Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2608 | Ticks modelled | 79652 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 648.19 | Gross profit | 712.64 | Gross loss | -64.45 |
| Profit factor | 11.06 | Expected payoff | 29.46 | ||
| Absolute drawdown | 10.35 | Maximal drawdown | 122.06 (9.69%) | Relative drawdown | 9.69% (122.06) |
| Total trades | 22 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
| Largest | profit trade | 81.67 | loss trade | -18.50 | |
| Average | profit trade | 39.59 | loss trade | -16.11 | |
| Maximum | consecutive wins (profit in money) | 10 (451.33) | consecutive losses (loss in money) | 1 (-18.50) | |
| Maximal | consecutive profit (count of wins) | 451.33 (10) | consecutive loss (count of losses) | -18.50 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 20:00 | sell | 1 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 20:00 | modify | 1 | 0.10 | 169.291 | 170.791 | 168.091 | ||
| 3 | 2024.05.15 07:40 | sell | 2 | 0.10 | 168.923 | 0.000 | 0.000 | ||
| 4 | 2024.05.15 07:40 | modify | 2 | 0.10 | 168.923 | 169.171 | 168.091 | ||
| 5 | 2024.05.15 07:40 | modify | 1 | 0.10 | 169.291 | 169.171 | 168.091 | ||
| 6 | 2024.05.15 08:30 | sell | 3 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 08:30 | modify | 3 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 8 | 2024.05.15 08:30 | modify | 2 | 0.10 | 168.923 | 168.871 | 168.091 | ||
| 9 | 2024.05.15 08:30 | modify | 1 | 0.10 | 169.291 | 168.871 | 168.091 | ||
| 10 | 2024.05.15 08:55 | sell | 4 | 0.10 | 168.564 | 0.000 | 0.000 | ||
| 11 | 2024.05.15 08:55 | modify | 4 | 0.10 | 168.564 | 168.931 | 168.091 | ||
| 12 | 2024.05.15 09:00 | modify | 4 | 0.10 | 168.564 | 168.871 | 168.091 | ||
| 13 | 2024.05.15 12:40 | t/p | 1 | 0.10 | 168.091 | 168.871 | 168.091 | 81.67 | 1081.67 |
| 14 | 2024.05.15 12:40 | t/p | 2 | 0.10 | 168.091 | 168.871 | 168.091 | 57.22 | 1138.89 |
| 15 | 2024.05.15 12:40 | t/p | 3 | 0.10 | 168.091 | 168.871 | 168.091 | 40.65 | 1179.54 |
| 16 | 2024.05.15 12:40 | t/p | 4 | 0.10 | 168.091 | 168.871 | 168.091 | 32.53 | 1212.07 |
| 17 | 2024.07.11 20:00 | buy | 5 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 18 | 2024.07.11 20:00 | modify | 5 | 0.10 | 172.590 | 171.090 | 173.790 | ||
| 19 | 2024.07.12 00:55 | buy | 6 | 0.10 | 172.951 | 0.000 | 0.000 | ||
| 20 | 2024.07.12 00:55 | modify | 6 | 0.10 | 172.951 | 172.710 | 173.790 | ||
| 21 | 2024.07.12 00:55 | modify | 5 | 0.10 | 172.590 | 172.710 | 173.790 | ||
| 22 | 2024.07.12 02:15 | buy | 7 | 0.10 | 173.212 | 0.000 | 0.000 | ||
| 23 | 2024.07.12 02:15 | modify | 7 | 0.10 | 173.212 | 173.010 | 173.790 | ||
