Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=80; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 465.28 | Gross profit | 1213.49 | Gross loss | -748.21 |
| Profit factor | 1.62 | Expected payoff | 14.10 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 259.77 (2.51%) | Relative drawdown | 2.51% (259.77) |
| Total trades | 33 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 17 (51.52%) | Loss trades (% of total) | 16 (48.48%) | ||
| Largest | profit trade | 96.57 | loss trade | -55.89 | |
| Average | profit trade | 71.38 | loss trade | -46.76 | |
| Maximum | consecutive wins (profit in money) | 3 (227.73) | consecutive losses (loss in money) | 3 (-153.91) | |
| Maximal | consecutive profit (count of wins) | 227.73 (3) | consecutive loss (count of losses) | -153.91 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.12 16:00 | buy | 1 | 0.10 | 153.751 | 0.000 | 0.000 | ||
| 2 | 2023.07.12 16:00 | modify | 1 | 0.10 | 153.751 | 152.951 | 155.251 | ||
| 3 | 2023.07.14 08:00 | t/p | 1 | 0.10 | 155.251 | 152.951 | 155.251 | 96.57 | 10096.57 |
| 4 | 2023.07.21 16:00 | sell | 2 | 0.10 | 157.613 | 0.000 | 0.000 | ||
| 5 | 2023.07.21 16:00 | modify | 2 | 0.10 | 157.613 | 158.413 | 156.113 | ||
| 6 | 2023.07.25 16:00 | t/p | 2 | 0.10 | 156.113 | 158.413 | 156.113 | 91.73 | 10188.30 |
| 7 | 2023.07.25 20:00 | buy | 3 | 0.10 | 155.823 | 0.000 | 0.000 | ||
| 8 | 2023.07.25 20:00 | modify | 3 | 0.10 | 155.823 | 155.023 | 157.323 | ||
| 9 | 2023.07.27 04:00 | s/l | 3 | 0.10 | 155.023 | 155.023 | 157.323 | -48.31 | 10139.99 |
| 10 | 2023.08.10 20:00 | sell | 4 | 0.10 | 158.975 | 0.000 | 0.000 | ||
| 11 | 2023.08.10 20:00 | modify | 4 | 0.10 | 158.975 | 159.775 | 157.475 | ||
| 12 | 2023.08.23 08:00 | t/p | 4 | 0.10 | 157.475 | 159.775 | 157.475 | 79.35 | 10219.34 |
| 13 | 2023.09.14 20:00 | buy | 5 | 0.10 | 156.959 | 0.000 | 0.000 | ||
| 14 | 2023.09.14 20:00 | modify | 5 | 0.10 | 156.959 | 156.159 | 158.459 | ||
| 15 | 2023.09.15 16:00 | buy | 6 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 16 | 2023.09.15 16:00 | modify | 6 | 0.10 | 157.806 | 157.334 | 158.459 | ||
| 17 | 2023.09.15 16:00 | modify | 5 | 0.10 | 156.959 | 157.334 | 158.459 | ||
| 18 | 2023.09.21 12:00 | s/l | 5 | 0.10 | 157.334 | 157.334 | 158.459 | 27.27 | 10246.61 |
| 19 | 2023.09.21 12:00 | s/l | 6 | 0.10 | 157.334 | 157.334 | 158.459 | -26.61 | 10219.99 |
| 20 | 2023.10.08 20:00 | sell | 7 | 0.10 | 157.274 | 0.000 | 0.000 | ||
| 21 | 2023.10.08 20:00 | modify | 7 | 0.10 | 157.274 | 158.074 | 155.774 | ||
| 22 | 2023.10.11 16:00 | s/l | 7 | 0.10 | 158.074 | 158.074 | 155.774 | -54.50 | 10165.49 |
| 23 | 2023.11.03 20:00 | sell | 8 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 24 | 2023.11.03 20:00 | modify | 8 | 0.10 | 160.297 | 161.097 | 158.797 | ||
| 25 | 2023.11.08 16:00 | s/l | 8 | 0.10 | 161.097 | 161.097 | 158.797 | -54.50 | 10110.99 |
| 26 | 2023.11.15 08:00 | sell | 9 | 0.10 | 163.843 | 0.000 | 0.000 | ||
| 27 | 2023.11.15 08:00 | modify | 9 | 0.10 | 163.843 | 164.643 | 162.343 | ||
| 28 | 2023.11.17 12:00 | t/p | 9 | 0.10 | 162.343 | 164.643 | 162.343 | 88.98 | 10199.97 |
| 29 | 2023.12.03 20:00 | buy | 10 | 0.10 | 159.570 | 0.000 | 0.000 | ||
