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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 924.97 | Gross profit | 1600.78 | Gross loss | -675.81 |
| Profit factor | 2.37 | Expected payoff | 31.90 | ||
| Absolute drawdown | 87.07 | Maximal drawdown | 243.29 (2.38%) | Relative drawdown | 2.38% (243.29) |
| Total trades | 29 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
| Largest | profit trade | 120.78 | loss trade | -128.70 | |
| Average | profit trade | 88.93 | loss trade | -61.44 | |
| Maximum | consecutive wins (profit in money) | 5 (497.94) | consecutive losses (loss in money) | 3 (-54.19) | |
| Maximal | consecutive profit (count of wins) | 497.94 (5) | consecutive loss (count of losses) | -243.29 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.02 04:00 | buy | 1 | 0.10 | 130.926 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 04:00 | modify | 1 | 0.10 | 130.926 | 129.426 | 132.426 | ||
| 3 | 2023.01.04 20:00 | t/p | 1 | 0.10 | 132.426 | 129.426 | 132.426 | 115.43 | 10115.43 |
| 4 | 2023.02.02 04:00 | buy | 2 | 0.10 | 128.637 | 0.000 | 0.000 | ||
| 5 | 2023.02.02 04:00 | modify | 2 | 0.10 | 128.637 | 127.137 | 130.137 | ||
| 6 | 2023.02.03 16:00 | t/p | 2 | 0.10 | 130.137 | 127.137 | 130.137 | 115.60 | 10231.03 |
| 7 | 2023.02.03 20:00 | sell | 3 | 0.10 | 131.057 | 0.000 | 0.000 | ||
| 8 | 2023.02.03 20:00 | modify | 3 | 0.10 | 131.057 | 132.557 | 129.557 | ||
| 9 | 2023.02.06 16:00 | s/l | 3 | 0.10 | 132.557 | 132.557 | 129.557 | -114.59 | 10116.44 |
| 10 | 2023.02.15 20:00 | sell | 4 | 0.10 | 134.172 | 0.000 | 0.000 | ||
| 11 | 2023.02.15 20:00 | modify | 4 | 0.10 | 134.172 | 135.672 | 132.672 | ||
| 12 | 2023.02.24 16:00 | s/l | 4 | 0.10 | 135.672 | 135.672 | 132.672 | -128.70 | 9987.74 |
| 13 | 2023.03.20 12:00 | buy | 5 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 14 | 2023.03.20 12:00 | modify | 5 | 0.10 | 131.079 | 129.579 | 132.579 | ||
| 15 | 2023.03.21 20:00 | t/p | 5 | 0.10 | 132.579 | 129.579 | 132.579 | 114.41 | 10102.15 |
| 16 | 2023.05.01 08:00 | sell | 6 | 0.10 | 136.716 | 0.000 | 0.000 | ||
| 17 | 2023.05.01 08:00 | modify | 6 | 0.10 | 136.716 | 138.216 | 135.216 | ||
| 18 | 2023.05.03 16:00 | t/p | 6 | 0.10 | 135.216 | 138.216 | 135.216 | 107.42 | 10209.58 |
| 19 | 2023.05.04 08:00 | buy | 7 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 20 | 2023.05.04 08:00 | modify | 7 | 0.10 | 134.701 | 133.201 | 136.201 | ||
| 21 | 2023.05.15 08:00 | t/p | 7 | 0.10 | 136.201 | 133.201 | 136.201 | 120.78 | 10330.35 |
| 22 | 2023.06.15 12:00 | sell | 8 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 23 | 2023.06.15 12:00 | modify | 8 | 0.10 | 141.247 | 142.747 | 139.747 | ||
| 24 | 2023.06.15 16:00 | sell | 9 | 0.10 | 140.492 | 0.000 | 0.000 | ||
| 25 | 2023.06.15 16:00 | modify | 9 | 0.10 | 140.492 | 140.722 | 139.747 | ||
