Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2610 | Ticks modelled | 4219 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 649.07 | Gross profit | 1123.52 | Gross loss | -474.45 |
| Profit factor | 2.37 | Expected payoff | 23.18 | ||
| Absolute drawdown | 213.04 | Maximal drawdown | 269.57 (2.68%) | Relative drawdown | 2.68% (269.57) |
| Total trades | 28 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 105.03 | loss trade | -74.71 | |
| Average | profit trade | 62.42 | loss trade | -47.44 | |
| Maximum | consecutive wins (profit in money) | 6 (363.01) | consecutive losses (loss in money) | 3 (-221.85) | |
| Maximal | consecutive profit (count of wins) | 363.01 (6) | consecutive loss (count of losses) | -221.85 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.23 12:00 | sell | 1 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 2 | 2023.01.23 12:00 | modify | 1 | 0.10 | 141.802 | 142.902 | 140.402 | ||
| 3 | 2023.01.26 00:00 | sell | 2 | 0.10 | 141.159 | 0.000 | 0.000 | ||
| 4 | 2023.01.26 00:00 | modify | 2 | 0.10 | 141.159 | 141.452 | 140.402 | ||
| 5 | 2023.01.26 00:00 | modify | 1 | 0.10 | 141.802 | 141.452 | 140.402 | ||
| 6 | 2023.01.26 08:00 | s/l | 1 | 0.10 | 141.452 | 141.452 | 140.402 | 17.37 | 10017.37 |
| 7 | 2023.01.26 08:00 | s/l | 2 | 0.10 | 141.452 | 141.452 | 140.402 | -19.90 | 9997.47 |
| 8 | 2023.02.15 20:00 | sell | 3 | 0.10 | 143.308 | 0.000 | 0.000 | ||
| 9 | 2023.02.15 20:00 | modify | 3 | 0.10 | 143.308 | 144.408 | 141.908 | ||
| 10 | 2023.02.23 20:00 | sell | 4 | 0.10 | 142.655 | 0.000 | 0.000 | ||
| 11 | 2023.02.23 20:00 | modify | 4 | 0.10 | 142.655 | 142.958 | 141.908 | ||
| 12 | 2023.02.23 20:00 | modify | 3 | 0.10 | 143.308 | 142.958 | 141.908 | ||
| 13 | 2023.02.24 04:00 | s/l | 3 | 0.10 | 142.958 | 142.958 | 141.908 | 9.70 | 10007.17 |
| 14 | 2023.02.24 04:00 | s/l | 4 | 0.10 | 142.958 | 142.958 | 141.908 | -21.86 | 9985.31 |
| 15 | 2023.03.09 16:00 | buy | 5 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 16 | 2023.03.09 16:00 | modify | 5 | 0.10 | 144.101 | 143.001 | 145.501 | ||
| 17 | 2023.03.13 00:00 | s/l | 5 | 0.10 | 143.001 | 143.001 | 145.501 | -73.19 | 9912.12 |
| 18 | 2023.04.05 20:00 | buy | 6 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 19 | 2023.04.05 20:00 | modify | 6 | 0.10 | 143.119 | 142.019 | 144.519 | ||
| 20 | 2023.04.10 04:00 | t/p | 6 | 0.10 | 144.519 | 142.019 | 144.519 | 98.91 | 10011.03 |
| 21 | 2023.04.28 12:00 | sell | 7 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 22 | 2023.04.28 12:00 | modify | 7 | 0.10 | 149.284 | 150.384 | 147.884 | ||
| 23 | 2023.04.28 16:00 | s/l | 7 | 0.10 | 150.384 | 150.384 | 147.884 | -74.71 | 9936.32 |
| 24 | 2023.05.04 04:00 | buy | 8 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 25 | 2023.05.04 04:00 | modify | 8 | 0.10 | 149.091 | 147.991 | 150.491 | ||
| 26 | 2023.05.04 16:00 | s/l | 8 | 0.10 | 147.991 | 147.991 | 150.491 | -74.71 | 9861.61 |
