Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 550.67 | Gross profit | 805.74 | Gross loss | -255.06 |
| Profit factor | 3.16 | Expected payoff | 28.98 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 115.99 (1.14%) | Relative drawdown | 1.14% (115.99) |
| Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
| Largest | profit trade | 95.50 | loss trade | -40.86 | |
| Average | profit trade | 67.14 | loss trade | -36.44 | |
| Maximum | consecutive wins (profit in money) | 3 (227.93) | consecutive losses (loss in money) | 2 (-80.88) | |
| Maximal | consecutive profit (count of wins) | 227.93 (3) | consecutive loss (count of losses) | -80.88 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 143.909 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 143.909 | 144.509 | 142.509 | ||
| 3 | 2022.10.05 16:00 | t/p | 1 | 0.10 | 142.509 | 144.509 | 142.509 | 93.53 | 10093.53 |
| 4 | 2022.11.06 20:00 | sell | 2 | 0.10 | 145.581 | 0.000 | 0.000 | ||
| 5 | 2022.11.06 20:00 | modify | 2 | 0.10 | 145.581 | 146.181 | 144.181 | ||
| 6 | 2022.11.07 04:00 | s/l | 2 | 0.10 | 146.181 | 146.181 | 144.181 | -40.85 | 10052.69 |
| 7 | 2022.11.10 20:00 | buy | 3 | 0.10 | 144.409 | 0.000 | 0.000 | ||
| 8 | 2022.11.10 20:00 | modify | 3 | 0.10 | 144.409 | 143.809 | 145.809 | ||
| 9 | 2022.11.11 00:00 | s/l | 3 | 0.10 | 143.809 | 143.809 | 145.809 | -40.04 | 10012.65 |
| 10 | 2022.11.11 16:00 | buy | 4 | 0.10 | 143.620 | 0.000 | 0.000 | ||
| 11 | 2022.11.11 16:00 | modify | 4 | 0.10 | 143.620 | 143.020 | 145.020 | ||
| 12 | 2022.11.14 16:00 | t/p | 4 | 0.10 | 145.020 | 143.020 | 145.020 | 94.36 | 10107.01 |
| 13 | 2022.11.24 16:00 | buy | 5 | 0.10 | 144.049 | 0.000 | 0.000 | ||
| 14 | 2022.11.24 16:00 | modify | 5 | 0.10 | 144.049 | 143.449 | 145.449 | ||
| 15 | 2022.11.25 12:00 | buy | 6 | 0.10 | 145.049 | 0.000 | 0.000 | ||
| 16 | 2022.11.25 12:00 | modify | 6 | 0.10 | 145.049 | 144.539 | 145.449 | ||
| 17 | 2022.11.25 12:00 | modify | 5 | 0.10 | 144.049 | 144.539 | 145.449 | ||
| 18 | 2022.11.25 16:00 | s/l | 5 | 0.10 | 144.539 | 144.539 | 145.449 | 33.20 | 10140.22 |
| 19 | 2022.11.25 16:00 | s/l | 6 | 0.10 | 144.539 | 144.539 | 145.449 | -34.28 | 10105.94 |
| 20 | 2022.12.05 20:00 | sell | 7 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 21 | 2022.12.05 20:00 | modify | 7 | 0.10 | 143.403 | 144.003 | 142.003 | ||
| 22 | 2022.12.06 08:00 | s/l | 7 | 0.10 | 144.003 | 144.003 | 142.003 | -40.86 | 10065.08 |
| 23 | 2022.12.15 20:00 | sell | 8 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 24 | 2022.12.15 20:00 | modify | 8 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 25 | 2022.12.16 16:00 | t/p | 8 | 0.10 | 145.050 | 147.050 | 145.050 | 93.53 | 10158.61 |
| 26 | 2023.01.23 20:00 | sell | 9 | 0.10 | 141.888 | 0.000 | 0.000 | ||
| 27 | 2023.01.23 20:00 | modify | 9 | 0.10 | 141.888 | 142.488 | 140.488 | ||
| 28 | 2023.01.24 08:00 | sell | 10 | 0.10 | 141.394 | 0.000 | 0.000 | ||
