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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=17; 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 | 79284 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 700.39 | Gross profit | 1013.96 | Gross loss | -313.58 |
| Profit factor | 3.23 | Expected payoff | 19.46 | ||
| Absolute drawdown | 22.42 | Maximal drawdown | 177.95 (1.68%) | Relative drawdown | 1.68% (177.95) |
| Total trades | 36 | Short positions (won %) | 29 (79.31%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 25 (69.44%) | Loss trades (% of total) | 11 (30.56%) | ||
| Largest | profit trade | 93.48 | loss trade | -36.53 | |
| Average | profit trade | 40.56 | loss trade | -28.51 | |
| Maximum | consecutive wins (profit in money) | 8 (382.74) | consecutive losses (loss in money) | 2 (-69.89) | |
| Maximal | consecutive profit (count of wins) | 382.74 (8) | consecutive loss (count of losses) | -69.89 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 04:00 | sell | 1 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 04:00 | modify | 1 | 0.10 | 137.493 | 137.993 | 136.193 | ||
| 3 | 2023.05.02 14:20 | sell | 2 | 0.10 | 137.030 | 0.000 | 0.000 | ||
| 4 | 2023.05.02 14:20 | modify | 2 | 0.10 | 137.030 | 137.298 | 136.193 | ||
| 5 | 2023.05.02 14:20 | modify | 1 | 0.10 | 137.493 | 137.298 | 136.193 | ||
| 6 | 2023.05.02 18:25 | sell | 3 | 0.10 | 136.577 | 0.000 | 0.000 | ||
| 7 | 2023.05.02 18:25 | modify | 3 | 0.10 | 136.577 | 136.973 | 136.193 | ||
| 8 | 2023.05.02 18:25 | modify | 2 | 0.10 | 137.030 | 136.973 | 136.193 | ||
| 9 | 2023.05.02 18:25 | modify | 1 | 0.10 | 137.493 | 136.973 | 136.193 | ||
| 10 | 2023.05.03 01:30 | t/p | 1 | 0.10 | 136.193 | 136.973 | 136.193 | 93.48 | 10093.48 |
| 11 | 2023.05.03 01:30 | t/p | 2 | 0.10 | 136.193 | 136.973 | 136.193 | 59.48 | 10152.97 |
| 12 | 2023.05.03 01:30 | t/p | 3 | 0.10 | 136.193 | 136.973 | 136.193 | 26.22 | 10179.19 |
| 13 | 2023.05.18 04:00 | sell | 4 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 14 | 2023.05.18 04:00 | modify | 4 | 0.10 | 137.584 | 138.084 | 136.284 | ||
| 15 | 2023.05.18 12:30 | s/l | 4 | 0.10 | 138.084 | 138.084 | 136.284 | -36.17 | 10143.02 |
| 16 | 2023.06.15 12:00 | sell | 5 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 17 | 2023.06.15 12:00 | modify | 5 | 0.10 | 141.247 | 141.747 | 139.947 | ||
| 18 | 2023.06.15 14:45 | sell | 6 | 0.10 | 140.452 | 0.000 | 0.000 | ||
| 19 | 2023.06.15 14:45 | modify | 6 | 0.10 | 140.452 | 140.727 | 139.947 | ||
| 20 | 2023.06.15 14:45 | modify | 5 | 0.10 | 141.247 | 140.727 | 139.947 | ||
| 21 | 2023.06.15 16:55 | sell | 7 | 0.10 | 140.316 | 0.000 | 0.000 | ||
| 22 | 2023.06.15 16:55 | modify | 7 | 0.10 | 140.316 | 140.727 | 139.947 | ||
| 23 | 2023.06.16 01:40 | t/p | 5 | 0.10 | 139.947 | 140.727 | 139.947 | 90.96 | 10233.98 |
| 24 | 2023.06.16 01:40 | t/p | 6 | 0.10 | 139.947 | 140.727 | 139.947 | 34.12 | 10268.10 |
