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=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 | 1913 | Ticks modelled | 47361285 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 891.02 | Gross profit | 1115.66 | Gross loss | -224.64 |
| Profit factor | 4.97 | Expected payoff | 28.74 | ||
| Absolute drawdown | 111.99 | Maximal drawdown | 184.96 (14.53%) | Relative drawdown | 14.53% (184.96) |
| Total trades | 31 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 17 (94.12%) |
| Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
| Largest | profit trade | 91.83 | loss trade | -90.51 | |
| Average | profit trade | 48.51 | loss trade | -28.08 | |
| Maximum | consecutive wins (profit in money) | 9 (452.01) | consecutive losses (loss in money) | 3 (-47.51) | |
| Maximal | consecutive profit (count of wins) | 452.01 (9) | consecutive loss (count of losses) | -90.51 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | 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 17:46 | s/l | 1 | 0.10 | 154.827 | 154.827 | 157.627 | -90.51 | 909.49 |
| 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 16:31 | sell | 3 | 0.10 | 157.654 | 0.000 | 0.000 | ||
| 7 | 2023.12.19 16:31 | modify | 3 | 0.10 | 157.654 | 158.285 | 156.955 | ||
| 8 | 2023.12.19 16:31 | modify | 2 | 0.10 | 158.355 | 158.285 | 156.955 | ||
| 9 | 2023.12.20 04:14 | sell | 4 | 0.10 | 157.512 | 0.000 | 0.000 | ||
| 10 | 2023.12.20 04:14 | modify | 4 | 0.10 | 157.512 | 157.935 | 156.955 | ||
| 11 | 2023.12.20 04:14 | sell | 5 | 0.10 | 157.512 | 0.000 | 0.000 | ||
| 12 | 2023.12.20 04:14 | modify | 5 | 0.10 | 157.512 | 157.795 | 156.955 | ||
| 13 | 2023.12.20 04:14 | modify | 3 | 0.10 | 157.654 | 157.795 | 156.955 | ||
| 14 | 2023.12.20 04:14 | modify | 2 | 0.10 | 158.355 | 157.795 | 156.955 | ||
| 15 | 2023.12.20 04:14 | modify | 4 | 0.10 | 157.512 | 157.795 | 156.955 | ||
| 16 | 2023.12.20 11:08 | t/p | 2 | 0.10 | 156.955 | 157.795 | 156.955 | 89.10 | 998.59 |
| 17 | 2023.12.20 11:08 | t/p | 3 | 0.10 | 156.955 | 157.795 | 156.955 | 43.78 | 1042.37 |
| 18 | 2023.12.20 11:08 | t/p | 4 | 0.10 | 156.955 | 157.795 | 156.955 | 36.00 | 1078.37 |
| 19 | 2023.12.20 11:08 | t/p | 5 | 0.10 | 156.955 | 157.795 | 156.955 | 36.00 | 1114.37 |
| 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 04:06 | sell | 7 | 0.10 | 170.061 | 0.000 | 0.000 | ||
| 23 | 2024.04.29 04:06 | modify | 7 | 0.10 | 170.061 | 170.718 | 169.388 | ||
| 24 | 2024.04.29 04:06 | modify | 6 | 0.10 | 170.788 | 170.718 | 169.388 | ||
| 25 | 2024.04.29 04:06 | sell | 8 | 0.10 | 169.944 | 0.000 | 0.000 | ||
| 26 | 2024.04.29 04:06 | modify | 8 | 0.10 | 169.944 | 170.368 | 169.388 | ||
