Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 438.31 | Gross profit | 1282.56 | Gross loss | -844.25 |
| Profit factor | 1.52 | Expected payoff | 13.28 | ||
| Absolute drawdown | 40.51 | Maximal drawdown | 405.08 (3.82%) | Relative drawdown | 3.82% (405.08) |
| Total trades | 33 | Short positions (won %) | 16 (25.00%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 104.45 | loss trade | -53.22 | |
| Average | profit trade | 85.50 | loss trade | -46.90 | |
| Maximum | consecutive wins (profit in money) | 4 (356.94) | consecutive losses (loss in money) | 5 (-222.97) | |
| Maximal | consecutive profit (count of wins) | 356.94 (4) | consecutive loss (count of losses) | -222.97 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.18 16:00 | buy | 1 | 0.10 | 134.542 | 0.000 | 0.000 | ||
| 2 | 2022.05.18 16:00 | modify | 1 | 0.10 | 134.542 | 133.842 | 135.942 | ||
| 3 | 2022.05.23 12:00 | t/p | 1 | 0.10 | 135.942 | 133.842 | 135.942 | 104.45 | 10104.45 |
| 4 | 2022.05.23 20:00 | sell | 2 | 0.10 | 136.679 | 0.000 | 0.000 | ||
| 5 | 2022.05.23 20:00 | modify | 2 | 0.10 | 136.679 | 137.379 | 135.279 | ||
| 6 | 2022.05.24 16:00 | sell | 3 | 0.10 | 135.957 | 0.000 | 0.000 | ||
| 7 | 2022.05.24 16:00 | modify | 3 | 0.10 | 135.957 | 136.189 | 135.279 | ||
| 8 | 2022.05.24 16:00 | modify | 2 | 0.10 | 136.679 | 136.189 | 135.279 | ||
| 9 | 2022.05.24 20:00 | s/l | 2 | 0.10 | 136.189 | 136.189 | 135.279 | 35.42 | 10139.87 |
| 10 | 2022.05.24 20:00 | s/l | 3 | 0.10 | 136.189 | 136.189 | 135.279 | -17.05 | 10122.82 |
| 11 | 2022.06.13 16:00 | buy | 4 | 0.10 | 139.986 | 0.000 | 0.000 | ||
| 12 | 2022.06.13 16:00 | modify | 4 | 0.10 | 139.986 | 139.286 | 141.386 | ||
| 13 | 2022.06.14 20:00 | buy | 5 | 0.10 | 140.759 | 0.000 | 0.000 | ||
| 14 | 2022.06.14 20:00 | modify | 5 | 0.10 | 140.759 | 140.336 | 141.386 | ||
| 15 | 2022.06.14 20:00 | modify | 4 | 0.10 | 139.986 | 140.336 | 141.386 | ||
| 16 | 2022.06.15 08:00 | t/p | 4 | 0.10 | 141.386 | 140.336 | 141.386 | 103.52 | 10226.34 |
| 17 | 2022.06.15 08:00 | t/p | 5 | 0.10 | 141.386 | 140.336 | 141.386 | 46.39 | 10272.73 |
| 18 | 2022.06.23 16:00 | buy | 6 | 0.10 | 141.524 | 0.000 | 0.000 | ||
| 19 | 2022.06.23 16:00 | modify | 6 | 0.10 | 141.524 | 140.824 | 142.924 | ||
| 20 | 2022.06.27 00:00 | t/p | 6 | 0.10 | 142.924 | 140.824 | 142.924 | 103.52 | 10376.24 |
| 21 | 2022.07.01 16:00 | buy | 7 | 0.10 | 140.618 | 0.000 | 0.000 | ||
| 22 | 2022.07.01 16:00 | modify | 7 | 0.10 | 140.618 | 139.918 | 142.018 | ||
| 23 | 2022.07.05 04:00 | t/p | 7 | 0.10 | 142.018 | 139.918 | 142.018 | 103.52 | 10479.76 |
| 24 | 2022.07.29 16:00 | buy | 8 | 0.10 | 135.934 | 0.000 | 0.000 | ||
| 25 | 2022.07.29 16:00 | modify | 8 | 0.10 | 135.934 | 135.234 | 137.334 | ||
| 26 | 2022.08.01 04:00 | s/l | 8 | 0.10 | 135.234 | 135.234 | 137.334 | -51.14 | 10428.62 |
| 27 | 2022.08.03 16:00 | sell | 9 | 0.10 | 136.138 | 0.000 | 0.000 | ||
| 28 | 2022.08.03 16:00 | modify | 9 | 0.10 | 136.138 | 136.838 | 134.738 | ||
| 29 | 2022.08.04 12:00 | s/l | 9 | 0.10 | 136.838 | 136.838 | 134.738 | -53.22 | 10375.40 |
