Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| 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=0.6; 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=20; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1915 | Ticks modelled | 47431402 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 679.55 | Gross profit | 1048.45 | Gross loss | -368.91 |
| Profit factor | 2.84 | Expected payoff | 17.42 | ||
| Absolute drawdown | 54.58 | Maximal drawdown | 179.12 (1.74%) | Relative drawdown | 1.74% (179.12) |
| Total trades | 39 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 97.71 | loss trade | -40.26 | |
| Average | profit trade | 43.69 | loss trade | -24.59 | |
| Maximum | consecutive wins (profit in money) | 9 (464.08) | consecutive losses (loss in money) | 3 (-118.50) | |
| Maximal | consecutive profit (count of wins) | 464.08 (9) | consecutive loss (count of losses) | -118.50 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.09 16:00 | buy | 1 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 2 | 2023.03.09 16:00 | modify | 1 | 0.10 | 144.101 | 143.501 | 145.501 | ||
| 3 | 2023.03.10 02:30 | buy | 2 | 0.10 | 144.594 | 0.000 | 0.000 | ||
| 4 | 2023.03.10 02:30 | modify | 2 | 0.10 | 144.594 | 144.381 | 145.501 | ||
| 5 | 2023.03.10 02:30 | modify | 1 | 0.10 | 144.101 | 144.381 | 145.501 | ||
| 6 | 2023.03.10 02:35 | buy | 3 | 0.10 | 144.943 | 0.000 | 0.000 | ||
| 7 | 2023.03.10 02:35 | modify | 3 | 0.10 | 144.943 | 144.451 | 145.501 | ||
| 8 | 2023.03.10 02:35 | modify | 2 | 0.10 | 144.594 | 144.451 | 145.501 | ||
| 9 | 2023.03.10 02:35 | modify | 1 | 0.10 | 144.101 | 144.451 | 145.501 | ||
| 10 | 2023.03.10 02:41 | s/l | 1 | 0.10 | 144.451 | 144.451 | 145.501 | 24.23 | 10024.23 |
| 11 | 2023.03.10 02:41 | s/l | 2 | 0.10 | 144.451 | 144.451 | 145.501 | -9.60 | 10014.63 |
| 12 | 2023.03.10 02:41 | s/l | 3 | 0.10 | 144.451 | 144.451 | 145.501 | -33.02 | 9981.61 |
| 13 | 2023.04.05 20:00 | buy | 4 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 14 | 2023.04.05 20:00 | modify | 4 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 15 | 2023.04.06 14:00 | buy | 5 | 0.10 | 143.611 | 0.000 | 0.000 | ||
| 16 | 2023.04.06 14:00 | modify | 5 | 0.10 | 143.611 | 143.399 | 144.519 | ||
| 17 | 2023.04.06 14:00 | modify | 4 | 0.10 | 143.119 | 143.399 | 144.519 | ||
| 18 | 2023.04.06 14:57 | buy | 6 | 0.10 | 143.959 | 0.000 | 0.000 | ||
| 19 | 2023.04.06 14:57 | modify | 6 | 0.10 | 143.959 | 143.469 | 144.519 | ||
| 20 | 2023.04.06 14:57 | modify | 5 | 0.10 | 143.611 | 143.469 | 144.519 | ||
| 21 | 2023.04.06 14:57 | modify | 4 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 22 | 2023.04.07 12:40 | buy | 7 | 0.10 | 144.100 | 0.000 | 0.000 | ||
