Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 139.92 | Gross profit | 1504.32 | Gross loss | -1364.40 |
| Profit factor | 1.10 | Expected payoff | 3.89 | ||
| Absolute drawdown | 327.18 | Maximal drawdown | 392.49 (3.90%) | Relative drawdown | 3.90% (392.49) |
| Total trades | 36 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 20 (55.56%) | Loss trades (% of total) | 16 (44.44%) | ||
| Largest | profit trade | 100.70 | loss trade | -116.75 | |
| Average | profit trade | 75.22 | loss trade | -85.28 | |
| Maximum | consecutive wins (profit in money) | 5 (342.71) | consecutive losses (loss in money) | 3 (-148.47) | |
| Maximal | consecutive profit (count of wins) | 342.71 (5) | consecutive loss (count of losses) | -212.99 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.02 04:00 | buy | 1 | 0.10 | 135.187 | 0.000 | 0.000 | ||
| 2 | 2022.12.02 04:00 | modify | 1 | 0.10 | 135.187 | 133.887 | 136.487 | ||
| 3 | 2022.12.02 12:00 | s/l | 1 | 0.10 | 133.887 | 133.887 | 136.487 | -97.02 | 9902.98 |
| 4 | 2022.12.20 20:00 | buy | 2 | 0.10 | 131.542 | 0.000 | 0.000 | ||
| 5 | 2022.12.20 20:00 | modify | 2 | 0.10 | 131.542 | 130.242 | 132.842 | ||
| 6 | 2022.12.21 20:00 | buy | 3 | 0.10 | 132.194 | 0.000 | 0.000 | ||
| 7 | 2022.12.21 20:00 | modify | 3 | 0.10 | 132.194 | 131.737 | 132.842 | ||
| 8 | 2022.12.21 20:00 | modify | 2 | 0.10 | 131.542 | 131.737 | 132.842 | ||
| 9 | 2022.12.22 04:00 | s/l | 2 | 0.10 | 131.737 | 131.737 | 132.842 | 19.20 | 9922.18 |
| 10 | 2022.12.22 04:00 | s/l | 3 | 0.10 | 131.737 | 131.737 | 132.842 | -31.39 | 9890.79 |
| 11 | 2022.12.30 16:00 | buy | 4 | 0.10 | 131.961 | 0.000 | 0.000 | ||
| 12 | 2022.12.30 16:00 | modify | 4 | 0.10 | 131.961 | 130.661 | 133.261 | ||
| 13 | 2023.01.02 16:00 | s/l | 4 | 0.10 | 130.661 | 130.661 | 133.261 | -98.31 | 9792.49 |
| 14 | 2023.01.02 16:00 | buy | 5 | 0.10 | 130.804 | 0.000 | 0.000 | ||
| 15 | 2023.01.02 16:00 | modify | 5 | 0.10 | 130.804 | 129.504 | 132.104 | ||
| 16 | 2023.01.04 20:00 | t/p | 5 | 0.10 | 132.104 | 129.504 | 132.104 | 100.23 | 9892.72 |
| 17 | 2023.02.02 04:00 | buy | 6 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 18 | 2023.02.02 04:00 | modify | 6 | 0.10 | 128.637 | 127.337 | 129.937 | ||
| 19 | 2023.02.03 16:00 | t/p | 6 | 0.10 | 129.937 | 127.337 | 129.937 | 100.28 | 9993.00 |
| 20 | 2023.02.03 20:00 | sell | 7 | 0.10 | 131.057 | 0.000 | 0.000 | ||
| 21 | 2023.02.03 20:00 | modify | 7 | 0.10 | 131.057 | 132.357 | 129.757 | ||
| 22 | 2023.02.05 20:00 | s/l | 7 | 0.10 | 132.357 | 132.357 | 129.757 | -98.11 | 9894.89 |
| 23 | 2023.02.06 04:00 | sell | 8 | 0.10 | 131.898 | 0.000 | 0.000 | ||
