Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar 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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 223.86 | Gross profit | 494.91 | Gross loss | -271.05 |
| Profit factor | 1.83 | Expected payoff | 22.39 | ||
| Absolute drawdown | 109.94 | Maximal drawdown | 199.13 (1.97%) | Relative drawdown | 1.97% (199.13) |
| Total trades | 10 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 100.22 | loss trade | -113.04 | |
| Average | profit trade | 82.49 | loss trade | -67.76 | |
| Maximum | consecutive wins (profit in money) | 4 (311.52) | consecutive losses (loss in money) | 2 (-46.07) | |
| Maximal | consecutive profit (count of wins) | 311.52 (4) | consecutive loss (count of losses) | -113.04 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.27 04:00 | buy | 1 | 0.10 | 146.152 | 0.000 | 0.000 | ||
| 2 | 2022.10.27 04:00 | modify | 1 | 0.10 | 146.152 | 144.652 | 147.452 | ||
| 3 | 2022.10.28 12:00 | t/p | 1 | 0.10 | 147.452 | 144.652 | 147.452 | 89.18 | 10089.18 |
| 4 | 2022.12.02 04:00 | buy | 2 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 5 | 2022.12.02 04:00 | modify | 2 | 0.10 | 135.187 | 133.687 | 136.487 | ||
| 6 | 2022.12.02 12:00 | s/l | 2 | 0.10 | 133.687 | 133.687 | 136.487 | -111.94 | 9977.24 |
| 7 | 2023.01.02 04:00 | buy | 3 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 8 | 2023.01.02 04:00 | modify | 3 | 0.10 | 130.926 | 129.426 | 132.226 | ||
| 9 | 2023.01.04 20:00 | t/p | 3 | 0.10 | 132.226 | 129.426 | 132.226 | 100.12 | 10077.36 |
| 10 | 2023.02.02 04:00 | buy | 4 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 11 | 2023.02.02 04:00 | modify | 4 | 0.10 | 128.637 | 127.137 | 129.937 | ||
| 12 | 2023.02.03 16:00 | t/p | 4 | 0.10 | 129.937 | 127.137 | 129.937 | 100.22 | 10177.58 |
| 13 | 2023.02.06 04:00 | sell | 5 | 0.10 | 131.898 | 0.000 | 0.000 | ||
| 14 | 2023.02.06 04:00 | modify | 5 | 0.10 | 131.898 | 133.398 | 130.598 | ||
| 15 | 2023.02.07 20:00 | t/p | 5 | 0.10 | 130.598 | 133.398 | 130.598 | 97.82 | 10275.41 |
| 16 | 2023.02.27 04:00 | sell | 6 | 0.10 | 136.354 | 0.000 | 0.000 | ||
| 17 | 2023.02.27 04:00 | modify | 6 | 0.10 | 136.354 | 137.854 | 135.054 | ||
| 18 | 2023.03.07 08:00 | sell | 7 | 0.10 | 135.748 | 0.000 | 0.000 | ||
| 19 | 2023.03.07 08:00 | modify | 7 | 0.10 | 135.748 | 136.094 | 135.054 | ||
| 20 | 2023.03.07 08:00 | sell | 8 | 0.10 | 135.748 | 0.000 | 0.000 | ||
| 21 | 2023.03.07 08:00 | modify | 8 | 0.10 | 135.748 | 136.029 | 135.054 | ||
| 22 | 2023.03.07 08:00 | modify | 6 | 0.10 | 136.354 | 136.029 | 135.054 | ||
| 23 | 2023.03.07 12:00 | s/l | 6 | 0.10 | 136.029 | 136.029 | 135.054 | 13.35 | 10288.76 |
| 24 | 2023.03.07 12:00 | s/l | 7 | 0.10 | 136.094 | 136.094 | 135.054 | -25.42 | 10263.34 |
| 25 | 2023.03.07 12:00 | s/l | 8 | 0.10 | 136.029 | 136.029 | 135.054 | -20.65 | 10242.69 |
| 26 | 2023.05.02 04:00 | sell | 9 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 27 | 2023.05.02 04:00 | modify | 9 | 0.10 | 137.493 | 138.993 | 136.193 | ||
| 28 | 2023.05.03 04:00 | t/p | 9 | 0.10 | 136.193 | 138.993 | 136.193 | 94.21 | 10336.90 |
| 29 | 2023.05.18 04:00 | sell | 10 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 30 | 2023.05.18 04:00 | modify | 10 | 0.10 | 137.584 | 139.084 | 136.284 | ||
| 31 | 2023.05.24 16:00 | s/l | 10 | 0.10 | 139.084 | 139.084 | 136.284 | -113.04 | 10223.86 |