Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=16; 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 | 2615 | Ticks modelled | 79680 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 518.18 | Gross profit | 685.21 | Gross loss | -167.04 |
| Profit factor | 4.10 | Expected payoff | 19.19 | ||
| Absolute drawdown | 29.81 | Maximal drawdown | 94.54 (6.51%) | Relative drawdown | 8.77% (93.23) |
| Total trades | 27 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
| Largest | profit trade | 74.59 | loss trade | -28.13 | |
| Average | profit trade | 42.83 | loss trade | -15.19 | |
| Maximum | consecutive wins (profit in money) | 9 (399.17) | consecutive losses (loss in money) | 3 (-51.45) | |
| Maximal | consecutive profit (count of wins) | 399.17 (9) | consecutive loss (count of losses) | -51.45 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 163.444 | 163.844 | 162.244 | ||
| 3 | 2024.03.05 14:45 | sell | 2 | 0.10 | 162.840 | 0.000 | 0.000 | ||
| 4 | 2024.03.05 14:45 | modify | 2 | 0.10 | 162.840 | 163.024 | 162.244 | ||
| 5 | 2024.03.05 14:45 | sell | 3 | 0.10 | 162.840 | 0.000 | 0.000 | ||
| 6 | 2024.03.05 14:45 | modify | 3 | 0.10 | 162.840 | 163.024 | 162.244 | ||
| 7 | 2024.03.05 14:45 | modify | 1 | 0.10 | 163.444 | 163.024 | 162.244 | ||
| 8 | 2024.03.05 15:40 | s/l | 1 | 0.10 | 163.024 | 163.024 | 162.244 | 25.19 | 1025.19 |
| 9 | 2024.03.05 15:40 | s/l | 2 | 0.10 | 163.024 | 163.024 | 162.244 | -11.66 | 1013.53 |
| 10 | 2024.03.05 15:40 | s/l | 3 | 0.10 | 163.024 | 163.024 | 162.244 | -11.66 | 1001.87 |
| 11 | 2024.03.15 20:00 | sell | 4 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 12 | 2024.03.15 20:00 | modify | 4 | 0.10 | 162.333 | 162.733 | 161.133 | ||
| 13 | 2024.03.19 03:30 | s/l | 4 | 0.10 | 162.733 | 162.733 | 161.133 | -28.13 | 973.73 |
| 14 | 2024.04.18 16:00 | sell | 5 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 15 | 2024.04.18 16:00 | modify | 5 | 0.10 | 164.813 | 165.213 | 163.613 | ||
| 16 | 2024.04.19 01:40 | t/p | 5 | 0.10 | 163.613 | 165.213 | 163.613 | 74.59 | 1048.32 |
| 17 | 2024.05.13 20:00 | sell | 6 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 18 | 2024.05.13 20:00 | modify | 6 | 0.10 | 168.538 | 168.938 | 167.338 | ||
| 19 | 2024.05.14 10:40 | s/l | 6 | 0.10 | 168.938 | 168.938 | 167.338 | -26.73 | 1021.59 |
| 20 | 2024.05.14 20:00 | sell | 7 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 21 | 2024.05.14 20:00 | modify | 7 | 0.10 | 169.291 | 169.691 | 168.091 | ||
| 22 | 2024.05.15 08:30 | sell | 8 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 23 | 2024.05.15 08:30 | modify | 8 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 24 | 2024.05.15 08:30 | sell | 9 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 25 | 2024.05.15 08:30 | modify | 9 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 26 | 2024.05.15 08:30 | modify | 7 | 0.10 | 169.291 | 168.871 | 168.091 | ||
