Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=4; 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 | 2604 | Ticks modelled | 78717 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1091.99 | Gross profit | 1247.32 | Gross loss | -155.32 |
| Profit factor | 8.03 | Expected payoff | 40.44 | ||
| Absolute drawdown | 107.16 | Maximal drawdown | 118.80 (1.16%) | Relative drawdown | 1.18% (117.62) |
| Total trades | 27 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
| Largest | profit trade | 106.01 | loss trade | -84.47 | |
| Average | profit trade | 59.40 | loss trade | -25.89 | |
| Maximum | consecutive wins (profit in money) | 11 (681.41) | consecutive losses (loss in money) | 3 (-39.61) | |
| Maximal | consecutive profit (count of wins) | 681.41 (11) | consecutive loss (count of losses) | -84.47 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 12:00 | buy | 1 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 2 | 2023.07.07 12:00 | modify | 1 | 0.10 | 143.267 | 142.067 | 144.767 | ||
| 3 | 2023.07.09 21:15 | s/l | 1 | 0.10 | 142.067 | 142.067 | 144.767 | -84.47 | 9915.53 |
| 4 | 2023.08.04 20:00 | buy | 2 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 5 | 2023.08.04 20:00 | modify | 2 | 0.10 | 141.842 | 140.642 | 143.342 | ||
| 6 | 2023.08.07 16:20 | buy | 3 | 0.10 | 142.535 | 0.000 | 0.000 | ||
| 7 | 2023.08.07 16:20 | modify | 3 | 0.10 | 142.535 | 141.917 | 143.342 | ||
| 8 | 2023.08.07 16:20 | modify | 2 | 0.10 | 141.842 | 141.917 | 143.342 | ||
| 9 | 2023.08.07 16:40 | buy | 4 | 0.10 | 142.613 | 0.000 | 0.000 | ||
| 10 | 2023.08.07 16:40 | modify | 4 | 0.10 | 142.613 | 142.367 | 143.342 | ||
| 11 | 2023.08.07 16:40 | modify | 3 | 0.10 | 142.535 | 142.367 | 143.342 | ||
| 12 | 2023.08.07 16:40 | modify | 2 | 0.10 | 141.842 | 142.367 | 143.342 | ||
| 13 | 2023.08.07 22:45 | buy | 5 | 0.10 | 142.456 | 0.000 | 0.000 | ||
| 14 | 2023.08.07 22:45 | modify | 5 | 0.10 | 142.456 | 142.217 | 143.342 | ||
| 15 | 2023.08.07 22:50 | modify | 5 | 0.10 | 142.456 | 142.367 | 143.342 | ||
| 16 | 2023.08.08 02:40 | t/p | 2 | 0.10 | 143.342 | 142.367 | 143.342 | 106.01 | 10021.54 |
| 17 | 2023.08.08 02:40 | t/p | 3 | 0.10 | 143.342 | 142.367 | 143.342 | 56.99 | 10078.53 |
| 18 | 2023.08.08 02:40 | t/p | 4 | 0.10 | 143.342 | 142.367 | 143.342 | 51.55 | 10130.08 |
| 19 | 2023.08.08 02:40 | t/p | 5 | 0.10 | 143.342 | 142.367 | 143.342 | 62.50 | 10192.57 |
| 20 | 2023.08.25 20:00 | sell | 6 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 21 | 2023.08.25 20:00 | modify | 6 | 0.10 | 146.374 | 147.574 | 144.874 | ||
| 22 | 2023.08.29 17:40 | sell | 7 | 0.10 | 145.772 | 0.000 | 0.000 | ||
| 23 | 2023.08.29 17:40 | modify | 7 | 0.10 | 145.772 | 145.999 | 144.874 | ||
| 24 | 2023.08.29 17:40 | modify | 6 | 0.10 | 146.374 | 145.999 | 144.874 | ||
| 25 | 2023.08.29 18:40 | s/l | 6 | 0.10 | 145.999 | 145.999 | 144.874 | 21.66 | 10214.23 |
| 26 | 2023.08.29 18:40 | s/l | 7 | 0.10 | 145.999 | 145.999 | 144.874 | -15.55 | 10198.68 |
| 27 | 2023.09.27 04:00 | sell | 8 | 0.10 | 149.023 | 0.000 | 0.000 | ||
| 28 | 2023.09.27 04:00 | modify | 8 | 0.10 | 149.023 | 150.223 | 147.523 | ||
| 29 | 2023.10.03 14:30 | sell | 9 | 0.10 | 148.325 | 0.000 | 0.000 | ||