| 25 | 2023.06.16 01:40 | t/p | 7 | 0.10 | 139.947 | 140.727 | 139.947 | 24.40 | 10292.51 |
| 26 | 2023.07.07 12:00 | buy | 8 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 27 | 2023.07.07 12:00 | modify | 8 | 0.10 | 143.267 | 142.767 | 144.567 | ||
| 28 | 2023.07.07 12:05 | s/l | 8 | 0.10 | 142.767 | 142.767 | 144.567 | -35.05 | 10257.46 |
| 29 | 2023.07.11 16:00 | buy | 9 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 30 | 2023.07.11 16:00 | modify | 9 | 0.10 | 140.546 | 140.046 | 141.846 | ||
| 31 | 2023.07.12 00:20 | s/l | 9 | 0.10 | 140.046 | 140.046 | 141.846 | -34.84 | 10222.62 |
| 32 | 2023.07.19 16:00 | sell | 10 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 33 | 2023.07.19 16:00 | modify | 10 | 0.10 | 139.764 | 140.264 | 138.464 | ||
| 34 | 2023.07.20 04:35 | sell | 11 | 0.10 | 139.306 | 0.000 | 0.000 | ||
| 35 | 2023.07.20 04:35 | modify | 11 | 0.10 | 139.306 | 139.569 | 138.464 | ||
| 36 | 2023.07.20 04:35 | modify | 10 | 0.10 | 139.764 | 139.569 | 138.464 | ||
| 37 | 2023.07.20 06:40 | s/l | 10 | 0.10 | 139.569 | 139.569 | 138.464 | 8.04 | 10230.66 |
| 38 | 2023.07.20 06:40 | s/l | 11 | 0.10 | 139.569 | 139.569 | 138.464 | -18.83 | 10211.83 |
| 39 | 2023.07.21 16:00 | sell | 12 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 40 | 2023.07.21 16:00 | modify | 12 | 0.10 | 141.746 | 142.246 | 140.446 | ||
| 41 | 2023.07.24 09:30 | sell | 13 | 0.10 | 141.275 | 0.000 | 0.000 | ||
| 42 | 2023.07.24 09:30 | modify | 13 | 0.10 | 141.275 | 141.551 | 140.446 | ||
| 43 | 2023.07.24 09:30 | modify | 12 | 0.10 | 141.746 | 141.551 | 140.446 | ||
| 44 | 2023.07.24 12:40 | sell | 14 | 0.10 | 140.941 | 0.000 | 0.000 | ||
| 45 | 2023.07.24 12:40 | modify | 14 | 0.10 | 140.941 | 141.226 | 140.446 | ||
| 46 | 2023.07.24 12:40 | modify | 13 | 0.10 | 141.275 | 141.226 | 140.446 | ||
| 47 | 2023.07.24 12:40 | modify | 12 | 0.10 | 141.746 | 141.226 | 140.446 | ||
| 48 | 2023.07.24 13:40 | s/l | 12 | 0.10 | 141.226 | 141.226 | 140.446 | 34.83 | 10246.66 |
| 49 | 2023.07.24 13:40 | s/l | 13 | 0.10 | 141.226 | 141.226 | 140.446 | 3.47 | 10250.13 |
| 50 | 2023.07.24 13:40 | s/l | 14 | 0.10 | 141.226 | 141.226 | 140.446 | -20.17 | 10229.96 |
| 51 | 2023.07.26 16:00 | buy | 15 | 0.10 | 140.444 | 0.000 | 0.000 | ||
| 52 | 2023.07.26 16:00 | modify | 15 | 0.10 | 140.444 | 139.944 | 141.744 | ||
| 53 | 2023.07.26 19:15 | s/l | 15 | 0.10 | 139.944 | 139.944 | 141.744 | -35.73 | 10194.23 |
| 54 | 2023.10.13 04:00 | sell | 16 | 0.10 | 149.762 | 0.000 | 0.000 | ||
| 55 | 2023.10.13 04:00 | modify | 16 | 0.10 | 149.762 | 150.262 | 148.462 | ||
| 56 | 2023.10.17 10:50 | sell | 17 | 0.10 | 148.831 | 0.000 | 0.000 | ||
| 57 | 2023.10.17 10:50 | modify | 17 | 0.10 | 148.831 | 149.242 | 148.462 | ||
| 58 | 2023.10.17 10:50 | modify | 16 | 0.10 | 149.762 | 149.242 | 148.462 | ||
| 59 | 2023.10.17 10:55 | s/l | 16 | 0.10 | 149.242 | 149.242 | 148.462 | 30.82 | 10225.05 |
