Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=0; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 654.19 | Gross profit | 1195.98 | Gross loss | -541.79 |
| Profit factor | 2.21 | Expected payoff | 24.23 | ||
| Absolute drawdown | 11.38 | Maximal drawdown | 124.14 (1.19%) | Relative drawdown | 1.19% (124.14) |
| Total trades | 27 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 14 (51.85%) | Loss trades (% of total) | 13 (48.15%) | ||
| Largest | profit trade | 105.19 | loss trade | -49.15 | |
| Average | profit trade | 85.43 | loss trade | -41.68 | |
| Maximum | consecutive wins (profit in money) | 3 (298.87) | consecutive losses (loss in money) | 3 (-121.87) | |
| Maximal | consecutive profit (count of wins) | 298.87 (3) | consecutive loss (count of losses) | -121.87 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 00:00 | sell | 1 | 0.10 | 144.951 | 0.000 | 0.000 | ||
| 2 | 2022.12.13 00:00 | modify | 1 | 0.10 | 144.951 | 145.551 | 143.551 | ||
| 3 | 2022.12.13 20:00 | t/p | 1 | 0.10 | 143.551 | 145.551 | 143.551 | 96.50 | 10096.50 |
| 4 | 2022.12.15 20:00 | sell | 2 | 0.10 | 146.450 | 0.000 | 0.000 | ||
| 5 | 2022.12.15 20:00 | modify | 2 | 0.10 | 146.450 | 147.050 | 145.050 | ||
| 6 | 2022.12.16 12:00 | sell | 3 | 0.10 | 145.727 | 0.000 | 0.000 | ||
| 7 | 2022.12.16 12:00 | modify | 3 | 0.10 | 145.727 | 146.100 | 145.050 | ||
| 8 | 2022.12.16 12:00 | modify | 2 | 0.10 | 146.450 | 146.100 | 145.050 | ||
| 9 | 2022.12.16 16:00 | t/p | 2 | 0.10 | 145.050 | 146.100 | 145.050 | 95.21 | 10191.71 |
| 10 | 2022.12.16 16:00 | t/p | 3 | 0.10 | 145.050 | 146.100 | 145.050 | 46.67 | 10238.38 |
| 11 | 2022.12.28 00:00 | sell | 4 | 0.10 | 141.987 | 0.000 | 0.000 | ||
| 12 | 2022.12.28 00:00 | modify | 4 | 0.10 | 141.987 | 142.587 | 140.587 | ||
| 13 | 2022.12.28 04:00 | s/l | 4 | 0.10 | 142.587 | 142.587 | 140.587 | -41.36 | 10197.02 |
| 14 | 2023.02.15 20:00 | sell | 5 | 0.10 | 143.308 | 0.000 | 0.000 | ||
| 15 | 2023.02.15 20:00 | modify | 5 | 0.10 | 143.308 | 143.908 | 141.908 | ||
| 16 | 2023.02.21 12:00 | s/l | 5 | 0.10 | 143.908 | 143.908 | 141.908 | -49.15 | 10147.87 |
| 17 | 2023.02.24 00:00 | buy | 6 | 0.10 | 142.692 | 0.000 | 0.000 | ||
| 18 | 2023.02.24 00:00 | modify | 6 | 0.10 | 142.692 | 142.092 | 144.092 | ||
| 19 | 2023.02.27 16:00 | t/p | 6 | 0.10 | 144.092 | 142.092 | 144.092 | 97.44 | 10245.31 |
| 20 | 2023.03.09 16:00 | buy | 7 | 0.10 | 144.101 | 0.000 | 0.000 | ||
| 21 | 2023.03.09 16:00 | modify | 7 | 0.10 | 144.101 | 143.501 | 145.501 | ||
| 22 | 2023.03.10 16:00 | s/l | 7 | 0.10 | 143.501 | 143.501 | 145.501 | -40.64 | 10204.67 |