| 23 | 2023.04.07 12:40 | modify | 7 | 0.10 | 144.100 | 143.679 | 144.519 | ||
| 24 | 2023.04.07 12:40 | modify | 6 | 0.10 | 143.959 | 143.679 | 144.519 | ||
| 25 | 2023.04.07 12:40 | modify | 5 | 0.10 | 143.611 | 143.679 | 144.519 | ||
| 26 | 2023.04.07 12:40 | modify | 4 | 0.10 | 143.119 | 143.679 | 144.519 | ||
| 27 | 2023.04.10 00:37 | t/p | 4 | 0.10 | 144.519 | 143.679 | 144.519 | 97.71 | 10079.32 |
| 28 | 2023.04.10 00:37 | t/p | 5 | 0.10 | 144.519 | 143.679 | 144.519 | 62.43 | 10141.75 |
| 29 | 2023.04.10 00:37 | t/p | 6 | 0.10 | 144.519 | 143.679 | 144.519 | 39.08 | 10180.82 |
| 30 | 2023.04.10 00:37 | t/p | 7 | 0.10 | 144.519 | 143.679 | 144.519 | 28.86 | 10209.69 |
| 31 | 2023.04.28 12:00 | sell | 8 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 32 | 2023.04.28 12:00 | modify | 8 | 0.10 | 149.284 | 149.884 | 147.884 | ||
| 33 | 2023.04.28 14:04 | s/l | 8 | 0.10 | 149.884 | 149.884 | 147.884 | -40.24 | 10169.45 |
| 34 | 2023.05.04 04:00 | buy | 9 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 35 | 2023.05.04 04:00 | modify | 9 | 0.10 | 149.091 | 148.491 | 150.491 | ||
| 36 | 2023.05.04 12:29 | s/l | 9 | 0.10 | 148.491 | 148.491 | 150.491 | -40.26 | 10129.19 |
| 37 | 2023.05.10 20:00 | buy | 10 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 38 | 2023.05.10 20:00 | modify | 10 | 0.10 | 147.573 | 146.973 | 148.973 | ||
| 39 | 2023.05.11 06:34 | s/l | 10 | 0.10 | 146.973 | 146.973 | 148.973 | -38.00 | 10091.19 |
| 40 | 2023.05.11 16:00 | buy | 11 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 41 | 2023.05.11 16:00 | modify | 11 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 42 | 2023.05.12 06:17 | buy | 12 | 0.10 | 147.292 | 0.000 | 0.000 | ||
| 43 | 2023.05.12 06:17 | modify | 12 | 0.10 | 147.292 | 147.081 | 148.201 | ||
| 44 | 2023.05.12 06:17 | modify | 11 | 0.10 | 146.801 | 147.081 | 148.201 | ||
| 45 | 2023.05.12 07:59 | s/l | 11 | 0.10 | 147.081 | 147.081 | 148.201 | 19.54 | 10110.73 |
| 46 | 2023.05.12 07:59 | s/l | 12 | 0.10 | 147.081 | 147.081 | 148.201 | -14.16 | 10096.57 |
| 47 | 2023.05.31 12:00 | buy | 13 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 48 | 2023.05.31 12:00 | modify | 13 | 0.10 | 149.218 | 148.618 | 150.618 | ||
| 49 | 2023.05.31 14:00 | buy | 14 | 0.10 | 149.721 | 0.000 | 0.000 | ||
| 50 | 2023.05.31 14:00 | modify | 14 | 0.10 | 149.721 | 149.498 | 150.618 | ||
| 51 | 2023.05.31 14:00 | modify | 13 | 0.10 | 149.218 | 149.498 | 150.618 | ||
| 52 | 2023.05.31 14:16 | s/l | 13 | 0.10 | 149.498 | 149.498 | 150.618 | 18.79 | 10115.36 |
| 53 | 2023.05.31 14:16 | s/l | 14 | 0.10 | 149.498 | 149.498 | 150.618 | -14.96 | 10100.40 |
| 54 | 2023.05.31 20:00 | buy | 15 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 55 | 2023.05.31 20:00 | modify | 15 | 0.10 | 148.939 | 148.339 | 150.339 | ||
