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=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=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=12; 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 | -57.34 | Gross profit | 868.32 | Gross loss | -925.67 |
| Profit factor | 0.94 | Expected payoff | -2.29 | ||
| Absolute drawdown | 341.25 | Maximal drawdown | 620.60 (6.04%) | Relative drawdown | 6.04% (620.60) |
| Total trades | 25 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
| Largest | profit trade | 87.29 | loss trade | -118.30 | |
| Average | profit trade | 66.79 | loss trade | -77.14 | |
| Maximum | consecutive wins (profit in money) | 4 (286.81) | consecutive losses (loss in money) | 5 (-362.38) | |
| Maximal | consecutive profit (count of wins) | 286.81 (4) | consecutive loss (count of losses) | -362.38 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.26 12:00 | sell | 1 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 2 | 2023.10.26 12:00 | modify | 1 | 0.10 | 150.428 | 151.928 | 149.228 | ||
| 3 | 2023.10.30 16:00 | t/p | 1 | 0.10 | 149.228 | 151.928 | 149.228 | 76.82 | 10076.82 |
| 4 | 2023.11.03 20:00 | buy | 2 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 5 | 2023.11.03 20:00 | modify | 2 | 0.10 | 149.496 | 147.996 | 150.696 | ||
| 6 | 2023.11.08 08:00 | t/p | 2 | 0.10 | 150.696 | 147.996 | 150.696 | 82.37 | 10159.19 |
| 7 | 2023.11.10 16:00 | sell | 3 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 8 | 2023.11.10 16:00 | modify | 3 | 0.10 | 151.474 | 152.974 | 150.274 | ||
| 9 | 2023.11.15 00:00 | t/p | 3 | 0.10 | 150.274 | 152.974 | 150.274 | 74.20 | 10233.38 |
| 10 | 2023.11.17 16:00 | buy | 4 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 11 | 2023.11.17 16:00 | modify | 4 | 0.10 | 149.586 | 148.086 | 150.786 | ||
| 12 | 2023.11.21 04:00 | s/l | 4 | 0.10 | 148.086 | 148.086 | 150.786 | -99.96 | 10133.42 |
| 13 | 2023.12.28 16:00 | buy | 5 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 14 | 2023.12.28 16:00 | modify | 5 | 0.10 | 140.910 | 139.410 | 142.110 | ||
| 15 | 2024.01.02 16:00 | t/p | 5 | 0.10 | 142.110 | 139.410 | 142.110 | 87.29 | 10220.71 |
| 16 | 2024.01.04 20:00 | sell | 6 | 0.10 | 144.577 | 0.000 | 0.000 | ||
| 17 | 2024.01.04 20:00 | modify | 6 | 0.10 | 144.577 | 146.077 | 143.377 | ||
| 18 | 2024.01.11 16:00 | s/l | 6 | 0.10 | 146.077 | 146.077 | 143.377 | -115.66 | 10105.05 |
| 19 | 2024.01.15 20:00 | sell | 7 | 0.10 | 145.789 | 0.000 | 0.000 | ||
| 20 | 2024.01.15 20:00 | modify | 7 | 0.10 | 145.789 | 147.289 | 144.589 | ||
| 21 | 2024.01.16 20:00 | s/l | 7 | 0.10 | 147.289 | 147.289 | 144.589 | -103.69 | 10001.35 |
| 22 | 2024.02.04 20:00 | sell | 8 | 0.10 | 148.381 | 0.000 | 0.000 | ||
| 23 | 2024.02.04 20:00 | modify | 8 | 0.10 | 148.381 | 149.881 | 147.181 | ||
| 24 | 2024.02.07 16:00 | sell | 9 | 0.10 | 147.942 | 0.000 | 0.000 | ||
| 25 | 2024.02.07 16:00 | modify | 9 | 0.10 | 147.942 | 148.321 | 147.181 | ||
| 26 | 2024.02.07 16:00 | modify | 8 | 0.10 | 148.381 | 148.321 | 147.181 | ||
| 27 | 2024.02.08 04:00 | s/l | 8 | 0.10 | 148.321 | 148.321 | 147.181 | -7.02 | 9994.33 |
| 28 | 2024.02.08 04:00 | s/l | 9 | 0.10 | 148.321 | 148.321 | 147.181 | -31.07 | 9963.26 |
| 29 | 2024.02.08 20:00 | sell | 10 | 0.10 | 149.386 | 0.000 | 0.000 | ||
| 30 | 2024.02.08 20:00 | modify | 10 | 0.10 | 149.386 | 150.886 | 148.186 | ||
| 31 | 2024.02.13 20:00 | s/l | 10 | 0.10 | 150.886 | 150.886 | 148.186 | -104.93 | 9858.32 |
| 32 | 2024.03.08 20:00 | buy | 11 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 33 | 2024.03.08 20:00 | modify | 11 | 0.10 | 147.078 | 145.578 | 148.278 | ||
| 34 | 2024.03.13 20:00 | buy | 12 | 0.10 | 147.872 | 0.000 | 0.000 | ||
| 35 | 2024.03.13 20:00 | modify | 12 | 0.10 | 147.872 | 147.498 | 148.278 | ||
