Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro 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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 814.18 | Gross profit | 1246.98 | Gross loss | -432.79 |
| Profit factor | 2.88 | Expected payoff | 32.57 | ||
| Absolute drawdown | 126.09 | Maximal drawdown | 250.80 (2.29%) | Relative drawdown | 2.29% (250.80) |
| Total trades | 25 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 106.46 | loss trade | -82.37 | |
| Average | profit trade | 77.94 | loss trade | -48.09 | |
| Maximum | consecutive wins (profit in money) | 6 (480.55) | consecutive losses (loss in money) | 3 (-231.77) | |
| Maximal | consecutive profit (count of wins) | 480.55 (6) | consecutive loss (count of losses) | -231.77 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.02 08:00 | buy | 1 | 0.10 | 139.862 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 08:00 | modify | 1 | 0.10 | 139.862 | 138.762 | 141.362 | ||
| 3 | 2023.01.03 04:00 | s/l | 1 | 0.10 | 138.762 | 138.762 | 141.362 | -73.94 | 9926.06 |
| 4 | 2023.01.23 08:00 | sell | 2 | 0.10 | 142.017 | 0.000 | 0.000 | ||
| 5 | 2023.01.23 08:00 | modify | 2 | 0.10 | 142.017 | 143.117 | 140.517 | ||
| 6 | 2023.01.26 04:00 | sell | 3 | 0.10 | 141.113 | 0.000 | 0.000 | ||
| 7 | 2023.01.26 04:00 | modify | 3 | 0.10 | 141.113 | 141.567 | 140.517 | ||
| 8 | 2023.01.26 04:00 | modify | 2 | 0.10 | 142.017 | 141.567 | 140.517 | ||
| 9 | 2023.01.26 08:00 | s/l | 2 | 0.10 | 141.567 | 141.567 | 140.517 | 24.15 | 9950.22 |
| 10 | 2023.01.26 08:00 | s/l | 3 | 0.10 | 141.567 | 141.567 | 140.517 | -30.83 | 9919.39 |
| 11 | 2023.03.30 16:00 | sell | 4 | 0.10 | 144.626 | 0.000 | 0.000 | ||
| 12 | 2023.03.30 16:00 | modify | 4 | 0.10 | 144.626 | 145.726 | 143.126 | ||
| 13 | 2023.04.05 16:00 | t/p | 4 | 0.10 | 143.126 | 145.726 | 143.126 | 96.74 | 10016.13 |
| 14 | 2023.05.02 08:00 | sell | 5 | 0.10 | 151.206 | 0.000 | 0.000 | ||
| 15 | 2023.05.02 08:00 | modify | 5 | 0.10 | 151.206 | 152.306 | 149.706 | ||
| 16 | 2023.05.03 12:00 | t/p | 5 | 0.10 | 149.706 | 152.306 | 149.706 | 100.57 | 10116.70 |
| 17 | 2023.05.04 16:00 | buy | 6 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 18 | 2023.05.04 16:00 | modify | 6 | 0.10 | 147.290 | 146.190 | 148.790 | ||
| 19 | 2023.05.08 00:00 | t/p | 6 | 0.10 | 148.790 | 146.190 | 148.790 | 103.39 | 10220.09 |
| 20 | 2023.05.11 08:00 | buy | 7 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 21 | 2023.05.11 08:00 | modify | 7 | 0.10 | 147.096 | 145.996 | 148.596 | ||
