Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=6; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2604 | Ticks modelled | 4207 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 353.79 | Gross profit | 817.67 | Gross loss | -463.88 |
| Profit factor | 1.76 | Expected payoff | 14.74 | ||
| Absolute drawdown | 129.81 | Maximal drawdown | 240.76 (2.35%) | Relative drawdown | 2.35% (240.76) |
| Total trades | 24 | Short positions (won %) | 16 (31.25%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 10 (41.67%) | Loss trades (% of total) | 14 (58.33%) | ||
| Largest | profit trade | 101.10 | loss trade | -52.82 | |
| Average | profit trade | 81.77 | loss trade | -33.13 | |
| Maximum | consecutive wins (profit in money) | 4 (379.58) | consecutive losses (loss in money) | 6 (-210.79) | |
| Maximal | consecutive profit (count of wins) | 379.58 (4) | consecutive loss (count of losses) | -210.79 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 12:00 | buy | 1 | 0.10 | 143.267 | 0.000 | 0.000 | ||
| 2 | 2023.07.07 12:00 | modify | 1 | 0.10 | 143.267 | 142.667 | 144.667 | ||
| 3 | 2023.07.07 16:00 | s/l | 1 | 0.10 | 142.667 | 142.667 | 144.667 | -42.19 | 9957.81 |
| 4 | 2023.07.11 16:00 | buy | 2 | 0.10 | 140.546 | 0.000 | 0.000 | ||
| 5 | 2023.07.11 16:00 | modify | 2 | 0.10 | 140.546 | 139.946 | 141.946 | ||
| 6 | 2023.07.12 04:00 | s/l | 2 | 0.10 | 139.946 | 139.946 | 141.946 | -42.26 | 9915.55 |
| 7 | 2023.07.12 20:00 | buy | 3 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 8 | 2023.07.12 20:00 | modify | 3 | 0.10 | 138.486 | 137.886 | 139.886 | ||
| 9 | 2023.07.14 04:00 | s/l | 3 | 0.10 | 137.886 | 137.886 | 139.886 | -40.87 | 9874.67 |
| 10 | 2023.07.21 16:00 | sell | 4 | 0.10 | 141.746 | 0.000 | 0.000 | ||
| 11 | 2023.07.21 16:00 | modify | 4 | 0.10 | 141.746 | 142.346 | 140.346 | ||
| 12 | 2023.07.26 12:00 | t/p | 4 | 0.10 | 140.346 | 142.346 | 140.346 | 93.68 | 9968.35 |
| 13 | 2023.10.26 12:00 | sell | 5 | 0.10 | 150.428 | 0.000 | 0.000 | ||
| 14 | 2023.10.26 12:00 | modify | 5 | 0.10 | 150.428 | 151.028 | 149.028 | ||
| 15 | 2023.10.30 16:00 | t/p | 5 | 0.10 | 149.028 | 151.028 | 149.028 | 89.91 | 10058.26 |
| 16 | 2023.11.03 20:00 | buy | 6 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 17 | 2023.11.03 20:00 | modify | 6 | 0.10 | 149.496 | 148.896 | 150.896 | ||
| 18 | 2023.11.08 16:00 | t/p | 6 | 0.10 | 150.896 | 148.896 | 150.896 | 94.90 | 10153.16 |
| 19 | 2023.12.28 16:00 | buy | 7 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 20 | 2023.12.28 16:00 | modify | 7 | 0.10 | 140.910 | 140.310 | 142.310 | ||
| 21 | 2024.01.03 08:00 | t/p | 7 | 0.10 | 142.310 | 140.310 | 142.310 | 101.10 | 10254.25 |
| 22 | 2024.01.04 20:00 | sell | 8 | 0.10 | 144.577 | 0.000 | 0.000 | ||
| 23 | 2024.01.04 20:00 | modify | 8 | 0.10 | 144.577 | 145.177 | 143.177 | ||
| 24 | 2024.01.05 08:00 | s/l | 8 | 0.10 | 145.177 | 145.177 | 143.177 | -43.36 | 10210.89 |
| 25 | 2024.01.17 12:00 | sell | 9 | 0.10 | 147.662 | 0.000 | 0.000 | ||
| 26 | 2024.01.17 12:00 | modify | 9 | 0.10 | 147.662 | 148.262 | 146.262 | ||
| 27 | 2024.01.17 16:00 | s/l | 9 | 0.10 | 148.262 | 148.262 | 146.262 | -40.41 | 10170.48 |
| 28 | 2024.01.17 20:00 | sell | 10 | 0.10 | 148.268 | 0.000 | 0.000 | ||
| 29 | 2024.01.17 20:00 | modify | 10 | 0.10 | 148.268 | 148.868 | 146.868 | ||
| 30 | 2024.01.22 04:00 | sell | 11 | 0.10 | 147.917 | 0.000 | 0.000 | ||
| 31 | 2024.01.22 04:00 | modify | 11 | 0.10 | 147.917 | 148.198 | 146.868 | ||
| 32 | 2024.01.22 04:00 | modify | 10 | 0.10 | 148.268 | 148.198 | 146.868 | ||
| 33 | 2024.01.22 12:00 | s/l | 10 | 0.10 | 148.198 | 148.198 | 146.868 | -5.32 | 10165.16 |
