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=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 | 1908 | Ticks modelled | 44484351 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1089.20 | Gross profit | 1422.03 | Gross loss | -332.83 |
| Profit factor | 4.27 | Expected payoff | 27.93 | ||
| Absolute drawdown | 29.27 | Maximal drawdown | 206.28 (1.87%) | Relative drawdown | 1.87% (206.28) |
| Total trades | 39 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 24 (62.50%) |
| Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
| Largest | profit trade | 110.08 | loss trade | -70.97 | |
| Average | profit trade | 56.88 | loss trade | -23.77 | |
| Maximum | consecutive wins (profit in money) | 8 (492.52) | consecutive losses (loss in money) | 3 (-38.96) | |
| Maximal | consecutive profit (count of wins) | 492.52 (8) | consecutive loss (count of losses) | -116.81 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 09:50 | buy | 2 | 0.10 | 156.703 | 0.000 | 0.000 | ||
| 4 | 2023.10.04 09:50 | modify | 2 | 0.10 | 156.703 | 156.022 | 157.447 | ||
| 5 | 2023.10.04 09:50 | modify | 1 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 6 | 2023.10.06 04:16 | buy | 3 | 0.10 | 156.847 | 0.000 | 0.000 | ||
| 7 | 2023.10.06 04:16 | modify | 3 | 0.10 | 156.847 | 156.622 | 157.447 | ||
| 8 | 2023.10.06 04:16 | buy | 4 | 0.10 | 156.847 | 0.000 | 0.000 | ||
| 9 | 2023.10.06 04:16 | modify | 4 | 0.10 | 156.847 | 156.622 | 157.447 | ||
| 10 | 2023.10.06 04:16 | modify | 2 | 0.10 | 156.703 | 156.622 | 157.447 | ||
| 11 | 2023.10.06 04:16 | modify | 1 | 0.10 | 155.947 | 156.622 | 157.447 | ||
| 12 | 2023.10.06 11:49 | t/p | 1 | 0.10 | 157.447 | 156.622 | 157.447 | 110.08 | 10110.08 |
| 13 | 2023.10.06 11:49 | t/p | 2 | 0.10 | 157.447 | 156.622 | 157.447 | 55.70 | 10165.78 |
| 14 | 2023.10.06 11:49 | t/p | 3 | 0.10 | 157.447 | 156.622 | 157.447 | 42.58 | 10208.36 |
| 15 | 2023.10.06 11:49 | t/p | 4 | 0.10 | 157.447 | 156.622 | 157.447 | 42.58 | 10250.94 |
| 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 | 2023.10.31 17:08 | sell | 6 | 0.10 | 159.863 | 0.000 | 0.000 | ||
| 19 | 2023.10.31 17:08 | modify | 6 | 0.10 | 159.863 | 160.540 | 159.115 | ||
| 20 | 2023.10.31 17:08 | modify | 5 | 0.10 | 160.615 | 160.540 | 159.115 | ||
| 21 | 2023.11.01 08:19 | sell | 7 | 0.10 | 159.715 | 0.000 | 0.000 | ||
| 22 | 2023.11.01 08:19 | modify | 7 | 0.10 | 159.715 | 159.940 | 159.115 | ||
| 23 | 2023.11.01 08:19 | sell | 8 | 0.10 | 159.715 | 0.000 | 0.000 | ||
| 24 | 2023.11.01 08:19 | modify | 8 | 0.10 | 159.715 | 159.940 | 159.115 | ||
| 25 | 2023.11.01 08:19 | modify | 6 | 0.10 | 159.863 | 159.940 | 159.115 | ||
| 26 | 2023.11.01 08:19 | modify | 5 | 0.10 | 160.615 | 159.940 | 159.115 | ||
| 27 | 2023.11.01 15:58 | t/p | 5 | 0.10 | 159.115 | 159.940 | 159.115 | 104.89 | 10355.84 |
| 28 | 2023.11.01 15:58 | t/p | 6 | 0.10 | 159.115 | 159.940 | 159.115 | 51.52 | 10407.36 |
| 29 | 2023.11.01 15:58 | t/p | 7 | 0.10 | 159.115 | 159.940 | 159.115 | 42.58 | 10449.94 |
| 30 | 2023.11.01 15:58 | t/p | 8 | 0.10 | 159.115 | 159.940 | 159.115 | 42.58 | 10492.52 |
