Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 78932 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1458.07 | Gross profit | 1502.06 | Gross loss | -43.99 |
| Profit factor | 34.15 | Expected payoff | 52.07 | ||
| Absolute drawdown | 13.07 | Maximal drawdown | 126.49 (1.25%) | Relative drawdown | 1.25% (126.49) |
| Total trades | 28 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 16 (93.75%) |
| Profit trades (% of total) | 27 (96.43%) | Loss trades (% of total) | 1 (3.57%) | ||
| Largest | profit trade | 96.87 | loss trade | -43.99 | |
| Average | profit trade | 55.63 | loss trade | -43.99 | |
| Maximum | consecutive wins (profit in money) | 14 (763.86) | consecutive losses (loss in money) | 1 (-43.99) | |
| Maximal | consecutive profit (count of wins) | 763.86 (14) | consecutive loss (count of losses) | -43.99 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 12:00 | sell | 1 | 0.10 | 157.627 | 0.000 | 0.000 | ||
| 2 | 2023.07.21 12:00 | modify | 1 | 0.10 | 157.627 | 158.327 | 156.127 | ||
| 3 | 2023.07.24 07:59 | sell | 2 | 0.10 | 156.698 | 0.000 | 0.000 | ||
| 4 | 2023.07.24 07:59 | modify | 2 | 0.10 | 156.698 | 157.177 | 156.127 | ||
| 5 | 2023.07.24 07:59 | sell | 3 | 0.10 | 156.698 | 0.000 | 0.000 | ||
| 6 | 2023.07.24 07:59 | modify | 3 | 0.10 | 156.698 | 157.102 | 156.127 | ||
| 7 | 2023.07.24 07:59 | modify | 1 | 0.10 | 157.627 | 157.102 | 156.127 | ||
| 8 | 2023.07.24 08:00 | modify | 2 | 0.10 | 156.698 | 157.102 | 156.127 | ||
| 9 | 2023.07.25 09:40 | t/p | 1 | 0.10 | 156.127 | 157.102 | 156.127 | 91.51 | 10091.51 |
| 10 | 2023.07.25 09:40 | t/p | 2 | 0.10 | 156.127 | 157.102 | 156.127 | 34.51 | 10126.02 |
| 11 | 2023.07.25 09:40 | t/p | 3 | 0.10 | 156.127 | 157.102 | 156.127 | 34.51 | 10160.52 |
| 12 | 2023.07.27 20:00 | buy | 4 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 13 | 2023.07.27 20:00 | modify | 4 | 0.10 | 152.538 | 151.838 | 154.038 | ||
| 14 | 2023.07.28 03:20 | buy | 5 | 0.10 | 153.441 | 0.000 | 0.000 | ||
| 15 | 2023.07.28 03:20 | modify | 5 | 0.10 | 153.441 | 152.988 | 154.038 | ||
| 16 | 2023.07.28 03:20 | buy | 6 | 0.10 | 153.441 | 0.000 | 0.000 | ||
| 17 | 2023.07.28 03:20 | modify | 6 | 0.10 | 153.441 | 153.063 | 154.038 | ||
| 18 | 2023.07.28 03:20 | modify | 4 | 0.10 | 152.538 | 153.063 | 154.038 | ||
| 19 | 2023.07.28 03:25 | modify | 5 | 0.10 | 153.441 | 153.063 | 154.038 | ||
| 20 | 2023.07.28 03:30 | t/p | 4 | 0.10 | 154.038 | 153.063 | 154.038 | 94.80 | 10255.32 |
| 21 | 2023.07.28 03:30 | t/p | 5 | 0.10 | 154.038 | 153.063 | 154.038 | 37.52 | 10292.84 |
| 22 | 2023.07.28 03:30 | t/p | 6 | 0.10 | 154.038 | 153.063 | 154.038 | 37.52 | 10330.36 |
| 23 | 2023.10.03 16:00 | buy | 7 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 24 | 2023.10.03 16:00 | modify | 7 | 0.10 | 155.947 | 155.247 | 157.447 | ||
| 25 | 2023.10.04 09:40 | buy | 8 | 0.10 | 156.709 | 0.000 | 0.000 | ||
| 26 | 2023.10.04 09:40 | modify | 8 | 0.10 | 156.709 | 156.022 | 157.447 | ||
| 27 | 2023.10.04 09:40 | modify | 7 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 28 | 2023.10.06 04:40 | buy | 9 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 29 | 2023.10.06 04:40 | modify | 9 | 0.10 | 156.861 | 156.397 | 157.447 | ||
