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=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=40; 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=55; 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=3; 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 | 704.73 | Gross profit | 1213.24 | Gross loss | -508.51 |
| Profit factor | 2.39 | Expected payoff | 23.49 | ||
| Absolute drawdown | 29.66 | Maximal drawdown | 164.08 (1.59%) | Relative drawdown | 1.59% (164.08) |
| Total trades | 30 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 13 (43.33%) | Loss trades (% of total) | 17 (56.67%) | ||
| Largest | profit trade | 118.80 | loss trade | -36.50 | |
| Average | profit trade | 93.33 | loss trade | -29.91 | |
| Maximum | consecutive wins (profit in money) | 6 (436.72) | consecutive losses (loss in money) | 4 (-127.68) | |
| Maximal | consecutive profit (count of wins) | 436.72 (6) | consecutive loss (count of losses) | -127.68 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.02 12:00 | buy | 1 | 0.10 | 130.796 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 12:00 | modify | 1 | 0.10 | 130.796 | 130.396 | 132.296 | ||
| 3 | 2023.01.03 04:00 | s/l | 1 | 0.10 | 130.396 | 130.396 | 132.296 | -29.66 | 9970.34 |
| 4 | 2023.01.03 04:00 | buy | 2 | 0.10 | 129.811 | 0.000 | 0.000 | ||
| 5 | 2023.01.03 04:00 | modify | 2 | 0.10 | 129.811 | 129.411 | 131.311 | ||
| 6 | 2023.01.04 00:00 | t/p | 2 | 0.10 | 131.311 | 129.411 | 131.311 | 115.40 | 10085.74 |
| 7 | 2023.01.12 16:00 | buy | 3 | 0.10 | 129.863 | 0.000 | 0.000 | ||
| 8 | 2023.01.12 16:00 | modify | 3 | 0.10 | 129.863 | 129.463 | 131.363 | ||
| 9 | 2023.01.12 20:00 | s/l | 3 | 0.10 | 129.463 | 129.463 | 131.363 | -30.94 | 10054.80 |
| 10 | 2023.01.13 16:00 | buy | 4 | 0.10 | 127.537 | 0.000 | 0.000 | ||
| 11 | 2023.01.13 16:00 | modify | 4 | 0.10 | 127.537 | 127.137 | 129.037 | ||
| 12 | 2023.01.17 04:00 | t/p | 4 | 0.10 | 129.037 | 127.137 | 129.037 | 118.80 | 10173.60 |
| 13 | 2023.02.06 16:00 | sell | 5 | 0.10 | 132.845 | 0.000 | 0.000 | ||
| 14 | 2023.02.06 16:00 | modify | 5 | 0.10 | 132.845 | 133.245 | 131.345 | ||
| 15 | 2023.02.07 16:00 | t/p | 5 | 0.10 | 131.345 | 133.245 | 131.345 | 112.57 | 10286.17 |
| 16 | 2023.02.15 16:00 | sell | 6 | 0.10 | 134.272 | 0.000 | 0.000 | ||
| 17 | 2023.02.15 16:00 | modify | 6 | 0.10 | 134.272 | 134.672 | 132.772 | ||
| 18 | 2023.02.17 04:00 | s/l | 6 | 0.10 | 134.672 | 134.672 | 132.772 | -36.50 | 10249.67 |
| 19 | 2023.02.24 16:00 | sell | 7 | 0.10 | 136.391 | 0.000 | 0.000 | ||
| 20 | 2023.02.24 16:00 | modify | 7 | 0.10 | 136.391 | 136.791 | 134.891 | ||
| 21 | 2023.02.28 08:00 | s/l | 7 | 0.10 | 136.791 | 136.791 | 134.891 | -32.66 | 10217.01 |
| 22 | 2023.04.28 12:00 | sell | 8 | 0.10 | 136.130 | 0.000 | 0.000 | ||
| 23 | 2023.04.28 12:00 | modify | 8 | 0.10 | 136.130 | 136.530 | 134.630 | ||
| 24 | 2023.04.28 16:00 | s/l | 8 | 0.10 | 136.530 | 136.530 | 134.630 | -29.41 | 10187.60 |