| 23 | 2023.04.05 20:00 | buy | 8 | 0.10 | 143.119 | 0.000 | 0.000 | ||
| 24 | 2023.04.05 20:00 | modify | 8 | 0.10 | 143.119 | 142.519 | 144.519 | ||
| 25 | 2023.04.07 04:00 | buy | 9 | 0.10 | 143.832 | 0.000 | 0.000 | ||
| 26 | 2023.04.07 04:00 | modify | 9 | 0.10 | 143.832 | 143.469 | 144.519 | ||
| 27 | 2023.04.07 04:00 | modify | 8 | 0.10 | 143.119 | 143.469 | 144.519 | ||
| 28 | 2023.04.10 04:00 | t/p | 8 | 0.10 | 144.519 | 143.469 | 144.519 | 100.54 | 10305.20 |
| 29 | 2023.04.10 04:00 | t/p | 9 | 0.10 | 144.519 | 143.469 | 144.519 | 48.21 | 10353.41 |
| 30 | 2023.04.12 00:00 | sell | 10 | 0.10 | 145.835 | 0.000 | 0.000 | ||
| 31 | 2023.04.12 00:00 | modify | 10 | 0.10 | 145.835 | 146.435 | 144.435 | ||
| 32 | 2023.04.12 16:00 | s/l | 10 | 0.10 | 146.435 | 146.435 | 144.435 | -41.36 | 10312.05 |
| 33 | 2023.04.25 00:00 | sell | 11 | 0.10 | 148.257 | 0.000 | 0.000 | ||
| 34 | 2023.04.25 00:00 | modify | 11 | 0.10 | 148.257 | 148.857 | 146.857 | ||
| 35 | 2023.04.25 20:00 | t/p | 11 | 0.10 | 146.857 | 148.857 | 146.857 | 96.51 | 10408.56 |
| 36 | 2023.04.28 12:00 | sell | 12 | 0.10 | 149.284 | 0.000 | 0.000 | ||
| 37 | 2023.04.28 12:00 | modify | 12 | 0.10 | 149.284 | 149.884 | 147.884 | ||
| 38 | 2023.04.28 16:00 | s/l | 12 | 0.10 | 149.884 | 149.884 | 147.884 | -41.36 | 10367.20 |
| 39 | 2023.05.04 04:00 | buy | 13 | 0.10 | 149.091 | 0.000 | 0.000 | ||
| 40 | 2023.05.04 04:00 | modify | 13 | 0.10 | 149.091 | 148.491 | 150.491 | ||
| 41 | 2023.05.04 16:00 | s/l | 13 | 0.10 | 148.491 | 148.491 | 150.491 | -41.42 | 10325.78 |
| 42 | 2023.05.10 20:00 | buy | 14 | 0.10 | 147.573 | 0.000 | 0.000 | ||
| 43 | 2023.05.10 20:00 | modify | 14 | 0.10 | 147.573 | 146.973 | 148.973 | ||
| 44 | 2023.05.11 08:00 | s/l | 14 | 0.10 | 146.973 | 146.973 | 148.973 | -39.09 | 10286.69 |
| 45 | 2023.05.11 16:00 | buy | 15 | 0.10 | 146.801 | 0.000 | 0.000 | ||
| 46 | 2023.05.11 16:00 | modify | 15 | 0.10 | 146.801 | 146.201 | 148.201 | ||
| 47 | 2023.05.16 16:00 | t/p | 15 | 0.10 | 148.201 | 146.201 | 148.201 | 98.99 | 10385.67 |
| 48 | 2023.05.18 00:00 | sell | 16 | 0.10 | 149.132 | 0.000 | 0.000 | ||
| 49 | 2023.05.18 00:00 | modify | 16 | 0.10 | 149.132 | 149.732 | 147.732 | ||
| 50 | 2023.05.19 16:00 | s/l | 16 | 0.10 | 149.732 | 149.732 | 147.732 | -42.66 | 10343.02 |
| 51 | 2023.05.31 12:00 | buy | 17 | 0.10 | 149.218 | 0.000 | 0.000 | ||
| 52 | 2023.05.31 12:00 | modify | 17 | 0.10 | 149.218 | 148.618 | 150.618 | ||
| 53 | 2023.05.31 20:00 | s/l | 17 | 0.10 | 148.618 | 148.618 | 150.618 | -41.43 | 10301.59 |
| 54 | 2023.05.31 20:00 | buy | 18 | 0.10 | 148.939 | 0.000 | 0.000 | ||
