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=1; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 854.52 | Gross profit | 1614.26 | Gross loss | -759.74 |
| Profit factor | 2.12 | Expected payoff | 21.91 | ||
| Absolute drawdown | 21.07 | Maximal drawdown | 266.45 (2.51%) | Relative drawdown | 2.51% (266.45) |
| Total trades | 39 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 27 (51.85%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 109.43 | loss trade | -48.25 | |
| Average | profit trade | 80.71 | loss trade | -39.99 | |
| Maximum | consecutive wins (profit in money) | 3 (227.63) | consecutive losses (loss in money) | 4 (-168.73) | |
| Maximal | consecutive profit (count of wins) | 227.63 (3) | consecutive loss (count of losses) | -168.73 (4) | |
| Average | consecutive wins | 2 | 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 | 145.888 | 147.988 | ||
| 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 | 146.938 | 147.988 | ||
| 5 | 2023.09.13 00:00 | modify | 1 | 0.10 | 146.488 | 146.938 | 147.988 | ||
| 6 | 2023.09.13 16:00 | buy | 3 | 0.10 | 147.488 | 0.000 | 0.000 | ||
| 7 | 2023.09.13 16:00 | modify | 3 | 0.10 | 147.488 | 147.013 | 147.988 | ||
| 8 | 2023.09.13 16:00 | modify | 2 | 0.10 | 147.188 | 147.013 | 147.988 | ||
| 9 | 2023.09.13 16:00 | modify | 1 | 0.10 | 146.488 | 147.013 | 147.988 | ||
| 10 | 2023.09.20 08:00 | t/p | 1 | 0.10 | 147.988 | 147.013 | 147.988 | 109.43 | 10109.43 |
| 11 | 2023.09.20 08:00 | t/p | 2 | 0.10 | 147.988 | 147.013 | 147.988 | 60.36 | 10169.79 |
| 12 | 2023.09.20 08:00 | t/p | 3 | 0.10 | 147.988 | 147.013 | 147.988 | 40.11 | 10209.90 |
| 13 | 2023.10.31 12:00 | sell | 4 | 0.10 | 150.736 | 0.000 | 0.000 | ||
| 14 | 2023.10.31 12:00 | modify | 4 | 0.10 | 150.736 | 151.336 | 149.236 | ||
| 15 | 2023.10.31 16:00 | s/l | 4 | 0.10 | 151.336 | 151.336 | 149.236 | -39.61 | 10170.29 |
| 16 | 2023.11.03 16:00 | buy | 5 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 17 | 2023.11.03 16:00 | modify | 5 | 0.10 | 149.396 | 148.796 | 150.896 | ||
| 18 | 2023.11.07 04:00 | buy | 6 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 19 | 2023.11.07 04:00 | modify | 6 | 0.10 | 150.226 | 149.771 | 150.896 | ||
| 20 | 2023.11.07 04:00 | modify | 5 | 0.10 | 149.396 | 149.771 | 150.896 | ||
| 21 | 2023.11.08 16:00 | t/p | 5 | 0.10 | 150.896 | 149.771 | 150.896 | 102.17 | 10272.45 |
| 22 | 2023.11.08 16:00 | t/p | 6 | 0.10 | 150.896 | 149.771 | 150.896 | 45.32 | 10317.77 |
| 23 | 2023.11.17 12:00 | buy | 7 | 0.10 | 149.535 | 0.000 | 0.000 | ||
| 24 | 2023.11.17 12:00 | modify | 7 | 0.10 | 149.535 | 148.935 | 151.035 | ||
| 25 | 2023.11.20 04:00 | s/l | 7 | 0.10 | 148.935 | 148.935 | 151.035 | -39.39 | 10278.38 |
