Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar 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=1; RSIHelp="------------------------------------"; RSI_Period=4; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=18; 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 | 470.36 | Gross profit | 1162.67 | Gross loss | -692.31 |
| Profit factor | 1.68 | Expected payoff | 17.42 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 238.13 (18.82%) | Relative drawdown | 18.82% (238.13) |
| Total trades | 27 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 14 (42.86%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 106.97 | loss trade | -72.28 | |
| Average | profit trade | 77.51 | loss trade | -57.69 | |
| Maximum | consecutive wins (profit in money) | 4 (242.12) | consecutive losses (loss in money) | 3 (-193.41) | |
| Maximal | consecutive profit (count of wins) | 242.12 (4) | consecutive loss (count of losses) | -193.41 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.29 04:00 | sell | 1 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 2 | 2024.04.29 04:00 | modify | 1 | 0.10 | 159.396 | 160.396 | 157.896 | ||
| 3 | 2024.04.29 08:00 | t/p | 1 | 0.10 | 157.896 | 160.396 | 157.896 | 96.41 | 1096.41 |
| 4 | 2024.05.02 12:00 | buy | 2 | 0.10 | 154.769 | 0.000 | 0.000 | ||
| 5 | 2024.05.02 12:00 | modify | 2 | 0.10 | 154.769 | 153.769 | 156.269 | ||
| 6 | 2024.05.02 16:00 | s/l | 2 | 0.10 | 153.769 | 153.769 | 156.269 | -65.03 | 1031.38 |
| 7 | 2024.05.03 16:00 | buy | 3 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 8 | 2024.05.03 16:00 | modify | 3 | 0.10 | 152.884 | 151.884 | 154.384 | ||
| 9 | 2024.05.07 04:00 | t/p | 3 | 0.10 | 154.384 | 151.884 | 154.384 | 98.24 | 1129.62 |
| 10 | 2024.05.16 04:00 | buy | 4 | 0.10 | 153.999 | 0.000 | 0.000 | ||
| 11 | 2024.05.16 04:00 | modify | 4 | 0.10 | 153.999 | 152.999 | 155.499 | ||
| 12 | 2024.05.16 16:00 | t/p | 4 | 0.10 | 155.499 | 152.999 | 155.499 | 96.61 | 1226.23 |
| 13 | 2024.07.11 16:00 | buy | 5 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 16:00 | modify | 5 | 0.10 | 158.612 | 157.612 | 160.112 | ||
| 15 | 2024.07.12 16:00 | s/l | 5 | 0.10 | 157.612 | 157.612 | 160.112 | -62.74 | 1163.49 |
| 16 | 2024.07.12 16:00 | buy | 6 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 17 | 2024.07.12 16:00 | modify | 6 | 0.10 | 157.932 | 156.932 | 159.432 | ||
| 18 | 2024.07.17 12:00 | s/l | 6 | 0.10 | 156.932 | 156.932 | 159.432 | -62.12 | 1101.37 |
| 19 | 2024.07.24 16:00 | buy | 7 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 20 | 2024.07.24 16:00 | modify | 7 | 0.10 | 153.413 | 152.413 | 154.913 | ||
