Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 285.18 | Gross profit | 1099.45 | Gross loss | -814.27 |
| Profit factor | 1.35 | Expected payoff | 6.63 | ||
| Absolute drawdown | 117.13 | Maximal drawdown | 357.26 (28.81%) | Relative drawdown | 28.81% (357.26) |
| Total trades | 43 | Short positions (won %) | 16 (31.25%) | Long positions (won %) | 27 (25.93%) |
| Profit trades (% of total) | 12 (27.91%) | Loss trades (% of total) | 31 (72.09%) | ||
| Largest | profit trade | 106.42 | loss trade | -33.76 | |
| Average | profit trade | 91.62 | loss trade | -26.27 | |
| Maximum | consecutive wins (profit in money) | 2 (193.84) | consecutive losses (loss in money) | 13 (-341.69) | |
| Maximal | consecutive profit (count of wins) | 193.84 (2) | consecutive loss (count of losses) | -341.69 (13) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.02 16:00 | buy | 1 | 0.10 | 153.812 | 0.000 | 0.000 | ||
| 2 | 2024.05.02 16:00 | modify | 1 | 0.10 | 153.812 | 153.412 | 155.312 | ||
| 3 | 2024.05.02 20:00 | s/l | 1 | 0.10 | 153.412 | 153.412 | 155.312 | -26.11 | 973.89 |
| 4 | 2024.05.03 16:00 | buy | 2 | 0.10 | 152.884 | 0.000 | 0.000 | ||
| 5 | 2024.05.03 16:00 | modify | 2 | 0.10 | 152.884 | 152.484 | 154.384 | ||
| 6 | 2024.05.07 04:00 | t/p | 2 | 0.10 | 154.384 | 152.484 | 154.384 | 98.30 | 1072.19 |
| 7 | 2024.05.14 04:00 | sell | 3 | 0.10 | 156.414 | 0.000 | 0.000 | ||
| 8 | 2024.05.14 04:00 | modify | 3 | 0.10 | 156.414 | 156.814 | 154.914 | ||
| 9 | 2024.05.15 16:00 | t/p | 3 | 0.10 | 154.914 | 156.814 | 154.914 | 95.31 | 1167.50 |
| 10 | 2024.05.15 16:00 | buy | 4 | 0.10 | 155.054 | 0.000 | 0.000 | ||
| 11 | 2024.05.15 16:00 | modify | 4 | 0.10 | 155.054 | 154.654 | 156.554 | ||
| 12 | 2024.05.16 00:00 | s/l | 4 | 0.10 | 154.654 | 154.654 | 156.554 | -24.05 | 1143.45 |
| 13 | 2024.06.04 20:00 | buy | 5 | 0.10 | 154.801 | 0.000 | 0.000 | ||
| 14 | 2024.06.04 20:00 | modify | 5 | 0.10 | 154.801 | 154.401 | 156.301 | ||
| 15 | 2024.06.05 12:00 | t/p | 5 | 0.10 | 156.301 | 154.401 | 156.301 | 96.68 | 1240.13 |
| 16 | 2024.06.20 16:00 | sell | 6 | 0.10 | 158.773 | 0.000 | 0.000 | ||
| 17 | 2024.06.20 16:00 | modify | 6 | 0.10 | 158.773 | 159.173 | 157.273 | ||
| 18 | 2024.06.21 16:00 | s/l | 6 | 0.10 | 159.173 | 159.173 | 157.273 | -26.51 | 1213.63 |
| 19 | 2024.06.21 16:00 | sell | 7 | 0.10 | 159.451 | 0.000 | 0.000 | ||
| 20 | 2024.06.21 16:00 | modify | 7 | 0.10 | 159.451 | 159.851 | 157.951 | ||
| 21 | 2024.06.23 20:00 | s/l | 7 | 0.10 | 159.851 | 159.851 | 157.951 | -25.03 | 1188.60 |
| 22 | 2024.06.26 12:00 | sell | 8 | 0.10 | 160.305 | 0.000 | 0.000 | ||
| 23 | 2024.06.26 12:00 | modify | 8 | 0.10 | 160.305 | 160.705 | 158.805 | ||
| 24 | 2024.06.26 16:00 | s/l | 8 | 0.10 | 160.705 | 160.705 | 158.805 | -24.88 | 1163.72 |
| 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 | 158.212 | 160.112 | ||
