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=0; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 340.17 | Gross profit | 1813.05 | Gross loss | -1472.88 |
| Profit factor | 1.23 | Expected payoff | 7.73 | ||
| Absolute drawdown | 17.35 | Maximal drawdown | 712.69 (6.57%) | Relative drawdown | 6.57% (712.69) |
| Total trades | 44 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 27 (59.26%) |
| Profit trades (% of total) | 25 (56.82%) | Loss trades (% of total) | 19 (43.18%) | ||
| Largest | profit trade | 109.43 | loss trade | -110.29 | |
| Average | profit trade | 72.52 | loss trade | -77.52 | |
| Maximum | consecutive wins (profit in money) | 6 (393.85) | consecutive losses (loss in money) | 5 (-491.26) | |
| Maximal | consecutive profit (count of wins) | 398.69 (5) | consecutive loss (count of losses) | -491.26 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 04:00 | buy | 1 | 0.10 | 145.482 | 0.000 | 0.000 | ||
| 2 | 2023.09.01 04:00 | modify | 1 | 0.10 | 145.482 | 144.082 | 146.982 | ||
| 3 | 2023.09.01 16:00 | buy | 2 | 0.10 | 146.233 | 0.000 | 0.000 | ||
| 4 | 2023.09.01 16:00 | modify | 2 | 0.10 | 146.233 | 145.932 | 146.982 | ||
| 5 | 2023.09.01 16:00 | buy | 3 | 0.10 | 146.233 | 0.000 | 0.000 | ||
| 6 | 2023.09.01 16:00 | modify | 3 | 0.10 | 146.233 | 145.932 | 146.982 | ||
| 7 | 2023.09.01 16:00 | modify | 1 | 0.10 | 145.482 | 145.932 | 146.982 | ||
| 8 | 2023.09.04 16:00 | buy | 4 | 0.10 | 146.484 | 0.000 | 0.000 | ||
| 9 | 2023.09.04 16:00 | modify | 4 | 0.10 | 146.484 | 146.007 | 146.982 | ||
| 10 | 2023.09.04 16:00 | modify | 3 | 0.10 | 146.233 | 146.007 | 146.982 | ||
| 11 | 2023.09.04 16:00 | modify | 2 | 0.10 | 146.233 | 146.007 | 146.982 | ||
| 12 | 2023.09.04 16:00 | modify | 1 | 0.10 | 145.482 | 146.007 | 146.982 | ||
| 13 | 2023.09.05 08:00 | t/p | 1 | 0.10 | 146.982 | 146.007 | 146.982 | 103.92 | 10103.92 |
| 14 | 2023.09.05 08:00 | t/p | 2 | 0.10 | 146.982 | 146.007 | 146.982 | 52.80 | 10156.71 |
| 15 | 2023.09.05 08:00 | t/p | 3 | 0.10 | 146.982 | 146.007 | 146.982 | 52.80 | 10209.51 |
| 16 | 2023.09.05 08:00 | t/p | 4 | 0.10 | 146.982 | 146.007 | 146.982 | 34.80 | 10244.31 |
| 17 | 2023.09.11 04:00 | buy | 5 | 0.10 | 146.488 | 0.000 | 0.000 | ||
| 18 | 2023.09.11 04:00 | modify | 5 | 0.10 | 146.488 | 145.088 | 147.988 | ||
| 19 | 2023.09.13 16:00 | buy | 6 | 0.10 | 147.488 | 0.000 | 0.000 | ||
| 20 | 2023.09.13 16:00 | modify | 6 | 0.10 | 147.488 | 147.013 | 147.988 | ||
| 21 | 2023.09.13 16:00 | modify | 5 | 0.10 | 146.488 | 147.013 | 147.988 | ||
