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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 79207 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1490.38 | Gross profit | 1712.31 | Gross loss | -221.93 |
| Profit factor | 7.72 | Expected payoff | 42.58 | ||
| Absolute drawdown | 29.69 | Maximal drawdown | 205.62 (1.76%) | Relative drawdown | 1.76% (205.62) |
| Total trades | 35 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 23 (65.22%) |
| Profit trades (% of total) | 27 (77.14%) | Loss trades (% of total) | 8 (22.86%) | ||
| Largest | profit trade | 110.03 | loss trade | -70.94 | |
| Average | profit trade | 63.42 | loss trade | -27.74 | |
| Maximum | consecutive wins (profit in money) | 12 (798.04) | consecutive losses (loss in money) | 4 (-110.56) | |
| Maximal | consecutive profit (count of wins) | 798.04 (12) | consecutive loss (count of losses) | -110.56 (4) | |
| Average | consecutive wins | 9 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.03 16:00 | buy | 1 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 2 | 2023.10.03 16:00 | modify | 1 | 0.10 | 155.947 | 154.947 | 157.447 | ||
| 3 | 2023.10.04 09:40 | buy | 2 | 0.10 | 156.709 | 0.000 | 0.000 | ||
| 4 | 2023.10.04 09:40 | modify | 2 | 0.10 | 156.709 | 156.022 | 157.447 | ||
| 5 | 2023.10.04 09:40 | modify | 1 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 6 | 2023.10.06 04:40 | buy | 3 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 7 | 2023.10.06 04:40 | modify | 3 | 0.10 | 156.861 | 156.622 | 157.447 | ||
| 8 | 2023.10.06 04:40 | buy | 4 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 9 | 2023.10.06 04:40 | modify | 4 | 0.10 | 156.861 | 156.622 | 157.447 | ||
| 10 | 2023.10.06 04:40 | modify | 2 | 0.10 | 156.709 | 156.622 | 157.447 | ||
| 11 | 2023.10.06 04:40 | modify | 1 | 0.10 | 155.947 | 156.622 | 157.447 | ||
| 12 | 2023.10.06 11:40 | t/p | 1 | 0.10 | 157.447 | 156.622 | 157.447 | 110.03 | 10110.03 |
| 13 | 2023.10.06 11:40 | t/p | 2 | 0.10 | 157.447 | 156.622 | 157.447 | 55.25 | 10165.28 |
| 14 | 2023.10.06 11:40 | t/p | 3 | 0.10 | 157.447 | 156.622 | 157.447 | 41.57 | 10206.85 |
| 15 | 2023.10.06 11:40 | t/p | 4 | 0.10 | 157.447 | 156.622 | 157.447 | 41.57 | 10248.42 |
| 16 | 2023.10.31 12:00 | sell | 5 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 17 | 2023.10.31 12:00 | modify | 5 | 0.10 | 160.615 | 161.615 | 159.115 | ||
| 18 | 2023.11.01 02:20 | sell | 6 | 0.10 | 159.852 | 0.000 | 0.000 | ||
| 19 | 2023.11.01 02:20 | modify | 6 | 0.10 | 159.852 | 160.540 | 159.115 | ||
| 20 | 2023.11.01 02:20 | modify | 5 | 0.10 | 160.615 | 160.540 | 159.115 | ||
| 21 | 2023.11.01 09:10 | sell | 7 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 22 | 2023.11.01 09:10 | modify | 7 | 0.10 | 159.714 | 159.940 | 159.115 | ||
