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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 730.19 | Gross profit | 1251.80 | Gross loss | -521.61 |
| Profit factor | 2.40 | Expected payoff | 26.08 | ||
| Absolute drawdown | 21.89 | Maximal drawdown | 305.36 (2.79%) | Relative drawdown | 2.79% (305.36) |
| Total trades | 28 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 15 (53.57%) | Loss trades (% of total) | 13 (46.43%) | ||
| Largest | profit trade | 112.74 | loss trade | -64.32 | |
| Average | profit trade | 83.45 | loss trade | -40.12 | |
| Maximum | consecutive wins (profit in money) | 7 (511.80) | consecutive losses (loss in money) | 8 (-278.76) | |
| Maximal | consecutive profit (count of wins) | 511.80 (7) | consecutive loss (count of losses) | -278.76 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 16:00 | sell | 1 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 16:00 | modify | 1 | 0.10 | 137.354 | 137.954 | 135.854 | ||
| 3 | 2023.05.03 08:00 | t/p | 1 | 0.10 | 135.854 | 137.954 | 135.854 | 106.48 | 10106.48 |
| 4 | 2023.05.04 16:00 | buy | 2 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 5 | 2023.05.04 16:00 | modify | 2 | 0.10 | 133.794 | 133.194 | 135.294 | ||
| 6 | 2023.05.08 00:00 | t/p | 2 | 0.10 | 135.294 | 133.194 | 135.294 | 112.74 | 10219.21 |
| 7 | 2023.05.18 16:00 | sell | 3 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 8 | 2023.05.18 16:00 | modify | 3 | 0.10 | 138.498 | 139.098 | 136.998 | ||
| 9 | 2023.05.24 16:00 | s/l | 3 | 0.10 | 139.098 | 139.098 | 136.998 | -51.02 | 10168.19 |
| 10 | 2023.07.12 04:00 | buy | 4 | 0.10 | 139.684 | 0.000 | 0.000 | ||
| 11 | 2023.07.12 04:00 | modify | 4 | 0.10 | 139.684 | 139.084 | 141.184 | ||
| 12 | 2023.07.12 16:00 | s/l | 4 | 0.10 | 139.084 | 139.084 | 141.184 | -43.41 | 10124.78 |
| 13 | 2023.07.14 04:00 | buy | 5 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 14 | 2023.07.14 04:00 | modify | 5 | 0.10 | 137.464 | 136.864 | 138.964 | ||
| 15 | 2023.07.14 16:00 | t/p | 5 | 0.10 | 138.964 | 136.864 | 138.964 | 108.11 | 10232.89 |
| 16 | 2023.08.01 16:00 | sell | 6 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 17 | 2023.08.01 16:00 | modify | 6 | 0.10 | 143.339 | 143.939 | 141.839 | ||
| 18 | 2023.08.04 16:00 | t/p | 6 | 0.10 | 141.839 | 143.939 | 141.839 | 95.87 | 10328.77 |
| 19 | 2023.08.10 16:00 | sell | 7 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 20 | 2023.08.10 16:00 | modify | 7 | 0.10 | 144.403 | 145.003 | 142.903 | ||
| 21 | 2023.08.11 20:00 | s/l | 7 | 0.10 | 145.003 | 145.003 | 142.903 | -43.37 | 10285.40 |
| 22 | 2023.08.23 16:00 | buy | 8 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 23 | 2023.08.23 16:00 | modify | 8 | 0.10 | 144.655 | 144.055 | 146.155 | ||
| 24 | 2023.08.25 04:00 | t/p | 8 | 0.10 | 146.155 | 144.055 | 146.155 | 106.25 | 10391.65 |
