Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=23; 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 | 300.03 | Gross profit | 852.12 | Gross loss | -552.08 |
| Profit factor | 1.54 | Expected payoff | 10.72 | ||
| Absolute drawdown | 30.74 | Maximal drawdown | 189.68 (1.87%) | Relative drawdown | 1.87% (189.68) |
| Total trades | 28 | Short positions (won %) | 12 (16.67%) | Long positions (won %) | 16 (43.75%) |
| Profit trades (% of total) | 9 (32.14%) | Loss trades (% of total) | 19 (67.86%) | ||
| Largest | profit trade | 108.92 | loss trade | -33.59 | |
| Average | profit trade | 94.68 | loss trade | -29.06 | |
| Maximum | consecutive wins (profit in money) | 2 (217.23) | consecutive losses (loss in money) | 6 (-174.10) | |
| Maximal | consecutive profit (count of wins) | 217.23 (2) | consecutive loss (count of losses) | -174.10 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.13 16:00 | buy | 1 | 0.10 | 139.986 | 0.000 | 0.000 | ||
| 2 | 2022.06.13 16:00 | modify | 1 | 0.10 | 139.986 | 139.586 | 141.486 | ||
| 3 | 2022.06.14 04:00 | s/l | 1 | 0.10 | 139.586 | 139.586 | 141.486 | -28.42 | 9971.58 |
| 4 | 2022.06.23 16:00 | buy | 2 | 0.10 | 141.524 | 0.000 | 0.000 | ||
| 5 | 2022.06.23 16:00 | modify | 2 | 0.10 | 141.524 | 141.124 | 143.024 | ||
| 6 | 2022.06.24 16:00 | buy | 3 | 0.10 | 142.521 | 0.000 | 0.000 | ||
| 7 | 2022.06.24 16:00 | modify | 3 | 0.10 | 142.521 | 142.049 | 143.024 | ||
| 8 | 2022.06.24 16:00 | modify | 2 | 0.10 | 141.524 | 142.049 | 143.024 | ||
| 9 | 2022.06.27 04:00 | s/l | 2 | 0.10 | 142.049 | 142.049 | 143.024 | 38.30 | 10009.88 |
| 10 | 2022.06.27 04:00 | s/l | 3 | 0.10 | 142.049 | 142.049 | 143.024 | -33.59 | 9976.30 |
| 11 | 2022.07.01 16:00 | buy | 4 | 0.10 | 140.618 | 0.000 | 0.000 | ||
| 12 | 2022.07.01 16:00 | modify | 4 | 0.10 | 140.618 | 140.218 | 142.118 | ||
| 13 | 2022.07.04 08:00 | buy | 5 | 0.10 | 141.304 | 0.000 | 0.000 | ||
| 14 | 2022.07.04 08:00 | modify | 5 | 0.10 | 141.304 | 140.918 | 142.118 | ||
| 15 | 2022.07.04 08:00 | modify | 4 | 0.10 | 140.618 | 140.918 | 142.118 | ||
| 16 | 2022.07.05 04:00 | t/p | 4 | 0.10 | 142.118 | 140.918 | 142.118 | 108.31 | 10084.61 |
| 17 | 2022.07.05 04:00 | t/p | 5 | 0.10 | 142.118 | 140.918 | 142.118 | 58.75 | 10143.36 |
| 18 | 2022.07.05 16:00 | buy | 6 | 0.10 | 139.166 | 0.000 | 0.000 | ||
| 19 | 2022.07.05 16:00 | modify | 6 | 0.10 | 139.166 | 138.766 | 140.666 | ||
| 20 | 2022.07.06 04:00 | s/l | 6 | 0.10 | 138.766 | 138.766 | 140.666 | -28.42 | 10114.94 |
| 21 | 2022.07.29 16:00 | buy | 7 | 0.10 | 135.934 | 0.000 | 0.000 | ||
| 22 | 2022.07.29 16:00 | modify | 7 | 0.10 | 135.934 | 135.534 | 137.434 | ||
