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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 963.11 | Gross profit | 1095.85 | Gross loss | -132.74 |
| Profit factor | 8.26 | Expected payoff | 43.78 | ||
| Absolute drawdown | 113.36 | Maximal drawdown | 173.74 (9.43%) | Relative drawdown | 12.49% (126.55) |
| Total trades | 22 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 14 (92.86%) |
| Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
| Largest | profit trade | 91.83 | loss trade | -90.52 | |
| Average | profit trade | 54.79 | loss trade | -66.37 | |
| Maximum | consecutive wins (profit in money) | 16 (887.13) | consecutive losses (loss in money) | 1 (-90.52) | |
| Maximal | consecutive profit (count of wins) | 887.13 (16) | consecutive loss (count of losses) | -90.52 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 156.227 | 154.827 | 157.627 | ||
| 3 | 2023.12.07 17:20 | s/l | 1 | 0.10 | 154.827 | 154.827 | 157.627 | -90.52 | 909.48 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 158.355 | 159.755 | 156.955 | ||
| 6 | 2023.12.19 16:50 | sell | 3 | 0.10 | 157.633 | 0.000 | 0.000 | ||
| 7 | 2023.12.19 16:50 | modify | 3 | 0.10 | 157.633 | 158.285 | 156.955 | ||
| 8 | 2023.12.19 16:50 | modify | 2 | 0.10 | 158.355 | 158.285 | 156.955 | ||
| 9 | 2023.12.20 04:20 | sell | 4 | 0.10 | 157.502 | 0.000 | 0.000 | ||
| 10 | 2023.12.20 04:20 | modify | 4 | 0.10 | 157.502 | 157.935 | 156.955 | ||
| 11 | 2023.12.20 04:20 | sell | 5 | 0.10 | 157.502 | 0.000 | 0.000 | ||
| 12 | 2023.12.20 04:20 | modify | 5 | 0.10 | 157.502 | 157.795 | 156.955 | ||
| 13 | 2023.12.20 04:20 | modify | 3 | 0.10 | 157.633 | 157.795 | 156.955 | ||
| 14 | 2023.12.20 04:20 | modify | 2 | 0.10 | 158.355 | 157.795 | 156.955 | ||
| 15 | 2023.12.20 04:25 | modify | 4 | 0.10 | 157.502 | 157.795 | 156.955 | ||
| 16 | 2023.12.20 11:30 | t/p | 2 | 0.10 | 156.955 | 157.795 | 156.955 | 89.11 | 998.59 |
| 17 | 2023.12.20 11:30 | t/p | 3 | 0.10 | 156.955 | 157.795 | 156.955 | 42.43 | 1041.02 |
| 18 | 2023.12.20 11:30 | t/p | 4 | 0.10 | 156.955 | 157.795 | 156.955 | 35.36 | 1076.38 |
| 19 | 2023.12.20 11:30 | t/p | 5 | 0.10 | 156.955 | 157.795 | 156.955 | 35.36 | 1111.74 |
| 20 | 2024.04.29 04:00 | sell | 6 | 0.10 | 170.788 | 0.000 | 0.000 | ||
| 21 | 2024.04.29 04:00 | modify | 6 | 0.10 | 170.788 | 172.188 | 169.388 | ||
| 22 | 2024.04.29 04:30 | t/p | 6 | 0.10 | 169.388 | 172.188 | 169.388 | 90.52 | 1202.26 |
| 23 | 2024.06.04 12:00 | buy | 7 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 24 | 2024.06.04 12:00 | modify | 7 | 0.10 | 168.234 | 166.834 | 169.634 | ||
| 25 | 2024.06.05 00:20 | buy | 8 | 0.10 | 168.947 | 0.000 | 0.000 | ||
| 26 | 2024.06.05 00:20 | modify | 8 | 0.10 | 168.947 | 168.304 | 169.634 | ||
| 27 | 2024.06.05 00:20 | modify | 7 | 0.10 | 168.234 | 168.304 | 169.634 | ||
| 28 | 2024.06.05 00:50 | buy | 9 | 0.10 | 169.100 | 0.000 | 0.000 | ||
| 29 | 2024.06.05 00:50 | modify | 9 | 0.10 | 169.100 | 168.654 | 169.634 | ||
| 30 | 2024.06.05 00:50 | buy | 10 | 0.10 | 169.100 | 0.000 | 0.000 | ||
| 31 | 2024.06.05 00:50 | modify | 10 | 0.10 | 169.100 | 168.794 | 169.634 | ||
| 32 | 2024.06.05 00:50 | modify | 8 | 0.10 | 168.947 | 168.794 | 169.634 | ||
| 33 | 2024.06.05 00:50 | modify | 7 | 0.10 | 168.234 | 168.794 | 169.634 | ||
| 34 | 2024.06.05 00:55 | modify | 9 | 0.10 | 169.100 | 168.794 | 169.634 | ||
| 35 | 2024.06.05 07:20 | t/p | 7 | 0.10 | 169.634 | 168.794 | 169.634 | 91.18 | 1293.44 |
| 36 | 2024.06.05 07:20 | t/p | 8 | 0.10 | 169.634 | 168.794 | 169.634 | 44.43 | 1337.87 |
| 37 | 2024.06.05 07:20 | t/p | 9 | 0.10 | 169.634 | 168.794 | 169.634 | 34.53 | 1372.40 |
| 38 | 2024.06.05 07:20 | t/p | 10 | 0.10 | 169.634 | 168.794 | 169.634 | 34.53 | 1406.93 |