| 30 | 2022.08.05 16:00 | sell | 10 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 31 | 2022.08.05 16:00 | modify | 10 | 0.10 | 137.584 | 138.284 | 136.184 | ||
| 32 | 2022.08.09 12:00 | s/l | 10 | 0.10 | 138.284 | 138.284 | 136.184 | -52.63 | 10322.78 |
| 33 | 2022.09.14 16:00 | buy | 11 | 0.10 | 142.863 | 0.000 | 0.000 | ||
| 34 | 2022.09.14 16:00 | modify | 11 | 0.10 | 142.863 | 142.163 | 144.263 | ||
| 35 | 2022.09.20 00:00 | buy | 12 | 0.10 | 143.643 | 0.000 | 0.000 | ||
| 36 | 2022.09.20 00:00 | modify | 12 | 0.10 | 143.643 | 143.213 | 144.263 | ||
| 37 | 2022.09.20 00:00 | modify | 11 | 0.10 | 142.863 | 143.213 | 144.263 | ||
| 38 | 2022.09.20 16:00 | s/l | 11 | 0.10 | 143.213 | 143.213 | 144.263 | 27.60 | 10350.37 |
| 39 | 2022.09.20 16:00 | s/l | 12 | 0.10 | 143.213 | 143.213 | 144.263 | -31.60 | 10318.77 |
| 40 | 2022.09.21 20:00 | buy | 13 | 0.10 | 141.784 | 0.000 | 0.000 | ||
| 41 | 2022.09.21 20:00 | modify | 13 | 0.10 | 141.784 | 141.084 | 143.184 | ||
| 42 | 2022.09.22 08:00 | t/p | 13 | 0.10 | 143.184 | 141.084 | 143.184 | 103.83 | 10422.60 |
| 43 | 2022.09.28 20:00 | sell | 14 | 0.10 | 140.240 | 0.000 | 0.000 | ||
| 44 | 2022.09.28 20:00 | modify | 14 | 0.10 | 140.240 | 140.940 | 138.840 | ||
| 45 | 2022.09.29 12:00 | s/l | 14 | 0.10 | 140.940 | 140.940 | 138.840 | -53.22 | 10369.38 |
| 46 | 2022.10.04 16:00 | sell | 15 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 47 | 2022.10.04 16:00 | modify | 15 | 0.10 | 143.990 | 144.690 | 142.590 | ||
| 48 | 2022.10.05 16:00 | t/p | 15 | 0.10 | 142.590 | 144.690 | 142.590 | 102.29 | 10471.67 |
| 49 | 2022.10.13 16:00 | sell | 16 | 0.10 | 143.903 | 0.000 | 0.000 | ||
| 50 | 2022.10.13 16:00 | modify | 16 | 0.10 | 143.903 | 144.603 | 142.503 | ||
| 51 | 2022.10.14 16:00 | s/l | 16 | 0.10 | 144.603 | 144.603 | 142.503 | -52.03 | 10419.64 |
| 52 | 2022.10.17 16:00 | sell | 17 | 0.10 | 146.358 | 0.000 | 0.000 | ||
| 53 | 2022.10.17 16:00 | modify | 17 | 0.10 | 146.358 | 147.058 | 144.958 | ||
| 54 | 2022.10.18 20:00 | s/l | 17 | 0.10 | 147.058 | 147.058 | 144.958 | -52.03 | 10367.60 |
| 55 | 2022.10.21 16:00 | buy | 18 | 0.10 | 144.206 | 0.000 | 0.000 | ||
| 56 | 2022.10.21 16:00 | modify | 18 | 0.10 | 144.206 | 143.506 | 145.606 | ||
| 57 | 2022.10.21 20:00 | t/p | 18 | 0.10 | 145.606 | 143.506 | 145.606 | 102.89 | 10470.49 |
| 58 | 2022.10.27 16:00 | buy | 19 | 0.10 | 145.810 | 0.000 | 0.000 | ||
| 59 | 2022.10.27 16:00 | modify | 19 | 0.10 | 145.810 | 145.110 | 147.210 | ||
| 60 | 2022.10.28 16:00 | t/p | 19 | 0.10 | 147.210 | 145.110 | 147.210 | 103.20 | 10573.70 |
| 61 | 2022.11.04 20:00 | sell | 20 | 0.10 | 146.103 | 0.000 | 0.000 | ||
| 62 | 2022.11.04 20:00 | modify | 20 | 0.10 | 146.103 | 146.803 | 144.703 | ||
| 63 | 2022.11.07 12:00 | s/l | 20 | 0.10 | 146.803 | 146.803 | 144.703 | -52.03 | 10521.66 |
| 64 | 2022.11.10 16:00 | buy | 21 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 65 | 2022.11.10 16:00 | modify | 21 | 0.10 | 144.165 | 143.465 | 145.565 | ||
| 66 | 2022.11.11 00:00 | s/l | 21 | 0.10 | 143.465 | 143.465 | 145.565 | -51.14 | 10470.53 |
