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=1; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=20; 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 | 957.55 | Gross profit | 1226.55 | Gross loss | -269.00 |
| Profit factor | 4.56 | Expected payoff | 47.88 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 166.25 (1.59%) | Relative drawdown | 1.59% (166.25) |
| Total trades | 20 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 115.40 | loss trade | -43.89 | |
| Average | profit trade | 94.35 | loss trade | -38.43 | |
| Maximum | consecutive wins (profit in money) | 8 (670.18) | consecutive losses (loss in money) | 3 (-110.66) | |
| Maximal | consecutive profit (count of wins) | 670.18 (8) | consecutive loss (count of losses) | -110.66 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 04:00 | buy | 1 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 04:00 | modify | 1 | 0.10 | 129.811 | 129.311 | 131.311 | ||
| 3 | 2023.01.04 00:00 | t/p | 1 | 0.10 | 131.311 | 129.311 | 131.311 | 115.40 | 10115.40 |
| 4 | 2023.02.06 16:00 | sell | 2 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 5 | 2023.02.06 16:00 | modify | 2 | 0.10 | 132.845 | 133.345 | 131.345 | ||
| 6 | 2023.02.07 16:00 | t/p | 2 | 0.10 | 131.345 | 133.345 | 131.345 | 112.57 | 10227.97 |
| 7 | 2023.02.15 16:00 | sell | 3 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 8 | 2023.02.15 16:00 | modify | 3 | 0.10 | 134.272 | 134.772 | 132.772 | ||
| 9 | 2023.02.17 08:00 | s/l | 3 | 0.10 | 134.772 | 134.772 | 132.772 | -43.89 | 10184.07 |
| 10 | 2023.05.01 04:00 | sell | 4 | 0.10 | 136.877 | 0.000 | 0.000 | ||
| 11 | 2023.05.01 04:00 | modify | 4 | 0.10 | 136.877 | 137.377 | 135.377 | ||
| 12 | 2023.05.01 16:00 | s/l | 4 | 0.10 | 137.377 | 137.377 | 135.377 | -36.39 | 10147.68 |
| 13 | 2023.05.01 16:00 | sell | 5 | 0.10 | 137.354 | 0.000 | 0.000 | ||
| 14 | 2023.05.01 16:00 | modify | 5 | 0.10 | 137.354 | 137.854 | 135.854 | ||
| 15 | 2023.05.03 08:00 | t/p | 5 | 0.10 | 135.854 | 137.854 | 135.854 | 107.02 | 10254.71 |
| 16 | 2023.05.04 16:00 | buy | 6 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 17 | 2023.05.04 16:00 | modify | 6 | 0.10 | 133.794 | 133.294 | 135.294 | ||
| 18 | 2023.05.08 00:00 | t/p | 6 | 0.10 | 135.294 | 133.294 | 135.294 | 113.27 | 10367.98 |
| 19 | 2023.05.18 16:00 | sell | 7 | 0.10 | 138.498 | 0.000 | 0.000 | ||
| 20 | 2023.05.18 16:00 | modify | 7 | 0.10 | 138.498 | 138.998 | 136.998 | ||
| 21 | 2023.05.24 16:00 | s/l | 7 | 0.10 | 138.998 | 138.998 | 136.998 | -42.74 | 10325.23 |
| 22 | 2023.07.12 04:00 | buy | 8 | 0.10 | 139.684 | 0.000 | 0.000 | ||
| 23 | 2023.07.12 04:00 | modify | 8 | 0.10 | 139.684 | 139.184 | 141.184 | ||
| 24 | 2023.07.12 16:00 | s/l | 8 | 0.10 | 139.184 | 139.184 | 141.184 | -36.18 | 10289.05 |
| 25 | 2023.07.12 16:00 | buy | 9 | 0.10 | 138.244 | 0.000 | 0.000 | ||
| 26 | 2023.07.12 16:00 | modify | 9 | 0.10 | 138.244 | 137.744 | 139.744 | ||
| 27 | 2023.07.14 04:00 | s/l | 9 | 0.10 | 137.744 | 137.744 | 139.744 | -31.74 | 10257.32 |
