Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=70; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 153.09 | Gross profit | 941.26 | Gross loss | -788.17 |
| Profit factor | 1.19 | Expected payoff | 4.64 | ||
| Absolute drawdown | 259.00 | Maximal drawdown | 259.00 (25.90%) | Relative drawdown | 25.90% (259.00) |
| Total trades | 33 | Short positions (won %) | 23 (43.48%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 15 (45.45%) | Loss trades (% of total) | 18 (54.55%) | ||
| Largest | profit trade | 93.31 | loss trade | -59.65 | |
| Average | profit trade | 62.75 | loss trade | -43.79 | |
| Maximum | consecutive wins (profit in money) | 3 (243.60) | consecutive losses (loss in money) | 4 (-207.05) | |
| Maximal | consecutive profit (count of wins) | 243.60 (3) | consecutive loss (count of losses) | -207.05 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 20:00 | sell | 1 | 0.10 | 144.577 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 20:00 | modify | 1 | 0.10 | 144.577 | 145.277 | 143.277 | ||
| 3 | 2024.01.05 08:00 | s/l | 1 | 0.10 | 145.277 | 145.277 | 143.277 | -49.85 | 950.15 |
| 4 | 2024.01.15 20:00 | sell | 2 | 0.10 | 145.789 | 0.000 | 0.000 | ||
| 5 | 2024.01.15 20:00 | modify | 2 | 0.10 | 145.789 | 146.489 | 144.489 | ||
| 6 | 2024.01.16 12:00 | s/l | 2 | 0.10 | 146.489 | 146.489 | 144.489 | -49.35 | 900.80 |
| 7 | 2024.02.04 20:00 | sell | 3 | 0.10 | 148.381 | 0.000 | 0.000 | ||
| 8 | 2024.02.04 20:00 | modify | 3 | 0.10 | 148.381 | 149.081 | 147.081 | ||
| 9 | 2024.02.08 12:00 | s/l | 3 | 0.10 | 149.081 | 149.081 | 147.081 | -56.57 | 844.24 |
| 10 | 2024.02.08 20:00 | sell | 4 | 0.10 | 149.386 | 0.000 | 0.000 | ||
| 11 | 2024.02.08 20:00 | modify | 4 | 0.10 | 149.386 | 150.086 | 148.086 | ||
| 12 | 2024.02.13 16:00 | s/l | 4 | 0.10 | 150.086 | 150.086 | 148.086 | -51.29 | 792.95 |
| 13 | 2024.03.08 20:00 | buy | 5 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 14 | 2024.03.08 20:00 | modify | 5 | 0.10 | 147.078 | 146.378 | 148.378 | ||
| 15 | 2024.03.13 12:00 | buy | 6 | 0.10 | 148.003 | 0.000 | 0.000 | ||
| 16 | 2024.03.13 12:00 | modify | 6 | 0.10 | 148.003 | 147.533 | 148.378 | ||
| 17 | 2024.03.13 12:00 | modify | 5 | 0.10 | 147.078 | 147.533 | 148.378 | ||
| 18 | 2024.03.13 20:00 | s/l | 5 | 0.10 | 147.533 | 147.533 | 148.378 | 33.72 | 826.66 |
| 19 | 2024.03.13 20:00 | s/l | 6 | 0.10 | 147.533 | 147.533 | 148.378 | -31.79 | 794.87 |
| 20 | 2024.03.15 20:00 | sell | 7 | 0.10 | 149.079 | 0.000 | 0.000 | ||
| 21 | 2024.03.15 20:00 | modify | 7 | 0.10 | 149.079 | 149.779 | 147.779 | ||
| 22 | 2024.03.19 04:00 | s/l | 7 | 0.10 | 149.779 | 149.779 | 147.779 | -49.97 | 744.91 |
| 23 | 2024.03.20 16:00 | sell | 8 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 24 | 2024.03.20 16:00 | modify | 8 | 0.10 | 151.661 | 152.361 | 150.361 | ||
| 25 | 2024.03.21 00:00 | sell | 9 | 0.10 | 150.737 | 0.000 | 0.000 | ||
| 26 | 2024.03.21 00:00 | modify | 9 | 0.10 | 150.737 | 151.206 | 150.361 | ||
| 27 | 2024.03.21 00:00 | modify | 8 | 0.10 | 151.661 | 151.206 | 150.361 | ||
| 28 | 2024.03.21 04:00 | t/p | 8 | 0.10 | 150.361 | 151.206 | 150.361 | 81.54 | 826.44 |
| 29 | 2024.03.21 04:00 | t/p | 9 | 0.10 | 150.361 | 151.206 | 150.361 | 24.98 | 851.42 |
