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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1908 | Ticks modelled | 35030405 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 605.59 | Gross profit | 966.41 | Gross loss | -360.82 |
| Profit factor | 2.68 | Expected payoff | 15.94 | ||
| Absolute drawdown | 40.30 | Maximal drawdown | 253.50 (2.36%) | Relative drawdown | 2.36% (253.50) |
| Total trades | 38 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 21 (55.26%) | Loss trades (% of total) | 17 (44.74%) | ||
| Largest | profit trade | 94.99 | loss trade | -90.70 | |
| Average | profit trade | 46.02 | loss trade | -21.22 | |
| Maximum | consecutive wins (profit in money) | 9 (470.72) | consecutive losses (loss in money) | 3 (-129.34) | |
| Maximal | consecutive profit (count of wins) | 470.72 (9) | consecutive loss (count of losses) | -129.34 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 12:25 | buy | 2 | 0.10 | 147.190 | 0.000 | 0.000 | ||
| 4 | 2023.09.12 12:25 | modify | 2 | 0.10 | 147.190 | 146.978 | 147.888 | ||
| 5 | 2023.09.12 12:25 | modify | 1 | 0.10 | 146.488 | 146.978 | 147.888 | ||
| 6 | 2023.09.12 12:40 | s/l | 1 | 0.10 | 146.978 | 146.978 | 147.888 | 34.25 | 10034.25 |
| 7 | 2023.09.12 12:40 | s/l | 2 | 0.10 | 146.978 | 146.978 | 147.888 | -14.42 | 10019.83 |
| 8 | 2023.11.21 04:00 | buy | 3 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 9 | 2023.11.21 04:00 | modify | 3 | 0.10 | 147.409 | 146.009 | 148.809 | ||
| 10 | 2023.11.21 18:15 | buy | 4 | 0.10 | 148.109 | 0.000 | 0.000 | ||
| 11 | 2023.11.21 18:15 | modify | 4 | 0.10 | 148.109 | 147.899 | 148.809 | ||
| 12 | 2023.11.21 18:15 | modify | 3 | 0.10 | 147.409 | 147.899 | 148.809 | ||
| 13 | 2023.11.21 18:22 | buy | 5 | 0.10 | 148.181 | 0.000 | 0.000 | ||
| 14 | 2023.11.21 18:22 | modify | 5 | 0.10 | 148.181 | 147.899 | 148.809 | ||
| 15 | 2023.11.21 18:22 | buy | 6 | 0.10 | 148.181 | 0.000 | 0.000 | ||
| 16 | 2023.11.21 18:22 | modify | 6 | 0.10 | 148.181 | 147.899 | 148.809 | ||
| 17 | 2023.11.22 06:05 | t/p | 3 | 0.10 | 148.809 | 147.899 | 148.809 | 94.99 | 10114.82 |
| 18 | 2023.11.22 06:05 | t/p | 4 | 0.10 | 148.809 | 147.899 | 148.809 | 47.95 | 10162.77 |
| 19 | 2023.11.22 06:05 | t/p | 5 | 0.10 | 148.809 | 147.899 | 148.809 | 43.11 | 10205.87 |
| 20 | 2023.11.22 06:05 | t/p | 6 | 0.10 | 148.809 | 147.899 | 148.809 | 43.11 | 10248.98 |
| 21 | 2023.11.29 00:00 | buy | 7 | 0.10 | 147.093 | 0.000 | 0.000 | ||
| 22 | 2023.11.29 00:00 | modify | 7 | 0.10 | 147.093 | 145.693 | 148.493 | ||
| 23 | 2023.11.29 10:37 | buy | 8 | 0.10 | 147.795 | 0.000 | 0.000 | ||
| 24 | 2023.11.29 10:37 | modify | 8 | 0.10 | 147.795 | 147.583 | 148.493 | ||
| 25 | 2023.11.29 10:37 | modify | 7 | 0.10 | 147.093 | 147.583 | 148.493 | ||
