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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1552.87 | Gross profit | 2152.96 | Gross loss | -600.08 |
| Profit factor | 3.59 | Expected payoff | 38.82 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 152.55 (1.49%) | Relative drawdown | 1.49% (152.55) |
| Total trades | 40 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 27 (70.37%) |
| Profit trades (% of total) | 25 (62.50%) | Loss trades (% of total) | 15 (37.50%) | ||
| Largest | profit trade | 102.36 | loss trade | -40.91 | |
| Average | profit trade | 86.12 | loss trade | -40.01 | |
| Maximum | consecutive wins (profit in money) | 5 (405.28) | consecutive losses (loss in money) | 3 (-121.36) | |
| Maximal | consecutive profit (count of wins) | 405.28 (5) | consecutive loss (count of losses) | -121.36 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.04 16:00 | sell | 1 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 2 | 2022.10.04 16:00 | modify | 1 | 0.10 | 143.990 | 144.590 | 142.490 | ||
| 3 | 2022.10.05 16:00 | t/p | 1 | 0.10 | 142.490 | 144.590 | 142.490 | 100.37 | 10100.37 |
| 4 | 2022.10.13 16:00 | sell | 2 | 0.10 | 143.903 | 0.000 | 0.000 | ||
| 5 | 2022.10.13 16:00 | modify | 2 | 0.10 | 143.903 | 144.503 | 142.403 | ||
| 6 | 2022.10.14 16:00 | s/l | 2 | 0.10 | 144.503 | 144.503 | 142.403 | -40.90 | 10059.46 |
| 7 | 2022.10.17 16:00 | sell | 3 | 0.10 | 146.358 | 0.000 | 0.000 | ||
| 8 | 2022.10.17 16:00 | modify | 3 | 0.10 | 146.358 | 146.958 | 144.858 | ||
| 9 | 2022.10.18 08:00 | s/l | 3 | 0.10 | 146.958 | 146.958 | 144.858 | -40.91 | 10018.55 |
| 10 | 2022.10.21 16:00 | buy | 4 | 0.10 | 144.206 | 0.000 | 0.000 | ||
| 11 | 2022.10.21 16:00 | modify | 4 | 0.10 | 144.206 | 143.606 | 145.706 | ||
| 12 | 2022.10.21 20:00 | t/p | 4 | 0.10 | 145.706 | 143.606 | 145.706 | 100.92 | 10119.47 |
| 13 | 2022.11.10 16:00 | buy | 5 | 0.10 | 144.165 | 0.000 | 0.000 | ||
| 14 | 2022.11.10 16:00 | modify | 5 | 0.10 | 144.165 | 143.565 | 145.665 | ||
| 15 | 2022.11.11 00:00 | s/l | 5 | 0.10 | 143.565 | 143.565 | 145.665 | -40.08 | 10079.38 |
| 16 | 2022.11.11 12:00 | buy | 6 | 0.10 | 143.577 | 0.000 | 0.000 | ||
| 17 | 2022.11.11 12:00 | modify | 6 | 0.10 | 143.577 | 142.977 | 145.077 | ||
| 18 | 2022.11.14 16:00 | t/p | 6 | 0.10 | 145.077 | 142.977 | 145.077 | 101.21 | 10180.59 |
| 19 | 2022.11.28 04:00 | buy | 7 | 0.10 | 143.601 | 0.000 | 0.000 | ||
| 20 | 2022.11.28 04:00 | modify | 7 | 0.10 | 143.601 | 143.001 | 145.101 | ||
| 21 | 2022.12.01 04:00 | s/l | 7 | 0.10 | 143.001 | 143.001 | 145.101 | -38.92 | 10141.67 |
| 22 | 2022.12.01 08:00 | buy | 8 | 0.10 | 142.069 | 0.000 | 0.000 | ||
| 23 | 2022.12.01 08:00 | modify | 8 | 0.10 | 142.069 | 141.469 | 143.569 | ||
| 24 | 2022.12.02 12:00 | s/l | 8 | 0.10 | 141.469 | 141.469 | 143.569 | -40.08 | 10101.58 |
