Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar 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=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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 509.89 | Gross profit | 1144.34 | Gross loss | -634.46 |
| Profit factor | 1.80 | Expected payoff | 13.07 | ||
| Absolute drawdown | 133.34 | Maximal drawdown | 157.15 (1.57%) | Relative drawdown | 1.57% (157.15) |
| Total trades | 39 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 17 (43.59%) | Loss trades (% of total) | 22 (56.41%) | ||
| Largest | profit trade | 113.18 | loss trade | -35.24 | |
| Average | profit trade | 67.31 | loss trade | -28.84 | |
| Maximum | consecutive wins (profit in money) | 7 (498.59) | consecutive losses (loss in money) | 4 (-108.14) | |
| Maximal | consecutive profit (count of wins) | 498.59 (7) | consecutive loss (count of losses) | -108.14 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.28 12:00 | sell | 1 | 0.10 | 136.130 | 0.000 | 0.000 | ||
| 2 | 2023.04.28 12:00 | modify | 1 | 0.10 | 136.130 | 136.530 | 134.630 | ||
| 3 | 2023.04.28 16:00 | s/l | 1 | 0.10 | 136.530 | 136.530 | 134.630 | -29.41 | 9970.59 |
| 4 | 2023.04.28 20:00 | sell | 2 | 0.10 | 136.238 | 0.000 | 0.000 | ||
| 5 | 2023.04.28 20:00 | modify | 2 | 0.10 | 136.238 | 136.638 | 134.738 | ||
| 6 | 2023.05.01 04:00 | s/l | 2 | 0.10 | 136.638 | 136.638 | 134.738 | -30.86 | 9939.73 |
| 7 | 2023.05.01 12:00 | sell | 3 | 0.10 | 136.816 | 0.000 | 0.000 | ||
| 8 | 2023.05.01 12:00 | modify | 3 | 0.10 | 136.816 | 137.216 | 135.316 | ||
| 9 | 2023.05.01 16:00 | s/l | 3 | 0.10 | 137.216 | 137.216 | 135.316 | -29.11 | 9910.62 |
| 10 | 2023.05.04 16:00 | buy | 4 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 11 | 2023.05.04 16:00 | modify | 4 | 0.10 | 133.794 | 133.394 | 135.294 | ||
| 12 | 2023.05.08 00:00 | t/p | 4 | 0.10 | 135.294 | 133.394 | 135.294 | 113.18 | 10023.80 |
| 13 | 2023.05.17 16:00 | sell | 5 | 0.10 | 137.515 | 0.000 | 0.000 | ||
| 14 | 2023.05.17 16:00 | modify | 5 | 0.10 | 137.515 | 137.915 | 136.015 | ||
| 15 | 2023.05.18 12:00 | s/l | 5 | 0.10 | 137.915 | 137.915 | 136.015 | -33.93 | 9989.87 |
| 16 | 2023.06.28 20:00 | sell | 6 | 0.10 | 144.438 | 0.000 | 0.000 | ||
| 17 | 2023.06.28 20:00 | modify | 6 | 0.10 | 144.438 | 144.838 | 142.938 | ||
| 18 | 2023.06.29 16:00 | s/l | 6 | 0.10 | 144.838 | 144.838 | 142.938 | -32.54 | 9957.33 |
| 19 | 2023.06.29 20:00 | sell | 7 | 0.10 | 144.837 | 0.000 | 0.000 | ||
| 20 | 2023.06.29 20:00 | modify | 7 | 0.10 | 144.837 | 145.237 | 143.337 | ||
| 21 | 2023.07.02 20:00 | sell | 8 | 0.10 | 144.220 | 0.000 | 0.000 | ||
| 22 | 2023.07.02 20:00 | modify | 8 | 0.10 | 144.220 | 144.537 | 143.337 | ||
| 23 | 2023.07.02 20:00 | modify | 7 | 0.10 | 144.837 | 144.537 | 143.337 | ||
| 24 | 2023.07.03 04:00 | s/l | 7 | 0.10 | 144.537 | 144.537 | 143.337 | 17.47 | 9974.80 |
