Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 322.01 | Gross profit | 793.42 | Gross loss | -471.42 |
| Profit factor | 1.68 | Expected payoff | 12.38 | ||
| Absolute drawdown | 27.45 | Maximal drawdown | 165.79 (1.63%) | Relative drawdown | 1.63% (165.79) |
| Total trades | 26 | Short positions (won %) | 16 (31.25%) | Long positions (won %) | 10 (40.00%) |
| Profit trades (% of total) | 9 (34.62%) | Loss trades (% of total) | 17 (65.38%) | ||
| Largest | profit trade | 97.84 | loss trade | -35.02 | |
| Average | profit trade | 88.16 | loss trade | -27.73 | |
| Maximum | consecutive wins (profit in money) | 2 (189.46) | consecutive losses (loss in money) | 6 (-163.10) | |
| Maximal | consecutive profit (count of wins) | 189.46 (2) | consecutive loss (count of losses) | -163.10 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.30 04:00 | sell | 1 | 0.10 | 141.835 | 0.000 | 0.000 | ||
| 2 | 2022.09.30 04:00 | modify | 1 | 0.10 | 141.835 | 142.235 | 140.435 | ||
| 3 | 2022.09.30 12:00 | sell | 2 | 0.10 | 140.967 | 0.000 | 0.000 | ||
| 4 | 2022.09.30 12:00 | modify | 2 | 0.10 | 140.967 | 141.485 | 140.435 | ||
| 5 | 2022.09.30 12:00 | sell | 3 | 0.10 | 140.967 | 0.000 | 0.000 | ||
| 6 | 2022.09.30 12:00 | modify | 3 | 0.10 | 140.967 | 141.345 | 140.435 | ||
| 7 | 2022.09.30 12:00 | modify | 1 | 0.10 | 141.835 | 141.345 | 140.435 | ||
| 8 | 2022.09.30 16:00 | s/l | 1 | 0.10 | 141.345 | 141.345 | 140.435 | 33.13 | 10033.13 |
| 9 | 2022.09.30 16:00 | s/l | 2 | 0.10 | 141.485 | 141.485 | 140.435 | -35.02 | 9998.11 |
| 10 | 2022.09.30 16:00 | s/l | 3 | 0.10 | 141.345 | 141.345 | 140.435 | -25.56 | 9972.55 |
| 11 | 2022.10.04 20:00 | sell | 4 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 12 | 2022.10.04 20:00 | modify | 4 | 0.10 | 143.909 | 144.309 | 142.509 | ||
| 13 | 2022.10.05 16:00 | t/p | 4 | 0.10 | 142.509 | 144.309 | 142.509 | 94.13 | 10066.68 |
| 14 | 2022.10.14 08:00 | sell | 5 | 0.10 | 144.057 | 0.000 | 0.000 | ||
| 15 | 2022.10.14 08:00 | modify | 5 | 0.10 | 144.057 | 144.457 | 142.657 | ||
| 16 | 2022.10.14 16:00 | s/l | 5 | 0.10 | 144.457 | 144.457 | 142.657 | -27.05 | 10039.63 |
| 17 | 2022.10.18 04:00 | sell | 6 | 0.10 | 146.526 | 0.000 | 0.000 | ||
| 18 | 2022.10.18 04:00 | modify | 6 | 0.10 | 146.526 | 146.926 | 145.126 | ||
| 19 | 2022.10.18 08:00 | s/l | 6 | 0.10 | 146.926 | 146.926 | 145.126 | -27.05 | 10012.58 |
| 20 | 2022.11.10 20:00 | buy | 7 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 21 | 2022.11.10 20:00 | modify | 7 | 0.10 | 144.409 | 144.009 | 145.809 | ||
| 22 | 2022.11.11 00:00 | s/l | 7 | 0.10 | 144.009 | 144.009 | 145.809 | -26.79 | 9985.80 |
| 23 | 2022.11.11 16:00 | buy | 8 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 24 | 2022.11.11 16:00 | modify | 8 | 0.10 | 143.620 | 143.220 | 145.020 | ||
| 25 | 2022.11.14 16:00 | t/p | 8 | 0.10 | 145.020 | 143.220 | 145.020 | 95.01 | 10080.81 |
| 26 | 2022.11.24 16:00 | buy | 9 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 27 | 2022.11.24 16:00 | modify | 9 | 0.10 | 144.049 | 143.649 | 145.449 | ||
| 28 | 2022.11.28 04:00 | s/l | 9 | 0.10 | 143.649 | 143.649 | 145.449 | -26.49 | 10054.32 |
| 29 | 2022.12.15 20:00 | sell | 10 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 30 | 2022.12.15 20:00 | modify | 10 | 0.10 | 146.450 | 146.850 | 145.050 | ||
| 31 | 2022.12.16 16:00 | t/p | 10 | 0.10 | 145.050 | 146.850 | 145.050 | 94.13 | 10148.45 |
| 32 | 2022.12.20 12:00 | buy | 11 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 33 | 2022.12.20 12:00 | modify | 11 | 0.10 | 140.997 | 140.597 | 142.397 | ||
| 34 | 2022.12.20 16:00 | s/l | 11 | 0.10 | 140.597 | 140.597 | 142.397 | -27.07 | 10121.38 |
| 35 | 2023.01.23 12:00 | sell | 12 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 36 | 2023.01.23 12:00 | modify | 12 | 0.10 | 141.802 | 142.202 | 140.402 | ||
