Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=45; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 747.05 | Gross profit | 1565.63 | Gross loss | -818.58 |
| Profit factor | 1.91 | Expected payoff | 18.68 | ||
| Absolute drawdown | 145.22 | Maximal drawdown | 348.40 (3.27%) | Relative drawdown | 3.27% (348.40) |
| Total trades | 40 | Short positions (won %) | 24 (37.50%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 18 (45.00%) | Loss trades (% of total) | 22 (55.00%) | ||
| Largest | profit trade | 115.54 | loss trade | -43.63 | |
| Average | profit trade | 86.98 | loss trade | -37.21 | |
| Maximum | consecutive wins (profit in money) | 5 (429.01) | consecutive losses (loss in money) | 8 (-297.27) | |
| Maximal | consecutive profit (count of wins) | 429.01 (5) | consecutive loss (count of losses) | -297.27 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.01 16:00 | sell | 1 | 0.10 | 139.927 | 0.000 | 0.000 | ||
| 2 | 2022.09.01 16:00 | modify | 1 | 0.10 | 139.927 | 140.427 | 138.427 | ||
| 3 | 2022.09.02 08:00 | s/l | 1 | 0.10 | 140.427 | 140.427 | 138.427 | -37.02 | 9962.98 |
| 4 | 2022.10.12 16:00 | sell | 2 | 0.10 | 146.874 | 0.000 | 0.000 | ||
| 5 | 2022.10.12 16:00 | modify | 2 | 0.10 | 146.874 | 147.374 | 145.374 | ||
| 6 | 2022.10.13 16:00 | s/l | 2 | 0.10 | 147.374 | 147.374 | 145.374 | -38.09 | 9924.89 |
| 7 | 2022.10.13 16:00 | sell | 3 | 0.10 | 147.157 | 0.000 | 0.000 | ||
| 8 | 2022.10.13 16:00 | modify | 3 | 0.10 | 147.157 | 147.657 | 145.657 | ||
| 9 | 2022.10.14 12:00 | s/l | 3 | 0.10 | 147.657 | 147.657 | 145.657 | -35.19 | 9889.69 |
| 10 | 2022.10.14 16:00 | sell | 4 | 0.10 | 148.459 | 0.000 | 0.000 | ||
| 11 | 2022.10.14 16:00 | modify | 4 | 0.10 | 148.459 | 148.959 | 146.959 | ||
| 12 | 2022.10.17 20:00 | s/l | 4 | 0.10 | 148.959 | 148.959 | 146.959 | -34.91 | 9854.78 |
| 13 | 2022.10.21 12:00 | sell | 5 | 0.10 | 151.516 | 0.000 | 0.000 | ||
| 14 | 2022.10.21 12:00 | modify | 5 | 0.10 | 151.516 | 152.016 | 150.016 | ||
| 15 | 2022.10.21 16:00 | t/p | 5 | 0.10 | 150.016 | 152.016 | 150.016 | 102.50 | 9957.28 |
| 16 | 2022.10.21 16:00 | buy | 6 | 0.10 | 146.342 | 0.000 | 0.000 | ||
| 17 | 2022.10.21 16:00 | modify | 6 | 0.10 | 146.342 | 145.842 | 147.842 | ||
| 18 | 2022.10.21 20:00 | t/p | 6 | 0.10 | 147.842 | 145.842 | 147.842 | 101.59 | 10058.87 |
| 19 | 2022.10.31 12:00 | sell | 7 | 0.10 | 148.678 | 0.000 | 0.000 | ||
| 20 | 2022.10.31 12:00 | modify | 7 | 0.10 | 148.678 | 149.178 | 147.178 | ||
| 21 | 2022.11.01 12:00 | t/p | 7 | 0.10 | 147.178 | 149.178 | 147.178 | 100.50 | 10159.37 |
| 22 | 2022.11.08 16:00 | buy | 8 | 0.10 | 145.530 | 0.000 | 0.000 | ||
| 23 | 2022.11.08 16:00 | modify | 8 | 0.10 | 145.530 | 145.030 | 147.030 | ||
| 24 | 2022.11.10 16:00 | s/l | 8 | 0.10 | 145.030 | 145.030 | 147.030 | -30.96 | 10128.41 |
