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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=80; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 266.25 | Gross profit | 1220.77 | Gross loss | -954.52 |
| Profit factor | 1.28 | Expected payoff | 8.07 | ||
| Absolute drawdown | 147.04 | Maximal drawdown | 385.11 (3.66%) | Relative drawdown | 3.66% (385.11) |
| Total trades | 33 | Short positions (won %) | 22 (45.45%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 107.22 | loss trade | -63.02 | |
| Average | profit trade | 81.38 | loss trade | -53.03 | |
| Maximum | consecutive wins (profit in money) | 3 (312.45) | consecutive losses (loss in money) | 5 (-263.68) | |
| Maximal | consecutive profit (count of wins) | 312.45 (3) | consecutive loss (count of losses) | -263.68 (5) | |
| 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 | 156.159 | 158.459 | ||
| 3 | 2023.09.15 16:00 | buy | 2 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 4 | 2023.09.15 16:00 | modify | 2 | 0.10 | 157.806 | 157.334 | 158.459 | ||
| 5 | 2023.09.15 16:00 | modify | 1 | 0.10 | 156.959 | 157.334 | 158.459 | ||
| 6 | 2023.09.21 12:00 | s/l | 1 | 0.10 | 157.334 | 157.334 | 158.459 | 31.69 | 10031.69 |
| 7 | 2023.09.21 12:00 | s/l | 2 | 0.10 | 157.334 | 157.334 | 158.459 | -29.17 | 10002.52 |
| 8 | 2023.10.08 20:00 | sell | 3 | 0.10 | 157.274 | 0.000 | 0.000 | ||
| 9 | 2023.10.08 20:00 | modify | 3 | 0.10 | 157.274 | 158.074 | 155.774 | ||
| 10 | 2023.10.11 16:00 | s/l | 3 | 0.10 | 158.074 | 158.074 | 155.774 | -61.47 | 9941.06 |
| 11 | 2023.11.03 20:00 | sell | 4 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 12 | 2023.11.03 20:00 | modify | 4 | 0.10 | 160.297 | 161.097 | 158.797 | ||
| 13 | 2023.11.08 16:00 | s/l | 4 | 0.10 | 161.097 | 161.097 | 158.797 | -61.47 | 9879.59 |
| 14 | 2023.11.15 08:00 | sell | 5 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 15 | 2023.11.15 08:00 | modify | 5 | 0.10 | 163.843 | 164.643 | 162.343 | ||
| 16 | 2023.11.17 12:00 | t/p | 5 | 0.10 | 162.343 | 164.643 | 162.343 | 100.28 | 9979.87 |
| 17 | 2023.12.03 20:00 | buy | 6 | 0.10 | 159.570 | 0.000 | 0.000 | ||
| 18 | 2023.12.03 20:00 | modify | 6 | 0.10 | 159.570 | 158.770 | 161.070 | ||
| 19 | 2023.12.04 16:00 | s/l | 6 | 0.10 | 158.770 | 158.770 | 161.070 | -56.08 | 9923.79 |
| 20 | 2023.12.11 12:00 | sell | 7 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 21 | 2023.12.11 12:00 | modify | 7 | 0.10 | 157.383 | 158.183 | 155.883 | ||
| 22 | 2023.12.13 20:00 | t/p | 7 | 0.10 | 155.883 | 158.183 | 155.883 | 103.39 | 10027.18 |
| 23 | 2023.12.14 08:00 | buy | 8 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 24 | 2023.12.14 08:00 | modify | 8 | 0.10 | 154.550 | 153.750 | 156.050 | ||
| 25 | 2023.12.15 00:00 | t/p | 8 | 0.10 | 156.050 | 153.750 | 156.050 | 107.22 | 10134.41 |
| 26 | 2023.12.27 12:00 | sell | 9 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 27 | 2023.12.27 12:00 | modify | 9 | 0.10 | 157.631 | 158.431 | 156.131 | ||
| 28 | 2023.12.28 16:00 | t/p | 9 | 0.10 | 156.131 | 158.431 | 156.131 | 101.83 | 10236.24 |
| 29 | 2024.01.04 20:00 | sell | 10 | 0.10 | 158.275 | 0.000 | 0.000 | ||
