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 | 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=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 | 1913 | Ticks modelled | 47361285 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 627.14 | Gross profit | 820.63 | Gross loss | -193.49 |
| Profit factor | 4.24 | Expected payoff | 23.23 | ||
| Absolute drawdown | 69.51 | Maximal drawdown | 136.01 (8.11%) | Relative drawdown | 8.96% (98.96) |
| Total trades | 27 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
| Largest | profit trade | 89.09 | loss trade | -90.50 | |
| Average | profit trade | 51.29 | loss trade | -17.59 | |
| Maximum | consecutive wins (profit in money) | 5 (272.48) | consecutive losses (loss in money) | 3 (-22.75) | |
| Maximal | consecutive profit (count of wins) | 272.48 (5) | consecutive loss (count of losses) | -90.50 (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 05:58 | sell | 2 | 0.10 | 156.778 | 0.000 | 0.000 | ||
| 4 | 2023.12.28 05:58 | modify | 2 | 0.10 | 156.778 | 156.989 | 155.939 | ||
| 5 | 2023.12.28 05:58 | sell | 3 | 0.10 | 156.778 | 0.000 | 0.000 | ||
| 6 | 2023.12.28 05:58 | modify | 3 | 0.10 | 156.778 | 156.989 | 155.939 | ||
| 7 | 2023.12.28 05:58 | modify | 1 | 0.10 | 157.339 | 156.989 | 155.939 | ||
| 8 | 2023.12.28 07:09 | sell | 4 | 0.10 | 156.626 | 0.000 | 0.000 | ||
| 9 | 2023.12.28 07:09 | modify | 4 | 0.10 | 156.626 | 156.849 | 155.939 | ||
| 10 | 2023.12.28 07:09 | modify | 3 | 0.10 | 156.778 | 156.849 | 155.939 | ||
| 11 | 2023.12.28 07:09 | modify | 2 | 0.10 | 156.778 | 156.849 | 155.939 | ||
| 12 | 2023.12.28 07:09 | modify | 1 | 0.10 | 157.339 | 156.849 | 155.939 | ||
| 13 | 2023.12.28 15:33 | t/p | 1 | 0.10 | 155.939 | 156.849 | 155.939 | 86.24 | 1086.24 |
| 14 | 2023.12.28 15:33 | t/p | 2 | 0.10 | 155.939 | 156.849 | 155.939 | 54.20 | 1140.44 |
| 15 | 2023.12.28 15:33 | t/p | 3 | 0.10 | 155.939 | 156.849 | 155.939 | 54.20 | 1194.64 |
| 16 | 2023.12.28 15:33 | t/p | 4 | 0.10 | 155.939 | 156.849 | 155.939 | 44.39 | 1239.03 |
| 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 | 2024.01.24 15:19 | sell | 6 | 0.10 | 160.083 | 0.000 | 0.000 | ||
| 20 | 2024.01.24 15:19 | modify | 6 | 0.10 | 160.083 | 160.293 | 159.243 | ||
| 21 | 2024.01.24 15:19 | sell | 7 | 0.10 | 160.083 | 0.000 | 0.000 | ||
| 22 | 2024.01.24 15:19 | modify | 7 | 0.10 | 160.083 | 160.293 | 159.243 | ||
| 23 | 2024.01.24 15:19 | modify | 5 | 0.10 | 160.643 | 160.293 | 159.243 | ||
| 24 | 2024.01.24 15:36 | s/l | 5 | 0.10 | 160.293 | 160.293 | 159.243 | 12.80 | 1251.84 |
| 25 | 2024.01.24 15:36 | s/l | 6 | 0.10 | 160.293 | 160.293 | 159.243 | -13.56 | 1238.28 |
| 26 | 2024.01.24 15:36 | s/l | 7 | 0.10 | 160.293 | 160.293 | 159.243 | -13.56 | 1224.72 |
| 27 | 2024.04.18 16:00 | sell | 8 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 28 | 2024.04.18 16:00 | modify | 8 | 0.10 | 164.813 | 166.213 | 163.413 | ||
| 29 | 2024.04.19 01:10 | sell | 9 | 0.10 | 164.253 | 0.000 | 0.000 | ||
