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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 266.44 | Gross profit | 683.46 | Gross loss | -417.03 |
| Profit factor | 1.64 | Expected payoff | 15.67 | ||
| Absolute drawdown | 41.66 | Maximal drawdown | 177.27 (13.11%) | Relative drawdown | 13.11% (177.27) |
| Total trades | 17 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 7 (41.18%) | Loss trades (% of total) | 10 (58.82%) | ||
| Largest | profit trade | 102.94 | loss trade | -46.58 | |
| Average | profit trade | 97.64 | loss trade | -41.70 | |
| Maximum | consecutive wins (profit in money) | 2 (195.59) | consecutive losses (loss in money) | 3 (-133.07) | |
| Maximal | consecutive profit (count of wins) | 195.59 (2) | consecutive loss (count of losses) | -133.07 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 145.053 | 144.453 | 146.553 | ||
| 3 | 2023.12.07 16:00 | s/l | 1 | 0.10 | 144.453 | 144.453 | 146.553 | -41.66 | 958.34 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 144.792 | 145.392 | 143.292 | ||
| 6 | 2023.12.20 12:00 | t/p | 2 | 0.10 | 143.292 | 145.392 | 143.292 | 102.94 | 1061.28 |
| 7 | 2024.01.03 16:00 | sell | 3 | 0.10 | 143.599 | 0.000 | 0.000 | ||
| 8 | 2024.01.03 16:00 | modify | 3 | 0.10 | 143.599 | 144.199 | 142.099 | ||
| 9 | 2024.01.04 12:00 | s/l | 3 | 0.10 | 144.199 | 144.199 | 142.099 | -46.58 | 1014.70 |
| 10 | 2024.01.04 16:00 | sell | 4 | 0.10 | 144.660 | 0.000 | 0.000 | ||
| 11 | 2024.01.04 16:00 | modify | 4 | 0.10 | 144.660 | 145.260 | 143.160 | ||
| 12 | 2024.01.05 08:00 | s/l | 4 | 0.10 | 145.260 | 145.260 | 143.160 | -43.01 | 971.68 |
| 13 | 2024.04.29 04:00 | sell | 5 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 14 | 2024.04.29 04:00 | modify | 5 | 0.10 | 159.396 | 159.996 | 157.896 | ||
| 15 | 2024.04.29 08:00 | t/p | 5 | 0.10 | 157.896 | 159.996 | 157.896 | 96.41 | 1068.09 |
| 16 | 2024.05.02 12:00 | buy | 6 | 0.10 | 154.769 | 0.000 | 0.000 | ||
| 17 | 2024.05.02 12:00 | modify | 6 | 0.10 | 154.769 | 154.169 | 156.269 | ||
| 18 | 2024.05.02 16:00 | s/l | 6 | 0.10 | 154.169 | 154.169 | 156.269 | -39.01 | 1029.08 |
| 19 | 2024.05.03 16:00 | buy | 7 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 20 | 2024.05.03 16:00 | modify | 7 | 0.10 | 152.884 | 152.284 | 154.384 | ||
| 21 | 2024.05.07 04:00 | t/p | 7 | 0.10 | 154.384 | 152.284 | 154.384 | 98.98 | 1128.06 |
| 22 | 2024.05.16 04:00 | buy | 8 | 0.10 | 153.999 | 0.000 | 0.000 | ||
| 23 | 2024.05.16 04:00 | modify | 8 | 0.10 | 153.999 | 153.399 | 155.499 | ||
| 24 | 2024.05.16 16:00 | t/p | 8 | 0.10 | 155.499 | 153.399 | 155.499 | 96.61 | 1224.67 |
| 25 | 2024.07.11 16:00 | buy | 9 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 26 | 2024.07.11 16:00 | modify | 9 | 0.10 | 158.612 | 158.012 | 160.112 | ||
| 27 | 2024.07.12 00:00 | s/l | 9 | 0.10 | 158.012 | 158.012 | 160.112 | -36.95 | 1187.72 |
| 28 | 2024.07.24 16:00 | buy | 10 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 29 | 2024.07.24 16:00 | modify | 10 | 0.10 | 153.413 | 152.813 | 154.913 | ||
| 30 | 2024.07.25 04:00 | s/l | 10 | 0.10 | 152.813 | 152.813 | 154.913 | -36.50 | 1151.22 |
| 31 | 2024.07.25 04:00 | buy | 11 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 32 | 2024.07.25 04:00 | modify | 11 | 0.10 | 152.345 | 151.745 | 153.845 | ||
| 33 | 2024.07.25 16:00 | t/p | 11 | 0.10 | 153.845 | 151.745 | 153.845 | 97.42 | 1248.64 |
| 34 | 2024.08.02 16:00 | buy | 12 | 0.10 | 147.011 | 0.000 | 0.000 | ||
| 35 | 2024.08.02 16:00 | modify | 12 | 0.10 | 147.011 | 146.411 | 148.511 | ||
| 36 | 2024.08.05 00:00 | s/l | 12 | 0.10 | 146.411 | 146.411 | 148.511 | -40.25 | 1208.39 |
| 37 | 2024.08.15 16:00 | sell | 13 | 0.10 | 148.913 | 0.000 | 0.000 | ||
| 38 | 2024.08.15 16:00 | modify | 13 | 0.10 | 148.913 | 149.513 | 147.413 | ||
| 39 | 2024.08.19 04:00 | t/p | 13 | 0.10 | 147.413 | 149.513 | 147.413 | 99.06 | 1307.46 |
| 40 | 2024.09.19 04:00 | sell | 14 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 41 | 2024.09.19 04:00 | modify | 14 | 0.10 | 143.168 | 143.768 | 141.668 | ||
| 42 | 2024.09.19 16:00 | s/l | 14 | 0.10 | 143.768 | 143.768 | 141.668 | -41.99 | 1265.47 |
| 43 | 2024.10.02 16:00 | sell | 15 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 44 | 2024.10.02 16:00 | modify | 15 | 0.10 | 146.046 | 146.646 | 144.546 | ||
| 45 | 2024.10.03 00:00 | s/l | 15 | 0.10 | 146.646 | 146.646 | 144.546 | -45.92 | 1219.55 |
| 46 | 2024.10.04 16:00 | sell | 16 | 0.10 | 148.696 | 0.000 | 0.000 | ||
| 47 | 2024.10.04 16:00 | modify | 16 | 0.10 | 148.696 | 149.296 | 147.196 | ||
| 48 | 2024.10.09 20:00 | s/l | 16 | 0.10 | 149.296 | 149.296 | 147.196 | -45.16 | 1174.39 |
| 49 | 2024.10.23 12:00 | sell | 17 | 0.10 | 153.053 | 0.000 | 0.000 | ||
| 50 | 2024.10.23 12:00 | modify | 17 | 0.10 | 153.053 | 153.653 | 151.553 | ||
| 51 | 2024.10.25 08:00 | t/p | 17 | 0.10 | 151.553 | 153.653 | 151.553 | 92.05 | 1266.44 |