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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 78989 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1222.44 | Gross profit | 1294.59 | Gross loss | -72.15 |
| Profit factor | 17.94 | Expected payoff | 45.28 | ||
| Absolute drawdown | 7.97 | Maximal drawdown | 263.75 (2.46%) | Relative drawdown | 2.46% (263.75) |
| Total trades | 27 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 23 (85.19%) | Loss trades (% of total) | 4 (14.81%) | ||
| Largest | profit trade | 102.07 | loss trade | -21.06 | |
| Average | profit trade | 56.29 | loss trade | -18.04 | |
| Maximum | consecutive wins (profit in money) | 10 (579.18) | consecutive losses (loss in money) | 2 (-42.12) | |
| Maximal | consecutive profit (count of wins) | 579.18 (10) | consecutive loss (count of losses) | -42.12 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.26 12:00 | sell | 1 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 2 | 2023.10.26 12:00 | modify | 1 | 0.10 | 150.428 | 151.928 | 148.928 | ||
| 3 | 2023.10.27 09:40 | sell | 2 | 0.10 | 149.969 | 0.000 | 0.000 | ||
| 4 | 2023.10.27 09:40 | modify | 2 | 0.10 | 149.969 | 150.203 | 148.928 | ||
| 5 | 2023.10.27 09:40 | modify | 1 | 0.10 | 150.428 | 150.203 | 148.928 | ||
| 6 | 2023.10.27 14:40 | sell | 3 | 0.10 | 149.582 | 0.000 | 0.000 | ||
| 7 | 2023.10.27 14:40 | modify | 3 | 0.10 | 149.582 | 150.053 | 148.928 | ||
| 8 | 2023.10.27 14:40 | sell | 4 | 0.10 | 149.582 | 0.000 | 0.000 | ||
| 9 | 2023.10.27 14:40 | modify | 4 | 0.10 | 149.582 | 149.903 | 148.928 | ||
| 10 | 2023.10.27 14:40 | modify | 2 | 0.10 | 149.969 | 149.903 | 148.928 | ||
| 11 | 2023.10.27 14:40 | modify | 1 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 12 | 2023.10.27 14:45 | modify | 3 | 0.10 | 149.582 | 149.903 | 148.928 | ||
| 13 | 2023.10.30 15:40 | t/p | 1 | 0.10 | 148.928 | 149.903 | 148.928 | 97.09 | 10097.09 |
| 14 | 2023.10.30 15:40 | t/p | 2 | 0.10 | 148.928 | 149.903 | 148.928 | 68.10 | 10165.19 |
| 15 | 2023.10.30 15:40 | t/p | 3 | 0.10 | 148.928 | 149.903 | 148.928 | 42.10 | 10207.28 |
| 16 | 2023.10.30 15:40 | t/p | 4 | 0.10 | 148.928 | 149.903 | 148.928 | 42.10 | 10249.38 |
| 17 | 2023.11.03 20:00 | buy | 5 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 18 | 2023.11.03 20:00 | modify | 5 | 0.10 | 149.496 | 147.996 | 150.996 | ||
| 19 | 2023.11.06 19:30 | buy | 6 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 20 | 2023.11.06 19:30 | modify | 6 | 0.10 | 149.967 | 149.721 | 150.996 | ||
| 21 | 2023.11.06 19:30 | modify | 5 | 0.10 | 149.496 | 149.721 | 150.996 | ||
| 22 | 2023.11.07 05:30 | buy | 7 | 0.10 | 150.330 | 0.000 | 0.000 | ||
| 23 | 2023.11.07 05:30 | modify | 7 | 0.10 | 150.330 | 149.871 | 150.996 | ||
| 24 | 2023.11.07 05:30 | buy | 8 | 0.10 | 150.330 | 0.000 | 0.000 | ||
| 25 | 2023.11.07 05:30 | modify | 8 | 0.10 | 150.330 | 150.021 | 150.996 | ||
| 26 | 2023.11.07 05:30 | modify | 6 | 0.10 | 149.967 | 150.021 | 150.996 | ||
| 27 | 2023.11.07 05:30 | modify | 5 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 28 | 2023.11.07 05:35 | modify | 7 | 0.10 | 150.330 | 150.021 | 150.996 | ||
