Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; 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 | 2615 | Ticks modelled | 79283 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1204.04 | Gross profit | 1235.28 | Gross loss | -31.24 |
| Profit factor | 39.54 | Expected payoff | 54.73 | ||
| Absolute drawdown | 85.43 | Maximal drawdown | 234.55 (2.29%) | Relative drawdown | 2.29% (234.55) |
| Total trades | 22 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
| Largest | profit trade | 106.41 | loss trade | -15.69 | |
| Average | profit trade | 61.76 | loss trade | -15.62 | |
| Maximum | consecutive wins (profit in money) | 11 (683.26) | consecutive losses (loss in money) | 1 (-15.69) | |
| Maximal | consecutive profit (count of wins) | 683.26 (11) | consecutive loss (count of losses) | -15.69 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.27 20:00 | sell | 1 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 2 | 2023.06.27 20:00 | modify | 1 | 0.10 | 144.001 | 145.501 | 142.501 | ||
| 3 | 2023.07.07 06:50 | sell | 2 | 0.10 | 143.379 | 0.000 | 0.000 | ||
| 4 | 2023.07.07 06:50 | modify | 2 | 0.10 | 143.379 | 143.626 | 142.501 | ||
| 5 | 2023.07.07 06:50 | modify | 1 | 0.10 | 144.001 | 143.626 | 142.501 | ||
| 6 | 2023.07.07 07:59 | sell | 3 | 0.10 | 143.233 | 0.000 | 0.000 | ||
| 7 | 2023.07.07 07:59 | modify | 3 | 0.10 | 143.233 | 143.476 | 142.501 | ||
| 8 | 2023.07.07 07:59 | modify | 2 | 0.10 | 143.379 | 143.476 | 142.501 | ||
| 9 | 2023.07.07 07:59 | modify | 1 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 10 | 2023.07.07 11:45 | sell | 4 | 0.10 | 143.320 | 0.000 | 0.000 | ||
| 11 | 2023.07.07 11:45 | modify | 4 | 0.10 | 143.320 | 143.851 | 142.501 | ||
| 12 | 2023.07.07 11:50 | modify | 4 | 0.10 | 143.320 | 143.476 | 142.501 | ||
| 13 | 2023.07.07 13:40 | t/p | 1 | 0.10 | 142.501 | 143.476 | 142.501 | 81.64 | 10081.64 |
| 14 | 2023.07.07 13:40 | t/p | 2 | 0.10 | 142.501 | 143.476 | 142.501 | 61.68 | 10143.32 |
| 15 | 2023.07.07 13:40 | t/p | 3 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10194.74 |
| 16 | 2023.07.07 13:40 | t/p | 4 | 0.10 | 142.501 | 143.476 | 142.501 | 57.53 | 10252.27 |
| 17 | 2023.08.04 20:00 | buy | 5 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 18 | 2023.08.04 20:00 | modify | 5 | 0.10 | 141.842 | 140.342 | 143.342 | ||
| 19 | 2023.08.07 16:20 | buy | 6 | 0.10 | 142.535 | 0.000 | 0.000 | ||
| 20 | 2023.08.07 16:20 | modify | 6 | 0.10 | 142.535 | 141.992 | 143.342 | ||
| 21 | 2023.08.07 16:20 | modify | 5 | 0.10 | 141.842 | 141.992 | 143.342 | ||
| 22 | 2023.08.07 16:40 | buy | 7 | 0.10 | 142.613 | 0.000 | 0.000 | ||