| 22 | 2023.09.20 08:00 | t/p | 5 | 0.10 | 147.988 | 147.013 | 147.988 | 109.43 | 10353.74 |
| 23 | 2023.09.20 08:00 | t/p | 6 | 0.10 | 147.988 | 147.013 | 147.988 | 40.11 | 10393.85 |
| 24 | 2023.09.20 08:00 | sell | 7 | 0.10 | 148.141 | 0.000 | 0.000 | ||
| 25 | 2023.09.20 08:00 | modify | 7 | 0.10 | 148.141 | 149.541 | 146.641 | ||
| 26 | 2023.09.27 20:00 | s/l | 7 | 0.10 | 149.541 | 149.541 | 146.641 | -106.48 | 10287.37 |
| 27 | 2023.09.29 08:00 | buy | 8 | 0.10 | 148.798 | 0.000 | 0.000 | ||
| 28 | 2023.09.29 08:00 | modify | 8 | 0.10 | 148.798 | 147.398 | 150.298 | ||
| 29 | 2023.10.03 16:00 | s/l | 8 | 0.10 | 147.398 | 147.398 | 150.298 | -92.03 | 10195.33 |
| 30 | 2023.11.02 04:00 | buy | 9 | 0.10 | 150.380 | 0.000 | 0.000 | ||
| 31 | 2023.11.02 04:00 | modify | 9 | 0.10 | 150.380 | 148.980 | 151.880 | ||
| 32 | 2023.11.10 00:00 | buy | 10 | 0.10 | 151.375 | 0.000 | 0.000 | ||
| 33 | 2023.11.10 00:00 | modify | 10 | 0.10 | 151.375 | 150.905 | 151.880 | ||
| 34 | 2023.11.10 00:00 | modify | 9 | 0.10 | 150.380 | 150.905 | 151.880 | ||
| 35 | 2023.11.13 16:00 | t/p | 9 | 0.10 | 151.880 | 150.905 | 151.880 | 107.06 | 10302.39 |
| 36 | 2023.11.13 16:00 | t/p | 10 | 0.10 | 151.880 | 150.905 | 151.880 | 34.20 | 10336.59 |
| 37 | 2023.11.21 04:00 | buy | 11 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 38 | 2023.11.21 04:00 | modify | 11 | 0.10 | 147.409 | 146.009 | 148.909 | ||
| 39 | 2023.11.22 08:00 | t/p | 11 | 0.10 | 148.909 | 146.009 | 148.909 | 101.61 | 10438.20 |
| 40 | 2023.12.07 08:00 | buy | 12 | 0.10 | 145.743 | 0.000 | 0.000 | ||
| 41 | 2023.12.07 08:00 | modify | 12 | 0.10 | 145.743 | 144.343 | 147.243 | ||
| 42 | 2023.12.07 16:00 | s/l | 12 | 0.10 | 144.343 | 144.343 | 147.243 | -97.20 | 10341.00 |
| 43 | 2023.12.11 08:00 | sell | 13 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 44 | 2023.12.11 08:00 | modify | 13 | 0.10 | 146.378 | 147.778 | 144.878 | ||
| 45 | 2023.12.12 04:00 | sell | 14 | 0.10 | 145.598 | 0.000 | 0.000 | ||
| 46 | 2023.12.12 04:00 | modify | 14 | 0.10 | 145.598 | 145.928 | 144.878 | ||
| 47 | 2023.12.12 04:00 | sell | 15 | 0.10 | 145.598 | 0.000 | 0.000 | ||
| 48 | 2023.12.12 04:00 | modify | 15 | 0.10 | 145.598 | 145.928 | 144.878 | ||
| 49 | 2023.12.12 04:00 | modify | 13 | 0.10 | 146.378 | 145.928 | 144.878 | ||
| 50 | 2023.12.12 16:00 | t/p | 13 | 0.10 | 144.878 | 145.928 | 144.878 | 101.13 | 10442.12 |
| 51 | 2023.12.12 16:00 | t/p | 14 | 0.10 | 144.878 | 145.928 | 144.878 | 49.42 | 10491.54 |
| 52 | 2023.12.12 16:00 | t/p | 15 | 0.10 | 144.878 | 145.928 | 144.878 | 49.42 | 10540.96 |
