Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro 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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=18; 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 | 47431402 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 451.07 | Gross profit | 799.91 | Gross loss | -348.83 |
| Profit factor | 2.29 | Expected payoff | 16.11 | ||
| Absolute drawdown | 155.93 | Maximal drawdown | 179.12 (1.78%) | Relative drawdown | 1.78% (179.12) |
| Total trades | 28 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 99.33 | loss trade | -58.68 | |
| Average | profit trade | 44.44 | loss trade | -34.88 | |
| Maximum | consecutive wins (profit in money) | 8 (480.74) | consecutive losses (loss in money) | 2 (-79.28) | |
| Maximal | consecutive profit (count of wins) | 480.74 (8) | consecutive loss (count of losses) | -79.28 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.28 12:00 | sell | 1 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 2 | 2023.04.28 12:00 | modify | 1 | 0.10 | 149.284 | 150.084 | 147.784 | ||
| 3 | 2023.04.28 14:13 | s/l | 1 | 0.10 | 150.084 | 150.084 | 147.784 | -53.65 | 9946.35 |
| 4 | 2023.05.11 16:00 | buy | 2 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 5 | 2023.05.11 16:00 | modify | 2 | 0.10 | 146.801 | 146.001 | 148.301 | ||
| 6 | 2023.05.12 06:10 | buy | 3 | 0.10 | 147.251 | 0.000 | 0.000 | ||
| 7 | 2023.05.12 06:10 | modify | 3 | 0.10 | 147.251 | 146.876 | 148.301 | ||
| 8 | 2023.05.12 06:10 | modify | 2 | 0.10 | 146.801 | 146.876 | 148.301 | ||
| 9 | 2023.05.12 09:16 | s/l | 2 | 0.10 | 146.876 | 146.876 | 148.301 | 5.78 | 9952.13 |
| 10 | 2023.05.12 09:16 | s/l | 3 | 0.10 | 146.876 | 146.876 | 148.301 | -25.17 | 9926.96 |
| 11 | 2023.05.31 12:00 | buy | 4 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 12 | 2023.05.31 12:00 | modify | 4 | 0.10 | 149.218 | 148.418 | 150.718 | ||
| 13 | 2023.05.31 14:00 | buy | 5 | 0.10 | 149.675 | 0.000 | 0.000 | ||
| 14 | 2023.05.31 14:00 | modify | 5 | 0.10 | 149.675 | 149.293 | 150.718 | ||
| 15 | 2023.05.31 14:00 | modify | 4 | 0.10 | 149.218 | 149.293 | 150.718 | ||
| 16 | 2023.05.31 14:23 | s/l | 4 | 0.10 | 149.293 | 149.293 | 150.718 | 5.03 | 9931.99 |
| 17 | 2023.05.31 14:23 | s/l | 5 | 0.10 | 149.293 | 149.293 | 150.718 | -25.63 | 9906.36 |
| 18 | 2023.06.15 12:00 | sell | 6 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 19 | 2023.06.15 12:00 | modify | 6 | 0.10 | 152.799 | 153.599 | 151.299 | ||
| 20 | 2023.06.15 15:13 | s/l | 6 | 0.10 | 153.599 | 153.599 | 151.299 | -53.65 | 9852.71 |
| 21 | 2023.07.12 16:00 | buy | 7 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 22 | 2023.07.12 16:00 | modify | 7 | 0.10 | 153.751 | 152.951 | 155.251 | ||
| 23 | 2023.07.12 19:43 | buy | 8 | 0.10 | 154.201 | 0.000 | 0.000 | ||
| 24 | 2023.07.12 19:43 | modify | 8 | 0.10 | 154.201 | 153.826 | 155.251 | ||
| 25 | 2023.07.12 19:43 | modify | 7 | 0.10 | 153.751 | 153.826 | 155.251 | ||
| 26 | 2023.07.13 05:51 | buy | 9 | 0.10 | 154.576 | 0.000 | 0.000 | ||
| 27 | 2023.07.13 05:51 | modify | 9 | 0.10 | 154.576 | 154.201 | 155.251 | ||
| 28 | 2023.07.13 05:51 | modify | 8 | 0.10 | 154.201 | 154.201 | 155.251 | ||
| 29 | 2023.07.13 05:51 | modify | 7 | 0.10 | 153.751 | 154.201 | 155.251 | ||
| 30 | 2023.07.13 06:50 | s/l | 7 | 0.10 | 154.201 | 154.201 | 155.251 | 32.46 | 9885.17 |
