Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| 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=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 748.57 | Gross profit | 1704.88 | Gross loss | -956.32 |
| Profit factor | 1.78 | Expected payoff | 20.23 | ||
| Absolute drawdown | 53.05 | Maximal drawdown | 362.67 (20.86%) | Relative drawdown | 20.86% (362.67) |
| Total trades | 37 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 23 (65.22%) |
| Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
| Largest | profit trade | 70.73 | loss trade | -108.55 | |
| Average | profit trade | 65.57 | loss trade | -86.94 | |
| Maximum | consecutive wins (profit in money) | 5 (338.65) | consecutive losses (loss in money) | 3 (-132.58) | |
| Maximal | consecutive profit (count of wins) | 338.65 (5) | consecutive loss (count of losses) | -206.38 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 08:00 | buy | 1 | 0.10 | 161.191 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 08:00 | modify | 1 | 0.10 | 161.191 | 159.691 | 162.191 | ||
| 3 | 2024.03.15 16:00 | t/p | 1 | 0.10 | 162.191 | 159.691 | 162.191 | 70.73 | 1070.73 |
| 4 | 2024.03.20 04:00 | sell | 2 | 0.10 | 164.476 | 0.000 | 0.000 | ||
| 5 | 2024.03.20 04:00 | modify | 2 | 0.10 | 164.476 | 165.976 | 163.476 | ||
| 6 | 2024.03.25 00:00 | t/p | 2 | 0.10 | 163.476 | 165.976 | 163.476 | 62.34 | 1133.07 |
| 7 | 2024.04.26 08:00 | sell | 3 | 0.10 | 168.119 | 0.000 | 0.000 | ||
| 8 | 2024.04.26 08:00 | modify | 3 | 0.10 | 168.119 | 169.619 | 167.119 | ||
| 9 | 2024.04.26 12:00 | t/p | 3 | 0.10 | 167.119 | 169.619 | 167.119 | 67.53 | 1200.60 |
| 10 | 2024.04.29 08:00 | buy | 4 | 0.10 | 166.737 | 0.000 | 0.000 | ||
| 11 | 2024.04.29 08:00 | modify | 4 | 0.10 | 166.737 | 165.237 | 167.737 | ||
| 12 | 2024.04.29 16:00 | t/p | 4 | 0.10 | 167.737 | 165.237 | 167.737 | 67.56 | 1268.16 |
| 13 | 2024.05.02 12:00 | buy | 5 | 0.10 | 165.645 | 0.000 | 0.000 | ||
| 14 | 2024.05.02 12:00 | modify | 5 | 0.10 | 165.645 | 164.145 | 166.645 | ||
| 15 | 2024.05.03 00:00 | s/l | 5 | 0.10 | 164.145 | 164.145 | 166.645 | -100.93 | 1167.23 |
| 16 | 2024.06.04 12:00 | buy | 6 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 17 | 2024.06.04 12:00 | modify | 6 | 0.10 | 168.234 | 166.734 | 169.234 | ||
| 18 | 2024.06.05 04:00 | t/p | 6 | 0.10 | 169.234 | 166.734 | 169.234 | 67.96 | 1235.19 |
| 19 | 2024.07.11 16:00 | buy | 7 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 20 | 2024.07.11 16:00 | modify | 7 | 0.10 | 172.409 | 170.909 | 173.409 | ||
| 21 | 2024.07.12 12:00 | t/p | 7 | 0.10 | 173.409 | 170.909 | 173.409 | 67.96 | 1303.14 |
| 22 | 2024.07.24 04:00 | buy | 8 | 0.10 | 168.184 | 0.000 | 0.000 | ||
| 23 | 2024.07.24 04:00 | modify | 8 | 0.10 | 168.184 | 166.684 | 169.184 | ||
| 24 | 2024.07.24 16:00 | s/l | 8 | 0.10 | 166.684 | 166.684 | 169.184 | -101.33 | 1201.81 |
| 25 | 2024.07.25 04:00 | buy | 9 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 26 | 2024.07.25 04:00 | modify | 9 | 0.10 | 165.183 | 163.683 | 166.183 | ||
| 27 | 2024.07.25 16:00 | t/p | 9 | 0.10 | 166.183 | 163.683 | 166.183 | 67.55 | 1269.36 |
| 28 | 2024.07.26 12:00 | sell | 10 | 0.10 | 167.925 | 0.000 | 0.000 | ||
| 29 | 2024.07.26 12:00 | modify | 10 | 0.10 | 167.925 | 169.425 | 166.925 | ||
| 30 | 2024.07.26 16:00 | t/p | 10 | 0.10 | 166.925 | 169.425 | 166.925 | 67.53 | 1336.89 |
| 31 | 2024.07.31 08:00 | buy | 11 | 0.10 | 163.293 | 0.000 | 0.000 | ||