| 23 | 2023.11.01 09:10 | sell | 8 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 24 | 2023.11.01 09:10 | modify | 8 | 0.10 | 159.714 | 159.940 | 159.115 | ||
| 25 | 2023.11.01 09:10 | modify | 6 | 0.10 | 159.852 | 159.940 | 159.115 | ||
| 26 | 2023.11.01 09:10 | modify | 5 | 0.10 | 160.615 | 159.940 | 159.115 | ||
| 27 | 2023.11.01 15:40 | t/p | 5 | 0.10 | 159.115 | 159.940 | 159.115 | 104.84 | 10353.27 |
| 28 | 2023.11.01 15:40 | t/p | 6 | 0.10 | 159.115 | 159.940 | 159.115 | 52.28 | 10405.55 |
| 29 | 2023.11.01 15:40 | t/p | 7 | 0.10 | 159.115 | 159.940 | 159.115 | 42.49 | 10448.04 |
| 30 | 2023.11.01 15:40 | t/p | 8 | 0.10 | 159.115 | 159.940 | 159.115 | 42.49 | 10490.53 |
| 31 | 2023.12.07 12:00 | buy | 9 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 32 | 2023.12.07 12:00 | modify | 9 | 0.10 | 156.227 | 155.227 | 157.727 | ||
| 33 | 2023.12.07 15:40 | s/l | 9 | 0.10 | 155.227 | 155.227 | 157.727 | -70.94 | 10419.59 |
| 34 | 2023.12.14 04:00 | buy | 10 | 0.10 | 154.245 | 0.000 | 0.000 | ||
| 35 | 2023.12.14 04:00 | modify | 10 | 0.10 | 154.245 | 153.245 | 155.745 | ||
| 36 | 2023.12.14 12:50 | buy | 11 | 0.10 | 155.002 | 0.000 | 0.000 | ||
| 37 | 2023.12.14 12:50 | modify | 11 | 0.10 | 155.002 | 154.320 | 155.745 | ||
| 38 | 2023.12.14 12:50 | modify | 10 | 0.10 | 154.245 | 154.320 | 155.745 | ||
| 39 | 2023.12.14 14:40 | t/p | 10 | 0.10 | 155.745 | 154.320 | 155.745 | 106.40 | 10525.99 |
| 40 | 2023.12.14 14:40 | t/p | 11 | 0.10 | 155.745 | 154.320 | 155.745 | 52.70 | 10578.69 |
| 41 | 2023.12.19 12:00 | sell | 12 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 42 | 2023.12.19 12:00 | modify | 12 | 0.10 | 158.355 | 159.355 | 156.855 | ||
| 43 | 2023.12.19 16:40 | sell | 13 | 0.10 | 157.594 | 0.000 | 0.000 | ||
| 44 | 2023.12.19 16:40 | modify | 13 | 0.10 | 157.594 | 158.280 | 156.855 | ||
| 45 | 2023.12.19 16:40 | modify | 12 | 0.10 | 158.355 | 158.280 | 156.855 | ||
| 46 | 2023.12.20 05:55 | sell | 14 | 0.10 | 157.440 | 0.000 | 0.000 | ||
| 47 | 2023.12.20 05:55 | modify | 14 | 0.10 | 157.440 | 157.680 | 156.855 | ||
| 48 | 2023.12.20 05:55 | sell | 15 | 0.10 | 157.440 | 0.000 | 0.000 | ||
| 49 | 2023.12.20 05:55 | modify | 15 | 0.10 | 157.440 | 157.680 | 156.855 | ||
| 50 | 2023.12.20 05:55 | modify | 13 | 0.10 | 157.594 | 157.680 | 156.855 | ||
| 51 | 2023.12.20 05:55 | modify | 12 | 0.10 | 158.355 | 157.680 | 156.855 | ||
| 52 | 2023.12.20 11:40 | t/p | 12 | 0.10 | 156.855 | 157.680 | 156.855 | 104.84 | 10683.53 |
| 53 | 2023.12.20 11:40 | t/p | 13 | 0.10 | 156.855 | 157.680 | 156.855 | 50.86 | 10734.40 |
| 54 | 2023.12.20 11:40 | t/p | 14 | 0.10 | 156.855 | 157.680 | 156.855 | 41.49 | 10775.89 |
| 55 | 2023.12.20 11:40 | t/p | 15 | 0.10 | 156.855 | 157.680 | 156.855 | 41.49 | 10817.38 |
| 56 | 2024.04.29 04:00 | sell | 16 | 0.10 | 170.788 | 0.000 | 0.000 | ||
| 57 | 2024.04.29 04:00 | modify | 16 | 0.10 | 170.788 | 171.788 | 169.288 | ||
