Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=120; 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=8; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 773.00 | Gross profit | 1330.83 | Gross loss | -557.82 |
| Profit factor | 2.39 | Expected payoff | 24.94 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 358.04 (3.29%) | Relative drawdown | 3.29% (358.04) |
| Total trades | 31 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 101.16 | loss trade | -86.46 | |
| Average | profit trade | 70.04 | loss trade | -46.49 | |
| Maximum | consecutive wins (profit in money) | 5 (416.69) | consecutive losses (loss in money) | 4 (-146.00) | |
| Maximal | consecutive profit (count of wins) | 416.69 (5) | consecutive loss (count of losses) | -241.24 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | sell | 1 | 0.10 | 151.206 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 151.206 | 152.406 | 149.706 | ||
| 3 | 2023.05.03 12:00 | t/p | 1 | 0.10 | 149.706 | 152.406 | 149.706 | 94.46 | 10094.46 |
| 4 | 2023.05.04 16:00 | buy | 2 | 0.10 | 147.290 | 0.000 | 0.000 | ||
| 5 | 2023.05.04 16:00 | modify | 2 | 0.10 | 147.290 | 146.090 | 148.790 | ||
| 6 | 2023.05.08 00:00 | t/p | 2 | 0.10 | 148.790 | 146.090 | 148.790 | 96.93 | 10191.39 |
| 7 | 2023.05.11 08:00 | buy | 3 | 0.10 | 147.096 | 0.000 | 0.000 | ||
| 8 | 2023.05.11 08:00 | modify | 3 | 0.10 | 147.096 | 145.896 | 148.596 | ||
| 9 | 2023.05.17 04:00 | buy | 4 | 0.10 | 148.299 | 0.000 | 0.000 | ||
| 10 | 2023.05.17 04:00 | modify | 4 | 0.10 | 148.299 | 147.846 | 148.596 | ||
| 11 | 2023.05.17 04:00 | modify | 3 | 0.10 | 147.096 | 147.846 | 148.596 | ||
| 12 | 2023.05.17 08:00 | t/p | 3 | 0.10 | 148.596 | 147.846 | 148.596 | 97.98 | 10289.37 |
| 13 | 2023.05.17 08:00 | t/p | 4 | 0.10 | 148.596 | 147.846 | 148.596 | 18.98 | 10308.35 |
| 14 | 2023.05.31 16:00 | buy | 5 | 0.10 | 148.924 | 0.000 | 0.000 | ||
| 15 | 2023.05.31 16:00 | modify | 5 | 0.10 | 148.924 | 147.724 | 150.424 | ||
| 16 | 2023.06.05 08:00 | buy | 6 | 0.10 | 150.125 | 0.000 | 0.000 | ||
| 17 | 2023.06.05 08:00 | modify | 6 | 0.10 | 150.125 | 149.674 | 150.424 | ||
| 18 | 2023.06.05 08:00 | modify | 5 | 0.10 | 148.924 | 149.674 | 150.424 | ||
| 19 | 2023.06.05 16:00 | s/l | 5 | 0.10 | 149.674 | 149.674 | 150.424 | 50.58 | 10358.93 |
| 20 | 2023.06.05 16:00 | s/l | 6 | 0.10 | 149.674 | 149.674 | 150.424 | -28.82 | 10330.11 |
| 21 | 2023.06.22 16:00 | sell | 7 | 0.10 | 156.499 | 0.000 | 0.000 | ||
| 22 | 2023.06.22 16:00 | modify | 7 | 0.10 | 156.499 | 157.699 | 154.999 | ||
| 23 | 2023.06.23 08:00 | sell | 8 | 0.10 | 155.294 | 0.000 | 0.000 | ||
| 24 | 2023.06.23 08:00 | modify | 8 | 0.10 | 155.294 | 155.749 | 154.999 | ||
| 25 | 2023.06.23 08:00 | modify | 7 | 0.10 | 156.499 | 155.749 | 154.999 | ||
| 26 | 2023.06.23 12:00 | s/l | 7 | 0.10 | 155.749 | 155.749 | 154.999 | 46.53 | 10376.64 |
| 27 | 2023.06.23 12:00 | s/l | 8 | 0.10 | 155.749 | 155.749 | 154.999 | -29.08 | 10347.56 |
| 28 | 2023.07.11 12:00 | buy | 9 | 0.10 | 154.232 | 0.000 | 0.000 | ||
