Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 560.06 | Gross profit | 882.65 | Gross loss | -322.59 |
| Profit factor | 2.74 | Expected payoff | 26.67 | ||
| Absolute drawdown | 63.90 | Maximal drawdown | 120.70 (1.20%) | Relative drawdown | 1.20% (120.70) |
| Total trades | 21 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
| Largest | profit trade | 102.23 | loss trade | -40.26 | |
| Average | profit trade | 73.55 | loss trade | -35.84 | |
| Maximum | consecutive wins (profit in money) | 5 (334.07) | consecutive losses (loss in money) | 3 (-118.50) | |
| Maximal | consecutive profit (count of wins) | 334.07 (5) | consecutive loss (count of losses) | -118.50 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.09 16:00 | buy | 1 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 2 | 2023.03.09 16:00 | modify | 1 | 0.10 | 144.101 | 143.501 | 145.501 | ||
| 3 | 2023.03.10 16:00 | s/l | 1 | 0.10 | 143.501 | 143.501 | 145.501 | -39.52 | 9960.48 |
| 4 | 2023.04.05 20:00 | buy | 2 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 5 | 2023.04.05 20:00 | modify | 2 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 6 | 2023.04.07 08:00 | buy | 3 | 0.10 | 143.965 | 0.000 | 0.000 | ||
| 7 | 2023.04.07 08:00 | modify | 3 | 0.10 | 143.965 | 143.469 | 144.519 | ||
| 8 | 2023.04.07 08:00 | modify | 2 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 9 | 2023.04.10 04:00 | t/p | 2 | 0.10 | 144.519 | 143.469 | 144.519 | 97.71 | 10058.19 |
| 10 | 2023.04.10 04:00 | t/p | 3 | 0.10 | 144.519 | 143.469 | 144.519 | 37.92 | 10096.11 |
| 11 | 2023.04.28 12:00 | sell | 4 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 12 | 2023.04.28 12:00 | modify | 4 | 0.10 | 149.284 | 149.884 | 147.884 | ||
| 13 | 2023.04.28 16:00 | s/l | 4 | 0.10 | 149.884 | 149.884 | 147.884 | -40.24 | 10055.87 |
| 14 | 2023.05.04 04:00 | buy | 5 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 15 | 2023.05.04 04:00 | modify | 5 | 0.10 | 149.091 | 148.491 | 150.491 | ||
| 16 | 2023.05.04 16:00 | s/l | 5 | 0.10 | 148.491 | 148.491 | 150.491 | -40.26 | 10015.61 |
| 17 | 2023.05.10 20:00 | buy | 6 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 18 | 2023.05.10 20:00 | modify | 6 | 0.10 | 147.573 | 146.973 | 148.973 | ||
| 19 | 2023.05.11 08:00 | s/l | 6 | 0.10 | 146.973 | 146.973 | 148.973 | -38.00 | 9977.61 |
| 20 | 2023.05.11 16:00 | buy | 7 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 21 | 2023.05.11 16:00 | modify | 7 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 22 | 2023.05.16 16:00 | t/p | 7 | 0.10 | 148.201 | 146.201 | 148.201 | 96.20 | 10073.81 |
| 23 | 2023.05.31 12:00 | buy | 8 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 24 | 2023.05.31 12:00 | modify | 8 | 0.10 | 149.218 | 148.618 | 150.618 | ||
| 25 | 2023.05.31 20:00 | s/l | 8 | 0.10 | 148.618 | 148.618 | 150.618 | -40.26 | 10033.55 |
| 26 | 2023.05.31 20:00 | buy | 9 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 27 | 2023.05.31 20:00 | modify | 9 | 0.10 | 148.939 | 148.339 | 150.339 | ||
| 28 | 2023.06.09 08:00 | t/p | 9 | 0.10 | 150.339 | 148.339 | 150.339 | 102.23 | 10135.78 |
| 29 | 2023.07.12 16:00 | buy | 10 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 30 | 2023.07.12 16:00 | modify | 10 | 0.10 | 153.751 | 153.151 | 155.151 | ||