| 26 | 2023.11.20 12:00 | buy | 8 | 0.10 | 148.235 | 0.000 | 0.000 | ||
| 27 | 2023.11.20 12:00 | modify | 8 | 0.10 | 148.235 | 147.635 | 149.735 | ||
| 28 | 2023.11.21 04:00 | s/l | 8 | 0.10 | 147.635 | 147.635 | 149.735 | -39.80 | 10238.58 |
| 29 | 2023.11.21 04:00 | buy | 9 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 30 | 2023.11.21 04:00 | modify | 9 | 0.10 | 147.409 | 146.809 | 148.909 | ||
| 31 | 2023.11.22 04:00 | buy | 10 | 0.10 | 148.244 | 0.000 | 0.000 | ||
| 32 | 2023.11.22 04:00 | modify | 10 | 0.10 | 148.244 | 147.784 | 148.909 | ||
| 33 | 2023.11.22 04:00 | modify | 9 | 0.10 | 147.409 | 147.784 | 148.909 | ||
| 34 | 2023.11.22 08:00 | t/p | 9 | 0.10 | 148.909 | 147.784 | 148.909 | 101.61 | 10340.18 |
| 35 | 2023.11.22 08:00 | t/p | 10 | 0.10 | 148.909 | 147.784 | 148.909 | 44.65 | 10384.83 |
| 36 | 2023.12.07 08:00 | buy | 11 | 0.10 | 145.743 | 0.000 | 0.000 | ||
| 37 | 2023.12.07 08:00 | modify | 11 | 0.10 | 145.743 | 145.143 | 147.243 | ||
| 38 | 2023.12.07 12:00 | s/l | 11 | 0.10 | 145.143 | 145.143 | 147.243 | -41.38 | 10343.45 |
| 39 | 2023.12.11 08:00 | sell | 12 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 40 | 2023.12.11 08:00 | modify | 12 | 0.10 | 146.378 | 146.978 | 144.878 | ||
| 41 | 2023.12.12 16:00 | t/p | 12 | 0.10 | 144.878 | 146.978 | 144.878 | 101.13 | 10444.58 |
| 42 | 2023.12.28 08:00 | buy | 13 | 0.10 | 140.850 | 0.000 | 0.000 | ||
| 43 | 2023.12.28 08:00 | modify | 13 | 0.10 | 140.850 | 140.250 | 142.350 | ||
| 44 | 2023.12.28 16:00 | s/l | 13 | 0.10 | 140.250 | 140.250 | 142.350 | -42.59 | 10401.99 |
| 45 | 2023.12.28 16:00 | buy | 14 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 46 | 2023.12.28 16:00 | modify | 14 | 0.10 | 140.910 | 140.310 | 142.410 | ||
| 47 | 2024.01.03 08:00 | t/p | 14 | 0.10 | 142.410 | 140.310 | 142.410 | 108.96 | 10510.95 |
| 48 | 2024.01.03 16:00 | sell | 15 | 0.10 | 143.599 | 0.000 | 0.000 | ||
| 49 | 2024.01.03 16:00 | modify | 15 | 0.10 | 143.599 | 144.199 | 142.099 | ||
| 50 | 2024.01.04 12:00 | s/l | 15 | 0.10 | 144.199 | 144.199 | 142.099 | -47.12 | 10463.83 |
| 51 | 2024.01.04 12:00 | sell | 16 | 0.10 | 144.254 | 0.000 | 0.000 | ||
| 52 | 2024.01.04 12:00 | modify | 16 | 0.10 | 144.254 | 144.854 | 142.754 | ||
| 53 | 2024.01.04 16:00 | s/l | 16 | 0.10 | 144.854 | 144.854 | 142.754 | -41.46 | 10422.37 |
| 54 | 2024.01.17 16:00 | sell | 17 | 0.10 | 148.448 | 0.000 | 0.000 | ||
| 55 | 2024.01.17 16:00 | modify | 17 | 0.10 | 148.448 | 149.048 | 146.948 | ||
| 56 | 2024.01.24 16:00 | t/p | 17 | 0.10 | 146.948 | 149.048 | 146.948 | 89.15 | 10511.52 |
| 57 | 2024.01.24 16:00 | buy | 18 | 0.10 | 146.972 | 0.000 | 0.000 | ||
| 58 | 2024.01.24 16:00 | modify | 18 | 0.10 | 146.972 | 146.372 | 148.472 | ||
| 59 | 2024.01.26 08:00 | buy | 19 | 0.10 | 147.800 | 0.000 | 0.000 | ||
