Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro 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=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=140; 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=7; 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 | 531.89 | Gross profit | 1665.77 | Gross loss | -1133.88 |
| Profit factor | 1.47 | Expected payoff | 15.64 | ||
| Absolute drawdown | 46.56 | Maximal drawdown | 279.38 (2.73%) | Relative drawdown | 2.73% (279.38) |
| Total trades | 34 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
| Largest | profit trade | 106.16 | loss trade | -102.75 | |
| Average | profit trade | 83.29 | loss trade | -80.99 | |
| Maximum | consecutive wins (profit in money) | 6 (385.41) | consecutive losses (loss in money) | 2 (-201.56) | |
| Maximal | consecutive profit (count of wins) | 385.41 (6) | consecutive loss (count of losses) | -201.56 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.15 16:00 | buy | 1 | 0.10 | 135.634 | 0.000 | 0.000 | ||
| 2 | 2022.08.15 16:00 | modify | 1 | 0.10 | 135.634 | 134.234 | 137.134 | ||
| 3 | 2022.08.17 12:00 | t/p | 1 | 0.10 | 137.134 | 134.234 | 137.134 | 105.27 | 10105.27 |
| 4 | 2022.09.02 16:00 | sell | 2 | 0.10 | 140.471 | 0.000 | 0.000 | ||
| 5 | 2022.09.02 16:00 | modify | 2 | 0.10 | 140.471 | 141.871 | 138.971 | ||
| 6 | 2022.09.05 04:00 | t/p | 2 | 0.10 | 138.971 | 141.871 | 138.971 | 104.11 | 10209.38 |
| 7 | 2022.09.06 08:00 | sell | 3 | 0.10 | 141.192 | 0.000 | 0.000 | ||
| 8 | 2022.09.06 08:00 | modify | 3 | 0.10 | 141.192 | 142.592 | 139.692 | ||
| 9 | 2022.09.07 08:00 | s/l | 3 | 0.10 | 142.592 | 142.592 | 139.692 | -98.26 | 10111.12 |
| 10 | 2022.10.04 16:00 | sell | 4 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 11 | 2022.10.04 16:00 | modify | 4 | 0.10 | 143.990 | 145.390 | 142.490 | ||
| 12 | 2022.10.05 16:00 | t/p | 4 | 0.10 | 142.490 | 145.390 | 142.490 | 104.11 | 10215.23 |
| 13 | 2022.10.13 12:00 | sell | 5 | 0.10 | 142.955 | 0.000 | 0.000 | ||
| 14 | 2022.10.13 12:00 | modify | 5 | 0.10 | 142.955 | 144.355 | 141.455 | ||
| 15 | 2022.10.14 04:00 | s/l | 5 | 0.10 | 144.355 | 144.355 | 141.455 | -98.25 | 10116.98 |
| 16 | 2022.10.17 08:00 | sell | 6 | 0.10 | 144.887 | 0.000 | 0.000 | ||
| 17 | 2022.10.17 08:00 | modify | 6 | 0.10 | 144.887 | 146.287 | 143.387 | ||
| 18 | 2022.10.17 16:00 | s/l | 6 | 0.10 | 146.287 | 146.287 | 143.387 | -97.70 | 10019.28 |
| 19 | 2022.11.02 16:00 | buy | 7 | 0.10 | 145.320 | 0.000 | 0.000 | ||
| 20 | 2022.11.02 16:00 | modify | 7 | 0.10 | 145.320 | 143.920 | 146.820 | ||
| 21 | 2022.11.07 20:00 | t/p | 7 | 0.10 | 146.820 | 143.920 | 146.820 | 106.16 | 10125.44 |
| 22 | 2022.11.10 16:00 | buy | 8 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 23 | 2022.11.10 16:00 | modify | 8 | 0.10 | 144.165 | 142.765 | 145.665 | ||
| 24 | 2022.11.11 12:00 | s/l | 8 | 0.10 | 142.765 | 142.765 | 145.665 | -97.40 | 10028.03 |
| 25 | 2022.11.11 12:00 | buy | 9 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 26 | 2022.11.11 12:00 | modify | 9 | 0.10 | 143.577 | 142.177 | 145.077 | ||
| 27 | 2022.11.14 16:00 | t/p | 9 | 0.10 | 145.077 | 142.177 | 145.077 | 104.98 | 10133.01 |
| 28 | 2022.11.24 12:00 | buy | 10 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 29 | 2022.11.24 12:00 | modify | 10 | 0.10 | 143.942 | 142.542 | 145.442 | ||