| 27 | 2024.07.12 00:00 | s/l | 9 | 0.10 | 158.212 | 158.212 | 160.112 | -24.65 | 1139.07 |
| 28 | 2024.07.17 12:00 | buy | 10 | 0.10 | 156.540 | 0.000 | 0.000 | ||
| 29 | 2024.07.17 12:00 | modify | 10 | 0.10 | 156.540 | 156.140 | 158.040 | ||
| 30 | 2024.07.17 20:00 | s/l | 10 | 0.10 | 156.140 | 156.140 | 158.040 | -25.61 | 1113.46 |
| 31 | 2024.07.17 20:00 | buy | 11 | 0.10 | 156.214 | 0.000 | 0.000 | ||
| 32 | 2024.07.17 20:00 | modify | 11 | 0.10 | 156.214 | 155.814 | 157.714 | ||
| 33 | 2024.07.18 00:00 | s/l | 11 | 0.10 | 155.814 | 155.814 | 157.714 | -23.82 | 1089.64 |
| 34 | 2024.07.24 04:00 | buy | 12 | 0.10 | 155.084 | 0.000 | 0.000 | ||
| 35 | 2024.07.24 04:00 | modify | 12 | 0.10 | 155.084 | 154.684 | 156.584 | ||
| 36 | 2024.07.24 08:00 | s/l | 12 | 0.10 | 154.684 | 154.684 | 156.584 | -25.88 | 1063.76 |
| 37 | 2024.07.25 04:00 | buy | 13 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 38 | 2024.07.25 04:00 | modify | 13 | 0.10 | 152.345 | 151.945 | 153.845 | ||
| 39 | 2024.07.25 12:00 | s/l | 13 | 0.10 | 151.945 | 151.945 | 153.845 | -26.19 | 1037.57 |
| 40 | 2024.08.02 16:00 | buy | 14 | 0.10 | 147.011 | 0.000 | 0.000 | ||
| 41 | 2024.08.02 16:00 | modify | 14 | 0.10 | 147.011 | 146.611 | 148.511 | ||
| 42 | 2024.08.02 20:00 | s/l | 14 | 0.10 | 146.611 | 146.611 | 148.511 | -27.29 | 1010.28 |
| 43 | 2024.08.30 20:00 | sell | 15 | 0.10 | 146.184 | 0.000 | 0.000 | ||
| 44 | 2024.08.30 20:00 | modify | 15 | 0.10 | 146.184 | 146.584 | 144.684 | ||
| 45 | 2024.09.02 00:00 | s/l | 15 | 0.10 | 146.584 | 146.584 | 144.684 | -28.75 | 981.53 |
| 46 | 2024.09.02 00:00 | sell | 16 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 47 | 2024.09.02 00:00 | modify | 16 | 0.10 | 146.401 | 146.801 | 144.901 | ||
| 48 | 2024.09.02 12:00 | s/l | 16 | 0.10 | 146.801 | 146.801 | 144.901 | -27.21 | 954.32 |
| 49 | 2024.09.04 16:00 | buy | 17 | 0.10 | 144.337 | 0.000 | 0.000 | ||
| 50 | 2024.09.04 16:00 | modify | 17 | 0.10 | 144.337 | 143.937 | 145.837 | ||
| 51 | 2024.09.04 20:00 | s/l | 17 | 0.10 | 143.937 | 143.937 | 145.837 | -27.81 | 926.51 |
| 52 | 2024.09.06 04:00 | buy | 18 | 0.10 | 143.060 | 0.000 | 0.000 | ||
| 53 | 2024.09.06 04:00 | modify | 18 | 0.10 | 143.060 | 142.660 | 144.560 | ||
| 54 | 2024.09.06 08:00 | s/l | 18 | 0.10 | 142.660 | 142.660 | 144.560 | -28.07 | 898.44 |
| 55 | 2024.09.16 08:00 | buy | 19 | 0.10 | 139.906 | 0.000 | 0.000 | ||
| 56 | 2024.09.16 08:00 | modify | 19 | 0.10 | 139.906 | 139.506 | 141.406 | ||
| 57 | 2024.09.17 16:00 | t/p | 19 | 0.10 | 141.406 | 139.506 | 141.406 | 106.42 | 1004.86 |
| 58 | 2024.10.02 16:00 | sell | 20 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 59 | 2024.10.02 16:00 | modify | 20 | 0.10 | 146.046 | 146.446 | 144.546 | ||
| 60 | 2024.10.02 20:00 | s/l | 20 | 0.10 | 146.446 | 146.446 | 144.546 | -27.31 | 977.55 |
| 61 | 2024.10.04 16:00 | sell | 21 | 0.10 | 148.696 | 0.000 | 0.000 | ||
