Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 483.80 | Gross profit | 962.81 | Gross loss | -479.01 |
| Profit factor | 2.01 | Expected payoff | 15.61 | ||
| Absolute drawdown | 55.26 | Maximal drawdown | 240.87 (2.27%) | Relative drawdown | 2.27% (240.87) |
| Total trades | 31 | Short positions (won %) | 20 (25.00%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 12 (38.71%) | Loss trades (% of total) | 19 (61.29%) | ||
| Largest | profit trade | 108.11 | loss trade | -36.03 | |
| Average | profit trade | 80.23 | loss trade | -25.21 | |
| Maximum | consecutive wins (profit in money) | 5 (420.20) | consecutive losses (loss in money) | 8 (-195.33) | |
| Maximal | consecutive profit (count of wins) | 420.20 (5) | consecutive loss (count of losses) | -195.33 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 04:00 | buy | 1 | 0.10 | 139.684 | 0.000 | 0.000 | ||
| 2 | 2023.07.12 04:00 | modify | 1 | 0.10 | 139.684 | 139.284 | 141.184 | ||
| 3 | 2023.07.12 16:00 | s/l | 1 | 0.10 | 139.284 | 139.284 | 141.184 | -28.94 | 9971.06 |
| 4 | 2023.07.12 16:00 | buy | 2 | 0.10 | 138.244 | 0.000 | 0.000 | ||
| 5 | 2023.07.12 16:00 | modify | 2 | 0.10 | 138.244 | 137.844 | 139.744 | ||
| 6 | 2023.07.14 04:00 | s/l | 2 | 0.10 | 137.844 | 137.844 | 139.744 | -26.32 | 9944.74 |
| 7 | 2023.07.14 04:00 | buy | 3 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 8 | 2023.07.14 04:00 | modify | 3 | 0.10 | 137.464 | 137.064 | 138.964 | ||
| 9 | 2023.07.14 16:00 | t/p | 3 | 0.10 | 138.964 | 137.064 | 138.964 | 108.11 | 10052.85 |
| 10 | 2023.08.01 16:00 | sell | 4 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 11 | 2023.08.01 16:00 | modify | 4 | 0.10 | 143.339 | 143.739 | 141.839 | ||
| 12 | 2023.08.03 08:00 | s/l | 4 | 0.10 | 143.739 | 143.739 | 141.839 | -36.03 | 10016.81 |
| 13 | 2023.08.10 16:00 | sell | 5 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 14 | 2023.08.10 16:00 | modify | 5 | 0.10 | 144.403 | 144.803 | 142.903 | ||
| 15 | 2023.08.10 20:00 | s/l | 5 | 0.10 | 144.803 | 144.803 | 142.903 | -27.62 | 9989.19 |
| 16 | 2023.08.23 16:00 | buy | 6 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 17 | 2023.08.23 16:00 | modify | 6 | 0.10 | 144.655 | 144.255 | 146.155 | ||
| 18 | 2023.08.25 04:00 | t/p | 6 | 0.10 | 146.155 | 144.255 | 146.155 | 105.46 | 10094.65 |
| 19 | 2023.08.29 12:00 | sell | 7 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 20 | 2023.08.29 12:00 | modify | 7 | 0.10 | 147.141 | 147.541 | 145.641 | ||
| 21 | 2023.08.30 16:00 | t/p | 7 | 0.10 | 145.641 | 147.541 | 145.641 | 100.75 | 10195.40 |
| 22 | 2023.09.05 12:00 | sell | 8 | 0.10 | 147.342 | 0.000 | 0.000 | ||
| 23 | 2023.09.05 12:00 | modify | 8 | 0.10 | 147.342 | 147.742 | 145.842 | ||
| 24 | 2023.09.05 16:00 | s/l | 8 | 0.10 | 147.742 | 147.742 | 145.842 | -27.09 | 10168.31 |
| 25 | 2023.10.26 08:00 | sell | 9 | 0.10 | 150.476 | 0.000 | 0.000 | ||
| 26 | 2023.10.26 08:00 | modify | 9 | 0.10 | 150.476 | 150.876 | 148.976 | ||