| 55 | 2023.05.31 20:00 | modify | 18 | 0.10 | 148.939 | 148.339 | 150.339 | ||
| 56 | 2023.06.09 08:00 | t/p | 18 | 0.10 | 150.339 | 148.339 | 150.339 | 105.19 | 10406.78 |
| 57 | 2023.07.12 16:00 | buy | 19 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 58 | 2023.07.12 16:00 | modify | 19 | 0.10 | 153.751 | 153.151 | 155.151 | ||
| 59 | 2023.07.14 08:00 | t/p | 19 | 0.10 | 155.151 | 153.151 | 155.151 | 99.76 | 10506.54 |
| 60 | 2023.07.21 16:00 | sell | 20 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 61 | 2023.07.21 16:00 | modify | 20 | 0.10 | 157.613 | 158.213 | 156.213 | ||
| 62 | 2023.07.25 12:00 | t/p | 20 | 0.10 | 156.213 | 158.213 | 156.213 | 93.91 | 10600.46 |
| 63 | 2023.07.25 20:00 | buy | 21 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 64 | 2023.07.25 20:00 | modify | 21 | 0.10 | 155.823 | 155.223 | 157.223 | ||
| 65 | 2023.07.26 12:00 | s/l | 21 | 0.10 | 155.223 | 155.223 | 157.223 | -40.65 | 10559.80 |
| 66 | 2023.08.10 20:00 | sell | 22 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 67 | 2023.08.10 20:00 | modify | 22 | 0.10 | 158.975 | 159.575 | 157.575 | ||
| 68 | 2023.08.18 08:00 | sell | 23 | 0.10 | 157.981 | 0.000 | 0.000 | ||
| 69 | 2023.08.18 08:00 | modify | 23 | 0.10 | 157.981 | 158.485 | 157.575 | ||
| 70 | 2023.08.18 08:00 | modify | 22 | 0.10 | 158.975 | 158.485 | 157.575 | ||
| 71 | 2023.08.21 12:00 | s/l | 22 | 0.10 | 158.485 | 158.485 | 157.575 | 22.09 | 10581.89 |
| 72 | 2023.08.21 12:00 | s/l | 23 | 0.10 | 158.485 | 158.485 | 157.575 | -36.05 | 10545.84 |
| 73 | 2023.08.22 04:00 | sell | 24 | 0.10 | 159.370 | 0.000 | 0.000 | ||
| 74 | 2023.08.22 04:00 | modify | 24 | 0.10 | 159.370 | 159.970 | 157.970 | ||
| 75 | 2023.08.23 04:00 | t/p | 24 | 0.10 | 157.970 | 159.970 | 157.970 | 95.20 | 10641.04 |
| 76 | 2023.09.14 20:00 | buy | 25 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 77 | 2023.09.14 20:00 | modify | 25 | 0.10 | 156.959 | 156.359 | 158.359 | ||
| 78 | 2023.09.20 08:00 | t/p | 25 | 0.10 | 158.359 | 156.359 | 158.359 | 99.76 | 10740.81 |
| 79 | 2023.10.20 00:00 | sell | 26 | 0.10 | 158.588 | 0.000 | 0.000 | ||
| 80 | 2023.10.20 00:00 | modify | 26 | 0.10 | 158.588 | 159.188 | 157.188 | ||
| 81 | 2023.10.23 16:00 | s/l | 26 | 0.10 | 159.188 | 159.188 | 157.188 | -42.66 | 10698.15 |
| 82 | 2023.11.06 16:00 | sell | 27 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 83 | 2023.11.06 16:00 | modify | 27 | 0.10 | 160.863 | 161.463 | 159.463 | ||
| 84 | 2023.11.08 16:00 | s/l | 27 | 0.10 | 161.463 | 161.463 | 159.463 | -43.96 | 10654.19 |