| 30 | 2024.01.04 20:00 | modify | 10 | 0.10 | 158.275 | 159.075 | 156.775 | ||
| 31 | 2024.01.10 16:00 | s/l | 10 | 0.10 | 159.075 | 159.075 | 156.775 | -63.02 | 10173.22 |
| 32 | 2024.01.17 12:00 | sell | 11 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 33 | 2024.01.17 12:00 | modify | 11 | 0.10 | 160.643 | 161.443 | 159.143 | ||
| 34 | 2024.01.19 04:00 | s/l | 11 | 0.10 | 161.443 | 161.443 | 159.143 | -63.01 | 10110.20 |
| 35 | 2024.02.26 20:00 | sell | 12 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 36 | 2024.02.26 20:00 | modify | 12 | 0.10 | 163.518 | 164.318 | 162.018 | ||
| 37 | 2024.02.29 16:00 | t/p | 12 | 0.10 | 162.018 | 164.318 | 162.018 | 98.72 | 10208.93 |
| 38 | 2024.03.04 20:00 | sell | 13 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 39 | 2024.03.04 20:00 | modify | 13 | 0.10 | 163.444 | 164.244 | 161.944 | ||
| 40 | 2024.03.07 04:00 | t/p | 13 | 0.10 | 161.944 | 164.244 | 161.944 | 98.72 | 10307.65 |
| 41 | 2024.03.15 20:00 | sell | 14 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 42 | 2024.03.15 20:00 | modify | 14 | 0.10 | 162.333 | 163.133 | 160.833 | ||
| 43 | 2024.03.19 08:00 | s/l | 14 | 0.10 | 163.133 | 163.133 | 160.833 | -59.91 | 10247.74 |
| 44 | 2024.03.20 12:00 | sell | 15 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 45 | 2024.03.20 12:00 | modify | 15 | 0.10 | 164.486 | 165.286 | 162.986 | ||
| 46 | 2024.03.21 00:00 | s/l | 15 | 0.10 | 165.286 | 165.286 | 162.986 | -61.47 | 10186.27 |
| 47 | 2024.03.24 20:00 | buy | 16 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 48 | 2024.03.24 20:00 | modify | 16 | 0.10 | 163.641 | 162.841 | 165.141 | ||
| 49 | 2024.03.25 16:00 | buy | 17 | 0.10 | 164.118 | 0.000 | 0.000 | ||
| 50 | 2024.03.25 16:00 | modify | 17 | 0.10 | 164.118 | 163.716 | 165.141 | ||
| 51 | 2024.03.25 16:00 | modify | 16 | 0.10 | 163.641 | 163.716 | 165.141 | ||
| 52 | 2024.03.27 12:00 | s/l | 16 | 0.10 | 163.716 | 163.716 | 165.141 | 7.49 | 10193.77 |
| 53 | 2024.03.27 12:00 | s/l | 17 | 0.10 | 163.716 | 163.716 | 165.141 | -27.10 | 10166.67 |
| 54 | 2024.04.04 12:00 | sell | 18 | 0.10 | 164.678 | 0.000 | 0.000 | ||
| 55 | 2024.04.04 12:00 | modify | 18 | 0.10 | 164.678 | 165.478 | 163.178 | ||
| 56 | 2024.04.04 20:00 | sell | 19 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 57 | 2024.04.04 20:00 | modify | 19 | 0.10 | 163.837 | 164.303 | 163.178 | ||
| 58 | 2024.04.04 20:00 | modify | 18 | 0.10 | 164.678 | 164.303 | 163.178 | ||
| 59 | 2024.04.05 16:00 | s/l | 18 | 0.10 | 164.303 | 164.303 | 163.178 | 25.06 | 10191.73 |
| 60 | 2024.04.05 16:00 | s/l | 19 | 0.10 | 164.303 | 164.303 | 163.178 | -34.64 | 10157.09 |
| 61 | 2024.04.14 20:00 | buy | 20 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 62 | 2024.04.14 20:00 | modify | 20 | 0.10 | 162.703 | 161.903 | 164.203 | ||
| 63 | 2024.04.15 16:00 | t/p | 20 | 0.10 | 164.203 | 161.903 | 164.203 | 107.22 | 10264.32 |
| 64 | 2024.04.18 16:00 | sell | 21 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 65 | 2024.04.18 16:00 | modify | 21 | 0.10 | 164.813 | 165.613 | 163.313 | ||
| 66 | 2024.04.19 04:00 | t/p | 21 | 0.10 | 163.313 | 165.613 | 163.313 | 104.94 | 10369.26 |
