Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1006.33 | Gross profit | 1668.48 | Gross loss | -662.16 |
| Profit factor | 2.52 | Expected payoff | 24.54 | ||
| Absolute drawdown | 76.33 | Maximal drawdown | 189.17 (1.87%) | Relative drawdown | 1.87% (189.17) |
| Total trades | 41 | Short positions (won %) | 28 (46.43%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 22 (53.66%) | Loss trades (% of total) | 19 (46.34%) | ||
| Largest | profit trade | 104.42 | loss trade | -39.83 | |
| Average | profit trade | 75.84 | loss trade | -34.85 | |
| Maximum | consecutive wins (profit in money) | 9 (674.80) | consecutive losses (loss in money) | 5 (-177.73) | |
| Maximal | consecutive profit (count of wins) | 674.80 (9) | consecutive loss (count of losses) | -177.73 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.24 12:00 | buy | 1 | 0.10 | 139.632 | 0.000 | 0.000 | ||
| 2 | 2023.03.24 12:00 | modify | 1 | 0.10 | 139.632 | 139.132 | 141.132 | ||
| 3 | 2023.03.27 08:00 | t/p | 1 | 0.10 | 141.132 | 139.132 | 141.132 | 101.40 | 10101.40 |
| 4 | 2023.03.29 20:00 | sell | 2 | 0.10 | 143.972 | 0.000 | 0.000 | ||
| 5 | 2023.03.29 20:00 | modify | 2 | 0.10 | 143.972 | 144.472 | 142.472 | ||
| 6 | 2023.03.30 16:00 | s/l | 2 | 0.10 | 144.472 | 144.472 | 142.472 | -37.31 | 10064.09 |
| 7 | 2023.03.30 16:00 | sell | 3 | 0.10 | 144.626 | 0.000 | 0.000 | ||
| 8 | 2023.03.30 16:00 | modify | 3 | 0.10 | 144.626 | 145.126 | 143.126 | ||
| 9 | 2023.03.31 00:00 | s/l | 3 | 0.10 | 145.126 | 145.126 | 143.126 | -34.79 | 10029.30 |
| 10 | 2023.04.11 20:00 | sell | 4 | 0.10 | 145.904 | 0.000 | 0.000 | ||
| 11 | 2023.04.11 20:00 | modify | 4 | 0.10 | 145.904 | 146.404 | 144.404 | ||
| 12 | 2023.04.12 08:00 | s/l | 4 | 0.10 | 146.404 | 146.404 | 144.404 | -34.79 | 9994.51 |
| 13 | 2023.04.13 12:00 | sell | 5 | 0.10 | 146.802 | 0.000 | 0.000 | ||
| 14 | 2023.04.13 12:00 | modify | 5 | 0.10 | 146.802 | 147.302 | 145.302 | ||
| 15 | 2023.04.17 08:00 | s/l | 5 | 0.10 | 147.302 | 147.302 | 145.302 | -36.05 | 9958.46 |
| 16 | 2023.04.28 16:00 | sell | 6 | 0.10 | 150.042 | 0.000 | 0.000 | ||
| 17 | 2023.04.28 16:00 | modify | 6 | 0.10 | 150.042 | 150.542 | 148.542 | ||
| 18 | 2023.05.01 04:00 | s/l | 6 | 0.10 | 150.542 | 150.542 | 148.542 | -34.79 | 9923.67 |
| 19 | 2023.05.04 16:00 | buy | 7 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 20 | 2023.05.04 16:00 | modify | 7 | 0.10 | 147.290 | 146.790 | 148.790 | ||
| 21 | 2023.05.05 00:00 | buy | 8 | 0.10 | 147.908 | 0.000 | 0.000 | ||
| 22 | 2023.05.05 00:00 | modify | 8 | 0.10 | 147.908 | 147.365 | 148.790 | ||
| 23 | 2023.05.05 00:00 | modify | 7 | 0.10 | 147.290 | 147.365 | 148.790 | ||
| 24 | 2023.05.08 00:00 | t/p | 7 | 0.10 | 148.790 | 147.365 | 148.790 | 102.17 | 10025.84 |
| 25 | 2023.05.08 00:00 | t/p | 8 | 0.10 | 148.790 | 147.365 | 148.790 | 59.94 | 10085.78 |
| 26 | 2023.05.17 20:00 | sell | 9 | 0.10 | 149.171 | 0.000 | 0.000 | ||