| 56 | 2023.06.01 08:43 | buy | 16 | 0.10 | 149.430 | 0.000 | 0.000 | ||
| 57 | 2023.06.01 08:43 | modify | 16 | 0.10 | 149.430 | 149.219 | 150.339 | ||
| 58 | 2023.06.01 08:43 | modify | 15 | 0.10 | 148.939 | 149.219 | 150.339 | ||
| 59 | 2023.06.01 11:57 | s/l | 15 | 0.10 | 149.219 | 149.219 | 150.339 | 21.04 | 10121.44 |
| 60 | 2023.06.01 11:57 | s/l | 16 | 0.10 | 149.219 | 149.219 | 150.339 | -14.16 | 10107.28 |
| 61 | 2023.07.12 16:00 | buy | 17 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 62 | 2023.07.12 16:00 | modify | 17 | 0.10 | 153.751 | 153.151 | 155.151 | ||
| 63 | 2023.07.12 19:52 | buy | 18 | 0.10 | 154.241 | 0.000 | 0.000 | ||
| 64 | 2023.07.12 19:52 | modify | 18 | 0.10 | 154.241 | 154.031 | 155.151 | ||
| 65 | 2023.07.12 19:52 | modify | 17 | 0.10 | 153.751 | 154.031 | 155.151 | ||
| 66 | 2023.07.12 21:54 | s/l | 17 | 0.10 | 154.031 | 154.031 | 155.151 | 18.79 | 10126.07 |
| 67 | 2023.07.12 21:54 | s/l | 18 | 0.10 | 154.031 | 154.031 | 155.151 | -14.09 | 10111.98 |
| 68 | 2023.07.21 16:00 | sell | 19 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 69 | 2023.07.21 16:00 | modify | 19 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 70 | 2023.07.24 07:16 | sell | 20 | 0.10 | 157.123 | 0.000 | 0.000 | ||
| 71 | 2023.07.24 07:16 | modify | 20 | 0.10 | 157.123 | 157.333 | 156.213 | ||
| 72 | 2023.07.24 07:16 | modify | 19 | 0.10 | 157.613 | 157.333 | 156.213 | ||
| 73 | 2023.07.24 07:30 | sell | 21 | 0.10 | 156.771 | 0.000 | 0.000 | ||
| 74 | 2023.07.24 07:30 | modify | 21 | 0.10 | 156.771 | 157.263 | 156.213 | ||
| 75 | 2023.07.24 07:30 | modify | 20 | 0.10 | 157.123 | 157.263 | 156.213 | ||
| 76 | 2023.07.24 07:30 | modify | 19 | 0.10 | 157.613 | 157.263 | 156.213 | ||
| 77 | 2023.07.24 07:34 | sell | 22 | 0.10 | 156.633 | 0.000 | 0.000 | ||
| 78 | 2023.07.24 07:34 | modify | 22 | 0.10 | 156.633 | 157.053 | 156.213 | ||
| 79 | 2023.07.24 07:34 | modify | 21 | 0.10 | 156.771 | 157.053 | 156.213 | ||
| 80 | 2023.07.24 07:34 | modify | 20 | 0.10 | 157.123 | 157.053 | 156.213 | ||
| 81 | 2023.07.24 07:34 | modify | 19 | 0.10 | 157.613 | 157.053 | 156.213 | ||
| 82 | 2023.07.25 09:47 | t/p | 19 | 0.10 | 156.213 | 157.053 | 156.213 | 91.36 | 10203.34 |
| 83 | 2023.07.25 09:47 | t/p | 20 | 0.10 | 156.213 | 157.053 | 156.213 | 59.76 | 10263.10 |
| 84 | 2023.07.25 09:47 | t/p | 21 | 0.10 | 156.213 | 157.053 | 156.213 | 36.16 | 10299.26 |
| 85 | 2023.07.25 09:47 | t/p | 22 | 0.10 | 156.213 | 157.053 | 156.213 | 26.90 | 10326.16 |
| 86 | 2023.07.25 20:00 | buy | 23 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 87 | 2023.07.25 20:00 | modify | 23 | 0.10 | 155.823 | 155.223 | 157.223 | ||
| 88 | 2023.07.26 11:41 | s/l | 23 | 0.10 | 155.223 | 155.223 | 157.223 | -39.51 | 10286.65 |
