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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 818.64 | Gross profit | 1367.47 | Gross loss | -548.83 |
| Profit factor | 2.49 | Expected payoff | 43.09 | ||
| Absolute drawdown | 80.83 | Maximal drawdown | 211.99 (2.02%) | Relative drawdown | 2.02% (211.99) |
| Total trades | 19 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
| Largest | profit trade | 117.28 | loss trade | -109.71 | |
| Average | profit trade | 105.19 | loss trade | -91.47 | |
| Maximum | consecutive wins (profit in money) | 4 (362.16) | consecutive losses (loss in money) | 2 (-121.55) | |
| Maximal | consecutive profit (count of wins) | 362.16 (4) | consecutive loss (count of losses) | -121.55 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.20 00:00 | sell | 1 | 0.10 | 129.328 | 0.000 | 0.000 | ||
| 2 | 2022.04.20 00:00 | modify | 1 | 0.10 | 129.328 | 130.728 | 127.828 | ||
| 3 | 2022.04.20 12:00 | t/p | 1 | 0.10 | 127.828 | 130.728 | 127.828 | 117.28 | 10117.28 |
| 4 | 2022.04.28 04:00 | sell | 2 | 0.10 | 129.698 | 0.000 | 0.000 | ||
| 5 | 2022.04.28 04:00 | modify | 2 | 0.10 | 129.698 | 131.098 | 128.198 | ||
| 6 | 2022.04.28 16:00 | s/l | 2 | 0.10 | 131.098 | 131.098 | 128.198 | -106.90 | 10010.38 |
| 7 | 2022.06.16 12:00 | buy | 3 | 0.10 | 132.869 | 0.000 | 0.000 | ||
| 8 | 2022.06.16 12:00 | modify | 3 | 0.10 | 132.869 | 131.469 | 134.369 | ||
| 9 | 2022.06.17 04:00 | t/p | 3 | 0.10 | 134.369 | 131.469 | 134.369 | 113.00 | 10123.38 |
| 10 | 2022.07.14 08:00 | sell | 4 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 11 | 2022.07.14 08:00 | modify | 4 | 0.10 | 139.097 | 140.497 | 137.597 | ||
| 12 | 2022.07.19 12:00 | t/p | 4 | 0.10 | 137.597 | 140.497 | 137.597 | 104.40 | 10227.78 |
| 13 | 2022.07.29 04:00 | buy | 5 | 0.10 | 133.196 | 0.000 | 0.000 | ||
| 14 | 2022.07.29 04:00 | modify | 5 | 0.10 | 133.196 | 131.796 | 134.696 | ||
| 15 | 2022.08.01 16:00 | s/l | 5 | 0.10 | 131.796 | 131.796 | 134.696 | -104.97 | 10122.81 |
| 16 | 2022.08.02 04:00 | buy | 6 | 0.10 | 130.870 | 0.000 | 0.000 | ||
| 17 | 2022.08.02 04:00 | modify | 6 | 0.10 | 130.870 | 129.470 | 132.370 | ||
| 18 | 2022.08.02 16:00 | t/p | 6 | 0.10 | 132.370 | 129.470 | 132.370 | 113.38 | 10236.19 |
| 19 | 2022.08.03 00:00 | sell | 7 | 0.10 | 133.341 | 0.000 | 0.000 | ||
| 20 | 2022.08.03 00:00 | modify | 7 | 0.10 | 133.341 | 134.741 | 131.841 | ||
| 21 | 2022.08.05 16:00 | s/l | 7 | 0.10 | 134.741 | 134.741 | 131.841 | -109.71 | 10126.48 |
| 22 | 2022.09.14 00:00 | sell | 8 | 0.10 | 144.452 | 0.000 | 0.000 | ||
| 23 | 2022.09.14 00:00 | modify | 8 | 0.10 | 144.452 | 145.852 | 142.952 | ||
| 24 | 2022.09.14 12:00 | t/p | 8 | 0.10 | 142.952 | 145.852 | 142.952 | 104.59 | 10231.07 |
