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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 368.97 | Gross profit | 945.26 | Gross loss | -576.29 |
| Profit factor | 1.64 | Expected payoff | 18.45 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 311.13 (2.99%) | Relative drawdown | 2.99% (311.13) |
| Total trades | 20 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 115.34 | loss trade | -88.50 | |
| Average | profit trade | 85.93 | loss trade | -64.03 | |
| Maximum | consecutive wins (profit in money) | 4 (392.08) | consecutive losses (loss in money) | 3 (-235.52) | |
| Maximal | consecutive profit (count of wins) | 392.08 (4) | consecutive loss (count of losses) | -235.52 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 140.197 | 137.597 | ||
| 3 | 2022.07.19 12:00 | t/p | 1 | 0.10 | 137.597 | 140.197 | 137.597 | 104.91 | 10104.91 |
| 4 | 2022.07.29 08:00 | buy | 2 | 0.10 | 132.801 | 0.000 | 0.000 | ||
| 5 | 2022.07.29 08:00 | modify | 2 | 0.10 | 132.801 | 131.701 | 134.301 | ||
| 6 | 2022.07.29 12:00 | buy | 3 | 0.10 | 133.477 | 0.000 | 0.000 | ||
| 7 | 2022.07.29 12:00 | modify | 3 | 0.10 | 133.477 | 133.176 | 134.301 | ||
| 8 | 2022.07.29 12:00 | modify | 2 | 0.10 | 132.801 | 133.176 | 134.301 | ||
| 9 | 2022.07.29 16:00 | t/p | 2 | 0.10 | 134.301 | 133.176 | 134.301 | 112.60 | 10217.51 |
| 10 | 2022.07.29 16:00 | t/p | 3 | 0.10 | 134.301 | 133.176 | 134.301 | 61.85 | 10279.36 |
| 11 | 2022.08.02 00:00 | buy | 4 | 0.10 | 131.432 | 0.000 | 0.000 | ||
| 12 | 2022.08.02 00:00 | modify | 4 | 0.10 | 131.432 | 130.332 | 132.932 | ||
| 13 | 2022.08.02 20:00 | t/p | 4 | 0.10 | 132.932 | 130.332 | 132.932 | 112.72 | 10392.08 |
| 14 | 2022.09.06 12:00 | sell | 5 | 0.10 | 141.907 | 0.000 | 0.000 | ||
| 15 | 2022.09.06 12:00 | modify | 5 | 0.10 | 141.907 | 143.007 | 140.407 | ||
| 16 | 2022.09.06 20:00 | s/l | 5 | 0.10 | 143.007 | 143.007 | 140.407 | -77.01 | 10315.07 |
| 17 | 2022.09.22 08:00 | sell | 6 | 0.10 | 145.774 | 0.000 | 0.000 | ||
| 18 | 2022.09.22 08:00 | modify | 6 | 0.10 | 145.774 | 146.874 | 144.274 | ||
| 19 | 2022.09.22 12:00 | t/p | 6 | 0.10 | 144.274 | 146.874 | 144.274 | 106.17 | 10421.24 |
| 20 | 2022.10.12 12:00 | sell | 7 | 0.10 | 146.599 | 0.000 | 0.000 | ||
| 21 | 2022.10.12 12:00 | modify | 7 | 0.10 | 146.599 | 147.699 | 145.099 | ||
| 22 | 2022.10.13 16:00 | s/l | 7 | 0.10 | 147.699 | 147.699 | 145.099 | -78.92 | 10342.33 |
| 23 | 2022.10.18 16:00 | sell | 8 | 0.10 | 149.225 | 0.000 | 0.000 | ||
| 24 | 2022.10.18 16:00 | modify | 8 | 0.10 | 149.225 | 150.325 | 147.725 | ||
| 25 | 2022.10.21 04:00 | s/l | 8 | 0.10 | 150.325 | 150.325 | 147.725 | -80.10 | 10262.22 |
| 26 | 2022.11.10 16:00 | buy | 9 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 27 | 2022.11.10 16:00 | modify | 9 | 0.10 | 141.606 | 140.506 | 143.106 | ||
| 28 | 2022.11.11 00:00 | s/l | 9 | 0.10 | 140.506 | 140.506 | 143.106 | -76.51 | 10185.72 |
| 29 | 2022.11.11 12:00 | buy | 10 | 0.10 | 139.522 | 0.000 | 0.000 | ||