| 27 | 2024.04.29 04:06 | sell | 9 | 0.10 | 169.944 | 0.000 | 0.000 | ||
| 28 | 2024.04.29 04:06 | modify | 9 | 0.10 | 169.944 | 170.228 | 169.388 | ||
| 29 | 2024.04.29 04:06 | modify | 7 | 0.10 | 170.061 | 170.228 | 169.388 | ||
| 30 | 2024.04.29 04:06 | modify | 6 | 0.10 | 170.788 | 170.228 | 169.388 | ||
| 31 | 2024.04.29 04:06 | modify | 8 | 0.10 | 169.944 | 170.228 | 169.388 | ||
| 32 | 2024.04.29 04:06 | s/l | 6 | 0.10 | 170.228 | 170.228 | 169.388 | 36.20 | 1150.57 |
| 33 | 2024.04.29 04:06 | s/l | 7 | 0.10 | 170.228 | 170.228 | 169.388 | -10.79 | 1139.78 |
| 34 | 2024.04.29 04:06 | s/l | 8 | 0.10 | 170.228 | 170.228 | 169.388 | -18.36 | 1121.42 |
| 35 | 2024.04.29 04:06 | s/l | 9 | 0.10 | 170.228 | 170.228 | 169.388 | -18.36 | 1103.06 |
| 36 | 2024.06.04 12:00 | buy | 10 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 37 | 2024.06.04 12:00 | modify | 10 | 0.10 | 168.234 | 166.834 | 169.634 | ||
| 38 | 2024.06.05 00:06 | buy | 11 | 0.10 | 168.934 | 0.000 | 0.000 | ||
| 39 | 2024.06.05 00:06 | modify | 11 | 0.10 | 168.934 | 168.304 | 169.634 | ||
| 40 | 2024.06.05 00:06 | modify | 10 | 0.10 | 168.234 | 168.304 | 169.634 | ||
| 41 | 2024.06.05 00:13 | buy | 12 | 0.10 | 169.075 | 0.000 | 0.000 | ||
| 42 | 2024.06.05 00:13 | modify | 12 | 0.10 | 169.075 | 168.654 | 169.634 | ||
| 43 | 2024.06.05 00:13 | buy | 13 | 0.10 | 169.075 | 0.000 | 0.000 | ||
| 44 | 2024.06.05 00:13 | modify | 13 | 0.10 | 169.075 | 168.794 | 169.634 | ||
| 45 | 2024.06.05 00:13 | modify | 11 | 0.10 | 168.934 | 168.794 | 169.634 | ||
| 46 | 2024.06.05 00:13 | modify | 10 | 0.10 | 168.234 | 168.794 | 169.634 | ||
| 47 | 2024.06.05 00:13 | modify | 12 | 0.10 | 169.075 | 168.794 | 169.634 | ||
| 48 | 2024.06.05 07:03 | t/p | 10 | 0.10 | 169.634 | 168.794 | 169.634 | 91.15 | 1194.21 |
| 49 | 2024.06.05 07:03 | t/p | 11 | 0.10 | 169.634 | 168.794 | 169.634 | 45.25 | 1239.46 |
| 50 | 2024.06.05 07:03 | t/p | 12 | 0.10 | 169.634 | 168.794 | 169.634 | 36.14 | 1275.60 |
| 51 | 2024.06.05 07:03 | t/p | 13 | 0.10 | 169.634 | 168.794 | 169.634 | 36.14 | 1311.74 |
| 52 | 2024.07.25 04:00 | buy | 14 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 53 | 2024.07.25 04:00 | modify | 14 | 0.10 | 165.183 | 163.783 | 166.583 | ||
| 54 | 2024.07.25 12:29 | buy | 15 | 0.10 | 165.883 | 0.000 | 0.000 | ||
| 55 | 2024.07.25 12:29 | modify | 15 | 0.10 | 165.883 | 165.253 | 166.583 | ||
| 56 | 2024.07.25 12:29 | modify | 14 | 0.10 | 165.183 | 165.253 | 166.583 | ||
| 57 | 2024.07.25 12:30 | buy | 16 | 0.10 | 166.031 | 0.000 | 0.000 | ||
| 58 | 2024.07.25 12:30 | modify | 16 | 0.10 | 166.031 | 165.603 | 166.583 | ||