| 30 | 2023.12.03 20:00 | modify | 10 | 0.10 | 159.570 | 158.770 | 161.070 | ||
| 31 | 2023.12.04 16:00 | s/l | 10 | 0.10 | 158.770 | 158.770 | 161.070 | -49.88 | 10150.09 |
| 32 | 2023.12.11 12:00 | sell | 11 | 0.10 | 157.383 | 0.000 | 0.000 | ||
| 33 | 2023.12.11 12:00 | modify | 11 | 0.10 | 157.383 | 158.183 | 155.883 | ||
| 34 | 2023.12.12 04:00 | sell | 12 | 0.10 | 156.779 | 0.000 | 0.000 | ||
| 35 | 2023.12.12 04:00 | modify | 12 | 0.10 | 156.779 | 157.308 | 155.883 | ||
| 36 | 2023.12.12 04:00 | modify | 11 | 0.10 | 157.383 | 157.308 | 155.883 | ||
| 37 | 2023.12.13 08:00 | s/l | 11 | 0.10 | 157.308 | 157.308 | 155.883 | 1.97 | 10152.06 |
| 38 | 2023.12.13 08:00 | s/l | 12 | 0.10 | 157.308 | 157.308 | 155.883 | -34.69 | 10117.37 |
| 39 | 2023.12.14 08:00 | buy | 13 | 0.10 | 154.550 | 0.000 | 0.000 | ||
| 40 | 2023.12.14 08:00 | modify | 13 | 0.10 | 154.550 | 153.750 | 156.050 | ||
| 41 | 2023.12.15 00:00 | t/p | 13 | 0.10 | 156.050 | 153.750 | 156.050 | 95.01 | 10212.38 |
| 42 | 2023.12.27 12:00 | sell | 14 | 0.10 | 157.631 | 0.000 | 0.000 | ||
| 43 | 2023.12.27 12:00 | modify | 14 | 0.10 | 157.631 | 158.431 | 156.131 | ||
| 44 | 2023.12.28 16:00 | t/p | 14 | 0.10 | 156.131 | 158.431 | 156.131 | 90.36 | 10302.73 |
| 45 | 2024.01.04 20:00 | sell | 15 | 0.10 | 158.275 | 0.000 | 0.000 | ||
| 46 | 2024.01.04 20:00 | modify | 15 | 0.10 | 158.275 | 159.075 | 156.775 | ||
| 47 | 2024.01.10 16:00 | s/l | 15 | 0.10 | 159.075 | 159.075 | 156.775 | -55.89 | 10246.85 |
| 48 | 2024.01.17 12:00 | sell | 16 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 49 | 2024.01.17 12:00 | modify | 16 | 0.10 | 160.643 | 161.443 | 159.143 | ||
| 50 | 2024.01.19 04:00 | s/l | 16 | 0.10 | 161.443 | 161.443 | 159.143 | -55.89 | 10190.96 |
| 51 | 2024.02.26 20:00 | sell | 17 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 52 | 2024.02.26 20:00 | modify | 17 | 0.10 | 163.518 | 164.318 | 162.018 | ||
| 53 | 2024.02.28 12:00 | sell | 18 | 0.10 | 162.917 | 0.000 | 0.000 | ||
| 54 | 2024.02.28 12:00 | modify | 18 | 0.10 | 162.917 | 163.443 | 162.018 | ||
| 55 | 2024.02.28 12:00 | modify | 17 | 0.10 | 163.518 | 163.443 | 162.018 | ||
| 56 | 2024.02.29 16:00 | t/p | 17 | 0.10 | 162.018 | 163.443 | 162.018 | 87.61 | 10278.57 |
| 57 | 2024.02.29 16:00 | t/p | 18 | 0.10 | 162.018 | 163.443 | 162.018 | 52.51 | 10331.08 |
| 58 | 2024.03.04 20:00 | sell | 19 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 59 | 2024.03.04 20:00 | modify | 19 | 0.10 | 163.444 | 164.244 | 161.944 | ||
| 60 | 2024.03.07 04:00 | t/p | 19 | 0.10 | 161.944 | 164.244 | 161.944 | 87.61 | 10418.69 |
| 61 | 2024.03.15 20:00 | sell | 20 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 62 | 2024.03.15 20:00 | modify | 20 | 0.10 | 162.333 | 163.133 | 160.833 | ||
| 63 | 2024.03.19 08:00 | s/l | 20 | 0.10 | 163.133 | 163.133 | 160.833 | -53.14 | 10365.55 |
| 64 | 2024.03.20 12:00 | sell | 21 | 0.10 | 164.486 | 0.000 | 0.000 | ||
| 65 | 2024.03.20 12:00 | modify | 21 | 0.10 | 164.486 | 165.286 | 162.986 | ||
| 66 | 2024.03.21 00:00 | s/l | 21 | 0.10 | 165.286 | 165.286 | 162.986 | -54.50 | 10311.05 |