| 89 | 2023.08.10 20:00 | sell | 24 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 90 | 2023.08.10 20:00 | modify | 24 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 91 | 2023.08.11 14:00 | sell | 25 | 0.10 | 158.485 | 0.000 | 0.000 | ||
| 92 | 2023.08.11 14:00 | modify | 25 | 0.10 | 158.485 | 158.695 | 157.575 | ||
| 93 | 2023.08.11 14:00 | modify | 24 | 0.10 | 158.975 | 158.695 | 157.575 | ||
| 94 | 2023.08.11 14:00 | s/l | 24 | 0.10 | 158.695 | 158.695 | 157.575 | 17.52 | 10304.17 |
| 95 | 2023.08.11 14:00 | s/l | 25 | 0.10 | 158.695 | 158.695 | 157.575 | -14.08 | 10290.09 |
| 96 | 2023.08.22 04:00 | sell | 26 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 97 | 2023.08.22 04:00 | modify | 26 | 0.10 | 159.370 | 159.970 | 157.970 | ||
| 98 | 2023.08.22 08:53 | sell | 27 | 0.10 | 158.879 | 0.000 | 0.000 | ||
| 99 | 2023.08.22 08:53 | modify | 27 | 0.10 | 158.879 | 159.090 | 157.970 | ||
| 100 | 2023.08.22 08:53 | modify | 26 | 0.10 | 159.370 | 159.090 | 157.970 | ||
| 101 | 2023.08.22 10:20 | sell | 28 | 0.10 | 158.529 | 0.000 | 0.000 | ||
| 102 | 2023.08.22 10:20 | modify | 28 | 0.10 | 158.529 | 159.020 | 157.970 | ||
| 103 | 2023.08.22 10:20 | modify | 27 | 0.10 | 158.879 | 159.020 | 157.970 | ||
| 104 | 2023.08.22 10:20 | modify | 26 | 0.10 | 159.370 | 159.020 | 157.970 | ||
| 105 | 2023.08.22 13:57 | sell | 29 | 0.10 | 158.390 | 0.000 | 0.000 | ||
| 106 | 2023.08.22 13:57 | modify | 29 | 0.10 | 158.390 | 158.810 | 157.970 | ||
| 107 | 2023.08.22 13:57 | modify | 28 | 0.10 | 158.529 | 158.810 | 157.970 | ||
| 108 | 2023.08.22 13:57 | modify | 27 | 0.10 | 158.879 | 158.810 | 157.970 | ||
| 109 | 2023.08.22 13:57 | modify | 26 | 0.10 | 159.370 | 158.810 | 157.970 | ||
| 110 | 2023.08.23 01:00 | t/p | 26 | 0.10 | 157.970 | 158.810 | 157.970 | 92.63 | 10382.72 |
| 111 | 2023.08.23 01:00 | t/p | 27 | 0.10 | 157.970 | 158.810 | 157.970 | 59.70 | 10442.42 |
| 112 | 2023.08.23 01:00 | t/p | 28 | 0.10 | 157.970 | 158.810 | 157.970 | 36.23 | 10478.65 |
| 113 | 2023.08.23 01:00 | t/p | 29 | 0.10 | 157.970 | 158.810 | 157.970 | 26.91 | 10505.56 |
| 114 | 2023.09.14 20:00 | buy | 30 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 115 | 2023.09.14 20:00 | modify | 30 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 116 | 2023.09.15 06:41 | buy | 31 | 0.10 | 157.449 | 0.000 | 0.000 | ||
| 117 | 2023.09.15 06:41 | modify | 31 | 0.10 | 157.449 | 157.239 | 158.359 | ||
| 118 | 2023.09.15 06:41 | modify | 30 | 0.10 | 156.959 | 157.239 | 158.359 | ||
| 119 | 2023.09.15 14:05 | buy | 32 | 0.10 | 157.799 | 0.000 | 0.000 | ||
| 120 | 2023.09.15 14:05 | modify | 32 | 0.10 | 157.799 | 157.309 | 158.359 | ||
| 121 | 2023.09.15 14:05 | modify | 31 | 0.10 | 157.449 | 157.309 | 158.359 | ||