| 29 | 2023.11.08 19:20 | t/p | 5 | 0.10 | 150.996 | 150.021 | 150.996 | 102.07 | 10351.44 |
| 30 | 2023.11.08 19:20 | t/p | 6 | 0.10 | 150.996 | 150.021 | 150.996 | 69.96 | 10421.40 |
| 31 | 2023.11.08 19:20 | t/p | 7 | 0.10 | 150.996 | 150.021 | 150.996 | 45.01 | 10466.41 |
| 32 | 2023.11.08 19:20 | t/p | 8 | 0.10 | 150.996 | 150.021 | 150.996 | 45.01 | 10511.42 |
| 33 | 2023.11.10 16:00 | sell | 9 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 34 | 2023.11.10 16:00 | modify | 9 | 0.10 | 151.474 | 152.974 | 149.974 | ||
| 35 | 2023.11.14 13:55 | sell | 10 | 0.10 | 151.000 | 0.000 | 0.000 | ||
| 36 | 2023.11.14 13:55 | modify | 10 | 0.10 | 151.000 | 151.249 | 149.974 | ||
| 37 | 2023.11.14 13:55 | modify | 9 | 0.10 | 151.474 | 151.249 | 149.974 | ||
| 38 | 2023.11.15 02:55 | sell | 11 | 0.10 | 150.631 | 0.000 | 0.000 | ||
| 39 | 2023.11.15 02:55 | modify | 11 | 0.10 | 150.631 | 151.099 | 149.974 | ||
| 40 | 2023.11.15 02:55 | sell | 12 | 0.10 | 150.631 | 0.000 | 0.000 | ||
| 41 | 2023.11.15 02:55 | modify | 12 | 0.10 | 150.631 | 150.949 | 149.974 | ||
| 42 | 2023.11.15 02:55 | modify | 10 | 0.10 | 151.000 | 150.949 | 149.974 | ||
| 43 | 2023.11.15 02:55 | modify | 9 | 0.10 | 151.474 | 150.949 | 149.974 | ||
| 44 | 2023.11.15 02:55 | modify | 11 | 0.10 | 150.631 | 150.949 | 149.974 | ||
| 45 | 2023.11.15 14:20 | s/l | 9 | 0.10 | 150.949 | 150.949 | 149.974 | 29.24 | 10540.66 |
| 46 | 2023.11.15 14:20 | s/l | 10 | 0.10 | 150.949 | 150.949 | 149.974 | 1.54 | 10542.19 |
| 47 | 2023.11.15 14:20 | s/l | 11 | 0.10 | 150.949 | 150.949 | 149.974 | -21.06 | 10521.13 |
| 48 | 2023.11.15 14:20 | s/l | 12 | 0.10 | 150.949 | 150.949 | 149.974 | -21.06 | 10500.07 |
| 49 | 2024.04.16 16:00 | sell | 13 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 50 | 2024.04.16 16:00 | modify | 13 | 0.10 | 154.573 | 156.073 | 153.073 | ||
| 51 | 2024.04.18 03:15 | sell | 14 | 0.10 | 154.110 | 0.000 | 0.000 | ||
| 52 | 2024.04.18 03:15 | modify | 14 | 0.10 | 154.110 | 154.348 | 153.073 | ||
| 53 | 2024.04.18 03:15 | modify | 13 | 0.10 | 154.573 | 154.348 | 153.073 | ||
| 54 | 2024.04.18 03:40 | s/l | 13 | 0.10 | 154.348 | 154.348 | 153.073 | 7.20 | 10507.28 |
| 55 | 2024.04.18 03:40 | s/l | 14 | 0.10 | 154.348 | 154.348 | 153.073 | -15.42 | 10491.86 |
| 56 | 2024.05.14 12:00 | sell | 15 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 57 | 2024.05.14 12:00 | modify | 15 | 0.10 | 156.450 | 157.950 | 154.950 | ||
| 58 | 2024.05.15 07:50 | sell | 16 | 0.10 | 155.989 | 0.000 | 0.000 | ||
| 59 | 2024.05.15 07:50 | modify | 16 | 0.10 | 155.989 | 156.225 | 154.950 | ||
| 60 | 2024.05.15 07:50 | modify | 15 | 0.10 | 156.450 | 156.225 | 154.950 | ||
| 61 | 2024.05.15 08:50 | sell | 17 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 62 | 2024.05.15 08:50 | modify | 17 | 0.10 | 155.623 | 156.075 | 154.950 | ||
| 63 | 2024.05.15 08:50 | sell | 18 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 64 | 2024.05.15 08:50 | modify | 18 | 0.10 | 155.623 | 155.925 | 154.950 | ||
| 65 | 2024.05.15 08:50 | modify | 16 | 0.10 | 155.989 | 155.925 | 154.950 | ||
| 66 | 2024.05.15 08:50 | modify | 15 | 0.10 | 156.450 | 155.925 | 154.950 | ||