| 60 | 2023.10.17 10:55 | s/l | 17 | 0.10 | 149.242 | 149.242 | 148.462 | -27.47 | 10197.58 |
| 61 | 2023.10.26 12:00 | sell | 18 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 62 | 2023.10.26 12:00 | modify | 18 | 0.10 | 150.428 | 150.928 | 149.128 | ||
| 63 | 2023.10.27 09:40 | sell | 19 | 0.10 | 149.969 | 0.000 | 0.000 | ||
| 64 | 2023.10.27 09:40 | modify | 19 | 0.10 | 149.969 | 150.233 | 149.128 | ||
| 65 | 2023.10.27 09:40 | modify | 18 | 0.10 | 150.428 | 150.233 | 149.128 | ||
| 66 | 2023.10.27 13:50 | sell | 20 | 0.10 | 149.636 | 0.000 | 0.000 | ||
| 67 | 2023.10.27 13:50 | modify | 20 | 0.10 | 149.636 | 149.908 | 149.128 | ||
| 68 | 2023.10.27 13:50 | modify | 19 | 0.10 | 149.969 | 149.908 | 149.128 | ||
| 69 | 2023.10.27 13:50 | modify | 18 | 0.10 | 150.428 | 149.908 | 149.128 | ||
| 70 | 2023.10.27 17:40 | sell | 21 | 0.10 | 149.508 | 0.000 | 0.000 | ||
| 71 | 2023.10.27 17:40 | modify | 21 | 0.10 | 149.508 | 149.908 | 149.128 | ||
| 72 | 2023.10.30 14:40 | t/p | 18 | 0.10 | 149.128 | 149.908 | 149.128 | 83.25 | 10280.82 |
| 73 | 2023.10.30 14:40 | t/p | 19 | 0.10 | 149.128 | 149.908 | 149.128 | 54.43 | 10335.25 |
| 74 | 2023.10.30 14:40 | t/p | 20 | 0.10 | 149.128 | 149.908 | 149.128 | 32.09 | 10367.35 |
| 75 | 2023.10.30 14:40 | t/p | 21 | 0.10 | 149.128 | 149.908 | 149.128 | 23.51 | 10390.86 |
| 76 | 2023.11.10 16:00 | sell | 22 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 77 | 2023.11.10 16:00 | modify | 22 | 0.10 | 151.474 | 151.974 | 150.174 | ||
| 78 | 2023.11.14 13:55 | sell | 23 | 0.10 | 151.000 | 0.000 | 0.000 | ||
| 79 | 2023.11.14 13:55 | modify | 23 | 0.10 | 151.000 | 151.279 | 150.174 | ||
| 80 | 2023.11.14 13:55 | modify | 22 | 0.10 | 151.474 | 151.279 | 150.174 | ||
| 81 | 2023.11.14 15:15 | sell | 24 | 0.10 | 150.681 | 0.000 | 0.000 | ||
| 82 | 2023.11.14 15:15 | modify | 24 | 0.10 | 150.681 | 150.954 | 150.174 | ||
| 83 | 2023.11.14 15:15 | modify | 23 | 0.10 | 151.000 | 150.954 | 150.174 | ||
| 84 | 2023.11.14 15:15 | modify | 22 | 0.10 | 151.474 | 150.954 | 150.174 | ||
| 85 | 2023.11.14 18:20 | sell | 25 | 0.10 | 150.564 | 0.000 | 0.000 | ||
| 86 | 2023.11.14 18:20 | modify | 25 | 0.10 | 150.564 | 150.954 | 150.174 | ||
| 87 | 2023.11.15 13:05 | t/p | 22 | 0.10 | 150.174 | 150.954 | 150.174 | 80.65 | 10471.51 |
| 88 | 2023.11.15 13:05 | t/p | 23 | 0.10 | 150.174 | 150.954 | 150.174 | 53.03 | 10524.54 |
| 89 | 2023.11.15 13:05 | t/p | 24 | 0.10 | 150.174 | 150.954 | 150.174 | 31.78 | 10556.32 |
| 90 | 2023.11.15 13:05 | t/p | 25 | 0.10 | 150.174 | 150.954 | 150.174 | 23.99 | 10580.32 |
| 91 | 2023.11.17 16:00 | buy | 26 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 92 | 2023.11.17 16:00 | modify | 26 | 0.10 | 149.586 | 149.086 | 150.886 | ||
| 93 | 2023.11.20 02:40 | s/l | 26 | 0.10 | 149.086 | 149.086 | 150.886 | -32.69 | 10547.63 |
| 94 | 2023.12.28 16:00 | buy | 27 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 95 | 2023.12.28 16:00 | modify | 27 | 0.10 | 140.910 | 140.410 | 142.210 | ||