| 27 | 2023.05.17 20:00 | modify | 9 | 0.10 | 149.171 | 149.671 | 147.671 | ||
| 28 | 2023.05.19 16:00 | s/l | 9 | 0.10 | 149.671 | 149.671 | 147.671 | -38.57 | 10047.21 |
| 29 | 2023.05.31 16:00 | buy | 10 | 0.10 | 148.924 | 0.000 | 0.000 | ||
| 30 | 2023.05.31 16:00 | modify | 10 | 0.10 | 148.924 | 148.424 | 150.424 | ||
| 31 | 2023.06.05 08:00 | buy | 11 | 0.10 | 150.125 | 0.000 | 0.000 | ||
| 32 | 2023.06.05 08:00 | modify | 11 | 0.10 | 150.125 | 149.674 | 150.424 | ||
| 33 | 2023.06.05 08:00 | modify | 10 | 0.10 | 148.924 | 149.674 | 150.424 | ||
| 34 | 2023.06.05 16:00 | s/l | 10 | 0.10 | 149.674 | 149.674 | 150.424 | 54.09 | 10101.29 |
| 35 | 2023.06.05 16:00 | s/l | 11 | 0.10 | 149.674 | 149.674 | 150.424 | -30.27 | 10071.02 |
| 36 | 2023.06.13 20:00 | sell | 12 | 0.10 | 151.306 | 0.000 | 0.000 | ||
| 37 | 2023.06.13 20:00 | modify | 12 | 0.10 | 151.306 | 151.806 | 149.806 | ||
| 38 | 2023.06.15 00:00 | s/l | 12 | 0.10 | 151.806 | 151.806 | 149.806 | -38.57 | 10032.45 |
| 39 | 2023.06.22 16:00 | sell | 13 | 0.10 | 156.499 | 0.000 | 0.000 | ||
| 40 | 2023.06.22 16:00 | modify | 13 | 0.10 | 156.499 | 156.999 | 154.999 | ||
| 41 | 2023.06.23 08:00 | sell | 14 | 0.10 | 155.294 | 0.000 | 0.000 | ||
| 42 | 2023.06.23 08:00 | modify | 14 | 0.10 | 155.294 | 155.749 | 154.999 | ||
| 43 | 2023.06.23 08:00 | modify | 13 | 0.10 | 156.499 | 155.749 | 154.999 | ||
| 44 | 2023.06.23 12:00 | s/l | 13 | 0.10 | 155.749 | 155.749 | 154.999 | 49.04 | 10081.49 |
| 45 | 2023.06.23 12:00 | s/l | 14 | 0.10 | 155.749 | 155.749 | 154.999 | -30.51 | 10050.98 |
| 46 | 2023.06.27 16:00 | sell | 15 | 0.10 | 157.828 | 0.000 | 0.000 | ||
| 47 | 2023.06.27 16:00 | modify | 15 | 0.10 | 157.828 | 158.328 | 156.328 | ||
| 48 | 2023.07.06 08:00 | t/p | 15 | 0.10 | 156.328 | 158.328 | 156.328 | 86.73 | 10137.71 |
| 49 | 2023.07.25 16:00 | buy | 16 | 0.10 | 155.725 | 0.000 | 0.000 | ||
| 50 | 2023.07.25 16:00 | modify | 16 | 0.10 | 155.725 | 155.225 | 157.225 | ||
| 51 | 2023.07.26 12:00 | s/l | 16 | 0.10 | 155.225 | 155.225 | 157.225 | -32.80 | 10104.91 |
| 52 | 2023.07.26 12:00 | buy | 17 | 0.10 | 155.320 | 0.000 | 0.000 | ||
| 53 | 2023.07.26 12:00 | modify | 17 | 0.10 | 155.320 | 154.820 | 156.820 | ||
| 54 | 2023.07.27 16:00 | s/l | 17 | 0.10 | 154.820 | 154.820 | 156.820 | -31.29 | 10073.62 |
| 55 | 2023.07.27 20:00 | buy | 18 | 0.10 | 152.538 | 0.000 | 0.000 | ||
| 56 | 2023.07.27 20:00 | modify | 18 | 0.10 | 152.538 | 152.038 | 154.038 | ||
| 57 | 2023.07.28 04:00 | t/p | 18 | 0.10 | 154.038 | 152.038 | 154.038 | 101.41 | 10175.03 |
| 58 | 2023.08.21 20:00 | sell | 19 | 0.10 | 159.327 | 0.000 | 0.000 | ||
| 59 | 2023.08.21 20:00 | modify | 19 | 0.10 | 159.327 | 159.827 | 157.827 | ||
| 60 | 2023.08.22 16:00 | sell | 20 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 61 | 2023.08.22 16:00 | modify | 20 | 0.10 | 158.119 | 158.577 | 157.827 | ||
| 62 | 2023.08.22 16:00 | modify | 19 | 0.10 | 159.327 | 158.577 | 157.827 | ||
