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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79294 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1221.15 | Gross profit | 1576.99 | Gross loss | -355.83 |
| Profit factor | 4.43 | Expected payoff | 31.31 | ||
| Absolute drawdown | 43.91 | Maximal drawdown | 190.74 (8.86%) | Relative drawdown | 11.66% (154.32) |
| Total trades | 39 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 18 (72.22%) |
| Profit trades (% of total) | 27 (69.23%) | Loss trades (% of total) | 12 (30.77%) | ||
| Largest | profit trade | 103.02 | loss trade | -42.93 | |
| Average | profit trade | 58.41 | loss trade | -29.65 | |
| Maximum | consecutive wins (profit in money) | 9 (518.07) | consecutive losses (loss in money) | 3 (-45.07) | |
| Maximal | consecutive profit (count of wins) | 518.07 (9) | consecutive loss (count of losses) | -82.61 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 145.053 | 144.453 | 146.553 | ||
| 3 | 2023.12.07 14:40 | s/l | 1 | 0.10 | 144.453 | 144.453 | 146.553 | -41.56 | 958.44 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 144.792 | 145.392 | 143.292 | ||
| 6 | 2023.12.19 15:05 | sell | 3 | 0.10 | 144.042 | 0.000 | 0.000 | ||
| 7 | 2023.12.19 15:05 | modify | 3 | 0.10 | 144.042 | 144.267 | 143.292 | ||
| 8 | 2023.12.19 15:05 | sell | 4 | 0.10 | 144.042 | 0.000 | 0.000 | ||
| 9 | 2023.12.19 15:05 | modify | 4 | 0.10 | 144.042 | 144.267 | 143.292 | ||
| 10 | 2023.12.19 15:05 | modify | 2 | 0.10 | 144.792 | 144.267 | 143.292 | ||
| 11 | 2023.12.20 11:15 | t/p | 2 | 0.10 | 143.292 | 144.267 | 143.292 | 103.02 | 1061.46 |
| 12 | 2023.12.20 11:15 | t/p | 3 | 0.10 | 143.292 | 144.267 | 143.292 | 50.68 | 1112.13 |
| 13 | 2023.12.20 11:15 | t/p | 4 | 0.10 | 143.292 | 144.267 | 143.292 | 50.68 | 1162.81 |
| 14 | 2024.01.03 16:00 | sell | 5 | 0.10 | 143.599 | 0.000 | 0.000 | ||
| 15 | 2024.01.03 16:00 | modify | 5 | 0.10 | 143.599 | 144.199 | 142.099 | ||
| 16 | 2024.01.04 00:05 | sell | 6 | 0.10 | 142.895 | 0.000 | 0.000 | ||
| 17 | 2024.01.04 00:05 | modify | 6 | 0.10 | 142.895 | 143.224 | 142.099 | ||
| 18 | 2024.01.04 00:05 | modify | 5 | 0.10 | 143.599 | 143.224 | 142.099 | ||
| 19 | 2024.01.04 00:40 | s/l | 5 | 0.10 | 143.224 | 143.224 | 142.099 | 21.17 | 1183.98 |
| 20 | 2024.01.04 00:40 | s/l | 6 | 0.10 | 143.224 | 143.224 | 142.099 | -22.95 | 1161.03 |
| 21 | 2024.01.04 16:00 | sell | 7 | 0.10 | 144.660 | 0.000 | 0.000 | ||
| 22 | 2024.01.04 16:00 | modify | 7 | 0.10 | 144.660 | 145.260 | 143.160 | ||
| 23 | 2024.01.05 06:40 | s/l | 7 | 0.10 | 145.260 | 145.260 | 143.160 | -42.93 | 1118.10 |
| 24 | 2024.04.29 04:00 | sell | 8 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 25 | 2024.04.29 04:00 | modify | 8 | 0.10 | 159.396 | 159.996 | 157.896 | ||
| 26 | 2024.04.29 04:30 | t/p | 8 | 0.10 | 157.896 | 159.996 | 157.896 | 95.65 | 1213.75 |
| 27 | 2024.05.02 12:00 | buy | 9 | 0.10 | 154.769 | 0.000 | 0.000 | ||