| 30 | 2022.11.11 12:00 | modify | 10 | 0.10 | 139.522 | 138.422 | 141.022 | ||
| 31 | 2022.11.14 12:00 | buy | 11 | 0.10 | 140.584 | 0.000 | 0.000 | ||
| 32 | 2022.11.14 12:00 | modify | 11 | 0.10 | 140.584 | 140.122 | 141.022 | ||
| 33 | 2022.11.14 12:00 | modify | 10 | 0.10 | 139.522 | 140.122 | 141.022 | ||
| 34 | 2022.11.14 16:00 | s/l | 10 | 0.10 | 140.122 | 140.122 | 141.022 | 43.83 | 10229.55 |
| 35 | 2022.11.14 16:00 | s/l | 11 | 0.10 | 140.122 | 140.122 | 141.022 | -32.91 | 10196.64 |
| 36 | 2022.12.02 12:00 | buy | 12 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 37 | 2022.12.02 12:00 | modify | 12 | 0.10 | 134.031 | 132.931 | 135.531 | ||
| 38 | 2022.12.02 16:00 | t/p | 12 | 0.10 | 135.531 | 132.931 | 135.531 | 110.73 | 10307.37 |
| 39 | 2022.12.20 16:00 | buy | 13 | 0.10 | 131.404 | 0.000 | 0.000 | ||
| 40 | 2022.12.20 16:00 | modify | 13 | 0.10 | 131.404 | 130.304 | 132.904 | ||
| 41 | 2022.12.21 04:00 | buy | 14 | 0.10 | 132.093 | 0.000 | 0.000 | ||
| 42 | 2022.12.21 04:00 | modify | 14 | 0.10 | 132.093 | 131.779 | 132.904 | ||
| 43 | 2022.12.21 04:00 | modify | 13 | 0.10 | 131.404 | 131.779 | 132.904 | ||
| 44 | 2022.12.21 08:00 | s/l | 13 | 0.10 | 131.779 | 131.779 | 132.904 | 29.56 | 10336.94 |
| 45 | 2022.12.21 08:00 | s/l | 14 | 0.10 | 131.779 | 131.779 | 132.904 | -23.83 | 10313.11 |
| 46 | 2023.01.03 04:00 | buy | 15 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 47 | 2023.01.03 04:00 | modify | 15 | 0.10 | 129.811 | 128.711 | 131.311 | ||
| 48 | 2023.01.04 00:00 | t/p | 15 | 0.10 | 131.311 | 128.711 | 131.311 | 115.34 | 10428.45 |
| 49 | 2023.01.13 08:00 | buy | 16 | 0.10 | 128.405 | 0.000 | 0.000 | ||
| 50 | 2023.01.13 08:00 | modify | 16 | 0.10 | 128.405 | 127.305 | 129.905 | ||
| 51 | 2023.01.16 04:00 | s/l | 16 | 0.10 | 127.305 | 127.305 | 129.905 | -85.24 | 10343.21 |
| 52 | 2023.02.24 16:00 | sell | 17 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 53 | 2023.02.24 16:00 | modify | 17 | 0.10 | 136.391 | 137.491 | 134.891 | ||
| 54 | 2023.03.01 12:00 | sell | 18 | 0.10 | 135.338 | 0.000 | 0.000 | ||
| 55 | 2023.03.01 12:00 | modify | 18 | 0.10 | 135.338 | 135.791 | 134.891 | ||
| 56 | 2023.03.01 12:00 | modify | 17 | 0.10 | 136.391 | 135.791 | 134.891 | ||
| 57 | 2023.03.01 16:00 | s/l | 17 | 0.10 | 135.791 | 135.791 | 134.891 | 39.89 | 10383.11 |
| 58 | 2023.03.01 16:00 | s/l | 18 | 0.10 | 135.791 | 135.791 | 134.891 | -33.28 | 10349.83 |
| 59 | 2023.05.01 16:00 | sell | 19 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 60 | 2023.05.01 16:00 | modify | 19 | 0.10 | 137.354 | 138.454 | 135.854 | ||
| 61 | 2023.05.03 08:00 | t/p | 19 | 0.10 | 135.854 | 138.454 | 135.854 | 107.65 | 10457.47 |
| 62 | 2023.05.18 16:00 | sell | 20 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 63 | 2023.05.18 16:00 | modify | 20 | 0.10 | 138.498 | 139.598 | 136.998 | ||
| 64 | 2023.05.25 04:00 | s/l | 20 | 0.10 | 139.598 | 139.598 | 136.998 | -88.50 | 10368.97 |