Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 739.80 | Gross profit | 1928.78 | Gross loss | -1188.98 |
| Profit factor | 1.62 | Expected payoff | 16.44 | ||
| Absolute drawdown | 115.46 | Maximal drawdown | 466.32 (4.47%) | Relative drawdown | 4.47% (466.32) |
| Total trades | 45 | Short positions (won %) | 27 (40.74%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 22 (48.89%) | Loss trades (% of total) | 23 (51.11%) | ||
| Largest | profit trade | 108.52 | loss trade | -69.13 | |
| Average | profit trade | 87.67 | loss trade | -51.69 | |
| Maximum | consecutive wins (profit in money) | 6 (431.52) | consecutive losses (loss in money) | 8 (-416.15) | |
| Maximal | consecutive profit (count of wins) | 431.52 (6) | consecutive loss (count of losses) | -416.15 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 16:00 | buy | 1 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 2 | 2022.12.13 16:00 | modify | 1 | 0.10 | 135.221 | 134.521 | 136.621 | ||
| 3 | 2022.12.14 12:00 | s/l | 1 | 0.10 | 134.521 | 134.521 | 136.621 | -50.77 | 9949.23 |
| 4 | 2022.12.20 04:00 | buy | 2 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 5 | 2022.12.20 04:00 | modify | 2 | 0.10 | 133.470 | 132.770 | 134.870 | ||
| 6 | 2022.12.20 08:00 | s/l | 2 | 0.10 | 132.770 | 132.770 | 134.870 | -52.79 | 9896.44 |
| 7 | 2022.12.28 04:00 | sell | 3 | 0.10 | 134.243 | 0.000 | 0.000 | ||
| 8 | 2022.12.28 04:00 | modify | 3 | 0.10 | 134.243 | 134.943 | 132.843 | ||
| 9 | 2022.12.30 04:00 | t/p | 3 | 0.10 | 132.843 | 134.943 | 132.843 | 99.05 | 9995.49 |
| 10 | 2023.01.03 04:00 | buy | 4 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 11 | 2023.01.03 04:00 | modify | 4 | 0.10 | 129.811 | 129.111 | 131.211 | ||
| 12 | 2023.01.04 00:00 | t/p | 4 | 0.10 | 131.211 | 129.111 | 131.211 | 107.73 | 10103.22 |
| 13 | 2023.01.18 04:00 | sell | 5 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 14 | 2023.01.18 04:00 | modify | 5 | 0.10 | 131.139 | 131.839 | 129.739 | ||
| 15 | 2023.01.18 12:00 | t/p | 5 | 0.10 | 129.739 | 131.839 | 129.739 | 108.52 | 10211.74 |
| 16 | 2023.02.02 16:00 | buy | 6 | 0.10 | 128.447 | 0.000 | 0.000 | ||
| 17 | 2023.02.02 16:00 | modify | 6 | 0.10 | 128.447 | 127.747 | 129.847 | ||
| 18 | 2023.02.03 16:00 | t/p | 6 | 0.10 | 129.847 | 127.747 | 129.847 | 107.92 | 10319.66 |
| 19 | 2023.02.03 16:00 | sell | 7 | 0.10 | 131.069 | 0.000 | 0.000 | ||
| 20 | 2023.02.03 16:00 | modify | 7 | 0.10 | 131.069 | 131.769 | 129.669 | ||
| 21 | 2023.02.05 20:00 | s/l | 7 | 0.10 | 131.769 | 131.769 | 129.669 | -52.83 | 10266.83 |
| 22 | 2023.02.24 12:00 | sell | 8 | 0.10 | 135.400 | 0.000 | 0.000 | ||
| 23 | 2023.02.24 12:00 | modify | 8 | 0.10 | 135.400 | 136.100 | 134.000 | ||
| 24 | 2023.02.24 16:00 | s/l | 8 | 0.10 | 136.100 | 136.100 | 134.000 | -51.31 | 10215.52 |
| 25 | 2023.03.10 16:00 | buy | 9 | 0.10 | 134.329 | 0.000 | 0.000 | ||
| 26 | 2023.03.10 16:00 | modify | 9 | 0.10 | 134.329 | 133.629 | 135.729 | ||
| 27 | 2023.03.13 00:00 | s/l | 9 | 0.10 | 133.629 | 133.629 | 135.729 | -50.77 | 10164.75 |