| 30 | 2022.12.01 04:00 | s/l | 10 | 0.10 | 142.542 | 142.542 | 145.442 | -95.63 | 10037.38 |
| 31 | 2022.12.01 08:00 | buy | 11 | 0.10 | 142.069 | 0.000 | 0.000 | ||
| 32 | 2022.12.01 08:00 | modify | 11 | 0.10 | 142.069 | 140.669 | 143.569 | ||
| 33 | 2022.12.05 20:00 | t/p | 11 | 0.10 | 143.569 | 140.669 | 143.569 | 105.27 | 10142.65 |
| 34 | 2022.12.15 16:00 | sell | 12 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 35 | 2022.12.15 16:00 | modify | 12 | 0.10 | 146.528 | 147.928 | 145.028 | ||
| 36 | 2022.12.16 16:00 | t/p | 12 | 0.10 | 145.028 | 147.928 | 145.028 | 104.11 | 10246.76 |
| 37 | 2022.12.27 16:00 | sell | 13 | 0.10 | 142.000 | 0.000 | 0.000 | ||
| 38 | 2022.12.27 16:00 | modify | 13 | 0.10 | 142.000 | 143.400 | 140.500 | ||
| 39 | 2022.12.30 12:00 | t/p | 13 | 0.10 | 140.500 | 143.400 | 140.500 | 101.87 | 10348.63 |
| 40 | 2023.01.12 16:00 | buy | 14 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 41 | 2023.01.12 16:00 | modify | 14 | 0.10 | 140.342 | 138.942 | 141.842 | ||
| 42 | 2023.01.13 12:00 | s/l | 14 | 0.10 | 138.942 | 138.942 | 141.842 | -97.40 | 10251.23 |
| 43 | 2023.01.23 08:00 | sell | 15 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 44 | 2023.01.23 08:00 | modify | 15 | 0.10 | 142.017 | 143.417 | 140.517 | ||
| 45 | 2023.01.29 20:00 | sell | 16 | 0.10 | 140.809 | 0.000 | 0.000 | ||
| 46 | 2023.01.29 20:00 | modify | 16 | 0.10 | 140.809 | 141.342 | 140.517 | ||
| 47 | 2023.01.29 20:00 | modify | 15 | 0.10 | 142.017 | 141.342 | 140.517 | ||
| 48 | 2023.01.30 04:00 | s/l | 15 | 0.10 | 141.342 | 141.342 | 140.517 | 43.17 | 10294.40 |
| 49 | 2023.01.30 04:00 | s/l | 16 | 0.10 | 141.342 | 141.342 | 140.517 | -37.75 | 10256.65 |
| 50 | 2023.02.13 16:00 | sell | 17 | 0.10 | 142.355 | 0.000 | 0.000 | ||
| 51 | 2023.02.13 16:00 | modify | 17 | 0.10 | 142.355 | 143.755 | 140.855 | ||
| 52 | 2023.02.21 12:00 | s/l | 17 | 0.10 | 143.755 | 143.755 | 140.855 | -102.18 | 10154.47 |
| 53 | 2023.03.24 12:00 | buy | 18 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 54 | 2023.03.24 12:00 | modify | 18 | 0.10 | 139.632 | 138.232 | 141.132 | ||
| 55 | 2023.03.27 08:00 | t/p | 18 | 0.10 | 141.132 | 138.232 | 141.132 | 104.98 | 10259.45 |
| 56 | 2023.03.30 16:00 | sell | 19 | 0.10 | 144.626 | 0.000 | 0.000 | ||
| 57 | 2023.03.30 16:00 | modify | 19 | 0.10 | 144.626 | 146.026 | 143.126 | ||
| 58 | 2023.04.05 16:00 | t/p | 19 | 0.10 | 143.126 | 146.026 | 143.126 | 102.43 | 10361.88 |
| 59 | 2023.04.13 12:00 | sell | 20 | 0.10 | 146.802 | 0.000 | 0.000 | ||
| 60 | 2023.04.13 12:00 | modify | 20 | 0.10 | 146.802 | 148.202 | 145.302 | ||
| 61 | 2023.04.24 12:00 | s/l | 20 | 0.10 | 148.202 | 148.202 | 145.302 | -102.75 | 10259.13 |
| 62 | 2023.04.28 16:00 | sell | 21 | 0.10 | 150.042 | 0.000 | 0.000 | ||
| 63 | 2023.04.28 16:00 | modify | 21 | 0.10 | 150.042 | 151.442 | 148.542 | ||
| 64 | 2023.05.02 08:00 | s/l | 21 | 0.10 | 151.442 | 151.442 | 148.542 | -98.81 | 10160.31 |
| 65 | 2023.05.04 16:00 | buy | 22 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 66 | 2023.05.04 16:00 | modify | 22 | 0.10 | 147.290 | 145.890 | 148.790 | ||
| 67 | 2023.05.05 04:00 | buy | 23 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 68 | 2023.05.05 04:00 | modify | 23 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 69 | 2023.05.05 04:00 | modify | 22 | 0.10 | 147.290 | 147.665 | 148.790 | ||
