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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 104.82 | Gross profit | 1683.50 | Gross loss | -1578.67 |
| Profit factor | 1.07 | Expected payoff | 2.33 | ||
| Absolute drawdown | 58.35 | Maximal drawdown | 580.12 (5.51%) | Relative drawdown | 5.51% (580.12) |
| Total trades | 45 | Short positions (won %) | 26 (46.15%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 21 (46.67%) | Loss trades (% of total) | 24 (53.33%) | ||
| Largest | profit trade | 104.46 | loss trade | -80.53 | |
| Average | profit trade | 80.17 | loss trade | -65.78 | |
| Maximum | consecutive wins (profit in money) | 4 (373.52) | consecutive losses (loss in money) | 6 (-444.86) | |
| Maximal | consecutive profit (count of wins) | 373.52 (4) | consecutive loss (count of losses) | -444.86 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 103.23 | 10103.23 |
| 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 | 102.32 | 10205.55 |
| 10 | 2022.05.18 16:00 | t/p | 3 | 0.10 | 134.804 | 136.064 | 134.804 | 65.64 | 10271.19 |
| 11 | 2022.05.24 00:00 | sell | 4 | 0.10 | 136.557 | 0.000 | 0.000 | ||
| 12 | 2022.05.24 00:00 | modify | 4 | 0.10 | 136.557 | 137.557 | 135.157 | ||
| 13 | 2022.05.25 16:00 | t/p | 4 | 0.10 | 135.157 | 137.557 | 135.157 | 102.32 | 10373.52 |
| 14 | 2022.06.03 04:00 | sell | 5 | 0.10 | 139.618 | 0.000 | 0.000 | ||
| 15 | 2022.06.03 04:00 | modify | 5 | 0.10 | 139.618 | 140.618 | 138.218 | ||
| 16 | 2022.06.06 12:00 | s/l | 5 | 0.10 | 140.618 | 140.618 | 138.218 | -74.10 | 10299.42 |
| 17 | 2022.06.08 20:00 | sell | 6 | 0.10 | 143.844 | 0.000 | 0.000 | ||
| 18 | 2022.06.08 20:00 | modify | 6 | 0.10 | 143.844 | 144.844 | 142.444 | ||
| 19 | 2022.06.09 20:00 | t/p | 6 | 0.10 | 142.444 | 144.844 | 142.444 | 101.15 | 10400.58 |
| 20 | 2022.07.06 16:00 | buy | 7 | 0.10 | 138.004 | 0.000 | 0.000 | ||
| 21 | 2022.07.06 16:00 | modify | 7 | 0.10 | 138.004 | 137.004 | 139.404 | ||
| 22 | 2022.07.08 08:00 | s/l | 7 | 0.10 | 137.004 | 137.004 | 139.404 | -72.28 | 10328.30 |
| 23 | 2022.07.24 20:00 | buy | 8 | 0.10 | 139.045 | 0.000 | 0.000 | ||
| 24 | 2022.07.24 20:00 | modify | 8 | 0.10 | 139.045 | 138.045 | 140.445 | ||
| 25 | 2022.07.25 20:00 | buy | 9 | 0.10 | 139.754 | 0.000 | 0.000 | ||
| 26 | 2022.07.25 20:00 | modify | 9 | 0.10 | 139.754 | 139.395 | 140.445 | ||
| 27 | 2022.07.25 20:00 | modify | 8 | 0.10 | 139.045 | 139.395 | 140.445 | ||
| 28 | 2022.07.26 00:00 | s/l | 8 | 0.10 | 139.395 | 139.395 | 140.445 | 26.35 | 10354.65 |
| 29 | 2022.07.26 00:00 | s/l | 9 | 0.10 | 139.395 | 139.395 | 140.445 | -26.08 | 10328.57 |
| 30 | 2022.07.28 20:00 | buy | 10 | 0.10 | 136.814 | 0.000 | 0.000 | ||
| 31 | 2022.07.28 20:00 | modify | 10 | 0.10 | 136.814 | 135.814 | 138.214 | ||
| 32 | 2022.07.29 08:00 | s/l | 10 | 0.10 | 135.814 | 135.814 | 138.214 | -73.21 | 10255.36 |
| 33 | 2022.08.02 12:00 | buy | 11 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 34 | 2022.08.02 12:00 | modify | 11 | 0.10 | 133.951 | 132.951 | 135.351 | ||
