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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 383.39 | Gross profit | 1273.83 | Gross loss | -890.44 |
| Profit factor | 1.43 | Expected payoff | 13.22 | ||
| Absolute drawdown | 4.53 | Maximal drawdown | 272.08 (2.57%) | Relative drawdown | 2.57% (272.08) |
| Total trades | 29 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
| Largest | profit trade | 109.92 | loss trade | -83.30 | |
| Average | profit trade | 79.61 | loss trade | -68.50 | |
| Maximum | consecutive wins (profit in money) | 4 (318.74) | consecutive losses (loss in money) | 3 (-237.47) | |
| Maximal | consecutive profit (count of wins) | 318.74 (4) | consecutive loss (count of losses) | -237.47 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 16:00 | buy | 1 | 0.10 | 156.900 | 0.000 | 0.000 | ||
| 2 | 2023.09.14 16:00 | modify | 1 | 0.10 | 156.900 | 155.900 | 158.400 | ||
| 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 | 157.275 | 158.400 | ||
| 5 | 2023.09.15 16:00 | modify | 1 | 0.10 | 156.900 | 157.275 | 158.400 | ||
| 6 | 2023.09.20 08:00 | t/p | 1 | 0.10 | 158.400 | 157.275 | 158.400 | 109.20 | 10109.20 |
| 7 | 2023.09.20 08:00 | t/p | 2 | 0.10 | 158.400 | 157.275 | 158.400 | 44.26 | 10153.46 |
| 8 | 2023.10.03 16:00 | buy | 3 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 9 | 2023.10.03 16:00 | modify | 3 | 0.10 | 155.947 | 154.947 | 157.447 | ||
| 10 | 2023.10.06 12:00 | t/p | 3 | 0.10 | 157.447 | 154.947 | 157.447 | 109.92 | 10263.39 |
| 11 | 2023.10.06 16:00 | sell | 4 | 0.10 | 157.954 | 0.000 | 0.000 | ||
| 12 | 2023.10.06 16:00 | modify | 4 | 0.10 | 157.954 | 158.954 | 156.454 | ||
| 13 | 2023.10.09 16:00 | sell | 5 | 0.10 | 156.726 | 0.000 | 0.000 | ||
| 14 | 2023.10.09 16:00 | modify | 5 | 0.10 | 156.726 | 157.129 | 156.454 | ||
| 15 | 2023.10.09 16:00 | modify | 4 | 0.10 | 157.954 | 157.129 | 156.454 | ||
| 16 | 2023.10.10 04:00 | s/l | 4 | 0.10 | 157.129 | 157.129 | 156.454 | 55.35 | 10318.74 |
| 17 | 2023.10.10 04:00 | s/l | 5 | 0.10 | 157.129 | 157.129 | 156.454 | -30.11 | 10288.63 |
| 18 | 2023.10.23 16:00 | sell | 6 | 0.10 | 159.453 | 0.000 | 0.000 | ||
| 19 | 2023.10.23 16:00 | modify | 6 | 0.10 | 159.453 | 160.453 | 157.953 | ||
| 20 | 2023.10.27 08:00 | sell | 7 | 0.10 | 158.535 | 0.000 | 0.000 | ||
| 21 | 2023.10.27 08:00 | modify | 7 | 0.10 | 158.535 | 159.078 | 157.953 | ||
| 22 | 2023.10.27 08:00 | modify | 6 | 0.10 | 159.453 | 159.078 | 157.953 | ||
| 23 | 2023.10.27 20:00 | t/p | 6 | 0.10 | 157.953 | 159.078 | 157.953 | 96.97 | 10385.60 |
| 24 | 2023.10.27 20:00 | t/p | 7 | 0.10 | 157.953 | 159.078 | 157.953 | 41.25 | 10426.85 |
| 25 | 2023.10.31 12:00 | sell | 8 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 26 | 2023.10.31 12:00 | modify | 8 | 0.10 | 160.615 | 161.615 | 159.115 | ||
