Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2610 | Ticks modelled | 4219 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 888.76 | Gross profit | 1994.22 | Gross loss | -1105.46 |
| Profit factor | 1.80 | Expected payoff | 22.79 | ||
| Absolute drawdown | 140.09 | Maximal drawdown | 346.19 (3.36%) | Relative drawdown | 3.36% (346.19) |
| Total trades | 39 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
| Largest | profit trade | 118.11 | loss trade | -98.58 | |
| Average | profit trade | 83.09 | loss trade | -73.70 | |
| Maximum | consecutive wins (profit in money) | 5 (457.33) | consecutive losses (loss in money) | 4 (-313.34) | |
| Maximal | consecutive profit (count of wins) | 457.33 (5) | consecutive loss (count of losses) | -313.34 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.04 16:00 | sell | 1 | 0.10 | 132.011 | 0.000 | 0.000 | ||
| 2 | 2023.01.04 16:00 | modify | 1 | 0.10 | 132.011 | 133.111 | 130.511 | ||
| 3 | 2023.01.05 16:00 | s/l | 1 | 0.10 | 133.111 | 133.111 | 130.511 | -87.26 | 9912.74 |
| 4 | 2023.01.05 16:00 | sell | 2 | 0.10 | 133.869 | 0.000 | 0.000 | ||
| 5 | 2023.01.05 16:00 | modify | 2 | 0.10 | 133.869 | 134.969 | 132.369 | ||
| 6 | 2023.01.06 20:00 | t/p | 2 | 0.10 | 132.369 | 134.969 | 132.369 | 111.88 | 10024.62 |
| 7 | 2023.01.09 04:00 | buy | 3 | 0.10 | 131.658 | 0.000 | 0.000 | ||
| 8 | 2023.01.09 04:00 | modify | 3 | 0.10 | 131.658 | 130.558 | 133.158 | ||
| 9 | 2023.01.09 08:00 | buy | 4 | 0.10 | 132.260 | 0.000 | 0.000 | ||
| 10 | 2023.01.09 08:00 | modify | 4 | 0.10 | 132.260 | 131.808 | 133.158 | ||
| 11 | 2023.01.09 08:00 | modify | 3 | 0.10 | 131.658 | 131.808 | 133.158 | ||
| 12 | 2023.01.09 16:00 | s/l | 3 | 0.10 | 131.808 | 131.808 | 133.158 | 11.37 | 10035.99 |
| 13 | 2023.01.09 16:00 | s/l | 4 | 0.10 | 131.808 | 131.808 | 133.158 | -34.25 | 10001.74 |
| 14 | 2023.01.12 16:00 | buy | 5 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 15 | 2023.01.12 16:00 | modify | 5 | 0.10 | 129.863 | 128.763 | 131.363 | ||
| 16 | 2023.01.13 04:00 | s/l | 5 | 0.10 | 128.763 | 128.763 | 131.363 | -84.04 | 9917.70 |
| 17 | 2023.01.16 04:00 | buy | 6 | 0.10 | 127.427 | 0.000 | 0.000 | ||
| 18 | 2023.01.16 04:00 | modify | 6 | 0.10 | 127.427 | 126.327 | 128.927 | ||
| 19 | 2023.01.16 12:00 | buy | 7 | 0.10 | 128.334 | 0.000 | 0.000 | ||
| 20 | 2023.01.16 12:00 | modify | 7 | 0.10 | 128.334 | 128.027 | 128.927 | ||
| 21 | 2023.01.16 12:00 | buy | 8 | 0.10 | 128.334 | 0.000 | 0.000 | ||
| 22 | 2023.01.16 12:00 | modify | 8 | 0.10 | 128.334 | 127.952 | 128.927 | ||
| 23 | 2023.01.16 12:00 | modify | 6 | 0.10 | 127.427 | 127.952 | 128.927 | ||
| 24 | 2023.01.16 16:00 | modify | 7 | 0.10 | 128.334 | 127.952 | 128.927 | ||
| 25 | 2023.01.17 04:00 | t/p | 6 | 0.10 | 128.927 | 127.952 | 128.927 | 117.64 | 10035.34 |
