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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 615.75 | Gross profit | 1458.73 | Gross loss | -842.97 |
| Profit factor | 1.73 | Expected payoff | 16.20 | ||
| Absolute drawdown | 103.00 | Maximal drawdown | 182.43 (1.75%) | Relative drawdown | 1.75% (182.43) |
| Total trades | 38 | Short positions (won %) | 22 (45.45%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 20 (52.63%) | Loss trades (% of total) | 18 (47.37%) | ||
| Largest | profit trade | 102.77 | loss trade | -56.72 | |
| Average | profit trade | 72.94 | loss trade | -46.83 | |
| Maximum | consecutive wins (profit in money) | 4 (301.01) | consecutive losses (loss in money) | 3 (-135.52) | |
| Maximal | consecutive profit (count of wins) | 301.01 (4) | consecutive loss (count of losses) | -135.52 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 150.591 | ||
| 3 | 2023.05.04 16:00 | s/l | 1 | 0.10 | 148.291 | 148.291 | 150.591 | -51.15 | 9948.85 |
| 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 | 149.073 | ||
| 6 | 2023.05.11 12:00 | s/l | 2 | 0.10 | 146.773 | 146.773 | 149.073 | -49.57 | 9899.28 |
| 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 | 148.301 | ||
| 9 | 2023.05.12 16:00 | buy | 4 | 0.10 | 147.266 | 0.000 | 0.000 | ||
| 10 | 2023.05.12 16:00 | modify | 4 | 0.10 | 147.266 | 146.876 | 148.301 | ||
| 11 | 2023.05.12 16:00 | modify | 3 | 0.10 | 146.801 | 146.876 | 148.301 | ||
| 12 | 2023.05.16 16:00 | t/p | 3 | 0.10 | 148.301 | 146.876 | 148.301 | 97.49 | 9996.78 |
| 13 | 2023.05.16 16:00 | t/p | 4 | 0.10 | 148.301 | 146.876 | 148.301 | 67.24 | 10064.01 |
| 14 | 2023.05.31 12:00 | buy | 5 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 15 | 2023.05.31 12:00 | modify | 5 | 0.10 | 149.218 | 148.418 | 150.718 | ||
| 16 | 2023.06.12 20:00 | buy | 6 | 0.10 | 150.202 | 0.000 | 0.000 | ||
| 17 | 2023.06.12 20:00 | modify | 6 | 0.10 | 150.202 | 149.818 | 150.718 | ||
| 18 | 2023.06.12 20:00 | modify | 5 | 0.10 | 149.218 | 149.818 | 150.718 | ||
| 19 | 2023.06.13 08:00 | t/p | 5 | 0.10 | 150.718 | 149.818 | 150.718 | 102.77 | 10166.78 |
| 20 | 2023.06.13 08:00 | t/p | 6 | 0.10 | 150.718 | 149.818 | 150.718 | 33.52 | 10200.30 |
| 21 | 2023.06.15 12:00 | sell | 7 | 0.10 | 152.799 | 0.000 | 0.000 | ||
| 22 | 2023.06.15 12:00 | modify | 7 | 0.10 | 152.799 | 153.599 | 151.299 | ||
| 23 | 2023.06.15 16:00 | s/l | 7 | 0.10 | 153.599 | 153.599 | 151.299 | -51.14 | 10149.16 |
| 24 | 2023.06.15 20:00 | sell | 8 | 0.10 | 153.552 | 0.000 | 0.000 | ||
| 25 | 2023.06.15 20:00 | modify | 8 | 0.10 | 153.552 | 154.352 | 152.052 | ||
| 26 | 2023.06.16 08:00 | s/l | 8 | 0.10 | 154.352 | 154.352 | 152.052 | -52.54 | 10096.62 |
| 27 | 2023.07.12 16:00 | buy | 9 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 28 | 2023.07.12 16:00 | modify | 9 | 0.10 | 153.751 | 152.951 | 155.251 | ||
| 29 | 2023.07.12 20:00 | buy | 10 | 0.10 | 154.226 | 0.000 | 0.000 | ||
| 30 | 2023.07.12 20:00 | modify | 10 | 0.10 | 154.226 | 153.826 | 155.251 | ||
| 31 | 2023.07.12 20:00 | modify | 9 | 0.10 | 153.751 | 153.826 | 155.251 | ||
| 32 | 2023.07.14 08:00 | t/p | 9 | 0.10 | 155.251 | 153.826 | 155.251 | 98.01 | 10194.63 |
| 33 | 2023.07.14 08:00 | t/p | 10 | 0.10 | 155.251 | 153.826 | 155.251 | 67.64 | 10262.27 |
| 34 | 2023.07.21 16:00 | sell | 11 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 35 | 2023.07.21 16:00 | modify | 11 | 0.10 | 157.613 | 158.413 | 156.113 | ||
| 36 | 2023.07.25 16:00 | t/p | 11 | 0.10 | 156.113 | 158.413 | 156.113 | 93.10 | 10355.37 |