| 30 | 2023.10.06 04:40 | buy | 10 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 31 | 2023.10.06 04:40 | modify | 10 | 0.10 | 156.861 | 156.472 | 157.447 | ||
| 32 | 2023.10.06 04:40 | modify | 8 | 0.10 | 156.709 | 156.472 | 157.447 | ||
| 33 | 2023.10.06 04:40 | modify | 7 | 0.10 | 155.947 | 156.472 | 157.447 | ||
| 34 | 2023.10.06 04:45 | modify | 9 | 0.10 | 156.861 | 156.472 | 157.447 | ||
| 35 | 2023.10.06 11:40 | t/p | 7 | 0.10 | 157.447 | 156.472 | 157.447 | 96.87 | 10427.23 |
| 36 | 2023.10.06 11:40 | t/p | 8 | 0.10 | 157.447 | 156.472 | 157.447 | 48.46 | 10475.69 |
| 37 | 2023.10.06 11:40 | t/p | 9 | 0.10 | 157.447 | 156.472 | 157.447 | 36.83 | 10512.52 |
| 38 | 2023.10.06 11:40 | t/p | 10 | 0.10 | 157.447 | 156.472 | 157.447 | 36.83 | 10549.35 |
| 39 | 2023.10.31 12:00 | sell | 11 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 40 | 2023.10.31 12:00 | modify | 11 | 0.10 | 160.615 | 161.315 | 159.115 | ||
| 41 | 2023.11.01 02:20 | sell | 12 | 0.10 | 159.852 | 0.000 | 0.000 | ||
| 42 | 2023.11.01 02:20 | modify | 12 | 0.10 | 159.852 | 160.540 | 159.115 | ||
| 43 | 2023.11.01 02:20 | modify | 11 | 0.10 | 160.615 | 160.540 | 159.115 | ||
| 44 | 2023.11.01 09:10 | sell | 13 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 45 | 2023.11.01 09:10 | modify | 13 | 0.10 | 159.714 | 160.165 | 159.115 | ||
| 46 | 2023.11.01 09:10 | sell | 14 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 47 | 2023.11.01 09:10 | modify | 14 | 0.10 | 159.714 | 160.090 | 159.115 | ||
| 48 | 2023.11.01 09:10 | modify | 12 | 0.10 | 159.852 | 160.090 | 159.115 | ||
| 49 | 2023.11.01 09:10 | modify | 11 | 0.10 | 160.615 | 160.090 | 159.115 | ||
| 50 | 2023.11.01 09:15 | modify | 13 | 0.10 | 159.714 | 160.090 | 159.115 | ||
| 51 | 2023.11.01 15:40 | t/p | 11 | 0.10 | 159.115 | 160.090 | 159.115 | 92.90 | 10642.24 |
| 52 | 2023.11.01 15:40 | t/p | 12 | 0.10 | 159.115 | 160.090 | 159.115 | 46.32 | 10688.56 |
| 53 | 2023.11.01 15:40 | t/p | 13 | 0.10 | 159.115 | 160.090 | 159.115 | 37.65 | 10726.21 |
| 54 | 2023.11.01 15:40 | t/p | 14 | 0.10 | 159.115 | 160.090 | 159.115 | 37.65 | 10763.86 |
| 55 | 2023.12.07 12:00 | buy | 15 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 56 | 2023.12.07 12:00 | modify | 15 | 0.10 | 156.227 | 155.527 | 157.727 | ||
| 57 | 2023.12.07 15:30 | s/l | 15 | 0.10 | 155.527 | 155.527 | 157.727 | -43.99 | 10719.87 |
| 58 | 2023.12.19 12:00 | sell | 16 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 59 | 2023.12.19 12:00 | modify | 16 | 0.10 | 158.355 | 159.055 | 156.855 | ||
| 60 | 2023.12.19 16:40 | sell | 17 | 0.10 | 157.594 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 16:40 | modify | 17 | 0.10 | 157.594 | 158.280 | 156.855 | ||
| 62 | 2023.12.19 16:40 | modify | 16 | 0.10 | 158.355 | 158.280 | 156.855 | ||
| 63 | 2023.12.20 05:55 | sell | 18 | 0.10 | 157.440 | 0.000 | 0.000 | ||
| 64 | 2023.12.20 05:55 | modify | 18 | 0.10 | 157.440 | 157.905 | 156.855 | ||
| 65 | 2023.12.20 05:55 | sell | 19 | 0.10 | 157.440 | 0.000 | 0.000 | ||
| 66 | 2023.12.20 05:55 | modify | 19 | 0.10 | 157.440 | 157.830 | 156.855 | ||
| 67 | 2023.12.20 05:55 | modify | 17 | 0.10 | 157.594 | 157.830 | 156.855 | ||
| 68 | 2023.12.20 05:55 | modify | 16 | 0.10 | 158.355 | 157.830 | 156.855 | ||
| 69 | 2023.12.20 06:00 | modify | 18 | 0.10 | 157.440 | 157.830 | 156.855 | ||
