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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1915 | Ticks modelled | 36252416 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 396.03 | Gross profit | 785.26 | Gross loss | -389.23 |
| Profit factor | 2.02 | Expected payoff | 10.42 | ||
| Absolute drawdown | 22.42 | Maximal drawdown | 197.04 (1.92%) | Relative drawdown | 1.92% (197.04) |
| Total trades | 38 | Short positions (won %) | 31 (67.74%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 23 (60.53%) | Loss trades (% of total) | 15 (39.47%) | ||
| Largest | profit trade | 93.48 | loss trade | -36.53 | |
| Average | profit trade | 34.14 | loss trade | -25.95 | |
| Maximum | consecutive wins (profit in money) | 8 (386.11) | consecutive losses (loss in money) | 3 (-88.39) | |
| Maximal | consecutive profit (count of wins) | 386.11 (8) | consecutive loss (count of losses) | -88.39 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 14:01 | sell | 2 | 0.10 | 137.037 | 0.000 | 0.000 | ||
| 4 | 2023.05.02 14:01 | modify | 2 | 0.10 | 137.037 | 137.298 | 136.193 | ||
| 5 | 2023.05.02 14:01 | modify | 1 | 0.10 | 137.493 | 137.298 | 136.193 | ||
| 6 | 2023.05.02 14:32 | sell | 3 | 0.10 | 136.713 | 0.000 | 0.000 | ||
| 7 | 2023.05.02 14:32 | modify | 3 | 0.10 | 136.713 | 136.973 | 136.193 | ||
| 8 | 2023.05.02 14:32 | modify | 2 | 0.10 | 137.037 | 136.973 | 136.193 | ||
| 9 | 2023.05.02 14:32 | modify | 1 | 0.10 | 137.493 | 136.973 | 136.193 | ||
| 10 | 2023.05.02 14:34 | sell | 4 | 0.10 | 136.583 | 0.000 | 0.000 | ||
| 11 | 2023.05.02 14:34 | modify | 4 | 0.10 | 136.583 | 136.973 | 136.193 | ||
| 12 | 2023.05.03 01:38 | t/p | 1 | 0.10 | 136.193 | 136.973 | 136.193 | 93.48 | 10093.48 |
| 13 | 2023.05.03 01:38 | t/p | 2 | 0.10 | 136.193 | 136.973 | 136.193 | 59.99 | 10153.48 |
| 14 | 2023.05.03 01:38 | t/p | 3 | 0.10 | 136.193 | 136.973 | 136.193 | 36.20 | 10189.68 |
| 15 | 2023.05.03 01:38 | t/p | 4 | 0.10 | 136.193 | 136.973 | 136.193 | 26.66 | 10216.34 |
| 16 | 2023.05.18 04:00 | sell | 5 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 17 | 2023.05.18 04:00 | modify | 5 | 0.10 | 137.584 | 138.084 | 136.284 | ||
| 18 | 2023.05.18 12:33 | s/l | 5 | 0.10 | 138.084 | 138.084 | 136.284 | -36.21 | 10180.13 |
| 19 | 2023.06.15 12:00 | sell | 6 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 20 | 2023.06.15 12:00 | modify | 6 | 0.10 | 141.247 | 141.747 | 139.947 | ||
| 21 | 2023.06.15 12:42 | sell | 7 | 0.10 | 140.792 | 0.000 | 0.000 | ||
| 22 | 2023.06.15 12:42 | modify | 7 | 0.10 | 140.792 | 141.052 | 139.947 | ||
| 23 | 2023.06.15 12:42 | modify | 6 | 0.10 | 141.247 | 141.052 | 139.947 | ||
| 24 | 2023.06.15 13:18 | sell | 8 | 0.10 | 140.466 | 0.000 | 0.000 | ||
| 25 | 2023.06.15 13:18 | modify | 8 | 0.10 | 140.466 | 140.727 | 139.947 | ||
| 26 | 2023.06.15 13:18 | modify | 7 | 0.10 | 140.792 | 140.727 | 139.947 | ||
| 27 | 2023.06.15 13:18 | modify | 6 | 0.10 | 141.247 | 140.727 | 139.947 | ||