| 30 | 2023.10.03 14:30 | modify | 9 | 0.10 | 148.325 | 148.948 | 147.523 | ||
| 31 | 2023.10.03 14:30 | modify | 8 | 0.10 | 149.023 | 148.948 | 147.523 | ||
| 32 | 2023.10.03 14:40 | t/p | 8 | 0.10 | 147.523 | 148.948 | 147.523 | 89.77 | 10288.45 |
| 33 | 2023.10.03 14:40 | t/p | 9 | 0.10 | 147.523 | 148.948 | 147.523 | 54.45 | 10342.90 |
| 34 | 2023.10.26 12:00 | sell | 10 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 35 | 2023.10.26 12:00 | modify | 10 | 0.10 | 150.428 | 151.628 | 148.928 | ||
| 36 | 2023.10.27 12:40 | sell | 11 | 0.10 | 149.724 | 0.000 | 0.000 | ||
| 37 | 2023.10.27 12:40 | modify | 11 | 0.10 | 149.724 | 150.353 | 148.928 | ||
| 38 | 2023.10.27 12:40 | modify | 10 | 0.10 | 150.428 | 150.353 | 148.928 | ||
| 39 | 2023.10.27 14:30 | sell | 12 | 0.10 | 149.661 | 0.000 | 0.000 | ||
| 40 | 2023.10.27 14:30 | modify | 12 | 0.10 | 149.661 | 149.903 | 148.928 | ||
| 41 | 2023.10.27 14:30 | modify | 11 | 0.10 | 149.724 | 149.903 | 148.928 | ||
| 42 | 2023.10.27 14:30 | modify | 10 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 43 | 2023.10.30 12:55 | sell | 13 | 0.10 | 149.814 | 0.000 | 0.000 | ||
| 44 | 2023.10.30 12:55 | modify | 13 | 0.10 | 149.814 | 150.053 | 148.928 | ||
| 45 | 2023.10.30 12:55 | modify | 13 | 0.10 | 149.814 | 149.903 | 148.928 | ||
| 46 | 2023.10.30 15:40 | t/p | 10 | 0.10 | 148.928 | 149.903 | 148.928 | 96.76 | 10439.66 |
| 47 | 2023.10.30 15:40 | t/p | 11 | 0.10 | 148.928 | 149.903 | 148.928 | 51.47 | 10491.13 |
| 48 | 2023.10.30 15:40 | t/p | 12 | 0.10 | 148.928 | 149.903 | 148.928 | 47.24 | 10538.37 |
| 49 | 2023.10.30 15:40 | t/p | 13 | 0.10 | 148.928 | 149.903 | 148.928 | 59.53 | 10597.90 |
| 50 | 2023.11.03 20:00 | buy | 14 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 51 | 2023.11.03 20:00 | modify | 14 | 0.10 | 149.496 | 148.296 | 150.996 | ||
| 52 | 2023.11.06 21:40 | buy | 15 | 0.10 | 150.110 | 0.000 | 0.000 | ||
| 53 | 2023.11.06 21:40 | modify | 15 | 0.10 | 150.110 | 149.871 | 150.996 | ||
| 54 | 2023.11.06 21:40 | modify | 14 | 0.10 | 149.496 | 149.871 | 150.996 | ||
| 55 | 2023.11.07 01:33 | buy | 16 | 0.10 | 150.183 | 0.000 | 0.000 | ||
| 56 | 2023.11.07 01:33 | modify | 16 | 0.10 | 150.183 | 149.571 | 150.996 | ||
| 57 | 2023.11.07 01:40 | modify | 16 | 0.10 | 150.183 | 149.871 | 150.996 | ||
| 58 | 2023.11.07 03:40 | buy | 17 | 0.10 | 150.253 | 0.000 | 0.000 | ||
| 59 | 2023.11.07 03:40 | modify | 17 | 0.10 | 150.253 | 150.021 | 150.996 | ||
| 60 | 2023.11.07 03:40 | modify | 15 | 0.10 | 150.110 | 150.021 | 150.996 | ||
| 61 | 2023.11.07 03:40 | modify | 16 | 0.10 | 150.183 | 150.021 | 150.996 | ||
| 62 | 2023.11.07 03:40 | modify | 14 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 63 | 2023.11.08 19:20 | t/p | 14 | 0.10 | 150.996 | 150.021 | 150.996 | 101.43 | 10699.33 |
| 64 | 2023.11.08 19:20 | t/p | 15 | 0.10 | 150.996 | 150.021 | 150.996 | 60.06 | 10759.39 |
| 65 | 2023.11.08 19:20 | t/p | 16 | 0.10 | 150.996 | 150.021 | 150.996 | 54.54 | 10813.93 |
| 66 | 2023.11.08 19:20 | t/p | 17 | 0.10 | 150.996 | 150.021 | 150.996 | 49.90 | 10863.82 |
| 67 | 2024.04.16 16:00 | sell | 18 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 68 | 2024.04.16 16:00 | modify | 18 | 0.10 | 154.573 | 155.773 | 153.073 | ||