| 26 | 2023.01.17 04:00 | t/p | 7 | 0.10 | 128.927 | 127.952 | 128.927 | 47.21 | 10082.55 |
| 27 | 2023.01.17 04:00 | t/p | 8 | 0.10 | 128.927 | 127.952 | 128.927 | 47.21 | 10129.76 |
| 28 | 2023.01.18 04:00 | sell | 9 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 29 | 2023.01.18 04:00 | modify | 9 | 0.10 | 131.139 | 132.239 | 129.639 | ||
| 30 | 2023.01.18 12:00 | t/p | 9 | 0.10 | 129.639 | 132.239 | 129.639 | 116.27 | 10246.03 |
| 31 | 2023.01.20 12:00 | sell | 10 | 0.10 | 129.914 | 0.000 | 0.000 | ||
| 32 | 2023.01.20 12:00 | modify | 10 | 0.10 | 129.914 | 131.014 | 128.414 | ||
| 33 | 2023.01.23 04:00 | sell | 11 | 0.10 | 129.310 | 0.000 | 0.000 | ||
| 34 | 2023.01.23 04:00 | modify | 11 | 0.10 | 129.310 | 129.764 | 128.414 | ||
| 35 | 2023.01.23 04:00 | modify | 10 | 0.10 | 129.914 | 129.764 | 128.414 | ||
| 36 | 2023.01.23 08:00 | s/l | 10 | 0.10 | 129.764 | 129.764 | 128.414 | 9.83 | 10255.86 |
| 37 | 2023.01.23 08:00 | s/l | 11 | 0.10 | 129.764 | 129.764 | 128.414 | -34.88 | 10220.98 |
| 38 | 2023.02.03 16:00 | sell | 12 | 0.10 | 131.069 | 0.000 | 0.000 | ||
| 39 | 2023.02.03 16:00 | modify | 12 | 0.10 | 131.069 | 132.169 | 129.569 | ||
| 40 | 2023.02.05 20:00 | s/l | 12 | 0.10 | 132.169 | 132.169 | 129.569 | -83.01 | 10137.97 |
| 41 | 2023.02.15 16:00 | sell | 13 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 42 | 2023.02.15 16:00 | modify | 13 | 0.10 | 134.272 | 135.372 | 132.772 | ||
| 43 | 2023.02.23 16:00 | s/l | 13 | 0.10 | 135.372 | 135.372 | 132.772 | -98.58 | 10039.38 |
| 44 | 2023.02.24 16:00 | sell | 14 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 45 | 2023.02.24 16:00 | modify | 14 | 0.10 | 136.391 | 137.491 | 134.891 | ||
| 46 | 2023.03.08 04:00 | s/l | 14 | 0.10 | 137.491 | 137.491 | 134.891 | -96.86 | 9942.52 |
| 47 | 2023.03.08 04:00 | sell | 15 | 0.10 | 137.756 | 0.000 | 0.000 | ||
| 48 | 2023.03.08 04:00 | modify | 15 | 0.10 | 137.756 | 138.856 | 136.256 | ||
| 49 | 2023.03.09 08:00 | sell | 16 | 0.10 | 136.840 | 0.000 | 0.000 | ||
| 50 | 2023.03.09 08:00 | modify | 16 | 0.10 | 136.840 | 137.156 | 136.256 | ||
| 51 | 2023.03.09 08:00 | sell | 17 | 0.10 | 136.840 | 0.000 | 0.000 | ||
| 52 | 2023.03.09 08:00 | modify | 17 | 0.10 | 136.840 | 137.231 | 136.256 | ||
| 53 | 2023.03.09 08:00 | modify | 15 | 0.10 | 137.756 | 137.231 | 136.256 | ||
| 54 | 2023.03.09 12:00 | t/p | 15 | 0.10 | 136.256 | 137.231 | 136.256 | 104.93 | 10047.45 |
| 55 | 2023.03.09 12:00 | t/p | 16 | 0.10 | 136.256 | 137.156 | 136.256 | 42.84 | 10090.29 |
| 56 | 2023.03.09 12:00 | t/p | 17 | 0.10 | 136.256 | 137.231 | 136.256 | 42.84 | 10133.13 |
| 57 | 2023.03.10 16:00 | buy | 18 | 0.10 | 134.329 | 0.000 | 0.000 | ||
| 58 | 2023.03.10 16:00 | modify | 18 | 0.10 | 134.329 | 133.229 | 135.829 | ||
