Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 339.70 | Gross profit | 1440.75 | Gross loss | -1101.05 |
| Profit factor | 1.31 | Expected payoff | 7.90 | ||
| Absolute drawdown | 142.99 | Maximal drawdown | 265.15 (19.27%) | Relative drawdown | 19.79% (211.46) |
| Total trades | 43 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 24 (55.81%) | Loss trades (% of total) | 19 (44.19%) | ||
| Largest | profit trade | 98.75 | loss trade | -95.93 | |
| Average | profit trade | 60.03 | loss trade | -57.95 | |
| Maximum | consecutive wins (profit in money) | 3 (248.10) | consecutive losses (loss in money) | 3 (-208.48) | |
| Maximal | consecutive profit (count of wins) | 248.10 (3) | consecutive loss (count of losses) | -208.48 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.17 12:00 | buy | 1 | 0.10 | 162.484 | 0.000 | 0.000 | ||
| 2 | 2023.11.17 12:00 | modify | 1 | 0.10 | 162.484 | 161.084 | 163.984 | ||
| 3 | 2023.11.24 00:00 | buy | 2 | 0.10 | 163.188 | 0.000 | 0.000 | ||
| 4 | 2023.11.24 00:00 | modify | 2 | 0.10 | 163.188 | 162.859 | 163.984 | ||
| 5 | 2023.11.24 00:00 | modify | 1 | 0.10 | 162.484 | 162.859 | 163.984 | ||
| 6 | 2023.11.24 08:00 | s/l | 1 | 0.10 | 162.859 | 162.859 | 163.984 | 28.77 | 1028.77 |
| 7 | 2023.11.24 08:00 | s/l | 2 | 0.10 | 162.859 | 162.859 | 163.984 | -21.23 | 1007.54 |
| 8 | 2023.12.07 08:00 | buy | 3 | 0.10 | 157.114 | 0.000 | 0.000 | ||
| 9 | 2023.12.07 08:00 | modify | 3 | 0.10 | 157.114 | 155.714 | 158.614 | ||
| 10 | 2023.12.07 16:00 | s/l | 3 | 0.10 | 155.714 | 155.714 | 158.614 | -90.33 | 917.21 |
| 11 | 2023.12.11 04:00 | sell | 4 | 0.10 | 156.541 | 0.000 | 0.000 | ||
| 12 | 2023.12.11 04:00 | modify | 4 | 0.10 | 156.541 | 157.941 | 155.041 | ||
| 13 | 2023.12.13 20:00 | sell | 5 | 0.10 | 155.843 | 0.000 | 0.000 | ||
| 14 | 2023.12.13 20:00 | modify | 5 | 0.10 | 155.843 | 156.166 | 155.041 | ||
| 15 | 2023.12.13 20:00 | modify | 4 | 0.10 | 156.541 | 156.166 | 155.041 | ||
| 16 | 2023.12.14 00:00 | t/p | 4 | 0.10 | 155.041 | 156.166 | 155.041 | 89.76 | 1006.97 |
| 17 | 2023.12.14 00:00 | t/p | 5 | 0.10 | 155.041 | 156.166 | 155.041 | 47.53 | 1054.51 |
| 18 | 2023.12.15 00:00 | sell | 6 | 0.10 | 156.412 | 0.000 | 0.000 | ||
| 19 | 2023.12.15 00:00 | modify | 6 | 0.10 | 156.412 | 157.812 | 154.912 | ||
| 20 | 2023.12.15 16:00 | t/p | 6 | 0.10 | 154.912 | 157.812 | 154.912 | 96.77 | 1151.28 |
| 21 | 2023.12.19 04:00 | sell | 7 | 0.10 | 156.796 | 0.000 | 0.000 | ||