| 35 | 2022.08.02 20:00 | t/p | 11 | 0.10 | 135.351 | 132.951 | 135.351 | 102.92 | 10358.28 |
| 36 | 2022.08.29 20:00 | sell | 12 | 0.10 | 138.634 | 0.000 | 0.000 | ||
| 37 | 2022.08.29 20:00 | modify | 12 | 0.10 | 138.634 | 139.634 | 137.234 | ||
| 38 | 2022.08.31 16:00 | s/l | 12 | 0.10 | 139.634 | 139.634 | 137.234 | -74.68 | 10283.60 |
| 39 | 2022.09.20 04:00 | sell | 13 | 0.10 | 143.608 | 0.000 | 0.000 | ||
| 40 | 2022.09.20 04:00 | modify | 13 | 0.10 | 143.608 | 144.608 | 142.208 | ||
| 41 | 2022.09.21 08:00 | t/p | 13 | 0.10 | 142.208 | 144.608 | 142.208 | 102.32 | 10385.92 |
| 42 | 2022.09.22 00:00 | buy | 14 | 0.10 | 141.847 | 0.000 | 0.000 | ||
| 43 | 2022.09.22 00:00 | modify | 14 | 0.10 | 141.847 | 140.847 | 143.247 | ||
| 44 | 2022.09.22 08:00 | t/p | 14 | 0.10 | 143.247 | 140.847 | 143.247 | 102.92 | 10488.84 |
| 45 | 2022.09.29 00:00 | sell | 15 | 0.10 | 140.159 | 0.000 | 0.000 | ||
| 46 | 2022.09.29 00:00 | modify | 15 | 0.10 | 140.159 | 141.159 | 138.759 | ||
| 47 | 2022.09.29 16:00 | s/l | 15 | 0.10 | 141.159 | 141.159 | 138.759 | -73.50 | 10415.34 |
| 48 | 2022.09.30 04:00 | sell | 16 | 0.10 | 141.835 | 0.000 | 0.000 | ||
| 49 | 2022.09.30 04:00 | modify | 16 | 0.10 | 141.835 | 142.835 | 140.435 | ||
| 50 | 2022.10.04 08:00 | s/l | 16 | 0.10 | 142.835 | 142.835 | 140.435 | -74.68 | 10340.66 |
| 51 | 2022.10.04 20:00 | sell | 17 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 52 | 2022.10.04 20:00 | modify | 17 | 0.10 | 143.909 | 144.909 | 142.509 | ||
| 53 | 2022.10.05 16:00 | t/p | 17 | 0.10 | 142.509 | 144.909 | 142.509 | 102.32 | 10442.99 |
| 54 | 2022.10.13 00:00 | sell | 18 | 0.10 | 142.440 | 0.000 | 0.000 | ||
| 55 | 2022.10.13 00:00 | modify | 18 | 0.10 | 142.440 | 143.440 | 141.040 | ||
| 56 | 2022.10.13 16:00 | s/l | 18 | 0.10 | 143.440 | 143.440 | 141.040 | -73.50 | 10369.49 |
| 57 | 2022.10.14 00:00 | sell | 19 | 0.10 | 143.876 | 0.000 | 0.000 | ||
| 58 | 2022.10.14 00:00 | modify | 19 | 0.10 | 143.876 | 144.876 | 142.476 | ||
| 59 | 2022.10.17 04:00 | s/l | 19 | 0.10 | 144.876 | 144.876 | 142.476 | -74.10 | 10295.39 |
| 60 | 2022.10.18 04:00 | sell | 20 | 0.10 | 146.526 | 0.000 | 0.000 | ||
| 61 | 2022.10.18 04:00 | modify | 20 | 0.10 | 146.526 | 147.526 | 145.126 | ||
| 62 | 2022.10.21 12:00 | s/l | 20 | 0.10 | 147.526 | 147.526 | 145.126 | -76.44 | 10218.96 |
| 63 | 2022.11.06 20:00 | sell | 21 | 0.10 | 145.581 | 0.000 | 0.000 | ||
| 64 | 2022.11.06 20:00 | modify | 21 | 0.10 | 145.581 | 146.581 | 144.181 | ||
| 65 | 2022.11.07 12:00 | s/l | 21 | 0.10 | 146.581 | 146.581 | 144.181 | -74.10 | 10144.86 |
| 66 | 2022.11.10 20:00 | buy | 22 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 67 | 2022.11.10 20:00 | modify | 22 | 0.10 | 144.409 | 143.409 | 145.809 | ||
| 68 | 2022.11.11 00:00 | s/l | 22 | 0.10 | 143.409 | 143.409 | 145.809 | -73.21 | 10071.65 |
| 69 | 2022.11.11 00:00 | buy | 23 | 0.10 | 144.483 | 0.000 | 0.000 | ||
| 70 | 2022.11.11 00:00 | modify | 23 | 0.10 | 144.483 | 143.483 | 145.883 | ||
| 71 | 2022.11.11 12:00 | s/l | 23 | 0.10 | 143.483 | 143.483 | 145.883 | -73.52 | 9998.13 |
