Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 159.51 | Gross profit | 955.35 | Gross loss | -795.83 |
| Profit factor | 1.20 | Expected payoff | 4.83 | ||
| Absolute drawdown | 230.80 | Maximal drawdown | 337.57 (3.34%) | Relative drawdown | 3.34% (337.57) |
| Total trades | 33 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 13 (39.39%) | Loss trades (% of total) | 20 (60.61%) | ||
| Largest | profit trade | 105.19 | loss trade | -49.15 | |
| Average | profit trade | 73.49 | loss trade | -39.79 | |
| Maximum | consecutive wins (profit in money) | 3 (250.38) | consecutive losses (loss in money) | 4 (-164.53) | |
| Maximal | consecutive profit (count of wins) | 250.38 (3) | consecutive loss (count of losses) | -164.53 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.05 20:00 | sell | 1 | 0.10 | 143.403 | 0.000 | 0.000 | ||
| 2 | 2022.12.05 20:00 | modify | 1 | 0.10 | 143.403 | 144.003 | 142.003 | ||
| 3 | 2022.12.06 08:00 | s/l | 1 | 0.10 | 144.003 | 144.003 | 142.003 | -42.66 | 9957.34 |
| 4 | 2022.12.15 20:00 | sell | 2 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 5 | 2022.12.15 20:00 | modify | 2 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 6 | 2022.12.16 16:00 | t/p | 2 | 0.10 | 145.050 | 147.050 | 145.050 | 95.21 | 10052.55 |
| 7 | 2022.12.19 04:00 | buy | 3 | 0.10 | 144.579 | 0.000 | 0.000 | ||
| 8 | 2022.12.19 04:00 | modify | 3 | 0.10 | 144.579 | 143.979 | 145.979 | ||
| 9 | 2022.12.20 04:00 | s/l | 3 | 0.10 | 143.979 | 143.979 | 145.979 | -40.64 | 10011.91 |
| 10 | 2022.12.20 12:00 | buy | 4 | 0.10 | 140.997 | 0.000 | 0.000 | ||
| 11 | 2022.12.20 12:00 | modify | 4 | 0.10 | 140.997 | 140.397 | 142.397 | ||
| 12 | 2022.12.20 16:00 | s/l | 4 | 0.10 | 140.397 | 140.397 | 142.397 | -41.43 | 9970.48 |
| 13 | 2023.01.23 12:00 | sell | 5 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 14 | 2023.01.23 12:00 | modify | 5 | 0.10 | 141.802 | 142.402 | 140.402 | ||
| 15 | 2023.01.26 00:00 | sell | 6 | 0.10 | 141.159 | 0.000 | 0.000 | ||
| 16 | 2023.01.26 00:00 | modify | 6 | 0.10 | 141.159 | 141.452 | 140.402 | ||
| 17 | 2023.01.26 00:00 | modify | 5 | 0.10 | 141.802 | 141.452 | 140.402 | ||
| 18 | 2023.01.26 08:00 | s/l | 5 | 0.10 | 141.452 | 141.452 | 140.402 | 17.63 | 9988.11 |
| 19 | 2023.01.26 08:00 | s/l | 6 | 0.10 | 141.452 | 141.452 | 140.402 | -20.20 | 9967.91 |
| 20 | 2023.02.15 20:00 | sell | 7 | 0.10 | 143.308 | 0.000 | 0.000 | ||
| 21 | 2023.02.15 20:00 | modify | 7 | 0.10 | 143.308 | 143.908 | 141.908 | ||
| 22 | 2023.02.21 12:00 | s/l | 7 | 0.10 | 143.908 | 143.908 | 141.908 | -49.15 | 9918.76 |
| 23 | 2023.02.26 20:00 | sell | 8 | 0.10 | 143.914 | 0.000 | 0.000 | ||
| 24 | 2023.02.26 20:00 | modify | 8 | 0.10 | 143.914 | 144.514 | 142.514 | ||
| 25 | 2023.02.27 20:00 | s/l | 8 | 0.10 | 144.514 | 144.514 | 142.514 | -42.66 | 9876.10 |
| 26 | 2023.03.09 16:00 | buy | 9 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 27 | 2023.03.09 16:00 | modify | 9 | 0.10 | 144.101 | 143.501 | 145.501 | ||
| 28 | 2023.03.10 16:00 | s/l | 9 | 0.10 | 143.501 | 143.501 | 145.501 | -40.64 | 9835.46 |