| 29 | 2023.07.11 12:00 | modify | 9 | 0.10 | 154.232 | 153.032 | 155.732 | ||
| 30 | 2023.07.14 08:00 | buy | 10 | 0.10 | 155.144 | 0.000 | 0.000 | ||
| 31 | 2023.07.14 08:00 | modify | 10 | 0.10 | 155.144 | 154.682 | 155.732 | ||
| 32 | 2023.07.14 08:00 | modify | 9 | 0.10 | 154.232 | 154.682 | 155.732 | ||
| 33 | 2023.07.14 12:00 | t/p | 9 | 0.10 | 155.732 | 154.682 | 155.732 | 98.51 | 10446.07 |
| 34 | 2023.07.14 12:00 | t/p | 10 | 0.10 | 155.732 | 154.682 | 155.732 | 37.58 | 10483.65 |
| 35 | 2023.08.10 08:00 | sell | 11 | 0.10 | 158.311 | 0.000 | 0.000 | ||
| 36 | 2023.08.10 08:00 | modify | 11 | 0.10 | 158.311 | 159.511 | 156.811 | ||
| 37 | 2023.08.18 16:00 | sell | 12 | 0.10 | 157.838 | 0.000 | 0.000 | ||
| 38 | 2023.08.18 16:00 | modify | 12 | 0.10 | 157.838 | 158.236 | 156.811 | ||
| 39 | 2023.08.18 16:00 | modify | 11 | 0.10 | 158.311 | 158.236 | 156.811 | ||
| 40 | 2023.08.21 04:00 | s/l | 11 | 0.10 | 158.236 | 158.236 | 156.811 | -7.77 | 10475.88 |
| 41 | 2023.08.21 04:00 | s/l | 12 | 0.10 | 158.236 | 158.236 | 156.811 | -26.83 | 10449.05 |
| 42 | 2023.08.23 16:00 | buy | 13 | 0.10 | 157.107 | 0.000 | 0.000 | ||
| 43 | 2023.08.23 16:00 | modify | 13 | 0.10 | 157.107 | 155.907 | 158.607 | ||
| 44 | 2023.08.29 04:00 | t/p | 13 | 0.10 | 158.607 | 155.907 | 158.607 | 99.04 | 10548.08 |
| 45 | 2023.10.03 16:00 | buy | 14 | 0.10 | 155.947 | 0.000 | 0.000 | ||
| 46 | 2023.10.03 16:00 | modify | 14 | 0.10 | 155.947 | 154.747 | 157.447 | ||
| 47 | 2023.10.06 12:00 | t/p | 14 | 0.10 | 157.447 | 154.747 | 157.447 | 98.52 | 10646.60 |
| 48 | 2023.10.23 16:00 | sell | 15 | 0.10 | 159.453 | 0.000 | 0.000 | ||
| 49 | 2023.10.23 16:00 | modify | 15 | 0.10 | 159.453 | 160.653 | 157.953 | ||
| 50 | 2023.10.27 08:00 | sell | 16 | 0.10 | 158.535 | 0.000 | 0.000 | ||
| 51 | 2023.10.27 08:00 | modify | 16 | 0.10 | 158.535 | 159.003 | 157.953 | ||
| 52 | 2023.10.27 08:00 | modify | 15 | 0.10 | 159.453 | 159.003 | 157.953 | ||
| 53 | 2023.10.27 20:00 | t/p | 15 | 0.10 | 157.953 | 159.003 | 157.953 | 87.48 | 10734.09 |
| 54 | 2023.10.27 20:00 | t/p | 16 | 0.10 | 157.953 | 159.003 | 157.953 | 37.19 | 10771.28 |
| 55 | 2023.10.31 12:00 | sell | 17 | 0.10 | 160.615 | 0.000 | 0.000 | ||
| 56 | 2023.10.31 12:00 | modify | 17 | 0.10 | 160.615 | 161.815 | 159.115 | ||
| 57 | 2023.11.01 16:00 | t/p | 17 | 0.10 | 159.115 | 161.815 | 159.115 | 94.46 | 10865.74 |
| 58 | 2023.11.06 12:00 | sell | 18 | 0.10 | 160.865 | 0.000 | 0.000 | ||
| 59 | 2023.11.06 12:00 | modify | 18 | 0.10 | 160.865 | 162.065 | 159.365 | ||
| 60 | 2023.11.13 04:00 | s/l | 18 | 0.10 | 162.065 | 162.065 | 159.365 | -86.46 | 10779.28 |
| 61 | 2023.11.14 12:00 | sell | 19 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 62 | 2023.11.14 12:00 | modify | 19 | 0.10 | 162.646 | 163.846 | 161.146 | ||
| 63 | 2023.11.15 04:00 | s/l | 19 | 0.10 | 163.846 | 163.846 | 161.146 | -78.09 | 10701.19 |
| 64 | 2023.12.07 08:00 | buy | 20 | 0.10 | 157.114 | 0.000 | 0.000 | ||
| 65 | 2023.12.07 08:00 | modify | 20 | 0.10 | 157.114 | 155.914 | 158.614 | ||
