Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar 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=6; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | -98.01 | Gross profit | 289.18 | Gross loss | -387.19 |
| Profit factor | 0.75 | Expected payoff | -9.80 | ||
| Absolute drawdown | 174.33 | Maximal drawdown | 184.11 (1.84%) | Relative drawdown | 1.84% (184.11) |
| Total trades | 10 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 98.25 | loss trade | -80.58 | |
| Average | profit trade | 72.30 | loss trade | -64.53 | |
| Maximum | consecutive wins (profit in money) | 3 (202.46) | consecutive losses (loss in money) | 2 (-160.46) | |
| Maximal | consecutive profit (count of wins) | 202.46 (3) | consecutive loss (count of losses) | -160.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.06 12:00 | sell | 1 | 0.10 | 123.871 | 0.000 | 0.000 | ||
| 2 | 2022.04.06 12:00 | modify | 1 | 0.10 | 123.871 | 124.771 | 122.571 | ||
| 3 | 2022.04.11 04:00 | s/l | 1 | 0.10 | 124.771 | 124.771 | 122.571 | -79.88 | 9920.12 |
| 4 | 2022.04.11 16:00 | sell | 2 | 0.10 | 125.550 | 0.000 | 0.000 | ||
| 5 | 2022.04.11 16:00 | modify | 2 | 0.10 | 125.550 | 126.450 | 124.250 | ||
| 6 | 2022.04.15 04:00 | s/l | 2 | 0.10 | 126.450 | 126.450 | 124.250 | -80.58 | 9839.54 |
| 7 | 2022.07.14 12:00 | sell | 3 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 8 | 2022.07.14 12:00 | modify | 3 | 0.10 | 138.864 | 139.764 | 137.564 | ||
| 9 | 2022.07.19 12:00 | t/p | 3 | 0.10 | 137.564 | 139.764 | 137.564 | 89.85 | 9929.38 |
| 10 | 2022.08.02 12:00 | buy | 4 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 11 | 2022.08.02 12:00 | modify | 4 | 0.10 | 131.019 | 130.119 | 132.319 | ||
| 12 | 2022.08.02 16:00 | t/p | 4 | 0.10 | 132.319 | 130.119 | 132.319 | 98.25 | 10027.63 |
| 13 | 2022.08.19 16:00 | sell | 5 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 14 | 2022.08.19 16:00 | modify | 5 | 0.10 | 137.018 | 137.918 | 135.718 | ||
| 15 | 2022.08.25 08:00 | sell | 6 | 0.10 | 136.479 | 0.000 | 0.000 | ||
| 16 | 2022.08.25 08:00 | modify | 6 | 0.10 | 136.479 | 136.693 | 135.718 | ||
| 17 | 2022.08.25 08:00 | modify | 5 | 0.10 | 137.018 | 136.693 | 135.718 | ||
| 18 | 2022.08.25 16:00 | s/l | 5 | 0.10 | 136.693 | 136.693 | 135.718 | 14.37 | 10042.00 |
| 19 | 2022.08.25 16:00 | s/l | 6 | 0.10 | 136.693 | 136.693 | 135.718 | -15.64 | 10026.36 |
| 20 | 2022.08.29 12:00 | sell | 7 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 21 | 2022.08.29 12:00 | modify | 7 | 0.10 | 138.570 | 139.470 | 137.270 | ||
| 22 | 2022.09.01 00:00 | s/l | 7 | 0.10 | 139.470 | 139.470 | 137.270 | -72.40 | 9953.96 |
| 23 | 2022.10.31 16:00 | sell | 8 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 24 | 2022.10.31 16:00 | modify | 8 | 0.10 | 148.643 | 149.543 | 147.343 | ||
| 25 | 2022.11.01 12:00 | t/p | 8 | 0.10 | 147.343 | 149.543 | 147.343 | 86.72 | 10040.68 |
| 26 | 2023.01.02 16:00 | buy | 9 | 0.10 | 130.804 | 0.000 | 0.000 | ||
| 27 | 2023.01.02 16:00 | modify | 9 | 0.10 | 130.804 | 129.904 | 132.104 | ||
| 28 | 2023.01.03 04:00 | s/l | 9 | 0.10 | 129.904 | 129.904 | 132.104 | -68.11 | 9972.57 |
| 29 | 2023.01.13 12:00 | buy | 10 | 0.10 | 128.778 | 0.000 | 0.000 | ||
| 30 | 2023.01.13 12:00 | modify | 10 | 0.10 | 128.778 | 127.878 | 130.078 | ||
| 31 | 2023.01.13 16:00 | s/l | 10 | 0.10 | 127.878 | 127.878 | 130.078 | -70.58 | 9901.99 |