| 26 | 2023.11.29 12:17 | s/l | 7 | 0.10 | 147.583 | 147.583 | 148.493 | 33.21 | 10282.19 |
| 27 | 2023.11.29 12:17 | s/l | 8 | 0.10 | 147.583 | 147.583 | 148.493 | -14.36 | 10267.83 |
| 28 | 2023.12.04 00:00 | buy | 9 | 0.10 | 146.391 | 0.000 | 0.000 | ||
| 29 | 2023.12.04 00:00 | modify | 9 | 0.10 | 146.391 | 144.991 | 147.791 | ||
| 30 | 2023.12.04 08:01 | buy | 10 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 31 | 2023.12.04 08:01 | modify | 10 | 0.10 | 147.096 | 146.881 | 147.791 | ||
| 32 | 2023.12.04 08:01 | modify | 9 | 0.10 | 146.391 | 146.881 | 147.791 | ||
| 33 | 2023.12.04 08:34 | s/l | 9 | 0.10 | 146.881 | 146.881 | 147.791 | 33.36 | 10301.19 |
| 34 | 2023.12.04 08:34 | s/l | 10 | 0.10 | 146.881 | 146.881 | 147.791 | -14.64 | 10286.55 |
| 35 | 2024.04.29 04:00 | sell | 11 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 36 | 2024.04.29 04:00 | modify | 11 | 0.10 | 159.396 | 160.796 | 157.996 | ||
| 37 | 2024.04.29 04:06 | sell | 12 | 0.10 | 158.599 | 0.000 | 0.000 | ||
| 38 | 2024.04.29 04:06 | modify | 12 | 0.10 | 158.599 | 158.906 | 157.996 | ||
| 39 | 2024.04.29 04:06 | sell | 13 | 0.10 | 158.599 | 0.000 | 0.000 | ||
| 40 | 2024.04.29 04:06 | modify | 13 | 0.10 | 158.599 | 158.906 | 157.996 | ||
| 41 | 2024.04.29 04:06 | modify | 11 | 0.10 | 159.396 | 158.906 | 157.996 | ||
| 42 | 2024.04.29 04:06 | s/l | 11 | 0.10 | 158.906 | 158.906 | 157.996 | 30.84 | 10317.39 |
| 43 | 2024.04.29 04:06 | s/l | 12 | 0.10 | 158.906 | 158.906 | 157.996 | -19.32 | 10298.07 |
| 44 | 2024.04.29 04:06 | s/l | 13 | 0.10 | 158.906 | 158.906 | 157.996 | -19.32 | 10278.75 |
| 45 | 2024.05.02 00:00 | buy | 14 | 0.10 | 155.756 | 0.000 | 0.000 | ||
| 46 | 2024.05.02 00:00 | modify | 14 | 0.10 | 155.756 | 154.356 | 157.156 | ||
| 47 | 2024.05.02 13:56 | s/l | 14 | 0.10 | 154.356 | 154.356 | 157.156 | -90.70 | 10188.05 |
| 48 | 2024.05.16 00:00 | buy | 15 | 0.10 | 154.331 | 0.000 | 0.000 | ||
| 49 | 2024.05.16 00:00 | modify | 15 | 0.10 | 154.331 | 152.931 | 155.731 | ||
| 50 | 2024.05.16 12:37 | buy | 16 | 0.10 | 155.032 | 0.000 | 0.000 | ||
| 51 | 2024.05.16 12:37 | modify | 16 | 0.10 | 155.032 | 154.821 | 155.731 | ||
| 52 | 2024.05.16 12:37 | modify | 15 | 0.10 | 154.331 | 154.821 | 155.731 | ||
| 53 | 2024.05.16 12:37 | buy | 17 | 0.10 | 155.106 | 0.000 | 0.000 | ||
| 54 | 2024.05.16 12:37 | modify | 17 | 0.10 | 155.106 | 154.821 | 155.731 | ||
| 55 | 2024.05.16 12:37 | buy | 18 | 0.10 | 155.106 | 0.000 | 0.000 | ||
| 56 | 2024.05.16 12:37 | modify | 18 | 0.10 | 155.106 | 154.821 | 155.731 | ||
| 57 | 2024.05.17 01:14 | t/p | 15 | 0.10 | 155.731 | 154.821 | 155.731 | 90.81 | 10278.86 |
| 58 | 2024.05.17 01:14 | t/p | 16 | 0.10 | 155.731 | 154.821 | 155.731 | 45.79 | 10324.65 |
| 59 | 2024.05.17 01:14 | t/p | 17 | 0.10 | 155.731 | 154.821 | 155.731 | 41.04 | 10365.69 |
