Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 2608 | Ticks modelled | 78994 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1111.64 | Gross profit | 1318.71 | Gross loss | -207.07 |
| Profit factor | 6.37 | Expected payoff | 35.86 | ||
| Absolute drawdown | 40.30 | Maximal drawdown | 192.58 (1.72%) | Relative drawdown | 1.83% (186.51) |
| Total trades | 31 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
| Largest | profit trade | 100.10 | loss trade | -90.71 | |
| Average | profit trade | 57.34 | loss trade | -25.88 | |
| Maximum | consecutive wins (profit in money) | 10 (622.27) | consecutive losses (loss in money) | 3 (-54.88) | |
| Maximal | consecutive profit (count of wins) | 622.27 (10) | consecutive loss (count of losses) | -90.71 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 04:00 | buy | 1 | 0.10 | 146.488 | 0.000 | 0.000 | ||
| 2 | 2023.09.11 04:00 | modify | 1 | 0.10 | 146.488 | 145.088 | 147.888 | ||
| 3 | 2023.09.12 12:40 | buy | 2 | 0.10 | 147.190 | 0.000 | 0.000 | ||
| 4 | 2023.09.12 12:40 | modify | 2 | 0.10 | 147.190 | 146.978 | 147.888 | ||
| 5 | 2023.09.12 12:40 | modify | 1 | 0.10 | 146.488 | 146.978 | 147.888 | ||
| 6 | 2023.09.12 14:40 | buy | 3 | 0.10 | 147.263 | 0.000 | 0.000 | ||
| 7 | 2023.09.12 14:40 | modify | 3 | 0.10 | 147.263 | 146.978 | 147.888 | ||
| 8 | 2023.09.12 14:40 | buy | 4 | 0.10 | 147.263 | 0.000 | 0.000 | ||
| 9 | 2023.09.12 14:40 | modify | 4 | 0.10 | 147.263 | 146.978 | 147.888 | ||
| 10 | 2023.09.15 10:30 | t/p | 1 | 0.10 | 147.888 | 146.978 | 147.888 | 100.10 | 10100.10 |
| 11 | 2023.09.15 10:30 | t/p | 2 | 0.10 | 147.888 | 146.978 | 147.888 | 51.73 | 10151.83 |
| 12 | 2023.09.15 10:30 | t/p | 3 | 0.10 | 147.888 | 146.978 | 147.888 | 46.79 | 10198.63 |
| 13 | 2023.09.15 10:30 | t/p | 4 | 0.10 | 147.888 | 146.978 | 147.888 | 46.79 | 10245.42 |
| 14 | 2023.11.21 04:00 | buy | 5 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 15 | 2023.11.21 04:00 | modify | 5 | 0.10 | 147.409 | 146.009 | 148.809 | ||
| 16 | 2023.11.21 18:20 | buy | 6 | 0.10 | 148.185 | 0.000 | 0.000 | ||
| 17 | 2023.11.21 18:20 | modify | 6 | 0.10 | 148.185 | 147.899 | 148.809 | ||
| 18 | 2023.11.21 18:20 | buy | 7 | 0.10 | 148.185 | 0.000 | 0.000 | ||
| 19 | 2023.11.21 18:20 | modify | 7 | 0.10 | 148.185 | 147.899 | 148.809 | ||
| 20 | 2023.11.21 18:20 | modify | 5 | 0.10 | 147.409 | 147.899 | 148.809 | ||
| 21 | 2023.11.22 01:10 | buy | 8 | 0.10 | 148.118 | 0.000 | 0.000 | ||
| 22 | 2023.11.22 01:10 | modify | 8 | 0.10 | 148.118 | 147.899 | 148.809 | ||
| 23 | 2023.11.22 06:20 | t/p | 5 | 0.10 | 148.809 | 147.899 | 148.809 | 94.94 | 10340.36 |
| 24 | 2023.11.22 06:20 | t/p | 6 | 0.10 | 148.809 | 147.899 | 148.809 | 42.82 | 10383.18 |
| 25 | 2023.11.22 06:20 | t/p | 7 | 0.10 | 148.809 | 147.899 | 148.809 | 42.82 | 10425.99 |
| 26 | 2023.11.22 06:20 | t/p | 8 | 0.10 | 148.809 | 147.899 | 148.809 | 46.41 | 10472.40 |
| 27 | 2023.11.29 00:00 | buy | 9 | 0.10 | 147.093 | 0.000 | 0.000 | ||
| 28 | 2023.11.29 00:00 | modify | 9 | 0.10 | 147.093 | 145.693 | 148.493 | ||
| 29 | 2023.11.29 10:50 | buy | 10 | 0.10 | 147.813 | 0.000 | 0.000 | ||
