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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1908 | Ticks modelled | 44484351 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 364.80 | Gross profit | 515.84 | Gross loss | -151.04 |
| Profit factor | 3.42 | Expected payoff | 10.13 | ||
| Absolute drawdown | 119.87 | Maximal drawdown | 229.22 (2.27%) | Relative drawdown | 2.27% (229.22) |
| Total trades | 36 | Short positions (won %) | 25 (60.00%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 20 (55.56%) | Loss trades (% of total) | 16 (44.44%) | ||
| Largest | profit trade | 69.37 | loss trade | -21.28 | |
| Average | profit trade | 25.79 | loss trade | -9.44 | |
| Maximum | consecutive wins (profit in money) | 5 (202.88) | consecutive losses (loss in money) | 2 (-25.11) | |
| Maximal | consecutive profit (count of wins) | 202.88 (5) | consecutive loss (count of losses) | -25.11 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 05:01 | buy | 2 | 0.10 | 157.216 | 0.000 | 0.000 | ||
| 4 | 2023.09.15 05:01 | modify | 2 | 0.10 | 157.216 | 157.009 | 157.959 | ||
| 5 | 2023.09.15 05:01 | modify | 1 | 0.10 | 156.959 | 157.009 | 157.959 | ||
| 6 | 2023.09.15 05:25 | s/l | 1 | 0.10 | 157.009 | 157.009 | 157.959 | 4.26 | 10004.26 |
| 7 | 2023.09.15 05:25 | s/l | 2 | 0.10 | 157.009 | 157.009 | 157.959 | -14.69 | 9989.57 |
| 8 | 2023.11.15 08:00 | sell | 3 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 9 | 2023.11.15 08:00 | modify | 3 | 0.10 | 163.843 | 165.143 | 162.843 | ||
| 10 | 2023.11.15 08:54 | sell | 4 | 0.10 | 163.593 | 0.000 | 0.000 | ||
| 11 | 2023.11.15 08:54 | modify | 4 | 0.10 | 163.593 | 163.793 | 162.843 | ||
| 12 | 2023.11.15 08:54 | modify | 3 | 0.10 | 163.843 | 163.793 | 162.843 | ||
| 13 | 2023.11.15 09:15 | sell | 5 | 0.10 | 163.443 | 0.000 | 0.000 | ||
| 14 | 2023.11.15 09:15 | modify | 5 | 0.10 | 163.443 | 163.593 | 162.843 | ||
| 15 | 2023.11.15 09:15 | modify | 4 | 0.10 | 163.593 | 163.593 | 162.843 | ||
| 16 | 2023.11.15 09:15 | modify | 3 | 0.10 | 163.843 | 163.593 | 162.843 | ||
| 17 | 2023.11.15 09:32 | sell | 6 | 0.10 | 163.193 | 0.000 | 0.000 | ||
| 18 | 2023.11.15 09:32 | modify | 6 | 0.10 | 163.193 | 163.493 | 162.843 | ||
| 19 | 2023.11.15 09:32 | modify | 5 | 0.10 | 163.443 | 163.493 | 162.843 | ||
| 20 | 2023.11.15 09:32 | modify | 4 | 0.10 | 163.593 | 163.493 | 162.843 | ||
| 21 | 2023.11.15 09:32 | modify | 3 | 0.10 | 163.843 | 163.493 | 162.843 | ||
| 22 | 2023.11.15 13:30 | s/l | 3 | 0.10 | 163.493 | 163.493 | 162.843 | 24.83 | 10014.40 |
