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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=24; 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 | 543.41 | Gross profit | 1525.79 | Gross loss | -982.37 |
| Profit factor | 1.55 | Expected payoff | 17.53 | ||
| Absolute drawdown | 144.54 | Maximal drawdown | 375.57 (3.67%) | Relative drawdown | 3.67% (375.57) |
| Total trades | 31 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 120.78 | loss trade | -128.70 | |
| Average | profit trade | 80.30 | loss trade | -81.86 | |
| Maximum | consecutive wins (profit in money) | 4 (288.03) | consecutive losses (loss in money) | 3 (-369.40) | |
| Maximal | consecutive profit (count of wins) | 288.03 (4) | consecutive loss (count of losses) | -369.40 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 2023.02.26 20:00 | sell | 5 | 0.10 | 136.414 | 0.000 | 0.000 | ||
| 14 | 2023.02.26 20:00 | modify | 5 | 0.10 | 136.414 | 137.914 | 134.914 | ||
| 15 | 2023.03.08 08:00 | s/l | 5 | 0.10 | 137.914 | 137.914 | 134.914 | -126.10 | 9861.64 |
| 16 | 2023.03.20 12:00 | buy | 6 | 0.10 | 131.079 | 0.000 | 0.000 | ||
| 17 | 2023.03.20 12:00 | modify | 6 | 0.10 | 131.079 | 129.579 | 132.579 | ||
| 18 | 2023.03.21 20:00 | t/p | 6 | 0.10 | 132.579 | 129.579 | 132.579 | 114.41 | 9976.05 |
| 19 | 2023.04.28 16:00 | sell | 7 | 0.10 | 135.995 | 0.000 | 0.000 | ||
| 20 | 2023.04.28 16:00 | modify | 7 | 0.10 | 135.995 | 137.495 | 134.495 | ||
| 21 | 2023.05.01 20:00 | s/l | 7 | 0.10 | 137.495 | 137.495 | 134.495 | -110.77 | 9865.27 |
| 22 | 2023.05.02 04:00 | sell | 8 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 23 | 2023.05.02 04:00 | modify | 8 | 0.10 | 137.493 | 138.993 | 135.993 | ||
| 24 | 2023.05.03 04:00 | t/p | 8 | 0.10 | 135.993 | 138.993 | 135.993 | 108.52 | 9973.79 |
| 25 | 2023.05.04 08:00 | buy | 9 | 0.10 | 134.701 | 0.000 | 0.000 | ||
| 26 | 2023.05.04 08:00 | modify | 9 | 0.10 | 134.701 | 133.201 | 136.201 | ||
| 27 | 2023.05.15 08:00 | t/p | 9 | 0.10 | 136.201 | 133.201 | 136.201 | 120.78 | 10094.57 |
| 28 | 2023.05.18 04:00 | sell | 10 | 0.10 | 137.584 | 0.000 | 0.000 | ||
| 29 | 2023.05.18 04:00 | modify | 10 | 0.10 | 137.584 | 139.084 | 136.084 | ||
| 30 | 2023.05.24 16:00 | s/l | 10 | 0.10 | 139.084 | 139.084 | 136.084 | -114.59 | 9979.98 |
| 31 | 2023.06.15 12:00 | sell | 11 | 0.10 | 141.247 | 0.000 | 0.000 | ||
| 32 | 2023.06.15 12:00 | modify | 11 | 0.10 | 141.247 | 142.747 | 139.747 | ||
| 33 | 2023.06.15 16:00 | sell | 12 | 0.10 | 140.492 | 0.000 | 0.000 | ||
| 34 | 2023.06.15 16:00 | modify | 12 | 0.10 | 140.492 | 140.722 | 139.747 | ||
