Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2613 | Ticks modelled | 79290 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1145.81 | Gross profit | 1229.15 | Gross loss | -83.34 |
| Profit factor | 14.75 | Expected payoff | 47.74 | ||
| Absolute drawdown | 12.39 | Maximal drawdown | 128.25 (6.34%) | Relative drawdown | 8.91% (104.16) |
| Total trades | 24 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 20 (83.33%) | Loss trades (% of total) | 4 (16.67%) | ||
| Largest | profit trade | 107.01 | loss trade | -26.31 | |
| Average | profit trade | 61.46 | loss trade | -20.84 | |
| Maximum | consecutive wins (profit in money) | 8 (508.28) | consecutive losses (loss in money) | 2 (-52.16) | |
| Maximal | consecutive profit (count of wins) | 508.28 (8) | consecutive loss (count of losses) | -52.16 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | buy | 1 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 149.496 | 149.096 | 150.996 | ||
| 3 | 2023.11.06 20:40 | buy | 2 | 0.10 | 150.027 | 0.000 | 0.000 | ||
| 4 | 2023.11.06 20:40 | modify | 2 | 0.10 | 150.027 | 149.571 | 150.996 | ||
| 5 | 2023.11.06 20:40 | modify | 1 | 0.10 | 149.496 | 149.571 | 150.996 | ||
| 6 | 2023.11.06 21:40 | buy | 3 | 0.10 | 150.110 | 0.000 | 0.000 | ||
| 7 | 2023.11.06 21:40 | modify | 3 | 0.10 | 150.110 | 149.871 | 150.996 | ||
| 8 | 2023.11.06 21:40 | modify | 2 | 0.10 | 150.027 | 149.871 | 150.996 | ||
| 9 | 2023.11.06 21:40 | modify | 1 | 0.10 | 149.496 | 149.871 | 150.996 | ||
| 10 | 2023.11.07 14:20 | buy | 4 | 0.10 | 150.638 | 0.000 | 0.000 | ||
| 11 | 2023.11.07 14:20 | modify | 4 | 0.10 | 150.638 | 150.171 | 150.996 | ||
| 12 | 2023.11.07 14:20 | modify | 3 | 0.10 | 150.110 | 150.171 | 150.996 | ||
| 13 | 2023.11.07 14:20 | modify | 2 | 0.10 | 150.027 | 150.171 | 150.996 | ||
| 14 | 2023.11.07 14:20 | modify | 1 | 0.10 | 149.496 | 150.171 | 150.996 | ||
| 15 | 2023.11.08 19:20 | t/p | 1 | 0.10 | 150.996 | 150.171 | 150.996 | 102.23 | 1102.23 |
| 16 | 2023.11.08 19:20 | t/p | 2 | 0.10 | 150.996 | 150.171 | 150.996 | 66.10 | 1168.32 |
| 17 | 2023.11.08 19:20 | t/p | 3 | 0.10 | 150.996 | 150.171 | 150.996 | 60.60 | 1228.92 |
| 18 | 2023.11.08 19:20 | t/p | 4 | 0.10 | 150.996 | 150.171 | 150.996 | 24.67 | 1253.59 |
| 19 | 2023.11.17 16:00 | buy | 5 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 20 | 2023.11.17 16:00 | modify | 5 | 0.10 | 149.586 | 149.186 | 151.086 | ||
| 21 | 2023.11.20 02:30 | s/l | 5 | 0.10 | 149.186 | 149.186 | 151.086 | -25.86 | 1227.74 |
| 22 | 2024.03.08 20:00 | buy | 6 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 23 | 2024.03.08 20:00 | modify | 6 | 0.10 | 147.078 | 146.678 | 148.578 | ||
| 24 | 2024.03.11 00:40 | s/l | 6 | 0.10 | 146.678 | 146.678 | 148.578 | -26.31 | 1201.43 |
| 25 | 2024.04.16 16:00 | sell | 7 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 26 | 2024.04.16 16:00 | modify | 7 | 0.10 | 154.573 | 154.973 | 153.073 | ||
