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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 789.60 | Gross profit | 1011.75 | Gross loss | -222.15 |
| Profit factor | 4.55 | Expected payoff | 49.35 | ||
| Absolute drawdown | 55.85 | Maximal drawdown | 99.98 (0.94%) | Relative drawdown | 0.94% (99.98) |
| Total trades | 16 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 110.44 | loss trade | -58.68 | |
| Average | profit trade | 84.31 | loss trade | -55.54 | |
| Maximum | consecutive wins (profit in money) | 5 (345.13) | consecutive losses (loss in money) | 1 (-58.68) | |
| Maximal | consecutive profit (count of wins) | 372.86 (4) | consecutive loss (count of losses) | -58.68 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.28 12:00 | sell | 1 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 2 | 2023.04.28 12:00 | modify | 1 | 0.10 | 149.284 | 150.084 | 147.784 | ||
| 3 | 2023.04.28 16:00 | s/l | 1 | 0.10 | 150.084 | 150.084 | 147.784 | -53.65 | 9946.35 |
| 4 | 2023.05.11 16:00 | buy | 2 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 5 | 2023.05.11 16:00 | modify | 2 | 0.10 | 146.801 | 146.001 | 148.301 | ||
| 6 | 2023.05.12 16:00 | buy | 3 | 0.10 | 147.266 | 0.000 | 0.000 | ||
| 7 | 2023.05.12 16:00 | modify | 3 | 0.10 | 147.266 | 146.876 | 148.301 | ||
| 8 | 2023.05.12 16:00 | modify | 2 | 0.10 | 146.801 | 146.876 | 148.301 | ||
| 9 | 2023.05.15 04:00 | buy | 4 | 0.10 | 147.862 | 0.000 | 0.000 | ||
| 10 | 2023.05.15 04:00 | modify | 4 | 0.10 | 147.862 | 147.326 | 148.301 | ||
| 11 | 2023.05.15 04:00 | modify | 3 | 0.10 | 147.266 | 147.326 | 148.301 | ||
| 12 | 2023.05.15 04:00 | modify | 2 | 0.10 | 146.801 | 147.326 | 148.301 | ||
| 13 | 2023.05.16 16:00 | t/p | 2 | 0.10 | 148.301 | 147.326 | 148.301 | 102.91 | 10049.26 |
| 14 | 2023.05.16 16:00 | t/p | 3 | 0.10 | 148.301 | 147.326 | 148.301 | 70.96 | 10120.22 |
| 15 | 2023.05.16 16:00 | t/p | 4 | 0.10 | 148.301 | 147.326 | 148.301 | 30.20 | 10150.42 |
| 16 | 2023.05.31 12:00 | buy | 5 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 17 | 2023.05.31 12:00 | modify | 5 | 0.10 | 149.218 | 148.418 | 150.718 | ||
| 18 | 2023.06.12 08:00 | buy | 6 | 0.10 | 150.273 | 0.000 | 0.000 | ||
| 19 | 2023.06.12 08:00 | modify | 6 | 0.10 | 150.273 | 149.743 | 150.718 | ||
| 20 | 2023.06.12 08:00 | modify | 5 | 0.10 | 149.218 | 149.743 | 150.718 | ||
| 21 | 2023.06.13 08:00 | t/p | 5 | 0.10 | 150.718 | 149.743 | 150.718 | 110.44 | 10260.86 |
| 22 | 2023.06.13 08:00 | t/p | 6 | 0.10 | 150.718 | 149.743 | 150.718 | 30.61 | 10291.48 |
| 23 | 2023.06.15 12:00 | sell | 7 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 24 | 2023.06.15 12:00 | modify | 7 | 0.10 | 152.799 | 153.599 | 151.299 | ||
| 25 | 2023.06.15 16:00 | s/l | 7 | 0.10 | 153.599 | 153.599 | 151.299 | -53.65 | 10237.83 |
| 26 | 2023.07.12 16:00 | buy | 8 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 27 | 2023.07.12 16:00 | modify | 8 | 0.10 | 153.751 | 152.951 | 155.251 | ||
| 28 | 2023.07.12 20:00 | buy | 9 | 0.10 | 154.226 | 0.000 | 0.000 | ||
| 29 | 2023.07.12 20:00 | modify | 9 | 0.10 | 154.226 | 153.826 | 155.251 | ||
| 30 | 2023.07.12 20:00 | modify | 8 | 0.10 | 153.751 | 153.826 | 155.251 | ||
| 31 | 2023.07.14 08:00 | t/p | 8 | 0.10 | 155.251 | 153.826 | 155.251 | 103.66 | 10341.49 |
| 32 | 2023.07.14 08:00 | t/p | 9 | 0.10 | 155.251 | 153.826 | 155.251 | 71.79 | 10413.28 |
| 33 | 2023.07.21 16:00 | sell | 10 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 34 | 2023.07.21 16:00 | modify | 10 | 0.10 | 157.613 | 158.413 | 156.113 | ||
| 35 | 2023.07.25 16:00 | t/p | 10 | 0.10 | 156.113 | 158.413 | 156.113 | 98.07 | 10511.35 |
| 36 | 2023.08.22 04:00 | sell | 11 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 37 | 2023.08.22 04:00 | modify | 11 | 0.10 | 159.370 | 160.170 | 157.870 | ||
| 38 | 2023.08.23 08:00 | t/p | 11 | 0.10 | 157.870 | 160.170 | 157.870 | 99.33 | 10610.68 |
| 39 | 2023.11.06 16:00 | sell | 12 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 40 | 2023.11.06 16:00 | modify | 12 | 0.10 | 160.863 | 161.663 | 159.363 | ||
| 41 | 2023.11.08 20:00 | s/l | 12 | 0.10 | 161.663 | 161.663 | 159.363 | -56.17 | 10554.51 |
| 42 | 2023.11.15 08:00 | sell | 13 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 43 | 2023.11.15 08:00 | modify | 13 | 0.10 | 163.843 | 164.643 | 162.343 | ||
| 44 | 2023.11.17 12:00 | t/p | 13 | 0.10 | 162.343 | 164.643 | 162.343 | 95.55 | 10650.06 |
| 45 | 2023.12.14 08:00 | buy | 14 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 46 | 2023.12.14 08:00 | modify | 14 | 0.10 | 154.550 | 153.750 | 156.050 | ||
| 47 | 2023.12.15 00:00 | t/p | 14 | 0.10 | 156.050 | 153.750 | 156.050 | 101.41 | 10751.47 |
| 48 | 2023.12.27 12:00 | sell | 15 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 49 | 2023.12.27 12:00 | modify | 15 | 0.10 | 157.631 | 158.431 | 156.131 | ||
| 50 | 2023.12.28 16:00 | t/p | 15 | 0.10 | 156.131 | 158.431 | 156.131 | 96.81 | 10848.28 |
| 51 | 2024.01.17 12:00 | sell | 16 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 52 | 2024.01.17 12:00 | modify | 16 | 0.10 | 160.643 | 161.443 | 159.143 | ||
| 53 | 2024.01.19 04:00 | s/l | 16 | 0.10 | 161.443 | 161.443 | 159.143 | -58.68 | 10789.60 |