| 27 | 2024.05.15 10:10 | sell | 10 | 0.10 | 168.741 | 0.000 | 0.000 | ||
| 28 | 2024.05.15 10:10 | modify | 10 | 0.10 | 168.741 | 169.051 | 168.091 | ||
| 29 | 2024.05.15 10:15 | modify | 10 | 0.10 | 168.741 | 168.871 | 168.091 | ||
| 30 | 2024.05.15 12:40 | t/p | 7 | 0.10 | 168.091 | 168.871 | 168.091 | 74.58 | 1096.17 |
| 31 | 2024.05.15 12:40 | t/p | 8 | 0.10 | 168.091 | 168.871 | 168.091 | 37.42 | 1133.59 |
| 32 | 2024.05.15 12:40 | t/p | 9 | 0.10 | 168.091 | 168.871 | 168.091 | 37.42 | 1171.01 |
| 33 | 2024.05.15 12:40 | t/p | 10 | 0.10 | 168.091 | 168.871 | 168.091 | 41.16 | 1212.17 |
| 34 | 2024.05.28 20:00 | sell | 11 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 35 | 2024.05.28 20:00 | modify | 11 | 0.10 | 170.670 | 171.070 | 169.470 | ||
| 36 | 2024.05.29 21:05 | sell | 12 | 0.10 | 170.125 | 0.000 | 0.000 | ||
| 37 | 2024.05.29 21:05 | modify | 12 | 0.10 | 170.125 | 170.430 | 169.470 | ||
| 38 | 2024.05.29 21:05 | modify | 11 | 0.10 | 170.670 | 170.430 | 169.470 | ||
| 39 | 2024.05.30 01:45 | sell | 13 | 0.10 | 170.052 | 0.000 | 0.000 | ||
| 40 | 2024.05.30 01:45 | modify | 13 | 0.10 | 170.052 | 170.250 | 169.470 | ||
| 41 | 2024.05.30 01:45 | sell | 14 | 0.10 | 170.052 | 0.000 | 0.000 | ||
| 42 | 2024.05.30 01:45 | modify | 14 | 0.10 | 170.052 | 170.250 | 169.470 | ||
| 43 | 2024.05.30 01:45 | modify | 12 | 0.10 | 170.125 | 170.250 | 169.470 | ||
| 44 | 2024.05.30 01:45 | modify | 11 | 0.10 | 170.670 | 170.250 | 169.470 | ||
| 45 | 2024.05.30 05:40 | t/p | 11 | 0.10 | 169.470 | 170.250 | 169.470 | 70.37 | 1282.54 |
| 46 | 2024.05.30 05:40 | t/p | 12 | 0.10 | 169.470 | 170.250 | 169.470 | 37.26 | 1319.80 |
| 47 | 2024.05.30 05:40 | t/p | 13 | 0.10 | 169.470 | 170.250 | 169.470 | 36.85 | 1356.65 |
| 48 | 2024.05.30 05:40 | t/p | 14 | 0.10 | 169.470 | 170.250 | 169.470 | 36.85 | 1393.50 |
| 49 | 2024.06.10 16:00 | buy | 15 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 50 | 2024.06.10 16:00 | modify | 15 | 0.10 | 168.734 | 168.334 | 169.934 | ||
| 51 | 2024.06.11 00:40 | buy | 16 | 0.10 | 169.301 | 0.000 | 0.000 | ||
| 52 | 2024.06.11 00:40 | modify | 16 | 0.10 | 169.301 | 168.974 | 169.934 | ||
| 53 | 2024.06.11 00:40 | modify | 15 | 0.10 | 168.734 | 168.974 | 169.934 | ||
| 54 | 2024.06.11 02:40 | buy | 17 | 0.10 | 169.357 | 0.000 | 0.000 | ||
| 55 | 2024.06.11 02:40 | modify | 17 | 0.10 | 169.357 | 169.154 | 169.934 | ||
| 56 | 2024.06.11 02:40 | buy | 18 | 0.10 | 169.357 | 0.000 | 0.000 | ||
| 57 | 2024.06.11 02:40 | modify | 18 | 0.10 | 169.357 | 169.154 | 169.934 | ||
| 58 | 2024.06.11 02:40 | modify | 16 | 0.10 | 169.301 | 169.154 | 169.934 | ||
| 59 | 2024.06.11 02:40 | modify | 15 | 0.10 | 168.734 | 169.154 | 169.934 | ||
| 60 | 2024.06.11 08:30 | s/l | 15 | 0.10 | 169.154 | 169.154 | 169.934 | 27.25 | 1420.75 |
| 61 | 2024.06.11 08:30 | s/l | 16 | 0.10 | 169.154 | 169.154 | 169.934 | -9.31 | 1411.44 |