| 30 | 2024.04.11 12:00 | sell | 10 | 0.10 | 153.086 | 0.000 | 0.000 | ||
| 31 | 2024.04.11 12:00 | modify | 10 | 0.10 | 153.086 | 153.786 | 151.786 | ||
| 32 | 2024.04.15 08:00 | s/l | 10 | 0.10 | 153.786 | 153.786 | 151.786 | -48.69 | 802.74 |
| 33 | 2024.04.15 20:00 | sell | 11 | 0.10 | 154.223 | 0.000 | 0.000 | ||
| 34 | 2024.04.15 20:00 | modify | 11 | 0.10 | 154.223 | 154.923 | 152.923 | ||
| 35 | 2024.04.24 08:00 | s/l | 11 | 0.10 | 154.923 | 154.923 | 152.923 | -59.65 | 743.09 |
| 36 | 2024.05.03 20:00 | buy | 12 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 37 | 2024.05.03 20:00 | modify | 12 | 0.10 | 152.918 | 152.218 | 154.218 | ||
| 38 | 2024.05.07 00:00 | t/p | 12 | 0.10 | 154.218 | 152.218 | 154.218 | 86.25 | 829.34 |
| 39 | 2024.05.08 16:00 | sell | 13 | 0.10 | 155.426 | 0.000 | 0.000 | ||
| 40 | 2024.05.08 16:00 | modify | 13 | 0.10 | 155.426 | 156.126 | 154.126 | ||
| 41 | 2024.05.13 16:00 | s/l | 13 | 0.10 | 156.126 | 156.126 | 154.126 | -52.85 | 776.49 |
| 42 | 2024.05.14 12:00 | sell | 14 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 43 | 2024.05.14 12:00 | modify | 14 | 0.10 | 156.450 | 157.150 | 155.150 | ||
| 44 | 2024.05.15 16:00 | t/p | 14 | 0.10 | 155.150 | 157.150 | 155.150 | 82.23 | 858.72 |
| 45 | 2024.06.04 16:00 | buy | 15 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 46 | 2024.06.04 16:00 | modify | 15 | 0.10 | 154.902 | 154.202 | 156.202 | ||
| 47 | 2024.06.05 12:00 | t/p | 15 | 0.10 | 156.202 | 154.202 | 156.202 | 84.23 | 942.95 |
| 48 | 2024.07.10 20:00 | sell | 16 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 49 | 2024.07.10 20:00 | modify | 16 | 0.10 | 161.734 | 162.434 | 160.434 | ||
| 50 | 2024.07.11 16:00 | t/p | 16 | 0.10 | 160.434 | 162.434 | 160.434 | 77.14 | 1020.09 |
| 51 | 2024.07.11 20:00 | buy | 17 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 52 | 2024.07.11 20:00 | modify | 17 | 0.10 | 158.854 | 158.154 | 160.154 | ||
| 53 | 2024.07.12 00:00 | s/l | 17 | 0.10 | 158.154 | 158.154 | 160.154 | -43.24 | 976.84 |
| 54 | 2024.07.17 16:00 | buy | 18 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 55 | 2024.07.17 16:00 | modify | 18 | 0.10 | 156.596 | 155.896 | 157.896 | ||
| 56 | 2024.07.18 00:00 | s/l | 18 | 0.10 | 155.896 | 155.896 | 157.896 | -42.02 | 934.82 |
| 57 | 2024.07.30 12:00 | sell | 19 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 58 | 2024.07.30 12:00 | modify | 19 | 0.10 | 154.884 | 155.584 | 153.584 | ||
| 59 | 2024.07.30 20:00 | t/p | 19 | 0.10 | 153.584 | 155.584 | 153.584 | 84.80 | 1019.62 |
| 60 | 2024.09.01 20:00 | sell | 20 | 0.10 | 145.971 | 0.000 | 0.000 | ||
| 61 | 2024.09.01 20:00 | modify | 20 | 0.10 | 145.971 | 146.671 | 144.671 | ||
| 62 | 2024.09.02 12:00 | s/l | 20 | 0.10 | 146.671 | 146.671 | 144.671 | -49.22 | 970.40 |
| 63 | 2024.09.16 12:00 | buy | 21 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 64 | 2024.09.16 12:00 | modify | 21 | 0.10 | 139.914 | 139.214 | 141.214 | ||
| 65 | 2024.09.16 16:00 | buy | 22 | 0.10 | 140.827 | 0.000 | 0.000 | ||
| 66 | 2024.09.16 16:00 | modify | 22 | 0.10 | 140.827 | 140.369 | 141.214 | ||
| 67 | 2024.09.16 16:00 | modify | 21 | 0.10 | 139.914 | 140.369 | 141.214 | ||
