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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 224.46 | Gross profit | 1781.76 | Gross loss | -1557.30 |
| Profit factor | 1.14 | Expected payoff | 5.61 | ||
| Absolute drawdown | 261.22 | Maximal drawdown | 309.42 (3.08%) | Relative drawdown | 3.08% (309.42) |
| Total trades | 40 | Short positions (won %) | 18 (44.44%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 21 (52.50%) | Loss trades (% of total) | 19 (47.50%) | ||
| Largest | profit trade | 109.22 | loss trade | -98.35 | |
| Average | profit trade | 84.85 | loss trade | -81.96 | |
| Maximum | consecutive wins (profit in money) | 4 (340.40) | consecutive losses (loss in money) | 3 (-226.25) | |
| Maximal | consecutive profit (count of wins) | 340.40 (4) | consecutive loss (count of losses) | -226.25 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 08:00 | sell | 1 | 0.10 | 138.655 | 0.000 | 0.000 | ||
| 2 | 2022.06.01 08:00 | modify | 1 | 0.10 | 138.655 | 139.955 | 137.155 | ||
| 3 | 2022.06.03 16:00 | s/l | 1 | 0.10 | 139.955 | 139.955 | 137.155 | -95.46 | 9904.54 |
| 4 | 2022.06.03 16:00 | sell | 2 | 0.10 | 140.257 | 0.000 | 0.000 | ||
| 5 | 2022.06.03 16:00 | modify | 2 | 0.10 | 140.257 | 141.557 | 138.757 | ||
| 6 | 2022.06.07 04:00 | s/l | 2 | 0.10 | 141.557 | 141.557 | 138.757 | -94.31 | 9810.23 |
| 7 | 2022.06.13 16:00 | buy | 3 | 0.10 | 139.986 | 0.000 | 0.000 | ||
| 8 | 2022.06.13 16:00 | modify | 3 | 0.10 | 139.986 | 138.686 | 141.486 | ||
| 9 | 2022.06.15 00:00 | buy | 4 | 0.10 | 141.212 | 0.000 | 0.000 | ||
| 10 | 2022.06.15 00:00 | modify | 4 | 0.10 | 141.212 | 140.661 | 141.486 | ||
| 11 | 2022.06.15 00:00 | modify | 3 | 0.10 | 139.986 | 140.661 | 141.486 | ||
| 12 | 2022.06.15 08:00 | s/l | 3 | 0.10 | 140.661 | 140.661 | 141.486 | 49.07 | 9859.30 |
| 13 | 2022.06.15 08:00 | s/l | 4 | 0.10 | 140.661 | 140.661 | 141.486 | -39.57 | 9819.73 |
| 14 | 2022.06.16 12:00 | buy | 5 | 0.10 | 137.998 | 0.000 | 0.000 | ||
| 15 | 2022.06.16 12:00 | modify | 5 | 0.10 | 137.998 | 136.698 | 139.498 | ||
| 16 | 2022.06.16 20:00 | t/p | 5 | 0.10 | 139.498 | 136.698 | 139.498 | 107.71 | 9927.44 |
| 17 | 2022.06.21 12:00 | sell | 6 | 0.10 | 143.665 | 0.000 | 0.000 | ||
| 18 | 2022.06.21 12:00 | modify | 6 | 0.10 | 143.665 | 144.965 | 142.165 | ||
| 19 | 2022.06.23 12:00 | t/p | 6 | 0.10 | 142.165 | 144.965 | 142.165 | 105.18 | 10032.62 |
| 20 | 2022.07.05 16:00 | buy | 7 | 0.10 | 139.166 | 0.000 | 0.000 | ||
| 21 | 2022.07.05 16:00 | modify | 7 | 0.10 | 139.166 | 137.866 | 140.666 | ||
| 22 | 2022.07.06 12:00 | s/l | 7 | 0.10 | 137.866 | 137.866 | 140.666 | -93.04 | 9939.58 |
| 23 | 2022.07.06 12:00 | buy | 8 | 0.10 | 137.872 | 0.000 | 0.000 | ||
| 24 | 2022.07.06 12:00 | modify | 8 | 0.10 | 137.872 | 136.572 | 139.372 | ||
| 25 | 2022.07.11 04:00 | buy | 9 | 0.10 | 139.093 | 0.000 | 0.000 | ||
