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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 910.85 | Gross profit | 1140.81 | Gross loss | -229.97 |
| Profit factor | 4.96 | Expected payoff | 41.40 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 254.12 (2.31%) | Relative drawdown | 2.31% (254.12) |
| Total trades | 22 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 98.52 | loss trade | -36.15 | |
| Average | profit trade | 76.05 | loss trade | -32.85 | |
| Maximum | consecutive wins (profit in money) | 8 (641.31) | consecutive losses (loss in money) | 5 (-162.40) | |
| Maximal | consecutive profit (count of wins) | 641.31 (8) | consecutive loss (count of losses) | -162.40 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 16:00 | buy | 1 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 2 | 2023.05.04 16:00 | modify | 1 | 0.10 | 147.290 | 146.790 | 148.790 | ||
| 3 | 2023.05.05 04:00 | buy | 2 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 4 | 2023.05.05 04:00 | modify | 2 | 0.10 | 148.058 | 147.365 | 148.790 | ||
| 5 | 2023.05.05 04:00 | modify | 1 | 0.10 | 147.290 | 147.365 | 148.790 | ||
| 6 | 2023.05.08 00:00 | t/p | 1 | 0.10 | 148.790 | 147.365 | 148.790 | 96.93 | 10096.93 |
| 7 | 2023.05.08 00:00 | t/p | 2 | 0.10 | 148.790 | 147.365 | 148.790 | 47.31 | 10144.23 |
| 8 | 2023.05.11 16:00 | buy | 3 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 9 | 2023.05.11 16:00 | modify | 3 | 0.10 | 146.801 | 146.301 | 148.301 | ||
| 10 | 2023.05.15 04:00 | buy | 4 | 0.10 | 147.862 | 0.000 | 0.000 | ||
| 11 | 2023.05.15 04:00 | modify | 4 | 0.10 | 147.862 | 147.326 | 148.301 | ||
| 12 | 2023.05.15 04:00 | modify | 3 | 0.10 | 146.801 | 147.326 | 148.301 | ||
| 13 | 2023.05.16 16:00 | t/p | 3 | 0.10 | 148.301 | 147.326 | 148.301 | 97.46 | 10241.70 |
| 14 | 2023.05.16 16:00 | t/p | 4 | 0.10 | 148.301 | 147.326 | 148.301 | 28.59 | 10270.28 |
| 15 | 2023.06.22 20:00 | sell | 5 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 16 | 2023.06.22 20:00 | modify | 5 | 0.10 | 156.869 | 157.369 | 155.369 | ||
| 17 | 2023.06.23 08:00 | t/p | 5 | 0.10 | 155.369 | 157.369 | 155.369 | 94.46 | 10364.75 |
| 18 | 2023.07.11 12:00 | buy | 6 | 0.10 | 154.232 | 0.000 | 0.000 | ||
| 19 | 2023.07.11 12:00 | modify | 6 | 0.10 | 154.232 | 153.732 | 155.732 | ||
| 20 | 2023.07.12 04:00 | s/l | 6 | 0.10 | 153.732 | 153.732 | 155.732 | -31.43 | 10333.31 |
| 21 | 2023.07.14 16:00 | sell | 7 | 0.10 | 155.893 | 0.000 | 0.000 | ||
| 22 | 2023.07.14 16:00 | modify | 7 | 0.10 | 155.893 | 156.393 | 154.393 | ||
| 23 | 2023.07.19 08:00 | s/l | 7 | 0.10 | 156.393 | 156.393 | 154.393 | -36.14 | 10297.18 |
| 24 | 2023.07.21 12:00 | sell | 8 | 0.10 | 157.627 | 0.000 | 0.000 | ||
| 25 | 2023.07.21 12:00 | modify | 8 | 0.10 | 157.627 | 158.127 | 156.127 | ||
| 26 | 2023.07.24 08:00 | sell | 9 | 0.10 | 156.712 | 0.000 | 0.000 | ||
| 27 | 2023.07.24 08:00 | modify | 9 | 0.10 | 156.712 | 157.252 | 156.127 | ||
| 28 | 2023.07.24 08:00 | modify | 8 | 0.10 | 157.627 | 157.252 | 156.127 | ||
| 29 | 2023.07.25 12:00 | t/p | 8 | 0.10 | 156.127 | 157.252 | 156.127 | 93.08 | 10390.25 |
| 30 | 2023.07.25 12:00 | t/p | 9 | 0.10 | 156.127 | 157.252 | 156.127 | 35.99 | 10426.25 |
| 31 | 2023.07.27 20:00 | buy | 10 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 32 | 2023.07.27 20:00 | modify | 10 | 0.10 | 152.538 | 152.038 | 154.038 | ||