| 31 | 2023.07.14 08:00 | t/p | 10 | 0.10 | 155.151 | 153.151 | 155.151 | 96.95 | 10232.73 |
| 32 | 2023.07.21 16:00 | sell | 11 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 33 | 2023.07.21 16:00 | modify | 11 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 34 | 2023.07.25 12:00 | t/p | 11 | 0.10 | 156.213 | 158.213 | 156.213 | 91.36 | 10324.09 |
| 35 | 2023.07.25 20:00 | buy | 12 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 36 | 2023.07.25 20:00 | modify | 12 | 0.10 | 155.823 | 155.223 | 157.223 | ||
| 37 | 2023.07.26 12:00 | s/l | 12 | 0.10 | 155.223 | 155.223 | 157.223 | -39.51 | 10284.58 |
| 38 | 2023.08.10 20:00 | sell | 13 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 39 | 2023.08.10 20:00 | modify | 13 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 40 | 2023.08.18 08:00 | sell | 14 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 41 | 2023.08.18 08:00 | modify | 14 | 0.10 | 157.981 | 158.415 | 157.575 | ||
| 42 | 2023.08.18 08:00 | modify | 13 | 0.10 | 158.975 | 158.415 | 157.575 | ||
| 43 | 2023.08.21 12:00 | s/l | 13 | 0.10 | 158.415 | 158.415 | 157.575 | 26.22 | 10310.80 |
| 44 | 2023.08.21 12:00 | s/l | 14 | 0.10 | 158.415 | 158.415 | 157.575 | -30.36 | 10280.44 |
| 45 | 2023.08.22 04:00 | sell | 15 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 46 | 2023.08.22 04:00 | modify | 15 | 0.10 | 159.370 | 159.970 | 157.970 | ||
| 47 | 2023.08.23 04:00 | t/p | 15 | 0.10 | 157.970 | 159.970 | 157.970 | 92.63 | 10373.07 |
| 48 | 2023.09.14 20:00 | buy | 16 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 49 | 2023.09.14 20:00 | modify | 16 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 50 | 2023.09.15 16:00 | buy | 17 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 51 | 2023.09.15 16:00 | modify | 17 | 0.10 | 157.806 | 157.309 | 158.359 | ||
| 52 | 2023.09.15 16:00 | modify | 16 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 53 | 2023.09.20 08:00 | t/p | 16 | 0.10 | 158.359 | 157.309 | 158.359 | 96.96 | 10470.03 |
| 54 | 2023.09.20 08:00 | t/p | 17 | 0.10 | 158.359 | 157.309 | 158.359 | 39.37 | 10509.40 |
| 55 | 2023.11.15 08:00 | sell | 18 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 56 | 2023.11.15 08:00 | modify | 18 | 0.10 | 163.843 | 164.443 | 162.443 | ||
| 57 | 2023.11.17 12:00 | t/p | 18 | 0.10 | 162.443 | 164.443 | 162.443 | 88.85 | 10598.25 |
| 58 | 2023.12.11 12:00 | sell | 19 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 59 | 2023.12.11 12:00 | modify | 19 | 0.10 | 157.383 | 157.983 | 155.983 | ||
| 60 | 2023.12.13 00:00 | sell | 20 | 0.10 | 156.891 | 0.000 | 0.000 | ||
| 61 | 2023.12.13 00:00 | modify | 20 | 0.10 | 156.891 | 157.103 | 155.983 | ||
| 62 | 2023.12.13 00:00 | modify | 19 | 0.10 | 157.383 | 157.103 | 155.983 | ||
| 63 | 2023.12.13 04:00 | s/l | 19 | 0.10 | 157.103 | 157.103 | 155.983 | 16.26 | 10614.51 |
| 64 | 2023.12.13 04:00 | s/l | 20 | 0.10 | 157.103 | 157.103 | 155.983 | -14.22 | 10600.29 |
| 65 | 2024.01.17 12:00 | sell | 21 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 66 | 2024.01.17 12:00 | modify | 21 | 0.10 | 160.643 | 161.243 | 159.243 | ||
| 67 | 2024.01.17 20:00 | s/l | 21 | 0.10 | 161.243 | 161.243 | 159.243 | -40.23 | 10560.06 |