| 21 | 2024.07.25 04:00 | s/l | 7 | 0.10 | 152.413 | 152.413 | 154.913 | -63.88 | 1037.48 |
| 22 | 2024.07.25 04:00 | buy | 8 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 04:00 | modify | 8 | 0.10 | 152.345 | 151.345 | 153.845 | ||
| 24 | 2024.07.25 16:00 | t/p | 8 | 0.10 | 153.845 | 151.345 | 153.845 | 97.42 | 1134.90 |
| 25 | 2024.08.02 16:00 | buy | 9 | 0.10 | 147.011 | 0.000 | 0.000 | ||
| 26 | 2024.08.02 16:00 | modify | 9 | 0.10 | 147.011 | 146.011 | 148.511 | ||
| 27 | 2024.08.05 00:00 | s/l | 9 | 0.10 | 146.011 | 146.011 | 148.511 | -68.09 | 1066.82 |
| 28 | 2024.08.07 04:00 | sell | 10 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 29 | 2024.08.07 04:00 | modify | 10 | 0.10 | 147.129 | 148.129 | 145.629 | ||
| 30 | 2024.08.08 00:00 | t/p | 10 | 0.10 | 145.629 | 148.129 | 145.629 | 98.32 | 1165.13 |
| 31 | 2024.08.15 16:00 | sell | 11 | 0.10 | 148.913 | 0.000 | 0.000 | ||
| 32 | 2024.08.15 16:00 | modify | 11 | 0.10 | 148.913 | 149.913 | 147.413 | ||
| 33 | 2024.08.16 20:00 | sell | 12 | 0.10 | 147.699 | 0.000 | 0.000 | ||
| 34 | 2024.08.16 20:00 | modify | 12 | 0.10 | 147.699 | 148.388 | 147.413 | ||
| 35 | 2024.08.16 20:00 | modify | 11 | 0.10 | 148.913 | 148.388 | 147.413 | ||
| 36 | 2024.08.19 04:00 | t/p | 11 | 0.10 | 147.413 | 148.388 | 147.413 | 99.59 | 1264.73 |
| 37 | 2024.08.19 04:00 | t/p | 12 | 0.10 | 147.413 | 148.388 | 147.413 | 18.12 | 1282.85 |
| 38 | 2024.08.19 08:00 | buy | 13 | 0.10 | 146.132 | 0.000 | 0.000 | ||
| 39 | 2024.08.19 08:00 | modify | 13 | 0.10 | 146.132 | 145.132 | 147.632 | ||
| 40 | 2024.08.20 00:00 | buy | 14 | 0.10 | 146.741 | 0.000 | 0.000 | ||
| 41 | 2024.08.20 00:00 | modify | 14 | 0.10 | 146.741 | 146.507 | 147.632 | ||
| 42 | 2024.08.20 00:00 | modify | 13 | 0.10 | 146.132 | 146.507 | 147.632 | ||
| 43 | 2024.08.20 04:00 | s/l | 13 | 0.10 | 146.507 | 146.507 | 147.632 | 26.09 | 1308.94 |
| 44 | 2024.08.20 04:00 | s/l | 14 | 0.10 | 146.507 | 146.507 | 147.632 | -15.91 | 1293.03 |
| 45 | 2024.09.11 08:00 | buy | 15 | 0.10 | 141.416 | 0.000 | 0.000 | ||
| 46 | 2024.09.11 08:00 | modify | 15 | 0.10 | 141.416 | 140.416 | 142.916 | ||
| 47 | 2024.09.12 04:00 | t/p | 15 | 0.10 | 142.916 | 140.416 | 142.916 | 106.97 | 1400.00 |
| 48 | 2024.09.19 04:00 | sell | 16 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 49 | 2024.09.19 04:00 | modify | 16 | 0.10 | 143.168 | 144.168 | 141.668 | ||
| 50 | 2024.09.20 12:00 | s/l | 16 | 0.10 | 144.168 | 144.168 | 141.668 | -70.72 | 1329.28 |
| 51 | 2024.09.27 16:00 | buy | 17 | 0.10 | 142.629 | 0.000 | 0.000 | ||
| 52 | 2024.09.27 16:00 | modify | 17 | 0.10 | 142.629 | 141.629 | 144.129 | ||
| 53 | 2024.10.01 04:00 | t/p | 17 | 0.10 | 144.129 | 141.629 | 144.129 | 105.15 | 1434.43 |