| 67 | 2024.03.24 20:00 | buy | 22 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 68 | 2024.03.24 20:00 | modify | 22 | 0.10 | 163.641 | 162.841 | 165.141 | ||
| 69 | 2024.04.01 16:00 | s/l | 22 | 0.10 | 162.841 | 162.841 | 165.141 | -46.24 | 10264.81 |
| 70 | 2024.04.04 12:00 | sell | 23 | 0.10 | 164.678 | 0.000 | 0.000 | ||
| 71 | 2024.04.04 12:00 | modify | 23 | 0.10 | 164.678 | 165.478 | 163.178 | ||
| 72 | 2024.04.04 20:00 | sell | 24 | 0.10 | 163.837 | 0.000 | 0.000 | ||
| 73 | 2024.04.04 20:00 | modify | 24 | 0.10 | 163.837 | 164.303 | 163.178 | ||
| 74 | 2024.04.04 20:00 | modify | 23 | 0.10 | 164.678 | 164.303 | 163.178 | ||
| 75 | 2024.04.05 16:00 | s/l | 23 | 0.10 | 164.303 | 164.303 | 163.178 | 22.25 | 10287.06 |
| 76 | 2024.04.05 16:00 | s/l | 24 | 0.10 | 164.303 | 164.303 | 163.178 | -30.72 | 10256.33 |
| 77 | 2024.04.14 20:00 | buy | 25 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 78 | 2024.04.14 20:00 | modify | 25 | 0.10 | 162.703 | 161.903 | 164.203 | ||
| 79 | 2024.04.15 16:00 | t/p | 25 | 0.10 | 164.203 | 161.903 | 164.203 | 95.01 | 10351.34 |
| 80 | 2024.04.18 16:00 | sell | 26 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 81 | 2024.04.18 16:00 | modify | 26 | 0.10 | 164.813 | 165.613 | 163.313 | ||
| 82 | 2024.04.19 04:00 | t/p | 26 | 0.10 | 163.313 | 165.613 | 163.313 | 93.10 | 10444.44 |
| 83 | 2024.04.25 12:00 | sell | 27 | 0.10 | 166.763 | 0.000 | 0.000 | ||
| 84 | 2024.04.25 12:00 | modify | 27 | 0.10 | 166.763 | 167.563 | 165.263 | ||
| 85 | 2024.04.26 08:00 | s/l | 27 | 0.10 | 167.563 | 167.563 | 165.263 | -51.76 | 10392.67 |
| 86 | 2024.04.26 12:00 | sell | 28 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 87 | 2024.04.26 12:00 | modify | 28 | 0.10 | 168.028 | 168.828 | 166.528 | ||
| 88 | 2024.04.26 20:00 | s/l | 28 | 0.10 | 168.828 | 168.828 | 166.528 | -50.38 | 10342.29 |
| 89 | 2024.05.13 20:00 | sell | 29 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 90 | 2024.05.13 20:00 | modify | 29 | 0.10 | 168.538 | 169.338 | 167.038 | ||
| 91 | 2024.05.14 16:00 | s/l | 29 | 0.10 | 169.338 | 169.338 | 167.038 | -51.76 | 10290.53 |
| 92 | 2024.05.14 20:00 | sell | 30 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 93 | 2024.05.14 20:00 | modify | 30 | 0.10 | 169.291 | 170.091 | 167.791 | ||
| 94 | 2024.05.16 04:00 | t/p | 30 | 0.10 | 167.791 | 170.091 | 167.791 | 88.98 | 10379.51 |
| 95 | 2024.05.28 20:00 | sell | 31 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 96 | 2024.05.28 20:00 | modify | 31 | 0.10 | 170.670 | 171.470 | 169.170 | ||
| 97 | 2024.05.30 08:00 | t/p | 31 | 0.10 | 169.170 | 171.470 | 169.170 | 88.97 | 10468.49 |
| 98 | 2024.06.10 16:00 | buy | 32 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 99 | 2024.06.10 16:00 | modify | 32 | 0.10 | 168.734 | 167.934 | 170.234 | ||
| 100 | 2024.06.13 00:00 | buy | 33 | 0.10 | 169.576 | 0.000 | 0.000 | ||
| 101 | 2024.06.13 00:00 | modify | 33 | 0.10 | 169.576 | 169.109 | 170.234 | ||
| 102 | 2024.06.13 00:00 | modify | 32 | 0.10 | 168.734 | 169.109 | 170.234 | ||
| 103 | 2024.06.13 16:00 | s/l | 32 | 0.10 | 169.109 | 169.109 | 170.234 | 26.22 | 10494.70 |
| 104 | 2024.06.13 16:00 | s/l | 33 | 0.10 | 169.109 | 169.109 | 170.234 | -29.42 | 10465.28 |