| 29 | 2023.01.24 08:00 | modify | 10 | 0.10 | 141.394 | 141.748 | 140.488 | ||
| 30 | 2023.01.24 08:00 | modify | 9 | 0.10 | 141.888 | 141.748 | 140.488 | ||
| 31 | 2023.01.24 16:00 | s/l | 9 | 0.10 | 141.748 | 141.748 | 140.488 | 8.86 | 10167.47 |
| 32 | 2023.01.24 16:00 | s/l | 10 | 0.10 | 141.748 | 141.748 | 140.488 | -23.79 | 10143.68 |
| 33 | 2023.04.05 20:00 | buy | 11 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 34 | 2023.04.05 20:00 | modify | 11 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 35 | 2023.04.07 08:00 | buy | 12 | 0.10 | 143.965 | 0.000 | 0.000 | ||
| 36 | 2023.04.07 08:00 | modify | 12 | 0.10 | 143.965 | 143.469 | 144.519 | ||
| 37 | 2023.04.07 08:00 | modify | 11 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 38 | 2023.04.10 04:00 | t/p | 11 | 0.10 | 144.519 | 143.469 | 144.519 | 95.50 | 10239.18 |
| 39 | 2023.04.10 04:00 | t/p | 12 | 0.10 | 144.519 | 143.469 | 144.519 | 37.51 | 10276.69 |
| 40 | 2023.05.11 16:00 | buy | 13 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 41 | 2023.05.11 16:00 | modify | 13 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 42 | 2023.05.16 16:00 | t/p | 13 | 0.10 | 148.201 | 146.201 | 148.201 | 94.92 | 10371.61 |
| 43 | 2023.06.15 20:00 | sell | 14 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 44 | 2023.06.15 20:00 | modify | 14 | 0.10 | 153.552 | 154.152 | 152.152 | ||
| 45 | 2023.06.16 08:00 | s/l | 14 | 0.10 | 154.152 | 154.152 | 152.152 | -40.86 | 10330.76 |
| 46 | 2023.07.21 16:00 | sell | 15 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 47 | 2023.07.21 16:00 | modify | 15 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 48 | 2023.07.25 12:00 | t/p | 15 | 0.10 | 156.213 | 158.213 | 156.213 | 93.00 | 10423.75 |
| 49 | 2023.08.10 20:00 | sell | 16 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 50 | 2023.08.10 20:00 | modify | 16 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 51 | 2023.08.18 08:00 | sell | 17 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 52 | 2023.08.18 08:00 | modify | 17 | 0.10 | 157.981 | 158.485 | 157.575 | ||
| 53 | 2023.08.18 08:00 | modify | 16 | 0.10 | 158.975 | 158.485 | 157.575 | ||
| 54 | 2023.08.21 12:00 | s/l | 16 | 0.10 | 158.485 | 158.485 | 157.575 | 28.10 | 10451.85 |
| 55 | 2023.08.21 12:00 | s/l | 17 | 0.10 | 158.485 | 158.485 | 157.575 | -34.40 | 10417.45 |
| 56 | 2023.09.14 20:00 | buy | 18 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 57 | 2023.09.14 20:00 | modify | 18 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 58 | 2023.09.15 16:00 | buy | 19 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 59 | 2023.09.15 16:00 | modify | 19 | 0.10 | 157.806 | 157.309 | 158.359 | ||
| 60 | 2023.09.15 16:00 | modify | 18 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 61 | 2023.09.20 08:00 | t/p | 18 | 0.10 | 158.359 | 157.309 | 158.359 | 95.21 | 10512.66 |
| 62 | 2023.09.20 08:00 | t/p | 19 | 0.10 | 158.359 | 157.309 | 158.359 | 38.01 | 10550.67 |