Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 537.84 | Gross profit | 867.92 | Gross loss | -330.08 |
| Profit factor | 2.63 | Expected payoff | 31.64 | ||
| Absolute drawdown | 21.07 | Maximal drawdown | 186.55 (1.79%) | Relative drawdown | 1.79% (186.55) |
| Total trades | 17 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 100.18 | loss trade | -94.51 | |
| Average | profit trade | 78.90 | loss trade | -55.01 | |
| Maximum | consecutive wins (profit in money) | 5 (395.98) | consecutive losses (loss in money) | 2 (-112.23) | |
| Maximal | consecutive profit (count of wins) | 395.98 (5) | consecutive loss (count of losses) | -112.23 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 04:00 | buy | 1 | 0.10 | 146.488 | 0.000 | 0.000 | ||
| 2 | 2023.09.11 04:00 | modify | 1 | 0.10 | 146.488 | 145.088 | 147.888 | ||
| 3 | 2023.09.13 00:00 | buy | 2 | 0.10 | 147.188 | 0.000 | 0.000 | ||
| 4 | 2023.09.13 00:00 | modify | 2 | 0.10 | 147.188 | 146.978 | 147.888 | ||
| 5 | 2023.09.13 00:00 | modify | 1 | 0.10 | 146.488 | 146.978 | 147.888 | ||
| 6 | 2023.09.15 12:00 | t/p | 1 | 0.10 | 147.888 | 146.978 | 147.888 | 100.18 | 10100.18 |
| 7 | 2023.09.15 12:00 | t/p | 2 | 0.10 | 147.888 | 146.978 | 147.888 | 50.99 | 10151.17 |
| 8 | 2023.11.21 04:00 | buy | 3 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 9 | 2023.11.21 04:00 | modify | 3 | 0.10 | 147.409 | 146.009 | 148.809 | ||
| 10 | 2023.11.22 08:00 | t/p | 3 | 0.10 | 148.809 | 146.009 | 148.809 | 94.89 | 10246.06 |
| 11 | 2023.11.29 00:00 | buy | 4 | 0.10 | 147.093 | 0.000 | 0.000 | ||
| 12 | 2023.11.29 00:00 | modify | 4 | 0.10 | 147.093 | 145.693 | 148.493 | ||
| 13 | 2023.11.30 16:00 | t/p | 4 | 0.10 | 148.493 | 145.693 | 148.493 | 97.43 | 10343.49 |
| 14 | 2023.12.04 00:00 | buy | 5 | 0.10 | 146.391 | 0.000 | 0.000 | ||
| 15 | 2023.12.04 00:00 | modify | 5 | 0.10 | 146.391 | 144.991 | 147.791 | ||
| 16 | 2023.12.07 12:00 | s/l | 5 | 0.10 | 144.991 | 144.991 | 147.791 | -92.00 | 10251.49 |
| 17 | 2024.04.29 04:00 | sell | 6 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 18 | 2024.04.29 04:00 | modify | 6 | 0.10 | 159.396 | 160.796 | 157.996 | ||
| 19 | 2024.04.29 08:00 | t/p | 6 | 0.10 | 157.996 | 160.796 | 157.996 | 89.98 | 10341.47 |
| 20 | 2024.05.02 00:00 | buy | 7 | 0.10 | 155.756 | 0.000 | 0.000 | ||
| 21 | 2024.05.02 00:00 | modify | 7 | 0.10 | 155.756 | 154.356 | 157.156 | ||
| 22 | 2024.05.02 16:00 | s/l | 7 | 0.10 | 154.356 | 154.356 | 157.156 | -91.03 | 10250.44 |
| 23 | 2024.05.16 00:00 | buy | 8 | 0.10 | 154.331 | 0.000 | 0.000 | ||
