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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=1; 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 | 1246.79 | Gross profit | 1246.79 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 62.34 | |||
| Absolute drawdown | 96.33 | Maximal drawdown | 170.26 (7.73%) | Relative drawdown | 10.99% (111.52) |
| Total trades | 20 | Short positions (won %) | 16 (100.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 20 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 109.21 | loss trade | -0.00 | |
| Average | profit trade | 62.34 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 20 (1246.79) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 1246.79 (20) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 20 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 00:00 | buy | 1 | 0.10 | 147.892 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 00:00 | modify | 1 | 0.10 | 147.892 | 146.392 | 149.392 | ||
| 3 | 2024.03.15 07:50 | buy | 2 | 0.10 | 148.578 | 0.000 | 0.000 | ||
| 4 | 2024.03.15 07:50 | modify | 2 | 0.10 | 148.578 | 147.967 | 149.392 | ||
| 5 | 2024.03.15 07:50 | buy | 3 | 0.10 | 148.578 | 0.000 | 0.000 | ||
| 6 | 2024.03.15 07:50 | modify | 3 | 0.10 | 148.578 | 148.267 | 149.392 | ||
| 7 | 2024.03.15 07:50 | modify | 1 | 0.10 | 147.892 | 148.267 | 149.392 | ||
| 8 | 2024.03.15 07:55 | modify | 2 | 0.10 | 148.578 | 148.267 | 149.392 | ||
| 9 | 2024.03.15 09:40 | buy | 4 | 0.10 | 148.810 | 0.000 | 0.000 | ||
| 10 | 2024.03.15 09:40 | modify | 4 | 0.10 | 148.810 | 148.417 | 149.392 | ||
| 11 | 2024.03.15 09:40 | modify | 3 | 0.10 | 148.578 | 148.417 | 149.392 | ||
| 12 | 2024.03.15 09:40 | modify | 2 | 0.10 | 148.578 | 148.417 | 149.392 | ||
| 13 | 2024.03.15 09:40 | modify | 1 | 0.10 | 147.892 | 148.417 | 149.392 | ||
| 14 | 2024.03.19 01:33 | t/p | 1 | 0.10 | 149.392 | 148.417 | 149.392 | 109.21 | 1109.21 |
| 15 | 2024.03.19 01:33 | t/p | 2 | 0.10 | 149.392 | 148.417 | 149.392 | 56.44 | 1165.65 |
| 16 | 2024.03.19 01:33 | t/p | 3 | 0.10 | 149.392 | 148.417 | 149.392 | 56.44 | 1222.09 |
| 17 | 2024.03.19 01:33 | t/p | 4 | 0.10 | 149.392 | 148.417 | 149.392 | 40.91 | 1262.99 |
| 18 | 2024.05.15 00:00 | sell | 5 | 0.10 | 156.521 | 0.000 | 0.000 | ||
| 19 | 2024.05.15 00:00 | modify | 5 | 0.10 | 156.521 | 158.021 | 155.021 | ||
| 20 | 2024.05.15 09:15 | sell | 6 | 0.10 | 155.601 | 0.000 | 0.000 | ||
| 21 | 2024.05.15 09:15 | modify | 6 | 0.10 | 155.601 | 155.996 | 155.021 | ||
| 22 | 2024.05.15 09:15 | modify | 5 | 0.10 | 156.521 | 155.996 | 155.021 | ||
| 23 | 2024.05.15 10:10 | sell | 7 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 24 | 2024.05.15 10:10 | modify | 7 | 0.10 | 155.846 | 156.446 | 155.021 | ||
| 25 | 2024.05.15 10:10 | sell | 8 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 26 | 2024.05.15 10:10 | modify | 8 | 0.10 | 155.846 | 156.146 | 155.021 | ||
| 27 | 2024.05.15 10:15 | modify | 8 | 0.10 | 155.846 | 155.996 | 155.021 | ||
| 28 | 2024.05.15 10:15 | modify | 7 | 0.10 | 155.846 | 155.996 | 155.021 | ||
| 29 | 2024.05.15 12:40 | t/p | 5 | 0.10 | 155.021 | 155.996 | 155.021 | 96.91 | 1359.90 |
| 30 | 2024.05.15 12:40 | t/p | 6 | 0.10 | 155.021 | 155.996 | 155.021 | 37.47 | 1397.37 |
| 31 | 2024.05.15 12:40 | t/p | 7 | 0.10 | 155.021 | 155.996 | 155.021 | 53.30 | 1450.67 |
| 32 | 2024.05.15 12:40 | t/p | 8 | 0.10 | 155.021 | 155.996 | 155.021 | 53.30 | 1503.97 |
| 33 | 2024.08.16 00:00 | sell | 9 | 0.10 | 149.227 | 0.000 | 0.000 | ||
| 34 | 2024.08.16 00:00 | modify | 9 | 0.10 | 149.227 | 150.727 | 147.727 | ||
| 35 | 2024.08.16 10:20 | sell | 10 | 0.10 | 148.550 | 0.000 | 0.000 | ||
| 36 | 2024.08.16 10:20 | modify | 10 | 0.10 | 148.550 | 149.152 | 147.727 | ||
| 37 | 2024.08.16 10:20 | sell | 11 | 0.10 | 148.550 | 0.000 | 0.000 | ||