| 25 | 2022.11.10 16:00 | buy | 9 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 26 | 2022.11.10 16:00 | modify | 9 | 0.10 | 141.606 | 141.106 | 143.106 | ||
| 27 | 2022.11.11 00:00 | s/l | 9 | 0.10 | 141.106 | 141.106 | 143.106 | -34.19 | 10094.22 |
| 28 | 2022.11.21 12:00 | sell | 10 | 0.10 | 141.870 | 0.000 | 0.000 | ||
| 29 | 2022.11.21 12:00 | modify | 10 | 0.10 | 141.870 | 142.370 | 140.370 | ||
| 30 | 2022.11.22 12:00 | sell | 11 | 0.10 | 141.173 | 0.000 | 0.000 | ||
| 31 | 2022.11.22 12:00 | modify | 11 | 0.10 | 141.173 | 141.795 | 140.370 | ||
| 32 | 2022.11.22 12:00 | modify | 10 | 0.10 | 141.870 | 141.795 | 140.370 | ||
| 33 | 2022.11.23 16:00 | t/p | 10 | 0.10 | 140.370 | 141.795 | 140.370 | 104.58 | 10198.80 |
| 34 | 2022.11.23 16:00 | t/p | 11 | 0.10 | 140.370 | 141.795 | 140.370 | 56.09 | 10254.89 |
| 35 | 2022.11.23 16:00 | buy | 12 | 0.10 | 139.763 | 0.000 | 0.000 | ||
| 36 | 2022.11.23 16:00 | modify | 12 | 0.10 | 139.763 | 139.263 | 141.263 | ||
| 37 | 2022.11.23 20:00 | s/l | 12 | 0.10 | 139.263 | 139.263 | 141.263 | -35.87 | 10219.02 |
| 38 | 2022.12.13 16:00 | buy | 13 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 39 | 2022.12.13 16:00 | modify | 13 | 0.10 | 135.221 | 134.721 | 136.721 | ||
| 40 | 2022.12.14 12:00 | s/l | 13 | 0.10 | 134.721 | 134.721 | 136.721 | -35.96 | 10183.06 |
| 41 | 2022.12.14 12:00 | buy | 14 | 0.10 | 134.975 | 0.000 | 0.000 | ||
| 42 | 2022.12.14 12:00 | modify | 14 | 0.10 | 134.975 | 134.475 | 136.475 | ||
| 43 | 2022.12.15 08:00 | buy | 15 | 0.10 | 135.892 | 0.000 | 0.000 | ||
| 44 | 2022.12.15 08:00 | modify | 15 | 0.10 | 135.892 | 135.650 | 136.475 | ||
| 45 | 2022.12.15 08:00 | modify | 14 | 0.10 | 134.975 | 135.650 | 136.475 | ||
| 46 | 2022.12.15 12:00 | t/p | 14 | 0.10 | 136.475 | 135.650 | 136.475 | 113.15 | 10296.20 |
| 47 | 2022.12.15 12:00 | t/p | 15 | 0.10 | 136.475 | 135.650 | 136.475 | 42.71 | 10338.91 |
| 48 | 2023.02.02 16:00 | buy | 16 | 0.10 | 128.447 | 0.000 | 0.000 | ||
| 49 | 2023.02.02 16:00 | modify | 16 | 0.10 | 128.447 | 127.947 | 129.947 | ||
| 50 | 2023.02.03 16:00 | t/p | 16 | 0.10 | 129.947 | 127.947 | 129.947 | 115.54 | 10454.45 |
| 51 | 2023.02.03 16:00 | sell | 17 | 0.10 | 131.069 | 0.000 | 0.000 | ||
| 52 | 2023.02.03 16:00 | modify | 17 | 0.10 | 131.069 | 131.569 | 129.569 | ||
| 53 | 2023.02.05 20:00 | s/l | 17 | 0.10 | 131.569 | 131.569 | 129.569 | -37.73 | 10416.72 |
| 54 | 2023.02.06 16:00 | sell | 18 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 55 | 2023.02.06 16:00 | modify | 18 | 0.10 | 132.845 | 133.345 | 131.345 | ||
| 56 | 2023.02.07 08:00 | sell | 19 | 0.10 | 132.164 | 0.000 | 0.000 | ||
| 57 | 2023.02.07 08:00 | modify | 19 | 0.10 | 132.164 | 132.770 | 131.345 | ||
| 58 | 2023.02.07 08:00 | modify | 18 | 0.10 | 132.845 | 132.770 | 131.345 | ||
| 59 | 2023.02.07 16:00 | t/p | 18 | 0.10 | 131.345 | 132.770 | 131.345 | 112.90 | 10529.62 |
