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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 224.35 | Gross profit | 708.61 | Gross loss | -484.26 |
| Profit factor | 1.46 | Expected payoff | 9.75 | ||
| Absolute drawdown | 135.56 | Maximal drawdown | 193.99 (1.90%) | Relative drawdown | 1.90% (193.99) |
| Total trades | 23 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 7 (30.43%) | Loss trades (% of total) | 16 (69.57%) | ||
| Largest | profit trade | 118.66 | loss trade | -35.18 | |
| Average | profit trade | 101.23 | loss trade | -30.27 | |
| Maximum | consecutive wins (profit in money) | 2 (231.55) | consecutive losses (loss in money) | 5 (-149.44) | |
| Maximal | consecutive profit (count of wins) | 231.55 (2) | consecutive loss (count of losses) | -149.44 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.02 12:00 | sell | 1 | 0.10 | 140.433 | 0.000 | 0.000 | ||
| 2 | 2022.09.02 12:00 | modify | 1 | 0.10 | 140.433 | 140.833 | 138.933 | ||
| 3 | 2022.09.06 08:00 | s/l | 1 | 0.10 | 140.833 | 140.833 | 138.933 | -31.00 | 9969.00 |
| 4 | 2022.10.12 12:00 | sell | 2 | 0.10 | 146.599 | 0.000 | 0.000 | ||
| 5 | 2022.10.12 12:00 | modify | 2 | 0.10 | 146.599 | 146.999 | 145.099 | ||
| 6 | 2022.10.13 16:00 | s/l | 2 | 0.10 | 146.999 | 146.999 | 145.099 | -31.30 | 9937.70 |
| 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 | 147.557 | 145.657 | ||
| 9 | 2022.10.14 08:00 | s/l | 3 | 0.10 | 147.557 | 147.557 | 145.657 | -28.48 | 9909.22 |
| 10 | 2022.11.10 16:00 | buy | 4 | 0.10 | 141.606 | 0.000 | 0.000 | ||
| 11 | 2022.11.10 16:00 | modify | 4 | 0.10 | 141.606 | 141.206 | 143.106 | ||
| 12 | 2022.11.11 00:00 | s/l | 4 | 0.10 | 141.206 | 141.206 | 143.106 | -27.13 | 9882.09 |
| 13 | 2022.11.21 16:00 | sell | 5 | 0.10 | 141.942 | 0.000 | 0.000 | ||
| 14 | 2022.11.21 16:00 | modify | 5 | 0.10 | 141.942 | 142.342 | 140.442 | ||
| 15 | 2022.11.22 12:00 | sell | 6 | 0.10 | 141.173 | 0.000 | 0.000 | ||
| 16 | 2022.11.22 12:00 | modify | 6 | 0.10 | 141.173 | 141.642 | 140.442 | ||
| 17 | 2022.11.22 12:00 | modify | 5 | 0.10 | 141.942 | 141.642 | 140.442 | ||
| 18 | 2022.11.23 16:00 | t/p | 5 | 0.10 | 140.442 | 141.642 | 140.442 | 104.58 | 9986.67 |
| 19 | 2022.11.23 16:00 | t/p | 6 | 0.10 | 140.442 | 141.642 | 140.442 | 50.94 | 10037.61 |
| 20 | 2022.12.30 12:00 | buy | 7 | 0.10 | 131.774 | 0.000 | 0.000 | ||
| 21 | 2022.12.30 12:00 | modify | 7 | 0.10 | 131.774 | 131.374 | 133.274 | ||
| 22 | 2022.12.30 20:00 | s/l | 7 | 0.10 | 131.374 | 131.374 | 133.274 | -30.54 | 10007.07 |
| 23 | 2023.01.02 12:00 | buy | 8 | 0.10 | 130.796 | 0.000 | 0.000 | ||
| 24 | 2023.01.02 12:00 | modify | 8 | 0.10 | 130.796 | 130.396 | 132.296 | ||
| 25 | 2023.01.03 04:00 | s/l | 8 | 0.10 | 130.396 | 130.396 | 132.296 | -29.73 | 9977.34 |
| 26 | 2023.01.12 16:00 | buy | 9 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 27 | 2023.01.12 16:00 | modify | 9 | 0.10 | 129.863 | 129.463 | 131.363 | ||
| 28 | 2023.01.12 20:00 | s/l | 9 | 0.10 | 129.463 | 129.463 | 131.363 | -30.94 | 9946.40 |
| 29 | 2023.01.13 16:00 | buy | 10 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 30 | 2023.01.13 16:00 | modify | 10 | 0.10 | 127.537 | 127.137 | 129.037 | ||
| 31 | 2023.01.17 04:00 | t/p | 10 | 0.10 | 129.037 | 127.137 | 129.037 | 118.66 | 10065.05 |
