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=1; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 620.33 | Gross profit | 1311.01 | Gross loss | -690.67 |
| Profit factor | 1.90 | Expected payoff | 28.20 | ||
| Absolute drawdown | 171.68 | Maximal drawdown | 254.59 (2.38%) | Relative drawdown | 2.38% (254.59) |
| Total trades | 22 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
| Largest | profit trade | 116.27 | loss trade | -84.11 | |
| Average | profit trade | 100.85 | loss trade | -76.74 | |
| Maximum | consecutive wins (profit in money) | 6 (525.51) | consecutive losses (loss in money) | 2 (-163.10) | |
| Maximal | consecutive profit (count of wins) | 525.51 (6) | consecutive loss (count of losses) | -163.10 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 04:00 | sell | 1 | 0.10 | 132.603 | 0.000 | 0.000 | ||
| 2 | 2022.06.07 04:00 | modify | 1 | 0.10 | 132.603 | 133.603 | 131.103 | ||
| 3 | 2022.06.08 08:00 | s/l | 1 | 0.10 | 133.603 | 133.603 | 131.103 | -76.32 | 9923.68 |
| 4 | 2022.06.16 12:00 | buy | 2 | 0.10 | 132.869 | 0.000 | 0.000 | ||
| 5 | 2022.06.16 12:00 | modify | 2 | 0.10 | 132.869 | 131.869 | 134.369 | ||
| 6 | 2022.06.16 16:00 | s/l | 2 | 0.10 | 131.869 | 131.869 | 134.369 | -75.94 | 9847.74 |
| 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 | 140.097 | 137.597 | ||
| 9 | 2022.07.19 12:00 | t/p | 3 | 0.10 | 137.597 | 140.097 | 137.597 | 104.68 | 9952.43 |
| 10 | 2022.07.28 04:00 | buy | 4 | 0.10 | 135.387 | 0.000 | 0.000 | ||
| 11 | 2022.07.28 04:00 | modify | 4 | 0.10 | 135.387 | 134.387 | 136.887 | ||
| 12 | 2022.07.28 16:00 | s/l | 4 | 0.10 | 134.387 | 134.387 | 136.887 | -74.38 | 9878.05 |
| 13 | 2022.08.02 04:00 | buy | 5 | 0.10 | 130.870 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 04:00 | modify | 5 | 0.10 | 130.870 | 129.870 | 132.370 | ||
| 15 | 2022.08.02 16:00 | t/p | 5 | 0.10 | 132.370 | 129.870 | 132.370 | 113.38 | 9991.43 |
| 16 | 2022.08.19 12:00 | sell | 6 | 0.10 | 137.022 | 0.000 | 0.000 | ||
| 17 | 2022.08.19 12:00 | modify | 6 | 0.10 | 137.022 | 138.022 | 135.522 | ||
| 18 | 2022.08.29 00:00 | s/l | 6 | 0.10 | 138.022 | 138.022 | 135.522 | -84.11 | 9907.32 |
| 19 | 2022.08.29 04:00 | sell | 7 | 0.10 | 138.578 | 0.000 | 0.000 | ||
| 20 | 2022.08.29 04:00 | modify | 7 | 0.10 | 138.578 | 139.578 | 137.078 | ||
| 21 | 2022.09.01 04:00 | s/l | 7 | 0.10 | 139.578 | 139.578 | 137.078 | -78.99 | 9828.32 |
| 22 | 2022.09.22 08:00 | sell | 8 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 23 | 2022.09.22 08:00 | modify | 8 | 0.10 | 145.774 | 146.774 | 144.274 | ||
| 24 | 2022.09.22 12:00 | t/p | 8 | 0.10 | 144.274 | 146.774 | 144.274 | 106.17 | 9934.49 |
| 25 | 2022.10.27 08:00 | buy | 9 | 0.10 | 145.745 | 0.000 | 0.000 | ||
| 26 | 2022.10.27 08:00 | modify | 9 | 0.10 | 145.745 | 144.745 | 147.245 | ||
| 27 | 2022.10.28 12:00 | t/p | 9 | 0.10 | 147.245 | 144.745 | 147.245 | 102.87 | 10037.37 |
| 28 | 2022.11.21 12:00 | sell | 10 | 0.10 | 141.870 | 0.000 | 0.000 | ||
| 29 | 2022.11.21 12:00 | modify | 10 | 0.10 | 141.870 | 142.870 | 140.370 | ||
| 30 | 2022.11.22 12:00 | sell | 11 | 0.10 | 141.173 | 0.000 | 0.000 | ||
