Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=5; 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 | 991.09 | Gross profit | 1475.04 | Gross loss | -483.95 |
| Profit factor | 3.05 | Expected payoff | 30.03 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 202.41 (1.97%) | Relative drawdown | 1.97% (202.41) |
| Total trades | 33 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 16 (48.48%) | Loss trades (% of total) | 17 (51.52%) | ||
| Largest | profit trade | 108.14 | loss trade | -32.36 | |
| Average | profit trade | 92.19 | loss trade | -28.47 | |
| Maximum | consecutive wins (profit in money) | 4 (379.62) | consecutive losses (loss in money) | 4 (-109.91) | |
| Maximal | consecutive profit (count of wins) | 379.62 (4) | consecutive loss (count of losses) | -109.91 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 140.618 | 0.000 | 0.000 | ||
| 2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 140.618 | 140.218 | 142.118 | ||
| 3 | 2022.07.04 08:00 | buy | 2 | 0.10 | 141.304 | 0.000 | 0.000 | ||
| 4 | 2022.07.04 08:00 | modify | 2 | 0.10 | 141.304 | 140.693 | 142.118 | ||
| 5 | 2022.07.04 08:00 | modify | 1 | 0.10 | 140.618 | 140.693 | 142.118 | ||
| 6 | 2022.07.05 04:00 | t/p | 1 | 0.10 | 142.118 | 140.693 | 142.118 | 107.54 | 10107.54 |
| 7 | 2022.07.05 04:00 | t/p | 2 | 0.10 | 142.118 | 140.693 | 142.118 | 58.33 | 10165.87 |
| 8 | 2022.07.06 12:00 | buy | 3 | 0.10 | 137.872 | 0.000 | 0.000 | ||
| 9 | 2022.07.06 12:00 | modify | 3 | 0.10 | 137.872 | 137.472 | 139.372 | ||
| 10 | 2022.07.06 16:00 | s/l | 3 | 0.10 | 137.472 | 137.472 | 139.372 | -28.51 | 10137.36 |
| 11 | 2022.07.08 08:00 | buy | 4 | 0.10 | 137.333 | 0.000 | 0.000 | ||
| 12 | 2022.07.08 08:00 | modify | 4 | 0.10 | 137.333 | 136.933 | 138.833 | ||
| 13 | 2022.07.11 04:00 | t/p | 4 | 0.10 | 138.833 | 136.933 | 138.833 | 107.23 | 10244.60 |
| 14 | 2022.07.14 08:00 | sell | 5 | 0.10 | 139.613 | 0.000 | 0.000 | ||
| 15 | 2022.07.14 08:00 | modify | 5 | 0.10 | 139.613 | 140.013 | 138.113 | ||
| 16 | 2022.07.18 08:00 | s/l | 5 | 0.10 | 140.013 | 140.013 | 138.113 | -29.66 | 10214.93 |
| 17 | 2022.08.05 16:00 | sell | 6 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 18 | 2022.08.05 16:00 | modify | 6 | 0.10 | 137.584 | 137.984 | 136.084 | ||
| 19 | 2022.08.09 12:00 | s/l | 6 | 0.10 | 137.984 | 137.984 | 136.084 | -29.67 | 10185.26 |
| 20 | 2022.09.06 08:00 | sell | 7 | 0.10 | 141.192 | 0.000 | 0.000 | ||
| 21 | 2022.09.06 08:00 | modify | 7 | 0.10 | 141.192 | 141.592 | 139.692 | ||
| 22 | 2022.09.06 16:00 | s/l | 7 | 0.10 | 141.592 | 141.592 | 139.692 | -28.51 | 10156.75 |
| 23 | 2022.09.12 08:00 | sell | 8 | 0.10 | 145.264 | 0.000 | 0.000 | ||
| 24 | 2022.09.12 08:00 | modify | 8 | 0.10 | 145.264 | 145.664 | 143.764 | ||
| 25 | 2022.09.13 04:00 | sell | 9 | 0.10 | 144.353 | 0.000 | 0.000 | ||
| 26 | 2022.09.13 04:00 | modify | 9 | 0.10 | 144.353 | 144.814 | 143.764 | ||
| 27 | 2022.09.13 04:00 | sell | 10 | 0.10 | 144.353 | 0.000 | 0.000 | ||
| 28 | 2022.09.13 04:00 | modify | 10 | 0.10 | 144.353 | 144.739 | 143.764 | ||
| 29 | 2022.09.13 04:00 | modify | 8 | 0.10 | 145.264 | 144.739 | 143.764 | ||
