Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | -65.60 | Gross profit | 505.55 | Gross loss | -571.15 |
| Profit factor | 0.89 | Expected payoff | -4.10 | ||
| Absolute drawdown | 151.66 | Maximal drawdown | 377.36 (3.69%) | Relative drawdown | 3.69% (377.36) |
| Total trades | 16 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) | ||
| Largest | profit trade | 73.12 | loss trade | -101.56 | |
| Average | profit trade | 56.17 | loss trade | -81.59 | |
| Maximum | consecutive wins (profit in money) | 5 (276.95) | consecutive losses (loss in money) | 3 (-275.36) | |
| Maximal | consecutive profit (count of wins) | 276.95 (5) | consecutive loss (count of losses) | -275.36 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 20:00 | buy | 1 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 2 | 2023.09.14 20:00 | modify | 1 | 0.10 | 156.959 | 155.659 | 157.959 | ||
| 3 | 2023.09.19 08:00 | t/p | 1 | 0.10 | 157.959 | 155.659 | 157.959 | 73.12 | 10073.12 |
| 4 | 2023.10.08 20:00 | sell | 2 | 0.10 | 157.274 | 0.000 | 0.000 | ||
| 5 | 2023.10.08 20:00 | modify | 2 | 0.10 | 157.274 | 158.574 | 156.274 | ||
| 6 | 2023.10.12 04:00 | s/l | 2 | 0.10 | 158.574 | 158.574 | 156.274 | -101.56 | 9971.56 |
| 7 | 2023.11.15 08:00 | sell | 3 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 8 | 2023.11.15 08:00 | modify | 3 | 0.10 | 163.843 | 165.143 | 162.843 | ||
| 9 | 2023.11.17 12:00 | t/p | 3 | 0.10 | 162.843 | 165.143 | 162.843 | 64.72 | 10036.28 |
| 10 | 2023.12.03 20:00 | buy | 4 | 0.10 | 159.570 | 0.000 | 0.000 | ||
| 11 | 2023.12.03 20:00 | modify | 4 | 0.10 | 159.570 | 158.270 | 160.570 | ||
| 12 | 2023.12.07 04:00 | s/l | 4 | 0.10 | 158.270 | 158.270 | 160.570 | -87.89 | 9948.39 |
| 13 | 2023.12.11 12:00 | sell | 5 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 14 | 2023.12.11 12:00 | modify | 5 | 0.10 | 157.383 | 158.683 | 156.383 | ||
| 15 | 2023.12.13 20:00 | t/p | 5 | 0.10 | 156.383 | 158.683 | 156.383 | 67.83 | 10016.22 |
| 16 | 2023.12.14 08:00 | buy | 6 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 17 | 2023.12.14 08:00 | modify | 6 | 0.10 | 154.550 | 153.250 | 155.550 | ||
| 18 | 2023.12.14 16:00 | t/p | 6 | 0.10 | 155.550 | 153.250 | 155.550 | 70.95 | 10087.17 |
| 19 | 2024.01.17 12:00 | sell | 7 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 20 | 2024.01.17 12:00 | modify | 7 | 0.10 | 160.643 | 161.943 | 159.643 | ||
| 21 | 2024.01.29 16:00 | t/p | 7 | 0.10 | 159.643 | 161.943 | 159.643 | 52.28 | 10139.45 |
| 22 | 2024.03.20 12:00 | sell | 8 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 23 | 2024.03.20 12:00 | modify | 8 | 0.10 | 164.486 | 165.786 | 163.486 | ||
| 24 | 2024.03.22 12:00 | sell | 9 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 25 | 2024.03.22 12:00 | modify | 9 | 0.10 | 163.828 | 164.136 | 163.486 | ||
| 26 | 2024.03.22 12:00 | modify | 8 | 0.10 | 164.486 | 164.136 | 163.486 | ||
| 27 | 2024.03.25 00:00 | t/p | 8 | 0.10 | 163.486 | 164.136 | 163.486 | 63.17 | 10202.62 |
| 28 | 2024.03.25 00:00 | t/p | 9 | 0.10 | 163.486 | 164.136 | 163.486 | 22.71 | 10225.34 |
| 29 | 2024.04.25 12:00 | sell | 10 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 30 | 2024.04.25 12:00 | modify | 10 | 0.10 | 166.763 | 168.063 | 165.763 | ||
| 31 | 2024.04.26 08:00 | s/l | 10 | 0.10 | 168.063 | 168.063 | 165.763 | -93.79 | 10131.55 |
| 32 | 2024.04.26 12:00 | sell | 11 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 33 | 2024.04.26 12:00 | modify | 11 | 0.10 | 168.028 | 169.328 | 167.028 | ||
| 34 | 2024.04.28 20:00 | s/l | 11 | 0.10 | 169.328 | 169.328 | 167.028 | -92.23 | 10039.32 |
| 35 | 2024.07.11 20:00 | buy | 12 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 36 | 2024.07.11 20:00 | modify | 12 | 0.10 | 172.590 | 171.290 | 173.590 | ||
| 37 | 2024.07.17 12:00 | s/l | 12 | 0.10 | 171.290 | 171.290 | 173.590 | -89.34 | 9949.98 |
| 38 | 2024.07.17 16:00 | buy | 13 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 39 | 2024.07.17 16:00 | modify | 13 | 0.10 | 171.192 | 169.892 | 172.192 | ||
| 40 | 2024.07.22 00:00 | buy | 14 | 0.10 | 171.597 | 0.000 | 0.000 | ||
| 41 | 2024.07.22 00:00 | modify | 14 | 0.10 | 171.597 | 171.442 | 172.192 | ||
| 42 | 2024.07.22 00:00 | modify | 13 | 0.10 | 171.192 | 171.442 | 172.192 | ||
| 43 | 2024.07.22 04:00 | s/l | 13 | 0.10 | 171.442 | 171.442 | 172.192 | 21.36 | 9971.34 |
| 44 | 2024.07.22 04:00 | s/l | 14 | 0.10 | 171.442 | 171.442 | 172.192 | -11.00 | 9960.34 |
| 45 | 2024.08.12 16:00 | sell | 15 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 46 | 2024.08.12 16:00 | modify | 15 | 0.10 | 161.232 | 162.532 | 160.232 | ||
| 47 | 2024.08.14 16:00 | s/l | 15 | 0.10 | 162.532 | 162.532 | 160.232 | -95.34 | 9865.00 |
| 48 | 2024.08.15 20:00 | sell | 16 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 49 | 2024.08.15 20:00 | modify | 16 | 0.10 | 163.556 | 164.856 | 162.556 | ||
| 50 | 2024.08.16 16:00 | t/p | 16 | 0.10 | 162.556 | 164.856 | 162.556 | 69.39 | 9934.40 |