Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 431.20 | Gross profit | 1316.41 | Gross loss | -885.22 |
| Profit factor | 1.49 | Expected payoff | 15.40 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 350.39 (3.36%) | Relative drawdown | 3.36% (350.39) |
| Total trades | 28 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 15 (53.57%) | Loss trades (% of total) | 13 (46.43%) | ||
| Largest | profit trade | 106.31 | loss trade | -78.63 | |
| Average | profit trade | 87.76 | loss trade | -68.09 | |
| Maximum | consecutive wins (profit in money) | 3 (279.11) | consecutive losses (loss in money) | 4 (-305.93) | |
| Maximal | consecutive profit (count of wins) | 279.11 (3) | consecutive loss (count of losses) | -305.93 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 20:00 | buy | 1 | 0.10 | 133.269 | 0.000 | 0.000 | ||
| 2 | 2022.05.12 20:00 | modify | 1 | 0.10 | 133.269 | 132.269 | 134.669 | ||
| 3 | 2022.05.13 20:00 | t/p | 1 | 0.10 | 134.669 | 132.269 | 134.669 | 106.31 | 10106.31 |
| 4 | 2022.05.17 16:00 | sell | 2 | 0.10 | 136.204 | 0.000 | 0.000 | ||
| 5 | 2022.05.17 16:00 | modify | 2 | 0.10 | 136.204 | 137.204 | 134.804 | ||
| 6 | 2022.05.18 12:00 | sell | 3 | 0.10 | 135.697 | 0.000 | 0.000 | ||
| 7 | 2022.05.18 12:00 | modify | 3 | 0.10 | 135.697 | 136.064 | 134.804 | ||
| 8 | 2022.05.18 12:00 | modify | 2 | 0.10 | 136.204 | 136.064 | 134.804 | ||
| 9 | 2022.05.18 16:00 | t/p | 2 | 0.10 | 134.804 | 136.064 | 134.804 | 105.27 | 10211.58 |
| 10 | 2022.05.18 16:00 | t/p | 3 | 0.10 | 134.804 | 136.064 | 134.804 | 67.53 | 10279.11 |
| 11 | 2022.06.03 04:00 | sell | 4 | 0.10 | 139.618 | 0.000 | 0.000 | ||
| 12 | 2022.06.03 04:00 | modify | 4 | 0.10 | 139.618 | 140.618 | 138.218 | ||
| 13 | 2022.06.06 12:00 | s/l | 4 | 0.10 | 140.618 | 140.618 | 138.218 | -76.23 | 10202.87 |
| 14 | 2022.06.08 20:00 | sell | 5 | 0.10 | 143.844 | 0.000 | 0.000 | ||
| 15 | 2022.06.08 20:00 | modify | 5 | 0.10 | 143.844 | 144.844 | 142.444 | ||
| 16 | 2022.06.09 20:00 | t/p | 5 | 0.10 | 142.444 | 144.844 | 142.444 | 104.07 | 10306.94 |
| 17 | 2022.07.06 16:00 | buy | 6 | 0.10 | 138.004 | 0.000 | 0.000 | ||
| 18 | 2022.07.06 16:00 | modify | 6 | 0.10 | 138.004 | 137.004 | 139.404 | ||
| 19 | 2022.07.08 08:00 | s/l | 6 | 0.10 | 137.004 | 137.004 | 139.404 | -74.44 | 10232.50 |
| 20 | 2022.07.24 20:00 | buy | 7 | 0.10 | 139.045 | 0.000 | 0.000 | ||
| 21 | 2022.07.24 20:00 | modify | 7 | 0.10 | 139.045 | 138.045 | 140.445 | ||
| 22 | 2022.07.25 20:00 | buy | 8 | 0.10 | 139.754 | 0.000 | 0.000 | ||
| 23 | 2022.07.25 20:00 | modify | 8 | 0.10 | 139.754 | 139.465 | 140.445 | ||
| 24 | 2022.07.25 20:00 | modify | 7 | 0.10 | 139.045 | 139.465 | 140.445 | ||