| 66 | 2023.12.07 12:00 | s/l | 20 | 0.10 | 155.914 | 155.914 | 158.614 | -76.69 | 10624.50 |
| 67 | 2023.12.19 12:00 | sell | 21 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 68 | 2023.12.19 12:00 | modify | 21 | 0.10 | 158.355 | 159.555 | 156.855 | ||
| 69 | 2023.12.20 12:00 | t/p | 21 | 0.10 | 156.855 | 159.555 | 156.855 | 94.47 | 10718.98 |
| 70 | 2024.01.04 12:00 | sell | 22 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 71 | 2024.01.04 12:00 | modify | 22 | 0.10 | 157.932 | 159.132 | 156.432 | ||
| 72 | 2024.01.09 04:00 | sell | 23 | 0.10 | 157.454 | 0.000 | 0.000 | ||
| 73 | 2024.01.09 04:00 | modify | 23 | 0.10 | 157.454 | 157.857 | 156.432 | ||
| 74 | 2024.01.09 04:00 | modify | 22 | 0.10 | 157.932 | 157.857 | 156.432 | ||
| 75 | 2024.01.09 08:00 | s/l | 22 | 0.10 | 157.857 | 157.857 | 156.432 | 0.60 | 10719.58 |
| 76 | 2024.01.09 08:00 | s/l | 23 | 0.10 | 157.857 | 157.857 | 156.432 | -25.76 | 10693.82 |
| 77 | 2024.01.10 16:00 | sell | 24 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 78 | 2024.01.10 16:00 | modify | 24 | 0.10 | 159.697 | 160.897 | 158.197 | ||
| 79 | 2024.01.17 16:00 | s/l | 24 | 0.10 | 160.897 | 160.897 | 158.197 | -86.46 | 10607.36 |
| 80 | 2024.01.17 16:00 | sell | 25 | 0.10 | 161.047 | 0.000 | 0.000 | ||
| 81 | 2024.01.17 16:00 | modify | 25 | 0.10 | 161.047 | 162.247 | 159.547 | ||
| 82 | 2024.01.25 00:00 | sell | 26 | 0.10 | 160.587 | 0.000 | 0.000 | ||
| 83 | 2024.01.25 00:00 | modify | 26 | 0.10 | 160.587 | 160.972 | 159.547 | ||
| 84 | 2024.01.25 00:00 | modify | 25 | 0.10 | 161.047 | 160.972 | 159.547 | ||
| 85 | 2024.01.25 12:00 | s/l | 25 | 0.10 | 160.972 | 160.972 | 159.547 | -9.17 | 10598.19 |
| 86 | 2024.01.25 12:00 | s/l | 26 | 0.10 | 160.972 | 160.972 | 159.547 | -24.61 | 10573.58 |
| 87 | 2024.02.22 08:00 | sell | 27 | 0.10 | 162.944 | 0.000 | 0.000 | ||
| 88 | 2024.02.22 08:00 | modify | 27 | 0.10 | 162.944 | 164.144 | 161.444 | ||
| 89 | 2024.03.07 08:00 | t/p | 27 | 0.10 | 161.444 | 164.144 | 161.444 | 76.32 | 10649.89 |
| 90 | 2024.03.07 08:00 | buy | 28 | 0.10 | 161.191 | 0.000 | 0.000 | ||
| 91 | 2024.03.07 08:00 | modify | 28 | 0.10 | 161.191 | 159.991 | 162.691 | ||
| 92 | 2024.03.15 16:00 | buy | 29 | 0.10 | 162.402 | 0.000 | 0.000 | ||
| 93 | 2024.03.15 16:00 | modify | 29 | 0.10 | 162.402 | 161.941 | 162.691 | ||
| 94 | 2024.03.15 16:00 | modify | 28 | 0.10 | 161.191 | 161.941 | 162.691 | ||
| 95 | 2024.03.19 04:00 | t/p | 28 | 0.10 | 162.691 | 161.941 | 162.691 | 101.16 | 10751.05 |
| 96 | 2024.03.19 04:00 | t/p | 29 | 0.10 | 162.691 | 161.941 | 162.691 | 19.53 | 10770.57 |
| 97 | 2024.03.19 16:00 | sell | 30 | 0.10 | 163.673 | 0.000 | 0.000 | ||
| 98 | 2024.03.19 16:00 | modify | 30 | 0.10 | 163.673 | 164.873 | 162.173 | ||
| 99 | 2024.03.20 20:00 | s/l | 30 | 0.10 | 164.873 | 164.873 | 162.173 | -78.09 | 10692.49 |
| 100 | 2024.04.03 16:00 | sell | 31 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 101 | 2024.04.03 16:00 | modify | 31 | 0.10 | 164.214 | 165.414 | 162.714 | ||
| 102 | 2024.04.12 16:00 | t/p | 31 | 0.10 | 162.714 | 165.414 | 162.714 | 80.51 | 10773.00 |