| 31 | 2023.07.13 06:50 | s/l | 8 | 0.10 | 154.201 | 154.201 | 155.251 | 2.26 | 9887.43 |
| 32 | 2023.07.13 06:50 | s/l | 9 | 0.10 | 154.201 | 154.201 | 155.251 | -25.16 | 9862.27 |
| 33 | 2023.07.21 16:00 | sell | 10 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 34 | 2023.07.21 16:00 | modify | 10 | 0.10 | 157.613 | 158.413 | 156.113 | ||
| 35 | 2023.07.24 07:16 | sell | 11 | 0.10 | 157.163 | 0.000 | 0.000 | ||
| 36 | 2023.07.24 07:16 | modify | 11 | 0.10 | 157.163 | 157.538 | 156.113 | ||
| 37 | 2023.07.24 07:16 | modify | 10 | 0.10 | 157.613 | 157.538 | 156.113 | ||
| 38 | 2023.07.24 07:30 | sell | 12 | 0.10 | 156.783 | 0.000 | 0.000 | ||
| 39 | 2023.07.24 07:30 | modify | 12 | 0.10 | 156.783 | 157.163 | 156.113 | ||
| 40 | 2023.07.24 07:30 | modify | 11 | 0.10 | 157.163 | 157.163 | 156.113 | ||
| 41 | 2023.07.24 07:30 | modify | 10 | 0.10 | 157.613 | 157.163 | 156.113 | ||
| 42 | 2023.07.24 07:36 | sell | 13 | 0.10 | 156.562 | 0.000 | 0.000 | ||
| 43 | 2023.07.24 07:36 | modify | 13 | 0.10 | 156.562 | 157.088 | 156.113 | ||
| 44 | 2023.07.24 07:36 | modify | 12 | 0.10 | 156.783 | 157.088 | 156.113 | ||
| 45 | 2023.07.24 07:36 | modify | 11 | 0.10 | 157.163 | 157.088 | 156.113 | ||
| 46 | 2023.07.24 07:36 | modify | 10 | 0.10 | 157.613 | 157.088 | 156.113 | ||
| 47 | 2023.07.25 12:42 | t/p | 10 | 0.10 | 156.113 | 157.088 | 156.113 | 98.07 | 9960.34 |
| 48 | 2023.07.25 12:42 | t/p | 11 | 0.10 | 156.113 | 157.088 | 156.113 | 69.15 | 10029.49 |
| 49 | 2023.07.25 12:42 | t/p | 12 | 0.10 | 156.113 | 157.088 | 156.113 | 43.67 | 10073.16 |
| 50 | 2023.07.25 12:42 | t/p | 13 | 0.10 | 156.113 | 157.088 | 156.113 | 28.85 | 10102.01 |
| 51 | 2023.08.22 04:00 | sell | 14 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 52 | 2023.08.22 04:00 | modify | 14 | 0.10 | 159.370 | 160.170 | 157.870 | ||
| 53 | 2023.08.22 08:50 | sell | 15 | 0.10 | 158.920 | 0.000 | 0.000 | ||
| 54 | 2023.08.22 08:50 | modify | 15 | 0.10 | 158.920 | 159.295 | 157.870 | ||
| 55 | 2023.08.22 08:50 | modify | 14 | 0.10 | 159.370 | 159.295 | 157.870 | ||
| 56 | 2023.08.22 10:20 | sell | 16 | 0.10 | 158.543 | 0.000 | 0.000 | ||
| 57 | 2023.08.22 10:20 | modify | 16 | 0.10 | 158.543 | 158.920 | 157.870 | ||
| 58 | 2023.08.22 10:20 | modify | 15 | 0.10 | 158.920 | 158.920 | 157.870 | ||
| 59 | 2023.08.22 10:20 | modify | 14 | 0.10 | 159.370 | 158.920 | 157.870 | ||
| 60 | 2023.08.22 14:00 | sell | 17 | 0.10 | 158.316 | 0.000 | 0.000 | ||
| 61 | 2023.08.22 14:00 | modify | 17 | 0.10 | 158.316 | 158.845 | 157.870 | ||
| 62 | 2023.08.22 14:00 | modify | 16 | 0.10 | 158.543 | 158.845 | 157.870 | ||
| 63 | 2023.08.22 14:00 | modify | 15 | 0.10 | 158.920 | 158.845 | 157.870 | ||
| 64 | 2023.08.22 14:00 | modify | 14 | 0.10 | 159.370 | 158.845 | 157.870 | ||
| 65 | 2023.08.23 07:30 | t/p | 14 | 0.10 | 157.870 | 158.845 | 157.870 | 99.33 | 10201.34 |
| 66 | 2023.08.23 07:30 | t/p | 15 | 0.10 | 157.870 | 158.845 | 157.870 | 69.15 | 10270.49 |
| 67 | 2023.08.23 07:30 | t/p | 16 | 0.10 | 157.870 | 158.845 | 157.870 | 43.87 | 10314.36 |
| 68 | 2023.08.23 07:30 | t/p | 17 | 0.10 | 157.870 | 158.845 | 157.870 | 28.65 | 10343.01 |
| 69 | 2023.11.06 16:00 | sell | 18 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 70 | 2023.11.06 16:00 | modify | 18 | 0.10 | 160.863 | 161.663 | 159.363 | ||
| 71 | 2023.11.08 18:40 | s/l | 18 | 0.10 | 161.663 | 161.663 | 159.363 | -56.17 | 10286.84 |