| 29 | 2023.04.05 20:00 | buy | 10 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 30 | 2023.04.05 20:00 | modify | 10 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 31 | 2023.04.10 04:00 | t/p | 10 | 0.10 | 144.519 | 142.519 | 144.519 | 100.54 | 9936.00 |
| 32 | 2023.04.28 12:00 | sell | 11 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 33 | 2023.04.28 12:00 | modify | 11 | 0.10 | 149.284 | 149.884 | 147.884 | ||
| 34 | 2023.04.28 16:00 | s/l | 11 | 0.10 | 149.884 | 149.884 | 147.884 | -41.36 | 9894.64 |
| 35 | 2023.04.28 20:00 | sell | 12 | 0.10 | 150.035 | 0.000 | 0.000 | ||
| 36 | 2023.04.28 20:00 | modify | 12 | 0.10 | 150.035 | 150.635 | 148.635 | ||
| 37 | 2023.05.01 04:00 | s/l | 12 | 0.10 | 150.635 | 150.635 | 148.635 | -42.66 | 9851.98 |
| 38 | 2023.05.04 04:00 | buy | 13 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 39 | 2023.05.04 04:00 | modify | 13 | 0.10 | 149.091 | 148.491 | 150.491 | ||
| 40 | 2023.05.04 16:00 | s/l | 13 | 0.10 | 148.491 | 148.491 | 150.491 | -41.42 | 9810.56 |
| 41 | 2023.05.10 20:00 | buy | 14 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 42 | 2023.05.10 20:00 | modify | 14 | 0.10 | 147.573 | 146.973 | 148.973 | ||
| 43 | 2023.05.11 08:00 | s/l | 14 | 0.10 | 146.973 | 146.973 | 148.973 | -39.09 | 9771.47 |
| 44 | 2023.05.11 16:00 | buy | 15 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 45 | 2023.05.11 16:00 | modify | 15 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 46 | 2023.05.15 00:00 | buy | 16 | 0.10 | 147.436 | 0.000 | 0.000 | ||
| 47 | 2023.05.15 00:00 | modify | 16 | 0.10 | 147.436 | 147.151 | 148.201 | ||
| 48 | 2023.05.15 00:00 | modify | 15 | 0.10 | 146.801 | 147.151 | 148.201 | ||
| 49 | 2023.05.16 16:00 | t/p | 15 | 0.10 | 148.201 | 147.151 | 148.201 | 98.99 | 9870.45 |
| 50 | 2023.05.16 16:00 | t/p | 16 | 0.10 | 148.201 | 147.151 | 148.201 | 53.60 | 9924.05 |
| 51 | 2023.05.31 12:00 | buy | 17 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 52 | 2023.05.31 12:00 | modify | 17 | 0.10 | 149.218 | 148.618 | 150.618 | ||
| 53 | 2023.05.31 20:00 | s/l | 17 | 0.10 | 148.618 | 148.618 | 150.618 | -41.43 | 9882.62 |
| 54 | 2023.05.31 20:00 | buy | 18 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 55 | 2023.05.31 20:00 | modify | 18 | 0.10 | 148.939 | 148.339 | 150.339 | ||
| 56 | 2023.06.09 08:00 | t/p | 18 | 0.10 | 150.339 | 148.339 | 150.339 | 105.19 | 9987.81 |
| 57 | 2023.06.15 12:00 | sell | 19 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 58 | 2023.06.15 12:00 | modify | 19 | 0.10 | 152.799 | 153.399 | 151.399 | ||
| 59 | 2023.06.15 16:00 | s/l | 19 | 0.10 | 153.399 | 153.399 | 151.399 | -41.36 | 9946.45 |
| 60 | 2023.06.15 20:00 | sell | 20 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 61 | 2023.06.15 20:00 | modify | 20 | 0.10 | 153.552 | 154.152 | 152.152 | ||
| 62 | 2023.06.16 08:00 | s/l | 20 | 0.10 | 154.152 | 154.152 | 152.152 | -42.66 | 9903.80 |
| 63 | 2023.07.12 16:00 | buy | 21 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 64 | 2023.07.12 16:00 | modify | 21 | 0.10 | 153.751 | 153.151 | 155.151 | ||
| 65 | 2023.07.13 04:00 | buy | 22 | 0.10 | 154.408 | 0.000 | 0.000 | ||
| 66 | 2023.07.13 04:00 | modify | 22 | 0.10 | 154.408 | 154.101 | 155.151 | ||
| 67 | 2023.07.13 04:00 | modify | 21 | 0.10 | 153.751 | 154.101 | 155.151 | ||