| 33 | 2023.07.28 04:00 | t/p | 10 | 0.10 | 154.038 | 152.038 | 154.038 | 96.41 | 10522.66 |
| 34 | 2023.08.10 16:00 | sell | 11 | 0.10 | 159.070 | 0.000 | 0.000 | ||
| 35 | 2023.08.10 16:00 | modify | 11 | 0.10 | 159.070 | 159.570 | 157.570 | ||
| 36 | 2023.08.23 08:00 | t/p | 11 | 0.10 | 157.570 | 159.570 | 157.570 | 80.50 | 10603.16 |
| 37 | 2023.10.03 16:00 | buy | 12 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 38 | 2023.10.03 16:00 | modify | 12 | 0.10 | 155.947 | 155.447 | 157.447 | ||
| 39 | 2023.10.06 12:00 | t/p | 12 | 0.10 | 157.447 | 155.447 | 157.447 | 98.52 | 10701.68 |
| 40 | 2023.10.06 20:00 | sell | 13 | 0.10 | 158.141 | 0.000 | 0.000 | ||
| 41 | 2023.10.06 20:00 | modify | 13 | 0.10 | 158.141 | 158.641 | 156.641 | ||
| 42 | 2023.10.09 04:00 | sell | 14 | 0.10 | 157.390 | 0.000 | 0.000 | ||
| 43 | 2023.10.09 04:00 | modify | 14 | 0.10 | 157.390 | 158.066 | 156.641 | ||
| 44 | 2023.10.09 04:00 | modify | 13 | 0.10 | 158.141 | 158.066 | 156.641 | ||
| 45 | 2023.10.09 16:00 | t/p | 13 | 0.10 | 156.641 | 158.066 | 156.641 | 94.47 | 10796.15 |
| 46 | 2023.10.09 16:00 | t/p | 14 | 0.10 | 156.641 | 158.066 | 156.641 | 47.87 | 10844.02 |
| 47 | 2023.10.31 12:00 | sell | 15 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 48 | 2023.10.31 12:00 | modify | 15 | 0.10 | 160.615 | 161.115 | 159.115 | ||
| 49 | 2023.11.01 16:00 | t/p | 15 | 0.10 | 159.115 | 161.115 | 159.115 | 94.46 | 10938.49 |
| 50 | 2023.11.17 12:00 | buy | 16 | 0.10 | 162.484 | 0.000 | 0.000 | ||
| 51 | 2023.11.17 12:00 | modify | 16 | 0.10 | 162.484 | 161.984 | 163.984 | ||
| 52 | 2023.11.20 12:00 | s/l | 16 | 0.10 | 161.984 | 161.984 | 163.984 | -31.43 | 10907.05 |
| 53 | 2023.12.01 16:00 | buy | 17 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 54 | 2023.12.01 16:00 | modify | 17 | 0.10 | 159.982 | 159.482 | 161.482 | ||
| 55 | 2023.12.04 00:00 | s/l | 17 | 0.10 | 159.482 | 159.482 | 161.482 | -31.43 | 10875.62 |
| 56 | 2023.12.04 16:00 | buy | 18 | 0.10 | 159.118 | 0.000 | 0.000 | ||
| 57 | 2023.12.04 16:00 | modify | 18 | 0.10 | 159.118 | 158.618 | 160.618 | ||
| 58 | 2023.12.05 08:00 | s/l | 18 | 0.10 | 158.618 | 158.618 | 160.618 | -31.42 | 10844.20 |
| 59 | 2024.01.04 12:00 | sell | 19 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 60 | 2024.01.04 12:00 | modify | 19 | 0.10 | 157.932 | 158.432 | 156.432 | ||
| 61 | 2024.01.04 16:00 | s/l | 19 | 0.10 | 158.432 | 158.432 | 156.432 | -31.96 | 10812.24 |
| 62 | 2024.01.10 16:00 | sell | 20 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 63 | 2024.01.10 16:00 | modify | 20 | 0.10 | 159.697 | 160.197 | 158.197 | ||
| 64 | 2024.01.11 16:00 | s/l | 20 | 0.10 | 160.197 | 160.197 | 158.197 | -36.15 | 10776.09 |
| 65 | 2024.04.12 16:00 | buy | 21 | 0.10 | 163.049 | 0.000 | 0.000 | ||
| 66 | 2024.04.12 16:00 | modify | 21 | 0.10 | 163.049 | 162.549 | 164.549 | ||
| 67 | 2024.04.16 08:00 | buy | 22 | 0.10 | 163.957 | 0.000 | 0.000 | ||
| 68 | 2024.04.16 08:00 | modify | 22 | 0.10 | 163.957 | 163.424 | 164.549 | ||
| 69 | 2024.04.16 08:00 | modify | 21 | 0.10 | 163.049 | 163.424 | 164.549 | ||
| 70 | 2024.04.16 12:00 | t/p | 21 | 0.10 | 164.549 | 163.424 | 164.549 | 96.93 | 10873.02 |
| 71 | 2024.04.16 12:00 | t/p | 22 | 0.10 | 164.549 | 163.424 | 164.549 | 37.83 | 10910.85 |