Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2613 | Ticks modelled | 79619 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 557.26 | Gross profit | 730.09 | Gross loss | -172.83 |
| Profit factor | 4.22 | Expected payoff | 25.33 | ||
| Absolute drawdown | 69.54 | Maximal drawdown | 136.42 (8.94%) | Relative drawdown | 8.94% (136.42) |
| Total trades | 22 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
| Largest | profit trade | 91.79 | loss trade | -90.48 | |
| Average | profit trade | 56.16 | loss trade | -19.20 | |
| Maximum | consecutive wins (profit in money) | 5 (272.23) | consecutive losses (loss in money) | 3 (-27.84) | |
| Maximal | consecutive profit (count of wins) | 272.23 (5) | consecutive loss (count of losses) | -90.48 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.27 00:00 | sell | 1 | 0.10 | 157.339 | 0.000 | 0.000 | ||
| 2 | 2023.12.27 00:00 | modify | 1 | 0.10 | 157.339 | 158.739 | 155.939 | ||
| 3 | 2023.12.28 05:40 | sell | 2 | 0.10 | 156.767 | 0.000 | 0.000 | ||
| 4 | 2023.12.28 05:40 | modify | 2 | 0.10 | 156.767 | 156.989 | 155.939 | ||
| 5 | 2023.12.28 05:40 | sell | 3 | 0.10 | 156.767 | 0.000 | 0.000 | ||
| 6 | 2023.12.28 05:40 | modify | 3 | 0.10 | 156.767 | 156.989 | 155.939 | ||
| 7 | 2023.12.28 05:40 | modify | 1 | 0.10 | 157.339 | 156.989 | 155.939 | ||
| 8 | 2023.12.28 09:55 | sell | 4 | 0.10 | 156.633 | 0.000 | 0.000 | ||
| 9 | 2023.12.28 09:55 | modify | 4 | 0.10 | 156.633 | 156.849 | 155.939 | ||
| 10 | 2023.12.28 09:55 | modify | 3 | 0.10 | 156.767 | 156.849 | 155.939 | ||
| 11 | 2023.12.28 09:55 | modify | 2 | 0.10 | 156.767 | 156.849 | 155.939 | ||
| 12 | 2023.12.28 09:55 | modify | 1 | 0.10 | 157.339 | 156.849 | 155.939 | ||
| 13 | 2023.12.28 15:05 | t/p | 1 | 0.10 | 155.939 | 156.849 | 155.939 | 86.27 | 1086.27 |
| 14 | 2023.12.28 15:05 | t/p | 2 | 0.10 | 155.939 | 156.849 | 155.939 | 53.51 | 1139.78 |
| 15 | 2023.12.28 15:05 | t/p | 3 | 0.10 | 155.939 | 156.849 | 155.939 | 53.51 | 1193.29 |
| 16 | 2023.12.28 15:05 | t/p | 4 | 0.10 | 155.939 | 156.849 | 155.939 | 44.85 | 1238.14 |
| 17 | 2024.01.17 12:00 | sell | 5 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 18 | 2024.01.17 12:00 | modify | 5 | 0.10 | 160.643 | 162.043 | 159.243 | ||
| 19 | 2024.01.25 15:20 | sell | 6 | 0.10 | 159.914 | 0.000 | 0.000 | ||
| 20 | 2024.01.25 15:20 | modify | 6 | 0.10 | 159.914 | 160.153 | 159.243 | ||
| 21 | 2024.01.25 15:20 | modify | 5 | 0.10 | 160.643 | 160.153 | 159.243 | ||