| 96 | 2023.12.28 20:55 | buy | 28 | 0.10 | 141.379 | 0.000 | 0.000 | ||
| 97 | 2023.12.28 20:55 | modify | 28 | 0.10 | 141.379 | 141.105 | 142.210 | ||
| 98 | 2023.12.28 20:55 | modify | 27 | 0.10 | 140.910 | 141.105 | 142.210 | ||
| 99 | 2023.12.29 00:40 | buy | 29 | 0.10 | 141.695 | 0.000 | 0.000 | ||
| 100 | 2023.12.29 00:40 | modify | 29 | 0.10 | 141.695 | 141.430 | 142.210 | ||
| 101 | 2023.12.29 00:40 | modify | 28 | 0.10 | 141.379 | 141.430 | 142.210 | ||
| 102 | 2023.12.29 00:40 | modify | 27 | 0.10 | 140.910 | 141.430 | 142.210 | ||
| 103 | 2023.12.29 02:30 | s/l | 27 | 0.10 | 141.430 | 141.430 | 142.210 | 37.67 | 10585.30 |
| 104 | 2023.12.29 02:30 | s/l | 28 | 0.10 | 141.430 | 141.430 | 142.210 | 4.50 | 10589.81 |
| 105 | 2023.12.29 02:30 | s/l | 29 | 0.10 | 141.430 | 141.430 | 142.210 | -18.74 | 10571.07 |
| 106 | 2024.03.20 16:00 | sell | 30 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 107 | 2024.03.20 16:00 | modify | 30 | 0.10 | 151.661 | 152.161 | 150.361 | ||
| 108 | 2024.03.20 21:30 | sell | 31 | 0.10 | 151.204 | 0.000 | 0.000 | ||
| 109 | 2024.03.20 21:30 | modify | 31 | 0.10 | 151.204 | 151.466 | 150.361 | ||
| 110 | 2024.03.20 21:30 | modify | 30 | 0.10 | 151.661 | 151.466 | 150.361 | ||
| 111 | 2024.03.20 22:50 | sell | 32 | 0.10 | 150.880 | 0.000 | 0.000 | ||
| 112 | 2024.03.20 22:50 | modify | 32 | 0.10 | 150.880 | 151.141 | 150.361 | ||
| 113 | 2024.03.20 22:50 | modify | 31 | 0.10 | 151.204 | 151.141 | 150.361 | ||
| 114 | 2024.03.20 22:50 | modify | 30 | 0.10 | 151.661 | 151.141 | 150.361 | ||
| 115 | 2024.03.20 23:59 | sell | 33 | 0.10 | 150.738 | 0.000 | 0.000 | ||
| 116 | 2024.03.20 23:59 | modify | 33 | 0.10 | 150.738 | 151.141 | 150.361 | ||
| 117 | 2024.03.21 01:40 | t/p | 30 | 0.10 | 150.361 | 151.141 | 150.361 | 80.57 | 10651.64 |
| 118 | 2024.03.21 01:40 | t/p | 31 | 0.10 | 150.361 | 151.141 | 150.361 | 50.16 | 10701.79 |
| 119 | 2024.03.21 01:40 | t/p | 32 | 0.10 | 150.361 | 151.141 | 150.361 | 28.61 | 10730.40 |
| 120 | 2024.03.21 01:40 | t/p | 33 | 0.10 | 150.361 | 151.141 | 150.361 | 19.16 | 10749.56 |
| 121 | 2024.04.11 04:00 | sell | 34 | 0.10 | 152.946 | 0.000 | 0.000 | ||
| 122 | 2024.04.11 04:00 | modify | 34 | 0.10 | 152.946 | 153.446 | 151.646 | ||
| 123 | 2024.04.15 00:40 | s/l | 34 | 0.10 | 153.446 | 153.446 | 151.646 | -36.53 | 10713.03 |
| 124 | 2024.04.16 16:00 | sell | 35 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 125 | 2024.04.16 16:00 | modify | 35 | 0.10 | 154.573 | 155.073 | 153.273 | ||
| 126 | 2024.04.18 03:15 | sell | 36 | 0.10 | 154.110 | 0.000 | 0.000 | ||
| 127 | 2024.04.18 03:15 | modify | 36 | 0.10 | 154.110 | 154.378 | 153.273 | ||
| 128 | 2024.04.18 03:15 | modify | 35 | 0.10 | 154.573 | 154.378 | 153.273 | ||
| 129 | 2024.04.18 05:15 | s/l | 35 | 0.10 | 154.378 | 154.378 | 153.273 | 4.72 | 10717.75 |
| 130 | 2024.04.18 05:15 | s/l | 36 | 0.10 | 154.378 | 154.378 | 153.273 | -17.36 | 10700.39 |