Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 175.45 | Gross profit | 1033.46 | Gross loss | -858.01 |
| Profit factor | 1.20 | Expected payoff | 5.85 | ||
| Absolute drawdown | 91.09 | Maximal drawdown | 283.24 (20.33%) | Relative drawdown | 20.33% (283.24) |
| Total trades | 30 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 19 (52.63%) |
| Profit trades (% of total) | 15 (50.00%) | Loss trades (% of total) | 15 (50.00%) | ||
| Largest | profit trade | 103.15 | loss trade | -104.40 | |
| Average | profit trade | 68.90 | loss trade | -57.20 | |
| Maximum | consecutive wins (profit in money) | 4 (250.10) | consecutive losses (loss in money) | 2 (-208.75) | |
| Maximal | consecutive profit (count of wins) | 250.10 (4) | consecutive loss (count of losses) | -208.75 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.21 04:00 | buy | 1 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 2 | 2023.11.21 04:00 | modify | 1 | 0.10 | 147.409 | 145.909 | 148.809 | ||
| 3 | 2023.11.22 08:00 | t/p | 1 | 0.10 | 148.809 | 145.909 | 148.809 | 94.94 | 1094.94 |
| 4 | 2023.12.07 08:00 | buy | 2 | 0.10 | 145.743 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 08:00 | modify | 2 | 0.10 | 145.743 | 144.243 | 147.143 | ||
| 6 | 2023.12.07 16:00 | s/l | 2 | 0.10 | 144.243 | 144.243 | 147.143 | -104.14 | 990.80 |
| 7 | 2023.12.11 08:00 | sell | 3 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 8 | 2023.12.11 08:00 | modify | 3 | 0.10 | 146.378 | 147.878 | 144.978 | ||
| 9 | 2023.12.12 04:00 | sell | 4 | 0.10 | 145.598 | 0.000 | 0.000 | ||
| 10 | 2023.12.12 04:00 | modify | 4 | 0.10 | 145.598 | 145.888 | 144.978 | ||
| 11 | 2023.12.12 04:00 | sell | 5 | 0.10 | 145.598 | 0.000 | 0.000 | ||
| 12 | 2023.12.12 04:00 | modify | 5 | 0.10 | 145.598 | 145.818 | 144.978 | ||
| 13 | 2023.12.12 04:00 | modify | 3 | 0.10 | 146.378 | 145.818 | 144.978 | ||
| 14 | 2023.12.12 08:00 | modify | 4 | 0.10 | 145.598 | 145.818 | 144.978 | ||
| 15 | 2023.12.12 16:00 | s/l | 3 | 0.10 | 145.818 | 145.818 | 144.978 | 36.78 | 1027.58 |
| 16 | 2023.12.12 16:00 | s/l | 4 | 0.10 | 145.818 | 145.818 | 144.978 | -15.11 | 1012.47 |
| 17 | 2023.12.12 16:00 | s/l | 5 | 0.10 | 145.818 | 145.818 | 144.978 | -15.11 | 997.36 |
| 18 | 2023.12.19 08:00 | sell | 6 | 0.10 | 144.163 | 0.000 | 0.000 | ||
| 19 | 2023.12.19 08:00 | modify | 6 | 0.10 | 144.163 | 145.663 | 142.763 | ||
| 20 | 2023.12.20 12:00 | sell | 7 | 0.10 | 143.368 | 0.000 | 0.000 | ||
| 21 | 2023.12.20 12:00 | modify | 7 | 0.10 | 143.368 | 143.673 | 142.763 | ||
| 22 | 2023.12.20 12:00 | sell | 8 | 0.10 | 143.368 | 0.000 | 0.000 | ||
| 23 | 2023.12.20 12:00 | modify | 8 | 0.10 | 143.368 | 143.603 | 142.763 | ||
| 24 | 2023.12.20 12:00 | modify | 6 | 0.10 | 144.163 | 143.603 | 142.763 | ||
| 25 | 2023.12.20 16:00 | s/l | 6 | 0.10 | 143.603 | 143.603 | 142.763 | 37.30 | 1034.66 |
| 26 | 2023.12.20 16:00 | s/l | 7 | 0.10 | 143.673 | 143.673 | 142.763 | -21.23 | 1013.43 |
