Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2619 | Ticks modelled | 79617 | Modelling quality | n/a |
| Mismatched charts errors | 46 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1233.98 | Gross profit | 1711.61 | Gross loss | -477.64 |
| Profit factor | 3.58 | Expected payoff | 33.35 | ||
| Absolute drawdown | 99.05 | Maximal drawdown | 234.47 (2.30%) | Relative drawdown | 2.30% (234.47) |
| Total trades | 37 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 115.57 | loss trade | -98.60 | |
| Average | profit trade | 63.39 | loss trade | -47.76 | |
| Maximum | consecutive wins (profit in money) | 9 (549.75) | consecutive losses (loss in money) | 3 (-54.03) | |
| Maximal | consecutive profit (count of wins) | 549.75 (9) | consecutive loss (count of losses) | -98.60 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.02 16:00 | buy | 1 | 0.10 | 130.804 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 16:00 | modify | 1 | 0.10 | 130.804 | 129.504 | 132.304 | ||
| 3 | 2023.01.04 17:20 | t/p | 1 | 0.10 | 132.304 | 129.504 | 132.304 | 115.57 | 10115.57 |
| 4 | 2023.02.03 20:00 | sell | 2 | 0.10 | 131.057 | 0.000 | 0.000 | ||
| 5 | 2023.02.03 20:00 | modify | 2 | 0.10 | 131.057 | 132.357 | 129.557 | ||
| 6 | 2023.02.05 22:00 | s/l | 2 | 0.10 | 132.357 | 132.357 | 129.557 | -98.11 | 10017.46 |
| 7 | 2023.03.20 12:00 | buy | 3 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 8 | 2023.03.20 12:00 | modify | 3 | 0.10 | 131.079 | 129.779 | 132.579 | ||
| 9 | 2023.03.20 14:40 | buy | 4 | 0.10 | 131.841 | 0.000 | 0.000 | ||
| 10 | 2023.03.20 14:40 | modify | 4 | 0.10 | 131.841 | 131.454 | 132.579 | ||
| 11 | 2023.03.20 14:40 | buy | 5 | 0.10 | 131.841 | 0.000 | 0.000 | ||
| 12 | 2023.03.20 14:40 | modify | 5 | 0.10 | 131.841 | 131.604 | 132.579 | ||
| 13 | 2023.03.20 14:40 | buy | 6 | 0.10 | 131.841 | 0.000 | 0.000 | ||
| 14 | 2023.03.20 14:40 | modify | 6 | 0.10 | 131.841 | 131.604 | 132.579 | ||
| 15 | 2023.03.20 14:40 | modify | 3 | 0.10 | 131.079 | 131.604 | 132.579 | ||
| 16 | 2023.03.20 14:45 | modify | 4 | 0.10 | 131.841 | 131.604 | 132.579 | ||
| 17 | 2023.03.20 15:40 | s/l | 3 | 0.10 | 131.604 | 131.604 | 132.579 | 39.90 | 10057.36 |
| 18 | 2023.03.20 15:40 | s/l | 4 | 0.10 | 131.604 | 131.604 | 132.579 | -18.01 | 10039.35 |
| 19 | 2023.03.20 15:40 | s/l | 5 | 0.10 | 131.604 | 131.604 | 132.579 | -18.01 | 10021.34 |
| 20 | 2023.03.20 15:40 | s/l | 6 | 0.10 | 131.604 | 131.604 | 132.579 | -18.01 | 10003.33 |
| 21 | 2023.06.27 20:00 | sell | 7 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 22 | 2023.06.27 20:00 | modify | 7 | 0.10 | 144.001 | 145.301 | 142.501 | ||
| 23 | 2023.07.07 07:59 | sell | 8 | 0.10 | 143.233 | 0.000 | 0.000 | ||
| 24 | 2023.07.07 07:59 | modify | 8 | 0.10 | 143.233 | 143.626 | 142.501 | ||
| 25 | 2023.07.07 07:59 | sell | 9 | 0.10 | 143.233 | 0.000 | 0.000 | ||