| 27 | 2024.04.18 02:40 | sell | 8 | 0.10 | 153.956 | 0.000 | 0.000 | ||
| 28 | 2024.04.18 02:40 | modify | 8 | 0.10 | 153.956 | 154.198 | 153.073 | ||
| 29 | 2024.04.18 02:40 | modify | 7 | 0.10 | 154.573 | 154.198 | 153.073 | ||
| 30 | 2024.04.18 03:20 | s/l | 7 | 0.10 | 154.198 | 154.198 | 153.073 | 17.66 | 1219.09 |
| 31 | 2024.04.18 03:20 | s/l | 8 | 0.10 | 154.198 | 154.198 | 153.073 | -15.69 | 1203.40 |
| 32 | 2024.05.03 20:00 | buy | 9 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 33 | 2024.05.03 20:00 | modify | 9 | 0.10 | 152.918 | 152.518 | 154.418 | ||
| 34 | 2024.05.06 00:35 | buy | 10 | 0.10 | 153.547 | 0.000 | 0.000 | ||
| 35 | 2024.05.06 00:35 | modify | 10 | 0.10 | 153.547 | 153.293 | 154.418 | ||
| 36 | 2024.05.06 00:35 | modify | 9 | 0.10 | 152.918 | 153.293 | 154.418 | ||
| 37 | 2024.05.07 00:55 | buy | 11 | 0.10 | 154.058 | 0.000 | 0.000 | ||
| 38 | 2024.05.07 00:55 | modify | 11 | 0.10 | 154.058 | 153.593 | 154.418 | ||
| 39 | 2024.05.07 00:55 | modify | 10 | 0.10 | 153.547 | 153.593 | 154.418 | ||
| 40 | 2024.05.07 00:55 | modify | 9 | 0.10 | 152.918 | 153.593 | 154.418 | ||
| 41 | 2024.05.07 01:40 | t/p | 9 | 0.10 | 154.418 | 153.593 | 154.418 | 99.05 | 1302.44 |
| 42 | 2024.05.07 01:40 | t/p | 10 | 0.10 | 154.418 | 153.593 | 154.418 | 57.35 | 1359.80 |
| 43 | 2024.05.07 01:40 | t/p | 11 | 0.10 | 154.418 | 153.593 | 154.418 | 23.31 | 1383.11 |
| 44 | 2024.05.14 12:00 | sell | 12 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 45 | 2024.05.14 12:00 | modify | 12 | 0.10 | 156.450 | 156.850 | 154.950 | ||
| 46 | 2024.05.15 08:20 | sell | 13 | 0.10 | 155.922 | 0.000 | 0.000 | ||
| 47 | 2024.05.15 08:20 | modify | 13 | 0.10 | 155.922 | 156.375 | 154.950 | ||
| 48 | 2024.05.15 08:20 | modify | 12 | 0.10 | 156.450 | 156.375 | 154.950 | ||
| 49 | 2024.05.15 10:10 | sell | 14 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 50 | 2024.05.15 10:10 | modify | 14 | 0.10 | 155.846 | 156.075 | 154.950 | ||
| 51 | 2024.05.15 10:10 | modify | 13 | 0.10 | 155.922 | 156.075 | 154.950 | ||
| 52 | 2024.05.15 10:10 | modify | 12 | 0.10 | 156.450 | 156.075 | 154.950 | ||
| 53 | 2024.05.15 12:40 | t/p | 12 | 0.10 | 154.950 | 156.075 | 154.950 | 95.26 | 1478.36 |
| 54 | 2024.05.15 12:40 | t/p | 13 | 0.10 | 154.950 | 156.075 | 154.950 | 62.80 | 1541.16 |
| 55 | 2024.05.15 12:40 | t/p | 14 | 0.10 | 154.950 | 156.075 | 154.950 | 57.89 | 1599.05 |
| 56 | 2024.07.10 20:00 | sell | 15 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 57 | 2024.07.10 20:00 | modify | 15 | 0.10 | 161.734 | 162.134 | 160.234 | ||
| 58 | 2024.07.11 12:30 | t/p | 15 | 0.10 | 160.234 | 162.134 | 160.234 | 89.01 | 1688.06 |
| 59 | 2024.07.11 20:00 | buy | 16 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 60 | 2024.07.11 20:00 | modify | 16 | 0.10 | 158.854 | 158.454 | 160.354 | ||
