Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 477.52 | Gross profit | 1005.89 | Gross loss | -528.37 |
| Profit factor | 1.90 | Expected payoff | 17.05 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 191.97 (1.80%) | Relative drawdown | 1.80% (191.97) |
| Total trades | 28 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 14 (50.00%) | Loss trades (% of total) | 14 (50.00%) | ||
| Largest | profit trade | 96.47 | loss trade | -66.24 | |
| Average | profit trade | 71.85 | loss trade | -37.74 | |
| Maximum | consecutive wins (profit in money) | 4 (365.68) | consecutive losses (loss in money) | 3 (-180.85) | |
| Maximal | consecutive profit (count of wins) | 365.68 (4) | consecutive loss (count of losses) | -180.85 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 16:00 | buy | 1 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 2 | 2023.07.12 16:00 | modify | 1 | 0.10 | 153.751 | 152.851 | 155.251 | ||
| 3 | 2023.07.12 20:00 | buy | 2 | 0.10 | 154.226 | 0.000 | 0.000 | ||
| 4 | 2023.07.12 20:00 | modify | 2 | 0.10 | 154.226 | 153.826 | 155.251 | ||
| 5 | 2023.07.12 20:00 | modify | 1 | 0.10 | 153.751 | 153.826 | 155.251 | ||
| 6 | 2023.07.14 08:00 | t/p | 1 | 0.10 | 155.251 | 153.826 | 155.251 | 96.47 | 10096.47 |
| 7 | 2023.07.14 08:00 | t/p | 2 | 0.10 | 155.251 | 153.826 | 155.251 | 66.58 | 10163.04 |
| 8 | 2023.07.21 16:00 | sell | 3 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 9 | 2023.07.21 16:00 | modify | 3 | 0.10 | 157.613 | 158.513 | 156.113 | ||
| 10 | 2023.07.25 16:00 | t/p | 3 | 0.10 | 156.113 | 158.513 | 156.113 | 91.63 | 10254.68 |
| 11 | 2023.07.25 20:00 | buy | 4 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 12 | 2023.07.25 20:00 | modify | 4 | 0.10 | 155.823 | 154.923 | 157.323 | ||
| 13 | 2023.07.27 04:00 | s/l | 4 | 0.10 | 154.923 | 154.923 | 157.323 | -54.55 | 10200.12 |
| 14 | 2023.08.10 20:00 | sell | 5 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 15 | 2023.08.10 20:00 | modify | 5 | 0.10 | 158.975 | 159.875 | 157.475 | ||
| 16 | 2023.08.14 00:00 | sell | 6 | 0.10 | 158.516 | 0.000 | 0.000 | ||
| 17 | 2023.08.14 00:00 | modify | 6 | 0.10 | 158.516 | 158.900 | 157.475 | ||
| 18 | 2023.08.14 00:00 | modify | 5 | 0.10 | 158.975 | 158.900 | 157.475 | ||
| 19 | 2023.08.15 08:00 | s/l | 5 | 0.10 | 158.900 | 158.900 | 157.475 | 0.60 | 10200.72 |
| 20 | 2023.08.15 08:00 | s/l | 6 | 0.10 | 158.900 | 158.900 | 157.475 | -25.53 | 10175.19 |
| 21 | 2023.09.14 20:00 | buy | 7 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 22 | 2023.09.14 20:00 | modify | 7 | 0.10 | 156.959 | 156.059 | 158.459 | ||
| 23 | 2023.09.15 16:00 | buy | 8 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 24 | 2023.09.15 16:00 | modify | 8 | 0.10 | 157.806 | 157.634 | 158.459 | ||
| 25 | 2023.09.15 16:00 | buy | 9 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 26 | 2023.09.15 16:00 | modify | 9 | 0.10 | 157.806 | 157.559 | 158.459 | ||
| 27 | 2023.09.15 16:00 | modify | 7 | 0.10 | 156.959 | 157.559 | 158.459 | ||
| 28 | 2023.09.15 20:00 | s/l | 8 | 0.10 | 157.634 | 157.634 | 158.459 | -10.83 | 10164.36 |
| 29 | 2023.09.17 20:00 | s/l | 7 | 0.10 | 157.559 | 157.559 | 158.459 | 38.27 | 10202.63 |
| 30 | 2023.09.17 20:00 | s/l | 9 | 0.10 | 157.559 | 157.559 | 158.459 | -15.55 | 10187.08 |
| 31 | 2023.11.03 20:00 | sell | 10 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 32 | 2023.11.03 20:00 | modify | 10 | 0.10 | 160.297 | 161.197 | 158.797 | ||
| 33 | 2023.11.08 16:00 | s/l | 10 | 0.10 | 161.197 | 161.197 | 158.797 | -60.74 | 10126.33 |
| 34 | 2023.11.15 08:00 | sell | 11 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 35 | 2023.11.15 08:00 | modify | 11 | 0.10 | 163.843 | 164.743 | 162.343 | ||
| 36 | 2023.11.17 12:00 | t/p | 11 | 0.10 | 162.343 | 164.743 | 162.343 | 88.88 | 10215.22 |
| 37 | 2023.12.11 12:00 | sell | 12 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 38 | 2023.12.11 12:00 | modify | 12 | 0.10 | 157.383 | 158.283 | 155.883 | ||
| 39 | 2023.12.13 20:00 | t/p | 12 | 0.10 | 155.883 | 158.283 | 155.883 | 91.63 | 10306.85 |
| 40 | 2023.12.14 08:00 | buy | 13 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 41 | 2023.12.14 08:00 | modify | 13 | 0.10 | 154.550 | 153.650 | 156.050 | ||
