Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 405.01 | Gross profit | 766.29 | Gross loss | -361.28 |
| Profit factor | 2.12 | Expected payoff | 17.61 | ||
| Absolute drawdown | 108.25 | Maximal drawdown | 159.59 (11.32%) | Relative drawdown | 11.57% (116.71) |
| Total trades | 23 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 9 (39.13%) | Loss trades (% of total) | 14 (60.87%) | ||
| Largest | profit trade | 97.49 | loss trade | -31.43 | |
| Average | profit trade | 85.14 | loss trade | -25.81 | |
| Maximum | consecutive wins (profit in money) | 3 (211.34) | consecutive losses (loss in money) | 4 (-108.25) | |
| Maximal | consecutive profit (count of wins) | 211.34 (3) | consecutive loss (count of losses) | -108.25 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | sell | 1 | 0.10 | 160.297 | 0.000 | 0.000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 160.297 | 160.697 | 158.797 | ||
| 3 | 2023.11.06 08:00 | s/l | 1 | 0.10 | 160.697 | 160.697 | 158.797 | -27.22 | 972.78 |
| 4 | 2023.11.06 16:00 | sell | 2 | 0.10 | 160.863 | 0.000 | 0.000 | ||
| 5 | 2023.11.06 16:00 | modify | 2 | 0.10 | 160.863 | 161.263 | 159.363 | ||
| 6 | 2023.11.08 16:00 | s/l | 2 | 0.10 | 161.263 | 161.263 | 159.363 | -28.62 | 944.15 |
| 7 | 2023.12.03 20:00 | buy | 3 | 0.10 | 159.570 | 0.000 | 0.000 | ||
| 8 | 2023.12.03 20:00 | modify | 3 | 0.10 | 159.570 | 159.170 | 161.070 | ||
| 9 | 2023.12.04 04:00 | s/l | 3 | 0.10 | 159.170 | 159.170 | 161.070 | -25.18 | 918.98 |
| 10 | 2024.01.04 20:00 | sell | 4 | 0.10 | 158.275 | 0.000 | 0.000 | ||
| 11 | 2024.01.04 20:00 | modify | 4 | 0.10 | 158.275 | 158.675 | 156.775 | ||
| 12 | 2024.01.05 04:00 | s/l | 4 | 0.10 | 158.675 | 158.675 | 156.775 | -27.22 | 891.75 |
| 13 | 2024.02.26 20:00 | sell | 5 | 0.10 | 163.518 | 0.000 | 0.000 | ||
| 14 | 2024.02.26 20:00 | modify | 5 | 0.10 | 163.518 | 163.918 | 162.018 | ||
| 15 | 2024.02.29 16:00 | t/p | 5 | 0.10 | 162.018 | 163.918 | 162.018 | 89.81 | 981.56 |
| 16 | 2024.03.04 20:00 | sell | 6 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 17 | 2024.03.04 20:00 | modify | 6 | 0.10 | 163.444 | 163.844 | 161.944 | ||
| 18 | 2024.03.07 04:00 | t/p | 6 | 0.10 | 161.944 | 163.844 | 161.944 | 89.81 | 1071.37 |
| 19 | 2024.03.15 20:00 | sell | 7 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 20 | 2024.03.15 20:00 | modify | 7 | 0.10 | 162.333 | 162.733 | 160.833 | ||
| 21 | 2024.03.19 04:00 | s/l | 7 | 0.10 | 162.733 | 162.733 | 160.833 | -28.62 | 1042.75 |
| 22 | 2024.03.24 20:00 | buy | 8 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 23 | 2024.03.24 20:00 | modify | 8 | 0.10 | 163.641 | 163.241 | 165.141 | ||
| 24 | 2024.03.28 12:00 | s/l | 8 | 0.10 | 163.241 | 163.241 | 165.141 | -21.91 | 1020.84 |
| 25 | 2024.04.14 20:00 | buy | 9 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 26 | 2024.04.14 20:00 | modify | 9 | 0.10 | 162.703 | 162.303 | 164.203 | ||
| 27 | 2024.04.15 16:00 | t/p | 9 | 0.10 | 164.203 | 162.303 | 164.203 | 97.49 | 1118.33 |
| 28 | 2024.04.18 16:00 | sell | 10 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 29 | 2024.04.18 16:00 | modify | 10 | 0.10 | 164.813 | 165.213 | 163.313 | ||
