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 | 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=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 79544 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1408.40 | Gross profit | 1584.56 | Gross loss | -176.16 |
| Profit factor | 8.99 | Expected payoff | 41.42 | ||
| Absolute drawdown | 154.81 | Maximal drawdown | 194.56 (1.88%) | Relative drawdown | 1.88% (194.56) |
| Total trades | 34 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 19 (84.21%) |
| Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
| Largest | profit trade | 104.42 | loss trade | -80.52 | |
| Average | profit trade | 56.59 | loss trade | -29.36 | |
| Maximum | consecutive wins (profit in money) | 23 (1324.55) | consecutive losses (loss in money) | 3 (-54.04) | |
| Maximal | consecutive profit (count of wins) | 1324.55 (23) | consecutive loss (count of losses) | -80.52 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 12:00 | buy | 1 | 0.10 | 141.401 | 0.000 | 0.000 | ||
| 2 | 2023.03.15 12:00 | modify | 1 | 0.10 | 141.401 | 140.201 | 142.901 | ||
| 3 | 2023.03.15 12:40 | s/l | 1 | 0.10 | 140.201 | 140.201 | 142.901 | -80.52 | 9919.48 |
| 4 | 2023.03.21 12:00 | sell | 2 | 0.10 | 142.569 | 0.000 | 0.000 | ||
| 5 | 2023.03.21 12:00 | modify | 2 | 0.10 | 142.569 | 143.769 | 141.069 | ||
| 6 | 2023.03.23 21:35 | sell | 3 | 0.10 | 141.666 | 0.000 | 0.000 | ||
| 7 | 2023.03.23 21:35 | modify | 3 | 0.10 | 141.666 | 142.119 | 141.069 | ||
| 8 | 2023.03.23 21:35 | sell | 4 | 0.10 | 141.666 | 0.000 | 0.000 | ||
| 9 | 2023.03.23 21:35 | modify | 4 | 0.10 | 141.666 | 141.969 | 141.069 | ||
| 10 | 2023.03.23 21:35 | modify | 2 | 0.10 | 142.569 | 141.969 | 141.069 | ||
| 11 | 2023.03.23 21:40 | modify | 3 | 0.10 | 141.666 | 141.969 | 141.069 | ||
| 12 | 2023.03.23 22:10 | sell | 5 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 13 | 2023.03.23 22:10 | modify | 5 | 0.10 | 141.802 | 142.494 | 141.069 | ||
| 14 | 2023.03.23 22:15 | modify | 5 | 0.10 | 141.802 | 141.969 | 141.069 | ||
| 15 | 2023.03.24 01:40 | t/p | 2 | 0.10 | 141.069 | 141.969 | 141.069 | 94.29 | 10013.77 |
| 16 | 2023.03.24 01:40 | t/p | 3 | 0.10 | 141.069 | 141.969 | 141.069 | 38.78 | 10052.55 |
| 17 | 2023.03.24 01:40 | t/p | 4 | 0.10 | 141.069 | 141.969 | 141.069 | 38.78 | 10091.33 |
| 18 | 2023.03.24 01:40 | t/p | 5 | 0.10 | 141.069 | 141.969 | 141.069 | 47.90 | 10139.23 |
| 19 | 2023.03.24 12:00 | buy | 6 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 20 | 2023.03.24 12:00 | modify | 6 | 0.10 | 139.632 | 138.432 | 141.132 | ||
| 21 | 2023.03.24 14:25 | buy | 7 | 0.10 | 140.542 | 0.000 | 0.000 | ||
| 22 | 2023.03.24 14:25 | modify | 7 | 0.10 | 140.542 | 140.082 | 141.132 | ||
| 23 | 2023.03.24 14:25 | buy | 8 | 0.10 | 140.542 | 0.000 | 0.000 | ||
| 24 | 2023.03.24 14:25 | modify | 8 | 0.10 | 140.542 | 140.232 | 141.132 | ||
| 25 | 2023.03.24 14:25 | modify | 6 | 0.10 | 139.632 | 140.232 | 141.132 | ||
