Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=17; 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 | 178.45 | Gross profit | 557.05 | Gross loss | -378.60 |
| Profit factor | 1.47 | Expected payoff | 9.91 | ||
| Absolute drawdown | 70.61 | Maximal drawdown | 218.58 (2.15%) | Relative drawdown | 2.15% (218.58) |
| Total trades | 18 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 8 (44.44%) | Loss trades (% of total) | 10 (55.56%) | ||
| Largest | profit trade | 94.28 | loss trade | -59.00 | |
| Average | profit trade | 69.63 | loss trade | -37.86 | |
| Maximum | consecutive wins (profit in money) | 3 (199.69) | consecutive losses (loss in money) | 3 (-113.68) | |
| Maximal | consecutive profit (count of wins) | 199.69 (3) | consecutive loss (count of losses) | -113.68 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 04:00 | sell | 1 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 04:00 | modify | 1 | 0.10 | 137.493 | 137.993 | 136.193 | ||
| 3 | 2023.05.03 04:00 | t/p | 1 | 0.10 | 136.193 | 137.993 | 136.193 | 93.55 | 10093.55 |
| 4 | 2023.05.18 04:00 | sell | 2 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 5 | 2023.05.18 04:00 | modify | 2 | 0.10 | 137.584 | 138.084 | 136.284 | ||
| 6 | 2023.05.18 16:00 | s/l | 2 | 0.10 | 138.084 | 138.084 | 136.284 | -36.10 | 10057.45 |
| 7 | 2023.06.15 12:00 | sell | 3 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 8 | 2023.06.15 12:00 | modify | 3 | 0.10 | 141.247 | 141.747 | 139.947 | ||
| 9 | 2023.06.16 04:00 | t/p | 3 | 0.10 | 139.947 | 141.747 | 139.947 | 90.51 | 10147.97 |
| 10 | 2023.07.07 12:00 | buy | 4 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 11 | 2023.07.07 12:00 | modify | 4 | 0.10 | 143.267 | 142.767 | 144.567 | ||
| 12 | 2023.07.07 16:00 | s/l | 4 | 0.10 | 142.767 | 142.767 | 144.567 | -35.16 | 10112.81 |
| 13 | 2023.07.11 16:00 | buy | 5 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 14 | 2023.07.11 16:00 | modify | 5 | 0.10 | 140.546 | 140.046 | 141.846 | ||
| 15 | 2023.07.12 04:00 | s/l | 5 | 0.10 | 140.046 | 140.046 | 141.846 | -34.91 | 10077.90 |
| 16 | 2023.07.19 16:00 | sell | 6 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 17 | 2023.07.19 16:00 | modify | 6 | 0.10 | 139.764 | 140.264 | 138.464 | ||
| 18 | 2023.07.20 16:00 | s/l | 6 | 0.10 | 140.264 | 140.264 | 138.464 | -41.54 | 10036.36 |
| 19 | 2023.07.21 16:00 | sell | 7 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 20 | 2023.07.21 16:00 | modify | 7 | 0.10 | 141.746 | 142.246 | 140.446 | ||
| 21 | 2023.07.25 04:00 | sell | 8 | 0.10 | 141.282 | 0.000 | 0.000 | ||
| 22 | 2023.07.25 04:00 | modify | 8 | 0.10 | 141.282 | 141.551 | 140.446 | ||
| 23 | 2023.07.25 04:00 | modify | 7 | 0.10 | 141.746 | 141.551 | 140.446 | ||
| 24 | 2023.07.25 08:00 | s/l | 7 | 0.10 | 141.551 | 141.551 | 140.446 | 9.84 | 10046.19 |
| 25 | 2023.07.25 08:00 | s/l | 8 | 0.10 | 141.551 | 141.551 | 140.446 | -19.02 | 10027.17 |
| 26 | 2023.07.26 16:00 | buy | 9 | 0.10 | 140.444 | 0.000 | 0.000 | ||
| 27 | 2023.07.26 16:00 | modify | 9 | 0.10 | 140.444 | 139.944 | 141.744 | ||
| 28 | 2023.07.26 20:00 | s/l | 9 | 0.10 | 139.944 | 139.944 | 141.744 | -35.66 | 9991.51 |
| 29 | 2023.10.13 04:00 | sell | 10 | 0.10 | 149.762 | 0.000 | 0.000 | ||
| 30 | 2023.10.13 04:00 | modify | 10 | 0.10 | 149.762 | 150.262 | 148.462 | ||
| 31 | 2023.10.26 00:00 | s/l | 10 | 0.10 | 150.262 | 150.262 | 148.462 | -59.00 | 9932.51 |
| 32 | 2023.10.26 12:00 | sell | 11 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 33 | 2023.10.26 12:00 | modify | 11 | 0.10 | 150.428 | 150.928 | 149.128 | ||
| 34 | 2023.10.30 16:00 | t/p | 11 | 0.10 | 149.128 | 150.928 | 149.128 | 83.27 | 10015.77 |
| 35 | 2023.11.10 16:00 | sell | 12 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 36 | 2023.11.10 16:00 | modify | 12 | 0.10 | 151.474 | 151.974 | 150.174 | ||
| 37 | 2023.11.15 16:00 | t/p | 12 | 0.10 | 150.174 | 151.974 | 150.174 | 80.20 | 10095.97 |
| 38 | 2023.11.17 16:00 | buy | 13 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 39 | 2023.11.17 16:00 | modify | 13 | 0.10 | 149.586 | 149.086 | 150.886 | ||
| 40 | 2023.11.20 04:00 | s/l | 13 | 0.10 | 149.086 | 149.086 | 150.886 | -32.68 | 10063.30 |
| 41 | 2023.12.28 16:00 | buy | 14 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 42 | 2023.12.28 16:00 | modify | 14 | 0.10 | 140.910 | 140.410 | 142.210 | ||
| 43 | 2024.01.02 16:00 | t/p | 14 | 0.10 | 142.210 | 140.410 | 142.210 | 94.28 | 10157.58 |
| 44 | 2024.03.20 16:00 | sell | 15 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 45 | 2024.03.20 16:00 | modify | 15 | 0.10 | 151.661 | 152.161 | 150.361 | ||
| 46 | 2024.03.21 00:00 | sell | 16 | 0.10 | 150.737 | 0.000 | 0.000 | ||
| 47 | 2024.03.21 00:00 | modify | 16 | 0.10 | 150.737 | 151.141 | 150.361 | ||
| 48 | 2024.03.21 00:00 | modify | 15 | 0.10 | 151.661 | 151.141 | 150.361 | ||
| 49 | 2024.03.21 04:00 | t/p | 15 | 0.10 | 150.361 | 151.141 | 150.361 | 80.43 | 10238.01 |
| 50 | 2024.03.21 04:00 | t/p | 16 | 0.10 | 150.361 | 151.141 | 150.361 | 24.98 | 10262.99 |
| 51 | 2024.04.11 04:00 | sell | 17 | 0.10 | 152.946 | 0.000 | 0.000 | ||
| 52 | 2024.04.11 04:00 | modify | 17 | 0.10 | 152.946 | 153.446 | 151.646 | ||
| 53 | 2024.04.15 04:00 | s/l | 17 | 0.10 | 153.446 | 153.446 | 151.646 | -36.48 | 10226.50 |
| 54 | 2024.04.16 16:00 | sell | 18 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 55 | 2024.04.16 16:00 | modify | 18 | 0.10 | 154.573 | 155.073 | 153.273 | ||
| 56 | 2024.04.24 16:00 | s/l | 18 | 0.10 | 155.073 | 155.073 | 153.273 | -48.05 | 10178.45 |