| 26 | 2022.07.11 04:00 | modify | 9 | 0.10 | 139.093 | 138.547 | 139.372 | ||
| 27 | 2022.07.11 04:00 | modify | 8 | 0.10 | 137.872 | 138.547 | 139.372 | ||
| 28 | 2022.07.11 08:00 | s/l | 8 | 0.10 | 138.547 | 138.547 | 139.372 | 49.98 | 9989.56 |
| 29 | 2022.07.11 08:00 | s/l | 9 | 0.10 | 138.547 | 138.547 | 139.372 | -39.21 | 9950.35 |
| 30 | 2022.07.18 16:00 | sell | 10 | 0.10 | 140.453 | 0.000 | 0.000 | ||
| 31 | 2022.07.18 16:00 | modify | 10 | 0.10 | 140.453 | 141.753 | 138.953 | ||
| 32 | 2022.07.20 04:00 | s/l | 10 | 0.10 | 141.753 | 141.753 | 138.953 | -94.30 | 9856.05 |
| 33 | 2022.07.29 08:00 | buy | 11 | 0.10 | 135.936 | 0.000 | 0.000 | ||
| 34 | 2022.07.29 08:00 | modify | 11 | 0.10 | 135.936 | 134.636 | 137.436 | ||
| 35 | 2022.08.02 04:00 | s/l | 11 | 0.10 | 134.636 | 134.636 | 137.436 | -92.73 | 9763.32 |
| 36 | 2022.08.15 16:00 | buy | 12 | 0.10 | 135.634 | 0.000 | 0.000 | ||
| 37 | 2022.08.15 16:00 | modify | 12 | 0.10 | 135.634 | 134.334 | 137.134 | ||
| 38 | 2022.08.17 12:00 | t/p | 12 | 0.10 | 137.134 | 134.334 | 137.134 | 108.32 | 9871.64 |
| 39 | 2022.09.02 16:00 | sell | 13 | 0.10 | 140.471 | 0.000 | 0.000 | ||
| 40 | 2022.09.02 16:00 | modify | 13 | 0.10 | 140.471 | 141.771 | 138.971 | ||
| 41 | 2022.09.05 04:00 | t/p | 13 | 0.10 | 138.971 | 141.771 | 138.971 | 106.91 | 9978.55 |
| 42 | 2022.09.06 08:00 | sell | 14 | 0.10 | 141.192 | 0.000 | 0.000 | ||
| 43 | 2022.09.06 08:00 | modify | 14 | 0.10 | 141.192 | 142.492 | 139.692 | ||
| 44 | 2022.09.07 08:00 | s/l | 14 | 0.10 | 142.492 | 142.492 | 139.692 | -93.74 | 9884.81 |
| 45 | 2022.10.04 16:00 | sell | 15 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 46 | 2022.10.04 16:00 | modify | 15 | 0.10 | 143.990 | 145.290 | 142.490 | ||
| 47 | 2022.10.05 12:00 | sell | 16 | 0.10 | 143.137 | 0.000 | 0.000 | ||
| 48 | 2022.10.05 12:00 | modify | 16 | 0.10 | 143.137 | 143.615 | 142.490 | ||
| 49 | 2022.10.05 12:00 | modify | 15 | 0.10 | 143.990 | 143.615 | 142.490 | ||
| 50 | 2022.10.05 16:00 | t/p | 15 | 0.10 | 142.490 | 143.615 | 142.490 | 106.91 | 9991.73 |
| 51 | 2022.10.05 16:00 | t/p | 16 | 0.10 | 142.490 | 143.615 | 142.490 | 46.36 | 10038.09 |
| 52 | 2022.10.13 12:00 | sell | 17 | 0.10 | 142.955 | 0.000 | 0.000 | ||
| 53 | 2022.10.13 12:00 | modify | 17 | 0.10 | 142.955 | 144.255 | 141.455 | ||
| 54 | 2022.10.14 04:00 | s/l | 17 | 0.10 | 144.255 | 144.255 | 141.455 | -93.74 | 9944.35 |
| 55 | 2022.10.17 08:00 | sell | 18 | 0.10 | 144.887 | 0.000 | 0.000 | ||
| 56 | 2022.10.17 08:00 | modify | 18 | 0.10 | 144.887 | 146.187 | 143.387 | ||
| 57 | 2022.10.17 16:00 | s/l | 18 | 0.10 | 146.187 | 146.187 | 143.387 | -93.16 | 9851.19 |
| 58 | 2022.11.02 16:00 | buy | 19 | 0.10 | 145.320 | 0.000 | 0.000 | ||
| 59 | 2022.11.02 16:00 | modify | 19 | 0.10 | 145.320 | 144.020 | 146.820 | ||
| 60 | 2022.11.07 20:00 | t/p | 19 | 0.10 | 146.820 | 144.020 | 146.820 | 109.22 | 9960.41 |