| 25 | 2022.12.02 12:00 | buy | 9 | 0.10 | 141.230 | 0.000 | 0.000 | ||
| 26 | 2022.12.02 12:00 | modify | 9 | 0.10 | 141.230 | 140.630 | 142.730 | ||
| 27 | 2022.12.05 12:00 | t/p | 9 | 0.10 | 142.730 | 140.630 | 142.730 | 101.21 | 10202.79 |
| 28 | 2022.12.13 16:00 | buy | 10 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 29 | 2022.12.13 16:00 | modify | 10 | 0.10 | 143.821 | 143.221 | 145.321 | ||
| 30 | 2022.12.15 16:00 | t/p | 10 | 0.10 | 145.321 | 143.221 | 145.321 | 102.07 | 10304.86 |
| 31 | 2022.12.15 16:00 | sell | 11 | 0.10 | 146.528 | 0.000 | 0.000 | ||
| 32 | 2022.12.15 16:00 | modify | 11 | 0.10 | 146.528 | 147.128 | 145.028 | ||
| 33 | 2022.12.16 16:00 | t/p | 11 | 0.10 | 145.028 | 147.128 | 145.028 | 100.37 | 10405.23 |
| 34 | 2022.12.20 04:00 | buy | 12 | 0.10 | 141.590 | 0.000 | 0.000 | ||
| 35 | 2022.12.20 04:00 | modify | 12 | 0.10 | 141.590 | 140.990 | 143.090 | ||
| 36 | 2022.12.20 08:00 | s/l | 12 | 0.10 | 140.990 | 140.990 | 143.090 | -40.36 | 10364.87 |
| 37 | 2023.01.03 12:00 | buy | 13 | 0.10 | 137.820 | 0.000 | 0.000 | ||
| 38 | 2023.01.03 12:00 | modify | 13 | 0.10 | 137.820 | 137.220 | 139.320 | ||
| 39 | 2023.01.04 16:00 | t/p | 13 | 0.10 | 139.320 | 137.220 | 139.320 | 101.21 | 10466.07 |
| 40 | 2023.01.04 16:00 | sell | 14 | 0.10 | 139.970 | 0.000 | 0.000 | ||
| 41 | 2023.01.04 16:00 | modify | 14 | 0.10 | 139.970 | 140.570 | 138.470 | ||
| 42 | 2023.01.04 20:00 | s/l | 14 | 0.10 | 140.570 | 140.570 | 138.470 | -40.37 | 10425.70 |
| 43 | 2023.01.12 16:00 | buy | 15 | 0.10 | 140.342 | 0.000 | 0.000 | ||
| 44 | 2023.01.12 16:00 | modify | 15 | 0.10 | 140.342 | 139.742 | 141.842 | ||
| 45 | 2023.01.13 08:00 | s/l | 15 | 0.10 | 139.742 | 139.742 | 141.842 | -40.08 | 10385.62 |
| 46 | 2023.01.13 16:00 | buy | 16 | 0.10 | 138.108 | 0.000 | 0.000 | ||
| 47 | 2023.01.13 16:00 | modify | 16 | 0.10 | 138.108 | 137.508 | 139.608 | ||
| 48 | 2023.01.17 16:00 | t/p | 16 | 0.10 | 139.608 | 137.508 | 139.608 | 101.49 | 10487.11 |
| 49 | 2023.01.18 04:00 | sell | 17 | 0.10 | 141.277 | 0.000 | 0.000 | ||
| 50 | 2023.01.18 04:00 | modify | 17 | 0.10 | 141.277 | 141.877 | 139.777 | ||
| 51 | 2023.01.18 12:00 | t/p | 17 | 0.10 | 139.777 | 141.877 | 139.777 | 100.91 | 10588.02 |
| 52 | 2023.01.20 12:00 | sell | 18 | 0.10 | 140.626 | 0.000 | 0.000 | ||
| 53 | 2023.01.20 12:00 | modify | 18 | 0.10 | 140.626 | 141.226 | 139.126 | ||
| 54 | 2023.01.23 08:00 | s/l | 18 | 0.10 | 141.226 | 141.226 | 139.126 | -40.90 | 10547.12 |
| 55 | 2023.01.23 08:00 | sell | 19 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 56 | 2023.01.23 08:00 | modify | 19 | 0.10 | 142.017 | 142.617 | 140.517 | ||
| 57 | 2023.01.27 16:00 | sell | 20 | 0.10 | 140.878 | 0.000 | 0.000 | ||
| 58 | 2023.01.27 16:00 | modify | 20 | 0.10 | 140.878 | 141.417 | 140.517 | ||
| 59 | 2023.01.27 16:00 | modify | 19 | 0.10 | 142.017 | 141.417 | 140.517 | ||