| 58 | 2024.04.29 04:30 | t/p | 16 | 0.10 | 169.288 | 171.788 | 169.288 | 106.40 | 10923.78 |
| 59 | 2024.05.02 16:00 | buy | 17 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 60 | 2024.05.02 16:00 | modify | 17 | 0.10 | 164.664 | 163.664 | 166.164 | ||
| 61 | 2024.05.06 00:15 | buy | 18 | 0.10 | 165.438 | 0.000 | 0.000 | ||
| 62 | 2024.05.06 00:15 | modify | 18 | 0.10 | 165.438 | 164.739 | 166.164 | ||
| 63 | 2024.05.06 00:15 | modify | 17 | 0.10 | 164.664 | 164.739 | 166.164 | ||
| 64 | 2024.05.06 03:10 | buy | 19 | 0.10 | 165.579 | 0.000 | 0.000 | ||
| 65 | 2024.05.06 03:10 | modify | 19 | 0.10 | 165.579 | 165.339 | 166.164 | ||
| 66 | 2024.05.06 03:10 | buy | 20 | 0.10 | 165.579 | 0.000 | 0.000 | ||
| 67 | 2024.05.06 03:10 | modify | 20 | 0.10 | 165.579 | 165.339 | 166.164 | ||
| 68 | 2024.05.06 03:10 | modify | 18 | 0.10 | 165.438 | 165.339 | 166.164 | ||
| 69 | 2024.05.06 03:10 | modify | 17 | 0.10 | 164.664 | 165.339 | 166.164 | ||
| 70 | 2024.05.07 01:40 | t/p | 17 | 0.10 | 166.164 | 165.339 | 166.164 | 108.57 | 11032.35 |
| 71 | 2024.05.07 01:40 | t/p | 18 | 0.10 | 166.164 | 165.339 | 166.164 | 52.22 | 11084.58 |
| 72 | 2024.05.07 01:40 | t/p | 19 | 0.10 | 166.164 | 165.339 | 166.164 | 42.22 | 11126.80 |
| 73 | 2024.05.07 01:40 | t/p | 20 | 0.10 | 166.164 | 165.339 | 166.164 | 42.22 | 11169.03 |
| 74 | 2024.07.11 16:00 | buy | 21 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 75 | 2024.07.11 16:00 | modify | 21 | 0.10 | 172.409 | 171.409 | 173.909 | ||
| 76 | 2024.07.12 01:40 | buy | 22 | 0.10 | 173.187 | 0.000 | 0.000 | ||
| 77 | 2024.07.12 01:40 | modify | 22 | 0.10 | 173.187 | 172.484 | 173.909 | ||
| 78 | 2024.07.12 01:40 | modify | 21 | 0.10 | 172.409 | 172.484 | 173.909 | ||
| 79 | 2024.07.12 09:40 | buy | 23 | 0.10 | 173.327 | 0.000 | 0.000 | ||
| 80 | 2024.07.12 09:40 | modify | 23 | 0.10 | 173.327 | 173.084 | 173.909 | ||
| 81 | 2024.07.12 09:40 | buy | 24 | 0.10 | 173.327 | 0.000 | 0.000 | ||
| 82 | 2024.07.12 09:40 | modify | 24 | 0.10 | 173.327 | 173.084 | 173.909 | ||
| 83 | 2024.07.12 09:40 | modify | 22 | 0.10 | 173.187 | 173.084 | 173.909 | ||
| 84 | 2024.07.12 09:40 | modify | 21 | 0.10 | 172.409 | 173.084 | 173.909 | ||
| 85 | 2024.07.12 11:40 | s/l | 21 | 0.10 | 173.084 | 173.084 | 173.909 | 48.60 | 11217.63 |
| 86 | 2024.07.12 11:40 | s/l | 22 | 0.10 | 173.084 | 173.084 | 173.909 | -7.31 | 11210.32 |
| 87 | 2024.07.12 11:40 | s/l | 23 | 0.10 | 173.084 | 173.084 | 173.909 | -17.24 | 11193.08 |
| 88 | 2024.07.12 11:40 | s/l | 24 | 0.10 | 173.084 | 173.084 | 173.909 | -17.24 | 11175.84 |
| 89 | 2024.07.24 16:00 | buy | 25 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 90 | 2024.07.24 16:00 | modify | 25 | 0.10 | 166.491 | 165.491 | 167.991 | ||
| 91 | 2024.07.25 01:40 | s/l | 25 | 0.10 | 165.491 | 165.491 | 167.991 | -68.77 | 11107.08 |
| 92 | 2024.07.25 04:00 | buy | 26 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 93 | 2024.07.25 04:00 | modify | 26 | 0.10 | 165.183 | 164.183 | 166.683 | ||