| 53 | 2023.12.19 08:00 | sell | 16 | 0.10 | 144.163 | 0.000 | 0.000 | ||
| 54 | 2023.12.19 08:00 | modify | 16 | 0.10 | 144.163 | 145.563 | 142.663 | ||
| 55 | 2023.12.21 16:00 | t/p | 16 | 0.10 | 142.663 | 145.563 | 142.663 | 98.12 | 10639.09 |
| 56 | 2023.12.27 08:00 | sell | 17 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 57 | 2023.12.27 08:00 | modify | 17 | 0.10 | 142.786 | 144.186 | 141.286 | ||
| 58 | 2023.12.28 04:00 | t/p | 17 | 0.10 | 141.286 | 144.186 | 141.286 | 100.60 | 10739.68 |
| 59 | 2024.02.05 08:00 | sell | 18 | 0.10 | 148.478 | 0.000 | 0.000 | ||
| 60 | 2024.02.05 08:00 | modify | 18 | 0.10 | 148.478 | 149.878 | 146.978 | ||
| 61 | 2024.02.13 16:00 | s/l | 18 | 0.10 | 149.878 | 149.878 | 146.978 | -107.69 | 10631.99 |
| 62 | 2024.02.19 04:00 | buy | 19 | 0.10 | 149.964 | 0.000 | 0.000 | ||
| 63 | 2024.02.19 04:00 | modify | 19 | 0.10 | 149.964 | 148.564 | 151.464 | ||
| 64 | 2024.02.26 12:00 | buy | 20 | 0.10 | 150.716 | 0.000 | 0.000 | ||
| 65 | 2024.02.26 12:00 | modify | 20 | 0.10 | 150.716 | 150.414 | 151.464 | ||
| 66 | 2024.02.26 12:00 | buy | 21 | 0.10 | 150.716 | 0.000 | 0.000 | ||
| 67 | 2024.02.26 12:00 | modify | 21 | 0.10 | 150.716 | 150.414 | 151.464 | ||
| 68 | 2024.02.26 12:00 | modify | 19 | 0.10 | 149.964 | 150.414 | 151.464 | ||
| 69 | 2024.02.27 08:00 | s/l | 19 | 0.10 | 150.414 | 150.414 | 151.464 | 37.20 | 10669.19 |
| 70 | 2024.02.27 08:00 | s/l | 20 | 0.10 | 150.414 | 150.414 | 151.464 | -19.18 | 10650.01 |
| 71 | 2024.02.27 08:00 | s/l | 21 | 0.10 | 150.414 | 150.414 | 151.464 | -19.18 | 10630.82 |
| 72 | 2024.02.28 08:00 | sell | 22 | 0.10 | 150.740 | 0.000 | 0.000 | ||
| 73 | 2024.02.28 08:00 | modify | 22 | 0.10 | 150.740 | 152.140 | 149.240 | ||
| 74 | 2024.02.29 16:00 | t/p | 22 | 0.10 | 149.240 | 152.140 | 149.240 | 94.69 | 10725.51 |
| 75 | 2024.03.06 08:00 | buy | 23 | 0.10 | 149.565 | 0.000 | 0.000 | ||
| 76 | 2024.03.06 08:00 | modify | 23 | 0.10 | 149.565 | 148.165 | 151.065 | ||
| 77 | 2024.03.07 08:00 | s/l | 23 | 0.10 | 148.165 | 148.165 | 151.065 | -91.91 | 10633.60 |
| 78 | 2024.03.08 04:00 | buy | 24 | 0.10 | 147.842 | 0.000 | 0.000 | ||
| 79 | 2024.03.08 04:00 | modify | 24 | 0.10 | 147.842 | 146.442 | 149.342 | ||
| 80 | 2024.03.15 08:00 | buy | 25 | 0.10 | 148.597 | 0.000 | 0.000 | ||
| 81 | 2024.03.15 08:00 | modify | 25 | 0.10 | 148.597 | 148.292 | 149.342 | ||
| 82 | 2024.03.15 08:00 | buy | 26 | 0.10 | 148.597 | 0.000 | 0.000 | ||
| 83 | 2024.03.15 08:00 | modify | 26 | 0.10 | 148.597 | 148.292 | 149.342 | ||