| 61 | 2024.07.11 23:15 | buy | 17 | 0.10 | 159.475 | 0.000 | 0.000 | ||
| 62 | 2024.07.11 23:15 | modify | 17 | 0.10 | 159.475 | 159.229 | 160.354 | ||
| 63 | 2024.07.11 23:15 | modify | 16 | 0.10 | 158.854 | 159.229 | 160.354 | ||
| 64 | 2024.07.11 23:20 | s/l | 16 | 0.10 | 159.229 | 159.229 | 160.354 | 23.61 | 1711.67 |
| 65 | 2024.07.11 23:20 | s/l | 17 | 0.10 | 159.229 | 159.229 | 160.354 | -15.49 | 1696.18 |
| 66 | 2024.07.30 12:00 | sell | 18 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 67 | 2024.07.30 12:00 | modify | 18 | 0.10 | 154.884 | 155.284 | 153.384 | ||
| 68 | 2024.07.30 13:46 | sell | 19 | 0.10 | 154.350 | 0.000 | 0.000 | ||
| 69 | 2024.07.30 13:46 | modify | 19 | 0.10 | 154.350 | 154.809 | 153.384 | ||
| 70 | 2024.07.30 13:46 | modify | 18 | 0.10 | 154.884 | 154.809 | 153.384 | ||
| 71 | 2024.07.30 15:50 | sell | 20 | 0.10 | 153.733 | 0.000 | 0.000 | ||
| 72 | 2024.07.30 15:50 | modify | 20 | 0.10 | 153.733 | 154.209 | 153.384 | ||
| 73 | 2024.07.30 15:50 | modify | 19 | 0.10 | 154.350 | 154.209 | 153.384 | ||
| 74 | 2024.07.30 15:50 | modify | 18 | 0.10 | 154.884 | 154.209 | 153.384 | ||
| 75 | 2024.07.30 16:40 | t/p | 18 | 0.10 | 153.384 | 154.209 | 153.384 | 97.93 | 1794.11 |
| 76 | 2024.07.30 16:40 | t/p | 19 | 0.10 | 153.384 | 154.209 | 153.384 | 63.07 | 1857.18 |
| 77 | 2024.07.30 16:40 | t/p | 20 | 0.10 | 153.384 | 154.209 | 153.384 | 22.78 | 1879.96 |
| 78 | 2024.09.16 12:00 | buy | 21 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 79 | 2024.09.16 12:00 | modify | 21 | 0.10 | 139.914 | 139.514 | 141.414 | ||
| 80 | 2024.09.16 14:35 | buy | 22 | 0.10 | 140.526 | 0.000 | 0.000 | ||
| 81 | 2024.09.16 14:35 | modify | 22 | 0.10 | 140.526 | 140.289 | 141.414 | ||
| 82 | 2024.09.16 14:35 | modify | 21 | 0.10 | 139.914 | 140.289 | 141.414 | ||
| 83 | 2024.09.17 07:45 | buy | 23 | 0.10 | 140.441 | 0.000 | 0.000 | ||
| 84 | 2024.09.17 07:45 | modify | 23 | 0.10 | 140.441 | 139.989 | 141.414 | ||
| 85 | 2024.09.17 07:50 | modify | 23 | 0.10 | 140.441 | 140.289 | 141.414 | ||
| 86 | 2024.09.17 13:10 | buy | 24 | 0.10 | 141.042 | 0.000 | 0.000 | ||
| 87 | 2024.09.17 13:10 | modify | 24 | 0.10 | 141.042 | 140.589 | 141.414 | ||
| 88 | 2024.09.17 13:10 | modify | 22 | 0.10 | 140.526 | 140.589 | 141.414 | ||
| 89 | 2024.09.17 13:10 | modify | 23 | 0.10 | 140.441 | 140.589 | 141.414 | ||
| 90 | 2024.09.17 13:10 | modify | 21 | 0.10 | 139.914 | 140.589 | 141.414 | ||
| 91 | 2024.09.17 13:30 | t/p | 21 | 0.10 | 141.414 | 140.589 | 141.414 | 107.01 | 1986.98 |
| 92 | 2024.09.17 13:30 | t/p | 22 | 0.10 | 141.414 | 140.589 | 141.414 | 63.74 | 2050.72 |
| 93 | 2024.09.17 13:30 | t/p | 23 | 0.10 | 141.414 | 140.589 | 141.414 | 68.79 | 2119.51 |
| 94 | 2024.09.17 13:30 | t/p | 24 | 0.10 | 141.414 | 140.589 | 141.414 | 26.30 | 2145.81 |