| 68 | 2023.07.13 08:00 | s/l | 21 | 0.10 | 154.101 | 154.101 | 155.151 | 26.49 | 9930.28 |
| 69 | 2023.07.13 08:00 | s/l | 22 | 0.10 | 154.101 | 154.101 | 155.151 | -21.20 | 9909.08 |
| 70 | 2023.07.21 16:00 | sell | 23 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 71 | 2023.07.21 16:00 | modify | 23 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 72 | 2023.07.25 12:00 | t/p | 23 | 0.10 | 156.213 | 158.213 | 156.213 | 93.91 | 10003.00 |
| 73 | 2023.07.25 20:00 | buy | 24 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 74 | 2023.07.25 20:00 | modify | 24 | 0.10 | 155.823 | 155.223 | 157.223 | ||
| 75 | 2023.07.26 12:00 | s/l | 24 | 0.10 | 155.223 | 155.223 | 157.223 | -40.65 | 9962.34 |
| 76 | 2023.08.10 20:00 | sell | 25 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 77 | 2023.08.10 20:00 | modify | 25 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 78 | 2023.08.18 08:00 | sell | 26 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 79 | 2023.08.18 08:00 | modify | 26 | 0.10 | 157.981 | 158.485 | 157.575 | ||
| 80 | 2023.08.18 08:00 | modify | 25 | 0.10 | 158.975 | 158.485 | 157.575 | ||
| 81 | 2023.08.21 12:00 | s/l | 25 | 0.10 | 158.485 | 158.485 | 157.575 | 22.09 | 9984.43 |
| 82 | 2023.08.21 12:00 | s/l | 26 | 0.10 | 158.485 | 158.485 | 157.575 | -36.05 | 9948.38 |
| 83 | 2023.08.22 04:00 | sell | 27 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 84 | 2023.08.22 04:00 | modify | 27 | 0.10 | 159.370 | 159.970 | 157.970 | ||
| 85 | 2023.08.23 04:00 | t/p | 27 | 0.10 | 157.970 | 159.970 | 157.970 | 95.20 | 10043.58 |
| 86 | 2023.09.14 20:00 | buy | 28 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 87 | 2023.09.14 20:00 | modify | 28 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 88 | 2023.09.15 08:00 | buy | 29 | 0.10 | 157.590 | 0.000 | 0.000 | ||
| 89 | 2023.09.15 08:00 | modify | 29 | 0.10 | 157.590 | 157.309 | 158.359 | ||
| 90 | 2023.09.15 08:00 | modify | 28 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 91 | 2023.09.20 08:00 | t/p | 28 | 0.10 | 158.359 | 157.309 | 158.359 | 99.76 | 10143.35 |
| 92 | 2023.09.20 08:00 | t/p | 29 | 0.10 | 158.359 | 157.309 | 158.359 | 55.42 | 10198.76 |
| 93 | 2023.10.08 20:00 | sell | 30 | 0.10 | 157.274 | 0.000 | 0.000 | ||
| 94 | 2023.10.08 20:00 | modify | 30 | 0.10 | 157.274 | 157.874 | 155.874 | ||
| 95 | 2023.10.10 12:00 | s/l | 30 | 0.10 | 157.874 | 157.874 | 155.874 | -43.96 | 10154.81 |
| 96 | 2023.11.03 20:00 | sell | 31 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 97 | 2023.11.03 20:00 | modify | 31 | 0.10 | 160.297 | 160.897 | 158.897 | ||
| 98 | 2023.11.06 12:00 | s/l | 31 | 0.10 | 160.897 | 160.897 | 158.897 | -42.66 | 10112.15 |
| 99 | 2023.11.06 16:00 | sell | 32 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 100 | 2023.11.06 16:00 | modify | 32 | 0.10 | 160.863 | 161.463 | 159.463 | ||
| 101 | 2023.11.08 16:00 | s/l | 32 | 0.10 | 161.463 | 161.463 | 159.463 | -43.96 | 10068.19 |
| 102 | 2023.11.15 08:00 | sell | 33 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 103 | 2023.11.15 08:00 | modify | 33 | 0.10 | 163.843 | 164.443 | 162.443 | ||
| 104 | 2023.11.17 12:00 | t/p | 33 | 0.10 | 162.443 | 164.443 | 162.443 | 91.32 | 10159.51 |