| 27 | 2023.12.20 16:00 | s/l | 8 | 0.10 | 143.603 | 143.603 | 142.763 | -16.36 | 997.07 |
| 28 | 2024.03.07 08:00 | buy | 9 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 29 | 2024.03.07 08:00 | modify | 9 | 0.10 | 147.968 | 146.468 | 149.368 | ||
| 30 | 2024.03.19 04:00 | t/p | 9 | 0.10 | 149.368 | 146.468 | 149.368 | 103.15 | 1100.22 |
| 31 | 2024.04.29 08:00 | buy | 10 | 0.10 | 155.591 | 0.000 | 0.000 | ||
| 32 | 2024.04.29 08:00 | modify | 10 | 0.10 | 155.591 | 154.091 | 156.991 | ||
| 33 | 2024.04.30 04:00 | t/p | 10 | 0.10 | 156.991 | 154.091 | 156.991 | 90.28 | 1190.50 |
| 34 | 2024.05.02 00:00 | buy | 11 | 0.10 | 155.756 | 0.000 | 0.000 | ||
| 35 | 2024.05.02 00:00 | modify | 11 | 0.10 | 155.756 | 154.256 | 157.156 | ||
| 36 | 2024.05.02 16:00 | s/l | 11 | 0.10 | 154.256 | 154.256 | 157.156 | -97.54 | 1092.96 |
| 37 | 2024.05.16 00:00 | buy | 12 | 0.10 | 154.331 | 0.000 | 0.000 | ||
| 38 | 2024.05.16 00:00 | modify | 12 | 0.10 | 154.331 | 152.831 | 155.731 | ||
| 39 | 2024.05.16 12:00 | buy | 13 | 0.10 | 154.906 | 0.000 | 0.000 | ||
| 40 | 2024.05.16 12:00 | modify | 13 | 0.10 | 154.906 | 154.471 | 155.731 | ||
| 41 | 2024.05.16 12:00 | modify | 12 | 0.10 | 154.331 | 154.471 | 155.731 | ||
| 42 | 2024.05.17 04:00 | t/p | 12 | 0.10 | 155.731 | 154.471 | 155.731 | 90.82 | 1183.78 |
| 43 | 2024.05.17 04:00 | t/p | 13 | 0.10 | 155.731 | 154.471 | 155.731 | 53.91 | 1237.69 |
| 44 | 2024.06.04 12:00 | buy | 14 | 0.10 | 154.897 | 0.000 | 0.000 | ||
| 45 | 2024.06.04 12:00 | modify | 14 | 0.10 | 154.897 | 153.397 | 156.297 | ||
| 46 | 2024.06.05 12:00 | t/p | 14 | 0.10 | 156.297 | 153.397 | 156.297 | 90.62 | 1328.32 |
| 47 | 2024.07.17 12:00 | buy | 15 | 0.10 | 156.540 | 0.000 | 0.000 | ||
| 48 | 2024.07.17 12:00 | modify | 15 | 0.10 | 156.540 | 155.040 | 157.940 | ||
| 49 | 2024.07.22 16:00 | buy | 16 | 0.10 | 157.116 | 0.000 | 0.000 | ||
| 50 | 2024.07.22 16:00 | modify | 16 | 0.10 | 157.116 | 156.680 | 157.940 | ||
| 51 | 2024.07.22 16:00 | modify | 15 | 0.10 | 156.540 | 156.680 | 157.940 | ||
| 52 | 2024.07.23 04:00 | s/l | 15 | 0.10 | 156.680 | 156.680 | 157.940 | 14.74 | 1343.06 |
| 53 | 2024.07.23 04:00 | s/l | 16 | 0.10 | 156.680 | 156.680 | 157.940 | -26.94 | 1316.12 |
| 54 | 2024.07.24 12:00 | buy | 17 | 0.10 | 154.217 | 0.000 | 0.000 | ||
| 55 | 2024.07.24 12:00 | modify | 17 | 0.10 | 154.217 | 152.717 | 155.617 | ||
| 56 | 2024.07.25 04:00 | s/l | 17 | 0.10 | 152.717 | 152.717 | 155.617 | -95.59 | 1220.53 |
| 57 | 2024.07.25 04:00 | buy | 18 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 58 | 2024.07.25 04:00 | modify | 18 | 0.10 | 152.345 | 150.845 | 153.745 | ||
| 59 | 2024.07.25 16:00 | t/p | 18 | 0.10 | 153.745 | 150.845 | 153.745 | 90.92 | 1311.45 |
| 60 | 2024.07.31 08:00 | buy | 19 | 0.10 | 150.951 | 0.000 | 0.000 | ||
| 61 | 2024.07.31 08:00 | modify | 19 | 0.10 | 150.951 | 149.451 | 152.351 | ||
| 62 | 2024.08.01 04:00 | s/l | 19 | 0.10 | 149.451 | 149.451 | 152.351 | -97.40 | 1214.05 |