| 23 | 2023.11.15 13:30 | s/l | 4 | 0.10 | 163.493 | 163.493 | 162.843 | 7.10 | 10021.50 |
| 24 | 2023.11.15 13:30 | s/l | 5 | 0.10 | 163.493 | 163.493 | 162.843 | -3.55 | 10017.95 |
| 25 | 2023.11.15 13:30 | s/l | 6 | 0.10 | 163.493 | 163.493 | 162.843 | -21.28 | 9996.67 |
| 26 | 2023.12.11 12:00 | sell | 7 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 27 | 2023.12.11 12:00 | modify | 7 | 0.10 | 157.383 | 158.683 | 156.383 | ||
| 28 | 2023.12.11 14:25 | sell | 8 | 0.10 | 157.133 | 0.000 | 0.000 | ||
| 29 | 2023.12.11 14:25 | modify | 8 | 0.10 | 157.133 | 157.333 | 156.383 | ||
| 30 | 2023.12.11 14:25 | modify | 7 | 0.10 | 157.383 | 157.333 | 156.383 | ||
| 31 | 2023.12.11 15:02 | s/l | 7 | 0.10 | 157.333 | 157.333 | 156.383 | 3.55 | 10000.22 |
| 32 | 2023.12.11 15:02 | s/l | 8 | 0.10 | 157.333 | 157.333 | 156.383 | -14.19 | 9986.03 |
| 33 | 2023.12.14 08:00 | buy | 9 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 34 | 2023.12.14 08:00 | modify | 9 | 0.10 | 154.550 | 153.250 | 155.550 | ||
| 35 | 2023.12.14 09:02 | buy | 10 | 0.10 | 154.804 | 0.000 | 0.000 | ||
| 36 | 2023.12.14 09:02 | modify | 10 | 0.10 | 154.804 | 154.600 | 155.550 | ||
| 37 | 2023.12.14 09:02 | modify | 9 | 0.10 | 154.550 | 154.600 | 155.550 | ||
| 38 | 2023.12.14 09:11 | s/l | 9 | 0.10 | 154.600 | 154.600 | 155.550 | 3.55 | 9989.58 |
| 39 | 2023.12.14 09:11 | s/l | 10 | 0.10 | 154.600 | 154.600 | 155.550 | -14.48 | 9975.10 |
| 40 | 2024.01.17 12:00 | sell | 11 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 41 | 2024.01.17 12:00 | modify | 11 | 0.10 | 160.643 | 161.943 | 159.643 | ||
| 42 | 2024.01.24 08:30 | sell | 12 | 0.10 | 160.390 | 0.000 | 0.000 | ||
| 43 | 2024.01.24 08:30 | modify | 12 | 0.10 | 160.390 | 160.593 | 159.643 | ||
| 44 | 2024.01.24 08:30 | modify | 11 | 0.10 | 160.643 | 160.593 | 159.643 | ||
| 45 | 2024.01.24 08:32 | sell | 13 | 0.10 | 160.243 | 0.000 | 0.000 | ||
| 46 | 2024.01.24 08:32 | modify | 13 | 0.10 | 160.243 | 160.393 | 159.643 | ||
| 47 | 2024.01.24 08:32 | modify | 12 | 0.10 | 160.390 | 160.393 | 159.643 | ||
| 48 | 2024.01.24 08:32 | modify | 11 | 0.10 | 160.643 | 160.393 | 159.643 | ||
| 49 | 2024.01.24 08:44 | s/l | 11 | 0.10 | 160.393 | 160.393 | 159.643 | 6.85 | 9981.96 |
| 50 | 2024.01.24 08:44 | s/l | 12 | 0.10 | 160.393 | 160.393 | 159.643 | -0.21 | 9981.75 |
| 51 | 2024.01.24 08:44 | s/l | 13 | 0.10 | 160.393 | 160.393 | 159.643 | -10.64 | 9971.11 |
| 52 | 2024.03.20 12:00 | sell | 14 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 53 | 2024.03.20 12:00 | modify | 14 | 0.10 | 164.486 | 165.786 | 163.486 | ||
