Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 433.82 | Gross profit | 1129.81 | Gross loss | -695.99 |
| Profit factor | 1.62 | Expected payoff | 14.46 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 224.21 (2.15%) | Relative drawdown | 2.15% (224.21) |
| Total trades | 30 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 17 (29.41%) |
| Profit trades (% of total) | 11 (36.67%) | Loss trades (% of total) | 19 (63.33%) | ||
| Largest | profit trade | 118.81 | loss trade | -39.65 | |
| Average | profit trade | 102.71 | loss trade | -36.63 | |
| Maximum | consecutive wins (profit in money) | 3 (271.03) | consecutive losses (loss in money) | 5 (-187.26) | |
| Maximal | consecutive profit (count of wins) | 271.03 (3) | consecutive loss (count of losses) | -187.26 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.16 16:00 | buy | 1 | 0.10 | 131.698 | 0.000 | 0.000 | ||
| 2 | 2022.06.16 16:00 | modify | 1 | 0.10 | 131.698 | 131.198 | 133.198 | ||
| 3 | 2022.06.17 04:00 | t/p | 1 | 0.10 | 133.198 | 131.198 | 133.198 | 112.92 | 10112.92 |
| 4 | 2022.06.17 16:00 | sell | 2 | 0.10 | 135.160 | 0.000 | 0.000 | ||
| 5 | 2022.06.17 16:00 | modify | 2 | 0.10 | 135.160 | 135.660 | 133.660 | ||
| 6 | 2022.06.21 12:00 | s/l | 2 | 0.10 | 135.660 | 135.660 | 133.660 | -39.65 | 10073.28 |
| 7 | 2022.07.14 08:00 | sell | 3 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 8 | 2022.07.14 08:00 | modify | 3 | 0.10 | 139.097 | 139.597 | 137.597 | ||
| 9 | 2022.07.19 12:00 | t/p | 3 | 0.10 | 137.597 | 139.597 | 137.597 | 104.68 | 10177.96 |
| 10 | 2022.07.28 16:00 | buy | 4 | 0.10 | 134.472 | 0.000 | 0.000 | ||
| 11 | 2022.07.28 16:00 | modify | 4 | 0.10 | 134.472 | 133.972 | 135.972 | ||
| 12 | 2022.07.29 04:00 | s/l | 4 | 0.10 | 133.972 | 133.972 | 135.972 | -36.38 | 10141.59 |
| 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 | 132.696 | 134.696 | ||
| 15 | 2022.07.29 08:00 | s/l | 5 | 0.10 | 132.696 | 132.696 | 134.696 | -37.66 | 10103.93 |
| 16 | 2022.08.03 16:00 | sell | 6 | 0.10 | 134.199 | 0.000 | 0.000 | ||
| 17 | 2022.08.03 16:00 | modify | 6 | 0.10 | 134.199 | 134.699 | 132.699 | ||
| 18 | 2022.08.05 00:00 | t/p | 6 | 0.10 | 132.699 | 134.699 | 132.699 | 107.21 | 10211.13 |
| 19 | 2022.08.05 16:00 | sell | 7 | 0.10 | 135.302 | 0.000 | 0.000 | ||
| 20 | 2022.08.05 16:00 | modify | 7 | 0.10 | 135.302 | 135.802 | 133.802 | ||
| 21 | 2022.08.10 16:00 | t/p | 7 | 0.10 | 133.802 | 135.802 | 133.802 | 108.71 | 10319.84 |
| 22 | 2022.08.10 16:00 | buy | 8 | 0.10 | 132.601 | 0.000 | 0.000 | ||
| 23 | 2022.08.10 16:00 | modify | 8 | 0.10 | 132.601 | 132.101 | 134.101 | ||
| 24 | 2022.08.11 16:00 | s/l | 8 | 0.10 | 132.101 | 132.101 | 134.101 | -34.19 | 10285.66 |
| 25 | 2022.09.06 16:00 | sell | 9 | 0.10 | 142.947 | 0.000 | 0.000 | ||