| 28 | 2023.06.15 13:36 | s/l | 6 | 0.10 | 140.727 | 140.727 | 139.947 | 36.95 | 10217.08 |
| 29 | 2023.06.15 13:36 | s/l | 7 | 0.10 | 140.727 | 140.727 | 139.947 | 4.62 | 10221.70 |
| 30 | 2023.06.15 13:36 | s/l | 8 | 0.10 | 140.727 | 140.727 | 139.947 | -18.55 | 10203.15 |
| 31 | 2023.07.07 12:00 | buy | 9 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 32 | 2023.07.07 12:00 | modify | 9 | 0.10 | 143.267 | 142.767 | 144.567 | ||
| 33 | 2023.07.07 12:30 | s/l | 9 | 0.10 | 142.767 | 142.767 | 144.567 | -35.03 | 10168.12 |
| 34 | 2023.07.11 16:00 | buy | 10 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 35 | 2023.07.11 16:00 | modify | 10 | 0.10 | 140.546 | 140.046 | 141.846 | ||
| 36 | 2023.07.12 00:03 | s/l | 10 | 0.10 | 140.046 | 140.046 | 141.846 | -34.81 | 10133.31 |
| 37 | 2023.07.19 16:00 | sell | 11 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 38 | 2023.07.19 16:00 | modify | 11 | 0.10 | 139.764 | 140.264 | 138.464 | ||
| 39 | 2023.07.20 01:20 | sell | 12 | 0.10 | 139.309 | 0.000 | 0.000 | ||
| 40 | 2023.07.20 01:20 | modify | 12 | 0.10 | 139.309 | 139.569 | 138.464 | ||
| 41 | 2023.07.20 01:20 | modify | 11 | 0.10 | 139.764 | 139.569 | 138.464 | ||
| 42 | 2023.07.20 06:07 | s/l | 11 | 0.10 | 139.569 | 139.569 | 138.464 | 8.04 | 10141.35 |
| 43 | 2023.07.20 06:07 | s/l | 12 | 0.10 | 139.569 | 139.569 | 138.464 | -18.62 | 10122.73 |
| 44 | 2023.07.21 16:00 | sell | 13 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 45 | 2023.07.21 16:00 | modify | 13 | 0.10 | 141.746 | 142.246 | 140.446 | ||
| 46 | 2023.07.24 07:16 | sell | 14 | 0.10 | 141.291 | 0.000 | 0.000 | ||
| 47 | 2023.07.24 07:16 | modify | 14 | 0.10 | 141.291 | 141.551 | 140.446 | ||
| 48 | 2023.07.24 07:16 | modify | 13 | 0.10 | 141.746 | 141.551 | 140.446 | ||
| 49 | 2023.07.24 08:14 | s/l | 13 | 0.10 | 141.551 | 141.551 | 140.446 | 11.79 | 10134.53 |
| 50 | 2023.07.24 08:14 | s/l | 14 | 0.10 | 141.551 | 141.551 | 140.446 | -18.37 | 10116.16 |
| 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 19:00 | s/l | 15 | 0.10 | 139.944 | 139.944 | 141.744 | -35.73 | 10080.43 |
| 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 10:13 | sell | 17 | 0.10 | 149.301 | 0.000 | 0.000 | ||
| 57 | 2023.10.17 10:13 | modify | 17 | 0.10 | 149.301 | 149.567 | 148.462 | ||
| 58 | 2023.10.17 10:13 | modify | 16 | 0.10 | 149.762 | 149.567 | 148.462 | ||
| 59 | 2023.10.17 10:13 | sell | 18 | 0.10 | 148.982 | 0.000 | 0.000 | ||
| 60 | 2023.10.17 10:13 | modify | 18 | 0.10 | 148.982 | 149.242 | 148.462 | ||
| 61 | 2023.10.17 10:13 | modify | 17 | 0.10 | 149.301 | 149.242 | 148.462 | ||
| 62 | 2023.10.17 10:13 | modify | 16 | 0.10 | 149.762 | 149.242 | 148.462 | ||
| 63 | 2023.10.17 10:13 | sell | 19 | 0.10 | 148.850 | 0.000 | 0.000 | ||
| 64 | 2023.10.17 10:13 | modify | 19 | 0.10 | 148.850 | 149.242 | 148.462 | ||
| 65 | 2023.10.17 10:13 | s/l | 16 | 0.10 | 149.242 | 149.242 | 148.462 | 30.89 | 10111.31 |
| 66 | 2023.10.17 10:13 | s/l | 17 | 0.10 | 149.242 | 149.242 | 148.462 | 3.95 | 10115.26 |