| 23 | 2022.08.01 04:00 | s/l | 7 | 0.10 | 135.534 | 135.534 | 137.434 | -28.43 | 10086.52 |
| 24 | 2022.08.05 16:00 | sell | 8 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 25 | 2022.08.05 16:00 | modify | 8 | 0.10 | 137.584 | 137.984 | 136.084 | ||
| 26 | 2022.08.09 12:00 | s/l | 8 | 0.10 | 137.984 | 137.984 | 136.084 | -29.81 | 10056.70 |
| 27 | 2022.09.06 16:00 | sell | 9 | 0.10 | 141.687 | 0.000 | 0.000 | ||
| 28 | 2022.09.06 16:00 | modify | 9 | 0.10 | 141.687 | 142.087 | 140.187 | ||
| 29 | 2022.09.07 00:00 | s/l | 9 | 0.10 | 142.087 | 142.087 | 140.187 | -29.24 | 10027.47 |
| 30 | 2022.09.21 20:00 | buy | 10 | 0.10 | 141.784 | 0.000 | 0.000 | ||
| 31 | 2022.09.21 20:00 | modify | 10 | 0.10 | 141.784 | 141.384 | 143.284 | ||
| 32 | 2022.09.22 04:00 | s/l | 10 | 0.10 | 141.384 | 141.384 | 143.284 | -27.81 | 9999.66 |
| 33 | 2022.09.28 20:00 | sell | 11 | 0.10 | 140.240 | 0.000 | 0.000 | ||
| 34 | 2022.09.28 20:00 | modify | 11 | 0.10 | 140.240 | 140.640 | 138.740 | ||
| 35 | 2022.09.29 12:00 | s/l | 11 | 0.10 | 140.640 | 140.640 | 138.740 | -30.40 | 9969.26 |
| 36 | 2022.10.04 16:00 | sell | 12 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 37 | 2022.10.04 16:00 | modify | 12 | 0.10 | 143.990 | 144.390 | 142.490 | ||
| 38 | 2022.10.05 16:00 | t/p | 12 | 0.10 | 142.490 | 144.390 | 142.490 | 106.91 | 10076.17 |
| 39 | 2022.10.13 16:00 | sell | 13 | 0.10 | 143.903 | 0.000 | 0.000 | ||
| 40 | 2022.10.13 16:00 | modify | 13 | 0.10 | 143.903 | 144.303 | 142.403 | ||
| 41 | 2022.10.14 04:00 | s/l | 13 | 0.10 | 144.303 | 144.303 | 142.403 | -29.24 | 10046.93 |
| 42 | 2022.10.17 16:00 | sell | 14 | 0.10 | 146.358 | 0.000 | 0.000 | ||
| 43 | 2022.10.17 16:00 | modify | 14 | 0.10 | 146.358 | 146.758 | 144.858 | ||
| 44 | 2022.10.18 04:00 | s/l | 14 | 0.10 | 146.758 | 146.758 | 144.858 | -29.25 | 10017.69 |
| 45 | 2022.10.21 16:00 | buy | 15 | 0.10 | 144.206 | 0.000 | 0.000 | ||
| 46 | 2022.10.21 16:00 | modify | 15 | 0.10 | 144.206 | 143.806 | 145.706 | ||
| 47 | 2022.10.21 20:00 | t/p | 15 | 0.10 | 145.706 | 143.806 | 145.706 | 107.70 | 10125.39 |
| 48 | 2022.10.27 16:00 | buy | 16 | 0.10 | 145.810 | 0.000 | 0.000 | ||
| 49 | 2022.10.27 16:00 | modify | 16 | 0.10 | 145.810 | 145.410 | 147.310 | ||
| 50 | 2022.10.28 16:00 | t/p | 16 | 0.10 | 147.310 | 145.410 | 147.310 | 108.00 | 10233.39 |
| 51 | 2022.11.04 20:00 | sell | 17 | 0.10 | 146.103 | 0.000 | 0.000 | ||
| 52 | 2022.11.04 20:00 | modify | 17 | 0.10 | 146.103 | 146.503 | 144.603 | ||
| 53 | 2022.11.07 08:00 | s/l | 17 | 0.10 | 146.503 | 146.503 | 144.603 | -29.24 | 10204.15 |
| 54 | 2022.11.10 16:00 | buy | 18 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 55 | 2022.11.10 16:00 | modify | 18 | 0.10 | 144.165 | 143.765 | 145.665 | ||