| 26 | 2023.06.15 16:00 | sell | 10 | 0.10 | 140.492 | 0.000 | 0.000 | ||
| 27 | 2023.06.15 16:00 | modify | 10 | 0.10 | 140.492 | 140.872 | 139.747 | ||
| 28 | 2023.06.15 16:00 | sell | 11 | 0.10 | 140.492 | 0.000 | 0.000 | ||
| 29 | 2023.06.15 16:00 | modify | 11 | 0.10 | 140.492 | 140.722 | 139.747 | ||
| 30 | 2023.06.15 16:00 | modify | 8 | 0.10 | 141.247 | 140.722 | 139.747 | ||
| 31 | 2023.06.15 20:00 | modify | 10 | 0.10 | 140.492 | 140.722 | 139.747 | ||
| 32 | 2023.06.16 04:00 | s/l | 8 | 0.10 | 140.722 | 140.722 | 139.747 | 35.65 | 10366.00 |
| 33 | 2023.06.16 04:00 | s/l | 9 | 0.10 | 140.722 | 140.722 | 139.747 | -18.06 | 10347.94 |
| 34 | 2023.06.16 04:00 | s/l | 10 | 0.10 | 140.722 | 140.722 | 139.747 | -18.06 | 10329.87 |
| 35 | 2023.06.16 04:00 | s/l | 11 | 0.10 | 140.722 | 140.722 | 139.747 | -18.06 | 10311.81 |
| 36 | 2023.06.27 20:00 | sell | 12 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 37 | 2023.06.27 20:00 | modify | 12 | 0.10 | 144.001 | 145.501 | 142.501 | ||
| 38 | 2023.07.07 08:00 | sell | 13 | 0.10 | 143.234 | 0.000 | 0.000 | ||
| 39 | 2023.07.07 08:00 | modify | 13 | 0.10 | 143.234 | 143.476 | 142.501 | ||
| 40 | 2023.07.07 08:00 | sell | 14 | 0.10 | 143.234 | 0.000 | 0.000 | ||
| 41 | 2023.07.07 08:00 | modify | 14 | 0.10 | 143.234 | 143.626 | 142.501 | ||
| 42 | 2023.07.07 08:00 | sell | 15 | 0.10 | 143.234 | 0.000 | 0.000 | ||
| 43 | 2023.07.07 08:00 | modify | 15 | 0.10 | 143.234 | 143.476 | 142.501 | ||
| 44 | 2023.07.07 08:00 | modify | 12 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 45 | 2023.07.07 12:00 | modify | 14 | 0.10 | 143.234 | 143.476 | 142.501 | ||
| 46 | 2023.07.07 16:00 | t/p | 12 | 0.10 | 142.501 | 143.476 | 142.501 | 85.01 | 10396.82 |
| 47 | 2023.07.07 16:00 | t/p | 13 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10448.35 |
| 48 | 2023.07.07 16:00 | t/p | 14 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10499.88 |
| 49 | 2023.07.07 16:00 | t/p | 15 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10551.41 |
| 50 | 2023.07.11 16:00 | buy | 16 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 51 | 2023.07.11 16:00 | modify | 16 | 0.10 | 140.546 | 139.046 | 142.046 | ||
| 52 | 2023.07.12 16:00 | s/l | 16 | 0.10 | 139.046 | 139.046 | 142.046 | -107.36 | 10444.05 |
| 53 | 2023.07.12 20:00 | buy | 17 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 54 | 2023.07.12 20:00 | modify | 17 | 0.10 | 138.486 | 136.986 | 139.986 | ||
| 55 | 2023.07.19 12:00 | t/p | 17 | 0.10 | 139.986 | 136.986 | 139.986 | 115.43 | 10559.48 |
| 56 | 2023.07.19 16:00 | sell | 18 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 57 | 2023.07.19 16:00 | modify | 18 | 0.10 | 139.764 | 141.264 | 138.264 | ||
| 58 | 2023.07.21 08:00 | s/l | 18 | 0.10 | 141.264 | 141.264 | 138.264 | -112.89 | 10446.58 |
