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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 340.23 | Gross profit | 2013.52 | Gross loss | -1673.29 |
| Profit factor | 1.20 | Expected payoff | 7.73 | ||
| Absolute drawdown | 150.68 | Maximal drawdown | 622.32 (5.80%) | Relative drawdown | 5.80% (622.32) |
| Total trades | 44 | Short positions (won %) | 28 (46.43%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 21 (47.73%) | Loss trades (% of total) | 23 (52.27%) | ||
| Largest | profit trade | 116.27 | loss trade | -82.51 | |
| Average | profit trade | 95.88 | loss trade | -72.75 | |
| Maximum | consecutive wins (profit in money) | 3 (316.95) | consecutive losses (loss in money) | 7 (-519.27) | |
| Maximal | consecutive profit (count of wins) | 316.95 (3) | consecutive loss (count of losses) | -519.27 (7) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.12 04:00 | sell | 1 | 0.10 | 146.207 | 0.000 | 0.000 | ||
| 2 | 2022.10.12 04:00 | modify | 1 | 0.10 | 146.207 | 147.207 | 144.707 | ||
| 3 | 2022.10.13 16:00 | s/l | 1 | 0.10 | 147.207 | 147.207 | 144.707 | -71.89 | 9928.11 |
| 4 | 2022.10.19 08:00 | sell | 2 | 0.10 | 149.344 | 0.000 | 0.000 | ||
| 5 | 2022.10.19 08:00 | modify | 2 | 0.10 | 149.344 | 150.344 | 147.844 | ||
| 6 | 2022.10.21 04:00 | s/l | 2 | 0.10 | 150.344 | 150.344 | 147.844 | -71.76 | 9856.35 |
| 7 | 2022.10.31 12:00 | sell | 3 | 0.10 | 148.678 | 0.000 | 0.000 | ||
| 8 | 2022.10.31 12:00 | modify | 3 | 0.10 | 148.678 | 149.678 | 147.178 | ||
| 9 | 2022.11.01 12:00 | t/p | 3 | 0.10 | 147.178 | 149.678 | 147.178 | 100.55 | 9956.90 |
| 10 | 2022.11.21 12:00 | sell | 4 | 0.10 | 141.870 | 0.000 | 0.000 | ||
| 11 | 2022.11.21 12:00 | modify | 4 | 0.10 | 141.870 | 142.870 | 140.370 | ||
| 12 | 2022.11.23 16:00 | t/p | 4 | 0.10 | 140.370 | 142.870 | 140.370 | 104.70 | 10061.60 |
| 13 | 2022.11.24 12:00 | buy | 5 | 0.10 | 138.350 | 0.000 | 0.000 | ||
| 14 | 2022.11.24 12:00 | modify | 5 | 0.10 | 138.350 | 137.350 | 139.850 | ||
| 15 | 2022.11.30 16:00 | t/p | 5 | 0.10 | 139.850 | 137.350 | 139.850 | 111.70 | 10173.30 |
| 16 | 2022.12.01 12:00 | buy | 6 | 0.10 | 136.264 | 0.000 | 0.000 | ||
| 17 | 2022.12.01 12:00 | modify | 6 | 0.10 | 136.264 | 135.264 | 137.764 | ||
| 18 | 2022.12.01 20:00 | s/l | 6 | 0.10 | 135.264 | 135.264 | 137.764 | -73.93 | 10099.37 |
| 19 | 2022.12.07 12:00 | sell | 7 | 0.10 | 137.652 | 0.000 | 0.000 | ||
| 20 | 2022.12.07 12:00 | modify | 7 | 0.10 | 137.652 | 138.652 | 136.152 | ||
| 21 | 2022.12.09 04:00 | t/p | 7 | 0.10 | 136.152 | 138.652 | 136.152 | 105.12 | 10204.49 |
| 22 | 2022.12.14 12:00 | buy | 8 | 0.10 | 134.975 | 0.000 | 0.000 | ||
| 23 | 2022.12.14 12:00 | modify | 8 | 0.10 | 134.975 | 133.975 | 136.475 | ||
| 24 | 2022.12.15 04:00 | buy | 9 | 0.10 | 135.579 | 0.000 | 0.000 | ||
| 25 | 2022.12.15 04:00 | modify | 9 | 0.10 | 135.579 | 135.125 | 136.475 | ||
| 26 | 2022.12.15 04:00 | modify | 8 | 0.10 | 134.975 | 135.125 | 136.475 | ||
| 27 | 2022.12.15 12:00 | t/p | 8 | 0.10 | 136.475 | 135.125 | 136.475 | 113.01 | 10317.50 |
