Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
| 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=12; 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=50; 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=30; 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=0; 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 | 888.33 | Gross profit | 2310.63 | Gross loss | -1422.29 |
| Profit factor | 1.62 | Expected payoff | 20.19 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 330.47 (3.06%) | Relative drawdown | 3.06% (330.47) |
| Total trades | 44 | Short positions (won %) | 20 (60.00%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 24 (54.55%) | Loss trades (% of total) | 20 (45.45%) | ||
| Largest | profit trade | 118.24 | loss trade | -88.06 | |
| Average | profit trade | 96.28 | loss trade | -71.11 | |
| Maximum | consecutive wins (profit in money) | 6 (544.88) | consecutive losses (loss in money) | 4 (-324.21) | |
| Maximal | consecutive profit (count of wins) | 544.88 (6) | consecutive loss (count of losses) | -324.21 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 08:00 | sell | 1 | 0.10 | 139.097 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 08:00 | modify | 1 | 0.10 | 139.097 | 140.097 | 137.597 | ||
| 3 | 2022.07.19 12:00 | t/p | 1 | 0.10 | 137.597 | 140.097 | 137.597 | 104.91 | 10104.91 |
| 4 | 2022.07.22 16:00 | buy | 2 | 0.10 | 136.162 | 0.000 | 0.000 | ||
| 5 | 2022.07.22 16:00 | modify | 2 | 0.10 | 136.162 | 135.162 | 137.662 | ||
| 6 | 2022.07.27 00:00 | buy | 3 | 0.10 | 136.989 | 0.000 | 0.000 | ||
| 7 | 2022.07.27 00:00 | modify | 3 | 0.10 | 136.989 | 136.612 | 137.662 | ||
| 8 | 2022.07.27 00:00 | modify | 2 | 0.10 | 136.162 | 136.612 | 137.662 | ||
| 9 | 2022.07.27 12:00 | s/l | 2 | 0.10 | 136.612 | 136.612 | 137.662 | 36.21 | 10141.12 |
| 10 | 2022.07.27 12:00 | s/l | 3 | 0.10 | 136.612 | 136.612 | 137.662 | -27.57 | 10113.55 |
| 11 | 2022.07.28 16:00 | buy | 4 | 0.10 | 134.472 | 0.000 | 0.000 | ||
| 12 | 2022.07.28 16:00 | modify | 4 | 0.10 | 134.472 | 133.472 | 135.972 | ||
| 13 | 2022.07.29 04:00 | s/l | 4 | 0.10 | 133.472 | 133.472 | 135.972 | -73.99 | 10039.57 |
| 14 | 2022.08.02 04:00 | buy | 5 | 0.10 | 130.870 | 0.000 | 0.000 | ||
| 15 | 2022.08.02 04:00 | modify | 5 | 0.10 | 130.870 | 129.870 | 132.370 | ||
| 16 | 2022.08.02 16:00 | t/p | 5 | 0.10 | 132.370 | 129.870 | 132.370 | 113.38 | 10152.95 |
| 17 | 2022.08.03 16:00 | sell | 6 | 0.10 | 134.199 | 0.000 | 0.000 | ||
| 18 | 2022.08.03 16:00 | modify | 6 | 0.10 | 134.199 | 135.199 | 132.699 | ||
| 19 | 2022.08.04 16:00 | sell | 7 | 0.10 | 133.282 | 0.000 | 0.000 | ||
| 20 | 2022.08.04 16:00 | modify | 7 | 0.10 | 133.282 | 133.674 | 132.699 | ||
| 21 | 2022.08.04 16:00 | modify | 6 | 0.10 | 134.199 | 133.674 | 132.699 | ||
| 22 | 2022.08.05 00:00 | t/p | 6 | 0.10 | 132.699 | 133.674 | 132.699 | 107.51 | 10260.46 |
| 23 | 2022.08.05 00:00 | t/p | 7 | 0.10 | 132.699 | 133.674 | 132.699 | 42.56 | 10303.02 |
| 24 | 2022.08.05 16:00 | sell | 8 | 0.10 | 135.302 | 0.000 | 0.000 | ||
| 25 | 2022.08.05 16:00 | modify | 8 | 0.10 | 135.302 | 136.302 | 133.802 | ||