| 54 | 2024.03.22 02:48 | sell | 15 | 0.10 | 164.234 | 0.000 | 0.000 | ||
| 55 | 2024.03.22 02:48 | modify | 15 | 0.10 | 164.234 | 164.436 | 163.486 | ||
| 56 | 2024.03.22 02:48 | modify | 14 | 0.10 | 164.486 | 164.436 | 163.486 | ||
| 57 | 2024.03.22 06:20 | sell | 16 | 0.10 | 164.086 | 0.000 | 0.000 | ||
| 58 | 2024.03.22 06:20 | modify | 16 | 0.10 | 164.086 | 164.236 | 163.486 | ||
| 59 | 2024.03.22 06:20 | modify | 15 | 0.10 | 164.234 | 164.236 | 163.486 | ||
| 60 | 2024.03.22 06:20 | modify | 14 | 0.10 | 164.486 | 164.236 | 163.486 | ||
| 61 | 2024.03.22 06:51 | sell | 17 | 0.10 | 163.835 | 0.000 | 0.000 | ||
| 62 | 2024.03.22 06:51 | modify | 17 | 0.10 | 163.835 | 164.136 | 163.486 | ||
| 63 | 2024.03.22 06:51 | modify | 16 | 0.10 | 164.086 | 164.136 | 163.486 | ||
| 64 | 2024.03.22 06:51 | modify | 15 | 0.10 | 164.234 | 164.136 | 163.486 | ||
| 65 | 2024.03.22 06:51 | modify | 14 | 0.10 | 164.486 | 164.136 | 163.486 | ||
| 66 | 2024.03.24 23:00 | t/p | 14 | 0.10 | 163.486 | 164.136 | 163.486 | 64.73 | 10035.83 |
| 67 | 2024.03.24 23:00 | t/p | 15 | 0.10 | 163.486 | 164.136 | 163.486 | 53.07 | 10088.90 |
| 68 | 2024.03.24 23:00 | t/p | 16 | 0.10 | 163.486 | 164.136 | 163.486 | 42.57 | 10131.47 |
| 69 | 2024.03.24 23:00 | t/p | 17 | 0.10 | 163.486 | 164.136 | 163.486 | 24.77 | 10156.24 |
| 70 | 2024.04.25 12:00 | sell | 18 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 71 | 2024.04.25 12:00 | modify | 18 | 0.10 | 166.763 | 168.063 | 165.763 | ||
| 72 | 2024.04.25 12:32 | sell | 19 | 0.10 | 166.511 | 0.000 | 0.000 | ||
| 73 | 2024.04.25 12:32 | modify | 19 | 0.10 | 166.511 | 166.713 | 165.763 | ||
| 74 | 2024.04.25 12:32 | modify | 18 | 0.10 | 166.763 | 166.713 | 165.763 | ||
| 75 | 2024.04.25 12:46 | sell | 20 | 0.10 | 166.362 | 0.000 | 0.000 | ||
| 76 | 2024.04.25 12:46 | modify | 20 | 0.10 | 166.362 | 166.513 | 165.763 | ||
| 77 | 2024.04.25 12:46 | modify | 19 | 0.10 | 166.511 | 166.513 | 165.763 | ||
| 78 | 2024.04.25 12:46 | modify | 18 | 0.10 | 166.763 | 166.513 | 165.763 | ||
| 79 | 2024.04.25 12:56 | s/l | 18 | 0.10 | 166.513 | 166.513 | 165.763 | 17.74 | 10173.98 |
| 80 | 2024.04.25 12:56 | s/l | 19 | 0.10 | 166.513 | 166.513 | 165.763 | -0.14 | 10173.84 |
| 81 | 2024.04.25 12:56 | s/l | 20 | 0.10 | 166.513 | 166.513 | 165.763 | -10.71 | 10163.13 |
| 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 14:30 | sell | 22 | 0.10 | 167.778 | 0.000 | 0.000 | ||
| 85 | 2024.04.26 14:30 | modify | 22 | 0.10 | 167.778 | 167.978 | 167.028 | ||