| 30 | 2024.04.19 01:10 | modify | 9 | 0.10 | 164.253 | 164.463 | 163.413 | ||
| 31 | 2024.04.19 01:10 | sell | 10 | 0.10 | 164.253 | 0.000 | 0.000 | ||
| 32 | 2024.04.19 01:10 | modify | 10 | 0.10 | 164.253 | 164.463 | 163.413 | ||
| 33 | 2024.04.19 01:10 | modify | 8 | 0.10 | 164.813 | 164.463 | 163.413 | ||
| 34 | 2024.04.19 01:29 | sell | 11 | 0.10 | 164.111 | 0.000 | 0.000 | ||
| 35 | 2024.04.19 01:29 | modify | 11 | 0.10 | 164.111 | 164.323 | 163.413 | ||
| 36 | 2024.04.19 01:29 | modify | 10 | 0.10 | 164.253 | 164.323 | 163.413 | ||
| 37 | 2024.04.19 01:29 | modify | 9 | 0.10 | 164.253 | 164.323 | 163.413 | ||
| 38 | 2024.04.19 01:29 | modify | 8 | 0.10 | 164.813 | 164.323 | 163.413 | ||
| 39 | 2024.04.19 02:10 | t/p | 8 | 0.10 | 163.413 | 164.323 | 163.413 | 89.09 | 1313.81 |
| 40 | 2024.04.19 02:10 | t/p | 9 | 0.10 | 163.413 | 164.323 | 163.413 | 54.29 | 1368.10 |
| 41 | 2024.04.19 02:10 | t/p | 10 | 0.10 | 163.413 | 164.323 | 163.413 | 54.29 | 1422.39 |
| 42 | 2024.04.19 02:10 | t/p | 11 | 0.10 | 163.413 | 164.323 | 163.413 | 45.11 | 1467.50 |
| 43 | 2024.04.26 12:00 | sell | 12 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 44 | 2024.04.26 12:00 | modify | 12 | 0.10 | 168.028 | 169.428 | 166.628 | ||
| 45 | 2024.04.28 22:16 | s/l | 12 | 0.10 | 169.428 | 169.428 | 166.628 | -90.50 | 1377.00 |
| 46 | 2024.05.29 00:00 | sell | 13 | 0.10 | 170.659 | 0.000 | 0.000 | ||
| 47 | 2024.05.29 00:00 | modify | 13 | 0.10 | 170.659 | 172.059 | 169.259 | ||
| 48 | 2024.05.30 00:10 | sell | 14 | 0.10 | 170.099 | 0.000 | 0.000 | ||
| 49 | 2024.05.30 00:10 | modify | 14 | 0.10 | 170.099 | 170.309 | 169.259 | ||
| 50 | 2024.05.30 00:10 | sell | 15 | 0.10 | 170.099 | 0.000 | 0.000 | ||
| 51 | 2024.05.30 00:10 | modify | 15 | 0.10 | 170.099 | 170.309 | 169.259 | ||
| 52 | 2024.05.30 00:10 | modify | 13 | 0.10 | 170.659 | 170.309 | 169.259 | ||
| 53 | 2024.05.30 00:55 | sell | 16 | 0.10 | 169.959 | 0.000 | 0.000 | ||
| 54 | 2024.05.30 00:55 | modify | 16 | 0.10 | 169.959 | 170.169 | 169.259 | ||
| 55 | 2024.05.30 00:55 | modify | 15 | 0.10 | 170.099 | 170.169 | 169.259 | ||
| 56 | 2024.05.30 00:55 | modify | 14 | 0.10 | 170.099 | 170.169 | 169.259 | ||
| 57 | 2024.05.30 00:55 | modify | 13 | 0.10 | 170.659 | 170.169 | 169.259 | ||
| 58 | 2024.05.30 06:09 | t/p | 13 | 0.10 | 169.259 | 170.169 | 169.259 | 86.29 | 1463.29 |
| 59 | 2024.05.30 06:09 | t/p | 14 | 0.10 | 169.259 | 170.169 | 169.259 | 54.30 | 1517.59 |
| 60 | 2024.05.30 06:09 | t/p | 15 | 0.10 | 169.259 | 170.169 | 169.259 | 54.30 | 1571.89 |
| 61 | 2024.05.30 06:09 | t/p | 16 | 0.10 | 169.259 | 170.169 | 169.259 | 45.25 | 1617.14 |
| 62 | 2024.06.10 16:00 | buy | 17 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 63 | 2024.06.10 16:00 | modify | 17 | 0.10 | 168.734 | 167.334 | 170.134 | ||
| 64 | 2024.06.11 00:54 | buy | 18 | 0.10 | 169.295 | 0.000 | 0.000 | ||
| 65 | 2024.06.11 00:54 | modify | 18 | 0.10 | 169.295 | 169.084 | 170.134 | ||
| 66 | 2024.06.11 00:54 | buy | 19 | 0.10 | 169.295 | 0.000 | 0.000 | ||