| 59 | 2023.03.13 12:00 | s/l | 18 | 0.10 | 133.229 | 133.229 | 135.829 | -81.45 | 10051.68 |
| 60 | 2023.03.13 12:00 | buy | 19 | 0.10 | 133.181 | 0.000 | 0.000 | ||
| 61 | 2023.03.13 12:00 | modify | 19 | 0.10 | 133.181 | 132.081 | 134.681 | ||
| 62 | 2023.03.14 16:00 | t/p | 19 | 0.10 | 134.681 | 132.081 | 134.681 | 112.82 | 10164.50 |
| 63 | 2023.03.20 08:00 | buy | 20 | 0.10 | 131.078 | 0.000 | 0.000 | ||
| 64 | 2023.03.20 08:00 | modify | 20 | 0.10 | 131.078 | 129.978 | 132.578 | ||
| 65 | 2023.03.21 20:00 | t/p | 20 | 0.10 | 132.578 | 129.978 | 132.578 | 114.42 | 10278.92 |
| 66 | 2023.03.23 04:00 | buy | 21 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 67 | 2023.03.23 04:00 | modify | 21 | 0.10 | 130.647 | 129.547 | 132.147 | ||
| 68 | 2023.03.29 12:00 | t/p | 21 | 0.10 | 132.147 | 129.547 | 132.147 | 118.11 | 10397.03 |
| 69 | 2023.03.29 16:00 | sell | 22 | 0.10 | 132.697 | 0.000 | 0.000 | ||
| 70 | 2023.03.29 16:00 | modify | 22 | 0.10 | 132.697 | 133.797 | 131.197 | ||
| 71 | 2023.04.05 16:00 | t/p | 22 | 0.10 | 131.197 | 133.797 | 131.197 | 102.46 | 10499.49 |
| 72 | 2023.04.10 16:00 | sell | 23 | 0.10 | 133.753 | 0.000 | 0.000 | ||
| 73 | 2023.04.10 16:00 | modify | 23 | 0.10 | 133.753 | 134.853 | 132.253 | ||
| 74 | 2023.04.11 08:00 | sell | 24 | 0.10 | 133.144 | 0.000 | 0.000 | ||
| 75 | 2023.04.11 08:00 | modify | 24 | 0.10 | 133.144 | 133.603 | 132.253 | ||
| 76 | 2023.04.11 08:00 | modify | 23 | 0.10 | 133.753 | 133.603 | 132.253 | ||
| 77 | 2023.04.11 16:00 | s/l | 23 | 0.10 | 133.603 | 133.603 | 132.253 | 9.52 | 10509.01 |
| 78 | 2023.04.11 16:00 | s/l | 24 | 0.10 | 133.603 | 133.603 | 132.253 | -34.34 | 10474.67 |
| 79 | 2023.04.28 08:00 | sell | 25 | 0.10 | 135.726 | 0.000 | 0.000 | ||
| 80 | 2023.04.28 08:00 | modify | 25 | 0.10 | 135.726 | 136.826 | 134.226 | ||
| 81 | 2023.05.01 04:00 | s/l | 25 | 0.10 | 136.826 | 136.826 | 134.226 | -82.04 | 10392.62 |
| 82 | 2023.05.01 16:00 | sell | 26 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 83 | 2023.05.01 16:00 | modify | 26 | 0.10 | 137.354 | 138.454 | 135.854 | ||
| 84 | 2023.05.03 08:00 | t/p | 26 | 0.10 | 135.854 | 138.454 | 135.854 | 107.02 | 10499.65 |
| 85 | 2023.05.03 16:00 | buy | 27 | 0.10 | 135.343 | 0.000 | 0.000 | ||
| 86 | 2023.05.03 16:00 | modify | 27 | 0.10 | 135.343 | 134.243 | 136.843 | ||
| 87 | 2023.05.04 08:00 | s/l | 27 | 0.10 | 134.243 | 134.243 | 136.843 | -78.20 | 10421.45 |
| 88 | 2023.05.04 16:00 | buy | 28 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 89 | 2023.05.04 16:00 | modify | 28 | 0.10 | 133.794 | 132.694 | 135.294 | ||
| 90 | 2023.05.08 00:00 | t/p | 28 | 0.10 | 135.294 | 132.694 | 135.294 | 113.27 | 10534.72 |