| 26 | 2022.09.06 16:00 | modify | 9 | 0.10 | 142.947 | 143.447 | 141.447 | ||
| 27 | 2022.09.07 00:00 | s/l | 9 | 0.10 | 143.447 | 143.447 | 141.447 | -36.39 | 10249.27 |
| 28 | 2022.09.07 04:00 | sell | 10 | 0.10 | 143.999 | 0.000 | 0.000 | ||
| 29 | 2022.09.07 04:00 | modify | 10 | 0.10 | 143.999 | 144.499 | 142.499 | ||
| 30 | 2022.09.07 12:00 | s/l | 10 | 0.10 | 144.499 | 144.499 | 142.499 | -34.49 | 10214.78 |
| 31 | 2022.09.07 12:00 | sell | 11 | 0.10 | 144.963 | 0.000 | 0.000 | ||
| 32 | 2022.09.07 12:00 | modify | 11 | 0.10 | 144.963 | 145.463 | 143.463 | ||
| 33 | 2022.09.08 12:00 | t/p | 11 | 0.10 | 143.463 | 145.463 | 143.463 | 100.12 | 10314.90 |
| 34 | 2022.09.22 12:00 | buy | 12 | 0.10 | 141.283 | 0.000 | 0.000 | ||
| 35 | 2022.09.22 12:00 | modify | 12 | 0.10 | 141.283 | 140.783 | 142.783 | ||
| 36 | 2022.09.22 16:00 | s/l | 12 | 0.10 | 140.783 | 140.783 | 142.783 | -35.17 | 10279.73 |
| 37 | 2022.10.21 16:00 | buy | 13 | 0.10 | 146.342 | 0.000 | 0.000 | ||
| 38 | 2022.10.21 16:00 | modify | 13 | 0.10 | 146.342 | 145.842 | 147.842 | ||
| 39 | 2022.10.21 20:00 | t/p | 13 | 0.10 | 147.842 | 145.842 | 147.842 | 101.59 | 10381.32 |
| 40 | 2022.11.10 16:00 | buy | 14 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 41 | 2022.11.10 16:00 | modify | 14 | 0.10 | 141.606 | 141.106 | 143.106 | ||
| 42 | 2022.11.11 00:00 | s/l | 14 | 0.10 | 141.106 | 141.106 | 143.106 | -34.12 | 10347.21 |
| 43 | 2022.11.24 04:00 | buy | 15 | 0.10 | 138.679 | 0.000 | 0.000 | ||
| 44 | 2022.11.24 04:00 | modify | 15 | 0.10 | 138.679 | 138.179 | 140.179 | ||
| 45 | 2022.11.24 12:00 | s/l | 15 | 0.10 | 138.179 | 138.179 | 140.179 | -36.14 | 10311.07 |
| 46 | 2022.12.01 04:00 | buy | 16 | 0.10 | 136.773 | 0.000 | 0.000 | ||
| 47 | 2022.12.01 04:00 | modify | 16 | 0.10 | 136.773 | 136.273 | 138.273 | ||
| 48 | 2022.12.01 08:00 | s/l | 16 | 0.10 | 136.273 | 136.273 | 138.273 | -36.62 | 10274.45 |
| 49 | 2022.12.02 12:00 | buy | 17 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 50 | 2022.12.02 12:00 | modify | 17 | 0.10 | 134.031 | 133.531 | 135.531 | ||
| 51 | 2022.12.02 16:00 | t/p | 17 | 0.10 | 135.531 | 133.531 | 135.531 | 110.73 | 10385.18 |
| 52 | 2022.12.13 16:00 | buy | 18 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 53 | 2022.12.13 16:00 | modify | 18 | 0.10 | 135.221 | 134.721 | 136.721 | ||
| 54 | 2022.12.14 12:00 | s/l | 18 | 0.10 | 134.721 | 134.721 | 136.721 | -35.89 | 10349.29 |
| 55 | 2022.12.15 16:00 | sell | 19 | 0.10 | 137.609 | 0.000 | 0.000 | ||
| 56 | 2022.12.15 16:00 | modify | 19 | 0.10 | 137.609 | 138.109 | 136.109 | ||
| 57 | 2022.12.15 20:00 | s/l | 19 | 0.10 | 138.109 | 138.109 | 136.109 | -36.29 | 10313.00 |
| 58 | 2022.12.20 04:00 | buy | 20 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 59 | 2022.12.20 04:00 | modify | 20 | 0.10 | 133.470 | 132.970 | 134.970 | ||