| 60 | 2023.01.30 04:00 | s/l | 19 | 0.10 | 141.417 | 141.417 | 140.517 | 36.55 | 10583.67 |
| 61 | 2023.01.30 04:00 | s/l | 20 | 0.10 | 141.417 | 141.417 | 140.517 | -36.80 | 10546.86 |
| 62 | 2023.02.02 16:00 | buy | 21 | 0.10 | 140.472 | 0.000 | 0.000 | ||
| 63 | 2023.02.02 16:00 | modify | 21 | 0.10 | 140.472 | 139.872 | 141.972 | ||
| 64 | 2023.02.03 16:00 | t/p | 21 | 0.10 | 141.972 | 139.872 | 141.972 | 101.20 | 10648.06 |
| 65 | 2023.02.03 16:00 | sell | 22 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 66 | 2023.02.03 16:00 | modify | 22 | 0.10 | 142.320 | 142.920 | 140.820 | ||
| 67 | 2023.02.07 16:00 | t/p | 22 | 0.10 | 140.820 | 142.920 | 140.820 | 99.82 | 10747.88 |
| 68 | 2023.02.07 16:00 | buy | 23 | 0.10 | 140.362 | 0.000 | 0.000 | ||
| 69 | 2023.02.07 16:00 | modify | 23 | 0.10 | 140.362 | 139.762 | 141.862 | ||
| 70 | 2023.02.10 12:00 | s/l | 23 | 0.10 | 139.762 | 139.762 | 141.862 | -38.93 | 10708.94 |
| 71 | 2023.02.10 12:00 | buy | 24 | 0.10 | 140.000 | 0.000 | 0.000 | ||
| 72 | 2023.02.10 12:00 | modify | 24 | 0.10 | 140.000 | 139.400 | 141.500 | ||
| 73 | 2023.02.13 04:00 | buy | 25 | 0.10 | 140.775 | 0.000 | 0.000 | ||
| 74 | 2023.02.13 04:00 | modify | 25 | 0.10 | 140.775 | 140.150 | 141.500 | ||
| 75 | 2023.02.13 04:00 | buy | 26 | 0.10 | 140.775 | 0.000 | 0.000 | ||
| 76 | 2023.02.13 04:00 | modify | 26 | 0.10 | 140.775 | 140.375 | 141.500 | ||
| 77 | 2023.02.13 04:00 | modify | 24 | 0.10 | 140.000 | 140.375 | 141.500 | ||
| 78 | 2023.02.13 08:00 | modify | 25 | 0.10 | 140.775 | 140.375 | 141.500 | ||
| 79 | 2023.02.13 12:00 | t/p | 24 | 0.10 | 141.500 | 140.375 | 141.500 | 101.21 | 10810.15 |
| 80 | 2023.02.13 12:00 | t/p | 25 | 0.10 | 141.500 | 140.375 | 141.500 | 48.78 | 10858.93 |
| 81 | 2023.02.13 12:00 | t/p | 26 | 0.10 | 141.500 | 140.375 | 141.500 | 48.78 | 10907.71 |
| 82 | 2023.03.15 12:00 | buy | 27 | 0.10 | 141.401 | 0.000 | 0.000 | ||
| 83 | 2023.03.15 12:00 | modify | 27 | 0.10 | 141.401 | 140.801 | 142.901 | ||
| 84 | 2023.03.15 16:00 | s/l | 27 | 0.10 | 140.801 | 140.801 | 142.901 | -40.37 | 10867.34 |
| 85 | 2023.03.21 12:00 | sell | 28 | 0.10 | 142.569 | 0.000 | 0.000 | ||
| 86 | 2023.03.21 12:00 | modify | 28 | 0.10 | 142.569 | 143.169 | 141.069 | ||
| 87 | 2023.03.22 12:00 | s/l | 28 | 0.10 | 143.169 | 143.169 | 141.069 | -40.90 | 10826.44 |
| 88 | 2023.03.23 20:00 | buy | 29 | 0.10 | 141.552 | 0.000 | 0.000 | ||
| 89 | 2023.03.23 20:00 | modify | 29 | 0.10 | 141.552 | 140.952 | 143.052 | ||
| 90 | 2023.03.24 04:00 | s/l | 29 | 0.10 | 140.952 | 140.952 | 143.052 | -40.08 | 10786.35 |
| 91 | 2023.03.24 12:00 | buy | 30 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 92 | 2023.03.24 12:00 | modify | 30 | 0.10 | 139.632 | 139.032 | 141.132 | ||
| 93 | 2023.03.27 08:00 | t/p | 30 | 0.10 | 141.132 | 139.032 | 141.132 | 101.21 | 10887.56 |