| 26 | 2023.07.07 07:59 | modify | 9 | 0.10 | 143.233 | 143.476 | 142.501 | ||
| 27 | 2023.07.07 07:59 | sell | 10 | 0.10 | 143.233 | 0.000 | 0.000 | ||
| 28 | 2023.07.07 07:59 | modify | 10 | 0.10 | 143.233 | 143.476 | 142.501 | ||
| 29 | 2023.07.07 07:59 | modify | 7 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 30 | 2023.07.07 08:00 | modify | 8 | 0.10 | 143.233 | 143.476 | 142.501 | ||
| 31 | 2023.07.07 13:40 | t/p | 7 | 0.10 | 142.501 | 143.476 | 142.501 | 85.99 | 10089.32 |
| 32 | 2023.07.07 13:40 | t/p | 8 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10140.74 |
| 33 | 2023.07.07 13:40 | t/p | 9 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10192.16 |
| 34 | 2023.07.07 13:40 | t/p | 10 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10243.58 |
| 35 | 2023.07.11 16:00 | buy | 11 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 36 | 2023.07.11 16:00 | modify | 11 | 0.10 | 140.546 | 139.246 | 142.046 | ||
| 37 | 2023.07.12 12:30 | s/l | 11 | 0.10 | 139.246 | 139.246 | 142.046 | -92.37 | 10151.21 |
| 38 | 2023.07.12 20:00 | buy | 12 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 39 | 2023.07.12 20:00 | modify | 12 | 0.10 | 138.486 | 137.186 | 139.986 | ||
| 40 | 2023.07.19 03:20 | buy | 13 | 0.10 | 139.252 | 0.000 | 0.000 | ||
| 41 | 2023.07.19 03:20 | modify | 13 | 0.10 | 139.252 | 138.861 | 139.986 | ||
| 42 | 2023.07.19 03:20 | buy | 14 | 0.10 | 139.252 | 0.000 | 0.000 | ||
| 43 | 2023.07.19 03:20 | modify | 14 | 0.10 | 139.252 | 139.011 | 139.986 | ||
| 44 | 2023.07.19 03:20 | buy | 15 | 0.10 | 139.252 | 0.000 | 0.000 | ||
| 45 | 2023.07.19 03:20 | modify | 15 | 0.10 | 139.252 | 139.011 | 139.986 | ||
| 46 | 2023.07.19 03:20 | modify | 12 | 0.10 | 138.486 | 139.011 | 139.986 | ||
| 47 | 2023.07.19 03:25 | modify | 13 | 0.10 | 139.252 | 139.011 | 139.986 | ||
| 48 | 2023.07.19 11:15 | t/p | 12 | 0.10 | 139.986 | 139.011 | 139.986 | 114.85 | 10266.07 |
| 49 | 2023.07.19 11:15 | t/p | 13 | 0.10 | 139.986 | 139.011 | 139.986 | 52.43 | 10318.50 |
| 50 | 2023.07.19 11:15 | t/p | 14 | 0.10 | 139.986 | 139.011 | 139.986 | 52.43 | 10370.93 |
| 51 | 2023.07.19 11:15 | t/p | 15 | 0.10 | 139.986 | 139.011 | 139.986 | 52.43 | 10423.36 |
| 52 | 2023.07.19 16:00 | sell | 16 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 53 | 2023.07.19 16:00 | modify | 16 | 0.10 | 139.764 | 141.064 | 138.264 | ||
| 54 | 2023.07.21 07:30 | s/l | 16 | 0.10 | 141.064 | 141.064 | 138.264 | -98.60 | 10324.76 |
| 55 | 2023.08.04 20:00 | buy | 17 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 56 | 2023.08.04 20:00 | modify | 17 | 0.10 | 141.842 | 140.542 | 143.342 | ||
| 57 | 2023.08.07 16:40 | buy | 18 | 0.10 | 142.613 | 0.000 | 0.000 | ||
| 58 | 2023.08.07 16:40 | modify | 18 | 0.10 | 142.613 | 142.217 | 143.342 | ||
| 59 | 2023.08.07 16:40 | buy | 19 | 0.10 | 142.613 | 0.000 | 0.000 | ||