| 86 | 2024.04.26 14:30 | modify | 21 | 0.10 | 168.028 | 167.978 | 167.028 | ||
| 87 | 2024.04.26 14:42 | s/l | 21 | 0.10 | 167.978 | 167.978 | 167.028 | 3.55 | 10166.68 |
| 88 | 2024.04.26 14:42 | s/l | 22 | 0.10 | 167.978 | 167.978 | 167.028 | -14.19 | 10152.49 |
| 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 22:04 | buy | 24 | 0.10 | 172.843 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 22:04 | modify | 24 | 0.10 | 172.843 | 172.640 | 173.590 | ||
| 93 | 2024.07.11 22:04 | modify | 23 | 0.10 | 172.590 | 172.640 | 173.590 | ||
| 94 | 2024.07.11 22:04 | buy | 25 | 0.10 | 172.994 | 0.000 | 0.000 | ||
| 95 | 2024.07.11 22:04 | modify | 25 | 0.10 | 172.994 | 172.840 | 173.590 | ||
| 96 | 2024.07.11 22:04 | modify | 24 | 0.10 | 172.843 | 172.840 | 173.590 | ||
| 97 | 2024.07.11 22:04 | modify | 23 | 0.10 | 172.590 | 172.840 | 173.590 | ||
| 98 | 2024.07.11 23:10 | buy | 26 | 0.10 | 173.240 | 0.000 | 0.000 | ||
| 99 | 2024.07.11 23:10 | modify | 26 | 0.10 | 173.240 | 172.940 | 173.590 | ||
| 100 | 2024.07.11 23:10 | modify | 25 | 0.10 | 172.994 | 172.940 | 173.590 | ||
| 101 | 2024.07.11 23:10 | modify | 24 | 0.10 | 172.843 | 172.940 | 173.590 | ||
| 102 | 2024.07.11 23:10 | modify | 23 | 0.10 | 172.590 | 172.940 | 173.590 | ||
| 103 | 2024.07.11 23:28 | s/l | 23 | 0.10 | 172.940 | 172.940 | 173.590 | 24.84 | 10177.33 |
| 104 | 2024.07.11 23:28 | s/l | 24 | 0.10 | 172.940 | 172.940 | 173.590 | 6.89 | 10184.22 |
| 105 | 2024.07.11 23:28 | s/l | 25 | 0.10 | 172.940 | 172.940 | 173.590 | -3.83 | 10180.39 |
| 106 | 2024.07.11 23:28 | s/l | 26 | 0.10 | 172.940 | 172.940 | 173.590 | -21.28 | 10159.11 |
| 107 | 2024.07.17 16:00 | buy | 27 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 108 | 2024.07.17 16:00 | modify | 27 | 0.10 | 171.192 | 169.892 | 172.192 | ||
| 109 | 2024.07.18 16:38 | buy | 28 | 0.10 | 171.445 | 0.000 | 0.000 | ||
| 110 | 2024.07.18 16:38 | modify | 28 | 0.10 | 171.445 | 171.242 | 172.192 | ||
| 111 | 2024.07.18 16:38 | modify | 27 | 0.10 | 171.192 | 171.242 | 172.192 | ||
| 112 | 2024.07.18 17:14 | buy | 29 | 0.10 | 171.593 | 0.000 | 0.000 | ||
| 113 | 2024.07.18 17:14 | modify | 29 | 0.10 | 171.593 | 171.442 | 172.192 | ||
| 114 | 2024.07.18 17:14 | modify | 28 | 0.10 | 171.445 | 171.442 | 172.192 | ||
| 115 | 2024.07.18 17:14 | modify | 27 | 0.10 | 171.192 | 171.442 | 172.192 | ||
| 116 | 2024.07.18 17:58 | s/l | 27 | 0.10 | 171.442 | 171.442 | 172.192 | 19.91 | 10179.03 |
| 117 | 2024.07.18 17:58 | s/l | 28 | 0.10 | 171.442 | 171.442 | 172.192 | -0.21 | 10178.82 |