| 68 | 2024.09.17 00:00 | t/p | 21 | 0.10 | 141.214 | 140.369 | 141.214 | 93.31 | 1063.71 |
| 69 | 2024.09.17 00:00 | t/p | 22 | 0.10 | 141.214 | 140.369 | 141.214 | 28.47 | 1092.18 |
| 70 | 2024.10.06 20:00 | sell | 23 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 71 | 2024.10.06 20:00 | modify | 23 | 0.10 | 148.653 | 149.353 | 147.353 | ||
| 72 | 2024.10.07 16:00 | sell | 24 | 0.10 | 148.124 | 0.000 | 0.000 | ||
| 73 | 2024.10.07 16:00 | modify | 24 | 0.10 | 148.124 | 148.588 | 147.353 | ||
| 74 | 2024.10.07 16:00 | modify | 23 | 0.10 | 148.653 | 148.588 | 147.353 | ||
| 75 | 2024.10.09 08:00 | s/l | 23 | 0.10 | 148.588 | 148.588 | 147.353 | -0.45 | 1091.73 |
| 76 | 2024.10.09 08:00 | s/l | 24 | 0.10 | 148.588 | 148.588 | 147.353 | -34.45 | 1057.28 |
| 77 | 2024.10.14 20:00 | sell | 25 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 78 | 2024.10.14 20:00 | modify | 25 | 0.10 | 149.763 | 150.463 | 148.463 | ||
| 79 | 2024.10.15 08:00 | sell | 26 | 0.10 | 149.235 | 0.000 | 0.000 | ||
| 80 | 2024.10.15 08:00 | modify | 26 | 0.10 | 149.235 | 149.698 | 148.463 | ||
| 81 | 2024.10.15 08:00 | modify | 25 | 0.10 | 149.763 | 149.698 | 148.463 | ||
| 82 | 2024.10.16 16:00 | s/l | 25 | 0.10 | 149.698 | 149.698 | 148.463 | 1.13 | 1058.42 |
| 83 | 2024.10.16 16:00 | s/l | 26 | 0.10 | 149.698 | 149.698 | 148.463 | -32.52 | 1025.90 |
| 84 | 2024.10.23 16:00 | sell | 27 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 85 | 2024.10.23 16:00 | modify | 27 | 0.10 | 152.821 | 153.521 | 151.521 | ||
| 86 | 2024.10.25 08:00 | t/p | 27 | 0.10 | 151.521 | 153.521 | 151.521 | 79.10 | 1105.00 |
| 87 | 2024.11.17 20:00 | buy | 28 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 88 | 2024.11.17 20:00 | modify | 28 | 0.10 | 154.379 | 153.679 | 155.679 | ||
| 89 | 2024.11.19 12:00 | s/l | 28 | 0.10 | 153.679 | 153.679 | 155.679 | -43.47 | 1061.53 |
| 90 | 2024.11.29 12:00 | buy | 29 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 91 | 2024.11.29 12:00 | modify | 29 | 0.10 | 150.066 | 149.366 | 151.366 | ||
| 92 | 2024.12.02 20:00 | s/l | 29 | 0.10 | 149.366 | 149.366 | 151.366 | -45.83 | 1015.70 |
| 93 | 2024.12.15 20:00 | sell | 30 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 94 | 2024.12.15 20:00 | modify | 30 | 0.10 | 153.573 | 154.273 | 152.273 | ||
| 95 | 2024.12.16 16:00 | s/l | 30 | 0.10 | 154.273 | 154.273 | 152.273 | -46.98 | 968.72 |
| 96 | 2024.12.19 20:00 | sell | 31 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 97 | 2024.12.19 20:00 | modify | 31 | 0.10 | 157.420 | 158.120 | 156.120 | ||
| 98 | 2024.12.20 16:00 | sell | 32 | 0.10 | 156.501 | 0.000 | 0.000 | ||
| 99 | 2024.12.20 16:00 | modify | 32 | 0.10 | 156.501 | 156.965 | 156.120 | ||
| 100 | 2024.12.20 16:00 | modify | 31 | 0.10 | 157.420 | 156.965 | 156.120 | ||
| 101 | 2024.12.20 20:00 | t/p | 31 | 0.10 | 156.120 | 156.965 | 156.120 | 81.70 | 1050.42 |
| 102 | 2024.12.20 20:00 | t/p | 32 | 0.10 | 156.120 | 156.965 | 156.120 | 24.41 | 1074.83 |
| 103 | 2024.12.26 20:00 | sell | 33 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 104 | 2024.12.26 20:00 | modify | 33 | 0.10 | 157.985 | 158.685 | 156.685 | ||
| 105 | 2024.12.31 04:00 | t/p | 33 | 0.10 | 156.685 | 158.685 | 156.685 | 78.26 | 1153.09 |