| 25 | 2023.07.03 04:00 | s/l | 8 | 0.10 | 144.537 | 144.537 | 143.337 | -23.55 | 9951.25 |
| 26 | 2023.07.07 16:00 | buy | 9 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 27 | 2023.07.07 16:00 | modify | 9 | 0.10 | 142.245 | 141.845 | 143.745 | ||
| 28 | 2023.07.10 16:00 | s/l | 9 | 0.10 | 141.845 | 141.845 | 143.745 | -27.14 | 9924.11 |
| 29 | 2023.07.11 04:00 | buy | 10 | 0.10 | 140.821 | 0.000 | 0.000 | ||
| 30 | 2023.07.11 04:00 | modify | 10 | 0.10 | 140.821 | 140.421 | 142.321 | ||
| 31 | 2023.07.11 08:00 | s/l | 10 | 0.10 | 140.421 | 140.421 | 142.321 | -28.47 | 9895.64 |
| 32 | 2023.07.13 08:00 | buy | 11 | 0.10 | 138.400 | 0.000 | 0.000 | ||
| 33 | 2023.07.13 08:00 | modify | 11 | 0.10 | 138.400 | 138.000 | 139.900 | ||
| 34 | 2023.07.13 20:00 | s/l | 11 | 0.10 | 138.000 | 138.000 | 139.900 | -28.98 | 9866.66 |
| 35 | 2023.07.14 04:00 | buy | 12 | 0.10 | 137.464 | 0.000 | 0.000 | ||
| 36 | 2023.07.14 04:00 | modify | 12 | 0.10 | 137.464 | 137.064 | 138.964 | ||
| 37 | 2023.07.14 16:00 | t/p | 12 | 0.10 | 138.964 | 137.064 | 138.964 | 108.11 | 9974.77 |
| 38 | 2023.08.01 16:00 | sell | 13 | 0.10 | 143.339 | 0.000 | 0.000 | ||
| 39 | 2023.08.01 16:00 | modify | 13 | 0.10 | 143.339 | 143.739 | 141.839 | ||
| 40 | 2023.08.03 08:00 | s/l | 13 | 0.10 | 143.739 | 143.739 | 141.839 | -34.54 | 9940.23 |
| 41 | 2023.08.10 16:00 | sell | 14 | 0.10 | 144.403 | 0.000 | 0.000 | ||
| 42 | 2023.08.10 16:00 | modify | 14 | 0.10 | 144.403 | 144.803 | 142.903 | ||
| 43 | 2023.08.10 20:00 | s/l | 14 | 0.10 | 144.803 | 144.803 | 142.903 | -27.62 | 9912.61 |
| 44 | 2023.08.15 04:00 | sell | 15 | 0.10 | 145.496 | 0.000 | 0.000 | ||
| 45 | 2023.08.15 04:00 | modify | 15 | 0.10 | 145.496 | 145.896 | 143.996 | ||
| 46 | 2023.08.16 16:00 | s/l | 15 | 0.10 | 145.896 | 145.896 | 143.996 | -29.07 | 9883.54 |
| 47 | 2023.08.23 16:00 | buy | 16 | 0.10 | 144.655 | 0.000 | 0.000 | ||
| 48 | 2023.08.23 16:00 | modify | 16 | 0.10 | 144.655 | 144.255 | 146.155 | ||
| 49 | 2023.08.25 04:00 | t/p | 16 | 0.10 | 146.155 | 144.255 | 146.155 | 107.13 | 9990.67 |
| 50 | 2023.08.29 12:00 | sell | 17 | 0.10 | 147.141 | 0.000 | 0.000 | ||
| 51 | 2023.08.29 12:00 | modify | 17 | 0.10 | 147.141 | 147.541 | 145.641 | ||
| 52 | 2023.08.30 16:00 | t/p | 17 | 0.10 | 145.641 | 147.541 | 145.641 | 101.12 | 10091.80 |
| 53 | 2023.09.05 12:00 | sell | 18 | 0.10 | 147.342 | 0.000 | 0.000 | ||
| 54 | 2023.09.05 12:00 | modify | 18 | 0.10 | 147.342 | 147.742 | 145.842 | ||
| 55 | 2023.09.05 16:00 | s/l | 18 | 0.10 | 147.742 | 147.742 | 145.842 | -27.09 | 10064.71 |
| 56 | 2023.09.26 20:00 | sell | 19 | 0.10 | 149.039 | 0.000 | 0.000 | ||
| 57 | 2023.09.26 20:00 | modify | 19 | 0.10 | 149.039 | 149.439 | 147.539 | ||
| 58 | 2023.09.27 16:00 | s/l | 19 | 0.10 | 149.439 | 149.439 | 147.539 | -28.39 | 10036.32 |
