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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 737.37 | Gross profit | 978.00 | Gross loss | -240.63 |
| Profit factor | 4.06 | Expected payoff | 38.81 | ||
| Absolute drawdown | 33.81 | Maximal drawdown | 106.22 (1.03%) | Relative drawdown | 1.03% (106.22) |
| Total trades | 19 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
| Largest | profit trade | 102.06 | loss trade | -35.85 | |
| Average | profit trade | 81.50 | loss trade | -34.38 | |
| Maximum | consecutive wins (profit in money) | 4 (303.46) | consecutive losses (loss in money) | 2 (-69.25) | |
| Maximal | consecutive profit (count of wins) | 303.46 (4) | consecutive loss (count of losses) | -69.25 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.07 08:00 | sell | 1 | 0.10 | 142.799 | 0.000 | 0.000 | ||
| 2 | 2022.09.07 08:00 | modify | 1 | 0.10 | 142.799 | 143.299 | 141.299 | ||
| 3 | 2022.09.07 12:00 | s/l | 1 | 0.10 | 143.299 | 143.299 | 141.299 | -33.81 | 9966.19 |
| 4 | 2022.10.21 16:00 | buy | 2 | 0.10 | 144.206 | 0.000 | 0.000 | ||
| 5 | 2022.10.21 16:00 | modify | 2 | 0.10 | 144.206 | 143.706 | 145.706 | ||
| 6 | 2022.10.21 20:00 | t/p | 2 | 0.10 | 145.706 | 143.706 | 145.706 | 101.50 | 10067.69 |
| 7 | 2022.11.10 16:00 | buy | 3 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 8 | 2022.11.10 16:00 | modify | 3 | 0.10 | 144.165 | 143.665 | 145.665 | ||
| 9 | 2022.11.11 00:00 | s/l | 3 | 0.10 | 143.665 | 143.665 | 145.665 | -33.55 | 10034.14 |
| 10 | 2022.11.11 12:00 | buy | 4 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 11 | 2022.11.11 12:00 | modify | 4 | 0.10 | 143.577 | 143.077 | 145.077 | ||
| 12 | 2022.11.14 16:00 | t/p | 4 | 0.10 | 145.077 | 143.077 | 145.077 | 101.78 | 10135.93 |
| 13 | 2022.12.15 16:00 | sell | 5 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 14 | 2022.12.15 16:00 | modify | 5 | 0.10 | 146.528 | 147.028 | 145.028 | ||
| 15 | 2022.12.16 16:00 | t/p | 5 | 0.10 | 145.028 | 147.028 | 145.028 | 100.89 | 10236.82 |
| 16 | 2022.12.20 04:00 | buy | 6 | 0.10 | 141.590 | 0.000 | 0.000 | ||
| 17 | 2022.12.20 04:00 | modify | 6 | 0.10 | 141.590 | 141.090 | 143.090 | ||
| 18 | 2022.12.20 08:00 | s/l | 6 | 0.10 | 141.090 | 141.090 | 143.090 | -33.83 | 10202.99 |
| 19 | 2023.01.03 12:00 | buy | 7 | 0.10 | 137.820 | 0.000 | 0.000 | ||
| 20 | 2023.01.03 12:00 | modify | 7 | 0.10 | 137.820 | 137.320 | 139.320 | ||
| 21 | 2023.01.04 16:00 | t/p | 7 | 0.10 | 139.320 | 137.320 | 139.320 | 101.77 | 10304.76 |
| 22 | 2023.01.04 20:00 | sell | 8 | 0.10 | 140.635 | 0.000 | 0.000 | ||
| 23 | 2023.01.04 20:00 | modify | 8 | 0.10 | 140.635 | 141.135 | 139.135 | ||
| 24 | 2023.01.05 16:00 | s/l | 8 | 0.10 | 141.135 | 141.135 | 139.135 | -35.42 | 10269.34 |
| 25 | 2023.01.13 08:00 | buy | 9 | 0.10 | 139.302 | 0.000 | 0.000 | ||
| 26 | 2023.01.13 08:00 | modify | 9 | 0.10 | 139.302 | 138.802 | 140.802 | ||