| 54 | 2024.10.02 16:00 | sell | 18 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 55 | 2024.10.02 16:00 | modify | 18 | 0.10 | 146.046 | 147.046 | 144.546 | ||
| 56 | 2024.10.03 04:00 | s/l | 18 | 0.10 | 147.046 | 147.046 | 144.546 | -72.28 | 1362.14 |
| 57 | 2024.10.04 16:00 | sell | 19 | 0.10 | 148.696 | 0.000 | 0.000 | ||
| 58 | 2024.10.04 16:00 | modify | 19 | 0.10 | 148.696 | 149.696 | 147.196 | ||
| 59 | 2024.10.07 20:00 | sell | 20 | 0.10 | 148.073 | 0.000 | 0.000 | ||
| 60 | 2024.10.07 20:00 | modify | 20 | 0.10 | 148.073 | 148.321 | 147.196 | ||
| 61 | 2024.10.07 20:00 | modify | 19 | 0.10 | 148.696 | 148.321 | 147.196 | ||
| 62 | 2024.10.08 16:00 | s/l | 19 | 0.10 | 148.321 | 148.321 | 147.196 | 22.49 | 1384.64 |
| 63 | 2024.10.08 16:00 | s/l | 20 | 0.10 | 148.321 | 148.321 | 147.196 | -18.13 | 1366.51 |
| 64 | 2024.10.23 12:00 | sell | 21 | 0.10 | 153.053 | 0.000 | 0.000 | ||
| 65 | 2024.10.23 12:00 | modify | 21 | 0.10 | 153.053 | 154.053 | 151.553 | ||
| 66 | 2024.10.24 20:00 | sell | 22 | 0.10 | 151.840 | 0.000 | 0.000 | ||
| 67 | 2024.10.24 20:00 | modify | 22 | 0.10 | 151.840 | 152.528 | 151.553 | ||
| 68 | 2024.10.24 20:00 | modify | 21 | 0.10 | 153.053 | 152.528 | 151.553 | ||
| 69 | 2024.10.25 08:00 | t/p | 21 | 0.10 | 151.553 | 152.528 | 151.553 | 93.11 | 1459.62 |
| 70 | 2024.10.25 08:00 | t/p | 22 | 0.10 | 151.553 | 152.528 | 151.553 | 17.49 | 1477.11 |
| 71 | 2024.11.06 04:00 | sell | 23 | 0.10 | 153.934 | 0.000 | 0.000 | ||
| 72 | 2024.11.06 04:00 | modify | 23 | 0.10 | 153.934 | 154.934 | 152.434 | ||
| 73 | 2024.11.08 12:00 | t/p | 23 | 0.10 | 152.434 | 154.934 | 152.434 | 92.80 | 1569.91 |
| 74 | 2024.11.27 12:00 | buy | 24 | 0.10 | 151.515 | 0.000 | 0.000 | ||
| 75 | 2024.11.27 12:00 | modify | 24 | 0.10 | 151.515 | 150.515 | 153.015 | ||
| 76 | 2024.11.27 20:00 | s/l | 24 | 0.10 | 150.515 | 150.515 | 153.015 | -66.22 | 1503.69 |
| 77 | 2024.12.19 08:00 | sell | 25 | 0.10 | 156.475 | 0.000 | 0.000 | ||
| 78 | 2024.12.19 08:00 | modify | 25 | 0.10 | 156.475 | 157.475 | 154.975 | ||
| 79 | 2024.12.19 16:00 | s/l | 25 | 0.10 | 157.475 | 157.475 | 154.975 | -63.40 | 1440.29 |
| 80 | 2025.02.05 16:00 | buy | 26 | 0.10 | 152.166 | 0.000 | 0.000 | ||
| 81 | 2025.02.05 16:00 | modify | 26 | 0.10 | 152.166 | 151.166 | 153.666 | ||
| 82 | 2025.02.07 00:00 | s/l | 26 | 0.10 | 151.166 | 151.166 | 153.666 | -63.79 | 1376.50 |
| 83 | 2025.02.12 16:00 | sell | 27 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 84 | 2025.02.12 16:00 | modify | 27 | 0.10 | 154.439 | 155.439 | 152.939 | ||
| 85 | 2025.02.13 20:00 | t/p | 27 | 0.10 | 152.939 | 155.439 | 152.939 | 93.87 | 1470.36 |