| 35 | 2023.06.15 16:00 | modify | 11 | 0.10 | 141.247 | 140.722 | 139.747 | ||
| 36 | 2023.06.16 04:00 | s/l | 11 | 0.10 | 140.722 | 140.722 | 139.747 | 35.65 | 10015.62 |
| 37 | 2023.06.16 04:00 | s/l | 12 | 0.10 | 140.722 | 140.722 | 139.747 | -18.06 | 9997.56 |
| 38 | 2023.06.27 20:00 | sell | 13 | 0.10 | 144.001 | 0.000 | 0.000 | ||
| 39 | 2023.06.27 20:00 | modify | 13 | 0.10 | 144.001 | 145.501 | 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 | 143.476 | 142.501 | ||
| 42 | 2023.07.07 08:00 | modify | 13 | 0.10 | 144.001 | 143.476 | 142.501 | ||
| 43 | 2023.07.07 16:00 | t/p | 13 | 0.10 | 142.501 | 143.476 | 142.501 | 85.01 | 10082.57 |
| 44 | 2023.07.07 16:00 | t/p | 14 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10134.10 |
| 45 | 2023.07.11 16:00 | buy | 15 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 46 | 2023.07.11 16:00 | modify | 15 | 0.10 | 140.546 | 139.046 | 142.046 | ||
| 47 | 2023.07.12 16:00 | s/l | 15 | 0.10 | 139.046 | 139.046 | 142.046 | -107.36 | 10026.74 |
| 48 | 2023.07.12 20:00 | buy | 16 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 49 | 2023.07.12 20:00 | modify | 16 | 0.10 | 138.486 | 136.986 | 139.986 | ||
| 50 | 2023.07.19 12:00 | t/p | 16 | 0.10 | 139.986 | 136.986 | 139.986 | 115.43 | 10142.17 |
| 51 | 2023.07.19 16:00 | sell | 17 | 0.10 | 139.764 | 0.000 | 0.000 | ||
| 52 | 2023.07.19 16:00 | modify | 17 | 0.10 | 139.764 | 141.264 | 138.264 | ||
| 53 | 2023.07.21 08:00 | s/l | 17 | 0.10 | 141.264 | 141.264 | 138.264 | -112.89 | 10029.27 |
| 54 | 2023.07.21 16:00 | sell | 18 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 55 | 2023.07.21 16:00 | modify | 18 | 0.10 | 141.746 | 143.246 | 140.246 | ||
| 56 | 2023.07.24 12:00 | sell | 19 | 0.10 | 140.995 | 0.000 | 0.000 | ||
| 57 | 2023.07.24 12:00 | modify | 19 | 0.10 | 140.995 | 141.221 | 140.246 | ||
| 58 | 2023.07.24 12:00 | modify | 18 | 0.10 | 141.746 | 141.221 | 140.246 | ||
| 59 | 2023.07.24 16:00 | s/l | 18 | 0.10 | 141.221 | 141.221 | 140.246 | 35.48 | 10064.75 |
| 60 | 2023.07.24 16:00 | s/l | 19 | 0.10 | 141.221 | 141.221 | 140.246 | -16.00 | 10048.75 |
| 61 | 2023.08.04 20:00 | buy | 20 | 0.10 | 141.842 | 0.000 | 0.000 | ||
| 62 | 2023.08.04 20:00 | modify | 20 | 0.10 | 141.842 | 140.342 | 143.342 | ||
| 63 | 2023.08.08 04:00 | t/p | 20 | 0.10 | 143.342 | 140.342 | 143.342 | 106.97 | 10155.72 |
| 64 | 2023.08.21 20:00 | sell | 21 | 0.10 | 146.228 | 0.000 | 0.000 | ||
| 65 | 2023.08.21 20:00 | modify | 21 | 0.10 | 146.228 | 147.728 | 144.728 | ||
| 66 | 2023.08.23 08:00 | sell | 22 | 0.10 | 145.398 | 0.000 | 0.000 | ||
| 67 | 2023.08.23 08:00 | modify | 22 | 0.10 | 145.398 | 145.703 | 144.728 | ||