| 22 | 2023.05.17 04:00 | buy | 8 | 0.10 | 148.299 | 0.000 | 0.000 | ||
| 23 | 2023.05.17 04:00 | modify | 8 | 0.10 | 148.299 | 147.846 | 148.596 | ||
| 24 | 2023.05.17 04:00 | modify | 7 | 0.10 | 147.096 | 147.846 | 148.596 | ||
| 25 | 2023.05.17 08:00 | t/p | 7 | 0.10 | 148.596 | 147.846 | 148.596 | 104.93 | 10325.02 |
| 26 | 2023.05.17 08:00 | t/p | 8 | 0.10 | 148.596 | 147.846 | 148.596 | 20.17 | 10345.19 |
| 27 | 2023.05.31 16:00 | buy | 9 | 0.10 | 148.924 | 0.000 | 0.000 | ||
| 28 | 2023.05.31 16:00 | modify | 9 | 0.10 | 148.924 | 147.824 | 150.424 | ||
| 29 | 2023.06.05 08:00 | buy | 10 | 0.10 | 150.125 | 0.000 | 0.000 | ||
| 30 | 2023.06.05 08:00 | modify | 10 | 0.10 | 150.125 | 149.674 | 150.424 | ||
| 31 | 2023.06.05 08:00 | modify | 9 | 0.10 | 148.924 | 149.674 | 150.424 | ||
| 32 | 2023.06.05 16:00 | s/l | 9 | 0.10 | 149.674 | 149.674 | 150.424 | 54.75 | 10399.94 |
| 33 | 2023.06.05 16:00 | s/l | 10 | 0.10 | 149.674 | 149.674 | 150.424 | -30.63 | 10369.31 |
| 34 | 2023.06.22 16:00 | sell | 11 | 0.10 | 156.499 | 0.000 | 0.000 | ||
| 35 | 2023.06.22 16:00 | modify | 11 | 0.10 | 156.499 | 157.599 | 154.999 | ||
| 36 | 2023.06.23 08:00 | sell | 12 | 0.10 | 155.294 | 0.000 | 0.000 | ||
| 37 | 2023.06.23 08:00 | modify | 12 | 0.10 | 155.294 | 155.749 | 154.999 | ||
| 38 | 2023.06.23 08:00 | modify | 11 | 0.10 | 156.499 | 155.749 | 154.999 | ||
| 39 | 2023.06.23 12:00 | s/l | 11 | 0.10 | 155.749 | 155.749 | 154.999 | 49.65 | 10418.96 |
| 40 | 2023.06.23 12:00 | s/l | 12 | 0.10 | 155.749 | 155.749 | 154.999 | -30.90 | 10388.06 |
| 41 | 2023.07.11 12:00 | buy | 13 | 0.10 | 154.232 | 0.000 | 0.000 | ||
| 42 | 2023.07.11 12:00 | modify | 13 | 0.10 | 154.232 | 153.132 | 155.732 | ||
| 43 | 2023.07.14 08:00 | buy | 14 | 0.10 | 155.144 | 0.000 | 0.000 | ||
| 44 | 2023.07.14 08:00 | modify | 14 | 0.10 | 155.144 | 154.682 | 155.732 | ||
| 45 | 2023.07.14 08:00 | modify | 13 | 0.10 | 154.232 | 154.682 | 155.732 | ||
| 46 | 2023.07.14 12:00 | t/p | 13 | 0.10 | 155.732 | 154.682 | 155.732 | 105.69 | 10493.76 |
| 47 | 2023.07.14 12:00 | t/p | 14 | 0.10 | 155.732 | 154.682 | 155.732 | 39.93 | 10533.69 |
| 48 | 2023.08.10 08:00 | sell | 15 | 0.10 | 158.311 | 0.000 | 0.000 | ||
| 49 | 2023.08.10 08:00 | modify | 15 | 0.10 | 158.311 | 159.411 | 156.811 | ||
| 50 | 2023.08.18 16:00 | sell | 16 | 0.10 | 157.838 | 0.000 | 0.000 | ||
| 51 | 2023.08.18 16:00 | modify | 16 | 0.10 | 157.838 | 158.236 | 156.811 | ||
| 52 | 2023.08.18 16:00 | modify | 15 | 0.10 | 158.311 | 158.236 | 156.811 | ||