| 24 | 2023.02.06 04:00 | modify | 8 | 0.10 | 131.898 | 133.198 | 130.598 | ||
| 25 | 2023.02.07 16:00 | sell | 9 | 0.10 | 131.242 | 0.000 | 0.000 | ||
| 26 | 2023.02.07 16:00 | modify | 9 | 0.10 | 131.242 | 131.703 | 130.598 | ||
| 27 | 2023.02.07 16:00 | modify | 8 | 0.10 | 131.898 | 131.703 | 130.598 | ||
| 28 | 2023.02.07 20:00 | t/p | 8 | 0.10 | 130.598 | 131.703 | 130.598 | 97.53 | 9992.41 |
| 29 | 2023.02.07 20:00 | t/p | 9 | 0.10 | 130.598 | 131.703 | 130.598 | 49.11 | 10041.52 |
| 30 | 2023.02.15 20:00 | sell | 10 | 0.10 | 134.172 | 0.000 | 0.000 | ||
| 31 | 2023.02.15 20:00 | modify | 10 | 0.10 | 134.172 | 135.472 | 132.872 | ||
| 32 | 2023.02.24 12:00 | s/l | 10 | 0.10 | 135.472 | 135.472 | 132.872 | -113.75 | 9927.77 |
| 33 | 2023.02.26 20:00 | sell | 11 | 0.10 | 136.414 | 0.000 | 0.000 | ||
| 34 | 2023.02.26 20:00 | modify | 11 | 0.10 | 136.414 | 137.714 | 135.114 | ||
| 35 | 2023.03.07 08:00 | sell | 12 | 0.10 | 135.748 | 0.000 | 0.000 | ||
| 36 | 2023.03.07 08:00 | modify | 12 | 0.10 | 135.748 | 136.219 | 135.114 | ||
| 37 | 2023.03.07 08:00 | modify | 11 | 0.10 | 136.414 | 136.219 | 135.114 | ||
| 38 | 2023.03.07 16:00 | s/l | 11 | 0.10 | 136.219 | 136.219 | 135.114 | -0.28 | 9927.48 |
| 39 | 2023.03.07 16:00 | s/l | 12 | 0.10 | 136.219 | 136.219 | 135.114 | -34.43 | 9893.05 |
| 40 | 2023.03.20 12:00 | buy | 13 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 41 | 2023.03.20 12:00 | modify | 13 | 0.10 | 131.079 | 129.779 | 132.379 | ||
| 42 | 2023.03.21 12:00 | t/p | 13 | 0.10 | 132.379 | 129.779 | 132.379 | 99.38 | 9992.43 |
| 43 | 2023.04.17 04:00 | sell | 14 | 0.10 | 133.981 | 0.000 | 0.000 | ||
| 44 | 2023.04.17 04:00 | modify | 14 | 0.10 | 133.981 | 135.281 | 132.681 | ||
| 45 | 2023.04.28 08:00 | s/l | 14 | 0.10 | 135.281 | 135.281 | 132.681 | -116.75 | 9875.68 |
| 46 | 2023.04.28 16:00 | sell | 15 | 0.10 | 135.995 | 0.000 | 0.000 | ||
| 47 | 2023.04.28 16:00 | modify | 15 | 0.10 | 135.995 | 137.295 | 134.695 | ||
| 48 | 2023.05.01 16:00 | s/l | 15 | 0.10 | 137.295 | 137.295 | 134.695 | -96.23 | 9779.44 |
| 49 | 2023.05.02 04:00 | sell | 16 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 50 | 2023.05.02 04:00 | modify | 16 | 0.10 | 137.493 | 138.793 | 136.193 | ||
| 51 | 2023.05.03 04:00 | t/p | 16 | 0.10 | 136.193 | 138.793 | 136.193 | 93.92 | 9873.36 |
| 52 | 2023.05.14 20:00 | sell | 17 | 0.10 | 135.646 | 0.000 | 0.000 | ||
| 53 | 2023.05.14 20:00 | modify | 17 | 0.10 | 135.646 | 136.946 | 134.346 | ||
| 54 | 2023.05.17 08:00 | s/l | 17 | 0.10 | 136.946 | 136.946 | 134.346 | -99.72 | 9773.63 |