| 37 | 2023.07.25 20:00 | buy | 12 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 38 | 2023.07.25 20:00 | modify | 12 | 0.10 | 155.823 | 155.023 | 157.323 | ||
| 39 | 2023.07.27 04:00 | s/l | 12 | 0.10 | 155.023 | 155.023 | 157.323 | -49.04 | 10306.33 |
| 40 | 2023.08.10 20:00 | sell | 13 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 41 | 2023.08.10 20:00 | modify | 13 | 0.10 | 158.975 | 159.775 | 157.475 | ||
| 42 | 2023.08.14 00:00 | sell | 14 | 0.10 | 158.516 | 0.000 | 0.000 | ||
| 43 | 2023.08.14 00:00 | modify | 14 | 0.10 | 158.516 | 158.900 | 157.475 | ||
| 44 | 2023.08.14 00:00 | modify | 13 | 0.10 | 158.975 | 158.900 | 157.475 | ||
| 45 | 2023.08.15 08:00 | s/l | 13 | 0.10 | 158.900 | 158.900 | 157.475 | 0.61 | 10306.94 |
| 46 | 2023.08.15 08:00 | s/l | 14 | 0.10 | 158.900 | 158.900 | 157.475 | -25.95 | 10280.99 |
| 47 | 2023.08.22 04:00 | sell | 15 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 48 | 2023.08.22 04:00 | modify | 15 | 0.10 | 159.370 | 160.170 | 157.870 | ||
| 49 | 2023.08.23 08:00 | t/p | 15 | 0.10 | 157.870 | 160.170 | 157.870 | 94.49 | 10375.49 |
| 50 | 2023.09.14 20:00 | buy | 16 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 51 | 2023.09.14 20:00 | modify | 16 | 0.10 | 156.959 | 156.159 | 158.459 | ||
| 52 | 2023.09.15 16:00 | buy | 17 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 53 | 2023.09.15 16:00 | modify | 17 | 0.10 | 157.806 | 157.409 | 158.459 | ||
| 54 | 2023.09.15 16:00 | modify | 16 | 0.10 | 156.959 | 157.409 | 158.459 | ||
| 55 | 2023.09.18 08:00 | s/l | 16 | 0.10 | 157.409 | 157.409 | 158.459 | 29.83 | 10405.31 |
| 56 | 2023.09.18 08:00 | s/l | 17 | 0.10 | 157.409 | 157.409 | 158.459 | -24.86 | 10380.45 |
| 57 | 2023.10.08 20:00 | sell | 18 | 0.10 | 157.274 | 0.000 | 0.000 | ||
| 58 | 2023.10.08 20:00 | modify | 18 | 0.10 | 157.274 | 158.074 | 155.774 | ||
| 59 | 2023.10.11 16:00 | s/l | 18 | 0.10 | 158.074 | 158.074 | 155.774 | -55.33 | 10325.12 |
| 60 | 2023.11.03 20:00 | sell | 19 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 61 | 2023.11.03 20:00 | modify | 19 | 0.10 | 160.297 | 161.097 | 158.797 | ||
| 62 | 2023.11.08 16:00 | s/l | 19 | 0.10 | 161.097 | 161.097 | 158.797 | -55.33 | 10269.80 |
| 63 | 2023.11.15 08:00 | sell | 20 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 64 | 2023.11.15 08:00 | modify | 20 | 0.10 | 163.843 | 164.643 | 162.343 | ||
| 65 | 2023.11.17 12:00 | t/p | 20 | 0.10 | 162.343 | 164.643 | 162.343 | 90.31 | 10360.10 |
| 66 | 2023.12.03 20:00 | buy | 21 | 0.10 | 159.570 | 0.000 | 0.000 | ||
| 67 | 2023.12.03 20:00 | modify | 21 | 0.10 | 159.570 | 158.770 | 161.070 | ||
| 68 | 2023.12.04 16:00 | s/l | 21 | 0.10 | 158.770 | 158.770 | 161.070 | -50.63 | 10309.47 |
| 69 | 2023.12.11 12:00 | sell | 22 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 70 | 2023.12.11 12:00 | modify | 22 | 0.10 | 157.383 | 158.183 | 155.883 | ||
| 71 | 2023.12.13 20:00 | t/p | 22 | 0.10 | 155.883 | 158.183 | 155.883 | 93.10 | 10402.57 |
| 72 | 2023.12.14 08:00 | buy | 23 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 73 | 2023.12.14 08:00 | modify | 23 | 0.10 | 154.550 | 153.750 | 156.050 | ||
| 74 | 2023.12.15 00:00 | t/p | 23 | 0.10 | 156.050 | 153.750 | 156.050 | 96.44 | 10499.01 |
| 75 | 2023.12.27 12:00 | sell | 24 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 76 | 2023.12.27 12:00 | modify | 24 | 0.10 | 157.631 | 158.431 | 156.131 | ||
| 77 | 2023.12.28 16:00 | t/p | 24 | 0.10 | 156.131 | 158.431 | 156.131 | 91.70 | 10590.71 |
| 78 | 2024.01.04 20:00 | sell | 25 | 0.10 | 158.275 | 0.000 | 0.000 | ||
| 79 | 2024.01.04 20:00 | modify | 25 | 0.10 | 158.275 | 159.075 | 156.775 | ||
