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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1903 | Ticks modelled | 33338346 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 843.07 | Gross profit | 987.82 | Gross loss | -144.75 |
| Profit factor | 6.82 | Expected payoff | 36.66 | ||
| Absolute drawdown | 156.74 | Maximal drawdown | 167.20 (1.67%) | Relative drawdown | 1.67% (167.20) |
| Total trades | 23 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
| Largest | profit trade | 101.43 | loss trade | -84.47 | |
| Average | profit trade | 54.88 | loss trade | -28.95 | |
| Maximum | consecutive wins (profit in money) | 11 (679.52) | consecutive losses (loss in money) | 1 (-84.47) | |
| Maximal | consecutive profit (count of wins) | 679.52 (11) | consecutive loss (count of losses) | -84.47 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | 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 21:05 | 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 10:15 | buy | 3 | 0.10 | 142.442 | 0.000 | 0.000 | ||
| 7 | 2023.08.07 10:15 | modify | 3 | 0.10 | 142.442 | 142.217 | 143.342 | ||
| 8 | 2023.08.07 10:15 | modify | 2 | 0.10 | 141.842 | 142.217 | 143.342 | ||
| 9 | 2023.08.07 11:57 | s/l | 2 | 0.10 | 142.217 | 142.217 | 143.342 | 27.07 | 9942.60 |
| 10 | 2023.08.07 11:57 | s/l | 3 | 0.10 | 142.217 | 142.217 | 143.342 | -15.82 | 9926.78 |
| 11 | 2023.08.25 20:00 | sell | 4 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 12 | 2023.08.25 20:00 | modify | 4 | 0.10 | 146.374 | 147.574 | 144.874 | ||
| 13 | 2023.08.29 17:17 | sell | 5 | 0.10 | 145.773 | 0.000 | 0.000 | ||
| 14 | 2023.08.29 17:17 | modify | 5 | 0.10 | 145.773 | 145.999 | 144.874 | ||
| 15 | 2023.08.29 17:17 | modify | 4 | 0.10 | 146.374 | 145.999 | 144.874 | ||
| 16 | 2023.08.29 18:20 | s/l | 4 | 0.10 | 145.999 | 145.999 | 144.874 | 21.67 | 9948.45 |
| 17 | 2023.08.29 18:20 | s/l | 5 | 0.10 | 145.999 | 145.999 | 144.874 | -15.48 | 9932.97 |
| 18 | 2023.09.27 04:00 | sell | 6 | 0.10 | 149.023 | 0.000 | 0.000 | ||
| 19 | 2023.09.27 04:00 | modify | 6 | 0.10 | 149.023 | 150.223 | 147.523 | ||
| 20 | 2023.10.03 14:12 | sell | 7 | 0.10 | 148.253 | 0.000 | 0.000 | ||
| 21 | 2023.10.03 14:12 | modify | 7 | 0.10 | 148.253 | 148.498 | 147.523 | ||
| 22 | 2023.10.03 14:12 | modify | 6 | 0.10 | 149.023 | 148.498 | 147.523 | ||
| 23 | 2023.10.03 14:12 | t/p | 6 | 0.10 | 147.523 | 148.498 | 147.523 | 89.63 | 10022.59 |
| 24 | 2023.10.03 14:12 | t/p | 7 | 0.10 | 147.523 | 148.498 | 147.523 | 49.49 | 10072.08 |
| 25 | 2023.10.26 12:00 | sell | 8 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 26 | 2023.10.26 12:00 | modify | 8 | 0.10 | 150.428 | 151.628 | 148.928 | ||