| 59 | 2024.07.25 12:30 | buy | 17 | 0.10 | 166.031 | 0.000 | 0.000 | ||
| 60 | 2024.07.25 12:30 | modify | 17 | 0.10 | 166.031 | 165.743 | 166.583 | ||
| 61 | 2024.07.25 12:30 | modify | 15 | 0.10 | 165.883 | 165.743 | 166.583 | ||
| 62 | 2024.07.25 12:30 | modify | 14 | 0.10 | 165.183 | 165.743 | 166.583 | ||
| 63 | 2024.07.25 12:30 | modify | 16 | 0.10 | 166.031 | 165.743 | 166.583 | ||
| 64 | 2024.07.25 12:56 | t/p | 14 | 0.10 | 166.583 | 165.743 | 166.583 | 90.51 | 1402.25 |
| 65 | 2024.07.25 12:56 | t/p | 15 | 0.10 | 166.583 | 165.743 | 166.583 | 45.25 | 1447.50 |
| 66 | 2024.07.25 12:56 | t/p | 16 | 0.10 | 166.583 | 165.743 | 166.583 | 35.68 | 1483.18 |
| 67 | 2024.07.25 12:56 | t/p | 17 | 0.10 | 166.583 | 165.743 | 166.583 | 35.68 | 1518.86 |
| 68 | 2024.08.07 04:00 | sell | 18 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 69 | 2024.08.07 04:00 | modify | 18 | 0.10 | 160.604 | 162.004 | 159.204 | ||
| 70 | 2024.08.07 06:35 | sell | 19 | 0.10 | 159.894 | 0.000 | 0.000 | ||
| 71 | 2024.08.07 06:35 | modify | 19 | 0.10 | 159.894 | 160.534 | 159.204 | ||
| 72 | 2024.08.07 06:35 | modify | 18 | 0.10 | 160.604 | 160.534 | 159.204 | ||
| 73 | 2024.08.07 07:23 | sell | 20 | 0.10 | 159.764 | 0.000 | 0.000 | ||
| 74 | 2024.08.07 07:23 | modify | 20 | 0.10 | 159.764 | 160.184 | 159.204 | ||
| 75 | 2024.08.07 07:23 | sell | 21 | 0.10 | 159.764 | 0.000 | 0.000 | ||
| 76 | 2024.08.07 07:23 | modify | 21 | 0.10 | 159.764 | 160.044 | 159.204 | ||
| 77 | 2024.08.07 07:23 | modify | 19 | 0.10 | 159.894 | 160.044 | 159.204 | ||
| 78 | 2024.08.07 07:23 | modify | 18 | 0.10 | 160.604 | 160.044 | 159.204 | ||
| 79 | 2024.08.07 07:23 | modify | 20 | 0.10 | 159.764 | 160.044 | 159.204 | ||
| 80 | 2024.08.07 07:39 | s/l | 18 | 0.10 | 160.044 | 160.044 | 159.204 | 36.21 | 1555.07 |
| 81 | 2024.08.07 07:39 | s/l | 19 | 0.10 | 160.044 | 160.044 | 159.204 | -9.69 | 1545.38 |
| 82 | 2024.08.07 07:39 | s/l | 20 | 0.10 | 160.044 | 160.044 | 159.204 | -18.10 | 1527.28 |
| 83 | 2024.08.07 07:39 | s/l | 21 | 0.10 | 160.044 | 160.044 | 159.204 | -18.10 | 1509.18 |
| 84 | 2024.08.19 08:00 | buy | 22 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 85 | 2024.08.19 08:00 | modify | 22 | 0.10 | 161.365 | 159.965 | 162.765 | ||
| 86 | 2024.08.19 14:10 | buy | 23 | 0.10 | 162.069 | 0.000 | 0.000 | ||
| 87 | 2024.08.19 14:10 | modify | 23 | 0.10 | 162.069 | 161.435 | 162.765 | ||
| 88 | 2024.08.19 14:10 | modify | 22 | 0.10 | 161.365 | 161.435 | 162.765 | ||
| 89 | 2024.08.19 15:34 | buy | 24 | 0.10 | 162.205 | 0.000 | 0.000 | ||
| 90 | 2024.08.19 15:34 | modify | 24 | 0.10 | 162.205 | 161.785 | 162.765 | ||