| 24 | 2024.05.16 00:00 | modify | 8 | 0.10 | 154.331 | 152.931 | 155.731 | ||
| 25 | 2024.05.17 04:00 | t/p | 8 | 0.10 | 155.731 | 152.931 | 155.731 | 90.77 | 10341.21 |
| 26 | 2024.07.25 04:00 | buy | 9 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 27 | 2024.07.25 04:00 | modify | 9 | 0.10 | 152.345 | 150.945 | 153.745 | ||
| 28 | 2024.07.25 16:00 | t/p | 9 | 0.10 | 153.745 | 150.945 | 153.745 | 90.92 | 10432.13 |
| 29 | 2024.08.06 00:00 | sell | 10 | 0.10 | 145.800 | 0.000 | 0.000 | ||
| 30 | 2024.08.06 00:00 | modify | 10 | 0.10 | 145.800 | 147.200 | 144.400 | ||
| 31 | 2024.08.06 04:00 | t/p | 10 | 0.10 | 144.400 | 147.200 | 144.400 | 96.30 | 10528.43 |
| 32 | 2024.08.07 04:00 | sell | 11 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 33 | 2024.08.07 04:00 | modify | 11 | 0.10 | 147.129 | 148.529 | 145.729 | ||
| 34 | 2024.08.08 00:00 | t/p | 11 | 0.10 | 145.729 | 148.529 | 145.729 | 90.15 | 10618.58 |
| 35 | 2024.08.09 00:00 | sell | 12 | 0.10 | 147.694 | 0.000 | 0.000 | ||
| 36 | 2024.08.09 00:00 | modify | 12 | 0.10 | 147.694 | 149.094 | 146.294 | ||
| 37 | 2024.08.13 16:00 | sell | 13 | 0.10 | 146.971 | 0.000 | 0.000 | ||
| 38 | 2024.08.13 16:00 | modify | 13 | 0.10 | 146.971 | 147.204 | 146.294 | ||
| 39 | 2024.08.13 16:00 | modify | 12 | 0.10 | 147.694 | 147.204 | 146.294 | ||
| 40 | 2024.08.14 04:00 | s/l | 12 | 0.10 | 147.204 | 147.204 | 146.294 | 27.85 | 10646.42 |
| 41 | 2024.08.14 04:00 | s/l | 13 | 0.10 | 147.204 | 147.204 | 146.294 | -17.71 | 10628.71 |
| 42 | 2024.08.19 04:00 | buy | 14 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 43 | 2024.08.19 04:00 | modify | 14 | 0.10 | 146.489 | 145.089 | 147.889 | ||
| 44 | 2024.08.21 00:00 | s/l | 14 | 0.10 | 145.089 | 145.089 | 147.889 | -94.51 | 10534.20 |
| 45 | 2024.08.26 00:00 | buy | 15 | 0.10 | 143.950 | 0.000 | 0.000 | ||
| 46 | 2024.08.26 00:00 | modify | 15 | 0.10 | 143.950 | 142.550 | 145.350 | ||
| 47 | 2024.08.28 20:00 | buy | 16 | 0.10 | 144.731 | 0.000 | 0.000 | ||
| 48 | 2024.08.28 20:00 | modify | 16 | 0.10 | 144.731 | 144.440 | 145.350 | ||
| 49 | 2024.08.28 20:00 | buy | 17 | 0.10 | 144.731 | 0.000 | 0.000 | ||
| 50 | 2024.08.28 20:00 | modify | 17 | 0.10 | 144.731 | 144.440 | 145.350 | ||
| 51 | 2024.08.28 20:00 | modify | 15 | 0.10 | 143.950 | 144.440 | 145.350 | ||
| 52 | 2024.08.29 00:00 | s/l | 15 | 0.10 | 144.440 | 144.440 | 145.350 | 38.47 | 10572.67 |
| 53 | 2024.08.29 00:00 | s/l | 16 | 0.10 | 144.440 | 144.440 | 145.350 | -17.41 | 10555.26 |
| 54 | 2024.08.29 00:00 | s/l | 17 | 0.10 | 144.440 | 144.440 | 145.350 | -17.41 | 10537.84 |