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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 698.31 | Gross profit | 1676.93 | Gross loss | -978.62 |
| Profit factor | 1.71 | Expected payoff | 16.63 | ||
| Absolute drawdown | 80.00 | Maximal drawdown | 295.44 (2.80%) | Relative drawdown | 2.80% (295.44) |
| Total trades | 42 | Short positions (won %) | 25 (44.00%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
| Largest | profit trade | 108.52 | loss trade | -57.62 | |
| Average | profit trade | 83.85 | loss trade | -44.48 | |
| Maximum | consecutive wins (profit in money) | 6 (432.07) | consecutive losses (loss in money) | 5 (-244.36) | |
| Maximal | consecutive profit (count of wins) | 432.07 (6) | consecutive loss (count of losses) | -244.36 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.17 08:00 | sell | 1 | 0.10 | 134.793 | 0.000 | 0.000 | ||
| 2 | 2022.08.17 08:00 | modify | 1 | 0.10 | 134.793 | 135.493 | 133.393 | ||
| 3 | 2022.08.17 16:00 | s/l | 1 | 0.10 | 135.493 | 135.493 | 133.393 | -51.68 | 9948.32 |
| 4 | 2022.08.22 04:00 | sell | 2 | 0.10 | 137.237 | 0.000 | 0.000 | ||
| 5 | 2022.08.22 04:00 | modify | 2 | 0.10 | 137.237 | 137.937 | 135.837 | ||
| 6 | 2022.08.23 16:00 | t/p | 2 | 0.10 | 135.837 | 137.937 | 135.837 | 101.21 | 10049.53 |
| 7 | 2022.09.02 08:00 | sell | 3 | 0.10 | 140.243 | 0.000 | 0.000 | ||
| 8 | 2022.09.02 08:00 | modify | 3 | 0.10 | 140.243 | 140.943 | 138.843 | ||
| 9 | 2022.09.06 08:00 | s/l | 3 | 0.10 | 140.943 | 140.943 | 138.843 | -52.30 | 9997.23 |
| 10 | 2022.09.06 08:00 | sell | 4 | 0.10 | 141.536 | 0.000 | 0.000 | ||
| 11 | 2022.09.06 08:00 | modify | 4 | 0.10 | 141.536 | 142.236 | 140.136 | ||
| 12 | 2022.09.06 16:00 | s/l | 4 | 0.10 | 142.236 | 142.236 | 140.136 | -48.96 | 9948.27 |
| 13 | 2022.10.03 08:00 | sell | 5 | 0.10 | 145.023 | 0.000 | 0.000 | ||
| 14 | 2022.10.03 08:00 | modify | 5 | 0.10 | 145.023 | 145.723 | 143.623 | ||
| 15 | 2022.10.05 04:00 | t/p | 5 | 0.10 | 143.623 | 145.723 | 143.623 | 94.29 | 10042.56 |
| 16 | 2022.10.12 04:00 | sell | 6 | 0.10 | 146.207 | 0.000 | 0.000 | ||
| 17 | 2022.10.12 04:00 | modify | 6 | 0.10 | 146.207 | 146.907 | 144.807 | ||
| 18 | 2022.10.12 16:00 | s/l | 6 | 0.10 | 146.907 | 146.907 | 144.807 | -47.65 | 9994.91 |
| 19 | 2022.10.14 12:00 | sell | 7 | 0.10 | 147.801 | 0.000 | 0.000 | ||
| 20 | 2022.10.14 12:00 | modify | 7 | 0.10 | 147.801 | 148.501 | 146.401 | ||
| 21 | 2022.10.14 16:00 | s/l | 7 | 0.10 | 148.501 | 148.501 | 146.401 | -47.14 | 9947.77 |
| 22 | 2022.10.21 12:00 | sell | 8 | 0.10 | 151.516 | 0.000 | 0.000 | ||
| 23 | 2022.10.21 12:00 | modify | 8 | 0.10 | 151.516 | 152.216 | 150.116 | ||
| 24 | 2022.10.21 16:00 | t/p | 8 | 0.10 | 150.116 | 152.216 | 150.116 | 95.67 | 10043.44 |
| 25 | 2022.10.26 08:00 | buy | 9 | 0.10 | 147.119 | 0.000 | 0.000 | ||
| 26 | 2022.10.26 08:00 | modify | 9 | 0.10 | 147.119 | 146.419 | 148.519 | ||
| 27 | 2022.10.26 16:00 | s/l | 9 | 0.10 | 146.419 | 146.419 | 148.519 | -47.78 | 9995.66 |