| 28 | 2023.03.20 08:00 | buy | 10 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 29 | 2023.03.20 08:00 | modify | 10 | 0.10 | 131.078 | 130.378 | 132.478 | ||
| 30 | 2023.03.21 20:00 | t/p | 10 | 0.10 | 132.478 | 130.378 | 132.478 | 106.81 | 10271.56 |
| 31 | 2023.03.22 12:00 | sell | 11 | 0.10 | 132.895 | 0.000 | 0.000 | ||
| 32 | 2023.03.22 12:00 | modify | 11 | 0.10 | 132.895 | 133.595 | 131.495 | ||
| 33 | 2023.03.22 20:00 | t/p | 11 | 0.10 | 131.495 | 133.595 | 131.495 | 106.68 | 10378.24 |
| 34 | 2023.04.10 04:00 | sell | 12 | 0.10 | 132.705 | 0.000 | 0.000 | ||
| 35 | 2023.04.10 04:00 | modify | 12 | 0.10 | 132.705 | 133.405 | 131.305 | ||
| 36 | 2023.04.10 16:00 | s/l | 12 | 0.10 | 133.405 | 133.405 | 131.305 | -52.33 | 10325.91 |
| 37 | 2023.04.28 08:00 | sell | 13 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 38 | 2023.04.28 08:00 | modify | 13 | 0.10 | 135.726 | 136.426 | 134.326 | ||
| 39 | 2023.04.28 16:00 | s/l | 13 | 0.10 | 136.426 | 136.426 | 134.326 | -51.46 | 10274.45 |
| 40 | 2023.05.01 16:00 | sell | 14 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 41 | 2023.05.01 16:00 | modify | 14 | 0.10 | 137.354 | 138.054 | 135.954 | ||
| 42 | 2023.05.03 04:00 | t/p | 14 | 0.10 | 135.954 | 138.054 | 135.954 | 99.65 | 10374.10 |
| 43 | 2023.05.12 16:00 | sell | 15 | 0.10 | 135.628 | 0.000 | 0.000 | ||
| 44 | 2023.05.12 16:00 | modify | 15 | 0.10 | 135.628 | 136.328 | 134.228 | ||
| 45 | 2023.05.15 12:00 | s/l | 15 | 0.10 | 136.328 | 136.328 | 134.228 | -53.02 | 10321.08 |
| 46 | 2023.05.16 16:00 | sell | 16 | 0.10 | 136.616 | 0.000 | 0.000 | ||
| 47 | 2023.05.16 16:00 | modify | 16 | 0.10 | 136.616 | 137.316 | 135.216 | ||
| 48 | 2023.05.17 16:00 | s/l | 16 | 0.10 | 137.316 | 137.316 | 135.216 | -52.50 | 10268.57 |
| 49 | 2023.05.18 16:00 | sell | 17 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 50 | 2023.05.18 16:00 | modify | 17 | 0.10 | 138.498 | 139.198 | 137.098 | ||
| 51 | 2023.05.24 16:00 | s/l | 17 | 0.10 | 139.198 | 139.198 | 137.098 | -56.76 | 10211.81 |
| 52 | 2023.06.22 16:00 | sell | 18 | 0.10 | 142.887 | 0.000 | 0.000 | ||
| 53 | 2023.06.22 16:00 | modify | 18 | 0.10 | 142.887 | 143.587 | 141.487 | ||
| 54 | 2023.06.23 16:00 | s/l | 18 | 0.10 | 143.587 | 143.587 | 141.487 | -50.29 | 10161.52 |
| 55 | 2023.06.23 16:00 | sell | 19 | 0.10 | 143.783 | 0.000 | 0.000 | ||
| 56 | 2023.06.23 16:00 | modify | 19 | 0.10 | 143.783 | 144.483 | 142.383 | ||
| 57 | 2023.06.28 16:00 | s/l | 19 | 0.10 | 144.483 | 144.483 | 142.383 | -53.37 | 10108.14 |
| 58 | 2023.06.28 16:00 | sell | 20 | 0.10 | 144.226 | 0.000 | 0.000 | ||
| 59 | 2023.06.28 16:00 | modify | 20 | 0.10 | 144.226 | 144.926 | 142.826 | ||
| 60 | 2023.06.29 16:00 | s/l | 20 | 0.10 | 144.926 | 144.926 | 142.826 | -53.20 | 10054.94 |
| 61 | 2023.07.06 08:00 | buy | 21 | 0.10 | 143.941 | 0.000 | 0.000 | ||
| 62 | 2023.07.06 08:00 | modify | 21 | 0.10 | 143.941 | 143.241 | 145.341 | ||
| 63 | 2023.07.07 08:00 | s/l | 21 | 0.10 | 143.241 | 143.241 | 145.341 | -47.77 | 10007.17 |
| 64 | 2023.07.07 08:00 | buy | 22 | 0.10 | 143.264 | 0.000 | 0.000 | ||