| 32 | 2023.02.06 16:00 | sell | 11 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 33 | 2023.02.06 16:00 | modify | 11 | 0.10 | 132.845 | 133.245 | 131.345 | ||
| 34 | 2023.02.07 16:00 | t/p | 11 | 0.10 | 131.345 | 133.245 | 131.345 | 112.90 | 10177.95 |
| 35 | 2023.02.15 16:00 | sell | 12 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 36 | 2023.02.15 16:00 | modify | 12 | 0.10 | 134.272 | 134.672 | 132.772 | ||
| 37 | 2023.02.17 04:00 | s/l | 12 | 0.10 | 134.672 | 134.672 | 132.772 | -35.18 | 10142.77 |
| 38 | 2023.02.24 16:00 | sell | 13 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 39 | 2023.02.24 16:00 | modify | 13 | 0.10 | 136.391 | 136.791 | 134.891 | ||
| 40 | 2023.02.28 08:00 | s/l | 13 | 0.10 | 136.791 | 136.791 | 134.891 | -32.00 | 10110.77 |
| 41 | 2023.04.28 12:00 | sell | 14 | 0.10 | 136.130 | 0.000 | 0.000 | ||
| 42 | 2023.04.28 12:00 | modify | 14 | 0.10 | 136.130 | 136.530 | 134.630 | ||
| 43 | 2023.04.28 16:00 | s/l | 14 | 0.10 | 136.530 | 136.530 | 134.630 | -29.41 | 10081.36 |
| 44 | 2023.05.01 12:00 | sell | 15 | 0.10 | 136.816 | 0.000 | 0.000 | ||
| 45 | 2023.05.01 12:00 | modify | 15 | 0.10 | 136.816 | 137.216 | 135.316 | ||
| 46 | 2023.05.01 16:00 | s/l | 15 | 0.10 | 137.216 | 137.216 | 135.316 | -29.11 | 10052.25 |
| 47 | 2023.05.04 16:00 | buy | 16 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 48 | 2023.05.04 16:00 | modify | 16 | 0.10 | 133.794 | 133.394 | 135.294 | ||
| 49 | 2023.05.08 00:00 | t/p | 16 | 0.10 | 135.294 | 133.394 | 135.294 | 113.13 | 10165.38 |
| 50 | 2023.05.17 16:00 | sell | 17 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 51 | 2023.05.17 16:00 | modify | 17 | 0.10 | 137.515 | 137.915 | 136.015 | ||
| 52 | 2023.05.18 12:00 | s/l | 17 | 0.10 | 137.915 | 137.915 | 136.015 | -33.14 | 10132.24 |
| 53 | 2023.07.07 16:00 | buy | 18 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 54 | 2023.07.07 16:00 | modify | 18 | 0.10 | 142.245 | 141.845 | 143.745 | ||
| 55 | 2023.07.10 16:00 | s/l | 18 | 0.10 | 141.845 | 141.845 | 143.745 | -27.17 | 10105.07 |
| 56 | 2023.07.13 16:00 | buy | 19 | 0.10 | 138.172 | 0.000 | 0.000 | ||
| 57 | 2023.07.13 16:00 | modify | 19 | 0.10 | 138.172 | 137.772 | 139.672 | ||
| 58 | 2023.07.14 04:00 | s/l | 19 | 0.10 | 137.772 | 137.772 | 139.672 | -28.02 | 10077.05 |
| 59 | 2023.08.01 16:00 | sell | 20 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 60 | 2023.08.01 16:00 | modify | 20 | 0.10 | 143.339 | 143.739 | 141.839 | ||
| 61 | 2023.08.03 08:00 | s/l | 20 | 0.10 | 143.739 | 143.739 | 141.839 | -33.48 | 10043.56 |
| 62 | 2023.08.10 16:00 | sell | 21 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 63 | 2023.08.10 16:00 | modify | 21 | 0.10 | 144.403 | 144.803 | 142.903 | ||
| 64 | 2023.08.10 20:00 | s/l | 21 | 0.10 | 144.803 | 144.803 | 142.903 | -27.62 | 10015.94 |
| 65 | 2023.08.23 16:00 | buy | 22 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 66 | 2023.08.23 16:00 | modify | 22 | 0.10 | 144.655 | 144.255 | 146.155 | ||
| 67 | 2023.08.25 04:00 | t/p | 22 | 0.10 | 146.155 | 144.255 | 146.155 | 107.02 | 10122.97 |
| 68 | 2023.08.29 12:00 | sell | 23 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 69 | 2023.08.29 12:00 | modify | 23 | 0.10 | 147.141 | 147.541 | 145.641 | ||
| 70 | 2023.08.30 16:00 | t/p | 23 | 0.10 | 145.641 | 147.541 | 145.641 | 101.39 | 10224.35 |