| 60 | 2023.02.07 16:00 | t/p | 19 | 0.10 | 131.345 | 132.770 | 131.345 | 62.39 | 10592.01 |
| 61 | 2023.02.15 16:00 | sell | 20 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 62 | 2023.02.15 16:00 | modify | 20 | 0.10 | 134.272 | 134.772 | 132.772 | ||
| 63 | 2023.02.17 08:00 | s/l | 20 | 0.10 | 134.772 | 134.772 | 132.772 | -42.57 | 10549.44 |
| 64 | 2023.02.21 16:00 | sell | 21 | 0.10 | 134.734 | 0.000 | 0.000 | ||
| 65 | 2023.02.21 16:00 | modify | 21 | 0.10 | 134.734 | 135.234 | 133.234 | ||
| 66 | 2023.02.23 16:00 | s/l | 21 | 0.10 | 135.234 | 135.234 | 133.234 | -42.56 | 10506.87 |
| 67 | 2023.02.24 12:00 | sell | 22 | 0.10 | 135.400 | 0.000 | 0.000 | ||
| 68 | 2023.02.24 12:00 | modify | 22 | 0.10 | 135.400 | 135.900 | 133.900 | ||
| 69 | 2023.02.24 16:00 | s/l | 22 | 0.10 | 135.900 | 135.900 | 133.900 | -36.65 | 10470.22 |
| 70 | 2023.03.10 16:00 | buy | 23 | 0.10 | 134.329 | 0.000 | 0.000 | ||
| 71 | 2023.03.10 16:00 | modify | 23 | 0.10 | 134.329 | 133.829 | 135.829 | ||
| 72 | 2023.03.13 00:00 | s/l | 23 | 0.10 | 133.829 | 133.829 | 135.829 | -35.96 | 10434.26 |
| 73 | 2023.05.01 16:00 | sell | 24 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 74 | 2023.05.01 16:00 | modify | 24 | 0.10 | 137.354 | 137.854 | 135.854 | ||
| 75 | 2023.05.03 08:00 | t/p | 24 | 0.10 | 135.854 | 137.854 | 135.854 | 107.68 | 10541.94 |
| 76 | 2023.05.04 16:00 | buy | 25 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 77 | 2023.05.04 16:00 | modify | 25 | 0.10 | 133.794 | 133.294 | 135.294 | ||
| 78 | 2023.05.08 00:00 | t/p | 25 | 0.10 | 135.294 | 133.294 | 135.294 | 113.13 | 10655.07 |
| 79 | 2023.05.12 16:00 | sell | 26 | 0.10 | 135.628 | 0.000 | 0.000 | ||
| 80 | 2023.05.12 16:00 | modify | 26 | 0.10 | 135.628 | 136.128 | 134.128 | ||
| 81 | 2023.05.15 04:00 | s/l | 26 | 0.10 | 136.128 | 136.128 | 134.128 | -38.09 | 10616.98 |
| 82 | 2023.05.16 16:00 | sell | 27 | 0.10 | 136.616 | 0.000 | 0.000 | ||
| 83 | 2023.05.16 16:00 | modify | 27 | 0.10 | 136.616 | 137.116 | 135.116 | ||
| 84 | 2023.05.17 12:00 | s/l | 27 | 0.10 | 137.116 | 137.116 | 135.116 | -37.86 | 10579.12 |
| 85 | 2023.05.17 16:00 | sell | 28 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 86 | 2023.05.17 16:00 | modify | 28 | 0.10 | 137.515 | 138.015 | 136.015 | ||
| 87 | 2023.05.18 16:00 | s/l | 28 | 0.10 | 138.015 | 138.015 | 136.015 | -40.22 | 10538.90 |
| 88 | 2023.05.18 16:00 | sell | 29 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 89 | 2023.05.18 16:00 | modify | 29 | 0.10 | 138.498 | 138.998 | 136.998 | ||
| 90 | 2023.05.24 16:00 | s/l | 29 | 0.10 | 138.998 | 138.998 | 136.998 | -41.42 | 10497.47 |
| 91 | 2023.06.22 16:00 | sell | 30 | 0.10 | 142.887 | 0.000 | 0.000 | ||
| 92 | 2023.06.22 16:00 | modify | 30 | 0.10 | 142.887 | 143.387 | 141.387 | ||