| 42 | 2023.12.15 00:00 | t/p | 13 | 0.10 | 156.050 | 153.650 | 156.050 | 94.91 | 10401.76 |
| 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 | 158.531 | 156.131 | ||
| 45 | 2023.12.28 16:00 | t/p | 14 | 0.10 | 156.131 | 158.531 | 156.131 | 90.26 | 10492.02 |
| 46 | 2024.01.17 12:00 | sell | 15 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 47 | 2024.01.17 12:00 | modify | 15 | 0.10 | 160.643 | 161.543 | 159.143 | ||
| 48 | 2024.01.19 04:00 | s/l | 15 | 0.10 | 161.543 | 161.543 | 159.143 | -62.12 | 10429.90 |
| 49 | 2024.02.26 20:00 | sell | 16 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 50 | 2024.02.26 20:00 | modify | 16 | 0.10 | 163.518 | 164.418 | 162.018 | ||
| 51 | 2024.02.29 16:00 | t/p | 16 | 0.10 | 162.018 | 164.418 | 162.018 | 87.51 | 10517.41 |
| 52 | 2024.03.04 20:00 | sell | 17 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 53 | 2024.03.04 20:00 | modify | 17 | 0.10 | 163.444 | 164.344 | 161.944 | ||
| 54 | 2024.03.07 04:00 | t/p | 17 | 0.10 | 161.944 | 164.344 | 161.944 | 87.51 | 10604.92 |
| 55 | 2024.03.15 20:00 | sell | 18 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 56 | 2024.03.15 20:00 | modify | 18 | 0.10 | 162.333 | 163.233 | 160.833 | ||
| 57 | 2024.03.19 08:00 | s/l | 18 | 0.10 | 163.233 | 163.233 | 160.833 | -59.38 | 10545.54 |
| 58 | 2024.04.04 12:00 | sell | 19 | 0.10 | 164.678 | 0.000 | 0.000 | ||
| 59 | 2024.04.04 12:00 | modify | 19 | 0.10 | 164.678 | 165.578 | 163.178 | ||
| 60 | 2024.04.04 20:00 | sell | 20 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 61 | 2024.04.04 20:00 | modify | 20 | 0.10 | 163.837 | 164.003 | 163.178 | ||
| 62 | 2024.04.04 20:00 | sell | 21 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 63 | 2024.04.04 20:00 | modify | 21 | 0.10 | 163.837 | 164.078 | 163.178 | ||
| 64 | 2024.04.04 20:00 | modify | 19 | 0.10 | 164.678 | 164.078 | 163.178 | ||
| 65 | 2024.04.05 00:00 | s/l | 20 | 0.10 | 164.003 | 164.003 | 163.178 | -11.81 | 10533.72 |
| 66 | 2024.04.05 08:00 | s/l | 19 | 0.10 | 164.078 | 164.078 | 163.178 | 36.38 | 10570.10 |
| 67 | 2024.04.05 08:00 | s/l | 21 | 0.10 | 164.078 | 164.078 | 163.178 | -16.53 | 10553.57 |
| 68 | 2024.04.14 20:00 | buy | 22 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 69 | 2024.04.14 20:00 | modify | 22 | 0.10 | 162.703 | 161.803 | 164.203 | ||
| 70 | 2024.04.15 16:00 | t/p | 22 | 0.10 | 164.203 | 161.803 | 164.203 | 94.91 | 10648.48 |
| 71 | 2024.04.25 12:00 | sell | 23 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 72 | 2024.04.25 12:00 | modify | 23 | 0.10 | 166.763 | 167.663 | 165.263 | ||
| 73 | 2024.04.26 08:00 | s/l | 23 | 0.10 | 167.663 | 167.663 | 165.263 | -57.99 | 10590.48 |
| 74 | 2024.04.26 12:00 | sell | 24 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 75 | 2024.04.26 12:00 | modify | 24 | 0.10 | 168.028 | 168.928 | 166.528 | ||
| 76 | 2024.04.26 20:00 | s/l | 24 | 0.10 | 168.928 | 168.928 | 166.528 | -56.62 | 10533.86 |
| 77 | 2024.05.13 20:00 | sell | 25 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 78 | 2024.05.13 20:00 | modify | 25 | 0.10 | 168.538 | 169.438 | 167.038 | ||
| 79 | 2024.05.20 00:00 | s/l | 25 | 0.10 | 169.438 | 169.438 | 167.038 | -66.24 | 10467.62 |
| 80 | 2024.06.10 16:00 | buy | 26 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 81 | 2024.06.10 16:00 | modify | 26 | 0.10 | 168.734 | 167.834 | 170.234 | ||
| 82 | 2024.06.13 00:00 | buy | 27 | 0.10 | 169.576 | 0.000 | 0.000 | ||
| 83 | 2024.06.13 00:00 | modify | 27 | 0.10 | 169.576 | 169.409 | 170.234 | ||
| 84 | 2024.06.13 00:00 | buy | 28 | 0.10 | 169.576 | 0.000 | 0.000 | ||
| 85 | 2024.06.13 00:00 | modify | 28 | 0.10 | 169.576 | 169.334 | 170.234 | ||
| 86 | 2024.06.13 00:00 | modify | 26 | 0.10 | 168.734 | 169.334 | 170.234 | ||
| 87 | 2024.06.13 04:00 | modify | 27 | 0.10 | 169.576 | 169.334 | 170.234 | ||
| 88 | 2024.06.13 16:00 | s/l | 26 | 0.10 | 169.334 | 169.334 | 170.234 | 40.36 | 10507.98 |
| 89 | 2024.06.13 16:00 | s/l | 27 | 0.10 | 169.334 | 169.334 | 170.234 | -15.23 | 10492.75 |
| 90 | 2024.06.13 16:00 | s/l | 28 | 0.10 | 169.334 | 169.334 | 170.234 | -15.23 | 10477.52 |