| 27 | 2023.01.13 16:00 | s/l | 9 | 0.10 | 138.802 | 138.802 | 140.802 | -33.83 | 10235.51 |
| 28 | 2023.01.13 16:00 | buy | 10 | 0.10 | 138.108 | 0.000 | 0.000 | ||
| 29 | 2023.01.13 16:00 | modify | 10 | 0.10 | 138.108 | 137.608 | 139.608 | ||
| 30 | 2023.01.16 16:00 | buy | 11 | 0.10 | 139.167 | 0.000 | 0.000 | ||
| 31 | 2023.01.16 16:00 | modify | 11 | 0.10 | 139.167 | 138.633 | 139.608 | ||
| 32 | 2023.01.16 16:00 | modify | 10 | 0.10 | 138.108 | 138.633 | 139.608 | ||
| 33 | 2023.01.17 16:00 | s/l | 10 | 0.10 | 138.633 | 138.633 | 139.608 | 36.09 | 10271.60 |
| 34 | 2023.01.17 16:00 | s/l | 11 | 0.10 | 138.633 | 138.633 | 139.608 | -35.85 | 10235.75 |
| 35 | 2023.01.18 04:00 | sell | 12 | 0.10 | 141.277 | 0.000 | 0.000 | ||
| 36 | 2023.01.18 04:00 | modify | 12 | 0.10 | 141.277 | 141.777 | 139.777 | ||
| 37 | 2023.01.18 12:00 | t/p | 12 | 0.10 | 139.777 | 141.777 | 139.777 | 101.43 | 10337.18 |
| 38 | 2023.03.24 12:00 | buy | 13 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 39 | 2023.03.24 12:00 | modify | 13 | 0.10 | 139.632 | 139.132 | 141.132 | ||
| 40 | 2023.03.24 20:00 | buy | 14 | 0.10 | 140.703 | 0.000 | 0.000 | ||
| 41 | 2023.03.24 20:00 | modify | 14 | 0.10 | 140.703 | 140.157 | 141.132 | ||
| 42 | 2023.03.24 20:00 | modify | 13 | 0.10 | 139.632 | 140.157 | 141.132 | ||
| 43 | 2023.03.27 08:00 | t/p | 13 | 0.10 | 141.132 | 140.157 | 141.132 | 101.77 | 10438.95 |
| 44 | 2023.03.27 08:00 | t/p | 14 | 0.10 | 141.132 | 140.157 | 141.132 | 29.30 | 10468.26 |
| 45 | 2023.04.28 16:00 | sell | 15 | 0.10 | 150.042 | 0.000 | 0.000 | ||
| 46 | 2023.04.28 16:00 | modify | 15 | 0.10 | 150.042 | 150.542 | 148.542 | ||
| 47 | 2023.05.01 04:00 | s/l | 15 | 0.10 | 150.542 | 150.542 | 148.542 | -34.35 | 10433.91 |
| 48 | 2023.05.04 16:00 | buy | 16 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 49 | 2023.05.04 16:00 | modify | 16 | 0.10 | 147.290 | 146.790 | 148.790 | ||
| 50 | 2023.05.05 04:00 | buy | 17 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 51 | 2023.05.05 04:00 | modify | 17 | 0.10 | 148.058 | 147.440 | 148.790 | ||
| 52 | 2023.05.05 04:00 | buy | 18 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 53 | 2023.05.05 04:00 | modify | 18 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 54 | 2023.05.05 04:00 | modify | 16 | 0.10 | 147.290 | 147.665 | 148.790 | ||
| 55 | 2023.05.05 08:00 | modify | 17 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 56 | 2023.05.08 00:00 | t/p | 16 | 0.10 | 148.790 | 147.665 | 148.790 | 102.06 | 10535.97 |
| 57 | 2023.05.08 00:00 | t/p | 17 | 0.10 | 148.790 | 147.665 | 148.790 | 49.81 | 10585.78 |
| 58 | 2023.05.08 00:00 | t/p | 18 | 0.10 | 148.790 | 147.665 | 148.790 | 49.81 | 10635.59 |
| 59 | 2023.07.27 20:00 | buy | 19 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 60 | 2023.07.27 20:00 | modify | 19 | 0.10 | 152.538 | 152.038 | 154.038 | ||
| 61 | 2023.07.28 04:00 | t/p | 19 | 0.10 | 154.038 | 152.038 | 154.038 | 101.77 | 10737.37 |