| 27 | 2023.10.27 12:49 | sell | 9 | 0.10 | 149.828 | 0.000 | 0.000 | ||
| 28 | 2023.10.27 12:49 | modify | 9 | 0.10 | 149.828 | 150.053 | 148.928 | ||
| 29 | 2023.10.27 12:49 | modify | 8 | 0.10 | 150.428 | 150.053 | 148.928 | ||
| 30 | 2023.10.27 12:53 | sell | 10 | 0.10 | 149.753 | 0.000 | 0.000 | ||
| 31 | 2023.10.27 12:53 | modify | 10 | 0.10 | 149.753 | 150.353 | 148.928 | ||
| 32 | 2023.10.27 12:53 | modify | 10 | 0.10 | 149.753 | 150.053 | 148.928 | ||
| 33 | 2023.10.27 13:32 | sell | 11 | 0.10 | 149.669 | 0.000 | 0.000 | ||
| 34 | 2023.10.27 13:32 | modify | 11 | 0.10 | 149.669 | 149.903 | 148.928 | ||
| 35 | 2023.10.27 13:32 | modify | 9 | 0.10 | 149.828 | 149.903 | 148.928 | ||
| 36 | 2023.10.27 13:32 | modify | 10 | 0.10 | 149.753 | 149.903 | 148.928 | ||
| 37 | 2023.10.27 13:32 | modify | 8 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 38 | 2023.10.30 15:15 | t/p | 8 | 0.10 | 148.928 | 149.903 | 148.928 | 96.70 | 10168.78 |
| 39 | 2023.10.30 15:15 | t/p | 9 | 0.10 | 148.928 | 149.903 | 148.928 | 58.42 | 10227.20 |
| 40 | 2023.10.30 15:15 | t/p | 10 | 0.10 | 148.928 | 149.903 | 148.928 | 53.39 | 10280.59 |
| 41 | 2023.10.30 15:15 | t/p | 11 | 0.10 | 148.928 | 149.903 | 148.928 | 47.75 | 10328.34 |
| 42 | 2023.11.03 20:00 | buy | 12 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 43 | 2023.11.03 20:00 | modify | 12 | 0.10 | 149.496 | 148.296 | 150.996 | ||
| 44 | 2023.11.06 21:56 | buy | 13 | 0.10 | 150.099 | 0.000 | 0.000 | ||
| 45 | 2023.11.06 21:56 | modify | 13 | 0.10 | 150.099 | 149.871 | 150.996 | ||
| 46 | 2023.11.06 21:56 | modify | 12 | 0.10 | 149.496 | 149.871 | 150.996 | ||
| 47 | 2023.11.07 01:20 | buy | 14 | 0.10 | 150.171 | 0.000 | 0.000 | ||
| 48 | 2023.11.07 01:20 | modify | 14 | 0.10 | 150.171 | 149.571 | 150.996 | ||
| 49 | 2023.11.07 01:20 | modify | 14 | 0.10 | 150.171 | 149.871 | 150.996 | ||
| 50 | 2023.11.07 03:54 | buy | 15 | 0.10 | 150.247 | 0.000 | 0.000 | ||
| 51 | 2023.11.07 03:54 | modify | 15 | 0.10 | 150.247 | 150.021 | 150.996 | ||
| 52 | 2023.11.07 03:54 | modify | 13 | 0.10 | 150.099 | 150.021 | 150.996 | ||
| 53 | 2023.11.07 03:54 | modify | 14 | 0.10 | 150.171 | 150.021 | 150.996 | ||
| 54 | 2023.11.07 03:54 | modify | 12 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 55 | 2023.11.08 19:42 | t/p | 12 | 0.10 | 150.996 | 150.021 | 150.996 | 101.43 | 10429.77 |
| 56 | 2023.11.08 19:42 | t/p | 13 | 0.10 | 150.996 | 150.021 | 150.996 | 60.80 | 10490.57 |
| 57 | 2023.11.08 19:42 | t/p | 14 | 0.10 | 150.996 | 150.021 | 150.996 | 55.34 | 10545.91 |