| 27 | 2023.10.30 16:00 | t/p | 9 | 0.10 | 148.976 | 150.876 | 148.976 | 96.63 | 10264.94 |
| 28 | 2023.11.03 16:00 | buy | 10 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 29 | 2023.11.03 16:00 | modify | 10 | 0.10 | 149.396 | 148.996 | 150.896 | ||
| 30 | 2023.11.06 20:00 | buy | 11 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 31 | 2023.11.06 20:00 | modify | 11 | 0.10 | 150.007 | 149.471 | 150.896 | ||
| 32 | 2023.11.06 20:00 | buy | 12 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 33 | 2023.11.06 20:00 | modify | 12 | 0.10 | 150.007 | 149.846 | 150.896 | ||
| 34 | 2023.11.06 20:00 | modify | 10 | 0.10 | 149.396 | 149.846 | 150.896 | ||
| 35 | 2023.11.07 00:00 | modify | 11 | 0.10 | 150.007 | 149.846 | 150.896 | ||
| 36 | 2023.11.08 16:00 | t/p | 10 | 0.10 | 150.896 | 149.846 | 150.896 | 101.53 | 10366.47 |
| 37 | 2023.11.08 16:00 | t/p | 11 | 0.10 | 150.896 | 149.846 | 150.896 | 60.32 | 10426.79 |
| 38 | 2023.11.08 16:00 | t/p | 12 | 0.10 | 150.896 | 149.846 | 150.896 | 60.32 | 10487.11 |
| 39 | 2023.11.21 04:00 | buy | 13 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 40 | 2023.11.21 04:00 | modify | 13 | 0.10 | 147.409 | 147.009 | 148.909 | ||
| 41 | 2023.11.22 08:00 | t/p | 13 | 0.10 | 148.909 | 147.009 | 148.909 | 101.40 | 10588.51 |
| 42 | 2024.01.05 08:00 | sell | 14 | 0.10 | 145.074 | 0.000 | 0.000 | ||
| 43 | 2024.01.05 08:00 | modify | 14 | 0.10 | 145.074 | 145.474 | 143.574 | ||
| 44 | 2024.01.05 16:00 | s/l | 14 | 0.10 | 145.474 | 145.474 | 143.574 | -27.75 | 10560.76 |
| 45 | 2024.01.16 12:00 | sell | 15 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 46 | 2024.01.16 12:00 | modify | 15 | 0.10 | 146.603 | 147.003 | 145.103 | ||
| 47 | 2024.01.16 20:00 | s/l | 15 | 0.10 | 147.003 | 147.003 | 145.103 | -27.16 | 10533.60 |
| 48 | 2024.01.17 16:00 | sell | 16 | 0.10 | 148.448 | 0.000 | 0.000 | ||
| 49 | 2024.01.17 16:00 | modify | 16 | 0.10 | 148.448 | 148.848 | 146.948 | ||
| 50 | 2024.01.22 16:00 | sell | 17 | 0.10 | 147.845 | 0.000 | 0.000 | ||
| 51 | 2024.01.22 16:00 | modify | 17 | 0.10 | 147.845 | 148.373 | 146.948 | ||
| 52 | 2024.01.22 16:00 | sell | 18 | 0.10 | 147.845 | 0.000 | 0.000 | ||
| 53 | 2024.01.22 16:00 | modify | 18 | 0.10 | 147.845 | 147.998 | 146.948 | ||
| 54 | 2024.01.22 16:00 | modify | 16 | 0.10 | 148.448 | 147.998 | 146.948 | ||
| 55 | 2024.01.22 20:00 | s/l | 16 | 0.10 | 147.998 | 147.998 | 146.948 | 20.35 | 10553.95 |
| 56 | 2024.01.22 20:00 | s/l | 18 | 0.10 | 147.998 | 147.998 | 146.948 | -10.33 | 10543.62 |
| 57 | 2024.01.22 20:00 | close | 17 | 0.10 | 148.060 | 148.373 | 146.948 | -14.52 | 10529.10 |
| 58 | 2024.02.13 16:00 | sell | 19 | 0.10 | 150.594 | 0.000 | 0.000 | ||
| 59 | 2024.02.13 16:00 | modify | 19 | 0.10 | 150.594 | 150.994 | 149.094 | ||
| 60 | 2024.02.21 00:00 | sell | 20 | 0.10 | 149.966 | 0.000 | 0.000 | ||
| 61 | 2024.02.21 00:00 | modify | 20 | 0.10 | 149.966 | 150.519 | 149.094 | ||
| 62 | 2024.02.21 00:00 | sell | 21 | 0.10 | 149.966 | 0.000 | 0.000 | ||