| 27 | 2023.11.01 00:00 | sell | 9 | 0.10 | 160.085 | 0.000 | 0.000 | ||
| 28 | 2023.11.01 00:00 | modify | 9 | 0.10 | 160.085 | 160.540 | 159.115 | ||
| 29 | 2023.11.01 00:00 | modify | 8 | 0.10 | 160.615 | 160.540 | 159.115 | ||
| 30 | 2023.11.01 16:00 | t/p | 8 | 0.10 | 159.115 | 160.540 | 159.115 | 104.73 | 10531.58 |
| 31 | 2023.11.01 16:00 | t/p | 9 | 0.10 | 159.115 | 160.540 | 159.115 | 68.73 | 10600.31 |
| 32 | 2023.11.08 16:00 | sell | 10 | 0.10 | 161.484 | 0.000 | 0.000 | ||
| 33 | 2023.11.08 16:00 | modify | 10 | 0.10 | 161.484 | 162.484 | 159.984 | ||
| 34 | 2023.11.14 12:00 | s/l | 10 | 0.10 | 162.484 | 162.484 | 159.984 | -80.19 | 10520.12 |
| 35 | 2023.11.14 12:00 | sell | 11 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 36 | 2023.11.14 12:00 | modify | 11 | 0.10 | 162.646 | 163.646 | 161.146 | ||
| 37 | 2023.11.14 20:00 | s/l | 11 | 0.10 | 163.646 | 163.646 | 161.146 | -70.86 | 10449.26 |
| 38 | 2023.12.01 16:00 | buy | 12 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 39 | 2023.12.01 16:00 | modify | 12 | 0.10 | 159.982 | 158.982 | 161.482 | ||
| 40 | 2023.12.04 16:00 | s/l | 12 | 0.10 | 158.982 | 158.982 | 161.482 | -70.15 | 10379.11 |
| 41 | 2023.12.19 12:00 | sell | 13 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 42 | 2023.12.19 12:00 | modify | 13 | 0.10 | 158.355 | 159.355 | 156.855 | ||
| 43 | 2023.12.20 12:00 | t/p | 13 | 0.10 | 156.855 | 159.355 | 156.855 | 104.73 | 10483.85 |
| 44 | 2023.12.27 16:00 | sell | 14 | 0.10 | 157.949 | 0.000 | 0.000 | ||
| 45 | 2023.12.27 16:00 | modify | 14 | 0.10 | 157.949 | 158.949 | 156.449 | ||
| 46 | 2023.12.28 12:00 | t/p | 14 | 0.10 | 156.449 | 158.949 | 156.449 | 101.62 | 10585.47 |
| 47 | 2024.01.04 12:00 | sell | 15 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 48 | 2024.01.04 12:00 | modify | 15 | 0.10 | 157.932 | 158.932 | 156.432 | ||
| 49 | 2024.01.05 16:00 | s/l | 15 | 0.10 | 158.932 | 158.932 | 156.432 | -72.42 | 10513.06 |
| 50 | 2024.01.10 16:00 | sell | 16 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 51 | 2024.01.10 16:00 | modify | 16 | 0.10 | 159.697 | 160.697 | 158.197 | ||
| 52 | 2024.01.17 08:00 | s/l | 16 | 0.10 | 160.697 | 160.697 | 158.197 | -81.75 | 10431.31 |
| 53 | 2024.02.08 16:00 | sell | 17 | 0.10 | 160.810 | 0.000 | 0.000 | ||
| 54 | 2024.02.08 16:00 | modify | 17 | 0.10 | 160.810 | 161.810 | 159.310 | ||
| 55 | 2024.02.16 04:00 | s/l | 17 | 0.10 | 161.810 | 161.810 | 159.310 | -83.30 | 10348.00 |
| 56 | 2024.02.26 16:00 | sell | 18 | 0.10 | 163.572 | 0.000 | 0.000 | ||
| 57 | 2024.02.26 16:00 | modify | 18 | 0.10 | 163.572 | 164.572 | 162.072 | ||
| 58 | 2024.02.29 04:00 | sell | 19 | 0.10 | 162.348 | 0.000 | 0.000 | ||
| 59 | 2024.02.29 04:00 | modify | 19 | 0.10 | 162.348 | 162.747 | 162.072 | ||
| 60 | 2024.02.29 04:00 | modify | 18 | 0.10 | 163.572 | 162.747 | 162.072 | ||