| 22 | 2023.12.19 04:00 | modify | 7 | 0.10 | 156.796 | 158.196 | 155.296 | ||
| 23 | 2023.12.19 12:00 | s/l | 7 | 0.10 | 158.196 | 158.196 | 155.296 | -90.32 | 1060.96 |
| 24 | 2023.12.21 04:00 | buy | 8 | 0.10 | 156.475 | 0.000 | 0.000 | ||
| 25 | 2023.12.21 04:00 | modify | 8 | 0.10 | 156.475 | 155.075 | 157.975 | ||
| 26 | 2023.12.22 20:00 | buy | 9 | 0.10 | 156.940 | 0.000 | 0.000 | ||
| 27 | 2023.12.22 20:00 | modify | 9 | 0.10 | 156.940 | 156.625 | 157.975 | ||
| 28 | 2023.12.22 20:00 | modify | 8 | 0.10 | 156.475 | 156.625 | 157.975 | ||
| 29 | 2023.12.25 04:00 | s/l | 8 | 0.10 | 156.625 | 156.625 | 157.975 | 10.99 | 1071.94 |
| 30 | 2023.12.25 04:00 | s/l | 9 | 0.10 | 156.625 | 156.625 | 157.975 | -19.67 | 1052.28 |
| 31 | 2024.01.04 12:00 | sell | 10 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 32 | 2024.01.04 12:00 | modify | 10 | 0.10 | 157.932 | 159.332 | 156.432 | ||
| 33 | 2024.01.09 04:00 | sell | 11 | 0.10 | 157.454 | 0.000 | 0.000 | ||
| 34 | 2024.01.09 04:00 | modify | 11 | 0.10 | 157.454 | 157.782 | 156.432 | ||
| 35 | 2024.01.09 04:00 | modify | 10 | 0.10 | 157.932 | 157.782 | 156.432 | ||
| 36 | 2024.01.09 08:00 | s/l | 10 | 0.10 | 157.782 | 157.782 | 156.432 | 5.46 | 1057.74 |
| 37 | 2024.01.09 08:00 | s/l | 11 | 0.10 | 157.782 | 157.782 | 156.432 | -21.16 | 1036.58 |
| 38 | 2024.03.07 08:00 | buy | 12 | 0.10 | 161.191 | 0.000 | 0.000 | ||
| 39 | 2024.03.07 08:00 | modify | 12 | 0.10 | 161.191 | 159.791 | 162.691 | ||
| 40 | 2024.03.13 20:00 | buy | 13 | 0.10 | 161.876 | 0.000 | 0.000 | ||
| 41 | 2024.03.13 20:00 | modify | 13 | 0.10 | 161.876 | 161.566 | 162.691 | ||
| 42 | 2024.03.13 20:00 | modify | 12 | 0.10 | 161.191 | 161.566 | 162.691 | ||
| 43 | 2024.03.14 04:00 | s/l | 12 | 0.10 | 161.566 | 161.566 | 162.691 | 28.76 | 1065.34 |
| 44 | 2024.03.14 04:00 | s/l | 13 | 0.10 | 161.566 | 161.566 | 162.691 | -18.04 | 1047.30 |
| 45 | 2024.04.12 12:00 | buy | 14 | 0.10 | 163.162 | 0.000 | 0.000 | ||
| 46 | 2024.04.12 12:00 | modify | 14 | 0.10 | 163.162 | 161.762 | 164.662 | ||
| 47 | 2024.04.16 16:00 | t/p | 14 | 0.10 | 164.662 | 161.762 | 164.662 | 98.09 | 1145.39 |
| 48 | 2024.04.26 08:00 | sell | 15 | 0.10 | 168.119 | 0.000 | 0.000 | ||
| 49 | 2024.04.26 08:00 | modify | 15 | 0.10 | 168.119 | 169.519 | 166.619 | ||
| 50 | 2024.04.26 12:00 | t/p | 15 | 0.10 | 166.619 | 169.519 | 166.619 | 96.78 | 1242.17 |
| 51 | 2024.04.29 08:00 | buy | 16 | 0.10 | 166.737 | 0.000 | 0.000 | ||