| 62 | 2024.10.04 16:00 | modify | 21 | 0.10 | 148.696 | 149.096 | 147.196 | ||
| 63 | 2024.10.07 00:00 | s/l | 21 | 0.10 | 149.096 | 149.096 | 147.196 | -28.31 | 949.25 |
| 64 | 2024.10.14 12:00 | sell | 22 | 0.10 | 149.641 | 0.000 | 0.000 | ||
| 65 | 2024.10.14 12:00 | modify | 22 | 0.10 | 149.641 | 150.041 | 148.141 | ||
| 66 | 2024.10.17 16:00 | s/l | 22 | 0.10 | 150.041 | 150.041 | 148.141 | -33.76 | 915.49 |
| 67 | 2024.10.23 04:00 | sell | 23 | 0.10 | 151.748 | 0.000 | 0.000 | ||
| 68 | 2024.10.23 04:00 | modify | 23 | 0.10 | 151.748 | 152.148 | 150.248 | ||
| 69 | 2024.10.23 08:00 | s/l | 23 | 0.10 | 152.148 | 152.148 | 150.248 | -26.25 | 889.24 |
| 70 | 2024.10.28 04:00 | sell | 24 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 71 | 2024.10.28 04:00 | modify | 24 | 0.10 | 153.630 | 154.030 | 152.130 | ||
| 72 | 2024.10.31 08:00 | t/p | 24 | 0.10 | 152.130 | 154.030 | 152.130 | 91.38 | 980.62 |
| 73 | 2024.11.13 08:00 | sell | 25 | 0.10 | 155.113 | 0.000 | 0.000 | ||
| 74 | 2024.11.13 08:00 | modify | 25 | 0.10 | 155.113 | 155.513 | 153.613 | ||
| 75 | 2024.11.13 20:00 | s/l | 25 | 0.10 | 155.513 | 155.513 | 153.613 | -25.71 | 954.91 |
| 76 | 2024.11.15 00:00 | sell | 26 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 77 | 2024.11.15 00:00 | modify | 26 | 0.10 | 156.480 | 156.880 | 154.980 | ||
| 78 | 2024.11.15 16:00 | t/p | 26 | 0.10 | 154.980 | 156.880 | 154.980 | 96.79 | 1051.70 |
| 79 | 2024.11.27 08:00 | buy | 27 | 0.10 | 151.981 | 0.000 | 0.000 | ||
| 80 | 2024.11.27 08:00 | modify | 27 | 0.10 | 151.981 | 151.581 | 153.481 | ||
| 81 | 2024.11.27 12:00 | s/l | 27 | 0.10 | 151.581 | 151.581 | 153.481 | -26.40 | 1025.30 |
| 82 | 2024.11.29 04:00 | buy | 28 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 83 | 2024.11.29 04:00 | modify | 28 | 0.10 | 150.126 | 149.726 | 151.626 | ||
| 84 | 2024.11.29 08:00 | s/l | 28 | 0.10 | 149.726 | 149.726 | 151.626 | -26.67 | 998.63 |
| 85 | 2024.11.29 20:00 | buy | 29 | 0.10 | 149.632 | 0.000 | 0.000 | ||
| 86 | 2024.11.29 20:00 | modify | 29 | 0.10 | 149.632 | 149.232 | 151.132 | ||
| 87 | 2024.12.02 20:00 | s/l | 29 | 0.10 | 149.232 | 149.232 | 151.132 | -26.14 | 972.49 |
| 88 | 2024.12.19 04:00 | sell | 30 | 0.10 | 155.257 | 0.000 | 0.000 | ||
| 89 | 2024.12.19 04:00 | modify | 30 | 0.10 | 155.257 | 155.657 | 153.757 | ||
| 90 | 2024.12.19 08:00 | s/l | 30 | 0.10 | 155.657 | 155.657 | 153.757 | -25.56 | 946.93 |
| 91 | 2024.12.26 16:00 | sell | 31 | 0.10 | 158.068 | 0.000 | 0.000 | ||
| 92 | 2024.12.26 16:00 | modify | 31 | 0.10 | 158.068 | 158.468 | 156.568 | ||
| 93 | 2024.12.31 04:00 | t/p | 31 | 0.10 | 156.568 | 158.468 | 156.568 | 91.58 | 1038.51 |
| 94 | 2024.12.31 08:00 | buy | 32 | 0.10 | 156.232 | 0.000 | 0.000 | ||
| 95 | 2024.12.31 08:00 | modify | 32 | 0.10 | 156.232 | 155.832 | 157.732 | ||
| 96 | 2025.01.02 00:00 | t/p | 32 | 0.10 | 157.732 | 155.832 | 157.732 | 97.61 | 1136.12 |