| 30 | 2023.11.29 10:50 | modify | 10 | 0.10 | 147.813 | 147.583 | 148.493 | ||
| 31 | 2023.11.29 10:50 | modify | 9 | 0.10 | 147.093 | 147.583 | 148.493 | ||
| 32 | 2023.11.29 12:05 | s/l | 9 | 0.10 | 147.583 | 147.583 | 148.493 | 33.20 | 10505.60 |
| 33 | 2023.11.29 12:05 | s/l | 10 | 0.10 | 147.583 | 147.583 | 148.493 | -15.59 | 10490.01 |
| 34 | 2023.12.04 00:00 | buy | 11 | 0.10 | 146.391 | 0.000 | 0.000 | ||
| 35 | 2023.12.04 00:00 | modify | 11 | 0.10 | 146.391 | 144.991 | 147.791 | ||
| 36 | 2023.12.04 08:05 | buy | 12 | 0.10 | 147.111 | 0.000 | 0.000 | ||
| 37 | 2023.12.04 08:05 | modify | 12 | 0.10 | 147.111 | 146.881 | 147.791 | ||
| 38 | 2023.12.04 08:05 | modify | 11 | 0.10 | 146.391 | 146.881 | 147.791 | ||
| 39 | 2023.12.04 08:40 | s/l | 11 | 0.10 | 146.881 | 146.881 | 147.791 | 33.38 | 10523.39 |
| 40 | 2023.12.04 08:40 | s/l | 12 | 0.10 | 146.881 | 146.881 | 147.791 | -15.67 | 10507.72 |
| 41 | 2024.04.29 04:00 | sell | 13 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 42 | 2024.04.29 04:00 | modify | 13 | 0.10 | 159.396 | 160.796 | 157.996 | ||
| 43 | 2024.04.29 04:30 | t/p | 13 | 0.10 | 157.996 | 160.796 | 157.996 | 89.27 | 10596.99 |
| 44 | 2024.05.02 00:00 | buy | 14 | 0.10 | 155.756 | 0.000 | 0.000 | ||
| 45 | 2024.05.02 00:00 | modify | 14 | 0.10 | 155.756 | 154.356 | 157.156 | ||
| 46 | 2024.05.02 13:40 | s/l | 14 | 0.10 | 154.356 | 154.356 | 157.156 | -90.71 | 10506.28 |
| 47 | 2024.05.16 00:00 | buy | 15 | 0.10 | 154.331 | 0.000 | 0.000 | ||
| 48 | 2024.05.16 00:00 | modify | 15 | 0.10 | 154.331 | 152.931 | 155.731 | ||
| 49 | 2024.05.17 01:30 | t/p | 15 | 0.10 | 155.731 | 152.931 | 155.731 | 90.80 | 10597.08 |
| 50 | 2024.07.25 04:00 | buy | 16 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 51 | 2024.07.25 04:00 | modify | 16 | 0.10 | 152.345 | 150.945 | 153.745 | ||
| 52 | 2024.07.25 12:20 | buy | 17 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 53 | 2024.07.25 12:20 | modify | 17 | 0.10 | 153.119 | 152.835 | 153.745 | ||
| 54 | 2024.07.25 12:20 | buy | 18 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 55 | 2024.07.25 12:20 | modify | 18 | 0.10 | 153.119 | 152.835 | 153.745 | ||
| 56 | 2024.07.25 12:20 | modify | 16 | 0.10 | 152.345 | 152.835 | 153.745 | ||
| 57 | 2024.07.25 13:20 | t/p | 16 | 0.10 | 153.745 | 152.835 | 153.745 | 91.04 | 10688.12 |
| 58 | 2024.07.25 13:20 | t/p | 17 | 0.10 | 153.745 | 152.835 | 153.745 | 40.71 | 10728.83 |
| 59 | 2024.07.25 13:20 | t/p | 18 | 0.10 | 153.745 | 152.835 | 153.745 | 40.71 | 10769.54 |
| 60 | 2024.08.06 00:00 | sell | 19 | 0.10 | 145.800 | 0.000 | 0.000 | ||
| 61 | 2024.08.06 00:00 | modify | 19 | 0.10 | 145.800 | 147.200 | 144.400 | ||
| 62 | 2024.08.06 01:20 | sell | 20 | 0.10 | 145.077 | 0.000 | 0.000 | ||
| 63 | 2024.08.06 01:20 | modify | 20 | 0.10 | 145.077 | 145.310 | 144.400 | ||
| 64 | 2024.08.06 01:20 | modify | 19 | 0.10 | 145.800 | 145.310 | 144.400 | ||
| 65 | 2024.08.06 01:40 | t/p | 19 | 0.10 | 144.400 | 145.310 | 144.400 | 96.96 | 10866.50 |
| 66 | 2024.08.06 01:40 | t/p | 20 | 0.10 | 144.400 | 145.310 | 144.400 | 46.89 | 10913.39 |
