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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 664.12 | Gross profit | 1221.12 | Gross loss | -557.00 |
| Profit factor | 2.19 | Expected payoff | 19.53 | ||
| Absolute drawdown | 66.06 | Maximal drawdown | 260.81 (2.41%) | Relative drawdown | 2.41% (260.81) |
| Total trades | 34 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 17 (50.00%) | Loss trades (% of total) | 17 (50.00%) | ||
| Largest | profit trade | 97.00 | loss trade | -38.34 | |
| Average | profit trade | 71.83 | loss trade | -32.76 | |
| Maximum | consecutive wins (profit in money) | 9 (628.27) | consecutive losses (loss in money) | 7 (-228.47) | |
| Maximal | consecutive profit (count of wins) | 628.27 (9) | consecutive loss (count of losses) | -228.47 (7) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.25 16:00 | buy | 1 | 0.10 | 155.725 | 0.000 | 0.000 | ||
| 2 | 2023.07.25 16:00 | modify | 1 | 0.10 | 155.725 | 155.225 | 157.225 | ||
| 3 | 2023.07.26 12:00 | s/l | 1 | 0.10 | 155.225 | 155.225 | 157.225 | -30.95 | 9969.05 |
| 4 | 2023.07.26 12:00 | buy | 2 | 0.10 | 155.320 | 0.000 | 0.000 | ||
| 5 | 2023.07.26 12:00 | modify | 2 | 0.10 | 155.320 | 154.820 | 156.820 | ||
| 6 | 2023.07.27 16:00 | s/l | 2 | 0.10 | 154.820 | 154.820 | 156.820 | -29.91 | 9939.14 |
| 7 | 2023.07.27 20:00 | buy | 3 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 8 | 2023.07.27 20:00 | modify | 3 | 0.10 | 152.538 | 152.038 | 154.038 | ||
| 9 | 2023.07.28 04:00 | t/p | 3 | 0.10 | 154.038 | 152.038 | 154.038 | 94.92 | 10034.06 |
| 10 | 2023.08.21 20:00 | sell | 4 | 0.10 | 159.327 | 0.000 | 0.000 | ||
| 11 | 2023.08.21 20:00 | modify | 4 | 0.10 | 159.327 | 159.827 | 157.827 | ||
| 12 | 2023.08.22 16:00 | sell | 5 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 13 | 2023.08.22 16:00 | modify | 5 | 0.10 | 158.119 | 158.577 | 157.827 | ||
| 14 | 2023.08.22 16:00 | modify | 4 | 0.10 | 159.327 | 158.577 | 157.827 | ||
| 15 | 2023.08.23 08:00 | t/p | 4 | 0.10 | 157.827 | 158.577 | 157.827 | 91.63 | 10125.69 |
| 16 | 2023.08.23 08:00 | t/p | 5 | 0.10 | 157.827 | 158.577 | 157.827 | 17.00 | 10142.68 |
| 17 | 2023.08.30 20:00 | sell | 6 | 0.10 | 159.750 | 0.000 | 0.000 | ||
| 18 | 2023.08.30 20:00 | modify | 6 | 0.10 | 159.750 | 160.250 | 158.250 | ||
| 19 | 2023.08.31 16:00 | t/p | 6 | 0.10 | 158.250 | 160.250 | 158.250 | 90.27 | 10232.95 |
| 20 | 2023.09.14 16:00 | buy | 7 | 0.10 | 156.900 | 0.000 | 0.000 | ||
| 21 | 2023.09.14 16:00 | modify | 7 | 0.10 | 156.900 | 156.400 | 158.400 | ||
| 22 | 2023.09.15 16:00 | buy | 8 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 23 | 2023.09.15 16:00 | modify | 8 | 0.10 | 157.806 | 157.275 | 158.400 | ||
| 24 | 2023.09.15 16:00 | modify | 7 | 0.10 | 156.900 | 157.275 | 158.400 | ||
| 25 | 2023.09.20 08:00 | t/p | 7 | 0.10 | 158.400 | 157.275 | 158.400 | 96.48 | 10329.43 |
| 26 | 2023.09.20 08:00 | t/p | 8 | 0.10 | 158.400 | 157.275 | 158.400 | 38.94 | 10368.37 |
| 27 | 2023.10.03 16:00 | buy | 9 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 28 | 2023.10.03 16:00 | modify | 9 | 0.10 | 155.947 | 155.447 | 157.447 | ||
| 29 | 2023.10.04 16:00 | buy | 10 | 0.10 | 156.565 | 0.000 | 0.000 | ||
| 30 | 2023.10.04 16:00 | modify | 10 | 0.10 | 156.565 | 156.022 | 157.447 | ||