| 69 | 2024.04.18 02:40 | sell | 19 | 0.10 | 153.956 | 0.000 | 0.000 | ||
| 70 | 2024.04.18 02:40 | modify | 19 | 0.10 | 153.956 | 154.198 | 153.073 | ||
| 71 | 2024.04.18 02:40 | modify | 18 | 0.10 | 154.573 | 154.198 | 153.073 | ||
| 72 | 2024.04.18 03:20 | s/l | 18 | 0.10 | 154.198 | 154.198 | 153.073 | 16.27 | 10880.09 |
| 73 | 2024.04.18 03:20 | s/l | 19 | 0.10 | 154.198 | 154.198 | 153.073 | -15.69 | 10864.40 |
| 74 | 2024.05.14 12:00 | sell | 20 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 75 | 2024.05.14 12:00 | modify | 20 | 0.10 | 156.450 | 157.650 | 154.950 | ||
| 76 | 2024.05.15 08:30 | sell | 21 | 0.10 | 155.772 | 0.000 | 0.000 | ||
| 77 | 2024.05.15 08:30 | modify | 21 | 0.10 | 155.772 | 156.375 | 154.950 | ||
| 78 | 2024.05.15 08:30 | modify | 20 | 0.10 | 156.450 | 156.375 | 154.950 | ||
| 79 | 2024.05.15 09:25 | sell | 22 | 0.10 | 155.690 | 0.000 | 0.000 | ||
| 80 | 2024.05.15 09:25 | modify | 22 | 0.10 | 155.690 | 155.925 | 154.950 | ||
| 81 | 2024.05.15 09:25 | modify | 21 | 0.10 | 155.772 | 155.925 | 154.950 | ||
| 82 | 2024.05.15 09:25 | modify | 20 | 0.10 | 156.450 | 155.925 | 154.950 | ||
| 83 | 2024.05.15 10:10 | sell | 23 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 84 | 2024.05.15 10:10 | modify | 23 | 0.10 | 155.846 | 156.075 | 154.950 | ||
| 85 | 2024.05.15 10:15 | modify | 23 | 0.10 | 155.846 | 155.925 | 154.950 | ||
| 86 | 2024.05.15 12:40 | t/p | 20 | 0.10 | 154.950 | 155.925 | 154.950 | 94.91 | 10959.31 |
| 87 | 2024.05.15 12:40 | t/p | 21 | 0.10 | 154.950 | 155.925 | 154.950 | 53.11 | 11012.42 |
| 88 | 2024.05.15 12:40 | t/p | 22 | 0.10 | 154.950 | 155.925 | 154.950 | 47.81 | 11060.23 |
| 89 | 2024.05.15 12:40 | t/p | 23 | 0.10 | 154.950 | 155.925 | 154.950 | 57.89 | 11118.12 |
| 90 | 2024.05.23 08:00 | sell | 24 | 0.10 | 156.757 | 0.000 | 0.000 | ||
| 91 | 2024.05.23 08:00 | modify | 24 | 0.10 | 156.757 | 157.957 | 155.257 | ||
| 92 | 2024.06.03 14:33 | sell | 25 | 0.10 | 156.130 | 0.000 | 0.000 | ||
| 93 | 2024.06.03 14:33 | modify | 25 | 0.10 | 156.130 | 156.382 | 155.257 | ||
| 94 | 2024.06.03 14:33 | modify | 24 | 0.10 | 156.757 | 156.382 | 155.257 | ||
| 95 | 2024.06.03 15:30 | sell | 26 | 0.10 | 156.053 | 0.000 | 0.000 | ||
| 96 | 2024.06.03 15:30 | modify | 26 | 0.10 | 156.053 | 156.682 | 155.257 | ||
| 97 | 2024.06.03 15:35 | modify | 26 | 0.10 | 156.053 | 156.382 | 155.257 | ||
| 98 | 2024.06.03 23:40 | sell | 27 | 0.10 | 155.988 | 0.000 | 0.000 | ||
| 99 | 2024.06.03 23:40 | modify | 27 | 0.10 | 155.988 | 156.232 | 155.257 | ||
| 100 | 2024.06.03 23:40 | modify | 25 | 0.10 | 156.130 | 156.232 | 155.257 | ||
| 101 | 2024.06.03 23:40 | modify | 26 | 0.10 | 156.053 | 156.232 | 155.257 | ||
| 102 | 2024.06.03 23:40 | modify | 24 | 0.10 | 156.757 | 156.232 | 155.257 | ||
| 103 | 2024.06.04 00:30 | s/l | 24 | 0.10 | 156.232 | 156.232 | 155.257 | 13.49 | 11131.61 |
| 104 | 2024.06.04 00:30 | s/l | 25 | 0.10 | 156.232 | 156.232 | 155.257 | -8.53 | 11123.08 |
| 105 | 2024.06.04 00:30 | s/l | 26 | 0.10 | 156.232 | 156.232 | 155.257 | -13.46 | 11109.62 |
| 106 | 2024.06.04 00:30 | s/l | 27 | 0.10 | 156.232 | 156.232 | 155.257 | -17.62 | 11091.99 |