| 36 | 2024.03.13 20:00 | modify | 11 | 0.10 | 147.078 | 147.498 | 148.278 | ||
| 37 | 2024.03.14 16:00 | s/l | 11 | 0.10 | 147.498 | 147.498 | 148.278 | 33.79 | 9892.11 |
| 38 | 2024.03.14 16:00 | s/l | 12 | 0.10 | 147.498 | 147.498 | 148.278 | -22.51 | 9869.60 |
| 39 | 2024.03.15 20:00 | sell | 13 | 0.10 | 149.079 | 0.000 | 0.000 | ||
| 40 | 2024.03.15 20:00 | modify | 13 | 0.10 | 149.079 | 150.579 | 147.879 | ||
| 41 | 2024.03.19 12:00 | s/l | 13 | 0.10 | 150.579 | 150.579 | 147.879 | -103.42 | 9766.18 |
| 42 | 2024.03.20 16:00 | sell | 14 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 43 | 2024.03.20 16:00 | modify | 14 | 0.10 | 151.661 | 153.161 | 150.461 | ||
| 44 | 2024.03.20 20:00 | sell | 15 | 0.10 | 151.214 | 0.000 | 0.000 | ||
| 45 | 2024.03.20 20:00 | modify | 15 | 0.10 | 151.214 | 151.601 | 150.461 | ||
| 46 | 2024.03.20 20:00 | modify | 14 | 0.10 | 151.661 | 151.601 | 150.461 | ||
| 47 | 2024.03.21 04:00 | t/p | 14 | 0.10 | 150.461 | 151.601 | 150.461 | 74.19 | 9840.37 |
| 48 | 2024.03.21 04:00 | t/p | 15 | 0.10 | 150.461 | 151.601 | 150.461 | 44.50 | 9884.87 |
| 49 | 2024.04.11 12:00 | sell | 16 | 0.10 | 153.086 | 0.000 | 0.000 | ||
| 50 | 2024.04.11 12:00 | modify | 16 | 0.10 | 153.086 | 154.586 | 151.886 | ||
| 51 | 2024.04.16 08:00 | s/l | 16 | 0.10 | 154.586 | 154.586 | 151.886 | -102.67 | 9782.19 |
| 52 | 2024.04.16 16:00 | sell | 17 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 53 | 2024.04.16 16:00 | modify | 17 | 0.10 | 154.573 | 156.073 | 153.373 | ||
| 54 | 2024.04.26 04:00 | s/l | 17 | 0.10 | 156.073 | 156.073 | 153.373 | -118.30 | 9663.89 |
| 55 | 2024.05.03 20:00 | buy | 18 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 56 | 2024.05.03 20:00 | modify | 18 | 0.10 | 152.918 | 151.418 | 154.118 | ||
| 57 | 2024.05.07 00:00 | t/p | 18 | 0.10 | 154.118 | 151.418 | 154.118 | 79.63 | 9743.52 |
| 58 | 2024.05.08 16:00 | sell | 19 | 0.10 | 155.426 | 0.000 | 0.000 | ||
| 59 | 2024.05.08 16:00 | modify | 19 | 0.10 | 155.426 | 156.926 | 154.226 | ||
| 60 | 2024.05.16 00:00 | t/p | 19 | 0.10 | 154.226 | 156.926 | 154.226 | 59.31 | 9802.83 |
| 61 | 2024.06.04 16:00 | buy | 20 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 62 | 2024.06.04 16:00 | modify | 20 | 0.10 | 154.902 | 153.402 | 156.102 | ||
| 63 | 2024.06.05 08:00 | t/p | 20 | 0.10 | 156.102 | 153.402 | 156.102 | 77.76 | 9880.59 |
| 64 | 2024.07.10 20:00 | sell | 21 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 65 | 2024.07.10 20:00 | modify | 21 | 0.10 | 161.734 | 163.234 | 160.534 | ||
| 66 | 2024.07.11 16:00 | t/p | 21 | 0.10 | 160.534 | 163.234 | 160.534 | 70.12 | 9950.71 |
| 67 | 2024.07.11 20:00 | buy | 22 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 68 | 2024.07.11 20:00 | modify | 22 | 0.10 | 158.854 | 157.354 | 160.054 | ||
| 69 | 2024.07.15 20:00 | s/l | 22 | 0.10 | 157.354 | 157.354 | 160.054 | -93.16 | 9857.54 |
| 70 | 2024.07.17 16:00 | buy | 23 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 71 | 2024.07.17 16:00 | modify | 23 | 0.10 | 156.596 | 155.096 | 157.796 | ||
| 72 | 2024.07.18 20:00 | buy | 24 | 0.10 | 157.396 | 0.000 | 0.000 | ||
| 73 | 2024.07.18 20:00 | modify | 24 | 0.10 | 157.396 | 157.016 | 157.796 | ||
| 74 | 2024.07.18 20:00 | modify | 23 | 0.10 | 156.596 | 157.016 | 157.796 | ||
| 75 | 2024.07.19 08:00 | s/l | 23 | 0.10 | 157.016 | 157.016 | 157.796 | 30.32 | 9887.87 |
| 76 | 2024.07.19 08:00 | s/l | 24 | 0.10 | 157.016 | 157.016 | 157.796 | -23.25 | 9864.62 |
| 77 | 2024.07.30 12:00 | sell | 25 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 78 | 2024.07.30 12:00 | modify | 25 | 0.10 | 154.884 | 156.384 | 153.684 | ||
| 79 | 2024.07.30 16:00 | t/p | 25 | 0.10 | 153.684 | 156.384 | 153.684 | 78.04 | 9942.66 |