| 26 | 2023.03.24 14:30 | modify | 7 | 0.10 | 140.542 | 140.232 | 141.132 | ||
| 27 | 2023.03.24 14:40 | s/l | 6 | 0.10 | 140.232 | 140.232 | 141.132 | 40.26 | 10179.49 |
| 28 | 2023.03.24 14:40 | s/l | 7 | 0.10 | 140.232 | 140.232 | 141.132 | -20.80 | 10158.69 |
| 29 | 2023.03.24 14:40 | s/l | 8 | 0.10 | 140.232 | 140.232 | 141.132 | -20.80 | 10137.89 |
| 30 | 2023.04.25 20:00 | buy | 9 | 0.10 | 146.470 | 0.000 | 0.000 | ||
| 31 | 2023.04.25 20:00 | modify | 9 | 0.10 | 146.470 | 145.270 | 147.970 | ||
| 32 | 2023.04.26 07:25 | buy | 10 | 0.10 | 147.231 | 0.000 | 0.000 | ||
| 33 | 2023.04.26 07:25 | modify | 10 | 0.10 | 147.231 | 146.545 | 147.970 | ||
| 34 | 2023.04.26 07:25 | modify | 9 | 0.10 | 146.470 | 146.545 | 147.970 | ||
| 35 | 2023.04.26 08:30 | buy | 11 | 0.10 | 147.384 | 0.000 | 0.000 | ||
| 36 | 2023.04.26 08:30 | modify | 11 | 0.10 | 147.384 | 146.920 | 147.970 | ||
| 37 | 2023.04.26 08:30 | buy | 12 | 0.10 | 147.384 | 0.000 | 0.000 | ||
| 38 | 2023.04.26 08:30 | modify | 12 | 0.10 | 147.384 | 147.070 | 147.970 | ||
| 39 | 2023.04.26 08:30 | modify | 10 | 0.10 | 147.231 | 147.070 | 147.970 | ||
| 40 | 2023.04.26 08:30 | modify | 9 | 0.10 | 146.470 | 147.070 | 147.970 | ||
| 41 | 2023.04.26 08:35 | modify | 11 | 0.10 | 147.384 | 147.070 | 147.970 | ||
| 42 | 2023.04.27 06:40 | t/p | 9 | 0.10 | 147.970 | 147.070 | 147.970 | 103.66 | 10241.55 |
| 43 | 2023.04.27 06:40 | t/p | 10 | 0.10 | 147.970 | 147.070 | 147.970 | 51.85 | 10293.40 |
| 44 | 2023.04.27 06:40 | t/p | 11 | 0.10 | 147.970 | 147.070 | 147.970 | 41.58 | 10334.98 |
| 45 | 2023.04.27 06:40 | t/p | 12 | 0.10 | 147.970 | 147.070 | 147.970 | 41.58 | 10376.56 |
| 46 | 2023.05.04 16:00 | buy | 13 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 47 | 2023.05.04 16:00 | modify | 13 | 0.10 | 147.290 | 146.090 | 148.790 | ||
| 48 | 2023.05.04 22:40 | buy | 14 | 0.10 | 148.043 | 0.000 | 0.000 | ||
| 49 | 2023.05.04 22:40 | modify | 14 | 0.10 | 148.043 | 147.365 | 148.790 | ||
| 50 | 2023.05.04 22:40 | modify | 13 | 0.10 | 147.290 | 147.365 | 148.790 | ||
| 51 | 2023.05.05 13:20 | buy | 15 | 0.10 | 148.203 | 0.000 | 0.000 | ||
| 52 | 2023.05.05 13:20 | modify | 15 | 0.10 | 148.203 | 147.740 | 148.790 | ||
| 53 | 2023.05.05 13:20 | buy | 16 | 0.10 | 148.203 | 0.000 | 0.000 | ||
| 54 | 2023.05.05 13:20 | modify | 16 | 0.10 | 148.203 | 147.890 | 148.790 | ||
| 55 | 2023.05.05 13:20 | modify | 14 | 0.10 | 148.043 | 147.890 | 148.790 | ||
| 56 | 2023.05.05 13:20 | modify | 13 | 0.10 | 147.290 | 147.890 | 148.790 | ||
| 57 | 2023.05.05 13:25 | modify | 15 | 0.10 | 148.203 | 147.890 | 148.790 | ||
| 58 | 2023.05.07 22:40 | t/p | 13 | 0.10 | 148.790 | 147.890 | 148.790 | 101.41 | 10477.97 |
| 59 | 2023.05.07 22:40 | t/p | 14 | 0.10 | 148.790 | 147.890 | 148.790 | 50.88 | 10528.86 |
| 60 | 2023.05.07 22:40 | t/p | 15 | 0.10 | 148.790 | 147.890 | 148.790 | 39.39 | 10568.25 |