| 25 | 2022.09.22 08:00 | sell | 9 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 26 | 2022.09.22 08:00 | modify | 9 | 0.10 | 145.774 | 147.174 | 144.274 | ||
| 27 | 2022.09.22 12:00 | t/p | 9 | 0.10 | 144.274 | 147.174 | 144.274 | 106.17 | 10337.24 |
| 28 | 2022.10.27 08:00 | buy | 10 | 0.10 | 145.745 | 0.000 | 0.000 | ||
| 29 | 2022.10.27 08:00 | modify | 10 | 0.10 | 145.745 | 144.345 | 147.245 | ||
| 30 | 2022.10.28 12:00 | t/p | 10 | 0.10 | 147.245 | 144.345 | 147.245 | 102.95 | 10440.19 |
| 31 | 2022.11.24 04:00 | buy | 11 | 0.10 | 138.679 | 0.000 | 0.000 | ||
| 32 | 2022.11.24 04:00 | modify | 11 | 0.10 | 138.679 | 137.279 | 140.179 | ||
| 33 | 2022.11.30 16:00 | buy | 12 | 0.10 | 139.528 | 0.000 | 0.000 | ||
| 34 | 2022.11.30 16:00 | modify | 12 | 0.10 | 139.528 | 139.279 | 140.179 | ||
| 35 | 2022.11.30 16:00 | modify | 11 | 0.10 | 138.679 | 139.279 | 140.179 | ||
| 36 | 2022.11.30 20:00 | s/l | 11 | 0.10 | 139.279 | 139.279 | 140.179 | 48.45 | 10488.64 |
| 37 | 2022.11.30 20:00 | s/l | 12 | 0.10 | 139.279 | 139.279 | 140.179 | -18.05 | 10470.59 |
| 38 | 2022.12.01 04:00 | buy | 13 | 0.10 | 136.773 | 0.000 | 0.000 | ||
| 39 | 2022.12.01 04:00 | modify | 13 | 0.10 | 136.773 | 135.373 | 138.273 | ||
| 40 | 2022.12.01 20:00 | s/l | 13 | 0.10 | 135.373 | 135.373 | 138.273 | -103.50 | 10367.09 |
| 41 | 2022.12.06 04:00 | sell | 14 | 0.10 | 136.916 | 0.000 | 0.000 | ||
| 42 | 2022.12.06 04:00 | modify | 14 | 0.10 | 136.916 | 138.316 | 135.416 | ||
| 43 | 2022.12.13 16:00 | t/p | 14 | 0.10 | 135.416 | 138.316 | 135.416 | 99.98 | 10467.07 |
| 44 | 2022.12.14 12:00 | buy | 15 | 0.10 | 134.975 | 0.000 | 0.000 | ||
| 45 | 2022.12.14 12:00 | modify | 15 | 0.10 | 134.975 | 133.575 | 136.475 | ||
| 46 | 2022.12.15 12:00 | t/p | 15 | 0.10 | 136.475 | 133.575 | 136.475 | 113.60 | 10580.67 |
| 47 | 2022.12.20 04:00 | buy | 16 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 48 | 2022.12.20 04:00 | modify | 16 | 0.10 | 133.470 | 132.070 | 134.970 | ||
| 49 | 2022.12.20 12:00 | s/l | 16 | 0.10 | 132.070 | 132.070 | 134.970 | -105.70 | 10474.97 |
| 50 | 2023.01.18 04:00 | sell | 17 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 51 | 2023.01.18 04:00 | modify | 17 | 0.10 | 131.139 | 132.539 | 129.639 | ||
| 52 | 2023.01.18 12:00 | t/p | 17 | 0.10 | 129.639 | 132.539 | 129.639 | 116.27 | 10591.24 |
| 53 | 2023.03.13 12:00 | buy | 18 | 0.10 | 133.181 | 0.000 | 0.000 | ||
| 54 | 2023.03.13 12:00 | modify | 18 | 0.10 | 133.181 | 131.781 | 134.681 | ||
| 55 | 2023.03.14 16:00 | t/p | 18 | 0.10 | 134.681 | 131.781 | 134.681 | 112.90 | 10704.14 |
| 56 | 2023.03.20 08:00 | buy | 19 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 57 | 2023.03.20 08:00 | modify | 19 | 0.10 | 131.078 | 129.678 | 132.578 | ||
| 58 | 2023.03.21 20:00 | t/p | 19 | 0.10 | 132.578 | 129.678 | 132.578 | 114.50 | 10818.64 |