| 28 | 2022.10.31 12:00 | sell | 10 | 0.10 | 148.678 | 0.000 | 0.000 | ||
| 29 | 2022.10.31 12:00 | modify | 10 | 0.10 | 148.678 | 149.378 | 147.278 | ||
| 30 | 2022.11.01 12:00 | t/p | 10 | 0.10 | 147.278 | 149.378 | 147.278 | 93.65 | 10089.31 |
| 31 | 2022.11.21 08:00 | sell | 11 | 0.10 | 140.852 | 0.000 | 0.000 | ||
| 32 | 2022.11.21 08:00 | modify | 11 | 0.10 | 140.852 | 141.552 | 139.452 | ||
| 33 | 2022.11.21 12:00 | s/l | 11 | 0.10 | 141.552 | 141.552 | 139.452 | -49.33 | 10039.98 |
| 34 | 2022.12.09 04:00 | buy | 12 | 0.10 | 135.897 | 0.000 | 0.000 | ||
| 35 | 2022.12.09 04:00 | modify | 12 | 0.10 | 135.897 | 135.197 | 137.297 | ||
| 36 | 2022.12.09 16:00 | buy | 13 | 0.10 | 136.621 | 0.000 | 0.000 | ||
| 37 | 2022.12.09 16:00 | modify | 13 | 0.10 | 136.621 | 135.967 | 137.297 | ||
| 38 | 2022.12.09 16:00 | modify | 12 | 0.10 | 135.897 | 135.967 | 137.297 | ||
| 39 | 2022.12.12 16:00 | t/p | 12 | 0.10 | 137.297 | 135.967 | 137.297 | 103.02 | 10143.00 |
| 40 | 2022.12.12 16:00 | t/p | 13 | 0.10 | 137.297 | 135.967 | 137.297 | 50.33 | 10193.33 |
| 41 | 2022.12.20 04:00 | buy | 14 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 42 | 2022.12.20 04:00 | modify | 14 | 0.10 | 133.470 | 132.770 | 134.870 | ||
| 43 | 2022.12.20 08:00 | s/l | 14 | 0.10 | 132.770 | 132.770 | 134.870 | -52.79 | 10140.54 |
| 44 | 2022.12.28 04:00 | sell | 15 | 0.10 | 134.243 | 0.000 | 0.000 | ||
| 45 | 2022.12.28 04:00 | modify | 15 | 0.10 | 134.243 | 134.943 | 132.843 | ||
| 46 | 2022.12.30 04:00 | t/p | 15 | 0.10 | 132.843 | 134.943 | 132.843 | 99.79 | 10240.33 |
| 47 | 2023.01.03 04:00 | buy | 16 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 48 | 2023.01.03 04:00 | modify | 16 | 0.10 | 129.811 | 129.111 | 131.211 | ||
| 49 | 2023.01.04 00:00 | t/p | 16 | 0.10 | 131.211 | 129.111 | 131.211 | 107.76 | 10348.10 |
| 50 | 2023.01.18 04:00 | sell | 17 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 51 | 2023.01.18 04:00 | modify | 17 | 0.10 | 131.139 | 131.839 | 129.739 | ||
| 52 | 2023.01.18 12:00 | t/p | 17 | 0.10 | 129.739 | 131.839 | 129.739 | 108.52 | 10456.62 |
| 53 | 2023.02.21 12:00 | sell | 18 | 0.10 | 134.601 | 0.000 | 0.000 | ||
| 54 | 2023.02.21 12:00 | modify | 18 | 0.10 | 134.601 | 135.301 | 133.201 | ||
| 55 | 2023.02.23 16:00 | s/l | 18 | 0.10 | 135.301 | 135.301 | 133.201 | -57.62 | 10398.99 |
| 56 | 2023.02.24 12:00 | sell | 19 | 0.10 | 135.400 | 0.000 | 0.000 | ||
| 57 | 2023.02.24 12:00 | modify | 19 | 0.10 | 135.400 | 136.100 | 134.000 | ||
| 58 | 2023.02.24 16:00 | s/l | 19 | 0.10 | 136.100 | 136.100 | 134.000 | -51.31 | 10347.68 |
| 59 | 2023.03.01 12:00 | buy | 20 | 0.10 | 135.368 | 0.000 | 0.000 | ||
| 60 | 2023.03.01 12:00 | modify | 20 | 0.10 | 135.368 | 134.668 | 136.768 | ||
| 61 | 2023.03.01 16:00 | buy | 21 | 0.10 | 136.139 | 0.000 | 0.000 | ||
| 62 | 2023.03.01 16:00 | modify | 21 | 0.10 | 136.139 | 135.858 | 136.768 | ||