| 61 | 2023.05.07 22:40 | t/p | 16 | 0.10 | 148.790 | 147.890 | 148.790 | 39.39 | 10607.64 |
| 62 | 2023.07.21 12:00 | sell | 17 | 0.10 | 157.627 | 0.000 | 0.000 | ||
| 63 | 2023.07.21 12:00 | modify | 17 | 0.10 | 157.627 | 158.827 | 156.127 | ||
| 64 | 2023.07.24 07:59 | sell | 18 | 0.10 | 156.698 | 0.000 | 0.000 | ||
| 65 | 2023.07.24 07:59 | modify | 18 | 0.10 | 156.698 | 157.177 | 156.127 | ||
| 66 | 2023.07.24 07:59 | sell | 19 | 0.10 | 156.698 | 0.000 | 0.000 | ||
| 67 | 2023.07.24 07:59 | modify | 19 | 0.10 | 156.698 | 157.027 | 156.127 | ||
| 68 | 2023.07.24 07:59 | modify | 17 | 0.10 | 157.627 | 157.027 | 156.127 | ||
| 69 | 2023.07.24 08:00 | modify | 18 | 0.10 | 156.698 | 157.027 | 156.127 | ||
| 70 | 2023.07.25 09:40 | t/p | 17 | 0.10 | 156.127 | 157.027 | 156.127 | 98.07 | 10705.71 |
| 71 | 2023.07.25 09:40 | t/p | 18 | 0.10 | 156.127 | 157.027 | 156.127 | 37.03 | 10742.73 |
| 72 | 2023.07.25 09:40 | t/p | 19 | 0.10 | 156.127 | 157.027 | 156.127 | 37.03 | 10779.76 |
| 73 | 2023.07.27 20:00 | buy | 20 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 74 | 2023.07.27 20:00 | modify | 20 | 0.10 | 152.538 | 151.338 | 154.038 | ||
| 75 | 2023.07.28 03:20 | buy | 21 | 0.10 | 153.441 | 0.000 | 0.000 | ||
| 76 | 2023.07.28 03:20 | modify | 21 | 0.10 | 153.441 | 152.988 | 154.038 | ||
| 77 | 2023.07.28 03:20 | buy | 22 | 0.10 | 153.441 | 0.000 | 0.000 | ||
| 78 | 2023.07.28 03:20 | modify | 22 | 0.10 | 153.441 | 153.138 | 154.038 | ||
| 79 | 2023.07.28 03:20 | modify | 20 | 0.10 | 152.538 | 153.138 | 154.038 | ||
| 80 | 2023.07.28 03:25 | modify | 21 | 0.10 | 153.441 | 153.138 | 154.038 | ||
| 81 | 2023.07.28 03:30 | t/p | 20 | 0.10 | 154.038 | 153.138 | 154.038 | 101.41 | 10881.18 |
| 82 | 2023.07.28 03:30 | t/p | 21 | 0.10 | 154.038 | 153.138 | 154.038 | 40.06 | 10921.24 |
| 83 | 2023.07.28 03:30 | t/p | 22 | 0.10 | 154.038 | 153.138 | 154.038 | 40.06 | 10961.30 |
| 84 | 2023.10.03 16:00 | buy | 23 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 85 | 2023.10.03 16:00 | modify | 23 | 0.10 | 155.947 | 154.747 | 157.447 | ||
| 86 | 2023.10.04 09:40 | buy | 24 | 0.10 | 156.709 | 0.000 | 0.000 | ||
| 87 | 2023.10.04 09:40 | modify | 24 | 0.10 | 156.709 | 156.022 | 157.447 | ||
| 88 | 2023.10.04 09:40 | modify | 23 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 89 | 2023.10.06 04:40 | buy | 25 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 90 | 2023.10.06 04:40 | modify | 25 | 0.10 | 156.861 | 156.397 | 157.447 | ||
| 91 | 2023.10.06 04:40 | buy | 26 | 0.10 | 156.861 | 0.000 | 0.000 | ||
| 92 | 2023.10.06 04:40 | modify | 26 | 0.10 | 156.861 | 156.547 | 157.447 | ||
| 93 | 2023.10.06 04:40 | modify | 24 | 0.10 | 156.709 | 156.547 | 157.447 | ||
| 94 | 2023.10.06 04:40 | modify | 23 | 0.10 | 155.947 | 156.547 | 157.447 | ||
| 95 | 2023.10.06 04:45 | modify | 25 | 0.10 | 156.861 | 156.547 | 157.447 | ||
| 96 | 2023.10.06 11:40 | t/p | 23 | 0.10 | 157.447 | 156.547 | 157.447 | 104.42 | 11065.71 |