| 97 | 2025.02.05 12:00 | buy | 33 | 0.10 | 152.905 | 0.000 | 0.000 | ||
| 98 | 2025.02.05 12:00 | modify | 33 | 0.10 | 152.905 | 152.505 | 154.405 | ||
| 99 | 2025.02.05 16:00 | s/l | 33 | 0.10 | 152.505 | 152.505 | 154.405 | -26.30 | 1109.82 |
| 100 | 2025.02.07 00:00 | buy | 34 | 0.10 | 151.197 | 0.000 | 0.000 | ||
| 101 | 2025.02.07 00:00 | modify | 34 | 0.10 | 151.197 | 150.797 | 152.697 | ||
| 102 | 2025.02.12 00:00 | t/p | 34 | 0.10 | 152.697 | 150.797 | 152.697 | 100.06 | 1209.88 |
| 103 | 2025.02.12 16:00 | sell | 35 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 104 | 2025.02.12 16:00 | modify | 35 | 0.10 | 154.439 | 154.839 | 152.939 | ||
| 105 | 2025.02.13 20:00 | t/p | 35 | 0.10 | 152.939 | 154.839 | 152.939 | 93.78 | 1303.66 |
| 106 | 2025.02.17 04:00 | buy | 36 | 0.10 | 151.648 | 0.000 | 0.000 | ||
| 107 | 2025.02.17 04:00 | modify | 36 | 0.10 | 151.648 | 151.248 | 153.148 | ||
| 108 | 2025.02.18 00:00 | s/l | 36 | 0.10 | 151.248 | 151.248 | 153.148 | -25.80 | 1277.87 |
| 109 | 2025.02.20 08:00 | buy | 37 | 0.10 | 150.201 | 0.000 | 0.000 | ||
| 110 | 2025.02.20 08:00 | modify | 37 | 0.10 | 150.201 | 149.801 | 151.701 | ||
| 111 | 2025.02.20 16:00 | s/l | 37 | 0.10 | 149.801 | 149.801 | 151.701 | -26.76 | 1251.11 |
| 112 | 2025.02.20 16:00 | buy | 38 | 0.10 | 149.543 | 0.000 | 0.000 | ||
| 113 | 2025.02.20 16:00 | modify | 38 | 0.10 | 149.543 | 149.143 | 151.043 | ||
| 114 | 2025.02.21 20:00 | s/l | 38 | 0.10 | 149.143 | 149.143 | 151.043 | -26.21 | 1224.90 |
| 115 | 2025.04.03 12:00 | buy | 39 | 0.10 | 146.068 | 0.000 | 0.000 | ||
| 116 | 2025.04.03 12:00 | modify | 39 | 0.10 | 146.068 | 145.668 | 147.568 | ||
| 117 | 2025.04.03 16:00 | s/l | 39 | 0.10 | 145.668 | 145.668 | 147.568 | -27.38 | 1197.52 |
| 118 | 2025.04.04 04:00 | buy | 40 | 0.10 | 145.693 | 0.000 | 0.000 | ||
| 119 | 2025.04.04 04:00 | modify | 40 | 0.10 | 145.693 | 145.293 | 147.193 | ||
| 120 | 2025.04.04 08:00 | buy | 41 | 0.10 | 146.300 | 0.000 | 0.000 | ||
| 121 | 2025.04.04 08:00 | modify | 41 | 0.10 | 146.300 | 146.068 | 147.193 | ||
| 122 | 2025.04.04 08:00 | modify | 40 | 0.10 | 145.693 | 146.068 | 147.193 | ||
| 123 | 2025.04.04 12:00 | s/l | 40 | 0.10 | 146.068 | 146.068 | 147.193 | 25.79 | 1223.31 |
| 124 | 2025.04.04 12:00 | s/l | 41 | 0.10 | 146.068 | 146.068 | 147.193 | -15.96 | 1207.35 |
| 125 | 2025.04.21 04:00 | buy | 42 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 126 | 2025.04.21 04:00 | modify | 42 | 0.10 | 140.786 | 140.386 | 142.286 | ||
| 127 | 2025.04.22 04:00 | s/l | 42 | 0.10 | 140.386 | 140.386 | 142.286 | -27.91 | 1179.44 |
| 128 | 2025.04.22 04:00 | buy | 43 | 0.10 | 140.233 | 0.000 | 0.000 | ||
| 129 | 2025.04.22 04:00 | modify | 43 | 0.10 | 140.233 | 139.833 | 141.733 | ||
| 130 | 2025.04.23 00:00 | t/p | 43 | 0.10 | 141.733 | 139.833 | 141.733 | 105.74 | 1285.18 |