 10372.12 |
| 77 | 2023.05.02 04:00 | sell | 20 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 78 | 2023.05.02 04:00 | modify | 20 | 0.10 | 137.493 | 138.993 | 136.193 | ||
| 79 | 2023.05.02 14:22 | sell | 21 | 0.10 | 136.908 | 0.000 | 0.000 | ||
| 80 | 2023.05.02 14:22 | modify | 21 | 0.10 | 136.908 | 137.233 | 136.193 | ||
| 81 | 2023.05.02 14:22 | sell | 22 | 0.10 | 136.908 | 0.000 | 0.000 | ||
| 82 | 2023.05.02 14:22 | modify | 22 | 0.10 | 136.908 | 137.168 | 136.193 | ||
| 83 | 2023.05.02 14:22 | modify | 20 | 0.10 | 137.493 | 137.168 | 136.193 | ||
| 84 | 2023.05.02 14:22 | modify | 21 | 0.10 | 136.908 | 137.168 | 136.193 | ||
| 85 | 2023.05.02 14:34 | sell | 23 | 0.10 | 136.583 | 0.000 | 0.000 | ||
| 86 | 2023.05.02 14:34 | modify | 23 | 0.10 | 136.583 | 136.843 | 136.193 | ||
| 87 | 2023.05.02 14:34 | modify | 22 | 0.10 | 136.908 | 136.843 | 136.193 | ||
| 88 | 2023.05.02 14:34 | modify | 21 | 0.10 | 136.908 | 136.843 | 136.193 | ||
| 89 | 2023.05.02 14:34 | modify | 20 | 0.10 | 137.493 | 136.843 | 136.193 | ||
| 90 | 2023.05.03 01:38 | t/p | 20 | 0.10 | 136.193 | 136.843 | 136.193 | 94.14 | 10466.26 |
| 91 | 2023.05.03 01:38 | t/p | 21 | 0.10 | 136.193 | 136.843 | 136.193 | 51.18 | 10517.45 |
| 92 | 2023.05.03 01:38 | t/p | 22 | 0.10 | 136.193 | 136.843 | 136.193 | 51.18 | 10568.63 |
| 93 | 2023.05.03 01:38 | t/p | 23 | 0.10 | 136.193 | 136.843 | 136.193 | 27.32 | 10595.95 |
| 94 | 2023.05.18 04:00 | sell | 24 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 95 | 2023.05.18 04:00 | modify | 24 | 0.10 | 137.584 | 139.084 | 136.284 | ||
| 96 | 2023.05.24 15:17 | s/l | 24 | 0.10 | 139.084 | 139.084 | 136.284 | -113.10 | 10482.85 |