| 22 | 2024.01.25 16:45 | sell | 7 | 0.10 | 160.057 | 0.000 | 0.000 | ||
| 23 | 2024.01.25 16:45 | modify | 7 | 0.10 | 160.057 | 160.293 | 159.243 | ||
| 24 | 2024.01.25 16:45 | sell | 8 | 0.10 | 160.057 | 0.000 | 0.000 | ||
| 25 | 2024.01.25 16:45 | modify | 8 | 0.10 | 160.057 | 160.293 | 159.243 | ||
| 26 | 2024.01.25 16:50 | modify | 8 | 0.10 | 160.057 | 160.153 | 159.243 | ||
| 27 | 2024.01.25 16:50 | modify | 7 | 0.10 | 160.057 | 160.153 | 159.243 | ||
| 28 | 2024.01.25 17:20 | s/l | 5 | 0.10 | 160.153 | 160.153 | 159.243 | 17.65 | 1255.79 |
| 29 | 2024.01.25 17:20 | s/l | 6 | 0.10 | 160.153 | 160.153 | 159.243 | -15.44 | 1240.35 |
| 30 | 2024.01.25 17:20 | s/l | 7 | 0.10 | 160.153 | 160.153 | 159.243 | -6.20 | 1234.15 |
| 31 | 2024.01.25 17:20 | s/l | 8 | 0.10 | 160.153 | 160.153 | 159.243 | -6.20 | 1227.95 |
| 32 | 2024.04.18 16:00 | sell | 9 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 33 | 2024.04.18 16:00 | modify | 9 | 0.10 | 164.813 | 166.213 | 163.413 | ||
| 34 | 2024.04.19 02:30 | t/p | 9 | 0.10 | 163.413 | 166.213 | 163.413 | 89.07 | 1317.02 |
| 35 | 2024.04.26 12:00 | sell | 10 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 36 | 2024.04.26 12:00 | modify | 10 | 0.10 | 168.028 | 169.428 | 166.628 | ||
| 37 | 2024.04.28 22:33 | s/l | 10 | 0.10 | 169.428 | 169.428 | 166.628 | -90.48 | 1226.54 |
| 38 | 2024.05.29 00:00 | sell | 11 | 0.10 | 170.659 | 0.000 | 0.000 | ||
| 39 | 2024.05.29 00:00 | modify | 11 | 0.10 | 170.659 | 172.059 | 169.259 | ||
| 40 | 2024.05.30 00:20 | sell | 12 | 0.10 | 170.099 | 0.000 | 0.000 | ||
| 41 | 2024.05.30 00:20 | modify | 12 | 0.10 | 170.099 | 170.309 | 169.259 | ||
| 42 | 2024.05.30 00:20 | sell | 13 | 0.10 | 170.099 | 0.000 | 0.000 | ||
| 43 | 2024.05.30 00:20 | modify | 13 | 0.10 | 170.099 | 170.309 | 169.259 | ||
| 44 | 2024.05.30 00:20 | modify | 11 | 0.10 | 170.659 | 170.309 | 169.259 | ||
| 45 | 2024.05.30 01:25 | sell | 14 | 0.10 | 169.956 | 0.000 | 0.000 | ||
| 46 | 2024.05.30 01:25 | modify | 14 | 0.10 | 169.956 | 170.169 | 169.259 | ||
| 47 | 2024.05.30 01:25 | modify | 13 | 0.10 | 170.099 | 170.169 | 169.259 | ||
| 48 | 2024.05.30 01:25 | modify | 12 | 0.10 | 170.099 | 170.169 | 169.259 | ||
| 49 | 2024.05.30 01:25 | modify | 11 | 0.10 | 170.659 | 170.169 | 169.259 | ||
| 50 | 2024.05.30 06:30 | t/p | 11 | 0.10 | 169.259 | 170.169 | 169.259 | 86.27 | 1312.81 |
| 51 | 2024.05.30 06:30 | t/p | 12 | 0.10 | 169.259 | 170.169 | 169.259 | 54.29 | 1367.10 |
| 52 | 2024.05.30 06:30 | t/p | 13 | 0.10 | 169.259 | 170.169 | 169.259 | 54.29 | 1421.39 |
