Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=11; 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=80; 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=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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 392.91 | Gross profit | 890.67 | Gross loss | -497.76 |
| Profit factor | 1.79 | Expected payoff | 15.72 | ||
| Absolute drawdown | 102.99 | Maximal drawdown | 203.31 (1.92%) | Relative drawdown | 1.92% (203.31) |
| Total trades | 25 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 14 (56.00%) | Loss trades (% of total) | 11 (44.00%) | ||
| Largest | profit trade | 96.35 | loss trade | -56.72 | |
| Average | profit trade | 63.62 | loss trade | -45.25 | |
| Maximum | consecutive wins (profit in money) | 4 (306.16) | consecutive losses (loss in money) | 3 (-136.46) | |
| Maximal | consecutive profit (count of wins) | 306.16 (4) | consecutive loss (count of losses) | -136.46 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 04:00 | buy | 1 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 2 | 2023.05.04 04:00 | modify | 1 | 0.10 | 149.091 | 148.291 | 150.491 | ||
| 3 | 2023.05.04 16:00 | s/l | 1 | 0.10 | 148.291 | 148.291 | 150.491 | -51.14 | 9948.86 |
| 4 | 2023.05.10 20:00 | buy | 2 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 5 | 2023.05.10 20:00 | modify | 2 | 0.10 | 147.573 | 146.773 | 148.973 | ||
| 6 | 2023.05.11 12:00 | s/l | 2 | 0.10 | 146.773 | 146.773 | 148.973 | -49.57 | 9899.29 |
| 7 | 2023.05.11 16:00 | buy | 3 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 8 | 2023.05.11 16:00 | modify | 3 | 0.10 | 146.801 | 146.001 | 148.201 | ||
| 9 | 2023.05.16 16:00 | t/p | 3 | 0.10 | 148.201 | 146.001 | 148.201 | 91.08 | 9990.38 |
| 10 | 2023.05.31 12:00 | buy | 4 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 11 | 2023.05.31 12:00 | modify | 4 | 0.10 | 149.218 | 148.418 | 150.618 | ||
| 12 | 2023.06.12 20:00 | buy | 5 | 0.10 | 150.202 | 0.000 | 0.000 | ||
| 13 | 2023.06.12 20:00 | modify | 5 | 0.10 | 150.202 | 149.918 | 150.618 | ||
| 14 | 2023.06.12 20:00 | modify | 4 | 0.10 | 149.218 | 149.918 | 150.618 | ||
| 15 | 2023.06.13 08:00 | t/p | 4 | 0.10 | 150.618 | 149.918 | 150.618 | 96.35 | 10086.72 |
| 16 | 2023.06.13 08:00 | t/p | 5 | 0.10 | 150.618 | 149.918 | 150.618 | 27.12 | 10113.84 |
| 17 | 2023.07.12 16:00 | buy | 6 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 18 | 2023.07.12 16:00 | modify | 6 | 0.10 | 153.751 | 152.951 | 155.151 | ||
| 19 | 2023.07.14 08:00 | t/p | 6 | 0.10 | 155.151 | 152.951 | 155.151 | 91.61 | 10205.45 |
| 20 | 2023.07.25 20:00 | buy | 7 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 21 | 2023.07.25 20:00 | modify | 7 | 0.10 | 155.823 | 155.023 | 157.223 | ||
| 22 | 2023.07.27 04:00 | s/l | 7 | 0.10 | 155.023 | 155.023 | 157.223 | -49.03 | 10156.42 |
| 23 | 2023.08.10 20:00 | sell | 8 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 24 | 2023.08.10 20:00 | modify | 8 | 0.10 | 158.975 | 159.775 | 157.575 | ||
| 25 | 2023.08.18 08:00 | sell | 9 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 26 | 2023.08.18 08:00 | modify | 9 | 0.10 | 157.981 | 158.275 | 157.575 | ||
| 27 | 2023.08.18 08:00 | modify | 8 | 0.10 | 158.975 | 158.275 | 157.575 | ||
| 28 | 2023.08.18 12:00 | s/l | 8 | 0.10 | 158.275 | 158.275 | 157.575 | 33.57 | 10189.99 |
| 29 | 2023.08.18 12:00 | s/l | 9 | 0.10 | 158.275 | 158.275 | 157.575 | -18.79 | 10171.20 |
| 30 | 2023.08.22 04:00 | sell | 10 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 31 | 2023.08.22 04:00 | modify | 10 | 0.10 | 159.370 | 160.170 | 157.970 | ||
| 32 | 2023.08.23 04:00 | t/p | 10 | 0.10 | 157.970 | 160.170 | 157.970 | 88.09 | 10259.30 |
| 33 | 2023.09.14 20:00 | buy | 11 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 34 | 2023.09.14 20:00 | modify | 11 | 0.10 | 156.959 | 156.159 | 158.359 | ||