| 25 | 2023.05.01 12:00 | sell | 9 | 0.10 | 136.816 | 0.000 | 0.000 | ||
| 26 | 2023.05.01 12:00 | modify | 9 | 0.10 | 136.816 | 137.216 | 135.316 | ||
| 27 | 2023.05.01 16:00 | s/l | 9 | 0.10 | 137.216 | 137.216 | 135.316 | -29.11 | 10158.49 |
| 28 | 2023.05.04 16:00 | buy | 10 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 29 | 2023.05.04 16:00 | modify | 10 | 0.10 | 133.794 | 133.394 | 135.294 | ||
| 30 | 2023.05.08 00:00 | t/p | 10 | 0.10 | 135.294 | 133.394 | 135.294 | 113.27 | 10271.76 |
| 31 | 2023.05.17 16:00 | sell | 11 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 32 | 2023.05.17 16:00 | modify | 11 | 0.10 | 137.515 | 137.915 | 136.015 | ||
| 33 | 2023.05.18 12:00 | s/l | 11 | 0.10 | 137.915 | 137.915 | 136.015 | -34.13 | 10237.63 |
| 34 | 2023.07.07 16:00 | buy | 12 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 35 | 2023.07.07 16:00 | modify | 12 | 0.10 | 142.245 | 141.845 | 143.745 | ||
| 36 | 2023.07.10 16:00 | s/l | 12 | 0.10 | 141.845 | 141.845 | 143.745 | -27.10 | 10210.53 |
| 37 | 2023.07.11 04:00 | buy | 13 | 0.10 | 140.821 | 0.000 | 0.000 | ||
| 38 | 2023.07.11 04:00 | modify | 13 | 0.10 | 140.821 | 140.421 | 142.321 | ||
| 39 | 2023.07.11 08:00 | s/l | 13 | 0.10 | 140.421 | 140.421 | 142.321 | -28.47 | 10182.06 |
| 40 | 2023.07.13 08:00 | buy | 14 | 0.10 | 138.400 | 0.000 | 0.000 | ||
| 41 | 2023.07.13 08:00 | modify | 14 | 0.10 | 138.400 | 138.000 | 139.900 | ||
| 42 | 2023.07.13 20:00 | s/l | 14 | 0.10 | 138.000 | 138.000 | 139.900 | -28.98 | 10153.08 |
| 43 | 2023.07.14 04:00 | buy | 15 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 44 | 2023.07.14 04:00 | modify | 15 | 0.10 | 137.464 | 137.064 | 138.964 | ||
| 45 | 2023.07.14 16:00 | t/p | 15 | 0.10 | 138.964 | 137.064 | 138.964 | 108.11 | 10261.19 |
| 46 | 2023.08.01 16:00 | sell | 16 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 47 | 2023.08.01 16:00 | modify | 16 | 0.10 | 143.339 | 143.739 | 141.839 | ||
| 48 | 2023.08.03 08:00 | s/l | 16 | 0.10 | 143.739 | 143.739 | 141.839 | -34.80 | 10226.39 |
| 49 | 2023.08.10 16:00 | sell | 17 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 50 | 2023.08.10 16:00 | modify | 17 | 0.10 | 144.403 | 144.803 | 142.903 | ||
| 51 | 2023.08.10 20:00 | s/l | 17 | 0.10 | 144.803 | 144.803 | 142.903 | -27.62 | 10198.77 |
| 52 | 2023.08.15 04:00 | sell | 18 | 0.10 | 145.496 | 0.000 | 0.000 | ||
| 53 | 2023.08.15 04:00 | modify | 18 | 0.10 | 145.496 | 145.896 | 143.996 | ||
| 54 | 2023.08.16 16:00 | s/l | 18 | 0.10 | 145.896 | 145.896 | 143.996 | -29.13 | 10169.63 |
| 55 | 2023.08.23 16:00 | buy | 19 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 56 | 2023.08.23 16:00 | modify | 19 | 0.10 | 144.655 | 144.255 | 146.155 | ||
| 57 | 2023.08.25 04:00 | t/p | 19 | 0.10 | 146.155 | 144.255 | 146.155 | 107.31 | 10276.95 |
| 58 | 2023.08.29 12:00 | sell | 20 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 59 | 2023.08.29 12:00 | modify | 20 | 0.10 | 147.141 | 147.541 | 145.641 | ||