| 28 | 2023.07.14 04:00 | buy | 10 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 29 | 2023.07.14 04:00 | modify | 10 | 0.10 | 137.464 | 136.964 | 138.964 | ||
| 30 | 2023.07.14 16:00 | t/p | 10 | 0.10 | 138.964 | 136.964 | 138.964 | 108.11 | 10365.43 |
| 31 | 2023.08.01 16:00 | sell | 11 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 32 | 2023.08.01 16:00 | modify | 11 | 0.10 | 143.339 | 143.839 | 141.839 | ||
| 33 | 2023.08.03 08:00 | s/l | 11 | 0.10 | 143.839 | 143.839 | 141.839 | -41.80 | 10323.62 |
| 34 | 2023.08.10 16:00 | sell | 12 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 35 | 2023.08.10 16:00 | modify | 12 | 0.10 | 144.403 | 144.903 | 142.903 | ||
| 36 | 2023.08.11 04:00 | s/l | 12 | 0.10 | 144.903 | 144.903 | 142.903 | -36.25 | 10287.37 |
| 37 | 2023.08.23 16:00 | buy | 13 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 38 | 2023.08.23 16:00 | modify | 13 | 0.10 | 144.655 | 144.155 | 146.155 | ||
| 39 | 2023.08.25 04:00 | t/p | 13 | 0.10 | 146.155 | 144.155 | 146.155 | 107.31 | 10394.69 |
| 40 | 2023.08.29 12:00 | sell | 14 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 41 | 2023.08.29 12:00 | modify | 14 | 0.10 | 147.141 | 147.641 | 145.641 | ||
| 42 | 2023.08.30 16:00 | t/p | 14 | 0.10 | 145.641 | 147.641 | 145.641 | 101.06 | 10495.74 |
| 43 | 2023.10.26 08:00 | sell | 15 | 0.10 | 150.476 | 0.000 | 0.000 | ||
| 44 | 2023.10.26 08:00 | modify | 15 | 0.10 | 150.476 | 150.976 | 148.976 | ||
| 45 | 2023.10.27 20:00 | sell | 16 | 0.10 | 149.557 | 0.000 | 0.000 | ||
| 46 | 2023.10.27 20:00 | modify | 16 | 0.10 | 149.557 | 149.951 | 148.976 | ||
| 47 | 2023.10.27 20:00 | modify | 15 | 0.10 | 150.476 | 149.951 | 148.976 | ||
| 48 | 2023.10.30 16:00 | t/p | 15 | 0.10 | 148.976 | 149.951 | 148.976 | 97.24 | 10592.99 |
| 49 | 2023.10.30 16:00 | t/p | 16 | 0.10 | 148.976 | 149.951 | 148.976 | 37.28 | 10630.26 |
| 50 | 2023.11.03 16:00 | buy | 17 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 51 | 2023.11.03 16:00 | modify | 17 | 0.10 | 149.396 | 148.896 | 150.896 | ||
| 52 | 2023.11.06 20:00 | buy | 18 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 53 | 2023.11.06 20:00 | modify | 18 | 0.10 | 150.007 | 149.471 | 150.896 | ||
| 54 | 2023.11.06 20:00 | buy | 19 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 55 | 2023.11.06 20:00 | modify | 19 | 0.10 | 150.007 | 149.771 | 150.896 | ||
| 56 | 2023.11.06 20:00 | modify | 17 | 0.10 | 149.396 | 149.771 | 150.896 | ||
| 57 | 2023.11.07 00:00 | modify | 18 | 0.10 | 150.007 | 149.771 | 150.896 | ||
| 58 | 2023.11.08 16:00 | t/p | 17 | 0.10 | 150.896 | 149.771 | 150.896 | 102.92 | 10733.18 |
| 59 | 2023.11.08 16:00 | t/p | 18 | 0.10 | 150.896 | 149.771 | 150.896 | 61.25 | 10794.44 |
| 60 | 2023.11.08 16:00 | t/p | 19 | 0.10 | 150.896 | 149.771 | 150.896 | 61.25 | 10855.69 |
| 61 | 2023.11.21 04:00 | buy | 20 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 62 | 2023.11.21 04:00 | modify | 20 | 0.10 | 147.409 | 146.909 | 148.909 | ||
| 63 | 2023.11.22 08:00 | t/p | 20 | 0.10 | 148.909 | 146.909 | 148.909 | 101.86 | 10957.55 |