Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=1; 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 | 1914 | Ticks modelled | 39495493 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 710.62 | Gross profit | 793.14 | Gross loss | -82.52 |
| Profit factor | 9.61 | Expected payoff | 39.48 | ||
| Absolute drawdown | 96.33 | Maximal drawdown | 170.27 (10.22%) | Relative drawdown | 10.99% (111.52) |
| Total trades | 18 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
| Largest | profit trade | 101.54 | loss trade | -20.82 | |
| Average | profit trade | 56.65 | loss trade | -20.63 | |
| Maximum | consecutive wins (profit in money) | 9 (519.55) | consecutive losses (loss in money) | 2 (-41.64) | |
| Maximal | consecutive profit (count of wins) | 519.55 (9) | consecutive loss (count of losses) | -41.64 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 00:00 | buy | 1 | 0.10 | 147.892 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 00:00 | modify | 1 | 0.10 | 147.892 | 146.392 | 149.392 | ||
| 3 | 2024.03.15 02:12 | buy | 2 | 0.10 | 148.570 | 0.000 | 0.000 | ||
| 4 | 2024.03.15 02:12 | modify | 2 | 0.10 | 148.570 | 147.967 | 149.392 | ||
| 5 | 2024.03.15 02:12 | buy | 3 | 0.10 | 148.570 | 0.000 | 0.000 | ||
| 6 | 2024.03.15 02:12 | modify | 3 | 0.10 | 148.570 | 148.267 | 149.392 | ||
| 7 | 2024.03.15 02:12 | modify | 1 | 0.10 | 147.892 | 148.267 | 149.392 | ||
| 8 | 2024.03.15 02:12 | modify | 2 | 0.10 | 148.570 | 148.267 | 149.392 | ||
| 9 | 2024.03.15 04:50 | s/l | 1 | 0.10 | 148.267 | 148.267 | 149.392 | 32.14 | 1032.14 |
| 10 | 2024.03.15 04:50 | s/l | 2 | 0.10 | 148.267 | 148.267 | 149.392 | -20.44 | 1011.70 |
| 11 | 2024.03.15 04:50 | s/l | 3 | 0.10 | 148.267 | 148.267 | 149.392 | -20.44 | 991.26 |
| 12 | 2024.05.15 00:00 | sell | 4 | 0.10 | 156.521 | 0.000 | 0.000 | ||
| 13 | 2024.05.15 00:00 | modify | 4 | 0.10 | 156.521 | 158.021 | 155.021 | ||
| 14 | 2024.05.15 08:28 | sell | 5 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 15 | 2024.05.15 08:28 | modify | 5 | 0.10 | 155.846 | 156.446 | 155.021 | ||
| 16 | 2024.05.15 08:28 | sell | 6 | 0.10 | 155.846 | 0.000 | 0.000 | ||
| 17 | 2024.05.15 08:28 | modify | 6 | 0.10 | 155.846 | 156.146 | 155.021 | ||
| 18 | 2024.05.15 08:28 | modify | 4 | 0.10 | 156.521 | 156.146 | 155.021 | ||
| 19 | 2024.05.15 08:28 | modify | 5 | 0.10 | 155.846 | 156.146 | 155.021 | ||
| 20 | 2024.05.15 08:51 | sell | 7 | 0.10 | 155.621 | 0.000 | 0.000 | ||
| 21 | 2024.05.15 08:51 | modify | 7 | 0.10 | 155.621 | 155.996 | 155.021 | ||
| 22 | 2024.05.15 08:51 | modify | 6 | 0.10 | 155.846 | 155.996 | 155.021 | ||
| 23 | 2024.05.15 08:51 | modify | 5 | 0.10 | 155.846 | 155.996 | 155.021 | ||
| 24 | 2024.05.15 08:51 | modify | 4 | 0.10 | 156.521 | 155.996 | 155.021 | ||
| 25 | 2024.05.15 12:30 | t/p | 4 | 0.10 | 155.021 | 155.996 | 155.021 | 96.76 | 1088.02 |
| 26 | 2024.05.15 12:30 | t/p | 5 | 0.10 | 155.021 | 155.996 | 155.021 | 53.22 | 1141.24 |
| 27 | 2024.05.15 12:30 | t/p | 6 | 0.10 | 155.021 | 155.996 | 155.021 | 53.22 | 1194.46 |
| 28 | 2024.05.15 12:30 | t/p | 7 | 0.10 | 155.021 | 155.996 | 155.021 | 38.70 | 1233.16 |
| 29 | 2024.08.16 00:00 | sell | 8 | 0.10 | 149.227 | 0.000 | 0.000 | ||
| 30 | 2024.08.16 00:00 | modify | 8 | 0.10 | 149.227 | 150.727 | 147.727 | ||
| 31 | 2024.08.16 10:03 | sell | 9 | 0.10 | 148.551 | 0.000 | 0.000 | ||
| 32 | 2024.08.16 10:03 | modify | 9 | 0.10 | 148.551 | 149.152 | 147.727 | ||