| 56 | 2022.11.11 00:00 | s/l | 18 | 0.10 | 143.765 | 143.765 | 145.665 | -28.42 | 10175.74 |
| 57 | 2022.12.05 16:00 | sell | 19 | 0.10 | 143.476 | 0.000 | 0.000 | ||
| 58 | 2022.12.05 16:00 | modify | 19 | 0.10 | 143.476 | 143.876 | 141.976 | ||
| 59 | 2022.12.06 04:00 | s/l | 19 | 0.10 | 143.876 | 143.876 | 141.976 | -29.25 | 10146.49 |
| 60 | 2022.12.15 16:00 | sell | 20 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 61 | 2022.12.15 16:00 | modify | 20 | 0.10 | 146.528 | 146.928 | 145.028 | ||
| 62 | 2022.12.16 16:00 | t/p | 20 | 0.10 | 145.028 | 146.928 | 145.028 | 106.91 | 10253.41 |
| 63 | 2022.12.30 20:00 | buy | 21 | 0.10 | 140.186 | 0.000 | 0.000 | ||
| 64 | 2022.12.30 20:00 | modify | 21 | 0.10 | 140.186 | 139.786 | 141.686 | ||
| 65 | 2023.01.02 08:00 | s/l | 21 | 0.10 | 139.786 | 139.786 | 141.686 | -28.42 | 10224.99 |
| 66 | 2023.01.04 16:00 | sell | 22 | 0.10 | 139.970 | 0.000 | 0.000 | ||
| 67 | 2023.01.04 16:00 | modify | 22 | 0.10 | 139.970 | 140.370 | 138.470 | ||
| 68 | 2023.01.04 20:00 | s/l | 22 | 0.10 | 140.370 | 140.370 | 138.470 | -28.66 | 10196.33 |
| 69 | 2023.01.12 16:00 | buy | 23 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 70 | 2023.01.12 16:00 | modify | 23 | 0.10 | 140.342 | 139.942 | 141.842 | ||
| 71 | 2023.01.13 04:00 | s/l | 23 | 0.10 | 139.942 | 139.942 | 141.842 | -28.42 | 10167.91 |
| 72 | 2023.02.03 16:00 | sell | 24 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 73 | 2023.02.03 16:00 | modify | 24 | 0.10 | 142.320 | 142.720 | 140.820 | ||
| 74 | 2023.02.05 20:00 | s/l | 24 | 0.10 | 142.720 | 142.720 | 140.820 | -28.66 | 10139.25 |
| 75 | 2023.02.07 16:00 | buy | 25 | 0.10 | 140.362 | 0.000 | 0.000 | ||
| 76 | 2023.02.07 16:00 | modify | 25 | 0.10 | 140.362 | 139.962 | 141.862 | ||
| 77 | 2023.02.10 12:00 | s/l | 25 | 0.10 | 139.962 | 139.962 | 141.862 | -27.20 | 10112.05 |
| 78 | 2023.02.13 16:00 | sell | 26 | 0.10 | 142.355 | 0.000 | 0.000 | ||
| 79 | 2023.02.13 16:00 | modify | 26 | 0.10 | 142.355 | 142.755 | 140.855 | ||
| 80 | 2023.02.14 16:00 | s/l | 26 | 0.10 | 142.755 | 142.755 | 140.855 | -29.25 | 10082.81 |
| 81 | 2023.04.25 20:00 | buy | 27 | 0.10 | 146.470 | 0.000 | 0.000 | ||
| 82 | 2023.04.25 20:00 | modify | 27 | 0.10 | 146.470 | 146.070 | 147.970 | ||
| 83 | 2023.04.27 08:00 | t/p | 27 | 0.10 | 147.970 | 146.070 | 147.970 | 108.92 | 10191.72 |
| 84 | 2023.05.04 16:00 | buy | 28 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 85 | 2023.05.04 16:00 | modify | 28 | 0.10 | 147.290 | 146.890 | 148.790 | ||
| 86 | 2023.05.08 00:00 | t/p | 28 | 0.10 | 148.790 | 146.890 | 148.790 | 108.31 | 10300.03 |