| 28 | 2022.12.15 12:00 | t/p | 9 | 0.10 | 136.475 | 135.125 | 136.475 | 65.63 | 10383.13 |
| 29 | 2022.12.19 08:00 | buy | 10 | 0.10 | 135.871 | 0.000 | 0.000 | ||
| 30 | 2022.12.19 08:00 | modify | 10 | 0.10 | 135.871 | 134.871 | 137.371 | ||
| 31 | 2022.12.20 04:00 | s/l | 10 | 0.10 | 134.871 | 134.871 | 137.371 | -73.90 | 10309.23 |
| 32 | 2022.12.20 04:00 | buy | 11 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 33 | 2022.12.20 04:00 | modify | 11 | 0.10 | 133.470 | 132.470 | 134.970 | ||
| 34 | 2022.12.20 08:00 | s/l | 11 | 0.10 | 132.470 | 132.470 | 134.970 | -75.42 | 10233.81 |
| 35 | 2022.12.30 04:00 | buy | 12 | 0.10 | 132.693 | 0.000 | 0.000 | ||
| 36 | 2022.12.30 04:00 | modify | 12 | 0.10 | 132.693 | 131.693 | 134.193 | ||
| 37 | 2022.12.30 12:00 | s/l | 12 | 0.10 | 131.693 | 131.693 | 134.193 | -75.90 | 10157.91 |
| 38 | 2023.01.03 04:00 | buy | 13 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 39 | 2023.01.03 04:00 | modify | 13 | 0.10 | 129.811 | 128.811 | 131.311 | ||
| 40 | 2023.01.04 00:00 | t/p | 13 | 0.10 | 131.311 | 128.811 | 131.311 | 115.28 | 10273.19 |
| 41 | 2023.01.06 12:00 | sell | 14 | 0.10 | 134.527 | 0.000 | 0.000 | ||
| 42 | 2023.01.06 12:00 | modify | 14 | 0.10 | 134.527 | 135.527 | 133.027 | ||
| 43 | 2023.01.06 16:00 | t/p | 14 | 0.10 | 133.027 | 135.527 | 133.027 | 113.24 | 10386.43 |
| 44 | 2023.01.12 12:00 | buy | 15 | 0.10 | 130.906 | 0.000 | 0.000 | ||
| 45 | 2023.01.12 12:00 | modify | 15 | 0.10 | 130.906 | 129.906 | 132.406 | ||
| 46 | 2023.01.12 16:00 | s/l | 15 | 0.10 | 129.906 | 129.906 | 132.406 | -77.02 | 10309.41 |
| 47 | 2023.01.18 04:00 | sell | 16 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 48 | 2023.01.18 04:00 | modify | 16 | 0.10 | 131.139 | 132.139 | 129.639 | ||
| 49 | 2023.01.18 12:00 | t/p | 16 | 0.10 | 129.639 | 132.139 | 129.639 | 116.27 | 10425.68 |
| 50 | 2023.01.20 12:00 | sell | 17 | 0.10 | 129.914 | 0.000 | 0.000 | ||
| 51 | 2023.01.20 12:00 | modify | 17 | 0.10 | 129.914 | 130.914 | 128.414 | ||
| 52 | 2023.01.23 04:00 | sell | 18 | 0.10 | 129.310 | 0.000 | 0.000 | ||
| 53 | 2023.01.23 04:00 | modify | 18 | 0.10 | 129.310 | 129.764 | 128.414 | ||
| 54 | 2023.01.23 04:00 | modify | 17 | 0.10 | 129.914 | 129.764 | 128.414 | ||
| 55 | 2023.01.23 08:00 | s/l | 17 | 0.10 | 129.764 | 129.764 | 128.414 | 10.21 | 10435.90 |
| 56 | 2023.01.23 08:00 | s/l | 18 | 0.10 | 129.764 | 129.764 | 128.414 | -34.88 | 10401.02 |
| 57 | 2023.02.06 12:00 | sell | 19 | 0.10 | 132.078 | 0.000 | 0.000 | ||
| 58 | 2023.02.06 12:00 | modify | 19 | 0.10 | 132.078 | 133.078 | 130.578 | ||
| 59 | 2023.02.07 16:00 | sell | 20 | 0.10 | 131.242 | 0.000 | 0.000 | ||
| 60 | 2023.02.07 16:00 | modify | 20 | 0.10 | 131.242 | 131.553 | 130.578 | ||
| 61 | 2023.02.07 16:00 | sell | 21 | 0.10 | 131.242 | 0.000 | 0.000 | ||
| 62 | 2023.02.07 16:00 | modify | 21 | 0.10 | 131.242 | 131.553 | 130.578 | ||
| 63 | 2023.02.07 16:00 | modify | 19 | 0.10 | 132.078 | 131.553 | 130.578 | ||