| 67 | 2024.05.15 08:55 | modify | 17 | 0.10 | 155.623 | 155.925 | 154.950 | ||
| 68 | 2024.05.15 12:40 | t/p | 15 | 0.10 | 154.950 | 155.925 | 154.950 | 95.08 | 10586.93 |
| 69 | 2024.05.15 12:40 | t/p | 16 | 0.10 | 154.950 | 155.925 | 154.950 | 67.13 | 10654.06 |
| 70 | 2024.05.15 12:40 | t/p | 17 | 0.10 | 154.950 | 155.925 | 154.950 | 43.48 | 10697.54 |
| 71 | 2024.05.15 12:40 | t/p | 18 | 0.10 | 154.950 | 155.925 | 154.950 | 43.48 | 10741.02 |
| 72 | 2024.05.23 08:00 | sell | 19 | 0.10 | 156.757 | 0.000 | 0.000 | ||
| 73 | 2024.05.23 08:00 | modify | 19 | 0.10 | 156.757 | 158.257 | 155.257 | ||
| 74 | 2024.06.03 14:20 | sell | 20 | 0.10 | 156.306 | 0.000 | 0.000 | ||
| 75 | 2024.06.03 14:20 | modify | 20 | 0.10 | 156.306 | 156.532 | 155.257 | ||
| 76 | 2024.06.03 14:20 | modify | 19 | 0.10 | 156.757 | 156.532 | 155.257 | ||
| 77 | 2024.06.04 07:05 | sell | 21 | 0.10 | 155.905 | 0.000 | 0.000 | ||
| 78 | 2024.06.04 07:05 | modify | 21 | 0.10 | 155.905 | 156.382 | 155.257 | ||
| 79 | 2024.06.04 07:05 | sell | 22 | 0.10 | 155.905 | 0.000 | 0.000 | ||
| 80 | 2024.06.04 07:05 | modify | 22 | 0.10 | 155.905 | 156.232 | 155.257 | ||
| 81 | 2024.06.04 07:05 | modify | 20 | 0.10 | 156.306 | 156.232 | 155.257 | ||
| 82 | 2024.06.04 07:05 | modify | 19 | 0.10 | 156.757 | 156.232 | 155.257 | ||
| 83 | 2024.06.04 07:10 | modify | 21 | 0.10 | 155.905 | 156.232 | 155.257 | ||
| 84 | 2024.06.04 08:40 | t/p | 19 | 0.10 | 155.257 | 156.232 | 155.257 | 78.18 | 10819.20 |
| 85 | 2024.06.04 08:40 | t/p | 20 | 0.10 | 155.257 | 156.232 | 155.257 | 65.73 | 10884.93 |
| 86 | 2024.06.04 08:40 | t/p | 21 | 0.10 | 155.257 | 156.232 | 155.257 | 41.74 | 10926.67 |
| 87 | 2024.06.04 08:40 | t/p | 22 | 0.10 | 155.257 | 156.232 | 155.257 | 41.74 | 10968.41 |
| 88 | 2024.07.10 20:00 | sell | 23 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 89 | 2024.07.10 20:00 | modify | 23 | 0.10 | 161.734 | 163.234 | 160.234 | ||
| 90 | 2024.07.11 12:30 | t/p | 23 | 0.10 | 160.234 | 163.234 | 160.234 | 88.47 | 11056.87 |
| 91 | 2024.07.11 20:00 | buy | 24 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 20:00 | modify | 24 | 0.10 | 158.854 | 157.354 | 160.354 | ||
| 93 | 2024.07.11 22:40 | buy | 25 | 0.10 | 159.311 | 0.000 | 0.000 | ||
| 94 | 2024.07.11 22:40 | modify | 25 | 0.10 | 159.311 | 159.079 | 160.354 | ||
| 95 | 2024.07.11 22:40 | modify | 24 | 0.10 | 158.854 | 159.079 | 160.354 | ||
| 96 | 2024.07.11 23:20 | s/l | 24 | 0.10 | 159.079 | 159.079 | 160.354 | 14.16 | 11071.03 |
| 97 | 2024.07.11 23:20 | s/l | 25 | 0.10 | 159.079 | 159.079 | 160.354 | -14.61 | 11056.42 |
| 98 | 2024.07.30 12:00 | sell | 26 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 99 | 2024.07.30 12:00 | modify | 26 | 0.10 | 154.884 | 156.384 | 153.384 | ||
| 100 | 2024.07.30 15:10 | sell | 27 | 0.10 | 154.427 | 0.000 | 0.000 | ||
| 101 | 2024.07.30 15:10 | modify | 27 | 0.10 | 154.427 | 154.659 | 153.384 | ||
| 102 | 2024.07.30 15:10 | modify | 26 | 0.10 | 154.884 | 154.659 | 153.384 | ||
| 103 | 2024.07.30 16:40 | t/p | 26 | 0.10 | 153.384 | 154.659 | 153.384 | 97.93 | 11154.35 |
| 104 | 2024.07.30 16:40 | t/p | 27 | 0.10 | 153.384 | 154.659 | 153.384 | 68.09 | 11222.44 |