Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 544.49 | Gross profit | 651.52 | Gross loss | -107.02 |
| Profit factor | 6.09 | Expected payoff | 60.50 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 120.36 (1.15%) | Relative drawdown | 1.15% (120.36) |
| Total trades | 9 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 114.79 | loss trade | -107.02 | |
| Average | profit trade | 81.44 | loss trade | -107.02 | |
| Maximum | consecutive wins (profit in money) | 4 (333.96) | consecutive losses (loss in money) | 1 (-107.02) | |
| Maximal | consecutive profit (count of wins) | 333.96 (4) | consecutive loss (count of losses) | -107.02 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 3 | 2022.08.02 20:00 | t/p | 1 | 0.10 | 132.519 | 129.519 | 132.519 | 112.73 | 10112.73 |
| 4 | 2022.09.07 08:00 | sell | 2 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 5 | 2022.09.07 08:00 | modify | 2 | 0.10 | 143.899 | 145.399 | 142.399 | ||
| 6 | 2022.09.09 04:00 | sell | 3 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 7 | 2022.09.09 04:00 | modify | 3 | 0.10 | 143.148 | 143.824 | 142.399 | ||
| 8 | 2022.09.09 04:00 | sell | 4 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 9 | 2022.09.09 04:00 | modify | 4 | 0.10 | 143.148 | 143.374 | 142.399 | ||
| 10 | 2022.09.09 04:00 | modify | 2 | 0.10 | 143.899 | 143.374 | 142.399 | ||
| 11 | 2022.09.09 08:00 | t/p | 2 | 0.10 | 142.399 | 143.374 | 142.399 | 99.63 | 10212.36 |
| 12 | 2022.09.09 08:00 | t/p | 3 | 0.10 | 142.399 | 143.824 | 142.399 | 52.60 | 10264.96 |
| 13 | 2022.09.09 08:00 | t/p | 4 | 0.10 | 142.399 | 143.374 | 142.399 | 52.60 | 10317.56 |
| 14 | 2022.10.17 08:00 | sell | 5 | 0.10 | 148.648 | 0.000 | 0.000 | ||
| 15 | 2022.10.17 08:00 | modify | 5 | 0.10 | 148.648 | 150.148 | 147.148 | ||
| 16 | 2022.10.20 20:00 | s/l | 5 | 0.10 | 150.148 | 150.148 | 147.148 | -107.02 | 10210.54 |
| 17 | 2023.05.02 04:00 | sell | 6 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 18 | 2023.05.02 04:00 | modify | 6 | 0.10 | 137.493 | 138.993 | 135.993 | ||
| 19 | 2023.05.03 04:00 | t/p | 6 | 0.10 | 135.993 | 138.993 | 135.993 | 108.79 | 10319.33 |
| 20 | 2023.07.13 04:00 | buy | 7 | 0.10 | 138.536 | 0.000 | 0.000 | ||
| 21 | 2023.07.13 04:00 | modify | 7 | 0.10 | 138.536 | 137.036 | 140.036 | ||
| 22 | 2023.07.19 04:00 | buy | 8 | 0.10 | 139.309 | 0.000 | 0.000 | ||
| 23 | 2023.07.19 04:00 | modify | 8 | 0.10 | 139.309 | 138.611 | 140.036 | ||
| 24 | 2023.07.19 04:00 | buy | 9 | 0.10 | 139.309 | 0.000 | 0.000 | ||
| 25 | 2023.07.19 04:00 | modify | 9 | 0.10 | 139.309 | 139.061 | 140.036 | ||
| 26 | 2023.07.19 04:00 | modify | 7 | 0.10 | 138.536 | 139.061 | 140.036 | ||
| 27 | 2023.07.19 08:00 | modify | 8 | 0.10 | 139.309 | 139.061 | 140.036 | ||
| 28 | 2023.07.20 16:00 | t/p | 7 | 0.10 | 140.036 | 139.061 | 140.036 | 114.79 | 10434.11 |
| 29 | 2023.07.20 16:00 | t/p | 8 | 0.10 | 140.036 | 139.061 | 140.036 | 55.19 | 10489.30 |
| 30 | 2023.07.20 16:00 | t/p | 9 | 0.10 | 140.036 | 139.061 | 140.036 | 55.19 | 10544.49 |