| 63 | 2024.08.07 04:00 | sell | 20 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 64 | 2024.08.07 04:00 | modify | 20 | 0.10 | 147.129 | 148.629 | 145.729 | ||
| 65 | 2024.08.08 00:00 | t/p | 20 | 0.10 | 145.729 | 148.629 | 145.729 | 90.69 | 1304.74 |
| 66 | 2024.08.19 04:00 | buy | 21 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 67 | 2024.08.19 04:00 | modify | 21 | 0.10 | 146.489 | 144.989 | 147.889 | ||
| 68 | 2024.08.21 00:00 | s/l | 21 | 0.10 | 144.989 | 144.989 | 147.889 | -101.28 | 1203.45 |
| 69 | 2024.08.26 00:00 | buy | 22 | 0.10 | 143.950 | 0.000 | 0.000 | ||
| 70 | 2024.08.26 00:00 | modify | 22 | 0.10 | 143.950 | 142.450 | 145.350 | ||
| 71 | 2024.08.28 20:00 | buy | 23 | 0.10 | 144.731 | 0.000 | 0.000 | ||
| 72 | 2024.08.28 20:00 | modify | 23 | 0.10 | 144.731 | 144.440 | 145.350 | ||
| 73 | 2024.08.28 20:00 | buy | 24 | 0.10 | 144.731 | 0.000 | 0.000 | ||
| 74 | 2024.08.28 20:00 | modify | 24 | 0.10 | 144.731 | 144.510 | 145.350 | ||
| 75 | 2024.08.28 20:00 | modify | 22 | 0.10 | 143.950 | 144.510 | 145.350 | ||
| 76 | 2024.08.29 00:00 | s/l | 22 | 0.10 | 144.510 | 144.510 | 145.350 | 43.58 | 1247.04 |
| 77 | 2024.08.29 00:00 | s/l | 23 | 0.10 | 144.440 | 144.440 | 145.350 | -17.25 | 1229.79 |
| 78 | 2024.08.29 00:00 | s/l | 24 | 0.10 | 144.510 | 144.510 | 145.350 | -12.41 | 1217.37 |
| 79 | 2024.09.11 04:00 | buy | 25 | 0.10 | 141.426 | 0.000 | 0.000 | ||
| 80 | 2024.09.11 04:00 | modify | 25 | 0.10 | 141.426 | 139.926 | 142.826 | ||
| 81 | 2024.09.12 04:00 | t/p | 25 | 0.10 | 142.826 | 139.926 | 142.826 | 101.07 | 1318.44 |
| 82 | 2024.09.27 08:00 | buy | 26 | 0.10 | 143.221 | 0.000 | 0.000 | ||
| 83 | 2024.09.27 08:00 | modify | 26 | 0.10 | 143.221 | 141.721 | 144.621 | ||
| 84 | 2024.09.30 08:00 | s/l | 26 | 0.10 | 141.721 | 141.721 | 144.621 | -104.40 | 1214.05 |
| 85 | 2024.10.01 04:00 | sell | 27 | 0.10 | 144.278 | 0.000 | 0.000 | ||
| 86 | 2024.10.01 04:00 | modify | 27 | 0.10 | 144.278 | 145.778 | 142.878 | ||
| 87 | 2024.10.02 16:00 | s/l | 27 | 0.10 | 145.778 | 145.778 | 142.878 | -104.35 | 1109.69 |
| 88 | 2024.10.23 12:00 | sell | 28 | 0.10 | 153.053 | 0.000 | 0.000 | ||
| 89 | 2024.10.23 12:00 | modify | 28 | 0.10 | 153.053 | 154.553 | 151.653 | ||
| 90 | 2024.10.24 20:00 | t/p | 28 | 0.10 | 151.653 | 154.553 | 151.653 | 87.20 | 1196.89 |
| 91 | 2024.10.28 04:00 | sell | 29 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 92 | 2024.10.28 04:00 | modify | 29 | 0.10 | 153.630 | 155.130 | 152.230 | ||
| 93 | 2024.10.29 04:00 | sell | 30 | 0.10 | 153.046 | 0.000 | 0.000 | ||
| 94 | 2024.10.29 04:00 | modify | 30 | 0.10 | 153.046 | 153.490 | 152.230 | ||
| 95 | 2024.10.29 04:00 | modify | 29 | 0.10 | 153.630 | 153.490 | 152.230 | ||
| 96 | 2024.10.29 12:00 | s/l | 29 | 0.10 | 153.490 | 153.490 | 152.230 | 7.45 | 1204.34 |
| 97 | 2024.10.29 12:00 | s/l | 30 | 0.10 | 153.490 | 153.490 | 152.230 | -28.89 | 1175.45 |