| 94 | 2024.07.25 12:20 | buy | 27 | 0.10 | 166.099 | 0.000 | 0.000 | ||
| 95 | 2024.07.25 12:20 | modify | 27 | 0.10 | 166.099 | 165.858 | 166.683 | ||
| 96 | 2024.07.25 12:20 | buy | 28 | 0.10 | 166.099 | 0.000 | 0.000 | ||
| 97 | 2024.07.25 12:20 | modify | 28 | 0.10 | 166.099 | 165.858 | 166.683 | ||
| 98 | 2024.07.25 12:20 | modify | 26 | 0.10 | 165.183 | 165.858 | 166.683 | ||
| 99 | 2024.07.25 12:40 | t/p | 26 | 0.10 | 166.683 | 165.858 | 166.683 | 106.41 | 11213.49 |
| 100 | 2024.07.25 12:40 | t/p | 27 | 0.10 | 166.683 | 165.858 | 166.683 | 41.43 | 11254.92 |
| 101 | 2024.07.25 12:40 | t/p | 28 | 0.10 | 166.683 | 165.858 | 166.683 | 41.43 | 11296.35 |
| 102 | 2024.08.07 04:00 | sell | 29 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 103 | 2024.08.07 04:00 | modify | 29 | 0.10 | 160.604 | 161.604 | 159.104 | ||
| 104 | 2024.08.08 00:20 | sell | 30 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 105 | 2024.08.08 00:20 | modify | 30 | 0.10 | 159.697 | 159.929 | 159.104 | ||
| 106 | 2024.08.08 00:20 | sell | 31 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 107 | 2024.08.08 00:20 | modify | 31 | 0.10 | 159.697 | 159.929 | 159.104 | ||
| 108 | 2024.08.08 00:20 | modify | 29 | 0.10 | 160.604 | 159.929 | 159.104 | ||
| 109 | 2024.08.08 00:40 | t/p | 29 | 0.10 | 159.104 | 159.929 | 159.104 | 101.73 | 11398.08 |
| 110 | 2024.08.08 00:40 | t/p | 30 | 0.10 | 159.104 | 159.929 | 159.104 | 42.06 | 11440.14 |
| 111 | 2024.08.08 00:40 | t/p | 31 | 0.10 | 159.104 | 159.929 | 159.104 | 42.06 | 11482.20 |
| 112 | 2024.08.19 08:00 | buy | 32 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 113 | 2024.08.19 08:00 | modify | 32 | 0.10 | 161.365 | 160.365 | 162.865 | ||
| 114 | 2024.08.19 14:40 | buy | 33 | 0.10 | 162.133 | 0.000 | 0.000 | ||
| 115 | 2024.08.19 14:40 | modify | 33 | 0.10 | 162.133 | 161.440 | 162.865 | ||
| 116 | 2024.08.19 14:40 | modify | 32 | 0.10 | 161.365 | 161.440 | 162.865 | ||
| 117 | 2024.08.19 15:50 | buy | 34 | 0.10 | 162.294 | 0.000 | 0.000 | ||
| 118 | 2024.08.19 15:50 | modify | 34 | 0.10 | 162.294 | 162.040 | 162.865 | ||
| 119 | 2024.08.19 15:50 | buy | 35 | 0.10 | 162.294 | 0.000 | 0.000 | ||
| 120 | 2024.08.19 15:50 | modify | 35 | 0.10 | 162.294 | 162.040 | 162.865 | ||
| 121 | 2024.08.19 15:50 | modify | 33 | 0.10 | 162.133 | 162.040 | 162.865 | ||
| 122 | 2024.08.19 15:50 | modify | 32 | 0.10 | 161.365 | 162.040 | 162.865 | ||
| 123 | 2024.08.20 00:40 | s/l | 32 | 0.10 | 162.040 | 162.040 | 162.865 | 48.61 | 11530.81 |
| 124 | 2024.08.20 00:40 | s/l | 33 | 0.10 | 162.040 | 162.040 | 162.865 | -5.87 | 11524.95 |
| 125 | 2024.08.20 00:40 | s/l | 34 | 0.10 | 162.040 | 162.040 | 162.865 | -17.29 | 11507.66 |
| 126 | 2024.08.20 00:40 | s/l | 35 | 0.10 | 162.040 | 162.040 | 162.865 | -17.29 | 11490.38 |