| 63 | 2024.02.21 00:00 | modify | 21 | 0.10 | 149.966 | 150.144 | 149.094 | ||
| 64 | 2024.02.21 00:00 | modify | 19 | 0.10 | 150.594 | 150.144 | 149.094 | ||
| 65 | 2024.02.21 04:00 | modify | 20 | 0.10 | 149.966 | 150.144 | 149.094 | ||
| 66 | 2024.02.21 08:00 | s/l | 19 | 0.10 | 150.144 | 150.144 | 149.094 | 13.88 | 10542.97 |
| 67 | 2024.02.21 08:00 | s/l | 20 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10531.12 |
| 68 | 2024.02.21 08:00 | s/l | 21 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10519.27 |
| 69 | 2024.03.07 04:00 | buy | 22 | 0.10 | 148.699 | 0.000 | 0.000 | ||
| 70 | 2024.03.07 04:00 | modify | 22 | 0.10 | 148.699 | 148.299 | 150.199 | ||
| 71 | 2024.03.07 08:00 | s/l | 22 | 0.10 | 148.299 | 148.299 | 150.199 | -27.04 | 10492.23 |
| 72 | 2024.03.08 12:00 | buy | 23 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 73 | 2024.03.08 12:00 | modify | 23 | 0.10 | 147.128 | 146.728 | 148.628 | ||
| 74 | 2024.03.08 16:00 | s/l | 23 | 0.10 | 146.728 | 146.728 | 148.628 | -27.21 | 10465.02 |
| 75 | 2024.03.15 16:00 | sell | 24 | 0.10 | 149.137 | 0.000 | 0.000 | ||
| 76 | 2024.03.15 16:00 | modify | 24 | 0.10 | 149.137 | 149.537 | 147.637 | ||
| 77 | 2024.03.19 04:00 | s/l | 24 | 0.10 | 149.537 | 149.537 | 147.637 | -30.73 | 10434.29 |
| 78 | 2024.03.19 04:00 | sell | 25 | 0.10 | 149.701 | 0.000 | 0.000 | ||
| 79 | 2024.03.19 04:00 | modify | 25 | 0.10 | 149.701 | 150.101 | 148.201 | ||
| 80 | 2024.03.19 08:00 | s/l | 25 | 0.10 | 150.101 | 150.101 | 148.201 | -26.61 | 10407.68 |
| 81 | 2024.04.10 16:00 | sell | 26 | 0.10 | 152.902 | 0.000 | 0.000 | ||
| 82 | 2024.04.10 16:00 | modify | 26 | 0.10 | 152.902 | 153.302 | 151.402 | ||
| 83 | 2024.04.11 12:00 | s/l | 26 | 0.10 | 153.302 | 153.302 | 151.402 | -32.16 | 10375.52 |
| 84 | 2024.04.15 16:00 | sell | 27 | 0.10 | 154.256 | 0.000 | 0.000 | ||
| 85 | 2024.04.15 16:00 | modify | 27 | 0.10 | 154.256 | 154.656 | 152.756 | ||
| 86 | 2024.04.16 12:00 | s/l | 27 | 0.10 | 154.656 | 154.656 | 152.756 | -27.88 | 10347.64 |
| 87 | 2024.04.26 08:00 | sell | 28 | 0.10 | 156.703 | 0.000 | 0.000 | ||
| 88 | 2024.04.26 08:00 | modify | 28 | 0.10 | 156.703 | 157.103 | 155.203 | ||
| 89 | 2024.04.26 12:00 | t/p | 28 | 0.10 | 155.203 | 157.103 | 155.203 | 95.63 | 10443.27 |
| 90 | 2024.05.03 16:00 | buy | 29 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 91 | 2024.05.03 16:00 | modify | 29 | 0.10 | 152.884 | 152.484 | 154.384 | ||
| 92 | 2024.05.07 04:00 | t/p | 29 | 0.10 | 154.384 | 152.484 | 154.384 | 98.44 | 10541.71 |
| 93 | 2024.06.21 16:00 | sell | 30 | 0.10 | 159.451 | 0.000 | 0.000 | ||
| 94 | 2024.06.21 16:00 | modify | 30 | 0.10 | 159.451 | 159.851 | 157.951 | ||
| 95 | 2024.06.23 20:00 | s/l | 30 | 0.10 | 159.851 | 159.851 | 157.951 | -25.03 | 10516.68 |
| 96 | 2024.06.26 16:00 | sell | 31 | 0.10 | 160.682 | 0.000 | 0.000 | ||
| 97 | 2024.06.26 16:00 | modify | 31 | 0.10 | 160.682 | 161.082 | 159.182 | ||
| 98 | 2024.06.28 04:00 | s/l | 31 | 0.10 | 161.082 | 161.082 | 159.182 | -32.88 | 10483.80 |