Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2608 | Ticks modelled | 79204 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 667.90 | Gross profit | 782.99 | Gross loss | -115.09 |
| Profit factor | 6.80 | Expected payoff | 22.26 | ||
| Absolute drawdown | 16.38 | Maximal drawdown | 154.06 (1.51%) | Relative drawdown | 1.51% (154.06) |
| Total trades | 30 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 73.14 | loss trade | -21.92 | |
| Average | profit trade | 35.59 | loss trade | -14.39 | |
| Maximum | consecutive wins (profit in money) | 6 (226.96) | consecutive losses (loss in money) | 1 (-21.92) | |
| Maximal | consecutive profit (count of wins) | 226.96 (6) | consecutive loss (count of losses) | -21.92 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 20:00 | buy | 1 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 2 | 2023.09.14 20:00 | modify | 1 | 0.10 | 156.959 | 155.659 | 157.959 | ||
| 3 | 2023.09.15 05:30 | buy | 2 | 0.10 | 157.235 | 0.000 | 0.000 | ||
| 4 | 2023.09.15 05:30 | modify | 2 | 0.10 | 157.235 | 157.009 | 157.959 | ||
| 5 | 2023.09.15 05:30 | modify | 1 | 0.10 | 156.959 | 157.009 | 157.959 | ||
| 6 | 2023.09.15 06:30 | buy | 3 | 0.10 | 157.364 | 0.000 | 0.000 | ||
| 7 | 2023.09.15 06:30 | modify | 3 | 0.10 | 157.364 | 157.209 | 157.959 | ||
| 8 | 2023.09.15 06:30 | modify | 2 | 0.10 | 157.235 | 157.209 | 157.959 | ||
| 9 | 2023.09.15 06:30 | modify | 1 | 0.10 | 156.959 | 157.209 | 157.959 | ||
| 10 | 2023.09.15 07:40 | buy | 4 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 11 | 2023.09.15 07:40 | modify | 4 | 0.10 | 157.613 | 157.309 | 157.959 | ||
| 12 | 2023.09.15 07:40 | modify | 3 | 0.10 | 157.364 | 157.309 | 157.959 | ||
| 13 | 2023.09.15 07:40 | modify | 2 | 0.10 | 157.235 | 157.309 | 157.959 | ||
| 14 | 2023.09.15 07:40 | modify | 1 | 0.10 | 156.959 | 157.309 | 157.959 | ||
| 15 | 2023.09.19 06:40 | t/p | 1 | 0.10 | 157.959 | 157.309 | 157.959 | 73.14 | 10073.14 |
| 16 | 2023.09.19 06:40 | t/p | 2 | 0.10 | 157.959 | 157.309 | 157.959 | 52.83 | 10125.97 |
| 17 | 2023.09.19 06:40 | t/p | 3 | 0.10 | 157.959 | 157.309 | 157.959 | 43.68 | 10169.65 |
| 18 | 2023.09.19 06:40 | t/p | 4 | 0.10 | 157.959 | 157.309 | 157.959 | 26.01 | 10195.66 |
| 19 | 2023.11.15 08:00 | sell | 5 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 20 | 2023.11.15 08:00 | modify | 5 | 0.10 | 163.843 | 165.143 | 162.843 | ||
| 21 | 2023.11.15 08:50 | sell | 6 | 0.10 | 163.584 | 0.000 | 0.000 | ||
| 22 | 2023.11.15 08:50 | modify | 6 | 0.10 | 163.584 | 163.793 | 162.843 | ||
| 23 | 2023.11.15 08:50 | modify | 5 | 0.10 | 163.843 | 163.793 | 162.843 | ||
