Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| 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=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 2615 | Ticks modelled | 79436 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1242.48 | Gross profit | 1372.74 | Gross loss | -130.26 |
| Profit factor | 10.54 | Expected payoff | 37.65 | ||
| Absolute drawdown | 14.28 | Maximal drawdown | 179.02 (7.50%) | Relative drawdown | 7.93% (138.83) |
| Total trades | 33 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 20 (75.00%) |
| Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
| Largest | profit trade | 100.94 | loss trade | -24.21 | |
| Average | profit trade | 54.91 | loss trade | -16.28 | |
| Maximum | consecutive wins (profit in money) | 10 (627.73) | consecutive losses (loss in money) | 3 (-28.64) | |
| Maximal | consecutive profit (count of wins) | 627.73 (10) | consecutive loss (count of losses) | -29.66 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.29 04:00 | sell | 1 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 2 | 2024.04.29 04:00 | modify | 1 | 0.10 | 159.396 | 160.896 | 157.996 | ||
| 3 | 2024.04.29 04:30 | t/p | 1 | 0.10 | 157.996 | 160.896 | 157.996 | 89.27 | 1089.27 |
| 4 | 2024.05.16 04:00 | buy | 2 | 0.10 | 153.999 | 0.000 | 0.000 | ||
| 5 | 2024.05.16 04:00 | modify | 2 | 0.10 | 153.999 | 152.499 | 155.399 | ||
| 6 | 2024.05.16 08:20 | buy | 3 | 0.10 | 154.580 | 0.000 | 0.000 | ||
| 7 | 2024.05.16 08:20 | modify | 3 | 0.10 | 154.580 | 154.209 | 155.399 | ||
| 8 | 2024.05.16 08:20 | modify | 2 | 0.10 | 153.999 | 154.209 | 155.399 | ||
| 9 | 2024.05.16 08:50 | buy | 4 | 0.10 | 154.797 | 0.000 | 0.000 | ||
| 10 | 2024.05.16 08:50 | modify | 4 | 0.10 | 154.797 | 154.349 | 155.399 | ||
| 11 | 2024.05.16 08:50 | buy | 5 | 0.10 | 154.797 | 0.000 | 0.000 | ||
| 12 | 2024.05.16 08:50 | modify | 5 | 0.10 | 154.797 | 154.559 | 155.399 | ||
| 13 | 2024.05.16 08:50 | modify | 3 | 0.10 | 154.580 | 154.559 | 155.399 | ||
| 14 | 2024.05.16 08:50 | modify | 2 | 0.10 | 153.999 | 154.559 | 155.399 | ||
| 15 | 2024.05.16 08:55 | modify | 4 | 0.10 | 154.797 | 154.559 | 155.399 | ||
| 16 | 2024.05.16 13:30 | t/p | 2 | 0.10 | 155.399 | 154.559 | 155.399 | 90.05 | 1179.32 |
| 17 | 2024.05.16 13:30 | t/p | 3 | 0.10 | 155.399 | 154.559 | 155.399 | 52.68 | 1232.00 |
| 18 | 2024.05.16 13:30 | t/p | 4 | 0.10 | 155.399 | 154.559 | 155.399 | 38.72 | 1270.72 |
| 19 | 2024.05.16 13:30 | t/p | 5 | 0.10 | 155.399 | 154.559 | 155.399 | 38.72 | 1309.44 |
| 20 | 2024.07.25 04:00 | buy | 6 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 21 | 2024.07.25 04:00 | modify | 6 | 0.10 | 152.345 | 150.845 | 153.745 | ||
| 22 | 2024.07.25 12:20 | buy | 7 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 12:20 | modify | 7 | 0.10 | 153.119 | 152.695 | 153.745 | ||