| 31 | 2022.11.22 12:00 | modify | 11 | 0.10 | 141.173 | 141.645 | 140.370 | ||
| 32 | 2022.11.22 12:00 | modify | 10 | 0.10 | 141.870 | 141.645 | 140.370 | ||
| 33 | 2022.11.23 16:00 | t/p | 10 | 0.10 | 140.370 | 141.645 | 140.370 | 104.39 | 10141.76 |
| 34 | 2022.11.23 16:00 | t/p | 11 | 0.10 | 140.370 | 141.645 | 140.370 | 55.99 | 10197.75 |
| 35 | 2022.12.14 12:00 | buy | 12 | 0.10 | 134.975 | 0.000 | 0.000 | ||
| 36 | 2022.12.14 12:00 | modify | 12 | 0.10 | 134.975 | 133.975 | 136.475 | ||
| 37 | 2022.12.15 08:00 | buy | 13 | 0.10 | 135.892 | 0.000 | 0.000 | ||
| 38 | 2022.12.15 08:00 | modify | 13 | 0.10 | 135.892 | 135.500 | 136.475 | ||
| 39 | 2022.12.15 08:00 | modify | 12 | 0.10 | 134.975 | 135.500 | 136.475 | ||
| 40 | 2022.12.15 12:00 | t/p | 12 | 0.10 | 136.475 | 135.500 | 136.475 | 113.37 | 10311.12 |
| 41 | 2022.12.15 12:00 | t/p | 13 | 0.10 | 136.475 | 135.500 | 136.475 | 42.71 | 10353.83 |
| 42 | 2022.12.20 04:00 | buy | 14 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 43 | 2022.12.20 04:00 | modify | 14 | 0.10 | 133.470 | 132.470 | 134.970 | ||
| 44 | 2022.12.20 08:00 | s/l | 14 | 0.10 | 132.470 | 132.470 | 134.970 | -75.42 | 10278.41 |
| 45 | 2022.12.30 12:00 | buy | 15 | 0.10 | 131.774 | 0.000 | 0.000 | ||
| 46 | 2022.12.30 12:00 | modify | 15 | 0.10 | 131.774 | 130.774 | 133.274 | ||
| 47 | 2023.01.02 00:00 | s/l | 15 | 0.10 | 130.774 | 130.774 | 133.274 | -75.25 | 10203.17 |
| 48 | 2023.01.06 12:00 | sell | 16 | 0.10 | 134.527 | 0.000 | 0.000 | ||
| 49 | 2023.01.06 12:00 | modify | 16 | 0.10 | 134.527 | 135.527 | 133.027 | ||
| 50 | 2023.01.06 16:00 | t/p | 16 | 0.10 | 133.027 | 135.527 | 133.027 | 113.24 | 10316.41 |
| 51 | 2023.01.18 04:00 | sell | 17 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 52 | 2023.01.18 04:00 | modify | 17 | 0.10 | 131.139 | 132.139 | 129.639 | ||
| 53 | 2023.01.18 12:00 | t/p | 17 | 0.10 | 129.639 | 132.139 | 129.639 | 116.27 | 10432.68 |
| 54 | 2023.02.02 04:00 | buy | 18 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 55 | 2023.02.02 04:00 | modify | 18 | 0.10 | 128.637 | 127.637 | 130.137 | ||
| 56 | 2023.02.03 16:00 | t/p | 18 | 0.10 | 130.137 | 127.637 | 130.137 | 115.60 | 10548.28 |
| 57 | 2023.03.20 08:00 | buy | 19 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 58 | 2023.03.20 08:00 | modify | 19 | 0.10 | 131.078 | 130.078 | 132.578 | ||
| 59 | 2023.03.21 20:00 | t/p | 19 | 0.10 | 132.578 | 130.078 | 132.578 | 114.42 | 10662.71 |
| 60 | 2023.03.23 04:00 | buy | 20 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 61 | 2023.03.23 04:00 | modify | 20 | 0.10 | 130.647 | 129.647 | 132.147 | ||
| 62 | 2023.03.24 12:00 | s/l | 20 | 0.10 | 129.647 | 129.647 | 132.147 | -75.76 | 10586.95 |
| 63 | 2023.04.28 08:00 | sell | 21 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 64 | 2023.04.28 08:00 | modify | 21 | 0.10 | 135.726 | 136.726 | 134.226 | ||
| 65 | 2023.05.01 04:00 | s/l | 21 | 0.10 | 136.726 | 136.726 | 134.226 | -74.51 | 10512.44 |
| 66 | 2023.05.01 04:00 | sell | 22 | 0.10 | 136.877 | 0.000 | 0.000 | ||
| 67 | 2023.05.01 04:00 | modify | 22 | 0.10 | 136.877 | 137.877 | 135.377 | ||
| 68 | 2023.05.03 16:00 | t/p | 22 | 0.10 | 135.377 | 137.877 | 135.377 | 107.89 | 10620.33 |