| 55 | 2023.05.18 04:00 | sell | 18 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 56 | 2023.05.18 04:00 | modify | 18 | 0.10 | 137.584 | 138.884 | 136.284 | ||
| 57 | 2023.05.23 04:00 | s/l | 18 | 0.10 | 138.884 | 138.884 | 136.284 | -98.60 | 9675.03 |
| 58 | 2023.06.15 12:00 | sell | 19 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 59 | 2023.06.15 12:00 | modify | 19 | 0.10 | 141.247 | 142.547 | 139.947 | ||
| 60 | 2023.06.16 04:00 | t/p | 19 | 0.10 | 139.947 | 142.547 | 139.947 | 90.88 | 9765.90 |
| 61 | 2023.06.27 20:00 | sell | 20 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 62 | 2023.06.27 20:00 | modify | 20 | 0.10 | 144.001 | 145.301 | 142.701 | ||
| 63 | 2023.07.07 16:00 | t/p | 20 | 0.10 | 142.701 | 145.301 | 142.701 | 72.01 | 9837.91 |
| 64 | 2023.07.11 16:00 | buy | 21 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 65 | 2023.07.11 16:00 | modify | 21 | 0.10 | 140.546 | 139.246 | 141.846 | ||
| 66 | 2023.07.12 16:00 | s/l | 21 | 0.10 | 139.246 | 139.246 | 141.846 | -92.95 | 9744.97 |
| 67 | 2023.07.12 20:00 | buy | 22 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 68 | 2023.07.12 20:00 | modify | 22 | 0.10 | 138.486 | 137.186 | 139.786 | ||
| 69 | 2023.07.19 12:00 | t/p | 22 | 0.10 | 139.786 | 137.186 | 139.786 | 100.70 | 9845.67 |
| 70 | 2023.07.19 16:00 | sell | 23 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 71 | 2023.07.19 16:00 | modify | 23 | 0.10 | 139.764 | 141.064 | 138.464 | ||
| 72 | 2023.07.21 08:00 | s/l | 23 | 0.10 | 141.064 | 141.064 | 138.464 | -98.40 | 9747.27 |
| 73 | 2023.07.21 16:00 | sell | 24 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 74 | 2023.07.21 16:00 | modify | 24 | 0.10 | 141.746 | 143.046 | 140.446 | ||
| 75 | 2023.07.26 12:00 | t/p | 24 | 0.10 | 140.446 | 143.046 | 140.446 | 87.75 | 9835.02 |
| 76 | 2023.07.26 16:00 | buy | 25 | 0.10 | 140.444 | 0.000 | 0.000 | ||
| 77 | 2023.07.26 16:00 | modify | 25 | 0.10 | 140.444 | 139.144 | 141.744 | ||
| 78 | 2023.07.27 20:00 | s/l | 25 | 0.10 | 139.144 | 139.144 | 141.744 | -90.18 | 9744.84 |
| 79 | 2023.08.04 20:00 | buy | 26 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 80 | 2023.08.04 20:00 | modify | 26 | 0.10 | 141.842 | 140.542 | 143.142 | ||
| 81 | 2023.08.07 20:00 | buy | 27 | 0.10 | 142.507 | 0.000 | 0.000 | ||
| 82 | 2023.08.07 20:00 | modify | 27 | 0.10 | 142.507 | 142.037 | 143.142 | ||
| 83 | 2023.08.07 20:00 | modify | 26 | 0.10 | 141.842 | 142.037 | 143.142 | ||
| 84 | 2023.08.08 00:00 | buy | 28 | 0.10 | 142.566 | 0.000 | 0.000 | ||
| 85 | 2023.08.08 00:00 | modify | 28 | 0.10 | 142.566 | 142.362 | 143.142 | ||
| 86 | 2023.08.08 00:00 | modify | 27 | 0.10 | 142.507 | 142.362 | 143.142 | ||