| 24 | 2024.07.25 12:20 | buy | 8 | 0.10 | 153.119 | 0.000 | 0.000 | ||
| 25 | 2024.07.25 12:20 | modify | 8 | 0.10 | 153.119 | 152.905 | 153.745 | ||
| 26 | 2024.07.25 12:20 | modify | 6 | 0.10 | 152.345 | 152.905 | 153.745 | ||
| 27 | 2024.07.25 12:25 | modify | 7 | 0.10 | 153.119 | 152.905 | 153.745 | ||
| 28 | 2024.07.25 13:20 | t/p | 6 | 0.10 | 153.745 | 152.905 | 153.745 | 91.04 | 1400.48 |
| 29 | 2024.07.25 13:20 | t/p | 7 | 0.10 | 153.745 | 152.905 | 153.745 | 40.71 | 1441.19 |
| 30 | 2024.07.25 13:20 | t/p | 8 | 0.10 | 153.745 | 152.905 | 153.745 | 40.71 | 1481.90 |
| 31 | 2024.08.01 04:00 | buy | 9 | 0.10 | 149.592 | 0.000 | 0.000 | ||
| 32 | 2024.08.01 04:00 | modify | 9 | 0.10 | 149.592 | 148.092 | 150.992 | ||
| 33 | 2024.08.01 06:30 | buy | 10 | 0.10 | 150.156 | 0.000 | 0.000 | ||
| 34 | 2024.08.01 06:30 | modify | 10 | 0.10 | 150.156 | 149.802 | 150.992 | ||
| 35 | 2024.08.01 06:30 | modify | 9 | 0.10 | 149.592 | 149.802 | 150.992 | ||
| 36 | 2024.08.01 06:40 | buy | 11 | 0.10 | 150.365 | 0.000 | 0.000 | ||
| 37 | 2024.08.01 06:40 | modify | 11 | 0.10 | 150.365 | 149.942 | 150.992 | ||
| 38 | 2024.08.01 06:40 | buy | 12 | 0.10 | 150.365 | 0.000 | 0.000 | ||
| 39 | 2024.08.01 06:40 | modify | 12 | 0.10 | 150.365 | 150.152 | 150.992 | ||
| 40 | 2024.08.01 06:40 | modify | 10 | 0.10 | 150.156 | 150.152 | 150.992 | ||
| 41 | 2024.08.01 06:40 | modify | 9 | 0.10 | 149.592 | 150.152 | 150.992 | ||
| 42 | 2024.08.01 06:45 | modify | 11 | 0.10 | 150.365 | 150.152 | 150.992 | ||
| 43 | 2024.08.01 06:55 | s/l | 9 | 0.10 | 150.152 | 150.152 | 150.992 | 37.32 | 1519.22 |
| 44 | 2024.08.01 06:55 | s/l | 10 | 0.10 | 150.152 | 150.152 | 150.992 | -0.26 | 1518.96 |
| 45 | 2024.08.01 06:55 | s/l | 11 | 0.10 | 150.152 | 150.152 | 150.992 | -14.19 | 1504.77 |
| 46 | 2024.08.01 06:55 | s/l | 12 | 0.10 | 150.152 | 150.152 | 150.992 | -14.19 | 1490.58 |
| 47 | 2024.08.07 04:00 | sell | 13 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 48 | 2024.08.07 04:00 | modify | 13 | 0.10 | 147.129 | 148.629 | 145.729 | ||
| 49 | 2024.08.07 22:40 | sell | 14 | 0.10 | 146.353 | 0.000 | 0.000 | ||
| 50 | 2024.08.07 22:40 | modify | 14 | 0.10 | 146.353 | 146.779 | 145.729 | ||
| 51 | 2024.08.07 22:40 | sell | 15 | 0.10 | 146.353 | 0.000 | 0.000 | ||
| 52 | 2024.08.07 22:40 | modify | 15 | 0.10 | 146.353 | 146.569 | 145.729 | ||
| 53 | 2024.08.07 22:40 | modify | 13 | 0.10 | 147.129 | 146.569 | 145.729 | ||
| 54 | 2024.08.07 22:45 | modify | 14 | 0.10 | 146.353 | 146.569 | 145.729 | ||
| 55 | 2024.08.07 23:40 | t/p | 13 | 0.10 | 145.729 | 146.569 | 145.729 | 96.16 | 1586.74 |
| 56 | 2024.08.07 23:40 | t/p | 14 | 0.10 | 145.729 | 146.569 | 145.729 | 42.86 | 1629.60 |