| 64 | 2023.02.07 20:00 | t/p | 19 | 0.10 | 130.578 | 131.553 | 130.578 | 113.08 | 10514.10 |
| 65 | 2023.02.07 20:00 | t/p | 20 | 0.10 | 130.578 | 131.553 | 130.578 | 50.64 | 10564.74 |
| 66 | 2023.02.07 20:00 | t/p | 21 | 0.10 | 130.578 | 131.553 | 130.578 | 50.64 | 10615.38 |
| 67 | 2023.02.13 12:00 | sell | 22 | 0.10 | 132.680 | 0.000 | 0.000 | ||
| 68 | 2023.02.13 12:00 | modify | 22 | 0.10 | 132.680 | 133.680 | 131.180 | ||
| 69 | 2023.02.15 16:00 | s/l | 22 | 0.10 | 133.680 | 133.680 | 131.180 | -77.09 | 10538.29 |
| 70 | 2023.02.17 12:00 | sell | 23 | 0.10 | 135.036 | 0.000 | 0.000 | ||
| 71 | 2023.02.17 12:00 | modify | 23 | 0.10 | 135.036 | 136.036 | 133.536 | ||
| 72 | 2023.02.24 16:00 | s/l | 23 | 0.10 | 136.036 | 136.036 | 133.536 | -82.51 | 10455.78 |
| 73 | 2023.03.20 08:00 | buy | 24 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 74 | 2023.03.20 08:00 | modify | 24 | 0.10 | 131.078 | 130.078 | 132.578 | ||
| 75 | 2023.03.21 20:00 | t/p | 24 | 0.10 | 132.578 | 130.078 | 132.578 | 114.30 | 10570.08 |
| 76 | 2023.03.22 12:00 | sell | 25 | 0.10 | 132.895 | 0.000 | 0.000 | ||
| 77 | 2023.03.22 12:00 | modify | 25 | 0.10 | 132.895 | 133.895 | 131.395 | ||
| 78 | 2023.03.22 20:00 | t/p | 25 | 0.10 | 131.395 | 133.895 | 131.395 | 114.30 | 10684.38 |
| 79 | 2023.03.23 04:00 | buy | 26 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 80 | 2023.03.23 04:00 | modify | 26 | 0.10 | 130.647 | 129.647 | 132.147 | ||
| 81 | 2023.03.24 12:00 | s/l | 26 | 0.10 | 129.647 | 129.647 | 132.147 | -75.88 | 10608.50 |
| 82 | 2023.04.10 04:00 | sell | 27 | 0.10 | 132.705 | 0.000 | 0.000 | ||
| 83 | 2023.04.10 04:00 | modify | 27 | 0.10 | 132.705 | 133.705 | 131.205 | ||
| 84 | 2023.04.10 16:00 | s/l | 27 | 0.10 | 133.705 | 133.705 | 131.205 | -74.75 | 10533.75 |
| 85 | 2023.04.28 08:00 | sell | 28 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 86 | 2023.04.28 08:00 | modify | 28 | 0.10 | 135.726 | 136.726 | 134.226 | ||
| 87 | 2023.05.01 04:00 | s/l | 28 | 0.10 | 136.726 | 136.726 | 134.226 | -74.36 | 10459.40 |
| 88 | 2023.05.03 08:00 | buy | 29 | 0.10 | 135.825 | 0.000 | 0.000 | ||
| 89 | 2023.05.03 08:00 | modify | 29 | 0.10 | 135.825 | 134.825 | 137.325 | ||
| 90 | 2023.05.04 00:00 | s/l | 29 | 0.10 | 134.825 | 134.825 | 137.325 | -71.20 | 10388.20 |
| 91 | 2023.05.17 08:00 | sell | 30 | 0.10 | 136.984 | 0.000 | 0.000 | ||
| 92 | 2023.05.17 08:00 | modify | 30 | 0.10 | 136.984 | 137.984 | 135.484 | ||
| 93 | 2023.05.18 16:00 | s/l | 30 | 0.10 | 137.984 | 137.984 | 135.484 | -76.14 | 10312.06 |
| 94 | 2023.05.25 04:00 | sell | 31 | 0.10 | 139.656 | 0.000 | 0.000 | ||
| 95 | 2023.05.25 04:00 | modify | 31 | 0.10 | 139.656 | 140.656 | 138.156 | ||
| 96 | 2023.05.26 16:00 | s/l | 31 | 0.10 | 140.656 | 140.656 | 138.156 | -72.46 | 10239.60 |
| 97 | 2023.06.15 08:00 | sell | 32 | 0.10 | 141.272 | 0.000 | 0.000 | ||
| 98 | 2023.06.15 08:00 | modify | 32 | 0.10 | 141.272 | 142.272 | 139.772 | ||
| 99 | 2023.06.20 04:00 | s/l | 32 | 0.10 | 142.272 | 142.272 | 139.772 | -74.49 | 10165.11 |