| 38 | 2024.08.16 10:20 | modify | 11 | 0.10 | 148.550 | 148.852 | 147.727 | ||
| 39 | 2024.08.16 10:20 | modify | 9 | 0.10 | 149.227 | 148.852 | 147.727 | ||
| 40 | 2024.08.16 10:25 | modify | 10 | 0.10 | 148.550 | 148.852 | 147.727 | ||
| 41 | 2024.08.16 10:40 | sell | 12 | 0.10 | 148.323 | 0.000 | 0.000 | ||
| 42 | 2024.08.16 10:40 | modify | 12 | 0.10 | 148.323 | 148.702 | 147.727 | ||
| 43 | 2024.08.16 10:40 | modify | 11 | 0.10 | 148.550 | 148.702 | 147.727 | ||
| 44 | 2024.08.16 10:40 | modify | 10 | 0.10 | 148.550 | 148.702 | 147.727 | ||
| 45 | 2024.08.16 10:40 | modify | 9 | 0.10 | 149.227 | 148.702 | 147.727 | ||
| 46 | 2024.08.16 12:40 | t/p | 9 | 0.10 | 147.727 | 148.702 | 147.727 | 101.60 | 1605.57 |
| 47 | 2024.08.16 12:40 | t/p | 10 | 0.10 | 147.727 | 148.702 | 147.727 | 55.74 | 1661.31 |
| 48 | 2024.08.16 12:40 | t/p | 11 | 0.10 | 147.727 | 148.702 | 147.727 | 55.74 | 1717.05 |
| 49 | 2024.08.16 12:40 | t/p | 12 | 0.10 | 147.727 | 148.702 | 147.727 | 40.37 | 1757.42 |
| 50 | 2024.09.02 00:00 | sell | 13 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 51 | 2024.09.02 00:00 | modify | 13 | 0.10 | 146.401 | 147.901 | 144.901 | ||
| 52 | 2024.09.03 16:40 | sell | 14 | 0.10 | 145.710 | 0.000 | 0.000 | ||
| 53 | 2024.09.03 16:40 | modify | 14 | 0.10 | 145.710 | 146.326 | 144.901 | ||
| 54 | 2024.09.03 16:40 | sell | 15 | 0.10 | 145.710 | 0.000 | 0.000 | ||
| 55 | 2024.09.03 16:40 | modify | 15 | 0.10 | 145.710 | 146.026 | 144.901 | ||
| 56 | 2024.09.03 16:40 | modify | 13 | 0.10 | 146.401 | 146.026 | 144.901 | ||
| 57 | 2024.09.03 16:45 | modify | 14 | 0.10 | 145.710 | 146.026 | 144.901 | ||
| 58 | 2024.09.04 03:10 | sell | 16 | 0.10 | 145.495 | 0.000 | 0.000 | ||
| 59 | 2024.09.04 03:10 | modify | 16 | 0.10 | 145.495 | 145.876 | 144.901 | ||
| 60 | 2024.09.04 03:10 | modify | 15 | 0.10 | 145.710 | 145.876 | 144.901 | ||
| 61 | 2024.09.04 03:10 | modify | 14 | 0.10 | 145.710 | 145.876 | 144.901 | ||
| 62 | 2024.09.04 03:10 | modify | 13 | 0.10 | 146.401 | 145.876 | 144.901 | ||
| 63 | 2024.09.04 06:40 | t/p | 13 | 0.10 | 144.901 | 145.876 | 144.901 | 100.30 | 1857.73 |
| 64 | 2024.09.04 06:40 | t/p | 14 | 0.10 | 144.901 | 145.876 | 144.901 | 54.22 | 1911.95 |
| 65 | 2024.09.04 06:40 | t/p | 15 | 0.10 | 144.901 | 145.876 | 144.901 | 54.22 | 1966.17 |
| 66 | 2024.09.04 06:40 | t/p | 16 | 0.10 | 144.901 | 145.876 | 144.901 | 40.99 | 2007.16 |
| 67 | 2024.11.15 00:00 | sell | 17 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 68 | 2024.11.15 00:00 | modify | 17 | 0.10 | 156.480 | 157.980 | 154.980 | ||
| 69 | 2024.11.15 07:50 | sell | 18 | 0.10 | 155.796 | 0.000 | 0.000 | ||
| 70 | 2024.11.15 07:50 | modify | 18 | 0.10 | 155.796 | 156.405 | 154.980 | ||
| 71 | 2024.11.15 07:50 | sell | 19 | 0.10 | 155.796 | 0.000 | 0.000 | ||
| 72 | 2024.11.15 07:50 | modify | 19 | 0.10 | 155.796 | 156.105 | 154.980 | ||
| 73 | 2024.11.15 07:50 | modify | 17 | 0.10 | 156.480 | 156.105 | 154.980 | ||
| 74 | 2024.11.15 07:55 | modify | 18 | 0.10 | 155.796 | 156.105 | 154.980 | ||
| 75 | 2024.11.15 09:20 | sell | 20 | 0.10 | 155.559 | 0.000 | 0.000 | ||
| 76 | 2024.11.15 09:20 | modify | 20 | 0.10 | 155.559 | 155.955 | 154.980 | ||
| 77 | 2024.11.15 09:20 | modify | 19 | 0.10 | 155.796 | 155.955 | 154.980 | ||
| 78 | 2024.11.15 09:20 | modify | 18 | 0.10 | 155.796 | 155.955 | 154.980 | ||
| 79 | 2024.11.15 09:20 | modify | 17 | 0.10 | 156.480 | 155.955 | 154.980 | ||
| 80 | 2024.11.15 15:40 | t/p | 17 | 0.10 | 154.980 | 155.955 | 154.980 | 96.86 | 2104.02 |
| 81 | 2024.11.15 15:40 | t/p | 18 | 0.10 | 154.980 | 155.955 | 154.980 | 52.69 | 2156.71 |
| 82 | 2024.11.15 15:40 | t/p | 19 | 0.10 | 154.980 | 155.955 | 154.980 | 52.69 | 2209.40 |
| 83 | 2024.11.15 15:40 | t/p | 20 | 0.10 | 154.980 | 155.955 | 154.980 | 37.39 | 2246.79 |