| 60 | 2022.12.20 08:00 | s/l | 20 | 0.10 | 132.970 | 132.970 | 134.970 | -37.71 | 10275.29 |
| 61 | 2023.01.05 16:00 | sell | 21 | 0.10 | 133.869 | 0.000 | 0.000 | ||
| 62 | 2023.01.05 16:00 | modify | 21 | 0.10 | 133.869 | 134.369 | 132.369 | ||
| 63 | 2023.01.06 08:00 | s/l | 21 | 0.10 | 134.369 | 134.369 | 132.369 | -38.71 | 10236.58 |
| 64 | 2023.01.12 16:00 | buy | 22 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 65 | 2023.01.12 16:00 | modify | 22 | 0.10 | 129.863 | 129.363 | 131.363 | ||
| 66 | 2023.01.12 20:00 | s/l | 22 | 0.10 | 129.363 | 129.363 | 131.363 | -38.67 | 10197.91 |
| 67 | 2023.01.13 16:00 | buy | 23 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 68 | 2023.01.13 16:00 | modify | 23 | 0.10 | 127.537 | 127.037 | 129.037 | ||
| 69 | 2023.01.16 20:00 | buy | 24 | 0.10 | 128.589 | 0.000 | 0.000 | ||
| 70 | 2023.01.16 20:00 | modify | 24 | 0.10 | 128.589 | 128.062 | 129.037 | ||
| 71 | 2023.01.16 20:00 | modify | 23 | 0.10 | 127.537 | 128.062 | 129.037 | ||
| 72 | 2023.01.17 04:00 | t/p | 23 | 0.10 | 129.037 | 128.062 | 129.037 | 118.81 | 10316.72 |
| 73 | 2023.01.17 04:00 | t/p | 24 | 0.10 | 129.037 | 128.062 | 129.037 | 35.95 | 10352.67 |
| 74 | 2023.01.18 04:00 | sell | 25 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 75 | 2023.01.18 04:00 | modify | 25 | 0.10 | 131.139 | 131.639 | 129.639 | ||
| 76 | 2023.01.18 12:00 | t/p | 25 | 0.10 | 129.639 | 131.639 | 129.639 | 116.27 | 10468.94 |
| 77 | 2023.02.03 16:00 | sell | 26 | 0.10 | 131.069 | 0.000 | 0.000 | ||
| 78 | 2023.02.03 16:00 | modify | 26 | 0.10 | 131.069 | 131.569 | 129.569 | ||
| 79 | 2023.02.05 20:00 | s/l | 26 | 0.10 | 131.569 | 131.569 | 129.569 | -37.73 | 10431.21 |
| 80 | 2023.02.06 16:00 | sell | 27 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 81 | 2023.02.06 16:00 | modify | 27 | 0.10 | 132.845 | 133.345 | 131.345 | ||
| 82 | 2023.02.07 16:00 | t/p | 27 | 0.10 | 131.345 | 133.345 | 131.345 | 112.80 | 10544.02 |
| 83 | 2023.03.10 16:00 | buy | 28 | 0.10 | 134.329 | 0.000 | 0.000 | ||
| 84 | 2023.03.10 16:00 | modify | 28 | 0.10 | 134.329 | 133.829 | 135.829 | ||
| 85 | 2023.03.13 00:00 | s/l | 28 | 0.10 | 133.829 | 133.829 | 135.829 | -35.89 | 10508.13 |
| 86 | 2023.03.13 12:00 | buy | 29 | 0.10 | 133.181 | 0.000 | 0.000 | ||
| 87 | 2023.03.13 12:00 | modify | 29 | 0.10 | 133.181 | 132.681 | 134.681 | ||
| 88 | 2023.03.13 16:00 | s/l | 29 | 0.10 | 132.681 | 132.681 | 134.681 | -37.55 | 10470.58 |
| 89 | 2023.04.28 08:00 | sell | 30 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 90 | 2023.04.28 08:00 | modify | 30 | 0.10 | 135.726 | 136.226 | 134.226 | ||
| 91 | 2023.04.28 16:00 | s/l | 30 | 0.10 | 136.226 | 136.226 | 134.226 | -36.76 | 10433.82 |