| 80 | 2024.01.10 16:00 | s/l | 25 | 0.10 | 159.075 | 159.075 | 156.775 | -56.72 | 10533.98 |
| 81 | 2024.01.17 12:00 | sell | 26 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 82 | 2024.01.17 12:00 | modify | 26 | 0.10 | 160.643 | 161.443 | 159.143 | ||
| 83 | 2024.01.19 04:00 | s/l | 26 | 0.10 | 161.443 | 161.443 | 159.143 | -56.72 | 10477.26 |
| 84 | 2024.02.26 20:00 | sell | 27 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 85 | 2024.02.26 20:00 | modify | 27 | 0.10 | 163.518 | 164.318 | 162.018 | ||
| 86 | 2024.02.29 16:00 | t/p | 27 | 0.10 | 162.018 | 164.318 | 162.018 | 88.91 | 10566.17 |
| 87 | 2024.03.04 20:00 | sell | 28 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 88 | 2024.03.04 20:00 | modify | 28 | 0.10 | 163.444 | 164.244 | 161.944 | ||
| 89 | 2024.03.07 04:00 | t/p | 28 | 0.10 | 161.944 | 164.244 | 161.944 | 88.91 | 10655.08 |
| 90 | 2024.03.15 20:00 | sell | 29 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 91 | 2024.03.15 20:00 | modify | 29 | 0.10 | 162.333 | 163.133 | 160.833 | ||
| 92 | 2024.03.19 08:00 | s/l | 29 | 0.10 | 163.133 | 163.133 | 160.833 | -53.93 | 10601.15 |
| 93 | 2024.03.20 12:00 | sell | 30 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 94 | 2024.03.20 12:00 | modify | 30 | 0.10 | 164.486 | 165.286 | 162.986 | ||
| 95 | 2024.03.21 00:00 | s/l | 30 | 0.10 | 165.286 | 165.286 | 162.986 | -55.33 | 10545.82 |
| 96 | 2024.03.24 20:00 | buy | 31 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 97 | 2024.03.24 20:00 | modify | 31 | 0.10 | 163.641 | 162.841 | 165.141 | ||
| 98 | 2024.03.25 16:00 | buy | 32 | 0.10 | 164.118 | 0.000 | 0.000 | ||
| 99 | 2024.03.25 16:00 | modify | 32 | 0.10 | 164.118 | 163.716 | 165.141 | ||
| 100 | 2024.03.25 16:00 | modify | 31 | 0.10 | 163.641 | 163.716 | 165.141 | ||
| 101 | 2024.03.27 12:00 | s/l | 31 | 0.10 | 163.716 | 163.716 | 165.141 | 6.37 | 10552.19 |
| 102 | 2024.03.27 12:00 | s/l | 32 | 0.10 | 163.716 | 163.716 | 165.141 | -24.65 | 10527.54 |
| 103 | 2024.04.04 12:00 | sell | 33 | 0.10 | 164.678 | 0.000 | 0.000 | ||
| 104 | 2024.04.04 12:00 | modify | 33 | 0.10 | 164.678 | 165.478 | 163.178 | ||
| 105 | 2024.04.04 20:00 | sell | 34 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 106 | 2024.04.04 20:00 | modify | 34 | 0.10 | 163.837 | 164.228 | 163.178 | ||
| 107 | 2024.04.04 20:00 | modify | 33 | 0.10 | 164.678 | 164.228 | 163.178 | ||
| 108 | 2024.04.05 12:00 | s/l | 33 | 0.10 | 164.228 | 164.228 | 163.178 | 27.37 | 10554.91 |
| 109 | 2024.04.05 12:00 | s/l | 34 | 0.10 | 164.228 | 164.228 | 163.178 | -26.40 | 10528.52 |
| 110 | 2024.04.14 20:00 | buy | 35 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 111 | 2024.04.14 20:00 | modify | 35 | 0.10 | 162.703 | 161.903 | 164.203 | ||
| 112 | 2024.04.15 16:00 | t/p | 35 | 0.10 | 164.203 | 161.903 | 164.203 | 96.43 | 10624.94 |
| 113 | 2024.04.18 16:00 | sell | 36 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 114 | 2024.04.18 16:00 | modify | 36 | 0.10 | 164.813 | 165.613 | 163.313 | ||
| 115 | 2024.04.19 04:00 | t/p | 36 | 0.10 | 163.313 | 165.613 | 163.313 | 94.49 | 10719.44 |
| 116 | 2024.04.25 12:00 | sell | 37 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 117 | 2024.04.25 12:00 | modify | 37 | 0.10 | 166.763 | 167.563 | 165.263 | ||
| 118 | 2024.04.26 08:00 | s/l | 37 | 0.10 | 167.563 | 167.563 | 165.263 | -52.54 | 10666.90 |
| 119 | 2024.04.26 12:00 | sell | 38 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 120 | 2024.04.26 12:00 | modify | 38 | 0.10 | 168.028 | 168.828 | 166.528 | ||
| 121 | 2024.04.26 20:00 | s/l | 38 | 0.10 | 168.828 | 168.828 | 166.528 | -51.15 | 10615.75 |