| 70 | 2023.05.08 00:00 | t/p | 22 | 0.10 | 148.790 | 147.665 | 148.790 | 105.26 | 10265.58 |
| 71 | 2023.05.08 00:00 | t/p | 23 | 0.10 | 148.790 | 147.665 | 148.790 | 51.38 | 10316.95 |
| 72 | 2023.05.11 08:00 | buy | 24 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 73 | 2023.05.11 08:00 | modify | 24 | 0.10 | 147.096 | 145.696 | 148.596 | ||
| 74 | 2023.05.15 04:00 | buy | 25 | 0.10 | 147.862 | 0.000 | 0.000 | ||
| 75 | 2023.05.15 04:00 | modify | 25 | 0.10 | 147.862 | 147.471 | 148.596 | ||
| 76 | 2023.05.15 04:00 | modify | 24 | 0.10 | 147.096 | 147.471 | 148.596 | ||
| 77 | 2023.05.17 04:00 | buy | 26 | 0.10 | 148.299 | 0.000 | 0.000 | ||
| 78 | 2023.05.17 04:00 | modify | 26 | 0.10 | 148.299 | 147.771 | 148.596 | ||
| 79 | 2023.05.17 04:00 | modify | 25 | 0.10 | 147.862 | 147.771 | 148.596 | ||
| 80 | 2023.05.17 04:00 | modify | 24 | 0.10 | 147.096 | 147.771 | 148.596 | ||
| 81 | 2023.05.17 08:00 | t/p | 24 | 0.10 | 148.596 | 147.771 | 148.596 | 105.86 | 10422.82 |
| 82 | 2023.05.17 08:00 | t/p | 25 | 0.10 | 148.596 | 147.771 | 148.596 | 51.82 | 10474.64 |
| 83 | 2023.05.17 08:00 | t/p | 26 | 0.10 | 148.596 | 147.771 | 148.596 | 20.73 | 10495.37 |
| 84 | 2023.05.31 08:00 | buy | 27 | 0.10 | 149.192 | 0.000 | 0.000 | ||
| 85 | 2023.05.31 08:00 | modify | 27 | 0.10 | 149.192 | 147.792 | 150.692 | ||
| 86 | 2023.06.09 08:00 | buy | 28 | 0.10 | 150.407 | 0.000 | 0.000 | ||
| 87 | 2023.06.09 08:00 | modify | 28 | 0.10 | 150.407 | 149.867 | 150.692 | ||
| 88 | 2023.06.09 08:00 | modify | 27 | 0.10 | 149.192 | 149.867 | 150.692 | ||
| 89 | 2023.06.09 16:00 | s/l | 27 | 0.10 | 149.867 | 149.867 | 150.692 | 50.35 | 10545.72 |
| 90 | 2023.06.09 16:00 | s/l | 28 | 0.10 | 149.867 | 149.867 | 150.692 | -37.69 | 10508.03 |
| 91 | 2023.06.22 16:00 | sell | 29 | 0.10 | 156.499 | 0.000 | 0.000 | ||
| 92 | 2023.06.22 16:00 | modify | 29 | 0.10 | 156.499 | 157.899 | 154.999 | ||
| 93 | 2023.06.23 08:00 | sell | 30 | 0.10 | 155.294 | 0.000 | 0.000 | ||
| 94 | 2023.06.23 08:00 | modify | 30 | 0.10 | 155.294 | 155.824 | 154.999 | ||
| 95 | 2023.06.23 08:00 | modify | 29 | 0.10 | 156.499 | 155.824 | 154.999 | ||
| 96 | 2023.06.23 12:00 | s/l | 29 | 0.10 | 155.824 | 155.824 | 154.999 | 46.54 | 10554.57 |
| 97 | 2023.06.23 12:00 | s/l | 30 | 0.10 | 155.824 | 155.824 | 154.999 | -36.98 | 10517.59 |
| 98 | 2023.06.27 16:00 | sell | 31 | 0.10 | 157.828 | 0.000 | 0.000 | ||
| 99 | 2023.06.27 16:00 | modify | 31 | 0.10 | 157.828 | 159.228 | 156.328 | ||
| 100 | 2023.07.06 08:00 | t/p | 31 | 0.10 | 156.328 | 159.228 | 156.328 | 98.50 | 10616.09 |
| 101 | 2023.07.11 08:00 | buy | 32 | 0.10 | 154.720 | 0.000 | 0.000 | ||
| 102 | 2023.07.11 08:00 | modify | 32 | 0.10 | 154.720 | 153.320 | 156.220 | ||
| 103 | 2023.07.14 16:00 | buy | 33 | 0.10 | 155.923 | 0.000 | 0.000 | ||
| 104 | 2023.07.14 16:00 | modify | 33 | 0.10 | 155.923 | 155.395 | 156.220 | ||
| 105 | 2023.07.14 16:00 | modify | 32 | 0.10 | 154.720 | 155.395 | 156.220 | ||
| 106 | 2023.07.17 04:00 | s/l | 32 | 0.10 | 155.395 | 155.395 | 156.220 | 48.87 | 10664.96 |
| 107 | 2023.07.17 04:00 | s/l | 33 | 0.10 | 155.395 | 155.395 | 156.220 | -36.55 | 10628.41 |
| 108 | 2023.07.25 16:00 | buy | 34 | 0.10 | 155.725 | 0.000 | 0.000 | ||
| 109 | 2023.07.25 16:00 | modify | 34 | 0.10 | 155.725 | 154.325 | 157.225 | ||
| 110 | 2023.07.27 20:00 | s/l | 34 | 0.10 | 154.325 | 154.325 | 157.225 | -96.52 | 10531.89 |