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=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=50; 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=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 271.92 | Gross profit | 1642.99 | Gross loss | -1371.07 |
| Profit factor | 1.20 | Expected payoff | 6.97 | ||
| Absolute drawdown | 298.97 | Maximal drawdown | 324.29 (3.23%) | Relative drawdown | 3.23% (324.29) |
| Total trades | 39 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 21 (53.85%) | Loss trades (% of total) | 18 (46.15%) | ||
| Largest | profit trade | 108.36 | loss trade | -97.72 | |
| Average | profit trade | 78.24 | loss trade | -76.17 | |
| Maximum | consecutive wins (profit in money) | 6 (393.40) | consecutive losses (loss in money) | 4 (-230.12) | |
| Maximal | consecutive profit (count of wins) | 393.40 (6) | consecutive loss (count of losses) | -230.12 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.05 16:00 | buy | 1 | 0.10 | 139.166 | 0.000 | 0.000 | ||
| 2 | 2022.07.05 16:00 | modify | 1 | 0.10 | 139.166 | 137.866 | 140.666 | ||
| 3 | 2022.07.06 12:00 | s/l | 1 | 0.10 | 137.866 | 137.866 | 140.666 | -92.32 | 9907.68 |
| 4 | 2022.07.06 12:00 | buy | 2 | 0.10 | 137.872 | 0.000 | 0.000 | ||
| 5 | 2022.07.06 12:00 | modify | 2 | 0.10 | 137.872 | 136.572 | 139.372 | ||
| 6 | 2022.07.08 16:00 | buy | 3 | 0.10 | 138.628 | 0.000 | 0.000 | ||
| 7 | 2022.07.08 16:00 | modify | 3 | 0.10 | 138.628 | 138.247 | 139.372 | ||
| 8 | 2022.07.08 16:00 | modify | 2 | 0.10 | 137.872 | 138.247 | 139.372 | ||
| 9 | 2022.07.11 04:00 | buy | 4 | 0.10 | 139.093 | 0.000 | 0.000 | ||
| 10 | 2022.07.11 04:00 | modify | 4 | 0.10 | 139.093 | 138.547 | 139.372 | ||
| 11 | 2022.07.11 04:00 | modify | 3 | 0.10 | 138.628 | 138.547 | 139.372 | ||
| 12 | 2022.07.11 04:00 | modify | 2 | 0.10 | 137.872 | 138.547 | 139.372 | ||
| 13 | 2022.07.11 08:00 | s/l | 2 | 0.10 | 138.547 | 138.547 | 139.372 | 49.59 | 9957.27 |
| 14 | 2022.07.11 08:00 | s/l | 3 | 0.10 | 138.547 | 138.547 | 139.372 | -5.47 | 9951.80 |
| 15 | 2022.07.11 08:00 | s/l | 4 | 0.10 | 138.547 | 138.547 | 139.372 | -38.89 | 9912.91 |
| 16 | 2022.07.18 16:00 | sell | 5 | 0.10 | 140.453 | 0.000 | 0.000 | ||
| 17 | 2022.07.18 16:00 | modify | 5 | 0.10 | 140.453 | 141.753 | 138.953 | ||
| 18 | 2022.07.20 04:00 | s/l | 5 | 0.10 | 141.753 | 141.753 | 138.953 | -93.75 | 9819.16 |
| 19 | 2022.07.29 08:00 | buy | 6 | 0.10 | 135.936 | 0.000 | 0.000 | ||
| 20 | 2022.07.29 08:00 | modify | 6 | 0.10 | 135.936 | 134.636 | 137.436 | ||
| 21 | 2022.08.02 04:00 | s/l | 6 | 0.10 | 134.636 | 134.636 | 137.436 | -92.01 | 9727.15 |
| 22 | 2022.08.15 16:00 | buy | 7 | 0.10 | 135.634 | 0.000 | 0.000 | ||
| 23 | 2022.08.15 16:00 | modify | 7 | 0.10 | 135.634 | 134.334 | 137.134 | ||
| 24 | 2022.08.17 12:00 | t/p | 7 | 0.10 | 137.134 | 134.334 | 137.134 | 107.46 | 9834.61 |