| 26 | 2022.08.10 16:00 | t/p | 8 | 0.10 | 133.802 | 136.302 | 133.802 | 108.94 | 10411.96 |
| 27 | 2022.08.10 16:00 | buy | 9 | 0.10 | 132.601 | 0.000 | 0.000 | ||
| 28 | 2022.08.10 16:00 | modify | 9 | 0.10 | 132.601 | 131.601 | 134.101 | ||
| 29 | 2022.08.16 04:00 | buy | 10 | 0.10 | 133.372 | 0.000 | 0.000 | ||
| 30 | 2022.08.16 04:00 | modify | 10 | 0.10 | 133.372 | 132.826 | 134.101 | ||
| 31 | 2022.08.16 04:00 | modify | 9 | 0.10 | 132.601 | 132.826 | 134.101 | ||
| 32 | 2022.08.16 12:00 | t/p | 9 | 0.10 | 134.101 | 132.826 | 134.101 | 118.24 | 10530.20 |
| 33 | 2022.08.16 12:00 | t/p | 10 | 0.10 | 134.101 | 132.826 | 134.101 | 54.25 | 10584.45 |
| 34 | 2022.08.19 12:00 | sell | 11 | 0.10 | 137.022 | 0.000 | 0.000 | ||
| 35 | 2022.08.19 12:00 | modify | 11 | 0.10 | 137.022 | 138.022 | 135.522 | ||
| 36 | 2022.08.29 00:00 | s/l | 11 | 0.10 | 138.022 | 138.022 | 135.522 | -83.50 | 10500.95 |
| 37 | 2022.08.29 04:00 | sell | 12 | 0.10 | 138.578 | 0.000 | 0.000 | ||
| 38 | 2022.08.29 04:00 | modify | 12 | 0.10 | 138.578 | 139.578 | 137.078 | ||
| 39 | 2022.09.01 04:00 | s/l | 12 | 0.10 | 139.578 | 139.578 | 137.078 | -78.61 | 10422.34 |
| 40 | 2022.09.06 16:00 | sell | 13 | 0.10 | 142.947 | 0.000 | 0.000 | ||
| 41 | 2022.09.06 16:00 | modify | 13 | 0.10 | 142.947 | 143.947 | 141.447 | ||
| 42 | 2022.09.07 04:00 | s/l | 13 | 0.10 | 143.947 | 143.947 | 141.447 | -70.82 | 10351.52 |
| 43 | 2022.09.13 16:00 | sell | 14 | 0.10 | 144.316 | 0.000 | 0.000 | ||
| 44 | 2022.09.13 16:00 | modify | 14 | 0.10 | 144.316 | 145.316 | 142.816 | ||
| 45 | 2022.09.14 16:00 | t/p | 14 | 0.10 | 142.816 | 145.316 | 142.816 | 103.53 | 10455.05 |
| 46 | 2022.09.22 08:00 | sell | 15 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 47 | 2022.09.22 08:00 | modify | 15 | 0.10 | 145.774 | 146.774 | 144.274 | ||
| 48 | 2022.09.22 12:00 | t/p | 15 | 0.10 | 144.274 | 146.774 | 144.274 | 106.17 | 10561.22 |
| 49 | 2022.09.22 12:00 | buy | 16 | 0.10 | 141.283 | 0.000 | 0.000 | ||
| 50 | 2022.09.22 12:00 | modify | 16 | 0.10 | 141.283 | 140.283 | 142.783 | ||
| 51 | 2022.09.22 16:00 | buy | 17 | 0.10 | 142.190 | 0.000 | 0.000 | ||
| 52 | 2022.09.22 16:00 | modify | 17 | 0.10 | 142.190 | 141.808 | 142.783 | ||
| 53 | 2022.09.22 16:00 | modify | 16 | 0.10 | 141.283 | 141.808 | 142.783 | ||
| 54 | 2022.09.23 04:00 | s/l | 16 | 0.10 | 141.808 | 141.808 | 142.783 | 38.01 | 10599.23 |
| 55 | 2022.09.23 04:00 | s/l | 17 | 0.10 | 141.808 | 141.808 | 142.783 | -25.76 | 10573.47 |
| 56 | 2022.10.21 16:00 | buy | 18 | 0.10 | 146.342 | 0.000 | 0.000 | ||
| 57 | 2022.10.21 16:00 | modify | 18 | 0.10 | 146.342 | 145.342 | 147.842 | ||
| 58 | 2022.10.21 20:00 | t/p | 18 | 0.10 | 147.842 | 145.342 | 147.842 | 101.59 | 10675.06 |
| 59 | 2022.10.26 16:00 | buy | 19 | 0.10 | 146.533 | 0.000 | 0.000 | ||
| 60 | 2022.10.26 16:00 | modify | 19 | 0.10 | 146.533 | 145.533 | 148.033 | ||
| 61 | 2022.10.27 08:00 | s/l | 19 | 0.10 | 145.533 | 145.533 | 148.033 | -65.32 | 10609.74 |
| 62 | 2022.11.10 16:00 | buy | 20 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 63 | 2022.11.10 16:00 | modify | 20 | 0.10 | 141.606 | 140.606 | 143.106 | ||