| 61 | 2022.11.10 16:00 | buy | 20 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 62 | 2022.11.10 16:00 | modify | 20 | 0.10 | 144.165 | 142.865 | 145.665 | ||
| 63 | 2022.11.11 12:00 | s/l | 20 | 0.10 | 142.865 | 142.865 | 145.665 | -93.05 | 9867.36 |
| 64 | 2022.11.11 12:00 | buy | 21 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 65 | 2022.11.11 12:00 | modify | 21 | 0.10 | 143.577 | 142.277 | 145.077 | ||
| 66 | 2022.11.14 16:00 | t/p | 21 | 0.10 | 145.077 | 142.277 | 145.077 | 108.00 | 9975.37 |
| 67 | 2022.11.24 12:00 | buy | 22 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 68 | 2022.11.24 12:00 | modify | 22 | 0.10 | 143.942 | 142.642 | 145.442 | ||
| 69 | 2022.12.01 04:00 | s/l | 22 | 0.10 | 142.642 | 142.642 | 145.442 | -91.22 | 9884.15 |
| 70 | 2022.12.01 08:00 | buy | 23 | 0.10 | 142.069 | 0.000 | 0.000 | ||
| 71 | 2022.12.01 08:00 | modify | 23 | 0.10 | 142.069 | 140.769 | 143.569 | ||
| 72 | 2022.12.02 12:00 | s/l | 23 | 0.10 | 140.769 | 140.769 | 143.569 | -93.04 | 9791.11 |
| 73 | 2022.12.02 12:00 | buy | 24 | 0.10 | 141.230 | 0.000 | 0.000 | ||
| 74 | 2022.12.02 12:00 | modify | 24 | 0.10 | 141.230 | 139.930 | 142.730 | ||
| 75 | 2022.12.05 08:00 | buy | 25 | 0.10 | 142.439 | 0.000 | 0.000 | ||
| 76 | 2022.12.05 08:00 | modify | 25 | 0.10 | 142.439 | 141.905 | 142.730 | ||
| 77 | 2022.12.05 08:00 | modify | 24 | 0.10 | 141.230 | 141.905 | 142.730 | ||
| 78 | 2022.12.05 12:00 | t/p | 24 | 0.10 | 142.730 | 141.905 | 142.730 | 108.00 | 9899.12 |
| 79 | 2022.12.05 12:00 | t/p | 25 | 0.10 | 142.730 | 141.905 | 142.730 | 20.89 | 9920.01 |
| 80 | 2022.12.15 16:00 | sell | 26 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 81 | 2022.12.15 16:00 | modify | 26 | 0.10 | 146.528 | 147.828 | 145.028 | ||
| 82 | 2022.12.16 16:00 | t/p | 26 | 0.10 | 145.028 | 147.828 | 145.028 | 106.91 | 10026.92 |
| 83 | 2022.12.27 16:00 | sell | 27 | 0.10 | 142.000 | 0.000 | 0.000 | ||
| 84 | 2022.12.27 16:00 | modify | 27 | 0.10 | 142.000 | 143.300 | 140.500 | ||
| 85 | 2022.12.30 12:00 | t/p | 27 | 0.10 | 140.500 | 143.300 | 140.500 | 104.59 | 10131.51 |
| 86 | 2023.01.12 16:00 | buy | 28 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 87 | 2023.01.12 16:00 | modify | 28 | 0.10 | 140.342 | 139.042 | 141.842 | ||
| 88 | 2023.01.13 08:00 | s/l | 28 | 0.10 | 139.042 | 139.042 | 141.842 | -93.04 | 10038.48 |
| 89 | 2023.01.23 08:00 | sell | 29 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 90 | 2023.01.23 08:00 | modify | 29 | 0.10 | 142.017 | 143.317 | 140.517 | ||
| 91 | 2023.01.29 20:00 | sell | 30 | 0.10 | 140.809 | 0.000 | 0.000 | ||
| 92 | 2023.01.29 20:00 | modify | 30 | 0.10 | 140.809 | 141.342 | 140.517 | ||
| 93 | 2023.01.29 20:00 | modify | 29 | 0.10 | 142.017 | 141.342 | 140.517 | ||
| 94 | 2023.01.30 04:00 | s/l | 29 | 0.10 | 141.342 | 141.342 | 140.517 | 44.33 | 10082.81 |