| 25 | 2023.08.29 12:00 | sell | 9 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 26 | 2023.08.29 12:00 | modify | 9 | 0.10 | 147.141 | 147.741 | 145.641 | ||
| 27 | 2023.08.30 16:00 | t/p | 9 | 0.10 | 145.641 | 147.741 | 145.641 | 100.78 | 10492.43 |
| 28 | 2023.09.05 12:00 | sell | 10 | 0.10 | 147.342 | 0.000 | 0.000 | ||
| 29 | 2023.09.05 12:00 | modify | 10 | 0.10 | 147.342 | 147.942 | 145.842 | ||
| 30 | 2023.09.15 12:00 | s/l | 10 | 0.10 | 147.942 | 147.942 | 145.842 | -64.32 | 10428.11 |
| 31 | 2023.10.26 08:00 | sell | 11 | 0.10 | 150.476 | 0.000 | 0.000 | ||
| 32 | 2023.10.26 08:00 | modify | 11 | 0.10 | 150.476 | 151.076 | 148.976 | ||
| 33 | 2023.10.30 16:00 | t/p | 11 | 0.10 | 148.976 | 151.076 | 148.976 | 96.70 | 10524.81 |
| 34 | 2023.11.03 16:00 | buy | 12 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 35 | 2023.11.03 16:00 | modify | 12 | 0.10 | 149.396 | 148.796 | 150.896 | ||
| 36 | 2023.11.06 20:00 | buy | 13 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 37 | 2023.11.06 20:00 | modify | 13 | 0.10 | 150.007 | 149.546 | 150.896 | ||
| 38 | 2023.11.06 20:00 | buy | 14 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 39 | 2023.11.06 20:00 | modify | 14 | 0.10 | 150.007 | 149.846 | 150.896 | ||
| 40 | 2023.11.06 20:00 | modify | 12 | 0.10 | 149.396 | 149.846 | 150.896 | ||
| 41 | 2023.11.07 00:00 | modify | 13 | 0.10 | 150.007 | 149.846 | 150.896 | ||
| 42 | 2023.11.07 04:00 | buy | 15 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 43 | 2023.11.07 04:00 | modify | 15 | 0.10 | 150.226 | 149.921 | 150.896 | ||
| 44 | 2023.11.07 04:00 | modify | 14 | 0.10 | 150.007 | 149.921 | 150.896 | ||
| 45 | 2023.11.07 04:00 | modify | 13 | 0.10 | 150.007 | 149.921 | 150.896 | ||
| 46 | 2023.11.07 04:00 | modify | 12 | 0.10 | 149.396 | 149.921 | 150.896 | ||
| 47 | 2023.11.08 16:00 | t/p | 12 | 0.10 | 150.896 | 149.921 | 150.896 | 102.12 | 10626.93 |
| 48 | 2023.11.08 16:00 | t/p | 13 | 0.10 | 150.896 | 149.921 | 150.896 | 60.72 | 10687.65 |
| 49 | 2023.11.08 16:00 | t/p | 14 | 0.10 | 150.896 | 149.921 | 150.896 | 60.72 | 10748.36 |
| 50 | 2023.11.08 16:00 | t/p | 15 | 0.10 | 150.896 | 149.921 | 150.896 | 45.30 | 10793.67 |
| 51 | 2023.11.21 04:00 | buy | 16 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 52 | 2023.11.21 04:00 | modify | 16 | 0.10 | 147.409 | 146.809 | 148.909 | ||
| 53 | 2023.11.22 04:00 | buy | 17 | 0.10 | 148.244 | 0.000 | 0.000 | ||
| 54 | 2023.11.22 04:00 | modify | 17 | 0.10 | 148.244 | 147.934 | 148.909 | ||
| 55 | 2023.11.22 04:00 | modify | 16 | 0.10 | 147.409 | 147.934 | 148.909 | ||
| 56 | 2023.11.22 08:00 | t/p | 16 | 0.10 | 148.909 | 147.934 | 148.909 | 101.59 | 10895.26 |
| 57 | 2023.11.22 08:00 | t/p | 17 | 0.10 | 148.909 | 147.934 | 148.909 | 44.65 | 10939.91 |