| 93 | 2023.06.23 08:00 | s/l | 30 | 0.10 | 143.387 | 143.387 | 141.387 | -36.36 | 10461.11 |
| 94 | 2023.06.23 16:00 | sell | 31 | 0.10 | 143.783 | 0.000 | 0.000 | ||
| 95 | 2023.06.23 16:00 | modify | 31 | 0.10 | 143.783 | 144.283 | 142.283 | ||
| 96 | 2023.06.28 12:00 | s/l | 31 | 0.10 | 144.283 | 144.283 | 142.283 | -38.79 | 10422.32 |
| 97 | 2023.07.12 16:00 | buy | 32 | 0.10 | 138.244 | 0.000 | 0.000 | ||
| 98 | 2023.07.12 16:00 | modify | 32 | 0.10 | 138.244 | 137.744 | 139.744 | ||
| 99 | 2023.07.14 04:00 | s/l | 32 | 0.10 | 137.744 | 137.744 | 139.744 | -32.03 | 10390.29 |
| 100 | 2023.07.26 12:00 | buy | 33 | 0.10 | 140.405 | 0.000 | 0.000 | ||
| 101 | 2023.07.26 12:00 | modify | 33 | 0.10 | 140.405 | 139.905 | 141.905 | ||
| 102 | 2023.07.27 04:00 | s/l | 33 | 0.10 | 139.905 | 139.905 | 141.905 | -32.49 | 10357.80 |
| 103 | 2023.08.01 16:00 | sell | 34 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 104 | 2023.08.01 16:00 | modify | 34 | 0.10 | 143.339 | 143.839 | 141.839 | ||
| 105 | 2023.08.02 08:00 | sell | 35 | 0.10 | 142.639 | 0.000 | 0.000 | ||
| 106 | 2023.08.02 08:00 | modify | 35 | 0.10 | 142.639 | 143.264 | 141.839 | ||
| 107 | 2023.08.02 08:00 | modify | 34 | 0.10 | 143.339 | 143.264 | 141.839 | ||
| 108 | 2023.08.02 16:00 | s/l | 34 | 0.10 | 143.264 | 143.264 | 141.839 | 3.87 | 10361.67 |
| 109 | 2023.08.02 16:00 | s/l | 35 | 0.10 | 143.264 | 143.264 | 141.839 | -43.63 | 10318.04 |
| 110 | 2023.08.04 16:00 | buy | 36 | 0.10 | 141.827 | 0.000 | 0.000 | ||
| 111 | 2023.08.04 16:00 | modify | 36 | 0.10 | 141.827 | 141.327 | 143.327 | ||
| 112 | 2023.08.07 20:00 | buy | 37 | 0.10 | 142.507 | 0.000 | 0.000 | ||
| 113 | 2023.08.07 20:00 | modify | 37 | 0.10 | 142.507 | 141.902 | 143.327 | ||
| 114 | 2023.08.07 20:00 | modify | 36 | 0.10 | 141.827 | 141.902 | 143.327 | ||
| 115 | 2023.08.08 04:00 | t/p | 36 | 0.10 | 143.327 | 141.902 | 143.327 | 106.83 | 10424.86 |
| 116 | 2023.08.08 04:00 | t/p | 37 | 0.10 | 143.327 | 141.902 | 143.327 | 58.30 | 10483.16 |
| 117 | 2023.08.21 16:00 | sell | 38 | 0.10 | 146.262 | 0.000 | 0.000 | ||
| 118 | 2023.08.21 16:00 | modify | 38 | 0.10 | 146.262 | 146.762 | 144.762 | ||
| 119 | 2023.08.23 16:00 | t/p | 38 | 0.10 | 144.762 | 146.762 | 144.762 | 100.94 | 10584.10 |
| 120 | 2023.08.23 16:00 | buy | 39 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 121 | 2023.08.23 16:00 | modify | 39 | 0.10 | 144.655 | 144.155 | 146.155 | ||
| 122 | 2023.08.24 08:00 | buy | 40 | 0.10 | 145.354 | 0.000 | 0.000 | ||
| 123 | 2023.08.24 08:00 | modify | 40 | 0.10 | 145.354 | 144.730 | 146.155 | ||
| 124 | 2023.08.24 08:00 | modify | 39 | 0.10 | 144.655 | 144.730 | 146.155 | ||
| 125 | 2023.08.25 04:00 | t/p | 39 | 0.10 | 146.155 | 144.730 | 146.155 | 107.02 | 10691.13 |
| 126 | 2023.08.25 04:00 | t/p | 40 | 0.10 | 146.155 | 144.730 | 146.155 | 55.92 | 10747.05 |