| 25 | 2022.09.02 16:00 | sell | 8 | 0.10 | 140.471 | 0.000 | 0.000 | ||
| 26 | 2022.09.02 16:00 | modify | 8 | 0.10 | 140.471 | 141.771 | 138.971 | ||
| 27 | 2022.09.05 04:00 | t/p | 8 | 0.10 | 138.971 | 141.771 | 138.971 | 106.28 | 9940.89 |
| 28 | 2022.09.06 08:00 | sell | 9 | 0.10 | 141.192 | 0.000 | 0.000 | ||
| 29 | 2022.09.06 08:00 | modify | 9 | 0.10 | 141.192 | 142.492 | 139.692 | ||
| 30 | 2022.09.07 08:00 | s/l | 9 | 0.10 | 142.492 | 142.492 | 139.692 | -93.18 | 9847.71 |
| 31 | 2022.10.04 16:00 | sell | 10 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 32 | 2022.10.04 16:00 | modify | 10 | 0.10 | 143.990 | 145.290 | 142.490 | ||
| 33 | 2022.10.05 16:00 | t/p | 10 | 0.10 | 142.490 | 145.290 | 142.490 | 106.28 | 9954.00 |
| 34 | 2022.10.13 12:00 | sell | 11 | 0.10 | 142.955 | 0.000 | 0.000 | ||
| 35 | 2022.10.13 12:00 | modify | 11 | 0.10 | 142.955 | 144.255 | 141.455 | ||
| 36 | 2022.10.14 04:00 | s/l | 11 | 0.10 | 144.255 | 144.255 | 141.455 | -93.17 | 9860.83 |
| 37 | 2022.10.17 08:00 | sell | 12 | 0.10 | 144.887 | 0.000 | 0.000 | ||
| 38 | 2022.10.17 08:00 | modify | 12 | 0.10 | 144.887 | 146.187 | 143.387 | ||
| 39 | 2022.10.17 16:00 | s/l | 12 | 0.10 | 146.187 | 146.187 | 143.387 | -92.60 | 9768.23 |
| 40 | 2022.11.02 16:00 | buy | 13 | 0.10 | 145.320 | 0.000 | 0.000 | ||
| 41 | 2022.11.02 16:00 | modify | 13 | 0.10 | 145.320 | 144.020 | 146.820 | ||
| 42 | 2022.11.07 20:00 | t/p | 13 | 0.10 | 146.820 | 144.020 | 146.820 | 108.36 | 9876.59 |
| 43 | 2022.11.10 16:00 | buy | 14 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 44 | 2022.11.10 16:00 | modify | 14 | 0.10 | 144.165 | 142.865 | 145.665 | ||
| 45 | 2022.11.11 12:00 | s/l | 14 | 0.10 | 142.865 | 142.865 | 145.665 | -92.31 | 9784.28 |
| 46 | 2022.11.11 12:00 | buy | 15 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 47 | 2022.11.11 12:00 | modify | 15 | 0.10 | 143.577 | 142.277 | 145.077 | ||
| 48 | 2022.11.14 16:00 | t/p | 15 | 0.10 | 145.077 | 142.277 | 145.077 | 107.16 | 9891.44 |
| 49 | 2022.11.24 12:00 | buy | 16 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 50 | 2022.11.24 12:00 | modify | 16 | 0.10 | 143.942 | 142.642 | 145.442 | ||
| 51 | 2022.12.01 04:00 | s/l | 16 | 0.10 | 142.642 | 142.642 | 145.442 | -90.51 | 9800.93 |
| 52 | 2022.12.01 08:00 | buy | 17 | 0.10 | 142.069 | 0.000 | 0.000 | ||
| 53 | 2022.12.01 08:00 | modify | 17 | 0.10 | 142.069 | 140.769 | 143.569 | ||
| 54 | 2022.12.02 12:00 | s/l | 17 | 0.10 | 140.769 | 140.769 | 143.569 | -92.31 | 9708.62 |
| 55 | 2022.12.02 12:00 | buy | 18 | 0.10 | 141.230 | 0.000 | 0.000 | ||
| 56 | 2022.12.02 12:00 | modify | 18 | 0.10 | 141.230 | 139.930 | 142.730 | ||
| 57 | 2022.12.05 08:00 | buy | 19 | 0.10 | 142.439 | 0.000 | 0.000 | ||
| 58 | 2022.12.05 08:00 | modify | 19 | 0.10 | 142.439 | 141.905 | 142.730 | ||
| 59 | 2022.12.05 08:00 | modify | 18 | 0.10 | 141.230 | 141.905 | 142.730 | ||