| 94 | 2023.04.05 16:00 | buy | 31 | 0.10 | 143.087 | 0.000 | 0.000 | ||
| 95 | 2023.04.05 16:00 | modify | 31 | 0.10 | 143.087 | 142.487 | 144.587 | ||
| 96 | 2023.04.06 16:00 | buy | 32 | 0.10 | 143.855 | 0.000 | 0.000 | ||
| 97 | 2023.04.06 16:00 | modify | 32 | 0.10 | 143.855 | 143.237 | 144.587 | ||
| 98 | 2023.04.06 16:00 | buy | 33 | 0.10 | 143.855 | 0.000 | 0.000 | ||
| 99 | 2023.04.06 16:00 | modify | 33 | 0.10 | 143.855 | 143.462 | 144.587 | ||
| 100 | 2023.04.06 16:00 | modify | 31 | 0.10 | 143.087 | 143.462 | 144.587 | ||
| 101 | 2023.04.06 20:00 | modify | 32 | 0.10 | 143.855 | 143.462 | 144.587 | ||
| 102 | 2023.04.10 04:00 | t/p | 31 | 0.10 | 144.587 | 143.462 | 144.587 | 102.36 | 10989.92 |
| 103 | 2023.04.10 04:00 | t/p | 32 | 0.10 | 144.587 | 143.462 | 144.587 | 49.82 | 11039.74 |
| 104 | 2023.04.10 04:00 | t/p | 33 | 0.10 | 144.587 | 143.462 | 144.587 | 49.82 | 11089.57 |
| 105 | 2023.04.25 20:00 | buy | 34 | 0.10 | 146.470 | 0.000 | 0.000 | ||
| 106 | 2023.04.25 20:00 | modify | 34 | 0.10 | 146.470 | 145.870 | 147.970 | ||
| 107 | 2023.04.27 08:00 | t/p | 34 | 0.10 | 147.970 | 145.870 | 147.970 | 102.07 | 11191.64 |
| 108 | 2023.04.28 08:00 | sell | 35 | 0.10 | 149.312 | 0.000 | 0.000 | ||
| 109 | 2023.04.28 08:00 | modify | 35 | 0.10 | 149.312 | 149.912 | 147.812 | ||
| 110 | 2023.04.28 16:00 | s/l | 35 | 0.10 | 149.912 | 149.912 | 147.812 | -40.36 | 11151.28 |
| 111 | 2023.05.04 16:00 | buy | 36 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 112 | 2023.05.04 16:00 | modify | 36 | 0.10 | 147.290 | 146.690 | 148.790 | ||
| 113 | 2023.05.05 04:00 | buy | 37 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 114 | 2023.05.05 04:00 | modify | 37 | 0.10 | 148.058 | 147.440 | 148.790 | ||
| 115 | 2023.05.05 04:00 | buy | 38 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 116 | 2023.05.05 04:00 | modify | 38 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 117 | 2023.05.05 04:00 | modify | 36 | 0.10 | 147.290 | 147.665 | 148.790 | ||
| 118 | 2023.05.05 08:00 | modify | 37 | 0.10 | 148.058 | 147.665 | 148.790 | ||
| 119 | 2023.05.08 00:00 | t/p | 36 | 0.10 | 148.790 | 147.665 | 148.790 | 101.49 | 11252.77 |
| 120 | 2023.05.08 00:00 | t/p | 37 | 0.10 | 148.790 | 147.665 | 148.790 | 49.54 | 11302.31 |
| 121 | 2023.05.08 00:00 | t/p | 38 | 0.10 | 148.790 | 147.665 | 148.790 | 49.54 | 11351.85 |
| 122 | 2023.07.21 12:00 | sell | 39 | 0.10 | 157.627 | 0.000 | 0.000 | ||
| 123 | 2023.07.21 12:00 | modify | 39 | 0.10 | 157.627 | 158.227 | 156.127 | ||
| 124 | 2023.07.25 12:00 | t/p | 39 | 0.10 | 156.127 | 158.227 | 156.127 | 99.82 | 11451.67 |
| 125 | 2023.07.27 20:00 | buy | 40 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 126 | 2023.07.27 20:00 | modify | 40 | 0.10 | 152.538 | 151.938 | 154.038 | ||
| 127 | 2023.07.28 04:00 | t/p | 40 | 0.10 | 154.038 | 151.938 | 154.038 | 101.21 | 11552.87 |