| 52 | 2024.04.29 08:00 | modify | 16 | 0.10 | 166.737 | 165.337 | 168.237 | ||
| 53 | 2024.04.29 16:00 | buy | 17 | 0.10 | 167.950 | 0.000 | 0.000 | ||
| 54 | 2024.04.29 16:00 | modify | 17 | 0.10 | 167.950 | 167.562 | 168.237 | ||
| 55 | 2024.04.29 16:00 | modify | 16 | 0.10 | 166.737 | 167.562 | 168.237 | ||
| 56 | 2024.04.29 20:00 | s/l | 16 | 0.10 | 167.562 | 167.562 | 168.237 | 53.23 | 1295.40 |
| 57 | 2024.04.29 20:00 | s/l | 17 | 0.10 | 167.562 | 167.562 | 168.237 | -25.03 | 1270.37 |
| 58 | 2024.05.02 00:00 | buy | 18 | 0.10 | 166.931 | 0.000 | 0.000 | ||
| 59 | 2024.05.02 00:00 | modify | 18 | 0.10 | 166.931 | 165.531 | 168.431 | ||
| 60 | 2024.05.02 16:00 | s/l | 18 | 0.10 | 165.531 | 165.531 | 168.431 | -90.33 | 1180.04 |
| 61 | 2024.05.06 04:00 | sell | 19 | 0.10 | 165.688 | 0.000 | 0.000 | ||
| 62 | 2024.05.06 04:00 | modify | 19 | 0.10 | 165.688 | 167.088 | 164.188 | ||
| 63 | 2024.05.08 12:00 | s/l | 19 | 0.10 | 167.088 | 167.088 | 164.188 | -93.12 | 1086.92 |
| 64 | 2024.05.16 04:00 | buy | 20 | 0.10 | 167.657 | 0.000 | 0.000 | ||
| 65 | 2024.05.16 04:00 | modify | 20 | 0.10 | 167.657 | 166.257 | 169.157 | ||
| 66 | 2024.05.16 16:00 | buy | 21 | 0.10 | 168.866 | 0.000 | 0.000 | ||
| 67 | 2024.05.16 16:00 | modify | 21 | 0.10 | 168.866 | 168.482 | 169.157 | ||
| 68 | 2024.05.16 16:00 | modify | 20 | 0.10 | 167.657 | 168.482 | 169.157 | ||
| 69 | 2024.05.17 04:00 | t/p | 20 | 0.10 | 169.157 | 168.482 | 169.157 | 97.43 | 1184.35 |
| 70 | 2024.05.17 04:00 | t/p | 21 | 0.10 | 169.157 | 168.482 | 169.157 | 19.42 | 1203.77 |
| 71 | 2024.06.04 08:00 | buy | 22 | 0.10 | 169.247 | 0.000 | 0.000 | ||
| 72 | 2024.06.04 08:00 | modify | 22 | 0.10 | 169.247 | 167.847 | 170.747 | ||
| 73 | 2024.06.07 04:00 | buy | 23 | 0.10 | 169.714 | 0.000 | 0.000 | ||
| 74 | 2024.06.07 04:00 | modify | 23 | 0.10 | 169.714 | 169.397 | 170.747 | ||
| 75 | 2024.06.07 04:00 | modify | 22 | 0.10 | 169.247 | 169.397 | 170.747 | ||
| 76 | 2024.06.07 08:00 | s/l | 22 | 0.10 | 169.397 | 169.397 | 170.747 | 12.95 | 1216.72 |
| 77 | 2024.06.07 08:00 | s/l | 23 | 0.10 | 169.397 | 169.397 | 170.747 | -20.45 | 1196.27 |
| 78 | 2024.06.14 12:00 | buy | 24 | 0.10 | 167.988 | 0.000 | 0.000 | ||
| 79 | 2024.06.14 12:00 | modify | 24 | 0.10 | 167.988 | 166.588 | 169.488 | ||
| 80 | 2024.06.18 08:00 | t/p | 24 | 0.10 | 169.488 | 166.588 | 169.488 | 98.10 | 1294.37 |
| 81 | 2024.07.17 08:00 | buy | 25 | 0.10 | 171.367 | 0.000 | 0.000 | ||
| 82 | 2024.07.17 08:00 | modify | 25 | 0.10 | 171.367 | 169.967 | 172.867 | ||