| 68 | 2023.08.23 08:00 | modify | 21 | 0.10 | 146.228 | 145.703 | 144.728 | ||
| 69 | 2023.08.23 16:00 | t/p | 21 | 0.10 | 144.728 | 145.703 | 144.728 | 100.28 | 10256.00 |
| 70 | 2023.08.23 16:00 | t/p | 22 | 0.10 | 144.728 | 145.703 | 144.728 | 46.31 | 10302.31 |
| 71 | 2023.08.25 20:00 | sell | 23 | 0.10 | 146.374 | 0.000 | 0.000 | ||
| 72 | 2023.08.25 20:00 | modify | 23 | 0.10 | 146.374 | 147.874 | 144.874 | ||
| 73 | 2023.08.31 20:00 | sell | 24 | 0.10 | 145.457 | 0.000 | 0.000 | ||
| 74 | 2023.08.31 20:00 | modify | 24 | 0.10 | 145.457 | 145.699 | 144.874 | ||
| 75 | 2023.08.31 20:00 | modify | 23 | 0.10 | 146.374 | 145.699 | 144.874 | ||
| 76 | 2023.09.01 04:00 | s/l | 23 | 0.10 | 145.699 | 145.699 | 144.874 | 34.47 | 10336.78 |
| 77 | 2023.09.01 04:00 | s/l | 24 | 0.10 | 145.699 | 145.699 | 144.874 | -18.34 | 10318.44 |
| 78 | 2023.09.27 04:00 | sell | 25 | 0.10 | 149.023 | 0.000 | 0.000 | ||
| 79 | 2023.09.27 04:00 | modify | 25 | 0.10 | 149.023 | 150.523 | 147.523 | ||
| 80 | 2023.10.03 16:00 | t/p | 25 | 0.10 | 147.523 | 150.523 | 147.523 | 90.31 | 10408.74 |
| 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 04:00 | sell | 27 | 0.10 | 149.581 | 0.000 | 0.000 | ||
| 84 | 2023.10.30 04:00 | modify | 27 | 0.10 | 149.581 | 149.903 | 148.928 | ||
| 85 | 2023.10.30 04:00 | modify | 26 | 0.10 | 150.428 | 149.903 | 148.928 | ||
| 86 | 2023.10.30 08:00 | sell | 28 | 0.10 | 149.521 | 0.000 | 0.000 | ||
| 87 | 2023.10.30 08:00 | modify | 28 | 0.10 | 149.521 | 149.753 | 148.928 | ||
| 88 | 2023.10.30 12:00 | s/l | 28 | 0.10 | 149.753 | 149.753 | 148.928 | -15.49 | 10393.25 |
| 89 | 2023.10.30 16:00 | t/p | 26 | 0.10 | 148.928 | 149.903 | 148.928 | 97.23 | 10490.49 |
| 90 | 2023.10.30 16:00 | t/p | 27 | 0.10 | 148.928 | 149.903 | 148.928 | 43.81 | 10534.30 |
| 91 | 2023.11.03 20:00 | buy | 29 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 92 | 2023.11.03 20:00 | modify | 29 | 0.10 | 149.496 | 147.996 | 150.996 | ||
| 93 | 2023.11.08 20:00 | t/p | 29 | 0.10 | 150.996 | 147.996 | 150.996 | 102.80 | 10637.10 |
| 94 | 2023.11.17 16:00 | buy | 30 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 95 | 2023.11.17 16:00 | modify | 30 | 0.10 | 149.586 | 148.086 | 151.086 | ||
| 96 | 2023.11.21 04:00 | s/l | 30 | 0.10 | 148.086 | 148.086 | 151.086 | -99.46 | 10537.64 |
| 97 | 2023.12.28 16:00 | buy | 31 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 98 | 2023.12.28 16:00 | modify | 31 | 0.10 | 140.910 | 139.410 | 142.410 | ||
| 99 | 2023.12.29 23:59 | close at stop | 31 | 0.10 | 140.975 | 139.410 | 142.410 | 5.77 | 10543.41 |