| 67 | 2024.04.25 12:00 | sell | 22 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 68 | 2024.04.25 12:00 | modify | 22 | 0.10 | 166.763 | 167.563 | 165.263 | ||
| 69 | 2024.04.26 08:00 | s/l | 22 | 0.10 | 167.563 | 167.563 | 165.263 | -58.36 | 10310.91 |
| 70 | 2024.04.26 12:00 | sell | 23 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 71 | 2024.04.26 12:00 | modify | 23 | 0.10 | 168.028 | 168.828 | 166.528 | ||
| 72 | 2024.04.26 20:00 | s/l | 23 | 0.10 | 168.828 | 168.828 | 166.528 | -56.80 | 10254.11 |
| 73 | 2024.05.13 20:00 | sell | 24 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 74 | 2024.05.13 20:00 | modify | 24 | 0.10 | 168.538 | 169.338 | 167.038 | ||
| 75 | 2024.05.14 16:00 | s/l | 24 | 0.10 | 169.338 | 169.338 | 167.038 | -58.36 | 10195.75 |
| 76 | 2024.05.14 20:00 | sell | 25 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 77 | 2024.05.14 20:00 | modify | 25 | 0.10 | 169.291 | 170.091 | 167.791 | ||
| 78 | 2024.05.16 04:00 | t/p | 25 | 0.10 | 167.791 | 170.091 | 167.791 | 100.28 | 10296.03 |
| 79 | 2024.05.28 20:00 | sell | 26 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 80 | 2024.05.28 20:00 | modify | 26 | 0.10 | 170.670 | 171.470 | 169.170 | ||
| 81 | 2024.05.30 08:00 | t/p | 26 | 0.10 | 169.170 | 171.470 | 169.170 | 100.28 | 10396.31 |
| 82 | 2024.06.10 16:00 | buy | 27 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 83 | 2024.06.10 16:00 | modify | 27 | 0.10 | 168.734 | 167.934 | 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 | 169.109 | 170.234 | ||
| 86 | 2024.06.13 00:00 | modify | 27 | 0.10 | 168.734 | 169.109 | 170.234 | ||
| 87 | 2024.06.13 16:00 | s/l | 27 | 0.10 | 169.109 | 169.109 | 170.234 | 30.24 | 10426.55 |
| 88 | 2024.06.13 16:00 | s/l | 28 | 0.10 | 169.109 | 169.109 | 170.234 | -33.16 | 10393.39 |
| 89 | 2024.07.01 08:00 | sell | 29 | 0.10 | 173.165 | 0.000 | 0.000 | ||
| 90 | 2024.07.01 08:00 | modify | 29 | 0.10 | 173.165 | 173.965 | 171.665 | ||
| 91 | 2024.07.03 08:00 | s/l | 29 | 0.10 | 173.965 | 173.965 | 171.665 | -59.91 | 10333.48 |
| 92 | 2024.07.11 20:00 | buy | 30 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 93 | 2024.07.11 20:00 | modify | 30 | 0.10 | 172.590 | 171.790 | 174.090 | ||
| 94 | 2024.07.12 00:00 | s/l | 30 | 0.10 | 171.790 | 171.790 | 174.090 | -56.08 | 10277.41 |
| 95 | 2024.07.17 16:00 | buy | 31 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 96 | 2024.07.17 16:00 | modify | 31 | 0.10 | 171.192 | 170.392 | 172.692 | ||
| 97 | 2024.07.18 00:00 | s/l | 31 | 0.10 | 170.392 | 170.392 | 172.692 | -54.63 | 10222.78 |
| 98 | 2024.08.12 16:00 | sell | 32 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 99 | 2024.08.12 16:00 | modify | 32 | 0.10 | 161.232 | 162.032 | 159.732 | ||
| 100 | 2024.08.14 08:00 | s/l | 32 | 0.10 | 162.032 | 162.032 | 159.732 | -59.91 | 10162.87 |
| 101 | 2024.08.15 20:00 | sell | 33 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 102 | 2024.08.15 20:00 | modify | 33 | 0.10 | 163.556 | 164.356 | 162.056 | ||
| 103 | 2024.08.19 04:00 | t/p | 33 | 0.10 | 162.056 | 164.356 | 162.056 | 103.38 | 10266.25 |