| 63 | 2023.08.23 08:00 | t/p | 19 | 0.10 | 157.827 | 158.577 | 157.827 | 98.07 | 10273.10 |
| 64 | 2023.08.23 08:00 | t/p | 20 | 0.10 | 157.827 | 158.577 | 157.827 | 18.32 | 10291.42 |
| 65 | 2023.08.30 20:00 | sell | 21 | 0.10 | 159.750 | 0.000 | 0.000 | ||
| 66 | 2023.08.30 20:00 | modify | 21 | 0.10 | 159.750 | 160.250 | 158.250 | ||
| 67 | 2023.08.31 16:00 | t/p | 21 | 0.10 | 158.250 | 160.250 | 158.250 | 96.81 | 10388.23 |
| 68 | 2023.09.14 16:00 | buy | 22 | 0.10 | 156.900 | 0.000 | 0.000 | ||
| 69 | 2023.09.14 16:00 | modify | 22 | 0.10 | 156.900 | 156.400 | 158.400 | ||
| 70 | 2023.09.15 16:00 | buy | 23 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 71 | 2023.09.15 16:00 | modify | 23 | 0.10 | 157.806 | 157.275 | 158.400 | ||
| 72 | 2023.09.15 16:00 | modify | 22 | 0.10 | 156.900 | 157.275 | 158.400 | ||
| 73 | 2023.09.20 08:00 | t/p | 22 | 0.10 | 158.400 | 157.275 | 158.400 | 103.67 | 10491.91 |
| 74 | 2023.09.20 08:00 | t/p | 23 | 0.10 | 158.400 | 157.275 | 158.400 | 42.12 | 10534.03 |
| 75 | 2023.10.03 16:00 | buy | 24 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 76 | 2023.10.03 16:00 | modify | 24 | 0.10 | 155.947 | 155.447 | 157.447 | ||
| 77 | 2023.10.04 16:00 | buy | 25 | 0.10 | 156.565 | 0.000 | 0.000 | ||
| 78 | 2023.10.04 16:00 | modify | 25 | 0.10 | 156.565 | 156.022 | 157.447 | ||
| 79 | 2023.10.04 16:00 | modify | 24 | 0.10 | 155.947 | 156.022 | 157.447 | ||
| 80 | 2023.10.06 12:00 | t/p | 24 | 0.10 | 157.447 | 156.022 | 157.447 | 104.42 | 10638.44 |
| 81 | 2023.10.06 12:00 | t/p | 25 | 0.10 | 157.447 | 156.022 | 157.447 | 62.20 | 10700.64 |
| 82 | 2023.10.06 16:00 | sell | 26 | 0.10 | 157.954 | 0.000 | 0.000 | ||
| 83 | 2023.10.06 16:00 | modify | 26 | 0.10 | 157.954 | 158.454 | 156.454 | ||
| 84 | 2023.10.09 16:00 | sell | 27 | 0.10 | 156.726 | 0.000 | 0.000 | ||
| 85 | 2023.10.09 16:00 | modify | 27 | 0.10 | 156.726 | 157.204 | 156.454 | ||
| 86 | 2023.10.09 16:00 | modify | 26 | 0.10 | 157.954 | 157.204 | 156.454 | ||
| 87 | 2023.10.10 04:00 | s/l | 26 | 0.10 | 157.204 | 157.204 | 156.454 | 47.78 | 10748.42 |
| 88 | 2023.10.10 04:00 | s/l | 27 | 0.10 | 157.204 | 157.204 | 156.454 | -33.31 | 10715.11 |
| 89 | 2023.10.23 16:00 | sell | 28 | 0.10 | 159.453 | 0.000 | 0.000 | ||
| 90 | 2023.10.23 16:00 | modify | 28 | 0.10 | 159.453 | 159.953 | 157.953 | ||
| 91 | 2023.10.27 08:00 | sell | 29 | 0.10 | 158.535 | 0.000 | 0.000 | ||
| 92 | 2023.10.27 08:00 | modify | 29 | 0.10 | 158.535 | 159.078 | 157.953 | ||
| 93 | 2023.10.27 08:00 | modify | 28 | 0.10 | 159.453 | 159.078 | 157.953 | ||
| 94 | 2023.10.27 20:00 | t/p | 28 | 0.10 | 157.953 | 159.078 | 157.953 | 93.03 | 10808.14 |
| 95 | 2023.10.27 20:00 | t/p | 29 | 0.10 | 157.953 | 159.078 | 157.953 | 39.03 | 10847.17 |
| 96 | 2023.10.31 12:00 | sell | 30 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 97 | 2023.10.31 12:00 | modify | 30 | 0.10 | 160.615 | 161.115 | 159.115 | ||