| 32 | 2024.07.31 08:00 | modify | 11 | 0.10 | 163.293 | 161.793 | 164.293 | ||
| 33 | 2024.08.01 04:00 | s/l | 11 | 0.10 | 161.793 | 161.793 | 164.293 | -100.15 | 1236.74 |
| 34 | 2024.08.07 04:00 | sell | 12 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 35 | 2024.08.07 04:00 | modify | 12 | 0.10 | 160.604 | 162.104 | 159.604 | ||
| 36 | 2024.08.07 08:00 | t/p | 12 | 0.10 | 159.604 | 162.104 | 159.604 | 67.53 | 1304.27 |
| 37 | 2024.08.15 16:00 | sell | 13 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 38 | 2024.08.15 16:00 | modify | 13 | 0.10 | 163.585 | 165.085 | 162.585 | ||
| 39 | 2024.08.16 16:00 | t/p | 13 | 0.10 | 162.585 | 165.085 | 162.585 | 66.49 | 1370.77 |
| 40 | 2024.08.19 04:00 | buy | 14 | 0.10 | 161.706 | 0.000 | 0.000 | ||
| 41 | 2024.08.19 04:00 | modify | 14 | 0.10 | 161.706 | 160.206 | 162.706 | ||
| 42 | 2024.08.20 00:00 | t/p | 14 | 0.10 | 162.706 | 160.206 | 162.706 | 67.95 | 1438.71 |
| 43 | 2024.09.06 16:00 | buy | 15 | 0.10 | 157.609 | 0.000 | 0.000 | ||
| 44 | 2024.09.06 16:00 | modify | 15 | 0.10 | 157.609 | 156.109 | 158.609 | ||
| 45 | 2024.09.09 12:00 | t/p | 15 | 0.10 | 158.609 | 156.109 | 158.609 | 67.95 | 1506.66 |
| 46 | 2024.09.11 04:00 | buy | 16 | 0.10 | 156.108 | 0.000 | 0.000 | ||
| 47 | 2024.09.11 04:00 | modify | 16 | 0.10 | 156.108 | 154.608 | 157.108 | ||
| 48 | 2024.09.12 04:00 | t/p | 16 | 0.10 | 157.108 | 154.608 | 157.108 | 68.74 | 1575.40 |
| 49 | 2024.09.17 16:00 | sell | 17 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 50 | 2024.09.17 16:00 | modify | 17 | 0.10 | 157.615 | 159.115 | 156.615 | ||
| 51 | 2024.09.19 04:00 | s/l | 17 | 0.10 | 159.115 | 159.115 | 156.615 | -105.45 | 1469.95 |
| 52 | 2024.09.19 12:00 | sell | 18 | 0.10 | 159.475 | 0.000 | 0.000 | ||
| 53 | 2024.09.19 12:00 | modify | 18 | 0.10 | 159.475 | 160.975 | 158.475 | ||
| 54 | 2024.09.20 08:00 | t/p | 18 | 0.10 | 158.475 | 160.975 | 158.475 | 66.49 | 1536.44 |
| 55 | 2024.09.20 12:00 | sell | 19 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 56 | 2024.09.20 12:00 | modify | 19 | 0.10 | 160.974 | 162.474 | 159.974 | ||
| 57 | 2024.09.23 08:00 | t/p | 19 | 0.10 | 159.974 | 162.474 | 159.974 | 66.49 | 1602.93 |
| 58 | 2024.09.27 08:00 | buy | 20 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 59 | 2024.09.27 08:00 | modify | 20 | 0.10 | 159.441 | 157.941 | 160.441 | ||
| 60 | 2024.10.01 04:00 | t/p | 20 | 0.10 | 160.441 | 157.941 | 160.441 | 68.35 | 1671.29 |
| 61 | 2024.10.01 04:00 | sell | 21 | 0.10 | 160.692 | 0.000 | 0.000 | ||
| 62 | 2024.10.01 04:00 | modify | 21 | 0.10 | 160.692 | 162.192 | 159.692 | ||
| 63 | 2024.10.01 12:00 | t/p | 21 | 0.10 | 159.692 | 162.192 | 159.692 | 67.53 | 1738.82 |
| 64 | 2024.10.02 16:00 | sell | 22 | 0.10 | 161.373 | 0.000 | 0.000 | ||
| 65 | 2024.10.02 16:00 | modify | 22 | 0.10 | 161.373 | 162.873 | 160.373 | ||
| 66 | 2024.10.04 16:00 | s/l | 22 | 0.10 | 162.873 | 162.873 | 160.373 | -105.44 | 1633.38 |
| 67 | 2024.11.21 16:00 | buy | 23 | 0.10 | 162.225 | 0.000 | 0.000 | ||
| 68 | 2024.11.21 16:00 | modify | 23 | 0.10 | 162.225 | 160.725 | 163.225 | ||
| 69 | 2024.11.22 12:00 | s/l | 23 | 0.10 | 160.725 | 160.725 | 163.225 | -100.94 | 1532.43 |
| 70 | 2024.11.22 12:00 | buy | 24 | 0.10 | 160.768 | 0.000 | 0.000 | ||
| 71 | 2024.11.22 12:00 | modify | 24 | 0.10 | 160.768 | 159.268 | 161.768 | ||
| 72 | 2024.11.22 16:00 | buy | 25 | 0.10 | 161.286 | 0.000 | 0.000 | ||