| 72 | 2022.11.11 16:00 | buy | 24 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 73 | 2022.11.11 16:00 | modify | 24 | 0.10 | 143.620 | 142.620 | 145.020 | ||
| 74 | 2022.11.14 16:00 | t/p | 24 | 0.10 | 145.020 | 142.620 | 145.020 | 103.23 | 10101.36 |
| 75 | 2022.11.24 16:00 | buy | 25 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 76 | 2022.11.24 16:00 | modify | 25 | 0.10 | 144.049 | 143.049 | 145.449 | ||
| 77 | 2022.11.28 08:00 | s/l | 25 | 0.10 | 143.049 | 143.049 | 145.449 | -72.89 | 10028.46 |
| 78 | 2022.12.05 20:00 | sell | 26 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 79 | 2022.12.05 20:00 | modify | 26 | 0.10 | 143.403 | 144.403 | 142.003 | ||
| 80 | 2022.12.07 12:00 | s/l | 26 | 0.10 | 144.403 | 144.403 | 142.003 | -74.68 | 9953.78 |
| 81 | 2022.12.13 00:00 | sell | 27 | 0.10 | 144.951 | 0.000 | 0.000 | ||
| 82 | 2022.12.13 00:00 | modify | 27 | 0.10 | 144.951 | 145.951 | 143.551 | ||
| 83 | 2022.12.13 20:00 | t/p | 27 | 0.10 | 143.551 | 145.951 | 143.551 | 102.91 | 10056.69 |
| 84 | 2022.12.15 20:00 | sell | 28 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 85 | 2022.12.15 20:00 | modify | 28 | 0.10 | 146.450 | 147.450 | 145.050 | ||
| 86 | 2022.12.16 12:00 | sell | 29 | 0.10 | 145.727 | 0.000 | 0.000 | ||
| 87 | 2022.12.16 12:00 | modify | 29 | 0.10 | 145.727 | 146.100 | 145.050 | ||
| 88 | 2022.12.16 12:00 | modify | 28 | 0.10 | 146.450 | 146.100 | 145.050 | ||
| 89 | 2022.12.16 16:00 | t/p | 28 | 0.10 | 145.050 | 146.100 | 145.050 | 102.32 | 10159.02 |
| 90 | 2022.12.16 16:00 | t/p | 29 | 0.10 | 145.050 | 146.100 | 145.050 | 49.76 | 10208.78 |
| 91 | 2022.12.19 04:00 | buy | 30 | 0.10 | 144.579 | 0.000 | 0.000 | ||
| 92 | 2022.12.19 04:00 | modify | 30 | 0.10 | 144.579 | 143.579 | 145.979 | ||
| 93 | 2022.12.19 20:00 | buy | 31 | 0.10 | 145.281 | 0.000 | 0.000 | ||
| 94 | 2022.12.19 20:00 | modify | 31 | 0.10 | 145.281 | 144.929 | 145.979 | ||
| 95 | 2022.12.19 20:00 | modify | 30 | 0.10 | 144.579 | 144.929 | 145.979 | ||
| 96 | 2022.12.20 04:00 | s/l | 30 | 0.10 | 144.929 | 144.929 | 145.979 | 26.04 | 10234.82 |
| 97 | 2022.12.20 04:00 | s/l | 31 | 0.10 | 144.929 | 144.929 | 145.979 | -25.57 | 10209.25 |
| 98 | 2022.12.20 12:00 | buy | 32 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 99 | 2022.12.20 12:00 | modify | 32 | 0.10 | 140.997 | 139.997 | 142.397 | ||
| 100 | 2022.12.20 16:00 | s/l | 32 | 0.10 | 139.997 | 139.997 | 142.397 | -73.52 | 10135.73 |
| 101 | 2022.12.28 00:00 | sell | 33 | 0.10 | 141.987 | 0.000 | 0.000 | ||
| 102 | 2022.12.28 00:00 | modify | 33 | 0.10 | 141.987 | 142.987 | 140.587 | ||
| 103 | 2022.12.30 12:00 | t/p | 33 | 0.10 | 140.587 | 142.987 | 140.587 | 100.57 | 10236.30 |
| 104 | 2023.01.13 00:00 | buy | 34 | 0.10 | 140.299 | 0.000 | 0.000 | ||
| 105 | 2023.01.13 00:00 | modify | 34 | 0.10 | 140.299 | 139.299 | 141.699 | ||
| 106 | 2023.01.13 08:00 | s/l | 34 | 0.10 | 139.299 | 139.299 | 141.699 | -73.51 | 10162.79 |
| 107 | 2023.01.23 12:00 | sell | 35 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 108 | 2023.01.23 12:00 | modify | 35 | 0.10 | 141.802 | 142.802 | 140.402 | ||