| 64 | 2022.11.11 00:00 | s/l | 20 | 0.10 | 140.606 | 140.606 | 143.106 | -69.46 | 10540.29 |
| 65 | 2022.11.21 12:00 | sell | 21 | 0.10 | 141.870 | 0.000 | 0.000 | ||
| 66 | 2022.11.21 12:00 | modify | 21 | 0.10 | 141.870 | 142.870 | 140.370 | ||
| 67 | 2022.11.23 16:00 | t/p | 21 | 0.10 | 140.370 | 142.870 | 140.370 | 104.55 | 10644.83 |
| 68 | 2022.11.23 16:00 | buy | 22 | 0.10 | 139.763 | 0.000 | 0.000 | ||
| 69 | 2022.11.23 16:00 | modify | 22 | 0.10 | 139.763 | 138.763 | 141.263 | ||
| 70 | 2022.11.24 04:00 | s/l | 22 | 0.10 | 138.763 | 138.763 | 141.263 | -68.82 | 10576.01 |
| 71 | 2022.12.01 04:00 | buy | 23 | 0.10 | 136.773 | 0.000 | 0.000 | ||
| 72 | 2022.12.01 04:00 | modify | 23 | 0.10 | 136.773 | 135.773 | 138.273 | ||
| 73 | 2022.12.01 16:00 | s/l | 23 | 0.10 | 135.773 | 135.773 | 138.273 | -73.58 | 10502.43 |
| 74 | 2022.12.06 04:00 | sell | 24 | 0.10 | 136.916 | 0.000 | 0.000 | ||
| 75 | 2022.12.06 04:00 | modify | 24 | 0.10 | 136.916 | 137.916 | 135.416 | ||
| 76 | 2022.12.13 04:00 | s/l | 24 | 0.10 | 137.916 | 137.916 | 135.416 | -82.35 | 10420.09 |
| 77 | 2022.12.13 16:00 | buy | 25 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 78 | 2022.12.13 16:00 | modify | 25 | 0.10 | 135.221 | 134.221 | 136.721 | ||
| 79 | 2022.12.15 12:00 | t/p | 25 | 0.10 | 136.721 | 134.221 | 136.721 | 114.29 | 10534.38 |
| 80 | 2022.12.15 16:00 | sell | 26 | 0.10 | 137.609 | 0.000 | 0.000 | ||
| 81 | 2022.12.15 16:00 | modify | 26 | 0.10 | 137.609 | 138.609 | 136.109 | ||
| 82 | 2022.12.18 20:00 | t/p | 26 | 0.10 | 136.109 | 138.609 | 136.109 | 109.03 | 10643.41 |
| 83 | 2022.12.20 04:00 | buy | 27 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 84 | 2022.12.20 04:00 | modify | 27 | 0.10 | 133.470 | 132.470 | 134.970 | ||
| 85 | 2022.12.20 08:00 | s/l | 27 | 0.10 | 132.470 | 132.470 | 134.970 | -75.42 | 10567.99 |
| 86 | 2022.12.30 12:00 | buy | 28 | 0.10 | 131.774 | 0.000 | 0.000 | ||
| 87 | 2022.12.30 12:00 | modify | 28 | 0.10 | 131.774 | 130.774 | 133.274 | ||
| 88 | 2023.01.02 00:00 | s/l | 28 | 0.10 | 130.774 | 130.774 | 133.274 | -75.31 | 10492.68 |
| 89 | 2023.01.05 16:00 | sell | 29 | 0.10 | 133.869 | 0.000 | 0.000 | ||
| 90 | 2023.01.05 16:00 | modify | 29 | 0.10 | 133.869 | 134.869 | 132.369 | ||
| 91 | 2023.01.06 20:00 | t/p | 29 | 0.10 | 132.369 | 134.869 | 132.369 | 112.19 | 10604.87 |
| 92 | 2023.01.12 16:00 | buy | 30 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 93 | 2023.01.12 16:00 | modify | 30 | 0.10 | 129.863 | 128.863 | 131.363 | ||
| 94 | 2023.01.12 20:00 | s/l | 30 | 0.10 | 128.863 | 128.863 | 131.363 | -77.34 | 10527.53 |
| 95 | 2023.01.16 04:00 | buy | 31 | 0.10 | 127.427 | 0.000 | 0.000 | ||
| 96 | 2023.01.16 04:00 | modify | 31 | 0.10 | 127.427 | 126.427 | 128.927 | ||
| 97 | 2023.01.16 12:00 | buy | 32 | 0.10 | 128.334 | 0.000 | 0.000 | ||
| 98 | 2023.01.16 12:00 | modify | 32 | 0.10 | 128.334 | 127.952 | 128.927 | ||
| 99 | 2023.01.16 12:00 | modify | 31 | 0.10 | 127.427 | 127.952 | 128.927 | ||
| 100 | 2023.01.17 04:00 | t/p | 31 | 0.10 | 128.927 | 127.952 | 128.927 | 117.58 | 10645.11 |
| 101 | 2023.01.17 04:00 | t/p | 32 | 0.10 | 128.927 | 127.952 | 128.927 | 47.15 | 10692.27 |