| 27 | 2023.05.10 20:00 | buy | 9 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 28 | 2023.05.10 20:00 | modify | 9 | 0.10 | 147.573 | 146.473 | 148.973 | ||
| 29 | 2023.05.11 16:00 | s/l | 9 | 0.10 | 146.473 | 146.473 | 148.973 | -72.43 | 9789.19 |
| 30 | 2023.05.11 16:00 | buy | 10 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 31 | 2023.05.11 16:00 | modify | 10 | 0.10 | 146.801 | 145.701 | 148.201 | ||
| 32 | 2023.05.15 00:00 | buy | 11 | 0.10 | 147.436 | 0.000 | 0.000 | ||
| 33 | 2023.05.15 00:00 | modify | 11 | 0.10 | 147.436 | 147.151 | 148.201 | ||
| 34 | 2023.05.15 00:00 | modify | 10 | 0.10 | 146.801 | 147.151 | 148.201 | ||
| 35 | 2023.05.16 16:00 | t/p | 10 | 0.10 | 148.201 | 147.151 | 148.201 | 97.38 | 9886.57 |
| 36 | 2023.05.16 16:00 | t/p | 11 | 0.10 | 148.201 | 147.151 | 148.201 | 52.72 | 9939.30 |
| 37 | 2023.05.31 12:00 | buy | 12 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 38 | 2023.05.31 12:00 | modify | 12 | 0.10 | 149.218 | 148.118 | 150.618 | ||
| 39 | 2023.06.12 00:00 | buy | 13 | 0.10 | 149.852 | 0.000 | 0.000 | ||
| 40 | 2023.06.12 00:00 | modify | 13 | 0.10 | 149.852 | 149.568 | 150.618 | ||
| 41 | 2023.06.12 00:00 | modify | 12 | 0.10 | 149.218 | 149.568 | 150.618 | ||
| 42 | 2023.06.12 20:00 | buy | 14 | 0.10 | 150.202 | 0.000 | 0.000 | ||
| 43 | 2023.06.12 20:00 | modify | 14 | 0.10 | 150.202 | 149.848 | 150.618 | ||
| 44 | 2023.06.12 20:00 | modify | 13 | 0.10 | 149.852 | 149.848 | 150.618 | ||
| 45 | 2023.06.12 20:00 | modify | 12 | 0.10 | 149.218 | 149.848 | 150.618 | ||
| 46 | 2023.06.13 08:00 | t/p | 12 | 0.10 | 150.618 | 149.848 | 150.618 | 105.03 | 10044.33 |
| 47 | 2023.06.13 08:00 | t/p | 13 | 0.10 | 150.618 | 149.848 | 150.618 | 52.79 | 10097.12 |
| 48 | 2023.06.13 08:00 | t/p | 14 | 0.10 | 150.618 | 149.848 | 150.618 | 29.01 | 10126.13 |
| 49 | 2023.07.12 16:00 | buy | 15 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 50 | 2023.07.12 16:00 | modify | 15 | 0.10 | 153.751 | 152.651 | 155.151 | ||
| 51 | 2023.07.13 04:00 | buy | 16 | 0.10 | 154.408 | 0.000 | 0.000 | ||
| 52 | 2023.07.13 04:00 | modify | 16 | 0.10 | 154.408 | 154.101 | 155.151 | ||
| 53 | 2023.07.13 04:00 | modify | 15 | 0.10 | 153.751 | 154.101 | 155.151 | ||
| 54 | 2023.07.13 08:00 | s/l | 15 | 0.10 | 154.101 | 154.101 | 155.151 | 26.06 | 10152.20 |
| 55 | 2023.07.13 08:00 | s/l | 16 | 0.10 | 154.101 | 154.101 | 155.151 | -20.85 | 10131.35 |
| 56 | 2023.07.21 16:00 | sell | 17 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 57 | 2023.07.21 16:00 | modify | 17 | 0.10 | 157.613 | 158.713 | 156.213 | ||
| 58 | 2023.07.25 12:00 | t/p | 17 | 0.10 | 156.213 | 158.713 | 156.213 | 92.52 | 10223.87 |
| 59 | 2023.07.25 20:00 | buy | 18 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 60 | 2023.07.25 20:00 | modify | 18 | 0.10 | 155.823 | 154.723 | 157.223 | ||
| 61 | 2023.07.27 20:00 | s/l | 18 | 0.10 | 154.723 | 154.723 | 157.223 | -71.65 | 10152.22 |