| 57 | 2024.08.07 23:40 | t/p | 15 | 0.10 | 145.729 | 146.569 | 145.729 | 42.86 | 1672.46 |
| 58 | 2024.08.19 04:00 | buy | 16 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 59 | 2024.08.19 04:00 | modify | 16 | 0.10 | 146.489 | 144.989 | 147.889 | ||
| 60 | 2024.08.20 02:50 | buy | 17 | 0.10 | 147.054 | 0.000 | 0.000 | ||
| 61 | 2024.08.20 02:50 | modify | 17 | 0.10 | 147.054 | 146.699 | 147.889 | ||
| 62 | 2024.08.20 02:50 | modify | 16 | 0.10 | 146.489 | 146.699 | 147.889 | ||
| 63 | 2024.08.20 07:30 | s/l | 16 | 0.10 | 146.699 | 146.699 | 147.889 | 15.30 | 1687.76 |
| 64 | 2024.08.20 07:30 | s/l | 17 | 0.10 | 146.699 | 146.699 | 147.889 | -24.21 | 1663.55 |
| 65 | 2024.09.11 04:00 | buy | 18 | 0.10 | 141.426 | 0.000 | 0.000 | ||
| 66 | 2024.09.11 04:00 | modify | 18 | 0.10 | 141.426 | 139.926 | 142.826 | ||
| 67 | 2024.09.11 17:10 | buy | 19 | 0.10 | 142.006 | 0.000 | 0.000 | ||
| 68 | 2024.09.11 17:10 | modify | 19 | 0.10 | 142.006 | 141.636 | 142.826 | ||
| 69 | 2024.09.11 17:10 | modify | 18 | 0.10 | 141.426 | 141.636 | 142.826 | ||
| 70 | 2024.09.12 00:30 | t/p | 18 | 0.10 | 142.826 | 141.636 | 142.826 | 100.94 | 1764.49 |
| 71 | 2024.09.12 00:30 | t/p | 19 | 0.10 | 142.826 | 141.636 | 142.826 | 60.34 | 1824.82 |
| 72 | 2024.09.13 04:00 | buy | 20 | 0.10 | 141.006 | 0.000 | 0.000 | ||
| 73 | 2024.09.13 04:00 | modify | 20 | 0.10 | 141.006 | 139.506 | 142.406 | ||
| 74 | 2024.09.17 15:30 | buy | 21 | 0.10 | 141.779 | 0.000 | 0.000 | ||
| 75 | 2024.09.17 15:30 | modify | 21 | 0.10 | 141.779 | 141.356 | 142.406 | ||
| 76 | 2024.09.17 15:30 | buy | 22 | 0.10 | 141.779 | 0.000 | 0.000 | ||
| 77 | 2024.09.17 15:30 | modify | 22 | 0.10 | 141.779 | 141.566 | 142.406 | ||
| 78 | 2024.09.17 15:30 | modify | 20 | 0.10 | 141.006 | 141.566 | 142.406 | ||
| 79 | 2024.09.17 15:35 | modify | 21 | 0.10 | 141.779 | 141.566 | 142.406 | ||
| 80 | 2024.09.17 20:40 | t/p | 20 | 0.10 | 142.406 | 141.566 | 142.406 | 100.23 | 1925.05 |
| 81 | 2024.09.17 20:40 | t/p | 21 | 0.10 | 142.406 | 141.566 | 142.406 | 44.01 | 1969.06 |
| 82 | 2024.09.17 20:40 | t/p | 22 | 0.10 | 142.406 | 141.566 | 142.406 | 44.01 | 2013.07 |
| 83 | 2024.09.19 04:00 | sell | 23 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 84 | 2024.09.19 04:00 | modify | 23 | 0.10 | 143.168 | 144.668 | 141.768 | ||
| 85 | 2024.09.19 21:00 | sell | 24 | 0.10 | 142.605 | 0.000 | 0.000 | ||
| 86 | 2024.09.19 21:00 | modify | 24 | 0.10 | 142.605 | 142.958 | 141.768 | ||
| 87 | 2024.09.19 21:00 | modify | 23 | 0.10 | 143.168 | 142.958 | 141.768 | ||
| 88 | 2024.09.20 03:10 | sell | 25 | 0.10 | 142.385 | 0.000 | 0.000 | ||
| 89 | 2024.09.20 03:10 | modify | 25 | 0.10 | 142.385 | 142.818 | 141.768 | ||
| 90 | 2024.09.20 03:10 | sell | 26 | 0.10 | 142.385 | 0.000 | 0.000 | ||