| 102 | 2023.01.18 04:00 | sell | 33 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 103 | 2023.01.18 04:00 | modify | 33 | 0.10 | 131.139 | 132.139 | 129.639 | ||
| 104 | 2023.01.18 12:00 | t/p | 33 | 0.10 | 129.639 | 132.139 | 129.639 | 116.27 | 10808.54 |
| 105 | 2023.02.03 16:00 | sell | 34 | 0.10 | 131.069 | 0.000 | 0.000 | ||
| 106 | 2023.02.03 16:00 | modify | 34 | 0.10 | 131.069 | 132.069 | 129.569 | ||
| 107 | 2023.02.05 20:00 | s/l | 34 | 0.10 | 132.069 | 132.069 | 129.569 | -75.47 | 10733.07 |
| 108 | 2023.02.15 16:00 | sell | 35 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 109 | 2023.02.15 16:00 | modify | 35 | 0.10 | 134.272 | 135.272 | 132.772 | ||
| 110 | 2023.02.23 16:00 | s/l | 35 | 0.10 | 135.272 | 135.272 | 132.772 | -88.06 | 10645.00 |
| 111 | 2023.02.24 16:00 | sell | 36 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 112 | 2023.02.24 16:00 | modify | 36 | 0.10 | 136.391 | 137.391 | 134.891 | ||
| 113 | 2023.03.08 00:00 | s/l | 36 | 0.10 | 137.391 | 137.391 | 134.891 | -86.68 | 10558.32 |
| 114 | 2023.03.10 16:00 | buy | 37 | 0.10 | 134.329 | 0.000 | 0.000 | ||
| 115 | 2023.03.10 16:00 | modify | 37 | 0.10 | 134.329 | 133.329 | 135.829 | ||
| 116 | 2023.03.13 12:00 | s/l | 37 | 0.10 | 133.329 | 133.329 | 135.829 | -74.00 | 10484.32 |
| 117 | 2023.03.13 12:00 | buy | 38 | 0.10 | 133.181 | 0.000 | 0.000 | ||
| 118 | 2023.03.13 12:00 | modify | 38 | 0.10 | 133.181 | 132.181 | 134.681 | ||
| 119 | 2023.03.14 16:00 | t/p | 38 | 0.10 | 134.681 | 132.181 | 134.681 | 112.76 | 10597.09 |
| 120 | 2023.03.20 08:00 | buy | 39 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 121 | 2023.03.20 08:00 | modify | 39 | 0.10 | 131.078 | 130.078 | 132.578 | ||
| 122 | 2023.03.21 20:00 | t/p | 39 | 0.10 | 132.578 | 130.078 | 132.578 | 114.36 | 10711.45 |
| 123 | 2023.03.23 04:00 | buy | 40 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 124 | 2023.03.23 04:00 | modify | 40 | 0.10 | 130.647 | 129.647 | 132.147 | ||
| 125 | 2023.03.24 12:00 | s/l | 40 | 0.10 | 129.647 | 129.647 | 132.147 | -75.82 | 10635.63 |
| 126 | 2023.04.10 16:00 | sell | 41 | 0.10 | 133.753 | 0.000 | 0.000 | ||
| 127 | 2023.04.10 16:00 | modify | 41 | 0.10 | 133.753 | 134.753 | 132.253 | ||
| 128 | 2023.04.13 16:00 | t/p | 41 | 0.10 | 132.253 | 134.753 | 132.253 | 106.33 | 10741.96 |
| 129 | 2023.04.28 08:00 | sell | 42 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 130 | 2023.04.28 08:00 | modify | 42 | 0.10 | 135.726 | 136.726 | 134.226 | ||
| 131 | 2023.05.01 04:00 | s/l | 42 | 0.10 | 136.726 | 136.726 | 134.226 | -74.43 | 10667.53 |
| 132 | 2023.05.01 16:00 | sell | 43 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 133 | 2023.05.01 16:00 | modify | 43 | 0.10 | 137.354 | 138.354 | 135.854 | ||
| 134 | 2023.05.03 08:00 | t/p | 43 | 0.10 | 135.854 | 138.354 | 135.854 | 107.65 | 10775.18 |
| 135 | 2023.05.04 16:00 | buy | 44 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 136 | 2023.05.04 16:00 | modify | 44 | 0.10 | 133.794 | 132.794 | 135.294 | ||
| 137 | 2023.05.08 00:00 | t/p | 44 | 0.10 | 135.294 | 132.794 | 135.294 | 113.16 | 10888.33 |