| 109 | 2023.02.01 00:00 | sell | 36 | 0.10 | 141.306 | 0.000 | 0.000 | ||
| 110 | 2023.02.01 00:00 | modify | 36 | 0.10 | 141.306 | 141.662 | 140.402 | ||
| 111 | 2023.02.01 00:00 | modify | 35 | 0.10 | 141.802 | 141.662 | 140.402 | ||
| 112 | 2023.02.01 08:00 | s/l | 35 | 0.10 | 141.662 | 141.662 | 140.402 | 5.02 | 10167.81 |
| 113 | 2023.02.01 08:00 | s/l | 36 | 0.10 | 141.662 | 141.662 | 140.402 | -26.17 | 10141.64 |
| 114 | 2023.02.15 20:00 | sell | 37 | 0.10 | 143.308 | 0.000 | 0.000 | ||
| 115 | 2023.02.15 20:00 | modify | 37 | 0.10 | 143.308 | 144.308 | 141.908 | ||
| 116 | 2023.02.27 16:00 | s/l | 37 | 0.10 | 144.308 | 144.308 | 141.908 | -80.53 | 10061.11 |
| 117 | 2023.03.09 16:00 | buy | 38 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 118 | 2023.03.09 16:00 | modify | 38 | 0.10 | 144.101 | 143.101 | 145.501 | ||
| 119 | 2023.03.13 00:00 | s/l | 38 | 0.10 | 143.101 | 143.101 | 145.501 | -72.89 | 9988.22 |
| 120 | 2023.04.05 20:00 | buy | 39 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 121 | 2023.04.05 20:00 | modify | 39 | 0.10 | 143.119 | 142.119 | 144.519 | ||
| 122 | 2023.04.07 04:00 | buy | 40 | 0.10 | 143.832 | 0.000 | 0.000 | ||
| 123 | 2023.04.07 04:00 | modify | 40 | 0.10 | 143.832 | 143.469 | 144.519 | ||
| 124 | 2023.04.07 04:00 | modify | 39 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 125 | 2023.04.10 00:00 | buy | 41 | 0.10 | 144.193 | 0.000 | 0.000 | ||
| 126 | 2023.04.10 00:00 | modify | 41 | 0.10 | 144.193 | 143.749 | 144.519 | ||
| 127 | 2023.04.10 00:00 | modify | 40 | 0.10 | 143.832 | 143.749 | 144.519 | ||
| 128 | 2023.04.10 00:00 | modify | 39 | 0.10 | 143.119 | 143.749 | 144.519 | ||
| 129 | 2023.04.10 04:00 | t/p | 39 | 0.10 | 144.519 | 143.749 | 144.519 | 104.46 | 10092.68 |
| 130 | 2023.04.10 04:00 | t/p | 40 | 0.10 | 144.519 | 143.749 | 144.519 | 50.81 | 10143.49 |
| 131 | 2023.04.10 04:00 | t/p | 41 | 0.10 | 144.519 | 143.749 | 144.519 | 23.96 | 10167.45 |
| 132 | 2023.04.12 00:00 | sell | 42 | 0.10 | 145.835 | 0.000 | 0.000 | ||
| 133 | 2023.04.12 00:00 | modify | 42 | 0.10 | 145.835 | 146.835 | 144.435 | ||
| 134 | 2023.04.13 12:00 | s/l | 42 | 0.10 | 146.835 | 146.835 | 144.435 | -75.27 | 10092.18 |
| 135 | 2023.04.25 00:00 | sell | 43 | 0.10 | 148.257 | 0.000 | 0.000 | ||
| 136 | 2023.04.25 00:00 | modify | 43 | 0.10 | 148.257 | 149.257 | 146.857 | ||
| 137 | 2023.04.25 20:00 | t/p | 43 | 0.10 | 146.857 | 149.257 | 146.857 | 102.90 | 10195.08 |
| 138 | 2023.04.28 12:00 | sell | 44 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 139 | 2023.04.28 12:00 | modify | 44 | 0.10 | 149.284 | 150.284 | 147.884 | ||
| 140 | 2023.04.28 16:00 | s/l | 44 | 0.10 | 150.284 | 150.284 | 147.884 | -73.50 | 10121.58 |
| 141 | 2023.04.28 20:00 | sell | 45 | 0.10 | 150.035 | 0.000 | 0.000 | ||
| 142 | 2023.04.28 20:00 | modify | 45 | 0.10 | 150.035 | 151.035 | 148.635 | ||
| 143 | 2023.04.30 23:59 | close at stop | 45 | 0.10 | 150.263 | 151.035 | 148.635 | -16.76 | 10104.82 |