| 72 | 2023.11.15 08:00 | sell | 19 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 73 | 2023.11.15 08:00 | modify | 19 | 0.10 | 163.843 | 164.643 | 162.343 | ||
| 74 | 2023.11.15 09:16 | sell | 20 | 0.10 | 163.390 | 0.000 | 0.000 | ||
| 75 | 2023.11.15 09:16 | modify | 20 | 0.10 | 163.390 | 163.768 | 162.343 | ||
| 76 | 2023.11.15 09:16 | modify | 19 | 0.10 | 163.843 | 163.768 | 162.343 | ||
| 77 | 2023.11.15 13:59 | s/l | 19 | 0.10 | 163.768 | 163.768 | 162.343 | 5.03 | 10291.87 |
| 78 | 2023.11.15 13:59 | s/l | 20 | 0.10 | 163.768 | 163.768 | 162.343 | -25.35 | 10266.52 |
| 79 | 2023.12.14 08:00 | buy | 21 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 80 | 2023.12.14 08:00 | modify | 21 | 0.10 | 154.550 | 153.750 | 156.050 | ||
| 81 | 2023.12.14 12:49 | buy | 22 | 0.10 | 155.001 | 0.000 | 0.000 | ||
| 82 | 2023.12.14 12:49 | modify | 22 | 0.10 | 155.001 | 154.625 | 156.050 | ||
| 83 | 2023.12.14 12:49 | modify | 21 | 0.10 | 154.550 | 154.625 | 156.050 | ||
| 84 | 2023.12.14 13:51 | buy | 23 | 0.10 | 155.377 | 0.000 | 0.000 | ||
| 85 | 2023.12.14 13:51 | modify | 23 | 0.10 | 155.377 | 155.000 | 156.050 | ||
| 86 | 2023.12.14 13:51 | modify | 22 | 0.10 | 155.001 | 155.000 | 156.050 | ||
| 87 | 2023.12.14 13:51 | modify | 21 | 0.10 | 154.550 | 155.000 | 156.050 | ||
| 88 | 2023.12.14 14:06 | s/l | 21 | 0.10 | 155.000 | 155.000 | 156.050 | 30.20 | 10296.72 |
| 89 | 2023.12.14 14:06 | s/l | 22 | 0.10 | 155.000 | 155.000 | 156.050 | -0.07 | 10296.65 |
| 90 | 2023.12.14 14:06 | s/l | 23 | 0.10 | 155.000 | 155.000 | 156.050 | -25.30 | 10271.35 |
| 91 | 2023.12.27 12:00 | sell | 24 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 92 | 2023.12.27 12:00 | modify | 24 | 0.10 | 157.631 | 158.431 | 156.131 | ||
| 93 | 2023.12.27 22:05 | sell | 25 | 0.10 | 157.178 | 0.000 | 0.000 | ||
| 94 | 2023.12.27 22:05 | modify | 25 | 0.10 | 157.178 | 157.556 | 156.131 | ||
| 95 | 2023.12.27 22:05 | modify | 24 | 0.10 | 157.631 | 157.556 | 156.131 | ||
| 96 | 2023.12.28 05:58 | sell | 26 | 0.10 | 156.803 | 0.000 | 0.000 | ||
| 97 | 2023.12.28 05:58 | modify | 26 | 0.10 | 156.803 | 157.181 | 156.131 | ||
| 98 | 2023.12.28 05:58 | modify | 25 | 0.10 | 157.178 | 157.181 | 156.131 | ||
| 99 | 2023.12.28 05:58 | modify | 24 | 0.10 | 157.631 | 157.181 | 156.131 | ||
| 100 | 2023.12.28 07:13 | sell | 27 | 0.10 | 156.580 | 0.000 | 0.000 | ||
| 101 | 2023.12.28 07:13 | modify | 27 | 0.10 | 156.580 | 157.106 | 156.131 | ||
| 102 | 2023.12.28 07:13 | modify | 26 | 0.10 | 156.803 | 157.106 | 156.131 | ||
| 103 | 2023.12.28 07:13 | modify | 25 | 0.10 | 157.178 | 157.106 | 156.131 | ||
| 104 | 2023.12.28 07:13 | modify | 24 | 0.10 | 157.631 | 157.106 | 156.131 | ||
| 105 | 2023.12.28 15:21 | t/p | 24 | 0.10 | 156.131 | 157.106 | 156.131 | 96.81 | 10368.16 |
| 106 | 2023.12.28 15:21 | t/p | 25 | 0.10 | 156.131 | 157.106 | 156.131 | 66.43 | 10434.59 |
| 107 | 2023.12.28 15:21 | t/p | 26 | 0.10 | 156.131 | 157.106 | 156.131 | 45.06 | 10479.65 |
| 108 | 2023.12.28 15:21 | t/p | 27 | 0.10 | 156.131 | 157.106 | 156.131 | 30.11 | 10509.76 |
| 109 | 2024.01.17 12:00 | sell | 28 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 110 | 2024.01.17 12:00 | modify | 28 | 0.10 | 160.643 | 161.443 | 159.143 | ||
| 111 | 2024.01.19 01:40 | s/l | 28 | 0.10 | 161.443 | 161.443 | 159.143 | -58.68 | 10451.07 |