| 122 | 2023.09.15 14:05 | modify | 30 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 123 | 2023.09.18 15:45 | buy | 33 | 0.10 | 157.939 | 0.000 | 0.000 | ||
| 124 | 2023.09.18 15:45 | modify | 33 | 0.10 | 157.939 | 157.519 | 158.359 | ||
| 125 | 2023.09.18 15:45 | modify | 32 | 0.10 | 157.799 | 157.519 | 158.359 | ||
| 126 | 2023.09.18 15:45 | modify | 31 | 0.10 | 157.449 | 157.519 | 158.359 | ||
| 127 | 2023.09.18 15:45 | modify | 30 | 0.10 | 156.959 | 157.519 | 158.359 | ||
| 128 | 2023.09.20 07:46 | t/p | 30 | 0.10 | 158.359 | 157.519 | 158.359 | 96.96 | 10602.52 |
| 129 | 2023.09.20 07:46 | t/p | 31 | 0.10 | 158.359 | 157.519 | 158.359 | 63.33 | 10665.85 |
| 130 | 2023.09.20 07:46 | t/p | 32 | 0.10 | 158.359 | 157.519 | 158.359 | 39.84 | 10705.69 |
| 131 | 2023.09.20 07:46 | t/p | 33 | 0.10 | 158.359 | 157.519 | 158.359 | 29.70 | 10735.39 |
| 132 | 2023.11.15 08:00 | sell | 34 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 133 | 2023.11.15 08:00 | modify | 34 | 0.10 | 163.843 | 164.443 | 162.443 | ||
| 134 | 2023.11.15 09:17 | sell | 35 | 0.10 | 163.352 | 0.000 | 0.000 | ||
| 135 | 2023.11.15 09:17 | modify | 35 | 0.10 | 163.352 | 163.563 | 162.443 | ||
| 136 | 2023.11.15 09:17 | modify | 34 | 0.10 | 163.843 | 163.563 | 162.443 | ||
| 137 | 2023.11.15 13:30 | s/l | 34 | 0.10 | 163.563 | 163.563 | 162.443 | 18.78 | 10754.17 |
| 138 | 2023.11.15 13:30 | s/l | 35 | 0.10 | 163.563 | 163.563 | 162.443 | -14.15 | 10740.02 |
| 139 | 2023.12.11 12:00 | sell | 36 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 140 | 2023.12.11 12:00 | modify | 36 | 0.10 | 157.383 | 157.983 | 155.983 | ||
| 141 | 2023.12.12 00:33 | sell | 37 | 0.10 | 156.893 | 0.000 | 0.000 | ||
| 142 | 2023.12.12 00:33 | modify | 37 | 0.10 | 156.893 | 157.103 | 155.983 | ||
| 143 | 2023.12.12 00:33 | modify | 36 | 0.10 | 157.383 | 157.103 | 155.983 | ||
| 144 | 2023.12.12 05:22 | sell | 38 | 0.10 | 156.540 | 0.000 | 0.000 | ||
| 145 | 2023.12.12 05:22 | modify | 38 | 0.10 | 156.540 | 157.033 | 155.983 | ||
| 146 | 2023.12.12 05:22 | modify | 37 | 0.10 | 156.893 | 157.033 | 155.983 | ||
| 147 | 2023.12.12 05:22 | modify | 36 | 0.10 | 157.383 | 157.033 | 155.983 | ||
| 148 | 2023.12.12 08:32 | s/l | 36 | 0.10 | 157.033 | 157.033 | 155.983 | 22.21 | 10762.23 |
| 149 | 2023.12.12 08:32 | s/l | 37 | 0.10 | 157.033 | 157.033 | 155.983 | -9.39 | 10752.84 |
| 150 | 2023.12.12 08:32 | s/l | 38 | 0.10 | 157.033 | 157.033 | 155.983 | -33.06 | 10719.78 |
| 151 | 2024.01.17 12:00 | sell | 39 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 152 | 2024.01.17 12:00 | modify | 39 | 0.10 | 160.643 | 161.243 | 159.243 | ||
| 153 | 2024.01.17 16:16 | s/l | 39 | 0.10 | 161.243 | 161.243 | 159.243 | -40.23 | 10679.55 |