| 60 | 2022.12.05 12:00 | t/p | 18 | 0.10 | 142.730 | 141.905 | 142.730 | 107.16 | 9815.78 |
| 61 | 2022.12.05 12:00 | t/p | 19 | 0.10 | 142.730 | 141.905 | 142.730 | 20.73 | 9836.51 |
| 62 | 2022.12.15 16:00 | sell | 20 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 63 | 2022.12.15 16:00 | modify | 20 | 0.10 | 146.528 | 147.828 | 145.028 | ||
| 64 | 2022.12.16 16:00 | t/p | 20 | 0.10 | 145.028 | 147.828 | 145.028 | 106.28 | 9942.79 |
| 65 | 2022.12.27 16:00 | sell | 21 | 0.10 | 142.000 | 0.000 | 0.000 | ||
| 66 | 2022.12.27 16:00 | modify | 21 | 0.10 | 142.000 | 143.300 | 140.500 | ||
| 67 | 2022.12.30 12:00 | t/p | 21 | 0.10 | 140.500 | 143.300 | 140.500 | 104.00 | 10046.79 |
| 68 | 2023.01.12 16:00 | buy | 22 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 69 | 2023.01.12 16:00 | modify | 22 | 0.10 | 140.342 | 139.042 | 141.842 | ||
| 70 | 2023.01.13 08:00 | s/l | 22 | 0.10 | 139.042 | 139.042 | 141.842 | -92.31 | 9954.48 |
| 71 | 2023.01.23 08:00 | sell | 23 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 72 | 2023.01.23 08:00 | modify | 23 | 0.10 | 142.017 | 143.317 | 140.517 | ||
| 73 | 2023.01.29 20:00 | sell | 24 | 0.10 | 140.809 | 0.000 | 0.000 | ||
| 74 | 2023.01.29 20:00 | modify | 24 | 0.10 | 140.809 | 141.342 | 140.517 | ||
| 75 | 2023.01.29 20:00 | modify | 23 | 0.10 | 142.017 | 141.342 | 140.517 | ||
| 76 | 2023.01.30 04:00 | s/l | 23 | 0.10 | 141.342 | 141.342 | 140.517 | 44.10 | 9998.58 |
| 77 | 2023.01.30 04:00 | s/l | 24 | 0.10 | 141.342 | 141.342 | 140.517 | -38.54 | 9960.04 |
| 78 | 2023.02.13 16:00 | sell | 25 | 0.10 | 142.355 | 0.000 | 0.000 | ||
| 79 | 2023.02.13 16:00 | modify | 25 | 0.10 | 142.355 | 143.655 | 140.855 | ||
| 80 | 2023.02.17 12:00 | s/l | 25 | 0.10 | 143.655 | 143.655 | 140.855 | -96.01 | 9864.03 |
| 81 | 2023.03.24 12:00 | buy | 26 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 82 | 2023.03.24 12:00 | modify | 26 | 0.10 | 139.632 | 138.332 | 141.132 | ||
| 83 | 2023.03.27 08:00 | t/p | 26 | 0.10 | 141.132 | 138.332 | 141.132 | 107.16 | 9971.19 |
| 84 | 2023.03.30 16:00 | sell | 27 | 0.10 | 144.626 | 0.000 | 0.000 | ||
| 85 | 2023.03.30 16:00 | modify | 27 | 0.10 | 144.626 | 145.926 | 143.126 | ||
| 86 | 2023.04.05 16:00 | t/p | 27 | 0.10 | 143.126 | 145.926 | 143.126 | 104.57 | 10075.76 |
| 87 | 2023.04.13 12:00 | sell | 28 | 0.10 | 146.802 | 0.000 | 0.000 | ||
| 88 | 2023.04.13 12:00 | modify | 28 | 0.10 | 146.802 | 148.102 | 145.302 | ||
| 89 | 2023.04.24 12:00 | s/l | 28 | 0.10 | 148.102 | 148.102 | 145.302 | -97.72 | 9978.04 |
| 90 | 2023.04.28 16:00 | sell | 29 | 0.10 | 150.042 | 0.000 | 0.000 | ||
| 91 | 2023.04.28 16:00 | modify | 29 | 0.10 | 150.042 | 151.342 | 148.542 | ||
| 92 | 2023.05.02 08:00 | s/l | 29 | 0.10 | 151.342 | 151.342 | 148.542 | -93.75 | 9884.29 |
| 93 | 2023.05.04 16:00 | buy | 30 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 94 | 2023.05.04 16:00 | modify | 30 | 0.10 | 147.290 | 145.990 | 148.790 | ||