| 83 | 2024.07.23 08:00 | s/l | 25 | 0.10 | 169.967 | 169.967 | 172.867 | -86.42 | 1207.95 |
| 84 | 2024.07.23 08:00 | buy | 26 | 0.10 | 169.737 | 0.000 | 0.000 | ||
| 85 | 2024.07.23 08:00 | modify | 26 | 0.10 | 169.737 | 168.337 | 171.237 | ||
| 86 | 2024.07.24 04:00 | s/l | 26 | 0.10 | 168.337 | 168.337 | 171.237 | -89.68 | 1118.27 |
| 87 | 2024.07.26 12:00 | sell | 27 | 0.10 | 167.925 | 0.000 | 0.000 | ||
| 88 | 2024.07.26 12:00 | modify | 27 | 0.10 | 167.925 | 169.325 | 166.425 | ||
| 89 | 2024.07.26 16:00 | t/p | 27 | 0.10 | 166.425 | 169.325 | 166.425 | 96.77 | 1215.04 |
| 90 | 2024.07.31 08:00 | buy | 28 | 0.10 | 163.293 | 0.000 | 0.000 | ||
| 91 | 2024.07.31 08:00 | modify | 28 | 0.10 | 163.293 | 161.893 | 164.793 | ||
| 92 | 2024.08.01 04:00 | s/l | 28 | 0.10 | 161.893 | 161.893 | 164.793 | -88.37 | 1126.67 |
| 93 | 2024.08.02 00:00 | buy | 29 | 0.10 | 160.970 | 0.000 | 0.000 | ||
| 94 | 2024.08.02 00:00 | modify | 29 | 0.10 | 160.970 | 159.570 | 162.470 | ||
| 95 | 2024.08.02 12:00 | buy | 30 | 0.10 | 161.420 | 0.000 | 0.000 | ||
| 96 | 2024.08.02 12:00 | modify | 30 | 0.10 | 161.420 | 161.120 | 162.470 | ||
| 97 | 2024.08.02 12:00 | modify | 29 | 0.10 | 160.970 | 161.120 | 162.470 | ||
| 98 | 2024.08.02 16:00 | s/l | 29 | 0.10 | 161.120 | 161.120 | 162.470 | 9.67 | 1136.34 |
| 99 | 2024.08.02 16:00 | s/l | 30 | 0.10 | 161.120 | 161.120 | 162.470 | -19.36 | 1116.98 |
| 100 | 2024.08.06 00:00 | sell | 31 | 0.10 | 159.655 | 0.000 | 0.000 | ||
| 101 | 2024.08.06 00:00 | modify | 31 | 0.10 | 159.655 | 161.055 | 158.155 | ||
| 102 | 2024.08.06 04:00 | t/p | 31 | 0.10 | 158.155 | 161.055 | 158.155 | 96.77 | 1213.75 |
| 103 | 2024.08.07 04:00 | sell | 32 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 104 | 2024.08.07 04:00 | modify | 32 | 0.10 | 160.604 | 162.004 | 159.104 | ||
| 105 | 2024.08.08 04:00 | t/p | 32 | 0.10 | 159.104 | 162.004 | 159.104 | 92.56 | 1306.32 |
| 106 | 2024.08.14 08:00 | sell | 33 | 0.10 | 162.228 | 0.000 | 0.000 | ||
| 107 | 2024.08.14 08:00 | modify | 33 | 0.10 | 162.228 | 163.628 | 160.728 | ||
| 108 | 2024.08.15 16:00 | s/l | 33 | 0.10 | 163.628 | 163.628 | 160.728 | -94.53 | 1211.79 |
| 109 | 2024.08.19 04:00 | buy | 34 | 0.10 | 161.706 | 0.000 | 0.000 | ||
| 110 | 2024.08.19 04:00 | modify | 34 | 0.10 | 161.706 | 160.306 | 163.206 | ||
| 111 | 2024.08.20 04:00 | buy | 35 | 0.10 | 162.910 | 0.000 | 0.000 | ||
| 112 | 2024.08.20 04:00 | modify | 35 | 0.10 | 162.910 | 162.531 | 163.206 | ||