| 58 | 2024.01.16 12:00 | sell | 18 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 59 | 2024.01.16 12:00 | modify | 18 | 0.10 | 146.603 | 147.203 | 145.103 | ||
| 60 | 2024.01.16 20:00 | s/l | 18 | 0.10 | 147.203 | 147.203 | 145.103 | -40.74 | 10899.17 |
| 61 | 2024.02.13 16:00 | sell | 19 | 0.10 | 150.594 | 0.000 | 0.000 | ||
| 62 | 2024.02.13 16:00 | modify | 19 | 0.10 | 150.594 | 151.194 | 149.094 | ||
| 63 | 2024.02.21 00:00 | sell | 20 | 0.10 | 149.966 | 0.000 | 0.000 | ||
| 64 | 2024.02.21 00:00 | modify | 20 | 0.10 | 149.966 | 150.444 | 149.094 | ||
| 65 | 2024.02.21 00:00 | sell | 21 | 0.10 | 149.966 | 0.000 | 0.000 | ||
| 66 | 2024.02.21 00:00 | modify | 21 | 0.10 | 149.966 | 150.144 | 149.094 | ||
| 67 | 2024.02.21 00:00 | modify | 19 | 0.10 | 150.594 | 150.144 | 149.094 | ||
| 68 | 2024.02.21 04:00 | modify | 20 | 0.10 | 149.966 | 150.144 | 149.094 | ||
| 69 | 2024.02.21 08:00 | s/l | 19 | 0.10 | 150.144 | 150.144 | 149.094 | 14.14 | 10913.31 |
| 70 | 2024.02.21 08:00 | s/l | 20 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10901.46 |
| 71 | 2024.02.21 08:00 | s/l | 21 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10889.61 |
| 72 | 2024.03.07 04:00 | buy | 22 | 0.10 | 148.699 | 0.000 | 0.000 | ||
| 73 | 2024.03.07 04:00 | modify | 22 | 0.10 | 148.699 | 148.099 | 150.199 | ||
| 74 | 2024.03.07 08:00 | s/l | 22 | 0.10 | 148.099 | 148.099 | 150.199 | -40.56 | 10849.05 |
| 75 | 2024.03.08 12:00 | buy | 23 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 76 | 2024.03.08 12:00 | modify | 23 | 0.10 | 147.128 | 146.528 | 148.628 | ||
| 77 | 2024.03.08 16:00 | s/l | 23 | 0.10 | 146.528 | 146.528 | 148.628 | -40.81 | 10808.24 |
| 78 | 2024.03.15 16:00 | sell | 24 | 0.10 | 149.137 | 0.000 | 0.000 | ||
| 79 | 2024.03.15 16:00 | modify | 24 | 0.10 | 149.137 | 149.737 | 147.637 | ||
| 80 | 2024.03.19 04:00 | s/l | 24 | 0.10 | 149.737 | 149.737 | 147.637 | -44.02 | 10764.22 |
| 81 | 2024.03.19 04:00 | sell | 25 | 0.10 | 149.701 | 0.000 | 0.000 | ||
| 82 | 2024.03.19 04:00 | modify | 25 | 0.10 | 149.701 | 150.301 | 148.201 | ||
| 83 | 2024.03.19 08:00 | s/l | 25 | 0.10 | 150.301 | 150.301 | 148.201 | -39.92 | 10724.30 |
| 84 | 2024.04.10 16:00 | sell | 26 | 0.10 | 152.902 | 0.000 | 0.000 | ||
| 85 | 2024.04.10 16:00 | modify | 26 | 0.10 | 152.902 | 153.502 | 151.402 | ||
| 86 | 2024.04.15 04:00 | s/l | 26 | 0.10 | 153.502 | 153.502 | 151.402 | -48.92 | 10675.38 |
| 87 | 2024.04.15 08:00 | sell | 27 | 0.10 | 153.905 | 0.000 | 0.000 | ||
| 88 | 2024.04.15 08:00 | modify | 27 | 0.10 | 153.905 | 154.505 | 152.405 | ||
| 89 | 2024.04.16 08:00 | s/l | 27 | 0.10 | 154.505 | 154.505 | 152.405 | -40.83 | 10634.56 |
| 90 | 2024.04.26 08:00 | sell | 28 | 0.10 | 156.703 | 0.000 | 0.000 | ||
| 91 | 2024.04.26 08:00 | modify | 28 | 0.10 | 156.703 | 157.303 | 155.203 | ||
| 92 | 2024.04.26 12:00 | t/p | 28 | 0.10 | 155.203 | 157.303 | 155.203 | 95.63 | 10730.19 |