| 28 | 2024.05.02 12:00 | modify | 9 | 0.10 | 154.769 | 154.169 | 156.269 | ||
| 29 | 2024.05.02 14:40 | s/l | 9 | 0.10 | 154.169 | 154.169 | 156.269 | -38.95 | 1174.80 |
| 30 | 2024.05.03 16:00 | buy | 10 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 31 | 2024.05.03 16:00 | modify | 10 | 0.10 | 152.884 | 152.284 | 154.384 | ||
| 32 | 2024.05.05 23:30 | buy | 11 | 0.10 | 153.574 | 0.000 | 0.000 | ||
| 33 | 2024.05.05 23:30 | modify | 11 | 0.10 | 153.574 | 153.259 | 154.384 | ||
| 34 | 2024.05.05 23:30 | modify | 10 | 0.10 | 152.884 | 153.259 | 154.384 | ||
| 35 | 2024.05.06 01:50 | buy | 12 | 0.10 | 153.649 | 0.000 | 0.000 | ||
| 36 | 2024.05.06 01:50 | modify | 12 | 0.10 | 153.649 | 153.409 | 154.384 | ||
| 37 | 2024.05.06 01:50 | buy | 13 | 0.10 | 153.649 | 0.000 | 0.000 | ||
| 38 | 2024.05.06 01:50 | modify | 13 | 0.10 | 153.649 | 153.409 | 154.384 | ||
| 39 | 2024.05.06 01:50 | modify | 11 | 0.10 | 153.574 | 153.409 | 154.384 | ||
| 40 | 2024.05.06 01:50 | modify | 10 | 0.10 | 152.884 | 153.409 | 154.384 | ||
| 41 | 2024.05.07 01:40 | t/p | 10 | 0.10 | 154.384 | 153.409 | 154.384 | 99.05 | 1273.84 |
| 42 | 2024.05.07 01:40 | t/p | 11 | 0.10 | 154.384 | 153.409 | 154.384 | 54.38 | 1328.22 |
| 43 | 2024.05.07 01:40 | t/p | 12 | 0.10 | 154.384 | 153.409 | 154.384 | 48.55 | 1376.77 |
| 44 | 2024.05.07 01:40 | t/p | 13 | 0.10 | 154.384 | 153.409 | 154.384 | 48.55 | 1425.33 |
| 45 | 2024.05.16 04:00 | buy | 14 | 0.10 | 153.999 | 0.000 | 0.000 | ||
| 46 | 2024.05.16 04:00 | modify | 14 | 0.10 | 153.999 | 153.399 | 155.499 | ||
| 47 | 2024.05.16 09:45 | buy | 15 | 0.10 | 154.691 | 0.000 | 0.000 | ||
| 48 | 2024.05.16 09:45 | modify | 15 | 0.10 | 154.691 | 154.374 | 155.499 | ||
| 49 | 2024.05.16 09:45 | modify | 14 | 0.10 | 153.999 | 154.374 | 155.499 | ||
| 50 | 2024.05.16 10:05 | buy | 16 | 0.10 | 154.756 | 0.000 | 0.000 | ||
| 51 | 2024.05.16 10:05 | modify | 16 | 0.10 | 154.756 | 154.524 | 155.499 | ||
| 52 | 2024.05.16 10:05 | buy | 17 | 0.10 | 154.756 | 0.000 | 0.000 | ||
| 53 | 2024.05.16 10:05 | modify | 17 | 0.10 | 154.756 | 154.524 | 155.499 | ||
| 54 | 2024.05.16 10:05 | modify | 15 | 0.10 | 154.691 | 154.524 | 155.499 | ||
| 55 | 2024.05.16 10:05 | modify | 14 | 0.10 | 153.999 | 154.524 | 155.499 | ||
| 56 | 2024.05.16 13:40 | t/p | 14 | 0.10 | 155.499 | 154.524 | 155.499 | 96.44 | 1521.77 |
| 57 | 2024.05.16 13:40 | t/p | 15 | 0.10 | 155.499 | 154.524 | 155.499 | 51.95 | 1573.72 |
| 58 | 2024.05.16 13:40 | t/p | 16 | 0.10 | 155.499 | 154.524 | 155.499 | 47.77 | 1621.49 |
| 59 | 2024.05.16 13:40 | t/p | 17 | 0.10 | 155.499 | 154.524 | 155.499 | 47.77 | 1669.26 |
| 60 | 2024.07.11 16:00 | buy | 18 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 61 | 2024.07.11 16:00 | modify | 18 | 0.10 | 158.612 | 158.012 | 160.112 | ||
| 62 | 2024.07.11 22:40 | buy | 19 | 0.10 | 159.311 | 0.000 | 0.000 | ||
| 63 | 2024.07.11 22:40 | modify | 19 | 0.10 | 159.311 | 158.987 | 160.112 | ||
| 64 | 2024.07.11 22:40 | modify | 18 | 0.10 | 158.612 | 158.987 | 160.112 | ||