| 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 15:58 | s/l | 9 | 0.10 | 155.227 | 155.227 | 157.727 | -70.97 | 10421.55 |
| 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 12:49 | buy | 11 | 0.10 | 154.995 | 0.000 | 0.000 | ||
| 37 | 2023.12.14 12:49 | modify | 11 | 0.10 | 154.995 | 154.320 | 155.745 | ||
| 38 | 2023.12.14 12:49 | modify | 10 | 0.10 | 154.245 | 154.320 | 155.745 | ||
| 39 | 2023.12.14 13:19 | buy | 12 | 0.10 | 155.157 | 0.000 | 0.000 | ||
| 40 | 2023.12.14 13:19 | modify | 12 | 0.10 | 155.157 | 154.920 | 155.745 | ||
| 41 | 2023.12.14 13:19 | buy | 13 | 0.10 | 155.157 | 0.000 | 0.000 | ||
| 42 | 2023.12.14 13:19 | modify | 13 | 0.10 | 155.157 | 154.920 | 155.745 | ||
| 43 | 2023.12.14 13:19 | modify | 11 | 0.10 | 154.995 | 154.920 | 155.745 | ||
| 44 | 2023.12.14 13:19 | modify | 10 | 0.10 | 154.245 | 154.920 | 155.745 | ||
| 45 | 2023.12.14 13:29 | s/l | 10 | 0.10 | 154.920 | 154.920 | 155.745 | 47.91 | 10469.46 |
| 46 | 2023.12.14 13:29 | s/l | 11 | 0.10 | 154.920 | 154.920 | 155.745 | -5.32 | 10464.14 |
| 47 | 2023.12.14 13:29 | s/l | 12 | 0.10 | 154.920 | 154.920 | 155.745 | -16.82 | 10447.32 |
| 48 | 2023.12.14 13:29 | s/l | 13 | 0.10 | 154.920 | 154.920 | 155.745 | -16.82 | 10430.50 |
| 49 | 2023.12.19 12:00 | sell | 14 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 50 | 2023.12.19 12:00 | modify | 14 | 0.10 | 158.355 | 159.355 | 156.855 | ||
| 51 | 2023.12.19 16:31 | sell | 15 | 0.10 | 157.601 | 0.000 | 0.000 | ||
| 52 | 2023.12.19 16:31 | modify | 15 | 0.10 | 157.601 | 158.280 | 156.855 | ||
| 53 | 2023.12.19 16:31 | modify | 14 | 0.10 | 158.355 | 158.280 | 156.855 | ||
| 54 | 2023.12.20 04:27 | sell | 16 | 0.10 | 157.449 | 0.000 | 0.000 | ||
| 55 | 2023.12.20 04:27 | modify | 16 | 0.10 | 157.449 | 157.680 | 156.855 | ||
| 56 | 2023.12.20 04:27 | sell | 17 | 0.10 | 157.449 | 0.000 | 0.000 | ||
| 57 | 2023.12.20 04:27 | modify | 17 | 0.10 | 157.449 | 157.680 | 156.855 | ||
| 58 | 2023.12.20 04:27 | modify | 15 | 0.10 | 157.601 | 157.680 | 156.855 | ||
| 59 | 2023.12.20 04:27 | modify | 14 | 0.10 | 158.355 | 157.680 | 156.855 | ||
| 60 | 2023.12.20 11:50 | t/p | 14 | 0.10 | 156.855 | 157.680 | 156.855 | 104.89 | 10535.40 |
| 61 | 2023.12.20 11:50 | t/p | 15 | 0.10 | 156.855 | 157.680 | 156.855 | 51.38 | 10586.78 |
| 62 | 2023.12.20 11:50 | t/p | 16 | 0.10 | 156.855 | 157.680 | 156.855 | 42.16 | 10628.94 |
| 63 | 2023.12.20 11:50 | t/p | 17 | 0.10 | 156.855 | 157.680 | 156.855 | 42.16 | 10671.10 |
| 64 | 2024.04.29 04:00 | sell | 18 | 0.10 | 170.788 | 0.000 | 0.000 | ||
| 65 | 2024.04.29 04:00 | modify | 18 | 0.10 | 170.788 | 171.788 | 169.288 | ||
| 66 | 2024.04.29 04:05 | sell | 19 | 0.10 | 169.880 | 0.000 | 0.000 | ||
| 67 | 2024.04.29 04:05 | modify | 19 | 0.10 | 169.880 | 170.113 | 169.288 | ||
| 68 | 2024.04.29 04:05 | sell | 20 | 0.10 | 169.880 | 0.000 | 0.000 | ||
| 69 | 2024.04.29 04:05 | modify | 20 | 0.10 | 169.880 | 170.113 | 169.288 | ||
| 70 | 2024.04.29 04:05 | modify | 18 | 0.10 | 170.788 | 170.113 | 169.288 | ||