| 67 | 2023.10.17 10:13 | s/l | 18 | 0.10 | 149.242 | 149.242 | 148.462 | -17.42 | 10097.84 |
| 68 | 2023.10.17 10:13 | s/l | 19 | 0.10 | 149.242 | 149.242 | 148.462 | -26.26 | 10071.58 |
| 69 | 2023.10.26 12:00 | sell | 20 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 70 | 2023.10.26 12:00 | modify | 20 | 0.10 | 150.428 | 150.928 | 149.128 | ||
| 71 | 2023.10.27 09:51 | sell | 21 | 0.10 | 149.972 | 0.000 | 0.000 | ||
| 72 | 2023.10.27 09:51 | modify | 21 | 0.10 | 149.972 | 150.233 | 149.128 | ||
| 73 | 2023.10.27 09:51 | modify | 20 | 0.10 | 150.428 | 150.233 | 149.128 | ||
| 74 | 2023.10.27 13:35 | sell | 22 | 0.10 | 149.648 | 0.000 | 0.000 | ||
| 75 | 2023.10.27 13:35 | modify | 22 | 0.10 | 149.648 | 149.908 | 149.128 | ||
| 76 | 2023.10.27 13:35 | modify | 21 | 0.10 | 149.972 | 149.908 | 149.128 | ||
| 77 | 2023.10.27 13:35 | modify | 20 | 0.10 | 150.428 | 149.908 | 149.128 | ||
| 78 | 2023.10.27 17:57 | sell | 23 | 0.10 | 149.518 | 0.000 | 0.000 | ||
| 79 | 2023.10.27 17:57 | modify | 23 | 0.10 | 149.518 | 149.908 | 149.128 | ||
| 80 | 2023.10.30 14:06 | t/p | 20 | 0.10 | 149.128 | 149.908 | 149.128 | 83.22 | 10154.80 |
| 81 | 2023.10.30 14:06 | t/p | 21 | 0.10 | 149.128 | 149.908 | 149.128 | 54.61 | 10209.41 |
| 82 | 2023.10.30 14:06 | t/p | 22 | 0.10 | 149.128 | 149.908 | 149.128 | 32.89 | 10242.30 |
| 83 | 2023.10.30 14:06 | t/p | 23 | 0.10 | 149.128 | 149.908 | 149.128 | 24.17 | 10266.47 |
| 84 | 2023.11.10 16:00 | sell | 24 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 85 | 2023.11.10 16:00 | modify | 24 | 0.10 | 151.474 | 151.974 | 150.174 | ||
| 86 | 2023.11.14 13:36 | sell | 25 | 0.10 | 151.018 | 0.000 | 0.000 | ||
| 87 | 2023.11.14 13:36 | modify | 25 | 0.10 | 151.018 | 151.279 | 150.174 | ||
| 88 | 2023.11.14 13:36 | modify | 24 | 0.10 | 151.474 | 151.279 | 150.174 | ||
| 89 | 2023.11.14 15:12 | sell | 26 | 0.10 | 150.691 | 0.000 | 0.000 | ||
| 90 | 2023.11.14 15:12 | modify | 26 | 0.10 | 150.691 | 150.954 | 150.174 | ||
| 91 | 2023.11.14 15:12 | modify | 25 | 0.10 | 151.018 | 150.954 | 150.174 | ||
| 92 | 2023.11.14 15:12 | modify | 24 | 0.10 | 151.474 | 150.954 | 150.174 | ||
| 93 | 2023.11.14 18:01 | sell | 27 | 0.10 | 150.563 | 0.000 | 0.000 | ||
| 94 | 2023.11.14 18:01 | modify | 27 | 0.10 | 150.563 | 150.954 | 150.174 | ||
| 95 | 2023.11.15 13:30 | t/p | 24 | 0.10 | 150.174 | 150.954 | 150.174 | 80.63 | 10347.10 |
| 96 | 2023.11.15 13:30 | t/p | 25 | 0.10 | 150.174 | 150.954 | 150.174 | 54.22 | 10401.33 |
| 97 | 2023.11.15 13:30 | t/p | 26 | 0.10 | 150.174 | 150.954 | 150.174 | 32.44 | 10433.77 |
| 98 | 2023.11.15 13:30 | t/p | 27 | 0.10 | 150.174 | 150.954 | 150.174 | 23.92 | 10457.69 |
| 99 | 2023.11.17 16:00 | buy | 28 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 100 | 2023.11.17 16:00 | modify | 28 | 0.10 | 149.586 | 149.086 | 150.886 | ||
| 101 | 2023.11.20 02:33 | s/l | 28 | 0.10 | 149.086 | 149.086 | 150.886 | -32.65 | 10425.04 |
| 102 | 2023.12.28 16:00 | buy | 29 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 103 | 2023.12.28 16:00 | modify | 29 | 0.10 | 140.910 | 140.410 | 142.210 | ||