| 60 | 2023.08.07 16:40 | modify | 19 | 0.10 | 142.613 | 142.367 | 143.342 | ||
| 61 | 2023.08.07 16:40 | buy | 20 | 0.10 | 142.613 | 0.000 | 0.000 | ||
| 62 | 2023.08.07 16:40 | modify | 20 | 0.10 | 142.613 | 142.367 | 143.342 | ||
| 63 | 2023.08.07 16:40 | modify | 17 | 0.10 | 141.842 | 142.367 | 143.342 | ||
| 64 | 2023.08.07 16:45 | modify | 18 | 0.10 | 142.613 | 142.367 | 143.342 | ||
| 65 | 2023.08.08 02:40 | t/p | 17 | 0.10 | 143.342 | 142.367 | 143.342 | 106.82 | 10431.58 |
| 66 | 2023.08.08 02:40 | t/p | 18 | 0.10 | 143.342 | 142.367 | 143.342 | 51.95 | 10483.53 |
| 67 | 2023.08.08 02:40 | t/p | 19 | 0.10 | 143.342 | 142.367 | 143.342 | 51.95 | 10535.48 |
| 68 | 2023.08.08 02:40 | t/p | 20 | 0.10 | 143.342 | 142.367 | 143.342 | 51.95 | 10587.43 |
| 69 | 2023.08.21 20:00 | sell | 21 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 70 | 2023.08.21 20:00 | modify | 21 | 0.10 | 146.228 | 147.528 | 144.728 | ||
| 71 | 2023.08.23 12:55 | sell | 22 | 0.10 | 145.478 | 0.000 | 0.000 | ||
| 72 | 2023.08.23 12:55 | modify | 22 | 0.10 | 145.478 | 145.853 | 144.728 | ||
| 73 | 2023.08.23 12:55 | sell | 23 | 0.10 | 145.478 | 0.000 | 0.000 | ||
| 74 | 2023.08.23 12:55 | modify | 23 | 0.10 | 145.478 | 145.703 | 144.728 | ||
| 75 | 2023.08.23 12:55 | sell | 24 | 0.10 | 145.478 | 0.000 | 0.000 | ||
| 76 | 2023.08.23 12:55 | modify | 24 | 0.10 | 145.478 | 145.703 | 144.728 | ||
| 77 | 2023.08.23 12:55 | modify | 21 | 0.10 | 146.228 | 145.703 | 144.728 | ||
| 78 | 2023.08.23 13:00 | modify | 22 | 0.10 | 145.478 | 145.703 | 144.728 | ||
| 79 | 2023.08.23 14:05 | t/p | 21 | 0.10 | 144.728 | 145.703 | 144.728 | 100.44 | 10687.87 |
| 80 | 2023.08.23 14:05 | t/p | 22 | 0.10 | 144.728 | 145.703 | 144.728 | 51.83 | 10739.70 |
| 81 | 2023.08.23 14:05 | t/p | 23 | 0.10 | 144.728 | 145.703 | 144.728 | 51.83 | 10791.53 |
| 82 | 2023.08.23 14:05 | t/p | 24 | 0.10 | 144.728 | 145.703 | 144.728 | 51.83 | 10843.36 |
| 83 | 2023.08.25 20:00 | sell | 25 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 84 | 2023.08.25 20:00 | modify | 25 | 0.10 | 146.374 | 147.674 | 144.874 | ||
| 85 | 2023.08.30 13:55 | sell | 26 | 0.10 | 145.616 | 0.000 | 0.000 | ||
| 86 | 2023.08.30 13:55 | modify | 26 | 0.10 | 145.616 | 145.999 | 144.874 | ||
| 87 | 2023.08.30 13:55 | sell | 27 | 0.10 | 145.616 | 0.000 | 0.000 | ||
| 88 | 2023.08.30 13:55 | modify | 27 | 0.10 | 145.616 | 145.849 | 144.874 | ||
| 89 | 2023.08.30 13:55 | sell | 28 | 0.10 | 145.616 | 0.000 | 0.000 | ||
| 90 | 2023.08.30 13:55 | modify | 28 | 0.10 | 145.616 | 145.849 | 144.874 | ||
| 91 | 2023.08.30 13:55 | modify | 25 | 0.10 | 146.374 | 145.849 | 144.874 | ||
| 92 | 2023.08.30 14:00 | modify | 26 | 0.10 | 145.616 | 145.849 | 144.874 | ||
| 93 | 2023.08.30 14:30 | s/l | 25 | 0.10 | 145.849 | 145.849 | 144.874 | 31.15 | 10874.51 |
| 94 | 2023.08.30 14:30 | s/l | 26 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10858.54 |