| 65 | 2023.07.07 08:00 | modify | 22 | 0.10 | 143.264 | 142.564 | 144.664 | ||
| 66 | 2023.07.07 16:00 | s/l | 22 | 0.10 | 142.564 | 142.564 | 144.664 | -49.22 | 9957.95 |
| 67 | 2023.07.14 04:00 | buy | 23 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 68 | 2023.07.14 04:00 | modify | 23 | 0.10 | 137.464 | 136.764 | 138.864 | ||
| 69 | 2023.07.14 08:00 | buy | 24 | 0.10 | 138.257 | 0.000 | 0.000 | ||
| 70 | 2023.07.14 08:00 | modify | 24 | 0.10 | 138.257 | 138.024 | 138.864 | ||
| 71 | 2023.07.14 08:00 | buy | 25 | 0.10 | 138.257 | 0.000 | 0.000 | ||
| 72 | 2023.07.14 08:00 | modify | 25 | 0.10 | 138.257 | 138.024 | 138.864 | ||
| 73 | 2023.07.14 08:00 | modify | 23 | 0.10 | 137.464 | 138.024 | 138.864 | ||
| 74 | 2023.07.14 16:00 | t/p | 23 | 0.10 | 138.864 | 138.024 | 138.864 | 100.90 | 10058.85 |
| 75 | 2023.07.14 16:00 | t/p | 24 | 0.10 | 138.864 | 138.024 | 138.864 | 43.75 | 10102.60 |
| 76 | 2023.07.14 16:00 | t/p | 25 | 0.10 | 138.864 | 138.024 | 138.864 | 43.75 | 10146.35 |
| 77 | 2023.07.21 08:00 | sell | 26 | 0.10 | 141.370 | 0.000 | 0.000 | ||
| 78 | 2023.07.21 08:00 | modify | 26 | 0.10 | 141.370 | 142.070 | 139.970 | ||
| 79 | 2023.07.26 08:00 | sell | 27 | 0.10 | 140.655 | 0.000 | 0.000 | ||
| 80 | 2023.07.26 08:00 | modify | 27 | 0.10 | 140.655 | 141.300 | 139.970 | ||
| 81 | 2023.07.26 08:00 | modify | 26 | 0.10 | 141.370 | 141.300 | 139.970 | ||
| 82 | 2023.07.26 20:00 | t/p | 26 | 0.10 | 139.970 | 141.300 | 139.970 | 95.00 | 10241.34 |
| 83 | 2023.07.26 20:00 | t/p | 27 | 0.10 | 139.970 | 141.300 | 139.970 | 48.85 | 10290.19 |
| 84 | 2023.07.27 04:00 | buy | 28 | 0.10 | 139.853 | 0.000 | 0.000 | ||
| 85 | 2023.07.27 04:00 | modify | 28 | 0.10 | 139.853 | 139.153 | 141.253 | ||
| 86 | 2023.07.27 16:00 | t/p | 28 | 0.10 | 141.253 | 139.153 | 141.253 | 99.27 | 10389.46 |
| 87 | 2023.08.01 04:00 | sell | 29 | 0.10 | 142.668 | 0.000 | 0.000 | ||
| 88 | 2023.08.01 04:00 | modify | 29 | 0.10 | 142.668 | 143.368 | 141.268 | ||
| 89 | 2023.08.01 16:00 | s/l | 29 | 0.10 | 143.368 | 143.368 | 141.268 | -48.82 | 10340.64 |
| 90 | 2023.08.01 16:00 | sell | 30 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 91 | 2023.08.01 16:00 | modify | 30 | 0.10 | 143.339 | 144.039 | 141.939 | ||
| 92 | 2023.08.02 08:00 | sell | 31 | 0.10 | 142.639 | 0.000 | 0.000 | ||
| 93 | 2023.08.02 08:00 | modify | 31 | 0.10 | 142.639 | 143.269 | 141.939 | ||
| 94 | 2023.08.02 08:00 | modify | 30 | 0.10 | 143.339 | 143.269 | 141.939 | ||
| 95 | 2023.08.02 16:00 | s/l | 30 | 0.10 | 143.269 | 143.269 | 141.939 | 3.28 | 10343.92 |
| 96 | 2023.08.02 16:00 | s/l | 31 | 0.10 | 143.269 | 143.269 | 141.939 | -43.98 | 10299.94 |
| 97 | 2023.08.04 16:00 | buy | 32 | 0.10 | 141.827 | 0.000 | 0.000 | ||
| 98 | 2023.08.04 16:00 | modify | 32 | 0.10 | 141.827 | 141.127 | 143.227 | ||
| 99 | 2023.08.08 04:00 | t/p | 32 | 0.10 | 143.227 | 141.127 | 143.227 | 99.87 | 10399.81 |
| 100 | 2023.08.08 04:00 | sell | 33 | 0.10 | 143.333 | 0.000 | 0.000 | ||
| 101 | 2023.08.08 04:00 | modify | 33 | 0.10 | 143.333 | 144.033 | 141.933 | ||
| 102 | 2023.08.10 08:00 | s/l | 33 | 0.10 | 144.033 | 144.033 | 141.933 | -55.13 | 10344.68 |