| 91 | 2023.07.07 16:00 | buy | 29 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 92 | 2023.07.07 16:00 | modify | 29 | 0.10 | 142.245 | 141.145 | 143.745 | ||
| 93 | 2023.07.11 04:00 | s/l | 29 | 0.10 | 141.145 | 141.145 | 143.745 | -75.81 | 10458.91 |
| 94 | 2023.07.12 04:00 | buy | 30 | 0.10 | 139.684 | 0.000 | 0.000 | ||
| 95 | 2023.07.12 04:00 | modify | 30 | 0.10 | 139.684 | 138.584 | 141.184 | ||
| 96 | 2023.07.12 16:00 | s/l | 30 | 0.10 | 138.584 | 138.584 | 141.184 | -79.59 | 10379.32 |
| 97 | 2023.07.12 16:00 | buy | 31 | 0.10 | 138.244 | 0.000 | 0.000 | ||
| 98 | 2023.07.12 16:00 | modify | 31 | 0.10 | 138.244 | 137.144 | 139.744 | ||
| 99 | 2023.07.19 12:00 | t/p | 31 | 0.10 | 139.744 | 137.144 | 139.744 | 115.43 | 10494.75 |
| 100 | 2023.07.21 08:00 | sell | 32 | 0.10 | 141.370 | 0.000 | 0.000 | ||
| 101 | 2023.07.21 08:00 | modify | 32 | 0.10 | 141.370 | 142.470 | 139.870 | ||
| 102 | 2023.07.27 04:00 | t/p | 32 | 0.10 | 139.870 | 142.470 | 139.870 | 97.03 | 10591.78 |
| 103 | 2023.07.31 04:00 | sell | 33 | 0.10 | 141.743 | 0.000 | 0.000 | ||
| 104 | 2023.07.31 04:00 | modify | 33 | 0.10 | 141.743 | 142.843 | 140.243 | ||
| 105 | 2023.08.01 08:00 | s/l | 33 | 0.10 | 142.843 | 142.843 | 140.243 | -78.77 | 10513.01 |
| 106 | 2023.10.31 16:00 | sell | 34 | 0.10 | 151.457 | 0.000 | 0.000 | ||
| 107 | 2023.10.31 16:00 | modify | 34 | 0.10 | 151.457 | 152.557 | 149.957 | ||
| 108 | 2023.11.02 16:00 | t/p | 34 | 0.10 | 149.957 | 152.557 | 149.957 | 92.85 | 10605.85 |
| 109 | 2023.11.20 12:00 | buy | 35 | 0.10 | 148.235 | 0.000 | 0.000 | ||
| 110 | 2023.11.20 12:00 | modify | 35 | 0.10 | 148.235 | 147.135 | 149.735 | ||
| 111 | 2023.11.22 16:00 | t/p | 35 | 0.10 | 149.735 | 147.135 | 149.735 | 102.54 | 10708.39 |
| 112 | 2023.12.07 12:00 | buy | 36 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 113 | 2023.12.07 12:00 | modify | 36 | 0.10 | 145.053 | 143.953 | 146.553 | ||
| 114 | 2023.12.07 16:00 | s/l | 36 | 0.10 | 143.953 | 143.953 | 146.553 | -76.37 | 10632.02 |
| 115 | 2023.12.11 08:00 | sell | 37 | 0.10 | 146.378 | 0.000 | 0.000 | ||
| 116 | 2023.12.11 08:00 | modify | 37 | 0.10 | 146.378 | 147.478 | 144.878 | ||
| 117 | 2023.12.12 16:00 | t/p | 37 | 0.10 | 144.878 | 147.478 | 144.878 | 101.27 | 10733.29 |
| 118 | 2023.12.19 08:00 | sell | 38 | 0.10 | 144.163 | 0.000 | 0.000 | ||
| 119 | 2023.12.19 08:00 | modify | 38 | 0.10 | 144.163 | 145.263 | 142.663 | ||
| 120 | 2023.12.20 08:00 | sell | 39 | 0.10 | 143.543 | 0.000 | 0.000 | ||
| 121 | 2023.12.20 08:00 | modify | 39 | 0.10 | 143.543 | 144.013 | 142.663 | ||
| 122 | 2023.12.20 08:00 | modify | 38 | 0.10 | 144.163 | 144.013 | 142.663 | ||
| 123 | 2023.12.21 16:00 | t/p | 38 | 0.10 | 142.663 | 144.013 | 142.663 | 98.69 | 10831.98 |
| 124 | 2023.12.21 16:00 | t/p | 39 | 0.10 | 142.663 | 144.013 | 142.663 | 56.78 | 10888.76 |