| 65 | 2024.07.11 23:20 | s/l | 18 | 0.10 | 158.987 | 158.987 | 160.112 | 23.61 | 1692.87 |
| 66 | 2024.07.11 23:20 | s/l | 19 | 0.10 | 158.987 | 158.987 | 160.112 | -20.40 | 1672.47 |
| 67 | 2024.07.24 16:00 | buy | 20 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 68 | 2024.07.24 16:00 | modify | 20 | 0.10 | 153.413 | 152.813 | 154.913 | ||
| 69 | 2024.07.24 18:40 | buy | 21 | 0.10 | 154.101 | 0.000 | 0.000 | ||
| 70 | 2024.07.24 18:40 | modify | 21 | 0.10 | 154.101 | 153.788 | 154.913 | ||
| 71 | 2024.07.24 18:40 | modify | 20 | 0.10 | 153.413 | 153.788 | 154.913 | ||
| 72 | 2024.07.24 21:20 | s/l | 20 | 0.10 | 153.788 | 153.788 | 154.913 | 24.39 | 1696.86 |
| 73 | 2024.07.24 21:20 | s/l | 21 | 0.10 | 153.788 | 153.788 | 154.913 | -20.36 | 1676.50 |
| 74 | 2024.07.25 04:00 | buy | 22 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 75 | 2024.07.25 04:00 | modify | 22 | 0.10 | 152.345 | 151.745 | 153.845 | ||
| 76 | 2024.07.25 12:20 | buy | 23 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 77 | 2024.07.25 12:20 | modify | 23 | 0.10 | 153.119 | 152.870 | 153.845 | ||
| 78 | 2024.07.25 12:20 | buy | 24 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 79 | 2024.07.25 12:20 | modify | 24 | 0.10 | 153.119 | 152.870 | 153.845 | ||
| 80 | 2024.07.25 12:20 | modify | 22 | 0.10 | 152.345 | 152.870 | 153.845 | ||
| 81 | 2024.07.25 13:30 | t/p | 22 | 0.10 | 153.845 | 152.870 | 153.845 | 97.42 | 1773.92 |
| 82 | 2024.07.25 13:30 | t/p | 23 | 0.10 | 153.845 | 152.870 | 153.845 | 47.15 | 1821.07 |
| 83 | 2024.07.25 13:30 | t/p | 24 | 0.10 | 153.845 | 152.870 | 153.845 | 47.15 | 1868.22 |
| 84 | 2024.08.02 16:00 | buy | 25 | 0.10 | 147.011 | 0.000 | 0.000 | ||
| 85 | 2024.08.02 16:00 | modify | 25 | 0.10 | 147.011 | 146.411 | 148.511 | ||
| 86 | 2024.08.04 22:20 | s/l | 25 | 0.10 | 146.411 | 146.411 | 148.511 | -41.00 | 1827.22 |
| 87 | 2024.08.15 16:00 | sell | 26 | 0.10 | 148.913 | 0.000 | 0.000 | ||
| 88 | 2024.08.15 16:00 | modify | 26 | 0.10 | 148.913 | 149.513 | 147.413 | ||
| 89 | 2024.08.16 11:20 | sell | 27 | 0.10 | 148.210 | 0.000 | 0.000 | ||
| 90 | 2024.08.16 11:20 | modify | 27 | 0.10 | 148.210 | 148.538 | 147.413 | ||
| 91 | 2024.08.16 11:20 | modify | 26 | 0.10 | 148.913 | 148.538 | 147.413 | ||
| 92 | 2024.08.16 15:35 | sell | 28 | 0.10 | 148.160 | 0.000 | 0.000 | ||
| 93 | 2024.08.16 15:35 | modify | 28 | 0.10 | 148.160 | 148.388 | 147.413 | ||
| 94 | 2024.08.16 15:35 | sell | 29 | 0.10 | 148.160 | 0.000 | 0.000 | ||
| 95 | 2024.08.16 15:35 | modify | 29 | 0.10 | 148.160 | 148.388 | 147.413 | ||
| 96 | 2024.08.16 15:35 | modify | 27 | 0.10 | 148.210 | 148.388 | 147.413 | ||
| 97 | 2024.08.16 15:35 | modify | 26 | 0.10 | 148.913 | 148.388 | 147.413 | ||
| 98 | 2024.08.19 01:40 | t/p | 26 | 0.10 | 147.413 | 148.388 | 147.413 | 98.46 | 1925.68 |
| 99 | 2024.08.19 01:40 | t/p | 27 | 0.10 | 147.413 | 148.388 | 147.413 | 52.42 | 1978.10 |
| 100 | 2024.08.19 01:40 | t/p | 28 | 0.10 | 147.413 | 148.388 | 147.413 | 49.03 | 2027.12 |