| 70 | 2023.12.20 11:40 | t/p | 16 | 0.10 | 156.855 | 157.830 | 156.855 | 92.89 | 10812.76 |
| 71 | 2023.12.20 11:40 | t/p | 17 | 0.10 | 156.855 | 157.830 | 156.855 | 45.07 | 10857.82 |
| 72 | 2023.12.20 11:40 | t/p | 18 | 0.10 | 156.855 | 157.830 | 156.855 | 36.76 | 10894.58 |
| 73 | 2023.12.20 11:40 | t/p | 19 | 0.10 | 156.855 | 157.830 | 156.855 | 36.76 | 10931.34 |
| 74 | 2024.04.29 04:00 | sell | 20 | 0.10 | 170.788 | 0.000 | 0.000 | ||
| 75 | 2024.04.29 04:00 | modify | 20 | 0.10 | 170.788 | 171.488 | 169.288 | ||
| 76 | 2024.04.29 04:30 | t/p | 20 | 0.10 | 169.288 | 171.488 | 169.288 | 94.27 | 11025.61 |
| 77 | 2024.05.02 16:00 | buy | 21 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 78 | 2024.05.02 16:00 | modify | 21 | 0.10 | 164.664 | 163.964 | 166.164 | ||
| 79 | 2024.05.06 00:15 | buy | 22 | 0.10 | 165.438 | 0.000 | 0.000 | ||
| 80 | 2024.05.06 00:15 | modify | 22 | 0.10 | 165.438 | 164.739 | 166.164 | ||
| 81 | 2024.05.06 00:15 | modify | 21 | 0.10 | 164.664 | 164.739 | 166.164 | ||
| 82 | 2024.05.06 03:10 | buy | 23 | 0.10 | 165.579 | 0.000 | 0.000 | ||
| 83 | 2024.05.06 03:10 | modify | 23 | 0.10 | 165.579 | 165.114 | 166.164 | ||
| 84 | 2024.05.06 03:10 | buy | 24 | 0.10 | 165.579 | 0.000 | 0.000 | ||
| 85 | 2024.05.06 03:10 | modify | 24 | 0.10 | 165.579 | 165.189 | 166.164 | ||
| 86 | 2024.05.06 03:10 | modify | 22 | 0.10 | 165.438 | 165.189 | 166.164 | ||
| 87 | 2024.05.06 03:10 | modify | 21 | 0.10 | 164.664 | 165.189 | 166.164 | ||
| 88 | 2024.05.06 03:15 | modify | 23 | 0.10 | 165.579 | 165.189 | 166.164 | ||
| 89 | 2024.05.07 01:40 | t/p | 21 | 0.10 | 166.164 | 165.189 | 166.164 | 95.83 | 11121.44 |
| 90 | 2024.05.07 01:40 | t/p | 22 | 0.10 | 166.164 | 165.189 | 166.164 | 46.15 | 11167.59 |
| 91 | 2024.05.07 01:40 | t/p | 23 | 0.10 | 166.164 | 165.189 | 166.164 | 37.28 | 11204.87 |
| 92 | 2024.05.07 01:40 | t/p | 24 | 0.10 | 166.164 | 165.189 | 166.164 | 37.28 | 11242.15 |
| 93 | 2024.06.04 12:00 | buy | 25 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 94 | 2024.06.04 12:00 | modify | 25 | 0.10 | 168.234 | 167.534 | 169.734 | ||
| 95 | 2024.06.05 01:10 | buy | 26 | 0.10 | 168.985 | 0.000 | 0.000 | ||
| 96 | 2024.06.05 01:10 | modify | 26 | 0.10 | 168.985 | 168.309 | 169.734 | ||
| 97 | 2024.06.05 01:10 | modify | 25 | 0.10 | 168.234 | 168.309 | 169.734 | ||
| 98 | 2024.06.05 01:40 | buy | 27 | 0.10 | 169.145 | 0.000 | 0.000 | ||
| 99 | 2024.06.05 01:40 | modify | 27 | 0.10 | 169.145 | 168.684 | 169.734 | ||
| 100 | 2024.06.05 01:40 | buy | 28 | 0.10 | 169.145 | 0.000 | 0.000 | ||
| 101 | 2024.06.05 01:40 | modify | 28 | 0.10 | 169.145 | 168.759 | 169.734 | ||
| 102 | 2024.06.05 01:40 | modify | 26 | 0.10 | 168.985 | 168.759 | 169.734 | ||
| 103 | 2024.06.05 01:40 | modify | 25 | 0.10 | 168.234 | 168.759 | 169.734 | ||
| 104 | 2024.06.05 01:45 | modify | 27 | 0.10 | 169.145 | 168.759 | 169.734 | ||
| 105 | 2024.06.05 07:30 | t/p | 25 | 0.10 | 169.734 | 168.759 | 169.734 | 94.80 | 11336.95 |
| 106 | 2024.06.05 07:30 | t/p | 26 | 0.10 | 169.734 | 168.759 | 169.734 | 47.08 | 11384.03 |
| 107 | 2024.06.05 07:30 | t/p | 27 | 0.10 | 169.734 | 168.759 | 169.734 | 37.02 | 11421.05 |
| 108 | 2024.06.05 07:30 | t/p | 28 | 0.10 | 169.734 | 168.759 | 169.734 | 37.02 | 11458.07 |