| 63 | 2023.03.01 16:00 | buy | 22 | 0.10 | 136.139 | 0.000 | 0.000 | ||
| 64 | 2023.03.01 16:00 | modify | 22 | 0.10 | 136.139 | 135.928 | 136.768 | ||
| 65 | 2023.03.01 16:00 | modify | 20 | 0.10 | 135.368 | 135.928 | 136.768 | ||
| 66 | 2023.03.01 20:00 | s/l | 20 | 0.10 | 135.928 | 135.928 | 136.768 | 41.12 | 10388.80 |
| 67 | 2023.03.01 20:00 | s/l | 21 | 0.10 | 135.858 | 135.858 | 136.768 | -20.64 | 10368.16 |
| 68 | 2023.03.01 20:00 | s/l | 22 | 0.10 | 135.928 | 135.928 | 136.768 | -15.50 | 10352.66 |
| 69 | 2023.03.03 12:00 | buy | 23 | 0.10 | 136.087 | 0.000 | 0.000 | ||
| 70 | 2023.03.03 12:00 | modify | 23 | 0.10 | 136.087 | 135.387 | 137.487 | ||
| 71 | 2023.03.06 04:00 | s/l | 23 | 0.10 | 135.387 | 135.387 | 137.487 | -50.55 | 10302.12 |
| 72 | 2023.03.20 08:00 | buy | 24 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 73 | 2023.03.20 08:00 | modify | 24 | 0.10 | 131.078 | 130.378 | 132.478 | ||
| 74 | 2023.03.21 20:00 | t/p | 24 | 0.10 | 132.478 | 130.378 | 132.478 | 106.84 | 10408.96 |
| 75 | 2023.03.22 12:00 | sell | 25 | 0.10 | 132.895 | 0.000 | 0.000 | ||
| 76 | 2023.03.22 12:00 | modify | 25 | 0.10 | 132.895 | 133.595 | 131.495 | ||
| 77 | 2023.03.22 20:00 | t/p | 25 | 0.10 | 131.495 | 133.595 | 131.495 | 106.68 | 10515.64 |
| 78 | 2023.04.10 04:00 | sell | 26 | 0.10 | 132.705 | 0.000 | 0.000 | ||
| 79 | 2023.04.10 04:00 | modify | 26 | 0.10 | 132.705 | 133.405 | 131.305 | ||
| 80 | 2023.04.10 16:00 | s/l | 26 | 0.10 | 133.405 | 133.405 | 131.305 | -52.33 | 10463.31 |
| 81 | 2023.04.19 08:00 | sell | 27 | 0.10 | 134.733 | 0.000 | 0.000 | ||
| 82 | 2023.04.19 08:00 | modify | 27 | 0.10 | 134.733 | 135.433 | 133.333 | ||
| 83 | 2023.04.23 20:00 | sell | 28 | 0.10 | 133.942 | 0.000 | 0.000 | ||
| 84 | 2023.04.23 20:00 | modify | 28 | 0.10 | 133.942 | 134.243 | 133.333 | ||
| 85 | 2023.04.23 20:00 | sell | 29 | 0.10 | 133.942 | 0.000 | 0.000 | ||
| 86 | 2023.04.23 20:00 | modify | 29 | 0.10 | 133.942 | 134.173 | 133.333 | ||
| 87 | 2023.04.23 20:00 | modify | 27 | 0.10 | 134.733 | 134.173 | 133.333 | ||
| 88 | 2023.04.24 00:00 | modify | 28 | 0.10 | 133.942 | 134.173 | 133.333 | ||
| 89 | 2023.04.24 04:00 | s/l | 27 | 0.10 | 134.173 | 134.173 | 133.333 | 34.52 | 10497.83 |
| 90 | 2023.04.24 04:00 | s/l | 28 | 0.10 | 134.173 | 134.173 | 133.333 | -18.61 | 10479.22 |
| 91 | 2023.04.24 04:00 | s/l | 29 | 0.10 | 134.173 | 134.173 | 133.333 | -18.61 | 10460.61 |
| 92 | 2023.04.28 08:00 | sell | 30 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 93 | 2023.04.28 08:00 | modify | 30 | 0.10 | 135.726 | 136.426 | 134.326 | ||
| 94 | 2023.04.28 16:00 | s/l | 30 | 0.10 | 136.426 | 136.426 | 134.326 | -51.46 | 10409.15 |
| 95 | 2023.05.02 08:00 | sell | 31 | 0.10 | 137.598 | 0.000 | 0.000 | ||
| 96 | 2023.05.02 08:00 | modify | 31 | 0.10 | 137.598 | 138.298 | 136.198 | ||
| 97 | 2023.05.03 04:00 | t/p | 31 | 0.10 | 136.198 | 138.298 | 136.198 | 101.45 | 10510.60 |
| 98 | 2023.05.17 08:00 | sell | 32 | 0.10 | 136.984 | 0.000 | 0.000 | ||