| 118 | 2024.07.18 17:58 | s/l | 29 | 0.10 | 171.442 | 171.442 | 172.192 | -10.71 | 10168.11 |
| 119 | 2024.08.12 16:00 | sell | 30 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 120 | 2024.08.12 16:00 | modify | 30 | 0.10 | 161.232 | 162.532 | 160.232 | ||
| 121 | 2024.08.12 16:16 | sell | 31 | 0.10 | 160.978 | 0.000 | 0.000 | ||
| 122 | 2024.08.12 16:16 | modify | 31 | 0.10 | 160.978 | 161.182 | 160.232 | ||
| 123 | 2024.08.12 16:16 | modify | 30 | 0.10 | 161.232 | 161.182 | 160.232 | ||
| 124 | 2024.08.12 17:01 | sell | 32 | 0.10 | 160.832 | 0.000 | 0.000 | ||
| 125 | 2024.08.12 17:01 | modify | 32 | 0.10 | 160.832 | 160.982 | 160.232 | ||
| 126 | 2024.08.12 17:01 | modify | 31 | 0.10 | 160.978 | 160.982 | 160.232 | ||
| 127 | 2024.08.12 17:01 | modify | 30 | 0.10 | 161.232 | 160.982 | 160.232 | ||
| 128 | 2024.08.12 17:21 | s/l | 30 | 0.10 | 160.982 | 160.982 | 160.232 | 17.73 | 10185.84 |
| 129 | 2024.08.12 17:21 | s/l | 31 | 0.10 | 160.982 | 160.982 | 160.232 | -0.29 | 10185.55 |
| 130 | 2024.08.12 17:21 | s/l | 32 | 0.10 | 160.982 | 160.982 | 160.232 | -10.64 | 10174.91 |
| 131 | 2024.08.15 20:00 | sell | 33 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 132 | 2024.08.15 20:00 | modify | 33 | 0.10 | 163.556 | 164.856 | 162.556 | ||
| 133 | 2024.08.16 08:45 | sell | 34 | 0.10 | 163.306 | 0.000 | 0.000 | ||
| 134 | 2024.08.16 08:45 | modify | 34 | 0.10 | 163.306 | 163.506 | 162.556 | ||
| 135 | 2024.08.16 08:45 | modify | 33 | 0.10 | 163.556 | 163.506 | 162.556 | ||
| 136 | 2024.08.16 10:28 | sell | 35 | 0.10 | 163.155 | 0.000 | 0.000 | ||
| 137 | 2024.08.16 10:28 | modify | 35 | 0.10 | 163.155 | 163.306 | 162.556 | ||
| 138 | 2024.08.16 10:28 | modify | 34 | 0.10 | 163.306 | 163.306 | 162.556 | ||
| 139 | 2024.08.16 10:28 | modify | 33 | 0.10 | 163.556 | 163.306 | 162.556 | ||
| 140 | 2024.08.16 11:07 | sell | 36 | 0.10 | 162.906 | 0.000 | 0.000 | ||
| 141 | 2024.08.16 11:07 | modify | 36 | 0.10 | 162.906 | 163.206 | 162.556 | ||
| 142 | 2024.08.16 11:07 | modify | 35 | 0.10 | 163.155 | 163.206 | 162.556 | ||
| 143 | 2024.08.16 11:07 | modify | 34 | 0.10 | 163.306 | 163.206 | 162.556 | ||
| 144 | 2024.08.16 11:07 | modify | 33 | 0.10 | 163.556 | 163.206 | 162.556 | ||
| 145 | 2024.08.16 12:30 | t/p | 33 | 0.10 | 162.556 | 163.206 | 162.556 | 69.37 | 10244.28 |
| 146 | 2024.08.16 12:30 | t/p | 34 | 0.10 | 162.556 | 163.206 | 162.556 | 53.20 | 10297.48 |
| 147 | 2024.08.16 12:30 | t/p | 35 | 0.10 | 162.556 | 163.206 | 162.556 | 42.49 | 10339.97 |
| 148 | 2024.08.16 12:30 | t/p | 36 | 0.10 | 162.556 | 163.206 | 162.556 | 24.83 | 10364.80 |