| 53 | 2024.05.30 06:30 | t/p | 14 | 0.10 | 169.259 | 170.169 | 169.259 | 45.05 | 1466.44 |
| 54 | 2024.06.10 16:00 | buy | 15 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 55 | 2024.06.10 16:00 | modify | 15 | 0.10 | 168.734 | 167.334 | 170.134 | ||
| 56 | 2024.06.11 00:40 | buy | 16 | 0.10 | 169.301 | 0.000 | 0.000 | ||
| 57 | 2024.06.11 00:40 | modify | 16 | 0.10 | 169.301 | 169.084 | 170.134 | ||
| 58 | 2024.06.11 00:40 | buy | 17 | 0.10 | 169.301 | 0.000 | 0.000 | ||
| 59 | 2024.06.11 00:40 | modify | 17 | 0.10 | 169.301 | 169.084 | 170.134 | ||
| 60 | 2024.06.11 00:40 | modify | 15 | 0.10 | 168.734 | 169.084 | 170.134 | ||
| 61 | 2024.06.11 03:15 | buy | 18 | 0.10 | 169.438 | 0.000 | 0.000 | ||
| 62 | 2024.06.11 03:15 | modify | 18 | 0.10 | 169.438 | 169.224 | 170.134 | ||
| 63 | 2024.06.11 03:15 | modify | 17 | 0.10 | 169.301 | 169.224 | 170.134 | ||
| 64 | 2024.06.11 03:15 | modify | 16 | 0.10 | 169.301 | 169.224 | 170.134 | ||
| 65 | 2024.06.11 03:15 | modify | 15 | 0.10 | 168.734 | 169.224 | 170.134 | ||
| 66 | 2024.06.11 08:20 | s/l | 15 | 0.10 | 169.224 | 169.224 | 170.134 | 32.32 | 1498.77 |
| 67 | 2024.06.11 08:20 | s/l | 16 | 0.10 | 169.224 | 169.224 | 170.134 | -4.98 | 1493.79 |
| 68 | 2024.06.11 08:20 | s/l | 17 | 0.10 | 169.224 | 169.224 | 170.134 | -4.98 | 1488.81 |
| 69 | 2024.06.11 08:20 | s/l | 18 | 0.10 | 169.224 | 169.224 | 170.134 | -13.83 | 1474.98 |
| 70 | 2024.08.12 16:00 | sell | 19 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 71 | 2024.08.12 16:00 | modify | 19 | 0.10 | 161.232 | 162.632 | 159.832 | ||
| 72 | 2024.08.12 23:50 | sell | 20 | 0.10 | 160.666 | 0.000 | 0.000 | ||
| 73 | 2024.08.12 23:50 | modify | 20 | 0.10 | 160.666 | 160.882 | 159.832 | ||
| 74 | 2024.08.12 23:50 | sell | 21 | 0.10 | 160.666 | 0.000 | 0.000 | ||
| 75 | 2024.08.12 23:50 | modify | 21 | 0.10 | 160.666 | 160.882 | 159.832 | ||
| 76 | 2024.08.12 23:50 | modify | 19 | 0.10 | 161.232 | 160.882 | 159.832 | ||
| 77 | 2024.08.13 00:30 | s/l | 19 | 0.10 | 160.882 | 160.882 | 159.832 | 21.22 | 1496.19 |
| 78 | 2024.08.13 00:30 | s/l | 20 | 0.10 | 160.882 | 160.882 | 159.832 | -15.36 | 1480.83 |
| 79 | 2024.08.13 00:30 | s/l | 21 | 0.10 | 160.882 | 160.882 | 159.832 | -15.36 | 1465.47 |
| 80 | 2024.09.13 08:00 | buy | 22 | 0.10 | 156.341 | 0.000 | 0.000 | ||
| 81 | 2024.09.13 08:00 | modify | 22 | 0.10 | 156.341 | 154.941 | 157.741 | ||
| 82 | 2024.09.17 14:40 | t/p | 22 | 0.10 | 157.741 | 154.941 | 157.741 | 91.79 | 1557.26 |