| 23 | 2023.08.07 16:40 | modify | 7 | 0.10 | 142.613 | 142.367 | 143.342 | ||
| 24 | 2023.08.07 16:40 | modify | 6 | 0.10 | 142.535 | 142.367 | 143.342 | ||
| 25 | 2023.08.07 16:40 | modify | 5 | 0.10 | 141.842 | 142.367 | 143.342 | ||
| 26 | 2023.08.07 22:45 | buy | 8 | 0.10 | 142.456 | 0.000 | 0.000 | ||
| 27 | 2023.08.07 22:45 | modify | 8 | 0.10 | 142.456 | 142.217 | 143.342 | ||
| 28 | 2023.08.07 22:50 | modify | 8 | 0.10 | 142.456 | 142.367 | 143.342 | ||
| 29 | 2023.08.08 02:40 | t/p | 5 | 0.10 | 143.342 | 142.367 | 143.342 | 106.41 | 10358.68 |
| 30 | 2023.08.08 02:40 | t/p | 6 | 0.10 | 143.342 | 142.367 | 143.342 | 57.18 | 10415.86 |
| 31 | 2023.08.08 02:40 | t/p | 7 | 0.10 | 143.342 | 142.367 | 143.342 | 51.74 | 10467.61 |
| 32 | 2023.08.08 02:40 | t/p | 8 | 0.10 | 143.342 | 142.367 | 143.342 | 62.69 | 10530.30 |
| 33 | 2023.08.25 20:00 | sell | 9 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 34 | 2023.08.25 20:00 | modify | 9 | 0.10 | 146.374 | 147.874 | 144.874 | ||
| 35 | 2023.08.29 17:40 | sell | 10 | 0.10 | 145.772 | 0.000 | 0.000 | ||
| 36 | 2023.08.29 17:40 | modify | 10 | 0.10 | 145.772 | 145.999 | 144.874 | ||
| 37 | 2023.08.29 17:40 | modify | 9 | 0.10 | 146.374 | 145.999 | 144.874 | ||
| 38 | 2023.08.29 18:40 | s/l | 9 | 0.10 | 145.999 | 145.999 | 144.874 | 21.73 | 10552.03 |
| 39 | 2023.08.29 18:40 | s/l | 10 | 0.10 | 145.999 | 145.999 | 144.874 | -15.55 | 10536.48 |
| 40 | 2023.09.27 04:00 | sell | 11 | 0.10 | 149.023 | 0.000 | 0.000 | ||
| 41 | 2023.09.27 04:00 | modify | 11 | 0.10 | 149.023 | 150.523 | 147.523 | ||
| 42 | 2023.10.03 14:30 | sell | 12 | 0.10 | 148.325 | 0.000 | 0.000 | ||
| 43 | 2023.10.03 14:30 | modify | 12 | 0.10 | 148.325 | 148.873 | 147.523 | ||
| 44 | 2023.10.03 14:30 | modify | 11 | 0.10 | 149.023 | 148.873 | 147.523 | ||
| 45 | 2023.10.03 14:40 | t/p | 11 | 0.10 | 147.523 | 148.873 | 147.523 | 89.97 | 10626.44 |
| 46 | 2023.10.03 14:40 | t/p | 12 | 0.10 | 147.523 | 148.873 | 147.523 | 54.45 | 10680.89 |
| 47 | 2023.10.26 12:00 | sell | 13 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 48 | 2023.10.26 12:00 | modify | 13 | 0.10 | 150.428 | 151.928 | 148.928 | ||
| 49 | 2023.10.27 12:40 | sell | 14 | 0.10 | 149.724 | 0.000 | 0.000 | ||
| 50 | 2023.10.27 12:40 | modify | 14 | 0.10 | 149.724 | 150.278 | 148.928 | ||
| 51 | 2023.10.27 12:40 | modify | 13 | 0.10 | 150.428 | 150.278 | 148.928 | ||
| 52 | 2023.10.27 14:30 | sell | 15 | 0.10 | 149.661 | 0.000 | 0.000 | ||
| 53 | 2023.10.27 14:30 | modify | 15 | 0.10 | 149.661 | 149.903 | 148.928 | ||
| 54 | 2023.10.27 14:30 | modify | 14 | 0.10 | 149.724 | 149.903 | 148.928 | ||