| 59 | 2023.10.26 04:00 | sell | 20 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 60 | 2023.10.26 04:00 | modify | 20 | 0.10 | 150.418 | 150.818 | 148.918 | ||
| 61 | 2023.10.30 04:00 | sell | 21 | 0.10 | 149.581 | 0.000 | 0.000 | ||
| 62 | 2023.10.30 04:00 | modify | 21 | 0.10 | 149.581 | 149.893 | 148.918 | ||
| 63 | 2023.10.30 04:00 | modify | 20 | 0.10 | 150.418 | 149.893 | 148.918 | ||
| 64 | 2023.10.30 16:00 | t/p | 20 | 0.10 | 148.918 | 149.893 | 148.918 | 97.37 | 10133.69 |
| 65 | 2023.10.30 16:00 | t/p | 21 | 0.10 | 148.918 | 149.893 | 148.918 | 44.48 | 10178.17 |
| 66 | 2023.10.31 20:00 | sell | 22 | 0.10 | 151.575 | 0.000 | 0.000 | ||
| 67 | 2023.10.31 20:00 | modify | 22 | 0.10 | 151.575 | 151.975 | 150.075 | ||
| 68 | 2023.11.01 16:00 | sell | 23 | 0.10 | 150.964 | 0.000 | 0.000 | ||
| 69 | 2023.11.01 16:00 | modify | 23 | 0.10 | 150.964 | 151.275 | 150.075 | ||
| 70 | 2023.11.01 16:00 | modify | 22 | 0.10 | 151.575 | 151.275 | 150.075 | ||
| 71 | 2023.11.02 16:00 | t/p | 22 | 0.10 | 150.075 | 151.275 | 150.075 | 93.11 | 10271.28 |
| 72 | 2023.11.02 16:00 | t/p | 23 | 0.10 | 150.075 | 151.275 | 150.075 | 54.16 | 10325.44 |
| 73 | 2023.11.03 16:00 | buy | 24 | 0.10 | 149.396 | 0.000 | 0.000 | ||
| 74 | 2023.11.03 16:00 | modify | 24 | 0.10 | 149.396 | 148.996 | 150.896 | ||
| 75 | 2023.11.06 20:00 | buy | 25 | 0.10 | 150.007 | 0.000 | 0.000 | ||
| 76 | 2023.11.06 20:00 | modify | 25 | 0.10 | 150.007 | 149.696 | 150.896 | ||
| 77 | 2023.11.06 20:00 | modify | 24 | 0.10 | 149.396 | 149.696 | 150.896 | ||
| 78 | 2023.11.07 04:00 | buy | 26 | 0.10 | 150.226 | 0.000 | 0.000 | ||
| 79 | 2023.11.07 04:00 | modify | 26 | 0.10 | 150.226 | 149.921 | 150.896 | ||
| 80 | 2023.11.07 04:00 | modify | 25 | 0.10 | 150.007 | 149.921 | 150.896 | ||
| 81 | 2023.11.07 04:00 | modify | 24 | 0.10 | 149.396 | 149.921 | 150.896 | ||
| 82 | 2023.11.08 16:00 | t/p | 24 | 0.10 | 150.896 | 149.921 | 150.896 | 102.79 | 10428.22 |
| 83 | 2023.11.08 16:00 | t/p | 25 | 0.10 | 150.896 | 149.921 | 150.896 | 61.16 | 10489.38 |
| 84 | 2023.11.08 16:00 | t/p | 26 | 0.10 | 150.896 | 149.921 | 150.896 | 45.53 | 10534.91 |
| 85 | 2023.11.08 20:00 | sell | 27 | 0.10 | 151.032 | 0.000 | 0.000 | ||
| 86 | 2023.11.08 20:00 | modify | 27 | 0.10 | 151.032 | 151.432 | 149.532 | ||
| 87 | 2023.11.10 08:00 | s/l | 27 | 0.10 | 151.432 | 151.432 | 149.532 | -32.97 | 10501.94 |
| 88 | 2023.11.14 20:00 | buy | 28 | 0.10 | 150.378 | 0.000 | 0.000 | ||
| 89 | 2023.11.14 20:00 | modify | 28 | 0.10 | 150.378 | 149.978 | 151.878 | ||
| 90 | 2023.11.16 04:00 | buy | 29 | 0.10 | 151.283 | 0.000 | 0.000 | ||
| 91 | 2023.11.16 04:00 | modify | 29 | 0.10 | 151.283 | 150.753 | 151.878 | ||
| 92 | 2023.11.16 04:00 | modify | 28 | 0.10 | 150.378 | 150.753 | 151.878 | ||
| 93 | 2023.11.16 16:00 | s/l | 28 | 0.10 | 150.753 | 150.753 | 151.878 | 29.39 | 10531.34 |