| 67 | 2024.08.07 04:00 | sell | 21 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 68 | 2024.08.07 04:00 | modify | 21 | 0.10 | 147.129 | 148.529 | 145.729 | ||
| 69 | 2024.08.07 22:40 | sell | 22 | 0.10 | 146.353 | 0.000 | 0.000 | ||
| 70 | 2024.08.07 22:40 | modify | 22 | 0.10 | 146.353 | 146.639 | 145.729 | ||
| 71 | 2024.08.07 22:40 | sell | 23 | 0.10 | 146.353 | 0.000 | 0.000 | ||
| 72 | 2024.08.07 22:40 | modify | 23 | 0.10 | 146.353 | 146.639 | 145.729 | ||
| 73 | 2024.08.07 22:40 | modify | 21 | 0.10 | 147.129 | 146.639 | 145.729 | ||
| 74 | 2024.08.07 23:40 | t/p | 21 | 0.10 | 145.729 | 146.639 | 145.729 | 96.16 | 11009.55 |
| 75 | 2024.08.07 23:40 | t/p | 22 | 0.10 | 145.729 | 146.639 | 145.729 | 42.86 | 11052.41 |
| 76 | 2024.08.07 23:40 | t/p | 23 | 0.10 | 145.729 | 146.639 | 145.729 | 42.86 | 11095.27 |
| 77 | 2024.08.09 00:00 | sell | 24 | 0.10 | 147.694 | 0.000 | 0.000 | ||
| 78 | 2024.08.09 00:00 | modify | 24 | 0.10 | 147.694 | 149.094 | 146.294 | ||
| 79 | 2024.08.09 04:30 | sell | 25 | 0.10 | 146.974 | 0.000 | 0.000 | ||
| 80 | 2024.08.09 04:30 | modify | 25 | 0.10 | 146.974 | 147.204 | 146.294 | ||
| 81 | 2024.08.09 04:30 | modify | 24 | 0.10 | 147.694 | 147.204 | 146.294 | ||
| 82 | 2024.08.09 06:05 | sell | 26 | 0.10 | 146.915 | 0.000 | 0.000 | ||
| 83 | 2024.08.09 06:05 | modify | 26 | 0.10 | 146.915 | 147.204 | 146.294 | ||
| 84 | 2024.08.09 06:05 | sell | 27 | 0.10 | 146.915 | 0.000 | 0.000 | ||
| 85 | 2024.08.09 06:05 | modify | 27 | 0.10 | 146.915 | 147.204 | 146.294 | ||
| 86 | 2024.08.09 06:40 | s/l | 24 | 0.10 | 147.204 | 147.204 | 146.294 | 33.28 | 11128.55 |
| 87 | 2024.08.09 06:40 | s/l | 25 | 0.10 | 147.204 | 147.204 | 146.294 | -15.62 | 11112.93 |
| 88 | 2024.08.09 06:40 | s/l | 26 | 0.10 | 147.204 | 147.204 | 146.294 | -19.63 | 11093.30 |
| 89 | 2024.08.09 06:40 | s/l | 27 | 0.10 | 147.204 | 147.204 | 146.294 | -19.63 | 11073.67 |
| 90 | 2024.08.19 04:00 | buy | 28 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 91 | 2024.08.19 04:00 | modify | 28 | 0.10 | 146.489 | 145.089 | 147.889 | ||
| 92 | 2024.08.20 03:40 | buy | 29 | 0.10 | 147.191 | 0.000 | 0.000 | ||
| 93 | 2024.08.20 03:40 | modify | 29 | 0.10 | 147.191 | 146.979 | 147.889 | ||
| 94 | 2024.08.20 03:40 | modify | 28 | 0.10 | 146.489 | 146.979 | 147.889 | ||
| 95 | 2024.08.20 04:30 | s/l | 28 | 0.10 | 146.979 | 146.979 | 147.889 | 34.27 | 11107.94 |
| 96 | 2024.08.20 04:30 | s/l | 29 | 0.10 | 146.979 | 146.979 | 147.889 | -14.43 | 11093.51 |
| 97 | 2024.08.26 00:00 | buy | 30 | 0.10 | 143.950 | 0.000 | 0.000 | ||
| 98 | 2024.08.26 00:00 | modify | 30 | 0.10 | 143.950 | 142.550 | 145.350 | ||
| 99 | 2024.08.26 18:05 | buy | 31 | 0.10 | 144.668 | 0.000 | 0.000 | ||
| 100 | 2024.08.26 18:05 | modify | 31 | 0.10 | 144.668 | 144.440 | 145.350 | ||
| 101 | 2024.08.26 18:05 | modify | 30 | 0.10 | 143.950 | 144.440 | 145.350 | ||
| 102 | 2024.08.26 22:20 | s/l | 30 | 0.10 | 144.440 | 144.440 | 145.350 | 33.92 | 11127.43 |
| 103 | 2024.08.26 22:20 | s/l | 31 | 0.10 | 144.440 | 144.440 | 145.350 | -15.79 | 11111.64 |