| 91 | 2024.09.20 03:10 | modify | 26 | 0.10 | 142.385 | 142.608 | 141.768 | ||
| 92 | 2024.09.20 03:10 | modify | 24 | 0.10 | 142.605 | 142.608 | 141.768 | ||
| 93 | 2024.09.20 03:10 | modify | 23 | 0.10 | 143.168 | 142.608 | 141.768 | ||
| 94 | 2024.09.20 03:15 | modify | 25 | 0.10 | 142.385 | 142.608 | 141.768 | ||
| 95 | 2024.09.20 06:15 | t/p | 23 | 0.10 | 141.768 | 142.608 | 141.768 | 97.15 | 2110.22 |
| 96 | 2024.09.20 06:15 | t/p | 24 | 0.10 | 141.768 | 142.608 | 141.768 | 57.43 | 2167.66 |
| 97 | 2024.09.20 06:15 | t/p | 25 | 0.10 | 141.768 | 142.608 | 141.768 | 43.52 | 2211.18 |
| 98 | 2024.09.20 06:15 | t/p | 26 | 0.10 | 141.768 | 142.608 | 141.768 | 43.52 | 2254.70 |
| 99 | 2024.10.28 04:00 | sell | 27 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 100 | 2024.10.28 04:00 | modify | 27 | 0.10 | 153.630 | 155.130 | 152.230 | ||
| 101 | 2024.10.28 10:10 | sell | 28 | 0.10 | 152.843 | 0.000 | 0.000 | ||
| 102 | 2024.10.28 10:10 | modify | 28 | 0.10 | 152.843 | 153.280 | 152.230 | ||
| 103 | 2024.10.28 10:10 | sell | 29 | 0.10 | 152.843 | 0.000 | 0.000 | ||
| 104 | 2024.10.28 10:10 | modify | 29 | 0.10 | 152.843 | 153.070 | 152.230 | ||
| 105 | 2024.10.28 10:10 | modify | 27 | 0.10 | 153.630 | 153.070 | 152.230 | ||
| 106 | 2024.10.28 10:15 | modify | 28 | 0.10 | 152.843 | 153.070 | 152.230 | ||
| 107 | 2024.10.28 14:40 | s/l | 27 | 0.10 | 153.070 | 153.070 | 152.230 | 36.58 | 2291.28 |
| 108 | 2024.10.28 14:40 | s/l | 28 | 0.10 | 153.070 | 153.070 | 152.230 | -14.83 | 2276.45 |
| 109 | 2024.10.28 14:40 | s/l | 29 | 0.10 | 153.070 | 153.070 | 152.230 | -14.83 | 2261.62 |
| 110 | 2024.11.06 04:00 | sell | 30 | 0.10 | 153.934 | 0.000 | 0.000 | ||
| 111 | 2024.11.06 04:00 | modify | 30 | 0.10 | 153.934 | 155.434 | 152.534 | ||
| 112 | 2024.11.06 05:25 | sell | 31 | 0.10 | 153.358 | 0.000 | 0.000 | ||
| 113 | 2024.11.06 05:25 | modify | 31 | 0.10 | 153.358 | 153.724 | 152.534 | ||
| 114 | 2024.11.06 05:25 | modify | 30 | 0.10 | 153.934 | 153.724 | 152.534 | ||
| 115 | 2024.11.06 05:40 | s/l | 30 | 0.10 | 153.724 | 153.724 | 152.534 | 13.66 | 2275.28 |
| 116 | 2024.11.06 05:40 | s/l | 31 | 0.10 | 153.724 | 153.724 | 152.534 | -23.79 | 2251.49 |
| 117 | 2024.11.29 04:00 | buy | 32 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 118 | 2024.11.29 04:00 | modify | 32 | 0.10 | 150.126 | 148.626 | 151.526 | ||
| 119 | 2024.12.02 02:50 | buy | 33 | 0.10 | 150.696 | 0.000 | 0.000 | ||
| 120 | 2024.12.02 02:50 | modify | 33 | 0.10 | 150.696 | 150.336 | 151.526 | ||
| 121 | 2024.12.02 02:50 | modify | 32 | 0.10 | 150.126 | 150.336 | 151.526 | ||
| 122 | 2024.12.02 06:40 | s/l | 32 | 0.10 | 150.336 | 150.336 | 151.526 | 14.96 | 2266.44 |
| 123 | 2024.12.02 06:40 | s/l | 33 | 0.10 | 150.336 | 150.336 | 151.526 | -23.96 | 2242.48 |