| 103 | 2023.08.10 16:00 | sell | 34 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 104 | 2023.08.10 16:00 | modify | 34 | 0.10 | 144.403 | 145.103 | 143.003 | ||
| 105 | 2023.08.14 04:00 | s/l | 34 | 0.10 | 145.103 | 145.103 | 143.003 | -51.52 | 10293.16 |
| 106 | 2023.08.21 16:00 | sell | 35 | 0.10 | 146.262 | 0.000 | 0.000 | ||
| 107 | 2023.08.21 16:00 | modify | 35 | 0.10 | 146.262 | 146.962 | 144.862 | ||
| 108 | 2023.08.23 16:00 | t/p | 35 | 0.10 | 144.862 | 146.962 | 144.862 | 93.55 | 10386.71 |
| 109 | 2023.08.23 16:00 | buy | 36 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 110 | 2023.08.23 16:00 | modify | 36 | 0.10 | 144.655 | 143.955 | 146.055 | ||
| 111 | 2023.08.25 00:00 | t/p | 36 | 0.10 | 146.055 | 143.955 | 146.055 | 100.25 | 10486.96 |
| 112 | 2023.08.25 16:00 | sell | 37 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 113 | 2023.08.25 16:00 | modify | 37 | 0.10 | 146.378 | 147.078 | 144.978 | ||
| 114 | 2023.08.29 12:00 | s/l | 37 | 0.10 | 147.078 | 147.078 | 144.978 | -50.79 | 10436.17 |
| 115 | 2023.08.29 12:00 | sell | 38 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 116 | 2023.08.29 12:00 | modify | 38 | 0.10 | 147.141 | 147.841 | 145.741 | ||
| 117 | 2023.08.29 20:00 | t/p | 38 | 0.10 | 145.741 | 147.841 | 145.741 | 95.99 | 10532.16 |
| 118 | 2023.09.05 12:00 | sell | 39 | 0.10 | 147.342 | 0.000 | 0.000 | ||
| 119 | 2023.09.05 12:00 | modify | 39 | 0.10 | 147.342 | 148.042 | 145.942 | ||
| 120 | 2023.09.11 08:00 | t/p | 39 | 0.10 | 145.942 | 148.042 | 145.942 | 86.06 | 10618.22 |
| 121 | 2023.10.12 16:00 | sell | 40 | 0.10 | 149.716 | 0.000 | 0.000 | ||
| 122 | 2023.10.12 16:00 | modify | 40 | 0.10 | 149.716 | 150.416 | 148.316 | ||
| 123 | 2023.10.26 04:00 | s/l | 40 | 0.10 | 150.416 | 150.416 | 148.316 | -69.13 | 10549.09 |
| 124 | 2023.10.26 08:00 | sell | 41 | 0.10 | 150.476 | 0.000 | 0.000 | ||
| 125 | 2023.10.26 08:00 | modify | 41 | 0.10 | 150.476 | 151.176 | 149.076 | ||
| 126 | 2023.10.30 16:00 | t/p | 41 | 0.10 | 149.076 | 151.176 | 149.076 | 90.71 | 10639.80 |
| 127 | 2023.11.03 16:00 | buy | 42 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 128 | 2023.11.03 16:00 | modify | 42 | 0.10 | 149.396 | 148.696 | 150.796 | ||
| 129 | 2023.11.08 16:00 | t/p | 42 | 0.10 | 150.796 | 148.696 | 150.796 | 96.11 | 10735.92 |
| 130 | 2023.11.14 16:00 | buy | 43 | 0.10 | 150.847 | 0.000 | 0.000 | ||
| 131 | 2023.11.14 16:00 | modify | 43 | 0.10 | 150.847 | 150.147 | 152.247 | ||
| 132 | 2023.11.15 16:00 | s/l | 43 | 0.10 | 150.147 | 150.147 | 152.247 | -45.29 | 10690.63 |
| 133 | 2023.11.17 12:00 | buy | 44 | 0.10 | 149.535 | 0.000 | 0.000 | ||
| 134 | 2023.11.17 12:00 | modify | 44 | 0.10 | 149.535 | 148.835 | 150.935 | ||
| 135 | 2023.11.20 08:00 | s/l | 44 | 0.10 | 148.835 | 148.835 | 150.935 | -45.91 | 10644.72 |
| 136 | 2023.11.21 04:00 | buy | 45 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 137 | 2023.11.21 04:00 | modify | 45 | 0.10 | 147.409 | 146.709 | 148.809 | ||
| 138 | 2023.11.22 08:00 | t/p | 45 | 0.10 | 148.809 | 146.709 | 148.809 | 95.08 | 10739.80 |