| 61 | 2024.02.29 08:00 | t/p | 18 | 0.10 | 162.072 | 162.747 | 162.072 | 98.51 | 10446.51 |
| 62 | 2024.02.29 08:00 | t/p | 19 | 0.10 | 162.072 | 162.747 | 162.072 | 19.55 | 10466.06 |
| 63 | 2024.03.19 12:00 | sell | 20 | 0.10 | 163.179 | 0.000 | 0.000 | ||
| 64 | 2024.03.19 12:00 | modify | 20 | 0.10 | 163.179 | 164.179 | 161.679 | ||
| 65 | 2024.03.20 04:00 | s/l | 20 | 0.10 | 164.179 | 164.179 | 161.679 | -72.42 | 10393.65 |
| 66 | 2024.04.03 16:00 | sell | 21 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 67 | 2024.04.03 16:00 | modify | 21 | 0.10 | 164.214 | 165.214 | 162.714 | ||
| 68 | 2024.04.12 16:00 | t/p | 21 | 0.10 | 162.714 | 165.214 | 162.714 | 89.18 | 10482.83 |
| 69 | 2024.05.02 12:00 | buy | 22 | 0.10 | 165.645 | 0.000 | 0.000 | ||
| 70 | 2024.05.02 12:00 | modify | 22 | 0.10 | 165.645 | 164.645 | 167.145 | ||
| 71 | 2024.05.02 16:00 | s/l | 22 | 0.10 | 164.645 | 164.645 | 167.145 | -70.87 | 10411.96 |
| 72 | 2024.05.13 16:00 | sell | 23 | 0.10 | 168.594 | 0.000 | 0.000 | ||
| 73 | 2024.05.13 16:00 | modify | 23 | 0.10 | 168.594 | 169.594 | 167.094 | ||
| 74 | 2024.05.20 04:00 | s/l | 23 | 0.10 | 169.594 | 169.594 | 167.094 | -81.75 | 10330.21 |
| 75 | 2024.05.28 16:00 | sell | 24 | 0.10 | 170.683 | 0.000 | 0.000 | ||
| 76 | 2024.05.28 16:00 | modify | 24 | 0.10 | 170.683 | 171.683 | 169.183 | ||
| 77 | 2024.05.30 08:00 | t/p | 24 | 0.10 | 169.183 | 171.683 | 169.183 | 100.07 | 10430.27 |
| 78 | 2024.07.11 12:00 | sell | 25 | 0.10 | 175.346 | 0.000 | 0.000 | ||
| 79 | 2024.07.11 12:00 | modify | 25 | 0.10 | 175.346 | 176.346 | 173.846 | ||
| 80 | 2024.07.11 16:00 | t/p | 25 | 0.10 | 173.846 | 176.346 | 173.846 | 106.29 | 10536.56 |
| 81 | 2024.07.11 16:00 | buy | 26 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 82 | 2024.07.11 16:00 | modify | 26 | 0.10 | 172.409 | 171.409 | 173.909 | ||
| 83 | 2024.07.17 08:00 | s/l | 26 | 0.10 | 171.409 | 171.409 | 173.909 | -67.97 | 10468.59 |
| 84 | 2024.07.17 12:00 | buy | 27 | 0.10 | 171.165 | 0.000 | 0.000 | ||
| 85 | 2024.07.17 12:00 | modify | 27 | 0.10 | 171.165 | 170.165 | 172.665 | ||
| 86 | 2024.07.18 00:00 | s/l | 27 | 0.10 | 170.165 | 170.165 | 172.665 | -68.70 | 10399.90 |
| 87 | 2024.08.15 16:00 | sell | 28 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 88 | 2024.08.15 16:00 | modify | 28 | 0.10 | 163.585 | 164.585 | 162.085 | ||
| 89 | 2024.08.18 20:00 | sell | 29 | 0.10 | 162.668 | 0.000 | 0.000 | ||
| 90 | 2024.08.18 20:00 | modify | 29 | 0.10 | 162.668 | 163.210 | 162.085 | ||
| 91 | 2024.08.18 20:00 | modify | 28 | 0.10 | 163.585 | 163.210 | 162.085 | ||
| 92 | 2024.08.19 00:00 | s/l | 28 | 0.10 | 163.210 | 163.210 | 162.085 | 23.46 | 10423.36 |
| 93 | 2024.08.19 00:00 | s/l | 29 | 0.10 | 163.210 | 163.210 | 162.085 | -39.97 | 10383.39 |