| 84 | 2024.03.15 08:00 | modify | 24 | 0.10 | 147.842 | 148.292 | 149.342 | ||
| 85 | 2024.03.19 04:00 | t/p | 24 | 0.10 | 149.342 | 148.292 | 149.342 | 108.38 | 10741.97 |
| 86 | 2024.03.19 04:00 | t/p | 25 | 0.10 | 149.342 | 148.292 | 149.342 | 51.59 | 10793.56 |
| 87 | 2024.03.19 04:00 | t/p | 26 | 0.10 | 149.342 | 148.292 | 149.342 | 51.59 | 10845.15 |
| 88 | 2024.03.19 04:00 | sell | 27 | 0.10 | 149.701 | 0.000 | 0.000 | ||
| 89 | 2024.03.19 04:00 | modify | 27 | 0.10 | 149.701 | 151.101 | 148.201 | ||
| 90 | 2024.03.20 04:00 | s/l | 27 | 0.10 | 151.101 | 151.101 | 148.201 | -94.34 | 10750.80 |
| 91 | 2024.04.08 04:00 | sell | 28 | 0.10 | 151.769 | 0.000 | 0.000 | ||
| 92 | 2024.04.08 04:00 | modify | 28 | 0.10 | 151.769 | 153.169 | 150.269 | ||
| 93 | 2024.04.11 00:00 | s/l | 28 | 0.10 | 153.169 | 153.169 | 150.269 | -100.74 | 10650.06 |
| 94 | 2024.04.15 04:00 | sell | 29 | 0.10 | 153.671 | 0.000 | 0.000 | ||
| 95 | 2024.04.15 04:00 | modify | 29 | 0.10 | 153.671 | 155.071 | 152.171 | ||
| 96 | 2024.04.24 16:00 | s/l | 29 | 0.10 | 155.071 | 155.071 | 152.171 | -106.84 | 10543.23 |
| 97 | 2024.04.26 04:00 | sell | 30 | 0.10 | 155.943 | 0.000 | 0.000 | ||
| 98 | 2024.04.26 04:00 | modify | 30 | 0.10 | 155.943 | 157.343 | 154.443 | ||
| 99 | 2024.04.26 16:00 | s/l | 30 | 0.10 | 157.343 | 157.343 | 154.443 | -88.81 | 10454.42 |
| 100 | 2024.05.08 04:00 | sell | 31 | 0.10 | 155.161 | 0.000 | 0.000 | ||
| 101 | 2024.05.08 04:00 | modify | 31 | 0.10 | 155.161 | 156.561 | 153.661 | ||
| 102 | 2024.05.14 08:00 | s/l | 31 | 0.10 | 156.561 | 156.561 | 153.661 | -100.52 | 10353.89 |
| 103 | 2024.05.27 04:00 | buy | 32 | 0.10 | 156.732 | 0.000 | 0.000 | ||
| 104 | 2024.05.27 04:00 | modify | 32 | 0.10 | 156.732 | 155.332 | 158.232 | ||
| 105 | 2024.05.29 20:00 | buy | 33 | 0.10 | 157.717 | 0.000 | 0.000 | ||
| 106 | 2024.05.29 20:00 | modify | 33 | 0.10 | 157.717 | 157.257 | 158.232 | ||
| 107 | 2024.05.29 20:00 | modify | 32 | 0.10 | 156.732 | 157.257 | 158.232 | ||
| 108 | 2024.05.30 08:00 | s/l | 32 | 0.10 | 157.257 | 157.257 | 158.232 | 37.98 | 10391.87 |
| 109 | 2024.05.30 08:00 | s/l | 33 | 0.10 | 157.257 | 157.257 | 158.232 | -26.58 | 10365.29 |
| 110 | 2024.06.04 08:00 | buy | 34 | 0.10 | 155.416 | 0.000 | 0.000 | ||
| 111 | 2024.06.04 08:00 | modify | 34 | 0.10 | 155.416 | 154.016 | 156.916 | ||
| 112 | 2024.06.05 08:00 | buy | 35 | 0.10 | 156.176 | 0.000 | 0.000 | ||
| 113 | 2024.06.05 08:00 | modify | 35 | 0.10 | 156.176 | 155.866 | 156.916 | ||