| 71 | 2024.04.29 04:06 | s/l | 18 | 0.10 | 170.113 | 170.113 | 169.288 | 47.90 | 10719.00 |
| 72 | 2024.04.29 04:06 | s/l | 19 | 0.10 | 170.113 | 170.113 | 169.288 | -16.53 | 10702.47 |
| 73 | 2024.04.29 04:06 | s/l | 20 | 0.10 | 170.113 | 170.113 | 169.288 | -16.53 | 10685.94 |
| 74 | 2024.05.02 16:00 | buy | 21 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 75 | 2024.05.02 16:00 | modify | 21 | 0.10 | 164.664 | 163.664 | 166.164 | ||
| 76 | 2024.05.06 00:06 | buy | 22 | 0.10 | 165.414 | 0.000 | 0.000 | ||
| 77 | 2024.05.06 00:06 | modify | 22 | 0.10 | 165.414 | 164.739 | 166.164 | ||
| 78 | 2024.05.06 00:06 | modify | 21 | 0.10 | 164.664 | 164.739 | 166.164 | ||
| 79 | 2024.05.06 02:08 | buy | 23 | 0.10 | 165.565 | 0.000 | 0.000 | ||
| 80 | 2024.05.06 02:08 | modify | 23 | 0.10 | 165.565 | 165.339 | 166.164 | ||
| 81 | 2024.05.06 02:08 | buy | 24 | 0.10 | 165.565 | 0.000 | 0.000 | ||
| 82 | 2024.05.06 02:08 | modify | 24 | 0.10 | 165.565 | 165.339 | 166.164 | ||
| 83 | 2024.05.06 02:08 | modify | 22 | 0.10 | 165.414 | 165.339 | 166.164 | ||
| 84 | 2024.05.06 02:08 | modify | 21 | 0.10 | 164.664 | 165.339 | 166.164 | ||
| 85 | 2024.05.07 01:29 | t/p | 21 | 0.10 | 166.164 | 165.339 | 166.164 | 108.61 | 10794.56 |
| 86 | 2024.05.07 01:29 | t/p | 22 | 0.10 | 166.164 | 165.339 | 166.164 | 53.94 | 10848.50 |
| 87 | 2024.05.07 01:29 | t/p | 23 | 0.10 | 166.164 | 165.339 | 166.164 | 43.23 | 10891.74 |
| 88 | 2024.05.07 01:29 | t/p | 24 | 0.10 | 166.164 | 165.339 | 166.164 | 43.23 | 10934.97 |
| 89 | 2024.07.11 16:00 | buy | 25 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 90 | 2024.07.11 16:00 | modify | 25 | 0.10 | 172.409 | 171.409 | 173.909 | ||
| 91 | 2024.07.11 23:05 | buy | 26 | 0.10 | 173.161 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 23:05 | modify | 26 | 0.10 | 173.161 | 172.484 | 173.909 | ||
| 93 | 2024.07.11 23:05 | modify | 25 | 0.10 | 172.409 | 172.484 | 173.909 | ||
| 94 | 2024.07.11 23:28 | s/l | 25 | 0.10 | 172.484 | 172.484 | 173.909 | 5.32 | 10940.29 |
| 95 | 2024.07.11 23:28 | s/l | 26 | 0.10 | 172.484 | 172.484 | 173.909 | -48.03 | 10892.26 |
| 96 | 2024.07.24 16:00 | buy | 27 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 97 | 2024.07.24 16:00 | modify | 27 | 0.10 | 166.491 | 165.491 | 167.991 | ||
| 98 | 2024.07.25 01:34 | s/l | 27 | 0.10 | 165.491 | 165.491 | 167.991 | -68.78 | 10823.49 |
| 99 | 2024.07.25 04:00 | buy | 28 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 100 | 2024.07.25 04:00 | modify | 28 | 0.10 | 165.183 | 164.183 | 166.683 | ||
| 101 | 2024.07.25 12:30 | buy | 29 | 0.10 | 165.939 | 0.000 | 0.000 | ||
| 102 | 2024.07.25 12:30 | modify | 29 | 0.10 | 165.939 | 165.258 | 166.683 | ||
| 103 | 2024.07.25 12:30 | modify | 28 | 0.10 | 165.183 | 165.258 | 166.683 | ||
| 104 | 2024.07.25 12:30 | buy | 30 | 0.10 | 166.098 | 0.000 | 0.000 | ||
| 105 | 2024.07.25 12:30 | modify | 30 | 0.10 | 166.098 | 165.858 | 166.683 | ||
| 106 | 2024.07.25 12:30 | buy | 31 | 0.10 | 166.098 | 0.000 | 0.000 | ||
| 107 | 2024.07.25 12:30 | modify | 31 | 0.10 | 166.098 | 165.858 | 166.683 | ||
