Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1915 | Ticks modelled | 40181309 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1208.13 | Gross profit | 1613.52 | Gross loss | -405.39 |
| Profit factor | 3.98 | Expected payoff | 32.65 | ||
| Absolute drawdown | 18.25 | Maximal drawdown | 234.44 (2.26%) | Relative drawdown | 2.26% (234.44) |
| Total trades | 37 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 108.66 | loss trade | -98.71 | |
| Average | profit trade | 59.76 | loss trade | -40.54 | |
| Maximum | consecutive wins (profit in money) | 9 (542.29) | consecutive losses (loss in money) | 4 (-152.67) | |
| Maximal | consecutive profit (count of wins) | 542.29 (9) | consecutive loss (count of losses) | -152.67 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.20 12:00 | buy | 1 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 2 | 2023.03.20 12:00 | modify | 1 | 0.10 | 131.079 | 129.779 | 132.579 | ||
| 3 | 2023.03.20 14:53 | buy | 2 | 0.10 | 131.839 | 0.000 | 0.000 | ||
| 4 | 2023.03.20 14:53 | modify | 2 | 0.10 | 131.839 | 131.229 | 132.579 | ||
| 5 | 2023.03.20 14:53 | buy | 3 | 0.10 | 131.839 | 0.000 | 0.000 | ||
| 6 | 2023.03.20 14:53 | modify | 3 | 0.10 | 131.839 | 131.604 | 132.579 | ||
| 7 | 2023.03.20 14:53 | modify | 1 | 0.10 | 131.079 | 131.604 | 132.579 | ||
| 8 | 2023.03.20 14:53 | modify | 2 | 0.10 | 131.839 | 131.604 | 132.579 | ||
| 9 | 2023.03.20 15:16 | s/l | 1 | 0.10 | 131.604 | 131.604 | 132.579 | 39.89 | 10039.89 |
| 10 | 2023.03.20 15:16 | s/l | 2 | 0.10 | 131.604 | 131.604 | 132.579 | -17.86 | 10022.03 |
| 11 | 2023.03.20 15:16 | s/l | 3 | 0.10 | 131.604 | 131.604 | 132.579 | -17.86 | 10004.17 |
| 12 | 2023.05.02 04:00 | sell | 4 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 13 | 2023.05.02 04:00 | modify | 4 | 0.10 | 137.493 | 138.793 | 135.993 | ||
| 14 | 2023.05.02 14:32 | sell | 5 | 0.10 | 136.742 | 0.000 | 0.000 | ||
| 15 | 2023.05.02 14:32 | modify | 5 | 0.10 | 136.742 | 137.343 | 135.993 | ||
| 16 | 2023.05.02 14:32 | sell | 6 | 0.10 | 136.742 | 0.000 | 0.000 | ||
| 17 | 2023.05.02 14:32 | modify | 6 | 0.10 | 136.742 | 136.968 | 135.993 | ||
| 18 | 2023.05.02 14:32 | modify | 4 | 0.10 | 137.493 | 136.968 | 135.993 | ||
| 19 | 2023.05.02 14:32 | modify | 5 | 0.10 | 136.742 | 136.968 | 135.993 | ||
| 20 | 2023.05.02 14:34 | sell | 7 | 0.10 | 136.667 | 0.000 | 0.000 | ||
| 21 | 2023.05.02 14:34 | modify | 7 | 0.10 | 136.667 | 137.043 | 135.993 | ||
| 22 | 2023.05.02 14:34 | modify | 7 | 0.10 | 136.667 | 136.968 | 135.993 | ||
| 23 | 2023.05.03 02:06 | t/p | 4 | 0.10 | 135.993 | 136.968 | 135.993 | 108.66 | 10112.83 |
| 24 | 2023.05.03 02:06 | t/p | 5 | 0.10 | 135.993 | 136.968 | 135.993 | 53.44 | 10166.28 |
| 25 | 2023.05.03 02:06 | t/p | 6 | 0.10 | 135.993 | 136.968 | 135.993 | 53.44 | 10219.72 |
| 26 | 2023.05.03 02:06 | t/p | 7 | 0.10 | 135.993 | 136.968 | 135.993 | 47.93 | 10267.65 |
| 27 | 2023.05.18 04:00 | sell | 8 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 28 | 2023.05.18 04:00 | modify | 8 | 0.10 | 137.584 | 138.884 | 136.084 | ||