| 95 | 2023.08.30 14:30 | s/l | 27 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10842.57 |
| 96 | 2023.08.30 14:30 | s/l | 28 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10826.60 |
| 97 | 2023.10.26 12:00 | sell | 29 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 98 | 2023.10.26 12:00 | modify | 29 | 0.10 | 150.428 | 151.728 | 148.928 | ||
| 99 | 2023.10.27 14:30 | sell | 30 | 0.10 | 149.661 | 0.000 | 0.000 | ||
| 100 | 2023.10.27 14:30 | modify | 30 | 0.10 | 149.661 | 150.053 | 148.928 | ||
| 101 | 2023.10.27 14:30 | sell | 31 | 0.10 | 149.661 | 0.000 | 0.000 | ||
| 102 | 2023.10.27 14:30 | modify | 31 | 0.10 | 149.661 | 149.903 | 148.928 | ||
| 103 | 2023.10.27 14:30 | sell | 32 | 0.10 | 149.661 | 0.000 | 0.000 | ||
| 104 | 2023.10.27 14:30 | modify | 32 | 0.10 | 149.661 | 149.903 | 148.928 | ||
| 105 | 2023.10.27 14:30 | modify | 29 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 106 | 2023.10.27 14:35 | modify | 30 | 0.10 | 149.661 | 149.903 | 148.928 | ||
| 107 | 2023.10.30 15:40 | t/p | 29 | 0.10 | 148.928 | 149.903 | 148.928 | 97.55 | 10924.15 |
| 108 | 2023.10.30 15:40 | t/p | 30 | 0.10 | 148.928 | 149.903 | 148.928 | 47.64 | 10971.78 |
| 109 | 2023.10.30 15:40 | t/p | 31 | 0.10 | 148.928 | 149.903 | 148.928 | 47.64 | 11019.42 |
| 110 | 2023.10.30 15:40 | t/p | 32 | 0.10 | 148.928 | 149.903 | 148.928 | 47.64 | 11067.05 |
| 111 | 2023.11.03 20:00 | buy | 33 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 112 | 2023.11.03 20:00 | modify | 33 | 0.10 | 149.496 | 148.196 | 150.996 | ||
| 113 | 2023.11.07 03:40 | buy | 34 | 0.10 | 150.253 | 0.000 | 0.000 | ||
| 114 | 2023.11.07 03:40 | modify | 34 | 0.10 | 150.253 | 149.871 | 150.996 | ||
| 115 | 2023.11.07 03:40 | buy | 35 | 0.10 | 150.253 | 0.000 | 0.000 | ||
| 116 | 2023.11.07 03:40 | modify | 35 | 0.10 | 150.253 | 150.021 | 150.996 | ||
| 117 | 2023.11.07 03:40 | buy | 36 | 0.10 | 150.253 | 0.000 | 0.000 | ||
| 118 | 2023.11.07 03:40 | modify | 36 | 0.10 | 150.253 | 150.021 | 150.996 | ||
| 119 | 2023.11.07 03:40 | modify | 33 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 120 | 2023.11.07 03:45 | modify | 34 | 0.10 | 150.253 | 150.021 | 150.996 | ||
| 121 | 2023.11.08 19:20 | t/p | 33 | 0.10 | 150.996 | 150.021 | 150.996 | 102.64 | 11169.69 |
| 122 | 2023.11.08 19:20 | t/p | 34 | 0.10 | 150.996 | 150.021 | 150.996 | 50.30 | 11219.99 |
| 123 | 2023.11.08 19:20 | t/p | 35 | 0.10 | 150.996 | 150.021 | 150.996 | 50.30 | 11270.29 |
| 124 | 2023.11.08 19:20 | t/p | 36 | 0.10 | 150.996 | 150.021 | 150.996 | 50.30 | 11320.60 |
| 125 | 2023.11.17 16:00 | buy | 37 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 126 | 2023.11.17 16:00 | modify | 37 | 0.10 | 149.586 | 148.286 | 151.086 | ||
| 127 | 2023.11.20 09:40 | s/l | 37 | 0.10 | 148.286 | 148.286 | 151.086 | -86.62 | 11233.98 |