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=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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 716.64 | Gross profit | 1066.93 | Gross loss | -350.29 |
| Profit factor | 3.05 | Expected payoff | 26.54 | ||
| Absolute drawdown | 29.46 | Maximal drawdown | 96.13 (6.53%) | Relative drawdown | 7.04% (96.12) |
| Total trades | 27 | Short positions (won %) | 20 (60.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 14 (51.85%) | Loss trades (% of total) | 13 (48.15%) | ||
| Largest | profit trade | 106.03 | loss trade | -34.87 | |
| Average | profit trade | 76.21 | loss trade | -26.95 | |
| Maximum | consecutive wins (profit in money) | 3 (302.59) | consecutive losses (loss in money) | 4 (-105.45) | |
| Maximal | consecutive profit (count of wins) | 302.59 (3) | consecutive loss (count of losses) | -105.45 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.08 08:00 | sell | 1 | 0.10 | 150.682 | 0.000 | 0.000 | ||
| 2 | 2023.11.08 08:00 | modify | 1 | 0.10 | 150.682 | 151.082 | 149.182 | ||
| 3 | 2023.11.08 20:00 | s/l | 1 | 0.10 | 151.082 | 151.082 | 149.182 | -26.48 | 973.52 |
| 4 | 2023.11.13 08:00 | sell | 2 | 0.10 | 151.741 | 0.000 | 0.000 | ||
| 5 | 2023.11.13 08:00 | modify | 2 | 0.10 | 151.741 | 152.141 | 150.241 | ||
| 6 | 2023.11.14 16:00 | sell | 3 | 0.10 | 150.817 | 0.000 | 0.000 | ||
| 7 | 2023.11.14 16:00 | modify | 3 | 0.10 | 150.817 | 151.066 | 150.241 | ||
| 8 | 2023.11.14 16:00 | sell | 4 | 0.10 | 150.817 | 0.000 | 0.000 | ||
| 9 | 2023.11.14 16:00 | modify | 4 | 0.10 | 150.817 | 151.216 | 150.241 | ||
| 10 | 2023.11.14 16:00 | modify | 2 | 0.10 | 151.741 | 151.216 | 150.241 | ||
| 11 | 2023.11.14 20:00 | modify | 3 | 0.10 | 150.817 | 151.216 | 150.241 | ||
| 12 | 2023.11.15 00:00 | t/p | 2 | 0.10 | 150.241 | 151.216 | 150.241 | 96.33 | 1069.85 |
| 13 | 2023.11.15 00:00 | t/p | 3 | 0.10 | 150.241 | 151.216 | 150.241 | 36.61 | 1106.46 |
| 14 | 2023.11.15 00:00 | t/p | 4 | 0.10 | 150.241 | 151.216 | 150.241 | 36.61 | 1143.07 |
| 15 | 2023.12.07 08:00 | buy | 5 | 0.10 | 145.743 | 0.000 | 0.000 | ||
| 16 | 2023.12.07 08:00 | modify | 5 | 0.10 | 145.743 | 145.343 | 147.243 | ||
| 17 | 2023.12.07 12:00 | s/l | 5 | 0.10 | 145.343 | 145.343 | 147.243 | -27.58 | 1115.49 |
| 18 | 2023.12.11 08:00 | sell | 6 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 19 | 2023.12.11 08:00 | modify | 6 | 0.10 | 146.378 | 146.778 | 144.878 | ||
| 20 | 2023.12.12 16:00 | t/p | 6 | 0.10 | 144.878 | 146.778 | 144.878 | 101.31 | 1216.79 |
| 21 | 2023.12.19 08:00 | sell | 7 | 0.10 | 144.163 | 0.000 | 0.000 | ||