| 99 | 2023.05.17 08:00 | modify | 32 | 0.10 | 136.984 | 137.684 | 135.584 | ||
| 100 | 2023.05.17 20:00 | s/l | 32 | 0.10 | 137.684 | 137.684 | 135.584 | -50.85 | 10459.75 |
| 101 | 2023.05.30 12:00 | buy | 33 | 0.10 | 139.683 | 0.000 | 0.000 | ||
| 102 | 2023.05.30 12:00 | modify | 33 | 0.10 | 139.683 | 138.983 | 141.083 | ||
| 103 | 2023.06.01 00:00 | s/l | 33 | 0.10 | 138.983 | 138.983 | 141.083 | -45.77 | 10413.97 |
| 104 | 2023.06.15 04:00 | sell | 34 | 0.10 | 141.074 | 0.000 | 0.000 | ||
| 105 | 2023.06.15 04:00 | modify | 34 | 0.10 | 141.074 | 141.774 | 139.674 | ||
| 106 | 2023.06.16 16:00 | s/l | 34 | 0.10 | 141.774 | 141.774 | 139.674 | -50.78 | 10363.19 |
| 107 | 2023.07.06 08:00 | buy | 35 | 0.10 | 143.941 | 0.000 | 0.000 | ||
| 108 | 2023.07.06 08:00 | modify | 35 | 0.10 | 143.941 | 143.241 | 145.341 | ||
| 109 | 2023.07.07 08:00 | s/l | 35 | 0.10 | 143.241 | 143.241 | 145.341 | -47.74 | 10315.46 |
| 110 | 2023.07.07 08:00 | buy | 36 | 0.10 | 143.264 | 0.000 | 0.000 | ||
| 111 | 2023.07.07 08:00 | modify | 36 | 0.10 | 143.264 | 142.564 | 144.664 | ||
| 112 | 2023.07.07 16:00 | s/l | 36 | 0.10 | 142.564 | 142.564 | 144.664 | -49.22 | 10266.24 |
| 113 | 2023.07.14 04:00 | buy | 37 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 114 | 2023.07.14 04:00 | modify | 37 | 0.10 | 137.464 | 136.764 | 138.864 | ||
| 115 | 2023.07.14 08:00 | buy | 38 | 0.10 | 138.257 | 0.000 | 0.000 | ||
| 116 | 2023.07.14 08:00 | modify | 38 | 0.10 | 138.257 | 137.954 | 138.864 | ||
| 117 | 2023.07.14 08:00 | buy | 39 | 0.10 | 138.257 | 0.000 | 0.000 | ||
| 118 | 2023.07.14 08:00 | modify | 39 | 0.10 | 138.257 | 138.024 | 138.864 | ||
| 119 | 2023.07.14 08:00 | modify | 37 | 0.10 | 137.464 | 138.024 | 138.864 | ||
| 120 | 2023.07.14 12:00 | modify | 38 | 0.10 | 138.257 | 138.024 | 138.864 | ||
| 121 | 2023.07.14 16:00 | t/p | 37 | 0.10 | 138.864 | 138.024 | 138.864 | 100.90 | 10367.14 |
| 122 | 2023.07.14 16:00 | t/p | 38 | 0.10 | 138.864 | 138.024 | 138.864 | 43.75 | 10410.89 |
| 123 | 2023.07.14 16:00 | t/p | 39 | 0.10 | 138.864 | 138.024 | 138.864 | 43.75 | 10454.64 |
| 124 | 2023.07.21 08:00 | sell | 40 | 0.10 | 141.370 | 0.000 | 0.000 | ||
| 125 | 2023.07.21 08:00 | modify | 40 | 0.10 | 141.370 | 142.070 | 139.970 | ||
| 126 | 2023.07.26 08:00 | sell | 41 | 0.10 | 140.655 | 0.000 | 0.000 | ||
| 127 | 2023.07.26 08:00 | modify | 41 | 0.10 | 140.655 | 141.300 | 139.970 | ||
| 128 | 2023.07.26 08:00 | modify | 40 | 0.10 | 141.370 | 141.300 | 139.970 | ||
| 129 | 2023.07.26 20:00 | t/p | 40 | 0.10 | 139.970 | 141.300 | 139.970 | 95.55 | 10550.19 |
| 130 | 2023.07.26 20:00 | t/p | 41 | 0.10 | 139.970 | 141.300 | 139.970 | 48.85 | 10599.04 |
| 131 | 2023.07.27 04:00 | buy | 42 | 0.10 | 139.853 | 0.000 | 0.000 | ||
| 132 | 2023.07.27 04:00 | modify | 42 | 0.10 | 139.853 | 139.153 | 141.253 | ||
| 133 | 2023.07.27 16:00 | t/p | 42 | 0.10 | 141.253 | 139.153 | 141.253 | 99.27 | 10698.31 |