| 95 | 2023.01.30 04:00 | s/l | 30 | 0.10 | 141.342 | 141.342 | 140.517 | -38.77 | 10044.04 |
| 96 | 2023.02.13 16:00 | sell | 31 | 0.10 | 142.355 | 0.000 | 0.000 | ||
| 97 | 2023.02.13 16:00 | modify | 31 | 0.10 | 142.355 | 143.655 | 140.855 | ||
| 98 | 2023.02.17 12:00 | s/l | 31 | 0.10 | 143.655 | 143.655 | 140.855 | -96.62 | 9947.42 |
| 99 | 2023.03.24 12:00 | buy | 32 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 100 | 2023.03.24 12:00 | modify | 32 | 0.10 | 139.632 | 138.332 | 141.132 | ||
| 101 | 2023.03.27 08:00 | t/p | 32 | 0.10 | 141.132 | 138.332 | 141.132 | 108.00 | 10055.42 |
| 102 | 2023.03.30 16:00 | sell | 33 | 0.10 | 144.626 | 0.000 | 0.000 | ||
| 103 | 2023.03.30 16:00 | modify | 33 | 0.10 | 144.626 | 145.926 | 143.126 | ||
| 104 | 2023.04.05 16:00 | t/p | 33 | 0.10 | 143.126 | 145.926 | 143.126 | 105.18 | 10160.61 |
| 105 | 2023.04.13 12:00 | sell | 34 | 0.10 | 146.802 | 0.000 | 0.000 | ||
| 106 | 2023.04.13 12:00 | modify | 34 | 0.10 | 146.802 | 148.102 | 145.302 | ||
| 107 | 2023.04.24 12:00 | s/l | 34 | 0.10 | 148.102 | 148.102 | 145.302 | -98.35 | 10062.25 |
| 108 | 2023.04.28 16:00 | sell | 35 | 0.10 | 150.042 | 0.000 | 0.000 | ||
| 109 | 2023.04.28 16:00 | modify | 35 | 0.10 | 150.042 | 151.342 | 148.542 | ||
| 110 | 2023.05.02 08:00 | s/l | 35 | 0.10 | 151.342 | 151.342 | 148.542 | -94.30 | 9967.95 |
| 111 | 2023.05.04 16:00 | buy | 36 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 112 | 2023.05.04 16:00 | modify | 36 | 0.10 | 147.290 | 145.990 | 148.790 | ||
| 113 | 2023.05.08 00:00 | t/p | 36 | 0.10 | 148.790 | 145.990 | 148.790 | 108.31 | 10076.26 |
| 114 | 2023.05.11 08:00 | buy | 37 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 115 | 2023.05.11 08:00 | modify | 37 | 0.10 | 147.096 | 145.796 | 148.596 | ||
| 116 | 2023.05.16 12:00 | buy | 38 | 0.10 | 147.937 | 0.000 | 0.000 | ||
| 117 | 2023.05.16 12:00 | modify | 38 | 0.10 | 147.937 | 147.471 | 148.596 | ||
| 118 | 2023.05.16 12:00 | modify | 37 | 0.10 | 147.096 | 147.471 | 148.596 | ||
| 119 | 2023.05.17 04:00 | buy | 39 | 0.10 | 148.299 | 0.000 | 0.000 | ||
| 120 | 2023.05.17 04:00 | modify | 39 | 0.10 | 148.299 | 147.771 | 148.596 | ||
| 121 | 2023.05.17 04:00 | modify | 38 | 0.10 | 147.937 | 147.771 | 148.596 | ||
| 122 | 2023.05.17 04:00 | modify | 37 | 0.10 | 147.096 | 147.771 | 148.596 | ||
| 123 | 2023.05.17 08:00 | t/p | 37 | 0.10 | 148.596 | 147.771 | 148.596 | 108.92 | 10185.17 |
| 124 | 2023.05.17 08:00 | t/p | 38 | 0.10 | 148.596 | 147.771 | 148.596 | 47.62 | 10232.80 |
| 125 | 2023.05.17 08:00 | t/p | 39 | 0.10 | 148.596 | 147.771 | 148.596 | 21.32 | 10254.12 |
| 126 | 2023.05.31 08:00 | buy | 40 | 0.10 | 149.192 | 0.000 | 0.000 | ||
| 127 | 2023.05.31 08:00 | modify | 40 | 0.10 | 149.192 | 147.892 | 150.692 | ||
| 128 | 2023.05.31 23:59 | close at stop | 40 | 0.10 | 148.779 | 147.892 | 150.692 | -29.66 | 10224.46 |