| 22 | 2023.12.19 08:00 | modify | 7 | 0.10 | 144.163 | 144.563 | 142.663 | ||
| 23 | 2023.12.19 12:00 | s/l | 7 | 0.10 | 144.563 | 144.563 | 142.663 | -27.62 | 1189.17 |
| 24 | 2023.12.27 08:00 | sell | 8 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 25 | 2023.12.27 08:00 | modify | 8 | 0.10 | 142.786 | 143.186 | 141.286 | ||
| 26 | 2023.12.27 20:00 | sell | 9 | 0.10 | 141.886 | 0.000 | 0.000 | ||
| 27 | 2023.12.27 20:00 | modify | 9 | 0.10 | 141.886 | 142.111 | 141.286 | ||
| 28 | 2023.12.27 20:00 | sell | 10 | 0.10 | 141.886 | 0.000 | 0.000 | ||
| 29 | 2023.12.27 20:00 | modify | 10 | 0.10 | 141.886 | 142.261 | 141.286 | ||
| 30 | 2023.12.27 20:00 | modify | 8 | 0.10 | 142.786 | 142.261 | 141.286 | ||
| 31 | 2023.12.28 00:00 | modify | 9 | 0.10 | 141.886 | 142.261 | 141.286 | ||
| 32 | 2023.12.28 04:00 | t/p | 8 | 0.10 | 141.286 | 142.261 | 141.286 | 101.14 | 1290.31 |
| 33 | 2023.12.28 04:00 | t/p | 9 | 0.10 | 141.286 | 142.261 | 141.286 | 37.46 | 1327.77 |
| 34 | 2023.12.28 04:00 | t/p | 10 | 0.10 | 141.286 | 142.261 | 141.286 | 37.46 | 1365.24 |
| 35 | 2024.02.05 08:00 | sell | 11 | 0.10 | 148.478 | 0.000 | 0.000 | ||
| 36 | 2024.02.05 08:00 | modify | 11 | 0.10 | 148.478 | 148.878 | 146.978 | ||
| 37 | 2024.02.05 16:00 | s/l | 11 | 0.10 | 148.878 | 148.878 | 146.978 | -26.86 | 1338.38 |
| 38 | 2024.02.08 08:00 | sell | 12 | 0.10 | 148.732 | 0.000 | 0.000 | ||
| 39 | 2024.02.08 08:00 | modify | 12 | 0.10 | 148.732 | 149.132 | 147.232 | ||
| 40 | 2024.02.08 12:00 | s/l | 12 | 0.10 | 149.132 | 149.132 | 147.232 | -26.82 | 1311.56 |
| 41 | 2024.02.20 08:00 | sell | 13 | 0.10 | 150.359 | 0.000 | 0.000 | ||
| 42 | 2024.02.20 08:00 | modify | 13 | 0.10 | 150.359 | 150.759 | 148.859 | ||
| 43 | 2024.02.23 12:00 | s/l | 13 | 0.10 | 150.759 | 150.759 | 148.859 | -34.87 | 1276.69 |
| 44 | 2024.02.28 08:00 | sell | 14 | 0.10 | 150.740 | 0.000 | 0.000 | ||
| 45 | 2024.02.28 08:00 | modify | 14 | 0.10 | 150.740 | 151.140 | 149.240 | ||
| 46 | 2024.02.29 04:00 | sell | 15 | 0.10 | 149.812 | 0.000 | 0.000 | ||
| 47 | 2024.02.29 04:00 | modify | 15 | 0.10 | 149.812 | 150.065 | 149.240 | ||
| 48 | 2024.02.29 04:00 | sell | 16 | 0.10 | 149.812 | 0.000 | 0.000 | ||
| 49 | 2024.02.29 04:00 | modify | 16 | 0.10 | 149.812 | 150.215 | 149.240 | ||
| 50 | 2024.02.29 04:00 | modify | 14 | 0.10 | 150.740 | 150.215 | 149.240 | ||
| 51 | 2024.02.29 08:00 | s/l | 15 | 0.10 | 150.065 | 150.065 | 149.240 | -16.90 | 1259.79 |
| 52 | 2024.02.29 16:00 | t/p | 14 | 0.10 | 149.240 | 150.215 | 149.240 | 95.23 | 1355.02 |
| 53 | 2024.02.29 16:00 | t/p | 16 | 0.10 | 149.240 | 150.215 | 149.240 | 38.22 | 1393.24 |
| 54 | 2024.03.06 08:00 | buy | 17 | 0.10 | 149.565 | 0.000 | 0.000 | ||