| 24 | 2023.11.15 10:15 | sell | 7 | 0.10 | 163.184 | 0.000 | 0.000 | ||
| 25 | 2023.11.15 10:15 | modify | 7 | 0.10 | 163.184 | 163.493 | 162.843 | ||
| 26 | 2023.11.15 10:15 | modify | 6 | 0.10 | 163.584 | 163.493 | 162.843 | ||
| 27 | 2023.11.15 10:15 | modify | 5 | 0.10 | 163.843 | 163.493 | 162.843 | ||
| 28 | 2023.11.15 13:20 | s/l | 5 | 0.10 | 163.493 | 163.493 | 162.843 | 24.84 | 10220.50 |
| 29 | 2023.11.15 13:20 | s/l | 6 | 0.10 | 163.493 | 163.493 | 162.843 | 6.46 | 10226.96 |
| 30 | 2023.11.15 13:20 | s/l | 7 | 0.10 | 163.493 | 163.493 | 162.843 | -21.92 | 10205.04 |
| 31 | 2023.12.11 12:00 | sell | 8 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 32 | 2023.12.11 12:00 | modify | 8 | 0.10 | 157.383 | 158.683 | 156.383 | ||
| 33 | 2023.12.12 01:50 | sell | 9 | 0.10 | 156.729 | 0.000 | 0.000 | ||
| 34 | 2023.12.12 01:50 | modify | 9 | 0.10 | 156.729 | 157.033 | 156.383 | ||
| 35 | 2023.12.12 01:50 | modify | 8 | 0.10 | 157.383 | 157.033 | 156.383 | ||
| 36 | 2023.12.12 02:40 | s/l | 8 | 0.10 | 157.033 | 157.033 | 156.383 | 23.27 | 10228.32 |
| 37 | 2023.12.12 02:40 | s/l | 9 | 0.10 | 157.033 | 157.033 | 156.383 | -21.57 | 10206.75 |
| 38 | 2023.12.14 08:00 | buy | 10 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 39 | 2023.12.14 08:00 | modify | 10 | 0.10 | 154.550 | 153.250 | 155.550 | ||
| 40 | 2023.12.14 13:10 | buy | 11 | 0.10 | 154.821 | 0.000 | 0.000 | ||
| 41 | 2023.12.14 13:10 | modify | 11 | 0.10 | 154.821 | 154.600 | 155.550 | ||
| 42 | 2023.12.14 13:10 | modify | 10 | 0.10 | 154.550 | 154.600 | 155.550 | ||
| 43 | 2023.12.14 13:30 | buy | 12 | 0.10 | 155.224 | 0.000 | 0.000 | ||
| 44 | 2023.12.14 13:30 | modify | 12 | 0.10 | 155.224 | 154.900 | 155.550 | ||
| 45 | 2023.12.14 13:30 | modify | 11 | 0.10 | 154.821 | 154.900 | 155.550 | ||
| 46 | 2023.12.14 13:30 | modify | 10 | 0.10 | 154.550 | 154.900 | 155.550 | ||
| 47 | 2023.12.14 14:30 | t/p | 10 | 0.10 | 155.550 | 154.900 | 155.550 | 70.96 | 10277.71 |
| 48 | 2023.12.14 14:30 | t/p | 11 | 0.10 | 155.550 | 154.900 | 155.550 | 51.73 | 10329.44 |
| 49 | 2023.12.14 14:30 | t/p | 12 | 0.10 | 155.550 | 154.900 | 155.550 | 23.13 | 10352.57 |
| 50 | 2024.01.17 12:00 | sell | 13 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 51 | 2024.01.17 12:00 | modify | 13 | 0.10 | 160.643 | 161.943 | 159.643 | ||
| 52 | 2024.01.24 08:40 | sell | 14 | 0.10 | 160.233 | 0.000 | 0.000 | ||
| 53 | 2024.01.24 08:40 | modify | 14 | 0.10 | 160.233 | 160.393 | 159.643 | ||
| 54 | 2024.01.24 08:40 | modify | 13 | 0.10 | 160.643 | 160.393 | 159.643 | ||