| 29 | 2023.05.23 02:12 | s/l | 8 | 0.10 | 138.884 | 138.884 | 136.084 | -98.51 | 10169.14 |
| 30 | 2023.06.27 20:00 | sell | 9 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 31 | 2023.06.27 20:00 | modify | 9 | 0.10 | 144.001 | 145.301 | 142.501 | ||
| 32 | 2023.07.07 07:27 | sell | 10 | 0.10 | 143.245 | 0.000 | 0.000 | ||
| 33 | 2023.07.07 07:27 | modify | 10 | 0.10 | 143.245 | 143.851 | 142.501 | ||
| 34 | 2023.07.07 07:27 | sell | 11 | 0.10 | 143.245 | 0.000 | 0.000 | ||
| 35 | 2023.07.07 07:27 | modify | 11 | 0.10 | 143.245 | 143.476 | 142.501 | ||
| 36 | 2023.07.07 07:27 | modify | 9 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 37 | 2023.07.07 07:27 | modify | 10 | 0.10 | 143.245 | 143.476 | 142.501 | ||
| 38 | 2023.07.07 07:34 | sell | 12 | 0.10 | 143.174 | 0.000 | 0.000 | ||
| 39 | 2023.07.07 07:34 | modify | 12 | 0.10 | 143.174 | 143.551 | 142.501 | ||
| 40 | 2023.07.07 07:34 | modify | 12 | 0.10 | 143.174 | 143.476 | 142.501 | ||
| 41 | 2023.07.07 13:46 | t/p | 9 | 0.10 | 142.501 | 143.476 | 142.501 | 85.61 | 10254.76 |
| 42 | 2023.07.07 13:46 | t/p | 10 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10306.97 |
| 43 | 2023.07.07 13:46 | t/p | 11 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10359.18 |
| 44 | 2023.07.07 13:46 | t/p | 12 | 0.10 | 142.501 | 143.476 | 142.501 | 47.23 | 10406.41 |
| 45 | 2023.07.12 20:00 | buy | 13 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 46 | 2023.07.12 20:00 | modify | 13 | 0.10 | 138.486 | 137.186 | 139.986 | ||
| 47 | 2023.07.17 13:32 | buy | 14 | 0.10 | 139.236 | 0.000 | 0.000 | ||
| 48 | 2023.07.17 13:32 | modify | 14 | 0.10 | 139.236 | 138.636 | 139.986 | ||
| 49 | 2023.07.17 13:32 | buy | 15 | 0.10 | 139.236 | 0.000 | 0.000 | ||
| 50 | 2023.07.17 13:32 | modify | 15 | 0.10 | 139.236 | 139.011 | 139.986 | ||
| 51 | 2023.07.17 13:32 | modify | 13 | 0.10 | 138.486 | 139.011 | 139.986 | ||
| 52 | 2023.07.17 13:32 | modify | 14 | 0.10 | 139.236 | 139.011 | 139.986 | ||
| 53 | 2023.07.17 13:32 | buy | 16 | 0.10 | 139.311 | 0.000 | 0.000 | ||
| 54 | 2023.07.17 13:32 | modify | 16 | 0.10 | 139.311 | 138.936 | 139.986 | ||
| 55 | 2023.07.17 13:32 | modify | 16 | 0.10 | 139.311 | 139.011 | 139.986 | ||
| 56 | 2023.07.17 14:06 | s/l | 13 | 0.10 | 139.011 | 139.011 | 139.986 | 43.35 | 10449.75 |
| 57 | 2023.07.17 14:06 | s/l | 14 | 0.10 | 139.011 | 139.011 | 139.986 | -16.19 | 10433.56 |
| 58 | 2023.07.17 14:06 | s/l | 15 | 0.10 | 139.011 | 139.011 | 139.986 | -16.19 | 10417.37 |
| 59 | 2023.07.17 14:06 | s/l | 16 | 0.10 | 139.011 | 139.011 | 139.986 | -21.58 | 10395.79 |
| 60 | 2023.07.19 16:00 | sell | 17 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 61 | 2023.07.19 16:00 | modify | 17 | 0.10 | 139.764 | 141.064 | 138.264 | ||
| 62 | 2023.07.21 07:40 | s/l | 17 | 0.10 | 141.064 | 141.064 | 138.264 | -98.71 | 10297.09 |
| 63 | 2023.08.04 20:00 | buy | 18 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 64 | 2023.08.04 20:00 | modify | 18 | 0.10 | 141.842 | 140.542 | 143.342 | ||