| 25 | 2022.07.26 00:00 | s/l | 7 | 0.10 | 139.465 | 139.465 | 140.445 | 32.42 | 10264.92 |
| 26 | 2022.07.26 00:00 | s/l | 8 | 0.10 | 139.465 | 139.465 | 140.445 | -21.56 | 10243.36 |
| 27 | 2022.08.02 12:00 | buy | 9 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 28 | 2022.08.02 12:00 | modify | 9 | 0.10 | 133.951 | 132.951 | 135.351 | ||
| 29 | 2022.08.02 20:00 | t/p | 9 | 0.10 | 135.351 | 132.951 | 135.351 | 105.99 | 10349.35 |
| 30 | 2022.08.29 20:00 | sell | 10 | 0.10 | 138.634 | 0.000 | 0.000 | ||
| 31 | 2022.08.29 20:00 | modify | 10 | 0.10 | 138.634 | 139.634 | 137.234 | ||
| 32 | 2022.08.31 16:00 | s/l | 10 | 0.10 | 139.634 | 139.634 | 137.234 | -76.82 | 10272.53 |
| 33 | 2022.09.22 00:00 | buy | 11 | 0.10 | 141.847 | 0.000 | 0.000 | ||
| 34 | 2022.09.22 00:00 | modify | 11 | 0.10 | 141.847 | 140.847 | 143.247 | ||
| 35 | 2022.09.22 08:00 | t/p | 11 | 0.10 | 143.247 | 140.847 | 143.247 | 105.98 | 10378.51 |
| 36 | 2022.09.30 04:00 | sell | 12 | 0.10 | 141.835 | 0.000 | 0.000 | ||
| 37 | 2022.09.30 04:00 | modify | 12 | 0.10 | 141.835 | 142.835 | 140.435 | ||
| 38 | 2022.10.04 08:00 | s/l | 12 | 0.10 | 142.835 | 142.835 | 140.435 | -76.82 | 10301.69 |
| 39 | 2022.10.04 20:00 | sell | 13 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 40 | 2022.10.04 20:00 | modify | 13 | 0.10 | 143.909 | 144.909 | 142.509 | ||
| 41 | 2022.10.05 16:00 | t/p | 13 | 0.10 | 142.509 | 144.909 | 142.509 | 105.27 | 10406.95 |
| 42 | 2022.10.14 00:00 | sell | 14 | 0.10 | 143.876 | 0.000 | 0.000 | ||
| 43 | 2022.10.14 00:00 | modify | 14 | 0.10 | 143.876 | 144.876 | 142.476 | ||
| 44 | 2022.10.17 04:00 | s/l | 14 | 0.10 | 144.876 | 144.876 | 142.476 | -76.22 | 10330.73 |
| 45 | 2022.10.18 04:00 | sell | 15 | 0.10 | 146.526 | 0.000 | 0.000 | ||
| 46 | 2022.10.18 04:00 | modify | 15 | 0.10 | 146.526 | 147.526 | 145.126 | ||
| 47 | 2022.10.21 12:00 | s/l | 15 | 0.10 | 147.526 | 147.526 | 145.126 | -78.63 | 10252.11 |
| 48 | 2022.11.10 20:00 | buy | 16 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 49 | 2022.11.10 20:00 | modify | 16 | 0.10 | 144.409 | 143.409 | 145.809 | ||
| 50 | 2022.11.11 00:00 | s/l | 16 | 0.10 | 143.409 | 143.409 | 145.809 | -75.38 | 10176.73 |
| 51 | 2022.11.11 00:00 | buy | 17 | 0.10 | 144.483 | 0.000 | 0.000 | ||
| 52 | 2022.11.11 00:00 | modify | 17 | 0.10 | 144.483 | 143.483 | 145.883 | ||
| 53 | 2022.11.11 12:00 | s/l | 17 | 0.10 | 143.483 | 143.483 | 145.883 | -75.70 | 10101.03 |
| 54 | 2022.11.11 16:00 | buy | 18 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 55 | 2022.11.11 16:00 | modify | 18 | 0.10 | 143.620 | 142.620 | 145.020 | ||
| 56 | 2022.11.14 16:00 | t/p | 18 | 0.10 | 145.020 | 142.620 | 145.020 | 106.31 | 10207.33 |