| 31 | 2023.10.04 16:00 | modify | 9 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 32 | 2023.10.06 12:00 | t/p | 9 | 0.10 | 157.447 | 156.022 | 157.447 | 97.00 | 10465.36 |
| 33 | 2023.10.06 12:00 | t/p | 10 | 0.10 | 157.447 | 156.022 | 157.447 | 57.59 | 10522.95 |
| 34 | 2023.10.06 16:00 | sell | 11 | 0.10 | 157.954 | 0.000 | 0.000 | ||
| 35 | 2023.10.06 16:00 | modify | 11 | 0.10 | 157.954 | 158.454 | 156.454 | ||
| 36 | 2023.10.09 16:00 | sell | 12 | 0.10 | 156.726 | 0.000 | 0.000 | ||
| 37 | 2023.10.09 16:00 | modify | 12 | 0.10 | 156.726 | 157.204 | 156.454 | ||
| 38 | 2023.10.09 16:00 | modify | 11 | 0.10 | 157.954 | 157.204 | 156.454 | ||
| 39 | 2023.10.10 04:00 | s/l | 11 | 0.10 | 157.204 | 157.204 | 156.454 | 44.45 | 10567.40 |
| 40 | 2023.10.10 04:00 | s/l | 12 | 0.10 | 157.204 | 157.204 | 156.454 | -31.44 | 10535.96 |
| 41 | 2023.10.23 16:00 | sell | 13 | 0.10 | 159.453 | 0.000 | 0.000 | ||
| 42 | 2023.10.23 16:00 | modify | 13 | 0.10 | 159.453 | 159.953 | 157.953 | ||
| 43 | 2023.10.27 08:00 | sell | 14 | 0.10 | 158.535 | 0.000 | 0.000 | ||
| 44 | 2023.10.27 08:00 | modify | 14 | 0.10 | 158.535 | 159.078 | 157.953 | ||
| 45 | 2023.10.27 08:00 | modify | 13 | 0.10 | 159.453 | 159.078 | 157.953 | ||
| 46 | 2023.10.27 20:00 | t/p | 13 | 0.10 | 157.953 | 159.078 | 157.953 | 86.15 | 10622.10 |
| 47 | 2023.10.27 20:00 | t/p | 14 | 0.10 | 157.953 | 159.078 | 157.953 | 36.63 | 10658.73 |
| 48 | 2023.10.31 12:00 | sell | 15 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 49 | 2023.10.31 12:00 | modify | 15 | 0.10 | 160.615 | 161.115 | 159.115 | ||
| 50 | 2023.11.01 16:00 | t/p | 15 | 0.10 | 159.115 | 161.115 | 159.115 | 93.02 | 10751.75 |
| 51 | 2023.11.08 16:00 | sell | 16 | 0.10 | 161.484 | 0.000 | 0.000 | ||
| 52 | 2023.11.08 16:00 | modify | 16 | 0.10 | 161.484 | 161.984 | 159.984 | ||
| 53 | 2023.11.13 04:00 | s/l | 16 | 0.10 | 161.984 | 161.984 | 159.984 | -38.34 | 10713.41 |
| 54 | 2023.11.14 12:00 | sell | 17 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 55 | 2023.11.14 12:00 | modify | 17 | 0.10 | 162.646 | 163.146 | 161.146 | ||
| 56 | 2023.11.14 16:00 | s/l | 17 | 0.10 | 163.146 | 163.146 | 161.146 | -31.46 | 10681.95 |
| 57 | 2023.12.01 16:00 | buy | 18 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 58 | 2023.12.01 16:00 | modify | 18 | 0.10 | 159.982 | 159.482 | 161.482 | ||
| 59 | 2023.12.04 00:00 | s/l | 18 | 0.10 | 159.482 | 159.482 | 161.482 | -30.95 | 10651.00 |
| 60 | 2023.12.19 12:00 | sell | 19 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 61 | 2023.12.19 12:00 | modify | 19 | 0.10 | 158.355 | 158.855 | 156.855 | ||
| 62 | 2023.12.20 12:00 | t/p | 19 | 0.10 | 156.855 | 158.855 | 156.855 | 93.02 | 10744.01 |
| 63 | 2023.12.27 16:00 | sell | 20 | 0.10 | 157.949 | 0.000 | 0.000 | ||
| 64 | 2023.12.27 16:00 | modify | 20 | 0.10 | 157.949 | 158.449 | 156.449 | ||
| 65 | 2023.12.28 12:00 | t/p | 20 | 0.10 | 156.449 | 158.449 | 156.449 | 90.27 | 10834.28 |
| 66 | 2024.01.04 12:00 | sell | 21 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 67 | 2024.01.04 12:00 | modify | 21 | 0.10 | 157.932 | 158.432 | 156.432 | ||
| 68 | 2024.01.04 16:00 | s/l | 21 | 0.10 | 158.432 | 158.432 | 156.432 | -31.47 | 10802.81 |