| 98 | 2023.11.01 16:00 | t/p | 30 | 0.10 | 159.115 | 161.115 | 159.115 | 99.33 | 10946.50 |
| 99 | 2023.11.08 16:00 | sell | 31 | 0.10 | 161.484 | 0.000 | 0.000 | ||
| 100 | 2023.11.08 16:00 | modify | 31 | 0.10 | 161.484 | 161.984 | 159.984 | ||
| 101 | 2023.11.13 04:00 | s/l | 31 | 0.10 | 161.984 | 161.984 | 159.984 | -39.83 | 10906.67 |
| 102 | 2023.11.14 12:00 | sell | 32 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 103 | 2023.11.14 12:00 | modify | 32 | 0.10 | 162.646 | 163.146 | 161.146 | ||
| 104 | 2023.11.14 16:00 | s/l | 32 | 0.10 | 163.146 | 163.146 | 161.146 | -33.53 | 10873.14 |
| 105 | 2023.12.01 16:00 | buy | 33 | 0.10 | 159.982 | 0.000 | 0.000 | ||
| 106 | 2023.12.01 16:00 | modify | 33 | 0.10 | 159.982 | 159.482 | 161.482 | ||
| 107 | 2023.12.04 00:00 | s/l | 33 | 0.10 | 159.482 | 159.482 | 161.482 | -32.80 | 10840.34 |
| 108 | 2023.12.19 12:00 | sell | 34 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 109 | 2023.12.19 12:00 | modify | 34 | 0.10 | 158.355 | 158.855 | 156.855 | ||
| 110 | 2023.12.20 12:00 | t/p | 34 | 0.10 | 156.855 | 158.855 | 156.855 | 99.33 | 10939.67 |
| 111 | 2023.12.27 16:00 | sell | 35 | 0.10 | 157.949 | 0.000 | 0.000 | ||
| 112 | 2023.12.27 16:00 | modify | 35 | 0.10 | 157.949 | 158.449 | 156.449 | ||
| 113 | 2023.12.28 12:00 | t/p | 35 | 0.10 | 156.449 | 158.449 | 156.449 | 96.81 | 11036.48 |
| 114 | 2024.01.04 12:00 | sell | 36 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 115 | 2024.01.04 12:00 | modify | 36 | 0.10 | 157.932 | 158.432 | 156.432 | ||
| 116 | 2024.01.04 16:00 | s/l | 36 | 0.10 | 158.432 | 158.432 | 156.432 | -33.53 | 11002.95 |
| 117 | 2024.01.10 16:00 | sell | 37 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 118 | 2024.01.10 16:00 | modify | 37 | 0.10 | 159.697 | 160.197 | 158.197 | ||
| 119 | 2024.01.11 16:00 | s/l | 37 | 0.10 | 160.197 | 160.197 | 158.197 | -37.31 | 10965.64 |
| 120 | 2024.01.16 20:00 | sell | 38 | 0.10 | 160.114 | 0.000 | 0.000 | ||
| 121 | 2024.01.16 20:00 | modify | 38 | 0.10 | 160.114 | 160.614 | 158.614 | ||
| 122 | 2024.01.17 08:00 | s/l | 38 | 0.10 | 160.614 | 160.614 | 158.614 | -34.79 | 10930.85 |
| 123 | 2024.02.08 16:00 | sell | 39 | 0.10 | 160.810 | 0.000 | 0.000 | ||
| 124 | 2024.02.08 16:00 | modify | 39 | 0.10 | 160.810 | 161.310 | 159.310 | ||
| 125 | 2024.02.13 16:00 | s/l | 39 | 0.10 | 161.310 | 161.310 | 159.310 | -37.31 | 10893.54 |
| 126 | 2024.02.26 16:00 | sell | 40 | 0.10 | 163.572 | 0.000 | 0.000 | ||
| 127 | 2024.02.26 16:00 | modify | 40 | 0.10 | 163.572 | 164.072 | 162.072 | ||
| 128 | 2024.02.29 04:00 | sell | 41 | 0.10 | 162.348 | 0.000 | 0.000 | ||
| 129 | 2024.02.29 04:00 | modify | 41 | 0.10 | 162.348 | 162.822 | 162.072 | ||
| 130 | 2024.02.29 04:00 | modify | 40 | 0.10 | 163.572 | 162.822 | 162.072 | ||
| 131 | 2024.02.29 08:00 | t/p | 40 | 0.10 | 162.072 | 162.822 | 162.072 | 94.29 | 10987.83 |
| 132 | 2024.02.29 08:00 | t/p | 41 | 0.10 | 162.072 | 162.822 | 162.072 | 18.50 | 11006.33 |