| 73 | 2024.11.22 16:00 | modify | 25 | 0.10 | 161.286 | 161.068 | 161.768 | ||
| 74 | 2024.11.22 16:00 | buy | 26 | 0.10 | 161.286 | 0.000 | 0.000 | ||
| 75 | 2024.11.22 16:00 | modify | 26 | 0.10 | 161.286 | 161.018 | 161.768 | ||
| 76 | 2024.11.22 16:00 | modify | 24 | 0.10 | 160.768 | 161.018 | 161.768 | ||
| 77 | 2024.11.22 20:00 | s/l | 24 | 0.10 | 161.018 | 161.018 | 161.768 | 16.89 | 1549.32 |
| 78 | 2024.11.22 20:00 | s/l | 25 | 0.10 | 161.068 | 161.068 | 161.768 | -14.73 | 1534.59 |
| 79 | 2024.11.22 20:00 | s/l | 26 | 0.10 | 161.018 | 161.018 | 161.768 | -18.10 | 1516.49 |
| 80 | 2024.11.27 08:00 | buy | 27 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 81 | 2024.11.27 08:00 | modify | 27 | 0.10 | 159.549 | 158.049 | 160.549 | ||
| 82 | 2024.11.29 20:00 | s/l | 27 | 0.10 | 158.049 | 158.049 | 160.549 | -99.75 | 1416.74 |
| 83 | 2024.12.02 16:00 | buy | 28 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 84 | 2024.12.02 16:00 | modify | 28 | 0.10 | 156.928 | 155.428 | 157.928 | ||
| 85 | 2024.12.03 12:00 | t/p | 28 | 0.10 | 157.928 | 155.428 | 157.928 | 67.96 | 1484.69 |
| 86 | 2024.12.19 08:00 | sell | 29 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 87 | 2024.12.19 08:00 | modify | 29 | 0.10 | 162.652 | 164.152 | 161.652 | ||
| 88 | 2024.12.26 16:00 | s/l | 29 | 0.10 | 164.152 | 164.152 | 161.652 | -108.55 | 1376.14 |
| 89 | 2025.01.06 12:00 | sell | 30 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 90 | 2025.01.06 12:00 | modify | 30 | 0.10 | 163.828 | 165.328 | 162.828 | ||
| 91 | 2025.01.06 16:00 | t/p | 30 | 0.10 | 162.828 | 165.328 | 162.828 | 67.53 | 1443.67 |
| 92 | 2025.01.13 04:00 | buy | 31 | 0.10 | 160.830 | 0.000 | 0.000 | ||
| 93 | 2025.01.13 04:00 | modify | 31 | 0.10 | 160.830 | 159.330 | 161.830 | ||
| 94 | 2025.01.14 04:00 | t/p | 31 | 0.10 | 161.830 | 159.330 | 161.830 | 67.95 | 1511.62 |
| 95 | 2025.01.14 16:00 | sell | 32 | 0.10 | 162.621 | 0.000 | 0.000 | ||
| 96 | 2025.01.14 16:00 | modify | 32 | 0.10 | 162.621 | 164.121 | 161.621 | ||
| 97 | 2025.01.15 12:00 | t/p | 32 | 0.10 | 161.621 | 164.121 | 161.621 | 66.49 | 1578.11 |
| 98 | 2025.01.16 04:00 | buy | 33 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 99 | 2025.01.16 04:00 | modify | 33 | 0.10 | 160.303 | 158.803 | 161.303 | ||
| 100 | 2025.01.20 12:00 | t/p | 33 | 0.10 | 161.303 | 158.803 | 161.303 | 68.35 | 1646.46 |
| 101 | 2025.02.03 12:00 | buy | 34 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 102 | 2025.02.03 12:00 | modify | 34 | 0.10 | 158.534 | 157.034 | 159.534 | ||
| 103 | 2025.02.03 16:00 | t/p | 34 | 0.10 | 159.534 | 157.034 | 159.534 | 67.55 | 1714.01 |
| 104 | 2025.02.06 16:00 | buy | 35 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 105 | 2025.02.06 16:00 | modify | 35 | 0.10 | 157.322 | 155.822 | 158.322 | ||
| 106 | 2025.02.09 20:00 | s/l | 35 | 0.10 | 155.822 | 155.822 | 158.322 | -100.93 | 1613.08 |
| 107 | 2025.02.13 04:00 | sell | 36 | 0.10 | 160.704 | 0.000 | 0.000 | ||
| 108 | 2025.02.13 04:00 | modify | 36 | 0.10 | 160.704 | 162.204 | 159.704 | ||
| 109 | 2025.02.13 16:00 | t/p | 36 | 0.10 | 159.704 | 162.204 | 159.704 | 67.53 | 1680.61 |
| 110 | 2025.02.20 04:00 | buy | 37 | 0.10 | 156.953 | 0.000 | 0.000 | ||
| 111 | 2025.02.20 04:00 | modify | 37 | 0.10 | 156.953 | 155.453 | 157.953 | ||
| 112 | 2025.02.21 04:00 | t/p | 37 | 0.10 | 157.953 | 155.453 | 157.953 | 67.96 | 1748.57 |