| 113 | 2024.08.20 04:00 | modify | 34 | 0.10 | 161.706 | 162.531 | 163.206 | ||
| 114 | 2024.08.20 08:00 | s/l | 34 | 0.10 | 162.531 | 162.531 | 163.206 | 53.89 | 1265.68 |
| 115 | 2024.08.20 08:00 | s/l | 35 | 0.10 | 162.531 | 162.531 | 163.206 | -24.45 | 1241.23 |
| 116 | 2024.09.02 12:00 | sell | 36 | 0.10 | 162.560 | 0.000 | 0.000 | ||
| 117 | 2024.09.02 12:00 | modify | 36 | 0.10 | 162.560 | 163.960 | 161.060 | ||
| 118 | 2024.09.03 08:00 | sell | 37 | 0.10 | 161.356 | 0.000 | 0.000 | ||
| 119 | 2024.09.03 08:00 | modify | 37 | 0.10 | 161.356 | 161.735 | 161.060 | ||
| 120 | 2024.09.03 08:00 | modify | 36 | 0.10 | 162.560 | 161.735 | 161.060 | ||
| 121 | 2024.09.03 12:00 | t/p | 36 | 0.10 | 161.060 | 161.735 | 161.060 | 95.37 | 1336.60 |
| 122 | 2024.09.03 12:00 | t/p | 37 | 0.10 | 161.060 | 161.735 | 161.060 | 19.09 | 1355.69 |
| 123 | 2024.09.19 04:00 | sell | 38 | 0.10 | 159.188 | 0.000 | 0.000 | ||
| 124 | 2024.09.19 04:00 | modify | 38 | 0.10 | 159.188 | 160.588 | 157.688 | ||
| 125 | 2024.09.20 12:00 | s/l | 38 | 0.10 | 160.588 | 160.588 | 157.688 | -91.73 | 1263.96 |
| 126 | 2024.09.25 12:00 | sell | 39 | 0.10 | 161.557 | 0.000 | 0.000 | ||
| 127 | 2024.09.25 12:00 | modify | 39 | 0.10 | 161.557 | 162.957 | 160.057 | ||
| 128 | 2024.09.27 08:00 | s/l | 39 | 0.10 | 162.957 | 162.957 | 160.057 | -95.93 | 1168.03 |
| 129 | 2024.09.27 08:00 | buy | 40 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 130 | 2024.09.27 08:00 | modify | 40 | 0.10 | 159.441 | 158.041 | 160.941 | ||
| 131 | 2024.10.02 16:00 | t/p | 40 | 0.10 | 160.941 | 158.041 | 160.941 | 98.75 | 1266.78 |
| 132 | 2024.10.23 12:00 | sell | 41 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 133 | 2024.10.23 12:00 | modify | 41 | 0.10 | 164.736 | 166.136 | 163.236 | ||
| 134 | 2024.10.25 12:00 | sell | 42 | 0.10 | 164.262 | 0.000 | 0.000 | ||
| 135 | 2024.10.25 12:00 | modify | 42 | 0.10 | 164.262 | 164.586 | 163.236 | ||
| 136 | 2024.10.25 12:00 | modify | 41 | 0.10 | 164.736 | 164.586 | 163.236 | ||
| 137 | 2024.10.25 16:00 | s/l | 41 | 0.10 | 164.586 | 164.586 | 163.236 | 4.06 | 1270.84 |
| 138 | 2024.10.25 16:00 | s/l | 42 | 0.10 | 164.586 | 164.586 | 163.236 | -20.91 | 1249.93 |
| 139 | 2024.10.28 04:00 | sell | 43 | 0.10 | 165.658 | 0.000 | 0.000 | ||
| 140 | 2024.10.28 04:00 | modify | 43 | 0.10 | 165.658 | 167.058 | 164.158 | ||
| 141 | 2024.10.31 23:59 | t/p | 43 | 0.10 | 164.158 | 167.058 | 164.158 | 89.77 | 1339.70 |