| 67 | 2022.12.05 16:00 | sell | 22 | 0.10 | 143.476 | 0.000 | 0.000 | ||
| 68 | 2022.12.05 16:00 | modify | 22 | 0.10 | 143.476 | 144.176 | 142.076 | ||
| 69 | 2022.12.07 12:00 | s/l | 22 | 0.10 | 144.176 | 144.176 | 142.076 | -52.63 | 10417.90 |
| 70 | 2022.12.15 16:00 | sell | 23 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 71 | 2022.12.15 16:00 | modify | 23 | 0.10 | 146.528 | 147.228 | 145.128 | ||
| 72 | 2022.12.16 16:00 | t/p | 23 | 0.10 | 145.128 | 147.228 | 145.128 | 102.29 | 10520.19 |
| 73 | 2022.12.30 20:00 | buy | 24 | 0.10 | 140.186 | 0.000 | 0.000 | ||
| 74 | 2022.12.30 20:00 | modify | 24 | 0.10 | 140.186 | 139.486 | 141.586 | ||
| 75 | 2023.01.02 16:00 | s/l | 24 | 0.10 | 139.486 | 139.486 | 141.586 | -51.13 | 10469.06 |
| 76 | 2023.01.04 16:00 | sell | 25 | 0.10 | 139.970 | 0.000 | 0.000 | ||
| 77 | 2023.01.04 16:00 | modify | 25 | 0.10 | 139.970 | 140.670 | 138.570 | ||
| 78 | 2023.01.04 20:00 | s/l | 25 | 0.10 | 140.670 | 140.670 | 138.570 | -51.44 | 10417.62 |
| 79 | 2023.02.03 16:00 | sell | 26 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 80 | 2023.02.03 16:00 | modify | 26 | 0.10 | 142.320 | 143.020 | 140.920 | ||
| 81 | 2023.02.03 20:00 | sell | 27 | 0.10 | 141.603 | 0.000 | 0.000 | ||
| 82 | 2023.02.03 20:00 | modify | 27 | 0.10 | 141.603 | 141.830 | 140.920 | ||
| 83 | 2023.02.03 20:00 | modify | 26 | 0.10 | 142.320 | 141.830 | 140.920 | ||
| 84 | 2023.02.05 20:00 | s/l | 26 | 0.10 | 141.830 | 141.830 | 140.920 | 36.00 | 10453.62 |
| 85 | 2023.02.05 20:00 | s/l | 27 | 0.10 | 141.830 | 141.830 | 140.920 | -16.69 | 10436.93 |
| 86 | 2023.02.07 16:00 | buy | 28 | 0.10 | 140.362 | 0.000 | 0.000 | ||
| 87 | 2023.02.07 16:00 | modify | 28 | 0.10 | 140.362 | 139.662 | 141.762 | ||
| 88 | 2023.02.10 12:00 | s/l | 28 | 0.10 | 139.662 | 139.662 | 141.762 | -49.89 | 10387.04 |
| 89 | 2023.02.13 16:00 | sell | 29 | 0.10 | 142.355 | 0.000 | 0.000 | ||
| 90 | 2023.02.13 16:00 | modify | 29 | 0.10 | 142.355 | 143.055 | 140.955 | ||
| 91 | 2023.02.15 12:00 | s/l | 29 | 0.10 | 143.055 | 143.055 | 140.955 | -52.63 | 10334.42 |
| 92 | 2023.03.23 20:00 | buy | 30 | 0.10 | 141.552 | 0.000 | 0.000 | ||
| 93 | 2023.03.23 20:00 | modify | 30 | 0.10 | 141.552 | 140.852 | 142.952 | ||
| 94 | 2023.03.24 12:00 | s/l | 30 | 0.10 | 140.852 | 140.852 | 142.952 | -51.14 | 10283.28 |
| 95 | 2023.03.27 20:00 | sell | 31 | 0.10 | 142.078 | 0.000 | 0.000 | ||
| 96 | 2023.03.27 20:00 | modify | 31 | 0.10 | 142.078 | 142.778 | 140.678 | ||
| 97 | 2023.03.29 04:00 | s/l | 31 | 0.10 | 142.778 | 142.778 | 140.678 | -52.63 | 10230.65 |
| 98 | 2023.04.05 16:00 | buy | 32 | 0.10 | 143.087 | 0.000 | 0.000 | ||
| 99 | 2023.04.05 16:00 | modify | 32 | 0.10 | 143.087 | 142.387 | 144.487 | ||
| 100 | 2023.04.10 04:00 | t/p | 32 | 0.10 | 144.487 | 142.387 | 144.487 | 104.45 | 10335.11 |
| 101 | 2023.04.25 20:00 | buy | 33 | 0.10 | 146.470 | 0.000 | 0.000 | ||
| 102 | 2023.04.25 20:00 | modify | 33 | 0.10 | 146.470 | 145.770 | 147.870 | ||
| 103 | 2023.04.26 12:00 | t/p | 33 | 0.10 | 147.870 | 145.770 | 147.870 | 103.20 | 10438.31 |