| 62 | 2024.06.11 08:30 | s/l | 17 | 0.10 | 169.154 | 169.154 | 169.934 | -12.85 | 1398.59 |
| 63 | 2024.06.11 08:30 | s/l | 18 | 0.10 | 169.154 | 169.154 | 169.934 | -12.85 | 1385.74 |
| 64 | 2024.07.11 20:00 | buy | 19 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 65 | 2024.07.11 20:00 | modify | 19 | 0.10 | 172.590 | 172.190 | 173.790 | ||
| 66 | 2024.07.11 23:05 | buy | 20 | 0.10 | 173.142 | 0.000 | 0.000 | ||
| 67 | 2024.07.11 23:05 | modify | 20 | 0.10 | 173.142 | 172.830 | 173.790 | ||
| 68 | 2024.07.11 23:05 | modify | 19 | 0.10 | 172.590 | 172.830 | 173.790 | ||
| 69 | 2024.07.11 23:20 | s/l | 19 | 0.10 | 172.830 | 172.830 | 173.790 | 15.20 | 1400.94 |
| 70 | 2024.07.11 23:20 | s/l | 20 | 0.10 | 172.830 | 172.830 | 173.790 | -19.76 | 1381.18 |
| 71 | 2024.08.15 20:00 | sell | 21 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 72 | 2024.08.15 20:00 | modify | 21 | 0.10 | 163.556 | 163.956 | 162.356 | ||
| 73 | 2024.08.16 11:20 | sell | 22 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 74 | 2024.08.16 11:20 | modify | 22 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 75 | 2024.08.16 11:20 | sell | 23 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 76 | 2024.08.16 11:20 | modify | 23 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 77 | 2024.08.16 11:20 | modify | 21 | 0.10 | 163.556 | 163.136 | 162.356 | ||
| 78 | 2024.08.16 12:40 | t/p | 21 | 0.10 | 162.356 | 163.136 | 162.356 | 74.59 | 1455.77 |
| 79 | 2024.08.16 12:40 | t/p | 22 | 0.10 | 162.356 | 163.136 | 162.356 | 37.05 | 1492.82 |
| 80 | 2024.08.16 12:40 | t/p | 23 | 0.10 | 162.356 | 163.136 | 162.356 | 37.05 | 1529.87 |
| 81 | 2024.10.09 20:00 | sell | 24 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 82 | 2024.10.09 20:00 | modify | 24 | 0.10 | 163.331 | 163.731 | 162.131 | ||
| 83 | 2024.10.10 09:40 | sell | 25 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 84 | 2024.10.10 09:40 | modify | 25 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 85 | 2024.10.10 09:40 | sell | 26 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 86 | 2024.10.10 09:40 | modify | 26 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 87 | 2024.10.10 09:40 | modify | 24 | 0.10 | 163.331 | 162.911 | 162.131 | ||
| 88 | 2024.10.10 09:55 | sell | 27 | 0.10 | 162.779 | 0.000 | 0.000 | ||
| 89 | 2024.10.10 09:55 | modify | 27 | 0.10 | 162.779 | 163.091 | 162.131 | ||
| 90 | 2024.10.10 10:00 | modify | 27 | 0.10 | 162.779 | 162.911 | 162.131 | ||
| 91 | 2024.10.10 11:20 | s/l | 24 | 0.10 | 162.911 | 162.911 | 162.131 | 22.38 | 1552.26 |
| 92 | 2024.10.10 11:20 | s/l | 25 | 0.10 | 162.911 | 162.911 | 162.131 | -12.86 | 1539.40 |
| 93 | 2024.10.10 11:20 | s/l | 26 | 0.10 | 162.911 | 162.911 | 162.131 | -12.86 | 1526.54 |
| 94 | 2024.10.10 11:20 | s/l | 27 | 0.10 | 162.911 | 162.911 | 162.131 | -8.36 | 1518.18 |