| 97 | 2023.10.06 11:40 | t/p | 24 | 0.10 | 157.447 | 156.547 | 157.447 | 52.53 | 11118.25 |
| 98 | 2023.10.06 11:40 | t/p | 25 | 0.10 | 157.447 | 156.547 | 157.447 | 39.32 | 11157.57 |
| 99 | 2023.10.06 11:40 | t/p | 26 | 0.10 | 157.447 | 156.547 | 157.447 | 39.32 | 11196.89 |
| 100 | 2023.10.31 12:00 | sell | 27 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 101 | 2023.10.31 12:00 | modify | 27 | 0.10 | 160.615 | 161.815 | 159.115 | ||
| 102 | 2023.11.01 02:20 | sell | 28 | 0.10 | 159.852 | 0.000 | 0.000 | ||
| 103 | 2023.11.01 02:20 | modify | 28 | 0.10 | 159.852 | 160.540 | 159.115 | ||
| 104 | 2023.11.01 02:20 | modify | 27 | 0.10 | 160.615 | 160.540 | 159.115 | ||
| 105 | 2023.11.01 09:10 | sell | 29 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 106 | 2023.11.01 09:10 | modify | 29 | 0.10 | 159.714 | 160.165 | 159.115 | ||
| 107 | 2023.11.01 09:10 | sell | 30 | 0.10 | 159.714 | 0.000 | 0.000 | ||
| 108 | 2023.11.01 09:10 | modify | 30 | 0.10 | 159.714 | 160.015 | 159.115 | ||
| 109 | 2023.11.01 09:10 | modify | 28 | 0.10 | 159.852 | 160.015 | 159.115 | ||
| 110 | 2023.11.01 09:10 | modify | 27 | 0.10 | 160.615 | 160.015 | 159.115 | ||
| 111 | 2023.11.01 09:15 | modify | 29 | 0.10 | 159.714 | 160.015 | 159.115 | ||
| 112 | 2023.11.01 15:40 | t/p | 27 | 0.10 | 159.115 | 160.015 | 159.115 | 99.33 | 11296.22 |
| 113 | 2023.11.01 15:40 | t/p | 28 | 0.10 | 159.115 | 160.015 | 159.115 | 49.42 | 11345.64 |
| 114 | 2023.11.01 15:40 | t/p | 29 | 0.10 | 159.115 | 160.015 | 159.115 | 40.17 | 11385.81 |
| 115 | 2023.11.01 15:40 | t/p | 30 | 0.10 | 159.115 | 160.015 | 159.115 | 40.17 | 11425.98 |
| 116 | 2024.01.04 16:00 | sell | 31 | 0.10 | 158.482 | 0.000 | 0.000 | ||
| 117 | 2024.01.04 16:00 | modify | 31 | 0.10 | 158.482 | 159.682 | 156.982 | ||
| 118 | 2024.01.08 07:15 | sell | 32 | 0.10 | 157.715 | 0.000 | 0.000 | ||
| 119 | 2024.01.08 07:15 | modify | 32 | 0.10 | 157.715 | 158.407 | 156.982 | ||
| 120 | 2024.01.08 07:15 | modify | 31 | 0.10 | 158.482 | 158.407 | 156.982 | ||
| 121 | 2024.01.09 06:25 | sell | 33 | 0.10 | 157.572 | 0.000 | 0.000 | ||
| 122 | 2024.01.09 06:25 | modify | 33 | 0.10 | 157.572 | 158.032 | 156.982 | ||
| 123 | 2024.01.09 06:25 | sell | 34 | 0.10 | 157.572 | 0.000 | 0.000 | ||
| 124 | 2024.01.09 06:25 | modify | 34 | 0.10 | 157.572 | 157.882 | 156.982 | ||
| 125 | 2024.01.09 06:25 | modify | 32 | 0.10 | 157.715 | 157.882 | 156.982 | ||
| 126 | 2024.01.09 06:25 | modify | 31 | 0.10 | 158.482 | 157.882 | 156.982 | ||
| 127 | 2024.01.09 06:30 | modify | 33 | 0.10 | 157.572 | 157.882 | 156.982 | ||
| 128 | 2024.01.09 07:30 | s/l | 31 | 0.10 | 157.882 | 157.882 | 156.982 | 36.46 | 11462.44 |
| 129 | 2024.01.09 07:30 | s/l | 32 | 0.10 | 157.882 | 157.882 | 156.982 | -12.46 | 11449.98 |
| 130 | 2024.01.09 07:30 | s/l | 33 | 0.10 | 157.882 | 157.882 | 156.982 | -20.79 | 11429.19 |
| 131 | 2024.01.09 07:30 | s/l | 34 | 0.10 | 157.882 | 157.882 | 156.982 | -20.79 | 11408.40 |