| 108 | 2024.07.25 12:30 | modify | 29 | 0.10 | 165.939 | 165.858 | 166.683 | ||
| 109 | 2024.07.25 12:30 | modify | 28 | 0.10 | 165.183 | 165.858 | 166.683 | ||
| 110 | 2024.07.25 12:57 | t/p | 28 | 0.10 | 166.683 | 165.858 | 166.683 | 106.43 | 10929.92 |
| 111 | 2024.07.25 12:57 | t/p | 29 | 0.10 | 166.683 | 165.858 | 166.683 | 52.79 | 10982.71 |
| 112 | 2024.07.25 12:57 | t/p | 30 | 0.10 | 166.683 | 165.858 | 166.683 | 41.51 | 11024.22 |
| 113 | 2024.07.25 12:57 | t/p | 31 | 0.10 | 166.683 | 165.858 | 166.683 | 41.51 | 11065.73 |
| 114 | 2024.08.07 04:00 | sell | 32 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 115 | 2024.08.07 04:00 | modify | 32 | 0.10 | 160.604 | 161.604 | 159.104 | ||
| 116 | 2024.08.07 06:35 | sell | 33 | 0.10 | 159.851 | 0.000 | 0.000 | ||
| 117 | 2024.08.07 06:35 | modify | 33 | 0.10 | 159.851 | 160.529 | 159.104 | ||
| 118 | 2024.08.07 06:35 | modify | 32 | 0.10 | 160.604 | 160.529 | 159.104 | ||
| 119 | 2024.08.07 07:23 | sell | 34 | 0.10 | 159.704 | 0.000 | 0.000 | ||
| 120 | 2024.08.07 07:23 | modify | 34 | 0.10 | 159.704 | 159.929 | 159.104 | ||
| 121 | 2024.08.07 07:23 | sell | 35 | 0.10 | 159.704 | 0.000 | 0.000 | ||
| 122 | 2024.08.07 07:23 | modify | 35 | 0.10 | 159.704 | 159.929 | 159.104 | ||
| 123 | 2024.08.07 07:23 | modify | 33 | 0.10 | 159.851 | 159.929 | 159.104 | ||
| 124 | 2024.08.07 07:23 | modify | 32 | 0.10 | 160.604 | 159.929 | 159.104 | ||
| 125 | 2024.08.07 07:34 | s/l | 32 | 0.10 | 159.929 | 159.929 | 159.104 | 47.88 | 11113.61 |
| 126 | 2024.08.07 07:34 | s/l | 33 | 0.10 | 159.929 | 159.929 | 159.104 | -5.54 | 11108.07 |
| 127 | 2024.08.07 07:34 | s/l | 34 | 0.10 | 159.929 | 159.929 | 159.104 | -15.97 | 11092.10 |
| 128 | 2024.08.07 07:34 | s/l | 35 | 0.10 | 159.929 | 159.929 | 159.104 | -15.97 | 11076.13 |
| 129 | 2024.08.19 08:00 | buy | 36 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 130 | 2024.08.19 08:00 | modify | 36 | 0.10 | 161.365 | 160.365 | 162.865 | ||
| 131 | 2024.08.19 14:10 | buy | 37 | 0.10 | 162.120 | 0.000 | 0.000 | ||
| 132 | 2024.08.19 14:10 | modify | 37 | 0.10 | 162.120 | 161.440 | 162.865 | ||
| 133 | 2024.08.19 14:10 | modify | 36 | 0.10 | 161.365 | 161.440 | 162.865 | ||
| 134 | 2024.08.19 15:41 | buy | 38 | 0.10 | 162.266 | 0.000 | 0.000 | ||
| 135 | 2024.08.19 15:41 | modify | 38 | 0.10 | 162.266 | 162.040 | 162.865 | ||
| 136 | 2024.08.19 15:41 | buy | 39 | 0.10 | 162.266 | 0.000 | 0.000 | ||
| 137 | 2024.08.19 15:41 | modify | 39 | 0.10 | 162.266 | 162.040 | 162.865 | ||
| 138 | 2024.08.19 15:41 | modify | 37 | 0.10 | 162.120 | 162.040 | 162.865 | ||
| 139 | 2024.08.19 15:41 | modify | 36 | 0.10 | 161.365 | 162.040 | 162.865 | ||
| 140 | 2024.08.20 00:50 | s/l | 36 | 0.10 | 162.040 | 162.040 | 162.865 | 48.62 | 11124.75 |
| 141 | 2024.08.20 00:50 | s/l | 37 | 0.10 | 162.040 | 162.040 | 162.865 | -4.95 | 11119.81 |
| 142 | 2024.08.20 00:50 | s/l | 38 | 0.10 | 162.040 | 162.040 | 162.865 | -15.31 | 11104.50 |
| 143 | 2024.08.20 00:50 | s/l | 39 | 0.10 | 162.040 | 162.040 | 162.865 | -15.31 | 11089.20 |