| 65 | 2023.08.07 16:18 | buy | 19 | 0.10 | 142.592 | 0.000 | 0.000 | ||
| 66 | 2023.08.07 16:18 | modify | 19 | 0.10 | 142.592 | 141.992 | 143.342 | ||
| 67 | 2023.08.07 16:18 | buy | 20 | 0.10 | 142.592 | 0.000 | 0.000 | ||
| 68 | 2023.08.07 16:18 | modify | 20 | 0.10 | 142.592 | 142.367 | 143.342 | ||
| 69 | 2023.08.07 16:18 | modify | 18 | 0.10 | 141.842 | 142.367 | 143.342 | ||
| 70 | 2023.08.07 16:18 | modify | 19 | 0.10 | 142.592 | 142.367 | 143.342 | ||
| 71 | 2023.08.08 00:09 | buy | 21 | 0.10 | 142.669 | 0.000 | 0.000 | ||
| 72 | 2023.08.08 00:09 | modify | 21 | 0.10 | 142.669 | 142.292 | 143.342 | ||
| 73 | 2023.08.08 00:09 | modify | 21 | 0.10 | 142.669 | 142.367 | 143.342 | ||
| 74 | 2023.08.08 02:03 | t/p | 18 | 0.10 | 143.342 | 142.367 | 143.342 | 106.87 | 10403.96 |
| 75 | 2023.08.08 02:03 | t/p | 19 | 0.10 | 143.342 | 142.367 | 143.342 | 53.44 | 10457.39 |
| 76 | 2023.08.08 02:03 | t/p | 20 | 0.10 | 143.342 | 142.367 | 143.342 | 53.44 | 10510.83 |
| 77 | 2023.08.08 02:03 | t/p | 21 | 0.10 | 143.342 | 142.367 | 143.342 | 46.95 | 10557.78 |
| 78 | 2023.08.21 20:00 | sell | 22 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 79 | 2023.08.21 20:00 | modify | 22 | 0.10 | 146.228 | 147.528 | 144.728 | ||
| 80 | 2023.08.23 07:32 | sell | 23 | 0.10 | 145.478 | 0.000 | 0.000 | ||
| 81 | 2023.08.23 07:32 | modify | 23 | 0.10 | 145.478 | 146.078 | 144.728 | ||
| 82 | 2023.08.23 07:32 | sell | 24 | 0.10 | 145.478 | 0.000 | 0.000 | ||
| 83 | 2023.08.23 07:32 | modify | 24 | 0.10 | 145.478 | 145.703 | 144.728 | ||
| 84 | 2023.08.23 07:32 | modify | 22 | 0.10 | 146.228 | 145.703 | 144.728 | ||
| 85 | 2023.08.23 07:32 | modify | 23 | 0.10 | 145.478 | 145.703 | 144.728 | ||
| 86 | 2023.08.23 07:50 | sell | 25 | 0.10 | 145.401 | 0.000 | 0.000 | ||
| 87 | 2023.08.23 07:50 | modify | 25 | 0.10 | 145.401 | 145.778 | 144.728 | ||
| 88 | 2023.08.23 07:50 | modify | 25 | 0.10 | 145.401 | 145.703 | 144.728 | ||
| 89 | 2023.08.23 14:27 | t/p | 22 | 0.10 | 144.728 | 145.703 | 144.728 | 100.37 | 10658.14 |
| 90 | 2023.08.23 14:27 | t/p | 23 | 0.10 | 144.728 | 145.703 | 144.728 | 51.82 | 10709.96 |
| 91 | 2023.08.23 14:27 | t/p | 24 | 0.10 | 144.728 | 145.703 | 144.728 | 51.82 | 10761.78 |
| 92 | 2023.08.23 14:27 | t/p | 25 | 0.10 | 144.728 | 145.703 | 144.728 | 46.50 | 10808.28 |
| 93 | 2023.08.25 20:00 | sell | 26 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 94 | 2023.08.25 20:00 | modify | 26 | 0.10 | 146.374 | 147.674 | 144.874 | ||
| 95 | 2023.08.30 13:31 | sell | 27 | 0.10 | 145.616 | 0.000 | 0.000 | ||
| 96 | 2023.08.30 13:31 | modify | 27 | 0.10 | 145.616 | 146.224 | 144.874 | ||
| 97 | 2023.08.30 13:31 | sell | 28 | 0.10 | 145.616 | 0.000 | 0.000 | ||
| 98 | 2023.08.30 13:31 | modify | 28 | 0.10 | 145.616 | 145.849 | 144.874 | ||
| 99 | 2023.08.30 13:31 | modify | 26 | 0.10 | 146.374 | 145.849 | 144.874 | ||
| 100 | 2023.08.30 13:31 | modify | 27 | 0.10 | 145.616 | 145.849 | 144.874 | ||
| 101 | 2023.08.30 14:08 | s/l | 26 | 0.10 | 145.849 | 145.849 | 144.874 | 31.09 | 10839.37 |