| 62 | 2023.08.10 20:00 | sell | 19 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 63 | 2023.08.10 20:00 | modify | 19 | 0.10 | 158.975 | 160.075 | 157.575 | ||
| 64 | 2023.08.18 08:00 | sell | 20 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 65 | 2023.08.18 08:00 | modify | 20 | 0.10 | 157.981 | 158.345 | 157.575 | ||
| 66 | 2023.08.18 08:00 | modify | 19 | 0.10 | 158.975 | 158.345 | 157.575 | ||
| 67 | 2023.08.21 04:00 | s/l | 19 | 0.10 | 158.345 | 158.345 | 157.575 | 31.28 | 10183.49 |
| 68 | 2023.08.21 04:00 | s/l | 20 | 0.10 | 158.345 | 158.345 | 157.575 | -26.00 | 10157.50 |
| 69 | 2023.08.22 04:00 | sell | 21 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 70 | 2023.08.22 04:00 | modify | 21 | 0.10 | 159.370 | 160.470 | 157.970 | ||
| 71 | 2023.08.23 04:00 | t/p | 21 | 0.10 | 157.970 | 160.470 | 157.970 | 93.81 | 10251.31 |
| 72 | 2023.09.14 20:00 | buy | 22 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 73 | 2023.09.14 20:00 | modify | 22 | 0.10 | 156.959 | 155.859 | 158.359 | ||
| 74 | 2023.09.15 08:00 | buy | 23 | 0.10 | 157.590 | 0.000 | 0.000 | ||
| 75 | 2023.09.15 08:00 | modify | 23 | 0.10 | 157.590 | 157.309 | 158.359 | ||
| 76 | 2023.09.15 08:00 | modify | 22 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 77 | 2023.09.20 08:00 | t/p | 22 | 0.10 | 158.359 | 157.309 | 158.359 | 98.16 | 10349.46 |
| 78 | 2023.09.20 08:00 | t/p | 23 | 0.10 | 158.359 | 157.309 | 158.359 | 54.53 | 10404.00 |
| 79 | 2023.11.15 08:00 | sell | 24 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 80 | 2023.11.15 08:00 | modify | 24 | 0.10 | 163.843 | 164.943 | 162.443 | ||
| 81 | 2023.11.17 12:00 | t/p | 24 | 0.10 | 162.443 | 164.943 | 162.443 | 89.96 | 10493.96 |
| 82 | 2023.12.11 12:00 | sell | 25 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 83 | 2023.12.11 12:00 | modify | 25 | 0.10 | 157.383 | 158.483 | 155.983 | ||
| 84 | 2023.12.12 08:00 | sell | 26 | 0.10 | 156.751 | 0.000 | 0.000 | ||
| 85 | 2023.12.12 08:00 | modify | 26 | 0.10 | 156.751 | 157.033 | 155.983 | ||
| 86 | 2023.12.12 08:00 | modify | 25 | 0.10 | 157.383 | 157.033 | 155.983 | ||
| 87 | 2023.12.12 12:00 | s/l | 25 | 0.10 | 157.033 | 157.033 | 155.983 | 22.49 | 10516.45 |
| 88 | 2023.12.12 12:00 | s/l | 26 | 0.10 | 157.033 | 157.033 | 155.983 | -19.15 | 10497.30 |
| 89 | 2023.12.27 12:00 | sell | 27 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 90 | 2023.12.27 12:00 | modify | 27 | 0.10 | 157.631 | 158.731 | 156.231 | ||
| 91 | 2023.12.28 00:00 | sell | 28 | 0.10 | 157.122 | 0.000 | 0.000 | ||
| 92 | 2023.12.28 00:00 | modify | 28 | 0.10 | 157.122 | 157.561 | 156.231 | ||
| 93 | 2023.12.28 00:00 | modify | 27 | 0.10 | 157.631 | 157.561 | 156.231 | ||
| 94 | 2023.12.28 16:00 | t/p | 27 | 0.10 | 156.231 | 157.561 | 156.231 | 91.25 | 10588.55 |
| 95 | 2023.12.28 16:00 | t/p | 28 | 0.10 | 156.231 | 157.561 | 156.231 | 60.52 | 10649.07 |