| 95 | 2023.05.05 04:00 | buy | 31 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 96 | 2023.05.05 04:00 | modify | 31 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 97 | 2023.05.05 04:00 | modify | 30 | 0.10 | 147.290 | 147.665 | 148.790 | ||
| 98 | 2023.05.08 00:00 | t/p | 30 | 0.10 | 148.790 | 147.665 | 148.790 | 107.46 | 9991.75 |
| 99 | 2023.05.08 00:00 | t/p | 31 | 0.10 | 148.790 | 147.665 | 148.790 | 52.44 | 10044.19 |
| 100 | 2023.05.11 08:00 | buy | 32 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 101 | 2023.05.11 08:00 | modify | 32 | 0.10 | 147.096 | 145.796 | 148.596 | ||
| 102 | 2023.05.15 04:00 | buy | 33 | 0.10 | 147.862 | 0.000 | 0.000 | ||
| 103 | 2023.05.15 04:00 | modify | 33 | 0.10 | 147.862 | 147.471 | 148.596 | ||
| 104 | 2023.05.15 04:00 | modify | 32 | 0.10 | 147.096 | 147.471 | 148.596 | ||
| 105 | 2023.05.17 04:00 | buy | 34 | 0.10 | 148.299 | 0.000 | 0.000 | ||
| 106 | 2023.05.17 04:00 | modify | 34 | 0.10 | 148.299 | 147.771 | 148.596 | ||
| 107 | 2023.05.17 04:00 | modify | 33 | 0.10 | 147.862 | 147.771 | 148.596 | ||
| 108 | 2023.05.17 04:00 | modify | 32 | 0.10 | 147.096 | 147.771 | 148.596 | ||
| 109 | 2023.05.17 08:00 | t/p | 32 | 0.10 | 148.596 | 147.771 | 148.596 | 108.06 | 10152.25 |
| 110 | 2023.05.17 08:00 | t/p | 33 | 0.10 | 148.596 | 147.771 | 148.596 | 52.89 | 10205.14 |
| 111 | 2023.05.17 08:00 | t/p | 34 | 0.10 | 148.596 | 147.771 | 148.596 | 21.16 | 10226.30 |
| 112 | 2023.05.31 08:00 | buy | 35 | 0.10 | 149.192 | 0.000 | 0.000 | ||
| 113 | 2023.05.31 08:00 | modify | 35 | 0.10 | 149.192 | 147.892 | 150.692 | ||
| 114 | 2023.06.09 08:00 | buy | 36 | 0.10 | 150.407 | 0.000 | 0.000 | ||
| 115 | 2023.06.09 08:00 | modify | 36 | 0.10 | 150.407 | 149.867 | 150.692 | ||
| 116 | 2023.06.09 08:00 | modify | 35 | 0.10 | 149.192 | 149.867 | 150.692 | ||
| 117 | 2023.06.09 16:00 | s/l | 35 | 0.10 | 149.867 | 149.867 | 150.692 | 51.39 | 10277.69 |
| 118 | 2023.06.09 16:00 | s/l | 36 | 0.10 | 149.867 | 149.867 | 150.692 | -38.47 | 10239.22 |
| 119 | 2023.06.22 16:00 | sell | 37 | 0.10 | 156.499 | 0.000 | 0.000 | ||
| 120 | 2023.06.22 16:00 | modify | 37 | 0.10 | 156.499 | 157.799 | 154.999 | ||
| 121 | 2023.06.23 08:00 | sell | 38 | 0.10 | 155.294 | 0.000 | 0.000 | ||
| 122 | 2023.06.23 08:00 | modify | 38 | 0.10 | 155.294 | 155.824 | 154.999 | ||
| 123 | 2023.06.23 08:00 | modify | 37 | 0.10 | 156.499 | 155.824 | 154.999 | ||
| 124 | 2023.06.23 12:00 | s/l | 37 | 0.10 | 155.824 | 155.824 | 154.999 | 47.51 | 10286.73 |
| 125 | 2023.06.23 12:00 | s/l | 38 | 0.10 | 155.824 | 155.824 | 154.999 | -37.75 | 10248.98 |
| 126 | 2023.06.27 16:00 | sell | 39 | 0.10 | 157.828 | 0.000 | 0.000 | ||
| 127 | 2023.06.27 16:00 | modify | 39 | 0.10 | 157.828 | 159.128 | 156.328 | ||
| 128 | 2023.06.30 23:59 | close at stop | 39 | 0.10 | 157.466 | 159.128 | 156.328 | 22.93 | 10271.92 |