| 102 | 2023.08.30 14:08 | s/l | 27 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10823.40 |
| 103 | 2023.08.30 14:08 | s/l | 28 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10807.43 |
| 104 | 2023.10.26 12:00 | sell | 29 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 105 | 2023.10.26 12:00 | modify | 29 | 0.10 | 150.428 | 151.728 | 148.928 | ||
| 106 | 2023.10.27 13:32 | sell | 30 | 0.10 | 149.669 | 0.000 | 0.000 | ||
| 107 | 2023.10.27 13:32 | modify | 30 | 0.10 | 149.669 | 150.278 | 148.928 | ||
| 108 | 2023.10.27 13:32 | sell | 31 | 0.10 | 149.669 | 0.000 | 0.000 | ||
| 109 | 2023.10.27 13:32 | modify | 31 | 0.10 | 149.669 | 149.903 | 148.928 | ||
| 110 | 2023.10.27 13:32 | modify | 29 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 111 | 2023.10.27 13:32 | modify | 30 | 0.10 | 149.669 | 149.903 | 148.928 | ||
| 112 | 2023.10.27 14:58 | sell | 32 | 0.10 | 149.602 | 0.000 | 0.000 | ||
| 113 | 2023.10.27 14:58 | modify | 32 | 0.10 | 149.602 | 149.978 | 148.928 | ||
| 114 | 2023.10.27 14:58 | modify | 32 | 0.10 | 149.602 | 149.903 | 148.928 | ||
| 115 | 2023.10.30 15:15 | t/p | 29 | 0.10 | 148.928 | 149.903 | 148.928 | 97.45 | 10904.88 |
| 116 | 2023.10.30 15:15 | t/p | 30 | 0.10 | 148.928 | 149.903 | 148.928 | 48.12 | 10953.00 |
| 117 | 2023.10.30 15:15 | t/p | 31 | 0.10 | 148.928 | 149.903 | 148.928 | 48.12 | 11001.12 |
| 118 | 2023.10.30 15:15 | t/p | 32 | 0.10 | 148.928 | 149.903 | 148.928 | 43.62 | 11044.75 |
| 119 | 2023.11.03 20:00 | buy | 33 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 120 | 2023.11.03 20:00 | modify | 33 | 0.10 | 149.496 | 148.196 | 150.996 | ||
| 121 | 2023.11.07 03:54 | buy | 34 | 0.10 | 150.247 | 0.000 | 0.000 | ||
| 122 | 2023.11.07 03:54 | modify | 34 | 0.10 | 150.247 | 149.646 | 150.996 | ||
| 123 | 2023.11.07 03:54 | buy | 35 | 0.10 | 150.247 | 0.000 | 0.000 | ||
| 124 | 2023.11.07 03:54 | modify | 35 | 0.10 | 150.247 | 150.021 | 150.996 | ||
| 125 | 2023.11.07 03:54 | modify | 33 | 0.10 | 149.496 | 150.021 | 150.996 | ||
| 126 | 2023.11.07 03:54 | modify | 34 | 0.10 | 150.247 | 150.021 | 150.996 | ||
| 127 | 2023.11.07 05:11 | buy | 36 | 0.10 | 150.321 | 0.000 | 0.000 | ||
| 128 | 2023.11.07 05:11 | modify | 36 | 0.10 | 150.321 | 149.946 | 150.996 | ||
| 129 | 2023.11.07 05:11 | modify | 36 | 0.10 | 150.321 | 150.021 | 150.996 | ||
| 130 | 2023.11.08 19:42 | t/p | 33 | 0.10 | 150.996 | 150.021 | 150.996 | 102.69 | 11147.43 |
| 131 | 2023.11.08 19:42 | t/p | 34 | 0.10 | 150.996 | 150.021 | 150.996 | 50.72 | 11198.15 |
| 132 | 2023.11.08 19:42 | t/p | 35 | 0.10 | 150.996 | 150.021 | 150.996 | 50.72 | 11248.87 |
| 133 | 2023.11.08 19:42 | t/p | 36 | 0.10 | 150.996 | 150.021 | 150.996 | 45.82 | 11294.68 |
| 134 | 2023.11.17 16:00 | buy | 37 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 135 | 2023.11.17 16:00 | modify | 37 | 0.10 | 149.586 | 148.286 | 151.086 | ||
| 136 | 2023.11.20 09:33 | s/l | 37 | 0.10 | 148.286 | 148.286 | 151.086 | -86.55 | 11208.13 |