| 91 | 2024.08.19 15:34 | buy | 25 | 0.10 | 162.205 | 0.000 | 0.000 | ||
| 92 | 2024.08.19 15:34 | modify | 25 | 0.10 | 162.205 | 161.925 | 162.765 | ||
| 93 | 2024.08.19 15:34 | modify | 23 | 0.10 | 162.069 | 161.925 | 162.765 | ||
| 94 | 2024.08.19 15:34 | modify | 22 | 0.10 | 161.365 | 161.925 | 162.765 | ||
| 95 | 2024.08.19 15:34 | modify | 24 | 0.10 | 162.205 | 161.925 | 162.765 | ||
| 96 | 2024.08.19 23:15 | t/p | 22 | 0.10 | 162.765 | 161.925 | 162.765 | 90.53 | 1599.71 |
| 97 | 2024.08.19 23:15 | t/p | 23 | 0.10 | 162.765 | 161.925 | 162.765 | 45.00 | 1644.71 |
| 98 | 2024.08.19 23:15 | t/p | 24 | 0.10 | 162.765 | 161.925 | 162.765 | 36.21 | 1680.92 |
| 99 | 2024.08.19 23:15 | t/p | 25 | 0.10 | 162.765 | 161.925 | 162.765 | 36.21 | 1717.13 |
| 100 | 2024.09.20 12:00 | sell | 26 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 101 | 2024.09.20 12:00 | modify | 26 | 0.10 | 160.974 | 162.374 | 159.574 | ||
| 102 | 2024.09.20 13:16 | sell | 27 | 0.10 | 160.274 | 0.000 | 0.000 | ||
| 103 | 2024.09.20 13:16 | modify | 27 | 0.10 | 160.274 | 160.904 | 159.574 | ||
| 104 | 2024.09.20 13:16 | modify | 26 | 0.10 | 160.974 | 160.904 | 159.574 | ||
| 105 | 2024.09.20 14:56 | s/l | 26 | 0.10 | 160.904 | 160.904 | 159.574 | 4.52 | 1721.65 |
| 106 | 2024.09.20 14:56 | s/l | 27 | 0.10 | 160.904 | 160.904 | 159.574 | -40.73 | 1680.92 |
| 107 | 2024.09.27 08:00 | buy | 28 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 108 | 2024.09.27 08:00 | modify | 28 | 0.10 | 159.441 | 158.041 | 160.841 | ||
| 109 | 2024.09.30 19:33 | buy | 29 | 0.10 | 160.142 | 0.000 | 0.000 | ||
| 110 | 2024.09.30 19:33 | modify | 29 | 0.10 | 160.142 | 159.511 | 160.841 | ||
| 111 | 2024.09.30 19:33 | modify | 28 | 0.10 | 159.441 | 159.511 | 160.841 | ||
| 112 | 2024.10.01 00:18 | buy | 30 | 0.10 | 160.281 | 0.000 | 0.000 | ||
| 113 | 2024.10.01 00:18 | modify | 30 | 0.10 | 160.281 | 159.861 | 160.841 | ||
| 114 | 2024.10.01 00:18 | buy | 31 | 0.10 | 160.281 | 0.000 | 0.000 | ||
| 115 | 2024.10.01 00:18 | modify | 31 | 0.10 | 160.281 | 160.001 | 160.841 | ||
| 116 | 2024.10.01 00:18 | modify | 29 | 0.10 | 160.142 | 160.001 | 160.841 | ||
| 117 | 2024.10.01 00:18 | modify | 28 | 0.10 | 159.441 | 160.001 | 160.841 | ||
| 118 | 2024.10.01 00:18 | modify | 30 | 0.10 | 160.281 | 160.001 | 160.841 | ||
| 119 | 2024.10.01 05:04 | t/p | 28 | 0.10 | 160.841 | 160.001 | 160.841 | 91.83 | 1772.75 |
| 120 | 2024.10.01 05:04 | t/p | 29 | 0.10 | 160.841 | 160.001 | 160.841 | 45.85 | 1818.60 |
| 121 | 2024.10.01 05:04 | t/p | 30 | 0.10 | 160.841 | 160.001 | 160.841 | 36.21 | 1854.81 |
| 122 | 2024.10.01 05:04 | t/p | 31 | 0.10 | 160.841 | 160.001 | 160.841 | 36.21 | 1891.02 |