| 87 | 2023.08.08 00:00 | modify | 26 | 0.10 | 141.842 | 142.362 | 143.142 | ||
| 88 | 2023.08.08 04:00 | t/p | 26 | 0.10 | 143.142 | 142.362 | 143.142 | 92.89 | 9837.73 |
| 89 | 2023.08.08 04:00 | t/p | 27 | 0.10 | 143.142 | 142.362 | 143.142 | 45.40 | 9883.13 |
| 90 | 2023.08.08 04:00 | t/p | 28 | 0.10 | 143.142 | 142.362 | 143.142 | 40.18 | 9923.31 |
| 91 | 2023.08.21 20:00 | sell | 29 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 92 | 2023.08.21 20:00 | modify | 29 | 0.10 | 146.228 | 147.528 | 144.928 | ||
| 93 | 2023.08.23 16:00 | t/p | 29 | 0.10 | 144.928 | 147.528 | 144.928 | 86.64 | 10009.95 |
| 94 | 2023.08.25 20:00 | sell | 30 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 95 | 2023.08.25 20:00 | modify | 30 | 0.10 | 146.374 | 147.674 | 145.074 | ||
| 96 | 2023.09.01 16:00 | t/p | 30 | 0.10 | 145.074 | 147.674 | 145.074 | 77.60 | 10087.54 |
| 97 | 2023.10.13 04:00 | sell | 31 | 0.10 | 149.762 | 0.000 | 0.000 | ||
| 98 | 2023.10.13 04:00 | modify | 31 | 0.10 | 149.762 | 151.062 | 148.462 | ||
| 99 | 2023.10.31 16:00 | s/l | 31 | 0.10 | 151.062 | 151.062 | 148.462 | -111.65 | 9975.89 |
| 100 | 2023.11.03 20:00 | buy | 32 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 101 | 2023.11.03 20:00 | modify | 32 | 0.10 | 149.496 | 148.196 | 150.796 | ||
| 102 | 2023.11.07 04:00 | buy | 33 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 103 | 2023.11.07 04:00 | modify | 33 | 0.10 | 150.226 | 150.016 | 150.796 | ||
| 104 | 2023.11.07 04:00 | modify | 32 | 0.10 | 149.496 | 150.016 | 150.796 | ||
| 105 | 2023.11.08 16:00 | t/p | 32 | 0.10 | 150.796 | 150.016 | 150.796 | 89.48 | 10065.38 |
| 106 | 2023.11.08 16:00 | t/p | 33 | 0.10 | 150.796 | 150.016 | 150.796 | 38.88 | 10104.26 |
| 107 | 2023.11.10 16:00 | sell | 34 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 108 | 2023.11.10 16:00 | modify | 34 | 0.10 | 151.474 | 152.774 | 150.174 | ||
| 109 | 2023.11.14 16:00 | sell | 35 | 0.10 | 150.817 | 0.000 | 0.000 | ||
| 110 | 2023.11.14 16:00 | modify | 35 | 0.10 | 150.817 | 151.279 | 150.174 | ||
| 111 | 2023.11.14 16:00 | modify | 34 | 0.10 | 151.474 | 151.279 | 150.174 | ||
| 112 | 2023.11.15 16:00 | t/p | 34 | 0.10 | 150.174 | 151.279 | 150.174 | 81.29 | 10185.54 |
| 113 | 2023.11.15 16:00 | t/p | 35 | 0.10 | 150.174 | 151.279 | 150.174 | 40.99 | 10226.53 |
| 114 | 2023.11.17 16:00 | buy | 36 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 115 | 2023.11.17 16:00 | modify | 36 | 0.10 | 149.586 | 148.286 | 150.886 | ||
| 116 | 2023.11.20 12:00 | s/l | 36 | 0.10 | 148.286 | 148.286 | 150.886 | -86.61 | 10139.92 |