| 69 | 2024.01.10 16:00 | sell | 22 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 70 | 2024.01.10 16:00 | modify | 22 | 0.10 | 159.697 | 160.197 | 158.197 | ||
| 71 | 2024.01.11 16:00 | s/l | 22 | 0.10 | 160.197 | 160.197 | 158.197 | -35.58 | 10767.23 |
| 72 | 2024.01.16 20:00 | sell | 23 | 0.10 | 160.114 | 0.000 | 0.000 | ||
| 73 | 2024.01.16 20:00 | modify | 23 | 0.10 | 160.114 | 160.614 | 158.614 | ||
| 74 | 2024.01.17 08:00 | s/l | 23 | 0.10 | 160.614 | 160.614 | 158.614 | -32.83 | 10734.39 |
| 75 | 2024.02.08 16:00 | sell | 24 | 0.10 | 160.810 | 0.000 | 0.000 | ||
| 76 | 2024.02.08 16:00 | modify | 24 | 0.10 | 160.810 | 161.310 | 159.310 | ||
| 77 | 2024.02.13 16:00 | s/l | 24 | 0.10 | 161.310 | 161.310 | 159.310 | -35.58 | 10698.81 |
| 78 | 2024.02.26 16:00 | sell | 25 | 0.10 | 163.572 | 0.000 | 0.000 | ||
| 79 | 2024.02.26 16:00 | modify | 25 | 0.10 | 163.572 | 164.072 | 162.072 | ||
| 80 | 2024.02.29 04:00 | sell | 26 | 0.10 | 162.348 | 0.000 | 0.000 | ||
| 81 | 2024.02.29 04:00 | modify | 26 | 0.10 | 162.348 | 162.822 | 162.072 | ||
| 82 | 2024.02.29 04:00 | modify | 25 | 0.10 | 163.572 | 162.822 | 162.072 | ||
| 83 | 2024.02.29 08:00 | t/p | 25 | 0.10 | 162.072 | 162.822 | 162.072 | 87.52 | 10786.33 |
| 84 | 2024.02.29 08:00 | t/p | 26 | 0.10 | 162.072 | 162.822 | 162.072 | 17.37 | 10803.70 |
| 85 | 2024.03.19 12:00 | sell | 27 | 0.10 | 163.179 | 0.000 | 0.000 | ||
| 86 | 2024.03.19 12:00 | modify | 27 | 0.10 | 163.179 | 163.679 | 161.679 | ||
| 87 | 2024.03.19 16:00 | s/l | 27 | 0.10 | 163.679 | 163.679 | 161.679 | -31.46 | 10772.24 |
| 88 | 2024.04.03 16:00 | sell | 28 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 89 | 2024.04.03 16:00 | modify | 28 | 0.10 | 164.214 | 164.714 | 162.714 | ||
| 90 | 2024.04.04 08:00 | s/l | 28 | 0.10 | 164.714 | 164.714 | 162.714 | -35.58 | 10736.66 |
| 91 | 2024.04.12 12:00 | buy | 29 | 0.10 | 163.162 | 0.000 | 0.000 | ||
| 92 | 2024.04.12 12:00 | modify | 29 | 0.10 | 163.162 | 162.662 | 164.662 | ||
| 93 | 2024.04.12 16:00 | s/l | 29 | 0.10 | 162.662 | 162.662 | 164.662 | -31.46 | 10705.20 |
| 94 | 2024.04.23 20:00 | sell | 30 | 0.10 | 165.701 | 0.000 | 0.000 | ||
| 95 | 2024.04.23 20:00 | modify | 30 | 0.10 | 165.701 | 166.201 | 164.201 | ||
| 96 | 2024.04.24 20:00 | s/l | 30 | 0.10 | 166.201 | 166.201 | 164.201 | -32.83 | 10672.36 |
| 97 | 2024.04.25 20:00 | sell | 31 | 0.10 | 166.986 | 0.000 | 0.000 | ||
| 98 | 2024.04.25 20:00 | modify | 31 | 0.10 | 166.986 | 167.486 | 165.486 | ||
| 99 | 2024.04.26 08:00 | s/l | 31 | 0.10 | 167.486 | 167.486 | 165.486 | -32.83 | 10639.53 |
| 100 | 2024.05.02 12:00 | buy | 32 | 0.10 | 165.645 | 0.000 | 0.000 | ||
| 101 | 2024.05.02 12:00 | modify | 32 | 0.10 | 165.645 | 165.145 | 167.145 | ||
| 102 | 2024.05.02 16:00 | s/l | 32 | 0.10 | 165.145 | 165.145 | 167.145 | -31.47 | 10608.06 |
| 103 | 2024.05.13 16:00 | sell | 33 | 0.10 | 168.594 | 0.000 | 0.000 | ||
| 104 | 2024.05.13 16:00 | modify | 33 | 0.10 | 168.594 | 169.094 | 167.094 | ||
| 105 | 2024.05.14 16:00 | s/l | 33 | 0.10 | 169.094 | 169.094 | 167.094 | -32.83 | 10575.23 |
| 106 | 2024.05.28 16:00 | sell | 34 | 0.10 | 170.683 | 0.000 | 0.000 | ||
| 107 | 2024.05.28 16:00 | modify | 34 | 0.10 | 170.683 | 171.183 | 169.183 | ||
| 108 | 2024.05.30 08:00 | t/p | 34 | 0.10 | 169.183 | 171.183 | 169.183 | 88.89 | 10664.12 |