| 55 | 2024.03.06 08:00 | modify | 17 | 0.10 | 149.565 | 149.165 | 151.065 | ||
| 56 | 2024.03.06 20:00 | s/l | 17 | 0.10 | 149.165 | 149.165 | 151.065 | -26.79 | 1366.45 |
| 57 | 2024.03.11 08:00 | buy | 18 | 0.10 | 146.777 | 0.000 | 0.000 | ||
| 58 | 2024.03.11 08:00 | modify | 18 | 0.10 | 146.777 | 146.377 | 148.277 | ||
| 59 | 2024.03.14 16:00 | t/p | 18 | 0.10 | 148.277 | 146.377 | 148.277 | 106.03 | 1472.48 |
| 60 | 2024.03.15 08:00 | sell | 19 | 0.10 | 148.567 | 0.000 | 0.000 | ||
| 61 | 2024.03.15 08:00 | modify | 19 | 0.10 | 148.567 | 148.967 | 147.067 | ||
| 62 | 2024.03.15 16:00 | s/l | 19 | 0.10 | 148.967 | 148.967 | 147.067 | -26.81 | 1445.67 |
| 63 | 2024.06.04 08:00 | buy | 20 | 0.10 | 155.416 | 0.000 | 0.000 | ||
| 64 | 2024.06.04 08:00 | modify | 20 | 0.10 | 155.416 | 155.016 | 156.916 | ||
| 65 | 2024.06.04 12:00 | s/l | 20 | 0.10 | 155.016 | 155.016 | 156.916 | -25.83 | 1419.84 |
| 66 | 2024.06.18 08:00 | sell | 21 | 0.10 | 158.130 | 0.000 | 0.000 | ||
| 67 | 2024.06.18 08:00 | modify | 21 | 0.10 | 158.130 | 158.530 | 156.630 | ||
| 68 | 2024.06.20 16:00 | s/l | 21 | 0.10 | 158.530 | 158.530 | 156.630 | -31.84 | 1388.00 |
| 69 | 2024.07.03 08:00 | sell | 22 | 0.10 | 161.766 | 0.000 | 0.000 | ||
| 70 | 2024.07.03 08:00 | modify | 22 | 0.10 | 161.766 | 162.166 | 160.266 | ||
| 71 | 2024.07.11 16:00 | t/p | 22 | 0.10 | 160.266 | 162.166 | 160.266 | 77.94 | 1465.94 |
| 72 | 2024.07.17 08:00 | buy | 23 | 0.10 | 157.100 | 0.000 | 0.000 | ||
| 73 | 2024.07.17 08:00 | modify | 23 | 0.10 | 157.100 | 156.700 | 158.600 | ||
| 74 | 2024.07.17 12:00 | s/l | 23 | 0.10 | 156.700 | 156.700 | 158.600 | -25.56 | 1440.38 |
| 75 | 2024.07.30 08:00 | sell | 24 | 0.10 | 154.898 | 0.000 | 0.000 | ||
| 76 | 2024.07.30 08:00 | modify | 24 | 0.10 | 154.898 | 155.298 | 153.398 | ||
| 77 | 2024.07.30 20:00 | t/p | 24 | 0.10 | 153.398 | 155.298 | 153.398 | 97.84 | 1538.22 |
| 78 | 2024.09.24 08:00 | sell | 25 | 0.10 | 144.453 | 0.000 | 0.000 | ||
| 79 | 2024.09.24 08:00 | modify | 25 | 0.10 | 144.453 | 144.853 | 142.953 | ||
| 80 | 2024.09.25 00:00 | t/p | 25 | 0.10 | 142.953 | 144.853 | 142.953 | 103.25 | 1641.47 |
| 81 | 2024.10.08 08:00 | buy | 26 | 0.10 | 147.622 | 0.000 | 0.000 | ||
| 82 | 2024.10.08 08:00 | modify | 26 | 0.10 | 147.622 | 147.222 | 149.122 | ||
| 83 | 2024.10.09 16:00 | t/p | 26 | 0.10 | 149.122 | 147.222 | 149.122 | 101.50 | 1742.97 |
| 84 | 2024.10.31 08:00 | buy | 27 | 0.10 | 152.276 | 0.000 | 0.000 | ||
| 85 | 2024.10.31 08:00 | modify | 27 | 0.10 | 152.276 | 151.876 | 153.776 | ||
| 86 | 2024.10.31 20:00 | s/l | 27 | 0.10 | 151.876 | 151.876 | 153.776 | -26.33 | 1716.64 |