| 60 | 2024.01.26 08:00 | modify | 19 | 0.10 | 147.800 | 147.347 | 148.472 | ||
| 61 | 2024.01.26 08:00 | modify | 18 | 0.10 | 146.972 | 147.347 | 148.472 | ||
| 62 | 2024.01.30 00:00 | s/l | 18 | 0.10 | 147.347 | 147.347 | 148.472 | 30.88 | 10542.40 |
| 63 | 2024.01.30 00:00 | s/l | 19 | 0.10 | 147.347 | 147.347 | 148.472 | -28.89 | 10513.51 |
| 64 | 2024.02.02 16:00 | sell | 20 | 0.10 | 148.278 | 0.000 | 0.000 | ||
| 65 | 2024.02.02 16:00 | modify | 20 | 0.10 | 148.278 | 148.878 | 146.778 | ||
| 66 | 2024.02.05 16:00 | s/l | 20 | 0.10 | 148.878 | 148.878 | 146.778 | -42.13 | 10471.38 |
| 67 | 2024.02.13 16:00 | sell | 21 | 0.10 | 150.594 | 0.000 | 0.000 | ||
| 68 | 2024.02.13 16:00 | modify | 21 | 0.10 | 150.594 | 151.194 | 149.094 | ||
| 69 | 2024.03.07 04:00 | t/p | 21 | 0.10 | 149.094 | 151.194 | 149.094 | 54.78 | 10526.15 |
| 70 | 2024.03.07 08:00 | buy | 22 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 71 | 2024.03.07 08:00 | modify | 22 | 0.10 | 147.968 | 147.368 | 149.468 | ||
| 72 | 2024.03.08 12:00 | s/l | 22 | 0.10 | 147.368 | 147.368 | 149.468 | -39.87 | 10486.28 |
| 73 | 2024.03.08 12:00 | buy | 23 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 74 | 2024.03.08 12:00 | modify | 23 | 0.10 | 147.128 | 146.528 | 148.628 | ||
| 75 | 2024.03.08 16:00 | s/l | 23 | 0.10 | 146.528 | 146.528 | 148.628 | -40.81 | 10445.47 |
| 76 | 2024.03.19 08:00 | sell | 24 | 0.10 | 150.259 | 0.000 | 0.000 | ||
| 77 | 2024.03.19 08:00 | modify | 24 | 0.10 | 150.259 | 150.859 | 148.759 | ||
| 78 | 2024.03.19 16:00 | s/l | 24 | 0.10 | 150.859 | 150.859 | 148.759 | -39.80 | 10405.67 |
| 79 | 2024.04.10 16:00 | sell | 25 | 0.10 | 152.902 | 0.000 | 0.000 | ||
| 80 | 2024.04.10 16:00 | modify | 25 | 0.10 | 152.902 | 153.502 | 151.402 | ||
| 81 | 2024.04.15 04:00 | s/l | 25 | 0.10 | 153.502 | 153.502 | 151.402 | -48.25 | 10357.42 |
| 82 | 2024.04.26 08:00 | sell | 26 | 0.10 | 156.703 | 0.000 | 0.000 | ||
| 83 | 2024.04.26 08:00 | modify | 26 | 0.10 | 156.703 | 157.303 | 155.203 | ||
| 84 | 2024.04.26 12:00 | t/p | 26 | 0.10 | 155.203 | 157.303 | 155.203 | 95.63 | 10453.05 |
| 85 | 2024.05.03 16:00 | buy | 27 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 86 | 2024.05.03 16:00 | modify | 27 | 0.10 | 152.884 | 152.284 | 154.384 | ||
| 87 | 2024.05.06 16:00 | buy | 28 | 0.10 | 153.886 | 0.000 | 0.000 | ||
| 88 | 2024.05.06 16:00 | modify | 28 | 0.10 | 153.886 | 153.409 | 154.384 | ||
| 89 | 2024.05.06 16:00 | modify | 27 | 0.10 | 152.884 | 153.409 | 154.384 | ||
| 90 | 2024.05.07 04:00 | t/p | 27 | 0.10 | 154.384 | 153.409 | 154.384 | 98.87 | 10551.92 |
| 91 | 2024.05.07 04:00 | t/p | 28 | 0.10 | 154.384 | 153.409 | 154.384 | 33.13 | 10585.05 |