| 55 | 2024.01.24 08:55 | s/l | 13 | 0.10 | 160.393 | 160.393 | 159.643 | 6.84 | 10359.41 |
| 56 | 2024.01.24 08:55 | s/l | 14 | 0.10 | 160.393 | 160.393 | 159.643 | -11.36 | 10348.05 |
| 57 | 2024.03.20 12:00 | sell | 15 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 58 | 2024.03.20 12:00 | modify | 15 | 0.10 | 164.486 | 165.786 | 163.486 | ||
| 59 | 2024.03.22 02:50 | sell | 16 | 0.10 | 164.221 | 0.000 | 0.000 | ||
| 60 | 2024.03.22 02:50 | modify | 16 | 0.10 | 164.221 | 164.436 | 163.486 | ||
| 61 | 2024.03.22 02:50 | modify | 15 | 0.10 | 164.486 | 164.436 | 163.486 | ||
| 62 | 2024.03.22 06:06 | sell | 17 | 0.10 | 164.074 | 0.000 | 0.000 | ||
| 63 | 2024.03.22 06:06 | modify | 17 | 0.10 | 164.074 | 164.236 | 163.486 | ||
| 64 | 2024.03.22 06:06 | modify | 16 | 0.10 | 164.221 | 164.236 | 163.486 | ||
| 65 | 2024.03.22 06:06 | modify | 15 | 0.10 | 164.486 | 164.236 | 163.486 | ||
| 66 | 2024.03.22 11:59 | sell | 18 | 0.10 | 163.826 | 0.000 | 0.000 | ||
| 67 | 2024.03.22 11:59 | modify | 18 | 0.10 | 163.826 | 164.136 | 163.486 | ||
| 68 | 2024.03.22 11:59 | modify | 17 | 0.10 | 164.074 | 164.136 | 163.486 | ||
| 69 | 2024.03.22 11:59 | modify | 16 | 0.10 | 164.221 | 164.136 | 163.486 | ||
| 70 | 2024.03.22 11:59 | modify | 15 | 0.10 | 164.486 | 164.136 | 163.486 | ||
| 71 | 2024.03.24 23:05 | t/p | 15 | 0.10 | 163.486 | 164.136 | 163.486 | 64.73 | 10412.78 |
| 72 | 2024.03.24 23:05 | t/p | 16 | 0.10 | 163.486 | 164.136 | 163.486 | 52.15 | 10464.93 |
| 73 | 2024.03.24 23:05 | t/p | 17 | 0.10 | 163.486 | 164.136 | 163.486 | 41.72 | 10506.65 |
| 74 | 2024.03.24 23:05 | t/p | 18 | 0.10 | 163.486 | 164.136 | 163.486 | 24.12 | 10530.77 |
| 75 | 2024.04.25 12:00 | sell | 19 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 76 | 2024.04.25 12:00 | modify | 19 | 0.10 | 166.763 | 168.063 | 165.763 | ||
| 77 | 2024.04.25 13:35 | sell | 20 | 0.10 | 166.356 | 0.000 | 0.000 | ||
| 78 | 2024.04.25 13:35 | modify | 20 | 0.10 | 166.356 | 166.513 | 165.763 | ||
| 79 | 2024.04.25 13:35 | modify | 19 | 0.10 | 166.763 | 166.513 | 165.763 | ||
| 80 | 2024.04.25 13:40 | s/l | 19 | 0.10 | 166.513 | 166.513 | 165.763 | 17.73 | 10548.50 |
| 81 | 2024.04.25 13:40 | s/l | 20 | 0.10 | 166.513 | 166.513 | 165.763 | -11.14 | 10537.36 |
| 82 | 2024.04.26 12:00 | sell | 21 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 83 | 2024.04.26 12:00 | modify | 21 | 0.10 | 168.028 | 169.328 | 167.028 | ||
| 84 | 2024.04.26 14:40 | sell | 22 | 0.10 | 167.769 | 0.000 | 0.000 | ||
| 85 | 2024.04.26 14:40 | modify | 22 | 0.10 | 167.769 | 167.978 | 167.028 | ||
| 86 | 2024.04.26 14:40 | modify | 21 | 0.10 | 168.028 | 167.978 | 167.028 | ||