| 30 | 2022.09.13 08:00 | modify | 9 | 0.10 | 144.353 | 144.739 | 143.764 | ||
| 31 | 2022.09.13 16:00 | s/l | 8 | 0.10 | 144.739 | 144.739 | 143.764 | 36.84 | 10193.59 |
| 32 | 2022.09.13 16:00 | s/l | 9 | 0.10 | 144.739 | 144.739 | 143.764 | -27.51 | 10166.08 |
| 33 | 2022.09.13 16:00 | s/l | 10 | 0.10 | 144.739 | 144.739 | 143.764 | -27.51 | 10138.57 |
| 34 | 2022.09.14 16:00 | buy | 11 | 0.10 | 142.863 | 0.000 | 0.000 | ||
| 35 | 2022.09.14 16:00 | modify | 11 | 0.10 | 142.863 | 142.463 | 144.363 | ||
| 36 | 2022.09.21 08:00 | s/l | 11 | 0.10 | 142.463 | 142.463 | 144.363 | -26.38 | 10112.19 |
| 37 | 2022.09.29 16:00 | sell | 12 | 0.10 | 141.172 | 0.000 | 0.000 | ||
| 38 | 2022.09.29 16:00 | modify | 12 | 0.10 | 141.172 | 141.572 | 139.672 | ||
| 39 | 2022.09.29 20:00 | s/l | 12 | 0.10 | 141.572 | 141.572 | 139.672 | -28.51 | 10083.68 |
| 40 | 2022.10.04 16:00 | sell | 13 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 41 | 2022.10.04 16:00 | modify | 13 | 0.10 | 143.990 | 144.390 | 142.490 | ||
| 42 | 2022.10.05 16:00 | t/p | 13 | 0.10 | 142.490 | 144.390 | 142.490 | 106.33 | 10190.01 |
| 43 | 2022.10.13 16:00 | sell | 14 | 0.10 | 143.903 | 0.000 | 0.000 | ||
| 44 | 2022.10.13 16:00 | modify | 14 | 0.10 | 143.903 | 144.303 | 142.403 | ||
| 45 | 2022.10.14 04:00 | s/l | 14 | 0.10 | 144.303 | 144.303 | 142.403 | -29.09 | 10160.93 |
| 46 | 2022.10.17 16:00 | sell | 15 | 0.10 | 146.358 | 0.000 | 0.000 | ||
| 47 | 2022.10.17 16:00 | modify | 15 | 0.10 | 146.358 | 146.758 | 144.858 | ||
| 48 | 2022.10.18 04:00 | s/l | 15 | 0.10 | 146.758 | 146.758 | 144.858 | -29.09 | 10131.84 |
| 49 | 2022.10.21 16:00 | buy | 16 | 0.10 | 144.206 | 0.000 | 0.000 | ||
| 50 | 2022.10.21 16:00 | modify | 16 | 0.10 | 144.206 | 143.806 | 145.706 | ||
| 51 | 2022.10.21 20:00 | t/p | 16 | 0.10 | 145.706 | 143.806 | 145.706 | 106.93 | 10238.77 |
| 52 | 2022.11.10 16:00 | buy | 17 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 53 | 2022.11.10 16:00 | modify | 17 | 0.10 | 144.165 | 143.765 | 145.665 | ||
| 54 | 2022.11.11 00:00 | s/l | 17 | 0.10 | 143.765 | 143.765 | 145.665 | -28.22 | 10210.55 |
| 55 | 2022.11.11 12:00 | buy | 18 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 56 | 2022.11.11 12:00 | modify | 18 | 0.10 | 143.577 | 143.177 | 145.077 | ||
| 57 | 2022.11.14 16:00 | t/p | 18 | 0.10 | 145.077 | 143.177 | 145.077 | 107.23 | 10317.79 |
| 58 | 2022.12.01 08:00 | buy | 19 | 0.10 | 142.069 | 0.000 | 0.000 | ||
| 59 | 2022.12.01 08:00 | modify | 19 | 0.10 | 142.069 | 141.669 | 143.569 | ||
| 60 | 2022.12.02 12:00 | s/l | 19 | 0.10 | 141.669 | 141.669 | 143.569 | -28.21 | 10289.58 |
| 61 | 2022.12.02 12:00 | buy | 20 | 0.10 | 141.230 | 0.000 | 0.000 | ||
| 62 | 2022.12.02 12:00 | modify | 20 | 0.10 | 141.230 | 140.830 | 142.730 | ||
| 63 | 2022.12.02 16:00 | buy | 21 | 0.10 | 141.909 | 0.000 | 0.000 | ||
| 64 | 2022.12.02 16:00 | modify | 21 | 0.10 | 141.909 | 141.305 | 142.730 | ||
| 65 | 2022.12.02 16:00 | modify | 20 | 0.10 | 141.230 | 141.305 | 142.730 | ||
| 66 | 2022.12.05 12:00 | t/p | 20 | 0.10 | 142.730 | 141.305 | 142.730 | 107.22 | 10396.81 |
| 67 | 2022.12.05 12:00 | t/p | 21 | 0.10 | 142.730 | 141.305 | 142.730 | 58.82 | 10455.63 |