| 67 | 2024.06.11 00:54 | modify | 19 | 0.10 | 169.295 | 169.084 | 170.134 | ||
| 68 | 2024.06.11 00:54 | modify | 17 | 0.10 | 168.734 | 169.084 | 170.134 | ||
| 69 | 2024.06.11 03:02 | buy | 20 | 0.10 | 169.434 | 0.000 | 0.000 | ||
| 70 | 2024.06.11 03:02 | modify | 20 | 0.10 | 169.434 | 169.224 | 170.134 | ||
| 71 | 2024.06.11 03:02 | modify | 19 | 0.10 | 169.295 | 169.224 | 170.134 | ||
| 72 | 2024.06.11 03:02 | modify | 18 | 0.10 | 169.295 | 169.224 | 170.134 | ||
| 73 | 2024.06.11 03:02 | modify | 17 | 0.10 | 168.734 | 169.224 | 170.134 | ||
| 74 | 2024.06.11 08:48 | s/l | 17 | 0.10 | 169.224 | 169.224 | 170.134 | 32.33 | 1649.47 |
| 75 | 2024.06.11 08:48 | s/l | 18 | 0.10 | 169.224 | 169.224 | 170.134 | -4.59 | 1644.88 |
| 76 | 2024.06.11 08:48 | s/l | 19 | 0.10 | 169.224 | 169.224 | 170.134 | -4.59 | 1640.29 |
| 77 | 2024.06.11 08:48 | s/l | 20 | 0.10 | 169.224 | 169.224 | 170.134 | -13.57 | 1626.72 |
| 78 | 2024.08.12 16:00 | sell | 21 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 79 | 2024.08.12 16:00 | modify | 21 | 0.10 | 161.232 | 162.632 | 159.832 | ||
| 80 | 2024.08.12 23:39 | sell | 22 | 0.10 | 160.669 | 0.000 | 0.000 | ||
| 81 | 2024.08.12 23:39 | modify | 22 | 0.10 | 160.669 | 160.882 | 159.832 | ||
| 82 | 2024.08.12 23:39 | sell | 23 | 0.10 | 160.669 | 0.000 | 0.000 | ||
| 83 | 2024.08.12 23:39 | modify | 23 | 0.10 | 160.669 | 160.882 | 159.832 | ||
| 84 | 2024.08.12 23:39 | modify | 21 | 0.10 | 161.232 | 160.882 | 159.832 | ||
| 85 | 2024.08.13 00:03 | s/l | 21 | 0.10 | 160.882 | 160.882 | 159.832 | 21.22 | 1647.94 |
| 86 | 2024.08.13 00:03 | s/l | 22 | 0.10 | 160.882 | 160.882 | 159.832 | -15.16 | 1632.78 |
| 87 | 2024.08.13 00:03 | s/l | 23 | 0.10 | 160.882 | 160.882 | 159.832 | -15.16 | 1617.62 |
| 88 | 2024.09.13 08:00 | buy | 24 | 0.10 | 156.341 | 0.000 | 0.000 | ||
| 89 | 2024.09.13 08:00 | modify | 24 | 0.10 | 156.341 | 154.941 | 157.741 | ||
| 90 | 2024.09.16 23:16 | buy | 25 | 0.10 | 156.901 | 0.000 | 0.000 | ||
| 91 | 2024.09.16 23:16 | modify | 25 | 0.10 | 156.901 | 156.691 | 157.741 | ||
| 92 | 2024.09.16 23:16 | buy | 26 | 0.10 | 156.901 | 0.000 | 0.000 | ||
| 93 | 2024.09.16 23:16 | modify | 26 | 0.10 | 156.901 | 156.691 | 157.741 | ||
| 94 | 2024.09.16 23:16 | modify | 24 | 0.10 | 156.341 | 156.691 | 157.741 | ||
| 95 | 2024.09.16 23:18 | buy | 27 | 0.10 | 157.044 | 0.000 | 0.000 | ||
| 96 | 2024.09.16 23:18 | modify | 27 | 0.10 | 157.044 | 156.831 | 157.741 | ||
| 97 | 2024.09.16 23:18 | modify | 26 | 0.10 | 156.901 | 156.831 | 157.741 | ||
| 98 | 2024.09.16 23:18 | modify | 25 | 0.10 | 156.901 | 156.831 | 157.741 | ||
| 99 | 2024.09.16 23:18 | modify | 24 | 0.10 | 156.341 | 156.831 | 157.741 | ||
| 100 | 2024.09.16 23:25 | s/l | 24 | 0.10 | 156.831 | 156.831 | 157.741 | 32.32 | 1649.94 |
| 101 | 2024.09.16 23:25 | s/l | 25 | 0.10 | 156.831 | 156.831 | 157.741 | -4.52 | 1645.42 |
| 102 | 2024.09.16 23:25 | s/l | 26 | 0.10 | 156.831 | 156.831 | 157.741 | -4.52 | 1640.90 |
| 103 | 2024.09.16 23:25 | s/l | 27 | 0.10 | 156.831 | 156.831 | 157.741 | -13.76 | 1627.14 |