| 92 | 2024.05.15 16:00 | buy | 29 | 0.10 | 155.054 | 0.000 | 0.000 | ||
| 93 | 2024.05.15 16:00 | modify | 29 | 0.10 | 155.054 | 154.454 | 156.554 | ||
| 94 | 2024.05.16 00:00 | s/l | 29 | 0.10 | 154.454 | 154.454 | 156.554 | -36.15 | 10548.89 |
| 95 | 2024.06.03 16:00 | buy | 30 | 0.10 | 156.069 | 0.000 | 0.000 | ||
| 96 | 2024.06.03 16:00 | modify | 30 | 0.10 | 156.069 | 155.469 | 157.569 | ||
| 97 | 2024.06.04 08:00 | s/l | 30 | 0.10 | 155.469 | 155.469 | 157.569 | -37.71 | 10511.18 |
| 98 | 2024.06.04 12:00 | buy | 31 | 0.10 | 154.897 | 0.000 | 0.000 | ||
| 99 | 2024.06.04 12:00 | modify | 31 | 0.10 | 154.897 | 154.297 | 156.397 | ||
| 100 | 2024.06.05 16:00 | t/p | 31 | 0.10 | 156.397 | 154.297 | 156.397 | 96.94 | 10608.12 |
| 101 | 2024.06.12 16:00 | buy | 32 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 102 | 2024.06.12 16:00 | modify | 32 | 0.10 | 155.911 | 155.311 | 157.411 | ||
| 103 | 2024.06.14 04:00 | t/p | 32 | 0.10 | 157.411 | 155.311 | 157.411 | 98.68 | 10706.80 |
| 104 | 2024.07.11 16:00 | buy | 33 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 105 | 2024.07.11 16:00 | modify | 33 | 0.10 | 158.612 | 158.012 | 160.112 | ||
| 106 | 2024.07.12 00:00 | s/l | 33 | 0.10 | 158.012 | 158.012 | 160.112 | -37.00 | 10669.80 |
| 107 | 2024.07.17 08:00 | buy | 34 | 0.10 | 157.100 | 0.000 | 0.000 | ||
| 108 | 2024.07.17 08:00 | modify | 34 | 0.10 | 157.100 | 156.500 | 158.600 | ||
| 109 | 2024.07.17 12:00 | s/l | 34 | 0.10 | 156.500 | 156.500 | 158.600 | -38.34 | 10631.46 |
| 110 | 2024.07.24 08:00 | buy | 35 | 0.10 | 154.620 | 0.000 | 0.000 | ||
| 111 | 2024.07.24 08:00 | modify | 35 | 0.10 | 154.620 | 154.020 | 156.120 | ||
| 112 | 2024.07.24 16:00 | s/l | 35 | 0.10 | 154.020 | 154.020 | 156.120 | -39.12 | 10592.34 |
| 113 | 2024.07.25 04:00 | buy | 36 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 114 | 2024.07.25 04:00 | modify | 36 | 0.10 | 152.345 | 151.745 | 153.845 | ||
| 115 | 2024.07.25 16:00 | t/p | 36 | 0.10 | 153.845 | 151.745 | 153.845 | 97.42 | 10689.76 |
| 116 | 2024.08.02 16:00 | buy | 37 | 0.10 | 147.011 | 0.000 | 0.000 | ||
| 117 | 2024.08.02 16:00 | modify | 37 | 0.10 | 147.011 | 146.411 | 148.511 | ||
| 118 | 2024.08.05 00:00 | s/l | 37 | 0.10 | 146.411 | 146.411 | 148.511 | -40.30 | 10649.46 |
| 119 | 2024.08.15 16:00 | sell | 38 | 0.10 | 148.913 | 0.000 | 0.000 | ||
| 120 | 2024.08.15 16:00 | modify | 38 | 0.10 | 148.913 | 149.513 | 147.413 | ||
| 121 | 2024.08.19 04:00 | t/p | 38 | 0.10 | 147.413 | 149.513 | 147.413 | 98.70 | 10748.16 |
| 122 | 2024.08.30 16:00 | sell | 39 | 0.10 | 145.955 | 0.000 | 0.000 | ||
| 123 | 2024.08.30 16:00 | modify | 39 | 0.10 | 145.955 | 146.555 | 144.455 | ||
| 124 | 2024.08.30 23:59 | t/p | 39 | 0.10 | 144.455 | 146.555 | 144.455 | 106.36 | 10854.52 |