| 60 | 2023.08.30 16:00 | t/p | 20 | 0.10 | 145.641 | 147.541 | 145.641 | 101.06 | 10378.01 |
| 61 | 2023.09.05 12:00 | sell | 21 | 0.10 | 147.342 | 0.000 | 0.000 | ||
| 62 | 2023.09.05 12:00 | modify | 21 | 0.10 | 147.342 | 147.742 | 145.842 | ||
| 63 | 2023.09.05 16:00 | s/l | 21 | 0.10 | 147.742 | 147.742 | 145.842 | -27.09 | 10350.92 |
| 64 | 2023.09.27 12:00 | sell | 22 | 0.10 | 149.181 | 0.000 | 0.000 | ||
| 65 | 2023.09.27 12:00 | modify | 22 | 0.10 | 149.181 | 149.581 | 147.681 | ||
| 66 | 2023.09.27 20:00 | s/l | 22 | 0.10 | 149.581 | 149.581 | 147.681 | -26.74 | 10324.18 |
| 67 | 2023.10.26 04:00 | sell | 23 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 68 | 2023.10.26 04:00 | modify | 23 | 0.10 | 150.418 | 150.818 | 148.918 | ||
| 69 | 2023.10.30 04:00 | sell | 24 | 0.10 | 149.581 | 0.000 | 0.000 | ||
| 70 | 2023.10.30 04:00 | modify | 24 | 0.10 | 149.581 | 150.043 | 148.918 | ||
| 71 | 2023.10.30 04:00 | modify | 23 | 0.10 | 150.418 | 150.043 | 148.918 | ||
| 72 | 2023.10.30 16:00 | t/p | 23 | 0.10 | 148.918 | 150.043 | 148.918 | 97.23 | 10421.41 |
| 73 | 2023.10.30 16:00 | t/p | 24 | 0.10 | 148.918 | 150.043 | 148.918 | 44.48 | 10465.89 |
| 74 | 2023.11.03 16:00 | buy | 25 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 75 | 2023.11.03 16:00 | modify | 25 | 0.10 | 149.396 | 148.996 | 150.896 | ||
| 76 | 2023.11.07 04:00 | buy | 26 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 77 | 2023.11.07 04:00 | modify | 26 | 0.10 | 150.226 | 149.771 | 150.896 | ||
| 78 | 2023.11.07 04:00 | modify | 25 | 0.10 | 149.396 | 149.771 | 150.896 | ||
| 79 | 2023.11.08 16:00 | t/p | 25 | 0.10 | 150.896 | 149.771 | 150.896 | 102.92 | 10568.81 |
| 80 | 2023.11.08 16:00 | t/p | 26 | 0.10 | 150.896 | 149.771 | 150.896 | 45.57 | 10614.38 |
| 81 | 2023.11.21 04:00 | buy | 27 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 82 | 2023.11.21 04:00 | modify | 27 | 0.10 | 147.409 | 147.009 | 148.909 | ||
| 83 | 2023.11.22 04:00 | buy | 28 | 0.10 | 148.244 | 0.000 | 0.000 | ||
| 84 | 2023.11.22 04:00 | modify | 28 | 0.10 | 148.244 | 147.784 | 148.909 | ||
| 85 | 2023.11.22 04:00 | modify | 27 | 0.10 | 147.409 | 147.784 | 148.909 | ||
| 86 | 2023.11.22 08:00 | t/p | 27 | 0.10 | 148.909 | 147.784 | 148.909 | 101.86 | 10716.24 |
| 87 | 2023.11.22 08:00 | t/p | 28 | 0.10 | 148.909 | 147.784 | 148.909 | 44.65 | 10760.89 |
| 88 | 2023.12.07 12:00 | buy | 29 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 89 | 2023.12.07 12:00 | modify | 29 | 0.10 | 145.053 | 144.653 | 146.553 | ||
| 90 | 2023.12.07 16:00 | s/l | 29 | 0.10 | 144.653 | 144.653 | 146.553 | -27.77 | 10733.12 |
| 91 | 2023.12.28 08:00 | buy | 30 | 0.10 | 140.850 | 0.000 | 0.000 | ||
| 92 | 2023.12.28 08:00 | modify | 30 | 0.10 | 140.850 | 140.450 | 142.350 | ||
| 93 | 2023.12.28 16:00 | s/l | 30 | 0.10 | 140.450 | 140.450 | 142.350 | -28.39 | 10704.73 |