| 104 | 2023.12.28 17:05 | buy | 30 | 0.10 | 141.365 | 0.000 | 0.000 | ||
| 105 | 2023.12.28 17:05 | modify | 30 | 0.10 | 141.365 | 141.105 | 142.210 | ||
| 106 | 2023.12.28 17:05 | modify | 29 | 0.10 | 140.910 | 141.105 | 142.210 | ||
| 107 | 2023.12.29 00:56 | buy | 31 | 0.10 | 141.691 | 0.000 | 0.000 | ||
| 108 | 2023.12.29 00:56 | modify | 31 | 0.10 | 141.691 | 141.430 | 142.210 | ||
| 109 | 2023.12.29 00:56 | modify | 30 | 0.10 | 141.365 | 141.430 | 142.210 | ||
| 110 | 2023.12.29 00:56 | modify | 29 | 0.10 | 140.910 | 141.430 | 142.210 | ||
| 111 | 2023.12.29 02:20 | s/l | 29 | 0.10 | 141.430 | 141.430 | 142.210 | 37.66 | 10462.71 |
| 112 | 2023.12.29 02:20 | s/l | 30 | 0.10 | 141.430 | 141.430 | 142.210 | 5.48 | 10468.19 |
| 113 | 2023.12.29 02:20 | s/l | 31 | 0.10 | 141.430 | 141.430 | 142.210 | -18.46 | 10449.73 |
| 114 | 2024.03.20 16:00 | sell | 32 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 115 | 2024.03.20 16:00 | modify | 32 | 0.10 | 151.661 | 152.161 | 150.361 | ||
| 116 | 2024.03.20 18:37 | sell | 33 | 0.10 | 151.206 | 0.000 | 0.000 | ||
| 117 | 2024.03.20 18:37 | modify | 33 | 0.10 | 151.206 | 151.466 | 150.361 | ||
| 118 | 2024.03.20 18:37 | modify | 32 | 0.10 | 151.661 | 151.466 | 150.361 | ||
| 119 | 2024.03.20 18:45 | sell | 34 | 0.10 | 150.876 | 0.000 | 0.000 | ||
| 120 | 2024.03.20 18:45 | modify | 34 | 0.10 | 150.876 | 151.141 | 150.361 | ||
| 121 | 2024.03.20 18:45 | modify | 33 | 0.10 | 151.206 | 151.141 | 150.361 | ||
| 122 | 2024.03.20 18:45 | modify | 32 | 0.10 | 151.661 | 151.141 | 150.361 | ||
| 123 | 2024.03.20 18:53 | sell | 35 | 0.10 | 150.746 | 0.000 | 0.000 | ||
| 124 | 2024.03.20 18:53 | modify | 35 | 0.10 | 150.746 | 151.141 | 150.361 | ||
| 125 | 2024.03.20 19:15 | s/l | 32 | 0.10 | 151.141 | 151.141 | 150.361 | 34.40 | 10484.13 |
| 126 | 2024.03.20 19:15 | s/l | 33 | 0.10 | 151.141 | 151.141 | 150.361 | 4.30 | 10488.43 |
| 127 | 2024.03.20 19:15 | s/l | 34 | 0.10 | 151.141 | 151.141 | 150.361 | -17.54 | 10470.89 |
| 128 | 2024.03.20 19:15 | s/l | 35 | 0.10 | 151.141 | 151.141 | 150.361 | -26.14 | 10444.75 |
| 129 | 2024.04.11 04:00 | sell | 36 | 0.10 | 152.946 | 0.000 | 0.000 | ||
| 130 | 2024.04.11 04:00 | modify | 36 | 0.10 | 152.946 | 153.446 | 151.646 | ||
| 131 | 2024.04.15 00:55 | s/l | 36 | 0.10 | 153.446 | 153.446 | 151.646 | -36.53 | 10408.22 |
| 132 | 2024.04.16 16:00 | sell | 37 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 133 | 2024.04.16 16:00 | modify | 37 | 0.10 | 154.573 | 155.073 | 153.273 | ||
| 134 | 2024.04.18 02:13 | sell | 38 | 0.10 | 154.117 | 0.000 | 0.000 | ||
| 135 | 2024.04.18 02:13 | modify | 38 | 0.10 | 154.117 | 154.378 | 153.273 | ||
| 136 | 2024.04.18 02:13 | modify | 37 | 0.10 | 154.573 | 154.378 | 153.273 | ||
| 137 | 2024.04.18 05:16 | s/l | 37 | 0.10 | 154.378 | 154.378 | 153.273 | 4.72 | 10412.94 |
| 138 | 2024.04.18 05:16 | s/l | 38 | 0.10 | 154.378 | 154.378 | 153.273 | -16.91 | 10396.03 |