| 39 | 2024.07.25 04:00 | buy | 11 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 40 | 2024.07.25 04:00 | modify | 11 | 0.10 | 165.183 | 163.783 | 166.583 | ||
| 41 | 2024.07.25 12:40 | t/p | 11 | 0.10 | 166.583 | 163.783 | 166.583 | 90.52 | 1497.45 |
| 42 | 2024.08.07 04:00 | sell | 12 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 43 | 2024.08.07 04:00 | modify | 12 | 0.10 | 160.604 | 162.004 | 159.204 | ||
| 44 | 2024.08.07 23:40 | t/p | 12 | 0.10 | 159.204 | 162.004 | 159.204 | 90.51 | 1587.96 |
| 45 | 2024.08.19 08:00 | buy | 13 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 46 | 2024.08.19 08:00 | modify | 13 | 0.10 | 161.365 | 159.965 | 162.765 | ||
| 47 | 2024.08.19 14:50 | buy | 14 | 0.10 | 162.078 | 0.000 | 0.000 | ||
| 48 | 2024.08.19 14:50 | modify | 14 | 0.10 | 162.078 | 161.435 | 162.765 | ||
| 49 | 2024.08.19 14:50 | modify | 13 | 0.10 | 161.365 | 161.435 | 162.765 | ||
| 50 | 2024.08.19 15:30 | buy | 15 | 0.10 | 162.230 | 0.000 | 0.000 | ||
| 51 | 2024.08.19 15:30 | modify | 15 | 0.10 | 162.230 | 161.785 | 162.765 | ||
| 52 | 2024.08.19 15:30 | buy | 16 | 0.10 | 162.230 | 0.000 | 0.000 | ||
| 53 | 2024.08.19 15:30 | modify | 16 | 0.10 | 162.230 | 161.925 | 162.765 | ||
| 54 | 2024.08.19 15:30 | modify | 14 | 0.10 | 162.078 | 161.925 | 162.765 | ||
| 55 | 2024.08.19 15:30 | modify | 13 | 0.10 | 161.365 | 161.925 | 162.765 | ||
| 56 | 2024.08.19 15:35 | modify | 15 | 0.10 | 162.230 | 161.925 | 162.765 | ||
| 57 | 2024.08.19 23:40 | t/p | 13 | 0.10 | 162.765 | 161.925 | 162.765 | 90.52 | 1678.48 |
| 58 | 2024.08.19 23:40 | t/p | 14 | 0.10 | 162.765 | 161.925 | 162.765 | 44.42 | 1722.90 |
| 59 | 2024.08.19 23:40 | t/p | 15 | 0.10 | 162.765 | 161.925 | 162.765 | 34.59 | 1757.49 |
| 60 | 2024.08.19 23:40 | t/p | 16 | 0.10 | 162.765 | 161.925 | 162.765 | 34.59 | 1792.08 |
| 61 | 2024.09.20 12:00 | sell | 17 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 62 | 2024.09.20 12:00 | modify | 17 | 0.10 | 160.974 | 162.374 | 159.574 | ||
| 63 | 2024.09.20 13:05 | sell | 18 | 0.10 | 160.251 | 0.000 | 0.000 | ||
| 64 | 2024.09.20 13:05 | modify | 18 | 0.10 | 160.251 | 160.904 | 159.574 | ||
| 65 | 2024.09.20 13:05 | modify | 17 | 0.10 | 160.974 | 160.904 | 159.574 | ||
| 66 | 2024.09.20 14:40 | s/l | 17 | 0.10 | 160.904 | 160.904 | 159.574 | 4.53 | 1796.61 |
| 67 | 2024.09.20 14:40 | s/l | 18 | 0.10 | 160.904 | 160.904 | 159.574 | -42.22 | 1754.39 |
| 68 | 2024.09.27 08:00 | buy | 19 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 69 | 2024.09.27 08:00 | modify | 19 | 0.10 | 159.441 | 158.041 | 160.841 | ||
| 70 | 2024.09.30 19:40 | buy | 20 | 0.10 | 160.153 | 0.000 | 0.000 | ||
| 71 | 2024.09.30 19:40 | modify | 20 | 0.10 | 160.153 | 159.511 | 160.841 | ||
| 72 | 2024.09.30 19:40 | modify | 19 | 0.10 | 159.441 | 159.511 | 160.841 | ||
| 73 | 2024.10.01 01:35 | buy | 21 | 0.10 | 160.286 | 0.000 | 0.000 | ||
| 74 | 2024.10.01 01:35 | modify | 21 | 0.10 | 160.286 | 159.861 | 160.841 | ||
| 75 | 2024.10.01 01:35 | buy | 22 | 0.10 | 160.286 | 0.000 | 0.000 | ||
| 76 | 2024.10.01 01:35 | modify | 22 | 0.10 | 160.286 | 160.001 | 160.841 | ||
| 77 | 2024.10.01 01:35 | modify | 20 | 0.10 | 160.153 | 160.001 | 160.841 | ||
| 78 | 2024.10.01 01:35 | modify | 19 | 0.10 | 159.441 | 160.001 | 160.841 | ||
| 79 | 2024.10.01 01:40 | modify | 21 | 0.10 | 160.286 | 160.001 | 160.841 | ||
| 80 | 2024.10.01 05:05 | t/p | 19 | 0.10 | 160.841 | 160.001 | 160.841 | 91.83 | 1846.22 |
| 81 | 2024.10.01 05:05 | t/p | 20 | 0.10 | 160.841 | 160.001 | 160.841 | 45.13 | 1891.35 |
| 82 | 2024.10.01 05:05 | t/p | 21 | 0.10 | 160.841 | 160.001 | 160.841 | 35.88 | 1927.23 |
| 83 | 2024.10.01 05:05 | t/p | 22 | 0.10 | 160.841 | 160.001 | 160.841 | 35.88 | 1963.11 |