| 68 | 2022.12.15 16:00 | sell | 22 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 69 | 2022.12.15 16:00 | modify | 22 | 0.10 | 146.528 | 146.928 | 145.028 | ||
| 70 | 2022.12.16 16:00 | t/p | 22 | 0.10 | 145.028 | 146.928 | 145.028 | 106.34 | 10561.97 |
| 71 | 2023.01.03 12:00 | buy | 23 | 0.10 | 137.820 | 0.000 | 0.000 | ||
| 72 | 2023.01.03 12:00 | modify | 23 | 0.10 | 137.820 | 137.420 | 139.320 | ||
| 73 | 2023.01.04 16:00 | t/p | 23 | 0.10 | 139.320 | 137.420 | 139.320 | 107.22 | 10669.20 |
| 74 | 2023.01.12 16:00 | buy | 24 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 75 | 2023.01.12 16:00 | modify | 24 | 0.10 | 140.342 | 139.942 | 141.842 | ||
| 76 | 2023.01.13 04:00 | s/l | 24 | 0.10 | 139.942 | 139.942 | 141.842 | -28.22 | 10640.98 |
| 77 | 2023.01.13 16:00 | buy | 25 | 0.10 | 138.108 | 0.000 | 0.000 | ||
| 78 | 2023.01.13 16:00 | modify | 25 | 0.10 | 138.108 | 137.708 | 139.608 | ||
| 79 | 2023.01.17 16:00 | t/p | 25 | 0.10 | 139.608 | 137.708 | 139.608 | 107.53 | 10748.51 |
| 80 | 2023.01.23 08:00 | sell | 26 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 81 | 2023.01.23 08:00 | modify | 26 | 0.10 | 142.017 | 142.417 | 140.517 | ||
| 82 | 2023.01.26 04:00 | sell | 27 | 0.10 | 141.113 | 0.000 | 0.000 | ||
| 83 | 2023.01.26 04:00 | modify | 27 | 0.10 | 141.113 | 141.567 | 140.517 | ||
| 84 | 2023.01.26 04:00 | sell | 28 | 0.10 | 141.113 | 0.000 | 0.000 | ||
| 85 | 2023.01.26 04:00 | modify | 28 | 0.10 | 141.113 | 141.492 | 140.517 | ||
| 86 | 2023.01.26 04:00 | modify | 26 | 0.10 | 142.017 | 141.492 | 140.517 | ||
| 87 | 2023.01.26 08:00 | s/l | 26 | 0.10 | 141.492 | 141.492 | 140.517 | 34.53 | 10783.05 |
| 88 | 2023.01.26 08:00 | s/l | 27 | 0.10 | 141.567 | 141.567 | 140.517 | -32.36 | 10750.69 |
| 89 | 2023.01.26 08:00 | s/l | 28 | 0.10 | 141.492 | 141.492 | 140.517 | -27.01 | 10723.68 |
| 90 | 2023.02.07 16:00 | buy | 29 | 0.10 | 140.362 | 0.000 | 0.000 | ||
| 91 | 2023.02.07 16:00 | modify | 29 | 0.10 | 140.362 | 139.962 | 141.862 | ||
| 92 | 2023.02.10 12:00 | s/l | 29 | 0.10 | 139.962 | 139.962 | 141.862 | -26.99 | 10696.69 |
| 93 | 2023.03.24 12:00 | buy | 30 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 94 | 2023.03.24 12:00 | modify | 30 | 0.10 | 139.632 | 139.232 | 141.132 | ||
| 95 | 2023.03.27 08:00 | t/p | 30 | 0.10 | 141.132 | 139.232 | 141.132 | 107.23 | 10803.92 |
| 96 | 2023.04.25 20:00 | buy | 31 | 0.10 | 146.470 | 0.000 | 0.000 | ||
| 97 | 2023.04.25 20:00 | modify | 31 | 0.10 | 146.470 | 146.070 | 147.970 | ||
| 98 | 2023.04.27 08:00 | t/p | 31 | 0.10 | 147.970 | 146.070 | 147.970 | 108.14 | 10912.06 |
| 99 | 2023.04.28 08:00 | sell | 32 | 0.10 | 149.312 | 0.000 | 0.000 | ||
| 100 | 2023.04.28 08:00 | modify | 32 | 0.10 | 149.312 | 149.712 | 147.812 | ||
| 101 | 2023.04.28 16:00 | s/l | 32 | 0.10 | 149.712 | 149.712 | 147.812 | -28.51 | 10883.55 |
| 102 | 2023.05.04 16:00 | buy | 33 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 103 | 2023.05.04 16:00 | modify | 33 | 0.10 | 147.290 | 146.890 | 148.790 | ||
| 104 | 2023.05.08 00:00 | t/p | 33 | 0.10 | 148.790 | 146.890 | 148.790 | 107.54 | 10991.09 |