| 60 | 2024.05.17 01:14 | t/p | 18 | 0.10 | 155.731 | 154.821 | 155.731 | 41.04 | 10406.73 |
| 61 | 2024.07.25 04:00 | buy | 19 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 62 | 2024.07.25 04:00 | modify | 19 | 0.10 | 152.345 | 150.945 | 153.745 | ||
| 63 | 2024.07.25 12:30 | buy | 20 | 0.10 | 153.046 | 0.000 | 0.000 | ||
| 64 | 2024.07.25 12:30 | modify | 20 | 0.10 | 153.046 | 152.835 | 153.745 | ||
| 65 | 2024.07.25 12:30 | modify | 19 | 0.10 | 152.345 | 152.835 | 153.745 | ||
| 66 | 2024.07.25 12:30 | buy | 21 | 0.10 | 153.116 | 0.000 | 0.000 | ||
| 67 | 2024.07.25 12:30 | modify | 21 | 0.10 | 153.116 | 152.835 | 153.745 | ||
| 68 | 2024.07.25 12:30 | buy | 22 | 0.10 | 153.116 | 0.000 | 0.000 | ||
| 69 | 2024.07.25 12:30 | modify | 22 | 0.10 | 153.116 | 152.835 | 153.745 | ||
| 70 | 2024.07.25 13:04 | t/p | 19 | 0.10 | 153.745 | 152.835 | 153.745 | 91.05 | 10497.78 |
| 71 | 2024.07.25 13:04 | t/p | 20 | 0.10 | 153.745 | 152.835 | 153.745 | 45.46 | 10543.24 |
| 72 | 2024.07.25 13:04 | t/p | 21 | 0.10 | 153.745 | 152.835 | 153.745 | 40.91 | 10584.15 |
| 73 | 2024.07.25 13:04 | t/p | 22 | 0.10 | 153.745 | 152.835 | 153.745 | 40.91 | 10625.06 |
| 74 | 2024.08.06 00:00 | sell | 23 | 0.10 | 145.800 | 0.000 | 0.000 | ||
| 75 | 2024.08.06 00:00 | modify | 23 | 0.10 | 145.800 | 147.200 | 144.400 | ||
| 76 | 2024.08.06 00:54 | sell | 24 | 0.10 | 145.100 | 0.000 | 0.000 | ||
| 77 | 2024.08.06 00:54 | modify | 24 | 0.10 | 145.100 | 145.310 | 144.400 | ||
| 78 | 2024.08.06 00:54 | modify | 23 | 0.10 | 145.800 | 145.310 | 144.400 | ||
| 79 | 2024.08.06 00:54 | sell | 25 | 0.10 | 145.026 | 0.000 | 0.000 | ||
| 80 | 2024.08.06 00:54 | modify | 25 | 0.10 | 145.026 | 145.310 | 144.400 | ||
| 81 | 2024.08.06 00:54 | sell | 26 | 0.10 | 145.026 | 0.000 | 0.000 | ||
| 82 | 2024.08.06 00:54 | modify | 26 | 0.10 | 145.026 | 145.310 | 144.400 | ||
| 83 | 2024.08.06 01:01 | s/l | 23 | 0.10 | 145.310 | 145.310 | 144.400 | 33.72 | 10658.78 |
| 84 | 2024.08.06 01:01 | s/l | 24 | 0.10 | 145.310 | 145.310 | 144.400 | -14.45 | 10644.33 |
| 85 | 2024.08.06 01:01 | s/l | 25 | 0.10 | 145.310 | 145.310 | 144.400 | -19.54 | 10624.79 |
| 86 | 2024.08.06 01:01 | s/l | 26 | 0.10 | 145.310 | 145.310 | 144.400 | -19.54 | 10605.25 |
| 87 | 2024.08.07 04:00 | sell | 27 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 88 | 2024.08.07 04:00 | modify | 27 | 0.10 | 147.129 | 148.529 | 145.729 | ||
| 89 | 2024.08.07 07:20 | sell | 28 | 0.10 | 146.425 | 0.000 | 0.000 | ||
| 90 | 2024.08.07 07:20 | modify | 28 | 0.10 | 146.425 | 146.639 | 145.729 | ||
| 91 | 2024.08.07 07:20 | modify | 27 | 0.10 | 147.129 | 146.639 | 145.729 | ||
| 92 | 2024.08.07 07:23 | sell | 29 | 0.10 | 146.359 | 0.000 | 0.000 | ||
| 93 | 2024.08.07 07:23 | modify | 29 | 0.10 | 146.359 | 146.639 | 145.729 | ||