| 59 | 2023.07.21 16:00 | sell | 19 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 60 | 2023.07.21 16:00 | modify | 19 | 0.10 | 141.746 | 143.246 | 140.246 | ||
| 61 | 2023.07.24 12:00 | sell | 20 | 0.10 | 140.995 | 0.000 | 0.000 | ||
| 62 | 2023.07.24 12:00 | modify | 20 | 0.10 | 140.995 | 141.221 | 140.246 | ||
| 63 | 2023.07.24 12:00 | sell | 21 | 0.10 | 140.995 | 0.000 | 0.000 | ||
| 64 | 2023.07.24 12:00 | modify | 21 | 0.10 | 140.995 | 141.371 | 140.246 | ||
| 65 | 2023.07.24 12:00 | sell | 22 | 0.10 | 140.995 | 0.000 | 0.000 | ||
| 66 | 2023.07.24 12:00 | modify | 22 | 0.10 | 140.995 | 141.221 | 140.246 | ||
| 67 | 2023.07.24 12:00 | modify | 19 | 0.10 | 141.746 | 141.221 | 140.246 | ||
| 68 | 2023.07.24 16:00 | s/l | 19 | 0.10 | 141.221 | 141.221 | 140.246 | 35.48 | 10482.06 |
| 69 | 2023.07.24 16:00 | s/l | 20 | 0.10 | 141.221 | 141.221 | 140.246 | -16.00 | 10466.06 |
| 70 | 2023.07.24 16:00 | s/l | 21 | 0.10 | 141.371 | 141.371 | 140.246 | -26.62 | 10439.44 |
| 71 | 2023.07.24 16:00 | s/l | 22 | 0.10 | 141.221 | 141.221 | 140.246 | -16.00 | 10423.44 |
| 72 | 2023.08.04 20:00 | buy | 23 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 73 | 2023.08.04 20:00 | modify | 23 | 0.10 | 141.842 | 140.342 | 143.342 | ||
| 74 | 2023.08.08 04:00 | t/p | 23 | 0.10 | 143.342 | 140.342 | 143.342 | 106.97 | 10530.41 |
| 75 | 2023.08.21 20:00 | sell | 24 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 76 | 2023.08.21 20:00 | modify | 24 | 0.10 | 146.228 | 147.728 | 144.728 | ||
| 77 | 2023.08.23 16:00 | t/p | 24 | 0.10 | 144.728 | 147.728 | 144.728 | 100.28 | 10630.69 |
| 78 | 2023.08.25 20:00 | sell | 25 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 79 | 2023.08.25 20:00 | modify | 25 | 0.10 | 146.374 | 147.874 | 144.874 | ||
| 80 | 2023.09.01 16:00 | t/p | 25 | 0.10 | 144.874 | 147.874 | 144.874 | 90.65 | 10721.34 |
| 81 | 2023.10.26 12:00 | sell | 26 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 82 | 2023.10.26 12:00 | modify | 26 | 0.10 | 150.428 | 151.928 | 148.928 | ||
| 83 | 2023.10.30 16:00 | t/p | 26 | 0.10 | 148.928 | 151.928 | 148.928 | 97.23 | 10818.57 |
| 84 | 2023.11.03 20:00 | buy | 27 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 85 | 2023.11.03 20:00 | modify | 27 | 0.10 | 149.496 | 147.996 | 150.996 | ||
| 86 | 2023.11.08 20:00 | t/p | 27 | 0.10 | 150.996 | 147.996 | 150.996 | 102.80 | 10921.38 |
| 87 | 2023.11.17 16:00 | buy | 28 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 88 | 2023.11.17 16:00 | modify | 28 | 0.10 | 149.586 | 148.086 | 151.086 | ||
| 89 | 2023.11.21 04:00 | s/l | 28 | 0.10 | 148.086 | 148.086 | 151.086 | -99.46 | 10821.92 |
| 90 | 2023.12.28 16:00 | buy | 29 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 91 | 2023.12.28 16:00 | modify | 29 | 0.10 | 140.910 | 139.410 | 142.410 | ||
| 92 | 2023.12.29 23:59 | t/p | 29 | 0.10 | 142.410 | 139.410 | 142.410 | 103.05 | 10924.97 |