| 33 | 2024.08.16 10:03 | sell | 10 | 0.10 | 148.551 | 0.000 | 0.000 | ||
| 34 | 2024.08.16 10:03 | modify | 10 | 0.10 | 148.551 | 148.852 | 147.727 | ||
| 35 | 2024.08.16 10:03 | modify | 8 | 0.10 | 149.227 | 148.852 | 147.727 | ||
| 36 | 2024.08.16 10:03 | modify | 9 | 0.10 | 148.551 | 148.852 | 147.727 | ||
| 37 | 2024.08.16 10:54 | sell | 11 | 0.10 | 148.325 | 0.000 | 0.000 | ||
| 38 | 2024.08.16 10:54 | modify | 11 | 0.10 | 148.325 | 148.702 | 147.727 | ||
| 39 | 2024.08.16 10:54 | modify | 10 | 0.10 | 148.551 | 148.702 | 147.727 | ||
| 40 | 2024.08.16 10:54 | modify | 9 | 0.10 | 148.551 | 148.702 | 147.727 | ||
| 41 | 2024.08.16 10:54 | modify | 8 | 0.10 | 149.227 | 148.702 | 147.727 | ||
| 42 | 2024.08.16 12:31 | t/p | 8 | 0.10 | 147.727 | 148.702 | 147.727 | 101.54 | 1334.70 |
| 43 | 2024.08.16 12:31 | t/p | 9 | 0.10 | 147.727 | 148.702 | 147.727 | 55.78 | 1390.48 |
| 44 | 2024.08.16 12:31 | t/p | 10 | 0.10 | 147.727 | 148.702 | 147.727 | 55.78 | 1446.26 |
| 45 | 2024.08.16 12:31 | t/p | 11 | 0.10 | 147.727 | 148.702 | 147.727 | 40.48 | 1486.74 |
| 46 | 2024.09.02 00:00 | sell | 12 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 47 | 2024.09.02 00:00 | modify | 12 | 0.10 | 146.401 | 147.901 | 144.901 | ||
| 48 | 2024.09.03 08:16 | sell | 13 | 0.10 | 145.722 | 0.000 | 0.000 | ||
| 49 | 2024.09.03 08:16 | modify | 13 | 0.10 | 145.722 | 146.326 | 144.901 | ||
| 50 | 2024.09.03 08:16 | sell | 14 | 0.10 | 145.722 | 0.000 | 0.000 | ||
| 51 | 2024.09.03 08:16 | modify | 14 | 0.10 | 145.722 | 146.026 | 144.901 | ||
| 52 | 2024.09.03 08:16 | modify | 12 | 0.10 | 146.401 | 146.026 | 144.901 | ||
| 53 | 2024.09.03 08:16 | modify | 13 | 0.10 | 145.722 | 146.026 | 144.901 | ||
| 54 | 2024.09.03 10:33 | s/l | 12 | 0.10 | 146.026 | 146.026 | 144.901 | 24.07 | 1510.81 |
| 55 | 2024.09.03 10:33 | s/l | 13 | 0.10 | 146.026 | 146.026 | 144.901 | -20.82 | 1489.99 |
| 56 | 2024.09.03 10:33 | s/l | 14 | 0.10 | 146.026 | 146.026 | 144.901 | -20.82 | 1469.17 |
| 57 | 2024.11.15 00:00 | sell | 15 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 58 | 2024.11.15 00:00 | modify | 15 | 0.10 | 156.480 | 157.980 | 154.980 | ||
| 59 | 2024.11.15 07:27 | sell | 16 | 0.10 | 155.805 | 0.000 | 0.000 | ||
| 60 | 2024.11.15 07:27 | modify | 16 | 0.10 | 155.805 | 156.405 | 154.980 | ||
| 61 | 2024.11.15 07:27 | sell | 17 | 0.10 | 155.805 | 0.000 | 0.000 | ||
| 62 | 2024.11.15 07:27 | modify | 17 | 0.10 | 155.805 | 156.105 | 154.980 | ||
| 63 | 2024.11.15 07:27 | modify | 15 | 0.10 | 156.480 | 156.105 | 154.980 | ||
| 64 | 2024.11.15 07:27 | modify | 16 | 0.10 | 155.805 | 156.105 | 154.980 | ||
| 65 | 2024.11.15 08:32 | sell | 18 | 0.10 | 155.572 | 0.000 | 0.000 | ||
| 66 | 2024.11.15 08:32 | modify | 18 | 0.10 | 155.572 | 155.955 | 154.980 | ||
| 67 | 2024.11.15 08:32 | modify | 17 | 0.10 | 155.805 | 155.955 | 154.980 | ||
| 68 | 2024.11.15 08:32 | modify | 16 | 0.10 | 155.805 | 155.955 | 154.980 | ||
| 69 | 2024.11.15 08:32 | modify | 15 | 0.10 | 156.480 | 155.955 | 154.980 | ||
| 70 | 2024.11.15 15:37 | t/p | 15 | 0.10 | 154.980 | 155.955 | 154.980 | 96.79 | 1565.96 |
| 71 | 2024.11.15 15:37 | t/p | 16 | 0.10 | 154.980 | 155.955 | 154.980 | 53.23 | 1619.19 |
| 72 | 2024.11.15 15:37 | t/p | 17 | 0.10 | 154.980 | 155.955 | 154.980 | 53.23 | 1672.42 |
| 73 | 2024.11.15 15:37 | t/p | 18 | 0.10 | 154.980 | 155.955 | 154.980 | 38.20 | 1710.62 |