| 94 | 2024.08.07 07:23 | sell | 30 | 0.10 | 146.359 | 0.000 | 0.000 | ||
| 95 | 2024.08.07 07:23 | modify | 30 | 0.10 | 146.359 | 146.639 | 145.729 | ||
| 96 | 2024.08.07 07:48 | s/l | 27 | 0.10 | 146.639 | 146.639 | 145.729 | 33.41 | 10638.66 |
| 97 | 2024.08.07 07:48 | s/l | 28 | 0.10 | 146.639 | 146.639 | 145.729 | -14.59 | 10624.07 |
| 98 | 2024.08.07 07:48 | s/l | 29 | 0.10 | 146.639 | 146.639 | 145.729 | -19.09 | 10604.98 |
| 99 | 2024.08.07 07:48 | s/l | 30 | 0.10 | 146.639 | 146.639 | 145.729 | -19.09 | 10585.89 |
| 100 | 2024.08.09 00:00 | sell | 31 | 0.10 | 147.694 | 0.000 | 0.000 | ||
| 101 | 2024.08.09 00:00 | modify | 31 | 0.10 | 147.694 | 149.094 | 146.294 | ||
| 102 | 2024.08.09 04:42 | sell | 32 | 0.10 | 146.994 | 0.000 | 0.000 | ||
| 103 | 2024.08.09 04:42 | modify | 32 | 0.10 | 146.994 | 147.204 | 146.294 | ||
| 104 | 2024.08.09 04:42 | modify | 31 | 0.10 | 147.694 | 147.204 | 146.294 | ||
| 105 | 2024.08.09 04:57 | sell | 33 | 0.10 | 146.924 | 0.000 | 0.000 | ||
| 106 | 2024.08.09 04:57 | modify | 33 | 0.10 | 146.924 | 147.204 | 146.294 | ||
| 107 | 2024.08.09 04:57 | sell | 34 | 0.10 | 146.924 | 0.000 | 0.000 | ||
| 108 | 2024.08.09 04:57 | modify | 34 | 0.10 | 146.924 | 147.204 | 146.294 | ||
| 109 | 2024.08.09 06:31 | s/l | 31 | 0.10 | 147.204 | 147.204 | 146.294 | 33.29 | 10619.18 |
| 110 | 2024.08.09 06:31 | s/l | 32 | 0.10 | 147.204 | 147.204 | 146.294 | -14.27 | 10604.91 |
| 111 | 2024.08.09 06:31 | s/l | 33 | 0.10 | 147.204 | 147.204 | 146.294 | -19.02 | 10585.89 |
| 112 | 2024.08.09 06:31 | s/l | 34 | 0.10 | 147.204 | 147.204 | 146.294 | -19.02 | 10566.87 |
| 113 | 2024.08.19 04:00 | buy | 35 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 114 | 2024.08.19 04:00 | modify | 35 | 0.10 | 146.489 | 145.089 | 147.889 | ||
| 115 | 2024.08.20 03:55 | buy | 36 | 0.10 | 147.189 | 0.000 | 0.000 | ||
| 116 | 2024.08.20 03:55 | modify | 36 | 0.10 | 147.189 | 146.979 | 147.889 | ||
| 117 | 2024.08.20 03:55 | modify | 35 | 0.10 | 146.489 | 146.979 | 147.889 | ||
| 118 | 2024.08.20 04:05 | s/l | 35 | 0.10 | 146.979 | 146.979 | 147.889 | 34.25 | 10601.11 |
| 119 | 2024.08.20 04:05 | s/l | 36 | 0.10 | 146.979 | 146.979 | 147.889 | -14.29 | 10586.82 |
| 120 | 2024.08.26 00:00 | buy | 37 | 0.10 | 143.950 | 0.000 | 0.000 | ||
| 121 | 2024.08.26 00:00 | modify | 37 | 0.10 | 143.950 | 142.550 | 145.350 | ||
| 122 | 2024.08.26 18:38 | buy | 38 | 0.10 | 144.659 | 0.000 | 0.000 | ||
| 123 | 2024.08.26 18:38 | modify | 38 | 0.10 | 144.659 | 144.440 | 145.350 | ||
| 124 | 2024.08.26 18:38 | modify | 37 | 0.10 | 143.950 | 144.440 | 145.350 | ||
| 125 | 2024.08.26 22:00 | s/l | 37 | 0.10 | 144.440 | 144.440 | 145.350 | 33.93 | 10620.75 |
| 126 | 2024.08.26 22:00 | s/l | 38 | 0.10 | 144.440 | 144.440 | 145.350 | -15.16 | 10605.59 |