| 35 | 2023.09.15 16:00 | buy | 12 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 36 | 2023.09.15 16:00 | modify | 12 | 0.10 | 157.806 | 157.309 | 158.359 | ||
| 37 | 2023.09.15 16:00 | modify | 11 | 0.10 | 156.959 | 157.309 | 158.359 | ||
| 38 | 2023.09.20 08:00 | t/p | 11 | 0.10 | 158.359 | 157.309 | 158.359 | 91.61 | 10350.91 |
| 39 | 2023.09.20 08:00 | t/p | 12 | 0.10 | 158.359 | 157.309 | 158.359 | 36.93 | 10387.84 |
| 40 | 2023.11.06 16:00 | sell | 13 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 41 | 2023.11.06 16:00 | modify | 13 | 0.10 | 160.863 | 161.663 | 159.463 | ||
| 42 | 2023.11.08 20:00 | s/l | 13 | 0.10 | 161.663 | 161.663 | 159.463 | -53.93 | 10333.91 |
| 43 | 2023.12.27 12:00 | sell | 14 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 44 | 2023.12.27 12:00 | modify | 14 | 0.10 | 157.631 | 158.431 | 156.231 | ||
| 45 | 2023.12.28 00:00 | sell | 15 | 0.10 | 157.122 | 0.000 | 0.000 | ||
| 46 | 2023.12.28 00:00 | modify | 15 | 0.10 | 157.122 | 157.561 | 156.231 | ||
| 47 | 2023.12.28 00:00 | modify | 14 | 0.10 | 157.631 | 157.561 | 156.231 | ||
| 48 | 2023.12.28 16:00 | t/p | 14 | 0.10 | 156.231 | 157.561 | 156.231 | 85.29 | 10419.20 |
| 49 | 2023.12.28 16:00 | t/p | 15 | 0.10 | 156.231 | 157.561 | 156.231 | 56.95 | 10476.15 |
| 50 | 2024.01.17 12:00 | sell | 16 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 51 | 2024.01.17 12:00 | modify | 16 | 0.10 | 160.643 | 161.443 | 159.243 | ||
| 52 | 2024.01.19 04:00 | s/l | 16 | 0.10 | 161.443 | 161.443 | 159.243 | -56.72 | 10419.43 |
| 53 | 2024.02.26 20:00 | sell | 17 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 54 | 2024.02.26 20:00 | modify | 17 | 0.10 | 163.518 | 164.318 | 162.118 | ||
| 55 | 2024.02.29 08:00 | t/p | 17 | 0.10 | 162.118 | 164.318 | 162.118 | 82.51 | 10501.94 |
| 56 | 2024.03.04 20:00 | sell | 18 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 57 | 2024.03.04 20:00 | modify | 18 | 0.10 | 163.444 | 164.244 | 162.044 | ||
| 58 | 2024.03.07 04:00 | t/p | 18 | 0.10 | 162.044 | 164.244 | 162.044 | 82.51 | 10584.45 |
| 59 | 2024.03.15 20:00 | sell | 19 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 60 | 2024.03.15 20:00 | modify | 19 | 0.10 | 162.333 | 163.133 | 160.933 | ||
| 61 | 2024.03.19 08:00 | s/l | 19 | 0.10 | 163.133 | 163.133 | 160.933 | -53.92 | 10530.53 |
| 62 | 2024.03.24 20:00 | buy | 20 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 63 | 2024.03.24 20:00 | modify | 20 | 0.10 | 163.641 | 162.841 | 165.041 | ||
| 64 | 2024.03.27 04:00 | buy | 21 | 0.10 | 164.152 | 0.000 | 0.000 | ||
| 65 | 2024.03.27 04:00 | modify | 21 | 0.10 | 164.152 | 163.711 | 165.041 | ||
| 66 | 2024.03.27 04:00 | modify | 20 | 0.10 | 163.641 | 163.711 | 165.041 | ||
| 67 | 2024.03.27 12:00 | s/l | 20 | 0.10 | 163.711 | 163.711 | 165.041 | 6.06 | 10536.59 |
| 68 | 2024.03.27 12:00 | s/l | 21 | 0.10 | 163.711 | 163.711 | 165.041 | -28.19 | 10508.40 |
| 69 | 2024.04.04 12:00 | sell | 22 | 0.10 | 164.678 | 0.000 | 0.000 | ||
| 70 | 2024.04.04 12:00 | modify | 22 | 0.10 | 164.678 | 165.478 | 163.278 | ||
| 71 | 2024.04.04 20:00 | sell | 23 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 72 | 2024.04.04 20:00 | modify | 23 | 0.10 | 163.837 | 164.328 | 163.278 | ||
| 73 | 2024.04.04 20:00 | modify | 22 | 0.10 | 164.678 | 164.328 | 163.278 | ||
| 74 | 2024.04.05 16:00 | s/l | 22 | 0.10 | 164.328 | 164.328 | 163.278 | 20.97 | 10529.37 |
| 75 | 2024.04.05 16:00 | s/l | 23 | 0.10 | 164.328 | 164.328 | 163.278 | -32.79 | 10496.59 |
| 76 | 2024.04.25 12:00 | sell | 24 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 77 | 2024.04.25 12:00 | modify | 24 | 0.10 | 166.763 | 167.563 | 165.363 | ||
| 78 | 2024.04.26 08:00 | s/l | 24 | 0.10 | 167.563 | 167.563 | 165.363 | -52.54 | 10444.05 |
| 79 | 2024.04.26 12:00 | sell | 25 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 80 | 2024.04.26 12:00 | modify | 25 | 0.10 | 168.028 | 168.828 | 166.628 | ||
| 81 | 2024.04.26 20:00 | s/l | 25 | 0.10 | 168.828 | 168.828 | 166.628 | -51.14 | 10392.91 |