| 53 | 2023.08.21 04:00 | s/l | 15 | 0.10 | 158.236 | 158.236 | 156.811 | -6.42 | 10527.26 |
| 54 | 2023.08.21 04:00 | s/l | 16 | 0.10 | 158.236 | 158.236 | 156.811 | -28.31 | 10498.95 |
| 55 | 2023.08.23 16:00 | buy | 17 | 0.10 | 157.107 | 0.000 | 0.000 | ||
| 56 | 2023.08.23 16:00 | modify | 17 | 0.10 | 157.107 | 156.007 | 158.607 | ||
| 57 | 2023.08.29 04:00 | t/p | 17 | 0.10 | 158.607 | 156.007 | 158.607 | 106.46 | 10605.41 |
| 58 | 2023.10.03 16:00 | buy | 18 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 59 | 2023.10.03 16:00 | modify | 18 | 0.10 | 155.947 | 154.847 | 157.447 | ||
| 60 | 2023.10.06 12:00 | t/p | 18 | 0.10 | 157.447 | 154.847 | 157.447 | 105.68 | 10711.09 |
| 61 | 2023.10.23 16:00 | sell | 19 | 0.10 | 159.453 | 0.000 | 0.000 | ||
| 62 | 2023.10.23 16:00 | modify | 19 | 0.10 | 159.453 | 160.553 | 157.953 | ||
| 63 | 2023.10.27 08:00 | sell | 20 | 0.10 | 158.535 | 0.000 | 0.000 | ||
| 64 | 2023.10.27 08:00 | modify | 20 | 0.10 | 158.535 | 159.003 | 157.953 | ||
| 65 | 2023.10.27 08:00 | modify | 19 | 0.10 | 159.453 | 159.003 | 157.953 | ||
| 66 | 2023.10.27 20:00 | t/p | 19 | 0.10 | 157.953 | 159.003 | 157.953 | 94.18 | 10805.28 |
| 67 | 2023.10.27 20:00 | t/p | 20 | 0.10 | 157.953 | 159.003 | 157.953 | 39.52 | 10844.80 |
| 68 | 2023.10.31 12:00 | sell | 21 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 69 | 2023.10.31 12:00 | modify | 21 | 0.10 | 160.615 | 161.715 | 159.115 | ||
| 70 | 2023.11.01 16:00 | t/p | 21 | 0.10 | 159.115 | 161.715 | 159.115 | 100.57 | 10945.37 |
| 71 | 2023.11.06 12:00 | sell | 22 | 0.10 | 160.865 | 0.000 | 0.000 | ||
| 72 | 2023.11.06 12:00 | modify | 22 | 0.10 | 160.865 | 161.965 | 159.365 | ||
| 73 | 2023.11.10 20:00 | s/l | 22 | 0.10 | 161.965 | 161.965 | 159.365 | -82.37 | 10863.00 |
| 74 | 2023.11.14 12:00 | sell | 23 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 75 | 2023.11.14 12:00 | modify | 23 | 0.10 | 162.646 | 163.746 | 161.146 | ||
| 76 | 2023.11.14 20:00 | s/l | 23 | 0.10 | 163.746 | 163.746 | 161.146 | -74.70 | 10788.30 |
| 77 | 2023.12.07 08:00 | buy | 24 | 0.10 | 157.114 | 0.000 | 0.000 | ||
| 78 | 2023.12.07 08:00 | modify | 24 | 0.10 | 157.114 | 156.014 | 158.614 | ||
| 79 | 2023.12.07 12:00 | s/l | 24 | 0.10 | 156.014 | 156.014 | 158.614 | -74.70 | 10713.60 |
| 80 | 2023.12.19 12:00 | sell | 25 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 81 | 2023.12.19 12:00 | modify | 25 | 0.10 | 158.355 | 159.455 | 156.855 | ||
| 82 | 2023.12.20 12:00 | t/p | 25 | 0.10 | 156.855 | 159.455 | 156.855 | 100.58 | 10814.18 |