| 94 | 2023.11.16 16:00 | s/l | 29 | 0.10 | 150.753 | 150.753 | 151.878 | -35.24 | 10496.10 |
| 95 | 2023.11.21 04:00 | buy | 30 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 96 | 2023.11.21 04:00 | modify | 30 | 0.10 | 147.409 | 147.009 | 148.909 | ||
| 97 | 2023.11.22 04:00 | buy | 31 | 0.10 | 148.244 | 0.000 | 0.000 | ||
| 98 | 2023.11.22 04:00 | modify | 31 | 0.10 | 148.244 | 147.934 | 148.909 | ||
| 99 | 2023.11.22 04:00 | modify | 30 | 0.10 | 147.409 | 147.934 | 148.909 | ||
| 100 | 2023.11.22 08:00 | t/p | 30 | 0.10 | 148.909 | 147.934 | 148.909 | 101.82 | 10597.91 |
| 101 | 2023.11.22 08:00 | t/p | 31 | 0.10 | 148.909 | 147.934 | 148.909 | 44.65 | 10642.56 |
| 102 | 2023.12.07 12:00 | buy | 32 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 103 | 2023.12.07 12:00 | modify | 32 | 0.10 | 145.053 | 144.653 | 146.553 | ||
| 104 | 2023.12.07 16:00 | s/l | 32 | 0.10 | 144.653 | 144.653 | 146.553 | -27.77 | 10614.79 |
| 105 | 2023.12.28 08:00 | buy | 33 | 0.10 | 140.850 | 0.000 | 0.000 | ||
| 106 | 2023.12.28 08:00 | modify | 33 | 0.10 | 140.850 | 140.450 | 142.350 | ||
| 107 | 2023.12.28 16:00 | s/l | 33 | 0.10 | 140.450 | 140.450 | 142.350 | -28.39 | 10586.40 |
| 108 | 2024.01.03 16:00 | sell | 34 | 0.10 | 143.599 | 0.000 | 0.000 | ||
| 109 | 2024.01.03 16:00 | modify | 34 | 0.10 | 143.599 | 143.999 | 142.099 | ||
| 110 | 2024.01.04 00:00 | sell | 35 | 0.10 | 142.995 | 0.000 | 0.000 | ||
| 111 | 2024.01.04 00:00 | modify | 35 | 0.10 | 142.995 | 143.299 | 142.099 | ||
| 112 | 2024.01.04 00:00 | modify | 34 | 0.10 | 143.599 | 143.299 | 142.099 | ||
| 113 | 2024.01.04 04:00 | s/l | 34 | 0.10 | 143.299 | 143.299 | 142.099 | 16.01 | 10602.41 |
| 114 | 2024.01.04 04:00 | s/l | 35 | 0.10 | 143.299 | 143.299 | 142.099 | -21.20 | 10581.21 |
| 115 | 2024.01.04 16:00 | sell | 36 | 0.10 | 144.660 | 0.000 | 0.000 | ||
| 116 | 2024.01.04 16:00 | modify | 36 | 0.10 | 144.660 | 145.060 | 143.160 | ||
| 117 | 2024.01.05 08:00 | s/l | 36 | 0.10 | 145.060 | 145.060 | 143.160 | -29.21 | 10552.00 |
| 118 | 2024.01.16 12:00 | sell | 37 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 119 | 2024.01.16 12:00 | modify | 37 | 0.10 | 146.603 | 147.003 | 145.103 | ||
| 120 | 2024.01.16 20:00 | s/l | 37 | 0.10 | 147.003 | 147.003 | 145.103 | -27.16 | 10524.84 |
| 121 | 2024.02.13 16:00 | sell | 38 | 0.10 | 150.594 | 0.000 | 0.000 | ||
| 122 | 2024.02.13 16:00 | modify | 38 | 0.10 | 150.594 | 150.994 | 149.094 | ||
| 123 | 2024.02.21 00:00 | sell | 39 | 0.10 | 149.966 | 0.000 | 0.000 | ||
| 124 | 2024.02.21 00:00 | modify | 39 | 0.10 | 149.966 | 150.294 | 149.094 | ||
| 125 | 2024.02.21 00:00 | modify | 38 | 0.10 | 150.594 | 150.294 | 149.094 | ||
| 126 | 2024.02.21 20:00 | s/l | 38 | 0.10 | 150.294 | 150.294 | 149.094 | 6.87 | 10531.72 |
| 127 | 2024.02.21 20:00 | s/l | 39 | 0.10 | 150.294 | 150.294 | 149.094 | -21.83 | 10509.89 |