| 101 | 2024.08.19 01:40 | t/p | 29 | 0.10 | 147.413 | 148.388 | 147.413 | 49.03 | 2076.15 |
| 102 | 2024.09.19 04:00 | sell | 30 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 103 | 2024.09.19 04:00 | modify | 30 | 0.10 | 143.168 | 143.768 | 141.668 | ||
| 104 | 2024.09.19 12:40 | s/l | 30 | 0.10 | 143.768 | 143.768 | 141.668 | -41.73 | 2034.42 |
| 105 | 2024.10.02 16:00 | sell | 31 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 106 | 2024.10.02 16:00 | modify | 31 | 0.10 | 146.046 | 146.646 | 144.546 | ||
| 107 | 2024.10.02 22:30 | s/l | 31 | 0.10 | 146.646 | 146.646 | 144.546 | -40.88 | 1993.54 |
| 108 | 2024.10.04 16:00 | sell | 32 | 0.10 | 148.696 | 0.000 | 0.000 | ||
| 109 | 2024.10.04 16:00 | modify | 32 | 0.10 | 148.696 | 149.296 | 147.196 | ||
| 110 | 2024.10.07 13:55 | sell | 33 | 0.10 | 147.918 | 0.000 | 0.000 | ||
| 111 | 2024.10.07 13:55 | modify | 33 | 0.10 | 147.918 | 148.171 | 147.196 | ||
| 112 | 2024.10.07 13:55 | sell | 34 | 0.10 | 147.918 | 0.000 | 0.000 | ||
| 113 | 2024.10.07 13:55 | modify | 34 | 0.10 | 147.918 | 148.171 | 147.196 | ||
| 114 | 2024.10.07 13:55 | modify | 32 | 0.10 | 148.696 | 148.171 | 147.196 | ||
| 115 | 2024.10.07 14:25 | sell | 35 | 0.10 | 148.014 | 0.000 | 0.000 | ||
| 116 | 2024.10.07 14:25 | modify | 35 | 0.10 | 148.014 | 148.321 | 147.196 | ||
| 117 | 2024.10.07 14:30 | s/l | 32 | 0.10 | 148.171 | 148.171 | 147.196 | 33.77 | 2027.31 |
| 118 | 2024.10.07 14:30 | s/l | 33 | 0.10 | 148.171 | 148.171 | 147.196 | -17.07 | 2010.24 |
| 119 | 2024.10.07 14:30 | s/l | 34 | 0.10 | 148.171 | 148.171 | 147.196 | -17.07 | 1993.17 |
| 120 | 2024.10.07 14:30 | close | 35 | 0.10 | 148.176 | 148.321 | 147.196 | -10.93 | 1982.24 |
| 121 | 2024.10.23 12:00 | sell | 36 | 0.10 | 153.053 | 0.000 | 0.000 | ||
| 122 | 2024.10.23 12:00 | modify | 36 | 0.10 | 153.053 | 153.653 | 151.553 | ||
| 123 | 2024.10.24 02:50 | sell | 37 | 0.10 | 152.371 | 0.000 | 0.000 | ||
| 124 | 2024.10.24 02:50 | modify | 37 | 0.10 | 152.371 | 152.678 | 151.553 | ||
| 125 | 2024.10.24 02:50 | modify | 36 | 0.10 | 153.053 | 152.678 | 151.553 | ||
| 126 | 2024.10.24 04:20 | sell | 38 | 0.10 | 152.292 | 0.000 | 0.000 | ||
| 127 | 2024.10.24 04:20 | modify | 38 | 0.10 | 152.292 | 152.528 | 151.553 | ||
| 128 | 2024.10.24 04:20 | sell | 39 | 0.10 | 152.292 | 0.000 | 0.000 | ||
| 129 | 2024.10.24 04:20 | modify | 39 | 0.10 | 152.292 | 152.528 | 151.553 | ||
| 130 | 2024.10.24 04:20 | modify | 37 | 0.10 | 152.371 | 152.528 | 151.553 | ||
| 131 | 2024.10.24 04:20 | modify | 36 | 0.10 | 153.053 | 152.528 | 151.553 | ||
| 132 | 2024.10.25 05:05 | t/p | 36 | 0.10 | 151.553 | 152.528 | 151.553 | 92.36 | 2074.59 |
| 133 | 2024.10.25 05:05 | t/p | 37 | 0.10 | 151.553 | 152.528 | 151.553 | 52.33 | 2126.92 |
| 134 | 2024.10.25 05:05 | t/p | 38 | 0.10 | 151.553 | 152.528 | 151.553 | 47.12 | 2174.04 |
| 135 | 2024.10.25 05:05 | t/p | 39 | 0.10 | 151.553 | 152.528 | 151.553 | 47.12 | 2221.15 |