| 114 | 2024.06.05 08:00 | buy | 36 | 0.10 | 156.176 | 0.000 | 0.000 | ||
| 115 | 2024.06.05 08:00 | modify | 36 | 0.10 | 156.176 | 155.866 | 156.916 | ||
| 116 | 2024.06.05 08:00 | modify | 34 | 0.10 | 155.416 | 155.866 | 156.916 | ||
| 117 | 2024.06.05 16:00 | s/l | 34 | 0.10 | 155.866 | 155.866 | 156.916 | 29.72 | 10395.01 |
| 118 | 2024.06.05 16:00 | s/l | 35 | 0.10 | 155.866 | 155.866 | 156.916 | -19.85 | 10375.16 |
| 119 | 2024.06.05 16:00 | s/l | 36 | 0.10 | 155.866 | 155.866 | 156.916 | -19.85 | 10355.31 |
| 120 | 2024.06.10 04:00 | sell | 37 | 0.10 | 157.149 | 0.000 | 0.000 | ||
| 121 | 2024.06.10 04:00 | modify | 37 | 0.10 | 157.149 | 158.549 | 155.649 | ||
| 122 | 2024.06.20 16:00 | s/l | 37 | 0.10 | 158.549 | 158.549 | 155.649 | -110.29 | 10245.02 |
| 123 | 2024.07.02 04:00 | sell | 38 | 0.10 | 161.660 | 0.000 | 0.000 | ||
| 124 | 2024.07.02 04:00 | modify | 38 | 0.10 | 161.660 | 163.060 | 160.160 | ||
| 125 | 2024.07.11 16:00 | t/p | 38 | 0.10 | 160.160 | 163.060 | 160.160 | 74.28 | 10319.30 |
| 126 | 2024.07.17 08:00 | buy | 39 | 0.10 | 157.100 | 0.000 | 0.000 | ||
| 127 | 2024.07.17 08:00 | modify | 39 | 0.10 | 157.100 | 155.700 | 158.600 | ||
| 128 | 2024.07.18 00:00 | s/l | 39 | 0.10 | 155.700 | 155.700 | 158.600 | -87.20 | 10232.10 |
| 129 | 2024.07.23 04:00 | buy | 40 | 0.10 | 156.309 | 0.000 | 0.000 | ||
| 130 | 2024.07.23 04:00 | modify | 40 | 0.10 | 156.309 | 154.909 | 157.809 | ||
| 131 | 2024.07.24 08:00 | s/l | 40 | 0.10 | 154.909 | 154.909 | 157.809 | -89.65 | 10142.44 |
| 132 | 2024.07.25 04:00 | buy | 41 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 133 | 2024.07.25 04:00 | modify | 41 | 0.10 | 152.345 | 150.945 | 153.845 | ||
| 134 | 2024.07.25 16:00 | t/p | 41 | 0.10 | 153.845 | 150.945 | 153.845 | 97.42 | 10239.86 |
| 135 | 2024.07.30 08:00 | sell | 42 | 0.10 | 154.898 | 0.000 | 0.000 | ||
| 136 | 2024.07.30 08:00 | modify | 42 | 0.10 | 154.898 | 156.298 | 153.398 | ||
| 137 | 2024.07.30 20:00 | t/p | 42 | 0.10 | 153.398 | 156.298 | 153.398 | 97.84 | 10337.70 |
| 138 | 2024.08.07 04:00 | sell | 43 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 139 | 2024.08.07 04:00 | modify | 43 | 0.10 | 147.129 | 148.529 | 145.629 | ||
| 140 | 2024.08.08 00:00 | t/p | 43 | 0.10 | 145.629 | 148.529 | 145.629 | 96.98 | 10434.68 |
| 141 | 2024.08.19 04:00 | buy | 44 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 142 | 2024.08.19 04:00 | modify | 44 | 0.10 | 146.489 | 145.089 | 147.989 | ||
| 143 | 2024.08.21 00:00 | s/l | 44 | 0.10 | 145.089 | 145.089 | 147.989 | -94.51 | 10340.17 |