| 24 | 2024.07.12 02:15 | modify | 6 | 0.10 | 172.951 | 173.010 | 173.790 | ||
| 25 | 2024.07.12 02:15 | modify | 5 | 0.10 | 172.590 | 173.010 | 173.790 | ||
| 26 | 2024.07.12 02:20 | s/l | 5 | 0.10 | 173.010 | 173.010 | 173.790 | 29.22 | 1241.28 |
| 27 | 2024.07.12 02:20 | s/l | 6 | 0.10 | 173.010 | 173.010 | 173.790 | 4.06 | 1245.34 |
| 28 | 2024.07.12 02:20 | s/l | 7 | 0.10 | 173.010 | 173.010 | 173.790 | -13.89 | 1231.45 |
| 29 | 2024.08.15 20:00 | sell | 8 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 30 | 2024.08.15 20:00 | modify | 8 | 0.10 | 163.556 | 165.056 | 162.356 | ||
| 31 | 2024.08.16 09:05 | sell | 9 | 0.10 | 163.190 | 0.000 | 0.000 | ||
| 32 | 2024.08.16 09:05 | modify | 9 | 0.10 | 163.190 | 163.436 | 162.356 | ||
| 33 | 2024.08.16 09:05 | modify | 8 | 0.10 | 163.556 | 163.436 | 162.356 | ||
| 34 | 2024.08.16 11:20 | sell | 10 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 35 | 2024.08.16 11:20 | modify | 10 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 36 | 2024.08.16 11:20 | modify | 9 | 0.10 | 163.190 | 163.136 | 162.356 | ||
| 37 | 2024.08.16 11:20 | modify | 8 | 0.10 | 163.556 | 163.136 | 162.356 | ||
| 38 | 2024.08.16 11:30 | sell | 11 | 0.10 | 162.821 | 0.000 | 0.000 | ||
| 39 | 2024.08.16 11:30 | modify | 11 | 0.10 | 162.821 | 163.196 | 162.356 | ||
| 40 | 2024.08.16 11:35 | modify | 11 | 0.10 | 162.821 | 163.136 | 162.356 | ||
| 41 | 2024.08.16 12:40 | t/p | 8 | 0.10 | 162.356 | 163.136 | 162.356 | 81.67 | 1313.12 |
| 42 | 2024.08.16 12:40 | t/p | 9 | 0.10 | 162.356 | 163.136 | 162.356 | 57.36 | 1370.48 |
| 43 | 2024.08.16 12:40 | t/p | 10 | 0.10 | 162.356 | 163.136 | 162.356 | 40.23 | 1410.71 |
| 44 | 2024.08.16 12:40 | t/p | 11 | 0.10 | 162.356 | 163.136 | 162.356 | 31.98 | 1442.69 |
| 45 | 2024.09.02 20:00 | sell | 12 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 46 | 2024.09.02 20:00 | modify | 12 | 0.10 | 162.655 | 164.155 | 161.455 | ||
| 47 | 2024.09.03 01:50 | sell | 13 | 0.10 | 162.290 | 0.000 | 0.000 | ||
| 48 | 2024.09.03 01:50 | modify | 13 | 0.10 | 162.290 | 162.535 | 161.455 | ||
| 49 | 2024.09.03 01:50 | modify | 12 | 0.10 | 162.655 | 162.535 | 161.455 | ||
| 50 | 2024.09.03 03:59 | sell | 14 | 0.10 | 162.045 | 0.000 | 0.000 | ||
| 51 | 2024.09.03 03:59 | modify | 14 | 0.10 | 162.045 | 162.235 | 161.455 | ||
| 52 | 2024.09.03 03:59 | modify | 13 | 0.10 | 162.290 | 162.235 | 161.455 | ||
| 53 | 2024.09.03 03:59 | modify | 12 | 0.10 | 162.655 | 162.235 | 161.455 | ||
| 54 | 2024.09.03 04:30 | sell | 15 | 0.10 | 161.917 | 0.000 | 0.000 | ||
| 55 | 2024.09.03 04:30 | modify | 15 | 0.10 | 161.917 | 162.295 | 161.455 | ||