| 100 | 2023.06.28 12:00 | sell | 33 | 0.10 | 144.189 | 0.000 | 0.000 | ||
| 101 | 2023.06.28 12:00 | modify | 33 | 0.10 | 144.189 | 145.189 | 142.689 | ||
| 102 | 2023.07.07 16:00 | t/p | 33 | 0.10 | 142.689 | 145.189 | 142.689 | 90.98 | 10256.10 |
| 103 | 2023.07.14 04:00 | buy | 34 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 104 | 2023.07.14 04:00 | modify | 34 | 0.10 | 137.464 | 136.464 | 138.964 | ||
| 105 | 2023.07.14 16:00 | t/p | 34 | 0.10 | 138.964 | 136.464 | 138.964 | 108.11 | 10364.21 |
| 106 | 2023.07.19 08:00 | sell | 35 | 0.10 | 139.499 | 0.000 | 0.000 | ||
| 107 | 2023.07.19 08:00 | modify | 35 | 0.10 | 139.499 | 140.499 | 137.999 | ||
| 108 | 2023.07.20 20:00 | s/l | 35 | 0.10 | 140.499 | 140.499 | 137.999 | -75.31 | 10288.90 |
| 109 | 2023.07.21 08:00 | sell | 36 | 0.10 | 141.370 | 0.000 | 0.000 | ||
| 110 | 2023.07.21 08:00 | modify | 36 | 0.10 | 141.370 | 142.370 | 139.870 | ||
| 111 | 2023.07.27 04:00 | t/p | 36 | 0.10 | 139.870 | 142.370 | 139.870 | 99.35 | 10388.25 |
| 112 | 2023.07.27 04:00 | buy | 37 | 0.10 | 139.853 | 0.000 | 0.000 | ||
| 113 | 2023.07.27 04:00 | modify | 37 | 0.10 | 139.853 | 138.853 | 141.353 | ||
| 114 | 2023.07.27 20:00 | s/l | 37 | 0.10 | 138.853 | 138.853 | 141.353 | -71.91 | 10316.34 |
| 115 | 2023.08.01 04:00 | sell | 38 | 0.10 | 142.668 | 0.000 | 0.000 | ||
| 116 | 2023.08.01 04:00 | modify | 38 | 0.10 | 142.668 | 143.668 | 141.168 | ||
| 117 | 2023.08.03 08:00 | s/l | 38 | 0.10 | 143.668 | 143.668 | 141.168 | -75.22 | 10241.12 |
| 118 | 2023.08.08 04:00 | sell | 39 | 0.10 | 143.333 | 0.000 | 0.000 | ||
| 119 | 2023.08.08 04:00 | modify | 39 | 0.10 | 143.333 | 144.333 | 141.833 | ||
| 120 | 2023.08.10 16:00 | s/l | 39 | 0.10 | 144.333 | 144.333 | 141.833 | -74.50 | 10166.62 |
| 121 | 2023.08.29 12:00 | sell | 40 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 122 | 2023.08.29 12:00 | modify | 40 | 0.10 | 147.141 | 148.141 | 145.641 | ||
| 123 | 2023.08.30 16:00 | t/p | 40 | 0.10 | 145.641 | 148.141 | 145.641 | 101.44 | 10268.06 |
| 124 | 2023.09.01 12:00 | buy | 41 | 0.10 | 145.260 | 0.000 | 0.000 | ||
| 125 | 2023.09.01 12:00 | modify | 41 | 0.10 | 145.260 | 144.260 | 146.760 | ||
| 126 | 2023.09.05 04:00 | t/p | 41 | 0.10 | 146.760 | 144.260 | 146.760 | 104.31 | 10372.37 |
| 127 | 2023.09.05 04:00 | sell | 42 | 0.10 | 146.740 | 0.000 | 0.000 | ||
| 128 | 2023.09.05 04:00 | modify | 42 | 0.10 | 146.740 | 147.740 | 145.240 | ||
| 129 | 2023.09.05 16:00 | s/l | 42 | 0.10 | 147.740 | 147.740 | 145.240 | -67.72 | 10304.65 |
| 130 | 2023.09.11 04:00 | buy | 43 | 0.10 | 146.488 | 0.000 | 0.000 | ||
| 131 | 2023.09.11 04:00 | modify | 43 | 0.10 | 146.488 | 145.488 | 147.988 | ||
| 132 | 2023.09.20 08:00 | t/p | 43 | 0.10 | 147.988 | 145.488 | 147.988 | 110.64 | 10415.28 |
| 133 | 2023.09.20 08:00 | sell | 44 | 0.10 | 148.141 | 0.000 | 0.000 | ||
| 134 | 2023.09.20 08:00 | modify | 44 | 0.10 | 148.141 | 149.141 | 146.641 | ||
| 135 | 2023.09.26 08:00 | s/l | 44 | 0.10 | 149.141 | 149.141 | 146.641 | -75.06 | 10340.23 |