| 58 | 2023.11.08 19:42 | t/p | 15 | 0.10 | 150.996 | 150.021 | 150.996 | 50.30 | 10596.21 |
| 59 | 2024.04.16 16:00 | sell | 16 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 60 | 2024.04.16 16:00 | modify | 16 | 0.10 | 154.573 | 155.773 | 153.073 | ||
| 61 | 2024.04.18 02:14 | sell | 17 | 0.10 | 153.973 | 0.000 | 0.000 | ||
| 62 | 2024.04.18 02:14 | modify | 17 | 0.10 | 153.973 | 154.198 | 153.073 | ||
| 63 | 2024.04.18 02:14 | modify | 16 | 0.10 | 154.573 | 154.198 | 153.073 | ||
| 64 | 2024.04.18 03:07 | s/l | 16 | 0.10 | 154.198 | 154.198 | 153.073 | 16.28 | 10612.48 |
| 65 | 2024.04.18 03:07 | s/l | 17 | 0.10 | 154.198 | 154.198 | 153.073 | -14.59 | 10597.89 |
| 66 | 2024.05.14 12:00 | sell | 18 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 67 | 2024.05.14 12:00 | modify | 18 | 0.10 | 156.450 | 157.650 | 154.950 | ||
| 68 | 2024.05.15 08:28 | sell | 19 | 0.10 | 155.847 | 0.000 | 0.000 | ||
| 69 | 2024.05.15 08:28 | modify | 19 | 0.10 | 155.847 | 156.075 | 154.950 | ||
| 70 | 2024.05.15 08:28 | modify | 18 | 0.10 | 156.450 | 156.075 | 154.950 | ||
| 71 | 2024.05.15 08:33 | sell | 20 | 0.10 | 155.771 | 0.000 | 0.000 | ||
| 72 | 2024.05.15 08:33 | modify | 20 | 0.10 | 155.771 | 156.375 | 154.950 | ||
| 73 | 2024.05.15 08:33 | modify | 20 | 0.10 | 155.771 | 156.075 | 154.950 | ||
| 74 | 2024.05.15 08:37 | sell | 21 | 0.10 | 155.693 | 0.000 | 0.000 | ||
| 75 | 2024.05.15 08:37 | modify | 21 | 0.10 | 155.693 | 155.925 | 154.950 | ||
| 76 | 2024.05.15 08:37 | modify | 19 | 0.10 | 155.847 | 155.925 | 154.950 | ||
| 77 | 2024.05.15 08:37 | modify | 20 | 0.10 | 155.771 | 155.925 | 154.950 | ||
| 78 | 2024.05.15 08:37 | modify | 18 | 0.10 | 156.450 | 155.925 | 154.950 | ||
| 79 | 2024.05.15 12:30 | t/p | 18 | 0.10 | 154.950 | 155.925 | 154.950 | 94.82 | 10692.71 |
| 80 | 2024.05.15 12:30 | t/p | 19 | 0.10 | 154.950 | 155.925 | 154.950 | 57.90 | 10750.61 |
| 81 | 2024.05.15 12:30 | t/p | 20 | 0.10 | 154.950 | 155.925 | 154.950 | 53.00 | 10803.61 |
| 82 | 2024.05.15 12:30 | t/p | 21 | 0.10 | 154.950 | 155.925 | 154.950 | 47.96 | 10851.57 |
| 83 | 2024.05.23 08:00 | sell | 22 | 0.10 | 156.757 | 0.000 | 0.000 | ||
| 84 | 2024.05.23 08:00 | modify | 22 | 0.10 | 156.757 | 157.957 | 155.257 | ||
| 85 | 2024.06.03 14:17 | sell | 23 | 0.10 | 156.157 | 0.000 | 0.000 | ||
| 86 | 2024.06.03 14:17 | modify | 23 | 0.10 | 156.157 | 156.382 | 155.257 | ||
| 87 | 2024.06.03 14:17 | modify | 22 | 0.10 | 156.757 | 156.382 | 155.257 | ||
| 88 | 2024.06.03 14:20 | s/l | 22 | 0.10 | 156.382 | 156.382 | 155.257 | 5.89 | 10857.46 |
| 89 | 2024.06.03 14:20 | s/l | 23 | 0.10 | 156.382 | 156.382 | 155.257 | -14.39 | 10843.07 |