Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar 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=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=80; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 158.96 | Gross profit | 379.19 | Gross loss | -220.23 |
| Profit factor | 1.72 | Expected payoff | 15.90 | ||
| Absolute drawdown | 13.77 | Maximal drawdown | 170.91 (1.65%) | Relative drawdown | 1.65% (170.91) |
| Total trades | 10 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 83.14 | loss trade | -64.75 | |
| Average | profit trade | 63.20 | loss trade | -55.06 | |
| Maximum | consecutive wins (profit in money) | 5 (306.31) | consecutive losses (loss in money) | 3 (-155.48) | |
| Maximal | consecutive profit (count of wins) | 306.31 (5) | consecutive loss (count of losses) | -155.48 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 12:00 | sell | 1 | 0.10 | 138.864 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 12:00 | modify | 1 | 0.10 | 138.864 | 139.664 | 137.764 | ||
| 3 | 2022.07.18 00:00 | sell | 2 | 0.10 | 138.293 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 00:00 | modify | 2 | 0.10 | 138.293 | 138.534 | 137.764 | ||
| 5 | 2022.07.18 00:00 | modify | 1 | 0.10 | 138.864 | 138.534 | 137.764 | ||
| 6 | 2022.07.18 16:00 | sell | 3 | 0.10 | 138.240 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 16:00 | modify | 3 | 0.10 | 138.240 | 138.479 | 137.764 | ||
| 8 | 2022.07.18 16:00 | modify | 2 | 0.10 | 138.293 | 138.479 | 137.764 | ||
| 9 | 2022.07.18 16:00 | modify | 1 | 0.10 | 138.864 | 138.479 | 137.764 | ||
| 10 | 2022.07.19 08:00 | t/p | 1 | 0.10 | 137.764 | 138.479 | 137.764 | 75.44 | 10075.44 |
| 11 | 2022.07.19 08:00 | t/p | 2 | 0.10 | 137.764 | 138.479 | 137.764 | 36.93 | 10112.38 |
| 12 | 2022.07.19 08:00 | t/p | 3 | 0.10 | 137.764 | 138.479 | 137.764 | 33.08 | 10145.46 |
| 13 | 2022.08.02 12:00 | buy | 4 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 12:00 | modify | 4 | 0.10 | 131.019 | 130.219 | 132.119 | ||
| 15 | 2022.08.02 16:00 | t/p | 4 | 0.10 | 132.119 | 130.219 | 132.119 | 83.14 | 10228.60 |
| 16 | 2022.08.19 16:00 | sell | 5 | 0.10 | 137.018 | 0.000 | 0.000 | ||
| 17 | 2022.08.19 16:00 | modify | 5 | 0.10 | 137.018 | 137.818 | 135.918 | ||
| 18 | 2022.08.23 16:00 | t/p | 5 | 0.10 | 135.918 | 137.818 | 135.918 | 77.71 | 10306.31 |
| 19 | 2022.08.29 12:00 | sell | 6 | 0.10 | 138.570 | 0.000 | 0.000 | ||
| 20 | 2022.08.29 12:00 | modify | 6 | 0.10 | 138.570 | 139.370 | 137.470 | ||
| 21 | 2022.09.01 00:00 | s/l | 6 | 0.10 | 139.370 | 139.370 | 137.470 | -64.75 | 10241.56 |
| 22 | 2022.10.31 16:00 | sell | 7 | 0.10 | 148.643 | 0.000 | 0.000 | ||
| 23 | 2022.10.31 16:00 | modify | 7 | 0.10 | 148.643 | 149.443 | 147.543 | ||
| 24 | 2022.11.01 08:00 | t/p | 7 | 0.10 | 147.543 | 149.443 | 147.543 | 72.88 | 10314.44 |
| 25 | 2023.01.02 16:00 | buy | 8 | 0.10 | 130.804 | 0.000 | 0.000 | ||
| 26 | 2023.01.02 16:00 | modify | 8 | 0.10 | 130.804 | 130.004 | 131.904 | ||
| 27 | 2023.01.03 04:00 | s/l | 8 | 0.10 | 130.004 | 130.004 | 131.904 | -60.49 | 10253.95 |
| 28 | 2023.01.13 12:00 | buy | 9 | 0.10 | 128.778 | 0.000 | 0.000 | ||
| 29 | 2023.01.13 12:00 | modify | 9 | 0.10 | 128.778 | 127.978 | 129.878 | ||
| 30 | 2023.01.13 16:00 | s/l | 9 | 0.10 | 127.978 | 127.978 | 129.878 | -62.74 | 10191.21 |
| 31 | 2023.04.28 16:00 | sell | 10 | 0.10 | 135.995 | 0.000 | 0.000 | ||
| 32 | 2023.04.28 16:00 | modify | 10 | 0.10 | 135.995 | 136.795 | 134.895 | ||
| 33 | 2023.04.30 23:59 | close at stop | 10 | 0.10 | 136.435 | 136.795 | 134.895 | -32.25 | 10158.96 |