| 37 | 2023.01.24 16:00 | s/l | 12 | 0.10 | 142.202 | 142.202 | 140.402 | -27.59 | 10093.79 |
| 38 | 2023.02.26 20:00 | sell | 13 | 0.10 | 143.914 | 0.000 | 0.000 | ||
| 39 | 2023.02.26 20:00 | modify | 13 | 0.10 | 143.914 | 144.314 | 142.514 | ||
| 40 | 2023.02.27 16:00 | s/l | 13 | 0.10 | 144.314 | 144.314 | 142.514 | -27.59 | 10066.20 |
| 41 | 2023.04.28 12:00 | sell | 14 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 42 | 2023.04.28 12:00 | modify | 14 | 0.10 | 149.284 | 149.684 | 147.884 | ||
| 43 | 2023.04.28 16:00 | s/l | 14 | 0.10 | 149.684 | 149.684 | 147.884 | -27.05 | 10039.15 |
| 44 | 2023.04.28 20:00 | sell | 15 | 0.10 | 150.035 | 0.000 | 0.000 | ||
| 45 | 2023.04.28 20:00 | modify | 15 | 0.10 | 150.035 | 150.435 | 148.635 | ||
| 46 | 2023.05.01 04:00 | s/l | 15 | 0.10 | 150.435 | 150.435 | 148.635 | -27.59 | 10011.57 |
| 47 | 2023.05.10 20:00 | buy | 16 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 48 | 2023.05.10 20:00 | modify | 16 | 0.10 | 147.573 | 147.173 | 148.973 | ||
| 49 | 2023.05.11 04:00 | s/l | 16 | 0.10 | 147.173 | 147.173 | 148.973 | -26.22 | 9985.35 |
| 50 | 2023.05.11 16:00 | buy | 17 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 51 | 2023.05.11 16:00 | modify | 17 | 0.10 | 146.801 | 146.401 | 148.201 | ||
| 52 | 2023.05.16 16:00 | t/p | 17 | 0.10 | 148.201 | 146.401 | 148.201 | 95.58 | 10080.93 |
| 53 | 2023.05.31 12:00 | buy | 18 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 54 | 2023.05.31 12:00 | modify | 18 | 0.10 | 149.218 | 148.818 | 150.618 | ||
| 55 | 2023.05.31 20:00 | s/l | 18 | 0.10 | 148.818 | 148.818 | 150.618 | -27.06 | 10053.87 |
| 56 | 2023.05.31 20:00 | buy | 19 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 57 | 2023.05.31 20:00 | modify | 19 | 0.10 | 148.939 | 148.539 | 150.339 | ||
| 58 | 2023.06.09 08:00 | t/p | 19 | 0.10 | 150.339 | 148.539 | 150.339 | 97.84 | 10151.71 |
| 59 | 2023.06.15 12:00 | sell | 20 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 60 | 2023.06.15 12:00 | modify | 20 | 0.10 | 152.799 | 153.199 | 151.399 | ||
| 61 | 2023.06.15 16:00 | s/l | 20 | 0.10 | 153.199 | 153.199 | 151.399 | -27.05 | 10124.66 |
| 62 | 2023.06.15 20:00 | sell | 21 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 63 | 2023.06.15 20:00 | modify | 21 | 0.10 | 153.552 | 153.952 | 152.152 | ||
| 64 | 2023.06.16 04:00 | s/l | 21 | 0.10 | 153.952 | 153.952 | 152.152 | -27.59 | 10097.07 |
| 65 | 2023.07.12 16:00 | buy | 22 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 66 | 2023.07.12 16:00 | modify | 22 | 0.10 | 153.751 | 153.351 | 155.151 | ||
| 67 | 2023.07.14 08:00 | t/p | 22 | 0.10 | 155.151 | 153.351 | 155.151 | 95.86 | 10192.94 |
| 68 | 2023.07.21 16:00 | sell | 23 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 69 | 2023.07.21 16:00 | modify | 23 | 0.10 | 157.613 | 158.013 | 156.213 | ||
| 70 | 2023.07.25 12:00 | t/p | 23 | 0.10 | 156.213 | 158.013 | 156.213 | 93.60 | 10286.53 |
| 71 | 2023.07.25 20:00 | buy | 24 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 72 | 2023.07.25 20:00 | modify | 24 | 0.10 | 155.823 | 155.423 | 157.223 | ||
| 73 | 2023.07.26 12:00 | s/l | 24 | 0.10 | 155.423 | 155.423 | 157.223 | -26.78 | 10259.76 |
| 74 | 2023.08.10 20:00 | sell | 25 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 75 | 2023.08.10 20:00 | modify | 25 | 0.10 | 158.975 | 159.375 | 157.575 | ||
| 76 | 2023.08.21 16:00 | s/l | 25 | 0.10 | 159.375 | 159.375 | 157.575 | -31.88 | 10227.87 |
| 77 | 2023.08.22 04:00 | sell | 26 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 78 | 2023.08.22 04:00 | modify | 26 | 0.10 | 159.370 | 159.770 | 157.970 | ||
| 79 | 2023.08.23 04:00 | t/p | 26 | 0.10 | 157.970 | 159.770 | 157.970 | 94.13 | 10322.01 |