| 55 | 2023.10.27 14:30 | modify | 13 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 56 | 2023.10.30 12:55 | sell | 16 | 0.10 | 149.814 | 0.000 | 0.000 | ||
| 57 | 2023.10.30 12:55 | modify | 16 | 0.10 | 149.814 | 150.053 | 148.928 | ||
| 58 | 2023.10.30 12:55 | modify | 16 | 0.10 | 149.814 | 149.903 | 148.928 | ||
| 59 | 2023.10.30 15:40 | t/p | 13 | 0.10 | 148.928 | 149.903 | 148.928 | 96.83 | 10777.72 |
| 60 | 2023.10.30 15:40 | t/p | 14 | 0.10 | 148.928 | 149.903 | 148.928 | 51.50 | 10829.22 |
| 61 | 2023.10.30 15:40 | t/p | 15 | 0.10 | 148.928 | 149.903 | 148.928 | 47.27 | 10876.49 |
| 62 | 2023.10.30 15:40 | t/p | 16 | 0.10 | 148.928 | 149.903 | 148.928 | 59.53 | 10936.02 |
| 63 | 2023.11.03 20:00 | buy | 17 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 64 | 2023.11.03 20:00 | modify | 17 | 0.10 | 149.496 | 147.996 | 150.996 | ||
| 65 | 2023.11.06 21:40 | buy | 18 | 0.10 | 150.110 | 0.000 | 0.000 | ||
| 66 | 2023.11.06 21:40 | modify | 18 | 0.10 | 150.110 | 149.871 | 150.996 | ||
| 67 | 2023.11.06 21:40 | modify | 17 | 0.10 | 149.496 | 149.871 | 150.996 | ||
| 68 | 2023.11.07 01:33 | buy | 19 | 0.10 | 150.183 | 0.000 | 0.000 | ||
| 69 | 2023.11.07 01:33 | modify | 19 | 0.10 | 150.183 | 149.646 | 150.996 | ||
| 70 | 2023.11.07 01:40 | modify | 19 | 0.10 | 150.183 | 149.871 | 150.996 | ||
| 71 | 2023.11.07 03:40 | buy | 20 | 0.10 | 150.253 | 0.000 | 0.000 | ||
| 72 | 2023.11.07 03:40 | modify | 20 | 0.10 | 150.253 | 150.021 | 150.996 | ||
| 73 | 2023.11.07 03:40 | modify | 18 | 0.10 | 150.110 | 150.021 | 150.996 | ||
| 74 | 2023.11.07 03:40 | modify | 19 | 0.10 | 150.183 | 150.021 | 150.996 | ||
| 75 | 2023.11.07 03:40 | modify | 17 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 76 | 2023.11.08 19:20 | t/p | 17 | 0.10 | 150.996 | 150.021 | 150.996 | 102.02 | 11038.05 |
| 77 | 2023.11.08 19:20 | t/p | 18 | 0.10 | 150.996 | 150.021 | 150.996 | 60.46 | 11098.50 |
| 78 | 2023.11.08 19:20 | t/p | 19 | 0.10 | 150.996 | 150.021 | 150.996 | 54.73 | 11153.24 |
| 79 | 2023.11.08 19:20 | t/p | 20 | 0.10 | 150.996 | 150.021 | 150.996 | 50.09 | 11203.33 |
| 80 | 2024.04.16 16:00 | sell | 21 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 81 | 2024.04.16 16:00 | modify | 21 | 0.10 | 154.573 | 156.073 | 153.073 | ||
| 82 | 2024.04.18 02:40 | sell | 22 | 0.10 | 153.956 | 0.000 | 0.000 | ||
| 83 | 2024.04.18 02:40 | modify | 22 | 0.10 | 153.956 | 154.198 | 153.073 | ||
| 84 | 2024.04.18 02:40 | modify | 21 | 0.10 | 154.573 | 154.198 | 153.073 | ||
| 85 | 2024.04.18 03:20 | s/l | 21 | 0.10 | 154.198 | 154.198 | 153.073 | 16.40 | 11219.73 |
| 86 | 2024.04.18 03:20 | s/l | 22 | 0.10 | 154.198 | 154.198 | 153.073 | -15.69 | 11204.04 |