| 34 | 2024.01.22 12:00 | s/l | 11 | 0.10 | 148.198 | 148.198 | 146.868 | -19.00 | 10146.16 |
| 35 | 2024.02.08 20:00 | sell | 12 | 0.10 | 149.386 | 0.000 | 0.000 | ||
| 36 | 2024.02.08 20:00 | modify | 12 | 0.10 | 149.386 | 149.986 | 147.986 | ||
| 37 | 2024.02.12 12:00 | sell | 13 | 0.10 | 149.022 | 0.000 | 0.000 | ||
| 38 | 2024.02.12 12:00 | modify | 13 | 0.10 | 149.022 | 149.316 | 147.986 | ||
| 39 | 2024.02.12 12:00 | modify | 12 | 0.10 | 149.386 | 149.316 | 147.986 | ||
| 40 | 2024.02.12 16:00 | s/l | 12 | 0.10 | 149.316 | 149.316 | 147.986 | 0.66 | 10146.82 |
| 41 | 2024.02.12 16:00 | s/l | 13 | 0.10 | 149.316 | 149.316 | 147.986 | -19.67 | 10127.15 |
| 42 | 2024.03.08 20:00 | buy | 14 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 43 | 2024.03.08 20:00 | modify | 14 | 0.10 | 147.078 | 146.478 | 148.478 | ||
| 44 | 2024.03.15 04:00 | t/p | 14 | 0.10 | 148.478 | 146.478 | 148.478 | 99.22 | 10226.38 |
| 45 | 2024.03.15 20:00 | sell | 15 | 0.10 | 149.079 | 0.000 | 0.000 | ||
| 46 | 2024.03.15 20:00 | modify | 15 | 0.10 | 149.079 | 149.679 | 147.679 | ||
| 47 | 2024.03.19 04:00 | s/l | 15 | 0.10 | 149.679 | 149.679 | 147.679 | -44.09 | 10182.29 |
| 48 | 2024.03.20 16:00 | sell | 16 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 49 | 2024.03.20 16:00 | modify | 16 | 0.10 | 151.661 | 152.261 | 150.261 | ||
| 50 | 2024.03.24 20:00 | sell | 17 | 0.10 | 151.305 | 0.000 | 0.000 | ||
| 51 | 2024.03.24 20:00 | modify | 17 | 0.10 | 151.305 | 151.591 | 150.261 | ||
| 52 | 2024.03.24 20:00 | modify | 16 | 0.10 | 151.661 | 151.591 | 150.261 | ||
| 53 | 2024.03.26 16:00 | s/l | 16 | 0.10 | 151.591 | 151.591 | 150.261 | -7.45 | 10174.83 |
| 54 | 2024.03.26 16:00 | s/l | 17 | 0.10 | 151.591 | 151.591 | 150.261 | -22.89 | 10151.94 |
| 55 | 2024.04.11 12:00 | sell | 18 | 0.10 | 153.086 | 0.000 | 0.000 | ||
| 56 | 2024.04.11 12:00 | modify | 18 | 0.10 | 153.086 | 153.686 | 151.686 | ||
| 57 | 2024.04.15 04:00 | s/l | 18 | 0.10 | 153.686 | 153.686 | 151.686 | -43.05 | 10108.89 |
| 58 | 2024.04.15 20:00 | sell | 19 | 0.10 | 154.223 | 0.000 | 0.000 | ||
| 59 | 2024.04.15 20:00 | modify | 19 | 0.10 | 154.223 | 154.823 | 152.823 | ||
| 60 | 2024.04.22 20:00 | s/l | 19 | 0.10 | 154.823 | 154.823 | 152.823 | -52.82 | 10056.07 |
| 61 | 2024.04.25 12:00 | sell | 20 | 0.10 | 155.556 | 0.000 | 0.000 | ||
| 62 | 2024.04.25 12:00 | modify | 20 | 0.10 | 155.556 | 156.156 | 154.156 | ||
| 63 | 2024.04.26 04:00 | s/l | 20 | 0.10 | 156.156 | 156.156 | 154.156 | -40.48 | 10015.59 |
| 64 | 2024.05.03 20:00 | buy | 21 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 65 | 2024.05.03 20:00 | modify | 21 | 0.10 | 152.918 | 152.318 | 154.318 | ||
| 66 | 2024.05.07 04:00 | t/p | 21 | 0.10 | 154.318 | 152.318 | 154.318 | 91.97 | 10107.56 |
| 67 | 2024.05.14 12:00 | sell | 22 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 68 | 2024.05.14 12:00 | modify | 22 | 0.10 | 156.450 | 157.050 | 155.050 | ||
| 69 | 2024.05.15 08:00 | sell | 23 | 0.10 | 156.098 | 0.000 | 0.000 | ||
| 70 | 2024.05.15 08:00 | modify | 23 | 0.10 | 156.098 | 156.380 | 155.050 | ||
| 71 | 2024.05.15 08:00 | modify | 22 | 0.10 | 156.450 | 156.380 | 155.050 | ||
| 72 | 2024.05.15 16:00 | t/p | 22 | 0.10 | 155.050 | 156.380 | 155.050 | 88.28 | 10195.84 |
| 73 | 2024.05.15 16:00 | t/p | 23 | 0.10 | 155.050 | 156.380 | 155.050 | 67.59 | 10263.43 |
| 74 | 2024.06.04 16:00 | buy | 24 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 75 | 2024.06.04 16:00 | modify | 24 | 0.10 | 154.902 | 154.302 | 156.302 | ||
| 76 | 2024.06.05 12:00 | t/p | 24 | 0.10 | 156.302 | 154.302 | 156.302 | 90.36 | 10353.79 |