| 57 | 2022.11.24 16:00 | buy | 19 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 58 | 2022.11.24 16:00 | modify | 19 | 0.10 | 144.049 | 143.049 | 145.449 | ||
| 59 | 2022.11.28 08:00 | s/l | 19 | 0.10 | 143.049 | 143.049 | 145.449 | -75.08 | 10132.26 |
| 60 | 2022.12.13 00:00 | sell | 20 | 0.10 | 144.951 | 0.000 | 0.000 | ||
| 61 | 2022.12.13 00:00 | modify | 20 | 0.10 | 144.951 | 145.951 | 143.551 | ||
| 62 | 2022.12.13 20:00 | t/p | 20 | 0.10 | 143.551 | 145.951 | 143.551 | 105.87 | 10238.13 |
| 63 | 2022.12.15 20:00 | sell | 21 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 64 | 2022.12.15 20:00 | modify | 21 | 0.10 | 146.450 | 147.450 | 145.050 | ||
| 65 | 2022.12.16 12:00 | sell | 22 | 0.10 | 145.727 | 0.000 | 0.000 | ||
| 66 | 2022.12.16 12:00 | modify | 22 | 0.10 | 145.727 | 146.030 | 145.050 | ||
| 67 | 2022.12.16 12:00 | modify | 21 | 0.10 | 146.450 | 146.030 | 145.050 | ||
| 68 | 2022.12.16 16:00 | t/p | 21 | 0.10 | 145.050 | 146.030 | 145.050 | 105.27 | 10343.39 |
| 69 | 2022.12.16 16:00 | t/p | 22 | 0.10 | 145.050 | 146.030 | 145.050 | 51.19 | 10394.58 |
| 70 | 2022.12.20 12:00 | buy | 23 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 71 | 2022.12.20 12:00 | modify | 23 | 0.10 | 140.997 | 139.997 | 142.397 | ||
| 72 | 2022.12.20 16:00 | s/l | 23 | 0.10 | 139.997 | 139.997 | 142.397 | -75.70 | 10318.88 |
| 73 | 2022.12.28 00:00 | sell | 24 | 0.10 | 141.987 | 0.000 | 0.000 | ||
| 74 | 2022.12.28 00:00 | modify | 24 | 0.10 | 141.987 | 142.987 | 140.587 | ||
| 75 | 2022.12.30 12:00 | t/p | 24 | 0.10 | 140.587 | 142.987 | 140.587 | 103.47 | 10422.35 |
| 76 | 2023.01.13 00:00 | buy | 25 | 0.10 | 140.299 | 0.000 | 0.000 | ||
| 77 | 2023.01.13 00:00 | modify | 25 | 0.10 | 140.299 | 139.299 | 141.699 | ||
| 78 | 2023.01.13 08:00 | s/l | 25 | 0.10 | 139.299 | 139.299 | 141.699 | -75.71 | 10346.64 |
| 79 | 2023.01.23 12:00 | sell | 26 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 80 | 2023.01.23 12:00 | modify | 26 | 0.10 | 141.802 | 142.802 | 140.402 | ||
| 81 | 2023.02.01 00:00 | sell | 27 | 0.10 | 141.306 | 0.000 | 0.000 | ||
| 82 | 2023.02.01 00:00 | modify | 27 | 0.10 | 141.306 | 141.662 | 140.402 | ||
| 83 | 2023.02.01 00:00 | modify | 26 | 0.10 | 141.802 | 141.662 | 140.402 | ||
| 84 | 2023.02.01 08:00 | s/l | 26 | 0.10 | 141.662 | 141.662 | 140.402 | 5.18 | 10351.82 |
| 85 | 2023.02.01 08:00 | s/l | 27 | 0.10 | 141.662 | 141.662 | 140.402 | -26.92 | 10324.90 |
| 86 | 2023.02.24 00:00 | buy | 28 | 0.10 | 142.692 | 0.000 | 0.000 | ||
| 87 | 2023.02.24 00:00 | modify | 28 | 0.10 | 142.692 | 141.692 | 144.092 | ||
| 88 | 2023.02.27 16:00 | t/p | 28 | 0.10 | 144.092 | 141.692 | 144.092 | 106.30 | 10431.20 |