Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 831.73 | Gross profit | 1115.48 | Gross loss | -283.75 |
| Profit factor | 3.93 | Expected payoff | 51.98 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 169.64 (1.66%) | Relative drawdown | 1.66% (169.64) |
| Total trades | 16 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 115.11 | loss trade | -98.67 | |
| Average | profit trade | 85.81 | loss trade | -94.58 | |
| Maximum | consecutive wins (profit in money) | 7 (588.56) | consecutive losses (loss in money) | 1 (-98.67) | |
| Maximal | consecutive profit (count of wins) | 588.56 (7) | consecutive loss (count of losses) | -98.67 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.20 12:00 | buy | 1 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 2 | 2023.03.20 12:00 | modify | 1 | 0.10 | 131.079 | 129.779 | 132.579 | ||
| 3 | 2023.03.21 20:00 | t/p | 1 | 0.10 | 132.579 | 129.779 | 132.579 | 114.37 | 10114.37 |
| 4 | 2023.05.02 04:00 | sell | 2 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 5 | 2023.05.02 04:00 | modify | 2 | 0.10 | 137.493 | 138.793 | 135.993 | ||
| 6 | 2023.05.03 04:00 | t/p | 2 | 0.10 | 135.993 | 138.793 | 135.993 | 108.58 | 10222.95 |
| 7 | 2023.05.18 04:00 | sell | 3 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 8 | 2023.05.18 04:00 | modify | 3 | 0.10 | 137.584 | 138.884 | 136.084 | ||
| 9 | 2023.05.23 04:00 | s/l | 3 | 0.10 | 138.884 | 138.884 | 136.084 | -98.67 | 10124.28 |
| 10 | 2023.06.27 20:00 | sell | 4 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 11 | 2023.06.27 20:00 | modify | 4 | 0.10 | 144.001 | 145.301 | 142.501 | ||
| 12 | 2023.07.07 08:00 | sell | 5 | 0.10 | 143.234 | 0.000 | 0.000 | ||
| 13 | 2023.07.07 08:00 | modify | 5 | 0.10 | 143.234 | 143.851 | 142.501 | ||
| 14 | 2023.07.07 08:00 | sell | 6 | 0.10 | 143.234 | 0.000 | 0.000 | ||
| 15 | 2023.07.07 08:00 | modify | 6 | 0.10 | 143.234 | 143.476 | 142.501 | ||
| 16 | 2023.07.07 08:00 | modify | 4 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 17 | 2023.07.07 12:00 | modify | 5 | 0.10 | 143.234 | 143.476 | 142.501 | ||
| 18 | 2023.07.07 16:00 | t/p | 4 | 0.10 | 142.501 | 143.476 | 142.501 | 85.80 | 10210.08 |
| 19 | 2023.07.07 16:00 | t/p | 5 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10261.61 |
| 20 | 2023.07.07 16:00 | t/p | 6 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10313.14 |
| 21 | 2023.07.12 20:00 | buy | 7 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 22 | 2023.07.12 20:00 | modify | 7 | 0.10 | 138.486 | 137.186 | 139.986 | ||
| 23 | 2023.07.19 12:00 | t/p | 7 | 0.10 | 139.986 | 137.186 | 139.986 | 115.11 | 10428.25 |
| 24 | 2023.07.19 16:00 | sell | 8 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 25 | 2023.07.19 16:00 | modify | 8 | 0.10 | 139.764 | 141.064 | 138.264 | ||
| 26 | 2023.07.21 08:00 | s/l | 8 | 0.10 | 141.064 | 141.064 | 138.264 | -98.49 | 10329.76 |
| 27 | 2023.08.04 20:00 | buy | 9 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 28 | 2023.08.04 20:00 | modify | 9 | 0.10 | 141.842 | 140.542 | 143.342 | ||
| 29 | 2023.08.08 04:00 | t/p | 9 | 0.10 | 143.342 | 140.542 | 143.342 | 106.88 | 10436.65 |
| 30 | 2023.08.21 20:00 | sell | 10 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 31 | 2023.08.21 20:00 | modify | 10 | 0.10 | 146.228 | 147.528 | 144.728 | ||
| 32 | 2023.08.23 08:00 | sell | 11 | 0.10 | 145.398 | 0.000 | 0.000 | ||
| 33 | 2023.08.23 08:00 | modify | 11 | 0.10 | 145.398 | 145.778 | 144.728 | ||
| 34 | 2023.08.23 08:00 | modify | 10 | 0.10 | 146.228 | 145.778 | 144.728 | ||
| 35 | 2023.08.23 16:00 | t/p | 10 | 0.10 | 144.728 | 145.778 | 144.728 | 100.42 | 10537.06 |
| 36 | 2023.08.23 16:00 | t/p | 11 | 0.10 | 144.728 | 145.778 | 144.728 | 46.31 | 10583.37 |
| 37 | 2023.08.25 20:00 | sell | 12 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 38 | 2023.08.25 20:00 | modify | 12 | 0.10 | 146.374 | 147.674 | 144.874 | ||
| 39 | 2023.09.01 16:00 | t/p | 12 | 0.10 | 144.874 | 147.674 | 144.874 | 91.11 | 10674.48 |
| 40 | 2023.10.26 12:00 | sell | 13 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 41 | 2023.10.26 12:00 | modify | 13 | 0.10 | 150.428 | 151.728 | 148.928 | ||
| 42 | 2023.10.30 04:00 | sell | 14 | 0.10 | 149.581 | 0.000 | 0.000 | ||
| 43 | 2023.10.30 04:00 | modify | 14 | 0.10 | 149.581 | 149.978 | 148.928 | ||
| 44 | 2023.10.30 04:00 | modify | 13 | 0.10 | 150.428 | 149.978 | 148.928 | ||
| 45 | 2023.10.30 16:00 | t/p | 13 | 0.10 | 148.928 | 149.978 | 148.928 | 97.37 | 10771.85 |
| 46 | 2023.10.30 16:00 | t/p | 14 | 0.10 | 148.928 | 149.978 | 148.928 | 43.81 | 10815.66 |
| 47 | 2023.11.03 20:00 | buy | 15 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 48 | 2023.11.03 20:00 | modify | 15 | 0.10 | 149.496 | 148.196 | 150.996 | ||
| 49 | 2023.11.08 20:00 | t/p | 15 | 0.10 | 150.996 | 148.196 | 150.996 | 102.67 | 10918.32 |
| 50 | 2023.11.17 16:00 | buy | 16 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 51 | 2023.11.17 16:00 | modify | 16 | 0.10 | 149.586 | 148.286 | 151.086 | ||
| 52 | 2023.11.20 12:00 | s/l | 16 | 0.10 | 148.286 | 148.286 | 151.086 | -86.59 | 10831.73 |