| 56 | 2024.09.03 04:35 | modify | 15 | 0.10 | 161.917 | 162.235 | 161.455 | ||
| 57 | 2024.09.03 07:40 | t/p | 12 | 0.10 | 161.455 | 162.235 | 161.455 | 81.67 | 1524.35 |
| 58 | 2024.09.03 07:40 | t/p | 13 | 0.10 | 161.455 | 162.235 | 161.455 | 57.43 | 1581.78 |
| 59 | 2024.09.03 07:40 | t/p | 14 | 0.10 | 161.455 | 162.235 | 161.455 | 40.58 | 1622.36 |
| 60 | 2024.09.03 07:40 | t/p | 15 | 0.10 | 161.455 | 162.235 | 161.455 | 31.78 | 1654.14 |
| 61 | 2024.10.09 20:00 | sell | 16 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 62 | 2024.10.09 20:00 | modify | 16 | 0.10 | 163.331 | 164.831 | 162.131 | ||
| 63 | 2024.10.10 08:40 | sell | 17 | 0.10 | 162.945 | 0.000 | 0.000 | ||
| 64 | 2024.10.10 08:40 | modify | 17 | 0.10 | 162.945 | 163.211 | 162.131 | ||
| 65 | 2024.10.10 08:40 | modify | 16 | 0.10 | 163.331 | 163.211 | 162.131 | ||
| 66 | 2024.10.10 09:40 | sell | 18 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 67 | 2024.10.10 09:40 | modify | 18 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 68 | 2024.10.10 09:40 | modify | 17 | 0.10 | 162.945 | 162.911 | 162.131 | ||
| 69 | 2024.10.10 09:40 | modify | 16 | 0.10 | 163.331 | 162.911 | 162.131 | ||
| 70 | 2024.10.10 11:20 | s/l | 16 | 0.10 | 162.911 | 162.911 | 162.131 | 26.30 | 1680.44 |
| 71 | 2024.10.10 11:20 | s/l | 17 | 0.10 | 162.911 | 162.911 | 162.131 | 2.34 | 1682.78 |
| 72 | 2024.10.10 11:20 | s/l | 18 | 0.10 | 162.911 | 162.911 | 162.131 | -13.96 | 1668.82 |
| 73 | 2025.01.06 20:00 | sell | 19 | 0.10 | 163.659 | 0.000 | 0.000 | ||
| 74 | 2025.01.06 20:00 | modify | 19 | 0.10 | 163.659 | 165.159 | 162.459 | ||
| 75 | 2025.01.07 20:20 | sell | 20 | 0.10 | 163.270 | 0.000 | 0.000 | ||
| 76 | 2025.01.07 20:20 | modify | 20 | 0.10 | 163.270 | 163.539 | 162.459 | ||
| 77 | 2025.01.07 20:20 | modify | 19 | 0.10 | 163.659 | 163.539 | 162.459 | ||
| 78 | 2025.01.07 23:20 | s/l | 19 | 0.10 | 163.539 | 163.539 | 162.459 | 7.40 | 1676.22 |
| 79 | 2025.01.07 23:20 | s/l | 20 | 0.10 | 163.539 | 163.539 | 162.459 | -18.50 | 1657.72 |
| 80 | 2025.02.17 20:00 | buy | 21 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 81 | 2025.02.17 20:00 | modify | 21 | 0.10 | 158.719 | 157.219 | 159.919 | ||
| 82 | 2025.02.18 03:30 | buy | 22 | 0.10 | 159.102 | 0.000 | 0.000 | ||
| 83 | 2025.02.18 03:30 | modify | 22 | 0.10 | 159.102 | 158.839 | 159.919 | ||
| 84 | 2025.02.18 03:30 | modify | 21 | 0.10 | 158.719 | 158.839 | 159.919 | ||
| 85 | 2025.02.18 07:15 | s/l | 21 | 0.10 | 158.839 | 158.839 | 159.919 | 8.57 | 1666.29 |
| 86 | 2025.02.18 07:15 | s/l | 22 | 0.10 | 158.839 | 158.839 | 159.919 | -18.10 | 1648.19 |