| 87 | 2024.04.26 15:05 | s/l | 21 | 0.10 | 167.978 | 167.978 | 167.028 | 3.55 | 10540.91 |
| 88 | 2024.04.26 15:05 | s/l | 22 | 0.10 | 167.978 | 167.978 | 167.028 | -14.83 | 10526.08 |
| 89 | 2024.07.11 20:00 | buy | 23 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 90 | 2024.07.11 20:00 | modify | 23 | 0.10 | 172.590 | 171.290 | 173.590 | ||
| 91 | 2024.07.11 22:30 | buy | 24 | 0.10 | 173.003 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 22:30 | modify | 24 | 0.10 | 173.003 | 172.840 | 173.590 | ||
| 93 | 2024.07.11 22:30 | modify | 23 | 0.10 | 172.590 | 172.840 | 173.590 | ||
| 94 | 2024.07.11 23:20 | s/l | 23 | 0.10 | 172.840 | 172.840 | 173.590 | 17.74 | 10543.82 |
| 95 | 2024.07.11 23:20 | s/l | 24 | 0.10 | 172.840 | 172.840 | 173.590 | -11.56 | 10532.26 |
| 96 | 2024.07.17 16:00 | buy | 25 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 97 | 2024.07.17 16:00 | modify | 25 | 0.10 | 171.192 | 169.892 | 172.192 | ||
| 98 | 2024.07.18 17:15 | buy | 26 | 0.10 | 171.602 | 0.000 | 0.000 | ||
| 99 | 2024.07.18 17:15 | modify | 26 | 0.10 | 171.602 | 171.442 | 172.192 | ||
| 100 | 2024.07.18 17:15 | modify | 25 | 0.10 | 171.192 | 171.442 | 172.192 | ||
| 101 | 2024.07.18 17:40 | s/l | 25 | 0.10 | 171.442 | 171.442 | 172.192 | 19.91 | 10552.17 |
| 102 | 2024.07.18 17:40 | s/l | 26 | 0.10 | 171.442 | 171.442 | 172.192 | -11.36 | 10540.81 |
| 103 | 2024.08.12 16:00 | sell | 27 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 104 | 2024.08.12 16:00 | modify | 27 | 0.10 | 161.232 | 162.532 | 160.232 | ||
| 105 | 2024.08.12 18:05 | sell | 28 | 0.10 | 160.822 | 0.000 | 0.000 | ||
| 106 | 2024.08.12 18:05 | modify | 28 | 0.10 | 160.822 | 160.982 | 160.232 | ||
| 107 | 2024.08.12 18:05 | modify | 27 | 0.10 | 161.232 | 160.982 | 160.232 | ||
| 108 | 2024.08.12 18:30 | s/l | 27 | 0.10 | 160.982 | 160.982 | 160.232 | 17.74 | 10558.55 |
| 109 | 2024.08.12 18:30 | s/l | 28 | 0.10 | 160.982 | 160.982 | 160.232 | -11.35 | 10547.20 |
| 110 | 2024.08.15 20:00 | sell | 29 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 111 | 2024.08.15 20:00 | modify | 29 | 0.10 | 163.556 | 164.856 | 162.556 | ||
| 112 | 2024.08.16 08:50 | sell | 30 | 0.10 | 163.279 | 0.000 | 0.000 | ||
| 113 | 2024.08.16 08:50 | modify | 30 | 0.10 | 163.279 | 163.506 | 162.556 | ||
| 114 | 2024.08.16 08:50 | modify | 29 | 0.10 | 163.556 | 163.506 | 162.556 | ||
| 115 | 2024.08.16 12:30 | t/p | 29 | 0.10 | 162.556 | 163.506 | 162.556 | 69.39 | 10616.60 |
| 116 | 2024.08.16 12:30 | t/p | 30 | 0.10 | 162.556 | 163.506 | 162.556 | 51.30 | 10667.90 |