| 30 | 2024.04.19 04:00 | t/p | 10 | 0.10 | 163.313 | 165.213 | 163.313 | 95.42 | 1213.75 |
| 31 | 2024.05.13 20:00 | sell | 11 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 32 | 2024.05.13 20:00 | modify | 11 | 0.10 | 168.538 | 168.938 | 167.038 | ||
| 33 | 2024.05.14 12:00 | s/l | 11 | 0.10 | 168.938 | 168.938 | 167.038 | -27.22 | 1186.53 |
| 34 | 2024.05.14 20:00 | sell | 12 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 35 | 2024.05.14 20:00 | modify | 12 | 0.10 | 169.291 | 169.691 | 167.791 | ||
| 36 | 2024.05.16 04:00 | t/p | 12 | 0.10 | 167.791 | 169.691 | 167.791 | 91.21 | 1277.74 |
| 37 | 2024.05.28 20:00 | sell | 13 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 38 | 2024.05.28 20:00 | modify | 13 | 0.10 | 170.670 | 171.070 | 169.170 | ||
| 39 | 2024.05.30 08:00 | t/p | 13 | 0.10 | 169.170 | 171.070 | 169.170 | 91.21 | 1368.95 |
| 40 | 2024.06.10 16:00 | buy | 14 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 41 | 2024.06.10 16:00 | modify | 14 | 0.10 | 168.734 | 168.334 | 170.234 | ||
| 42 | 2024.06.11 16:00 | s/l | 14 | 0.10 | 168.334 | 168.334 | 170.234 | -25.17 | 1343.78 |
| 43 | 2024.07.11 20:00 | buy | 15 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 44 | 2024.07.11 20:00 | modify | 15 | 0.10 | 172.590 | 172.190 | 174.090 | ||
| 45 | 2024.07.12 00:00 | s/l | 15 | 0.10 | 172.190 | 172.190 | 174.090 | -25.17 | 1318.62 |
| 46 | 2024.07.17 16:00 | buy | 16 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 47 | 2024.07.17 16:00 | modify | 16 | 0.10 | 171.192 | 170.792 | 172.692 | ||
| 48 | 2024.07.17 20:00 | s/l | 16 | 0.10 | 170.792 | 170.792 | 172.692 | -25.82 | 1292.80 |
| 49 | 2024.08.12 16:00 | sell | 17 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 50 | 2024.08.12 16:00 | modify | 17 | 0.10 | 161.232 | 161.632 | 159.732 | ||
| 51 | 2024.08.13 08:00 | s/l | 17 | 0.10 | 161.632 | 161.632 | 159.732 | -27.22 | 1265.57 |
| 52 | 2024.08.15 20:00 | sell | 18 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 53 | 2024.08.15 20:00 | modify | 18 | 0.10 | 163.556 | 163.956 | 162.056 | ||
| 54 | 2024.08.19 04:00 | t/p | 18 | 0.10 | 162.056 | 163.956 | 162.056 | 94.02 | 1359.59 |
| 55 | 2024.09.02 20:00 | sell | 19 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 56 | 2024.09.02 20:00 | modify | 19 | 0.10 | 162.655 | 163.055 | 161.155 | ||
| 57 | 2024.09.03 12:00 | t/p | 19 | 0.10 | 161.155 | 163.055 | 161.155 | 95.42 | 1455.01 |
| 58 | 2024.10.09 20:00 | sell | 20 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 59 | 2024.10.09 20:00 | modify | 20 | 0.10 | 163.331 | 163.731 | 161.831 | ||
| 60 | 2024.10.15 08:00 | sell | 21 | 0.10 | 162.639 | 0.000 | 0.000 | ||
| 61 | 2024.10.15 08:00 | modify | 21 | 0.10 | 162.639 | 163.256 | 161.831 | ||
| 62 | 2024.10.15 08:00 | modify | 20 | 0.10 | 163.331 | 163.256 | 161.831 | ||
| 63 | 2024.10.18 16:00 | sell | 22 | 0.10 | 162.348 | 0.000 | 0.000 | ||
| 64 | 2024.10.18 16:00 | modify | 22 | 0.10 | 162.348 | 162.731 | 161.831 | ||
| 65 | 2024.10.18 16:00 | modify | 21 | 0.10 | 162.639 | 162.731 | 161.831 | ||
| 66 | 2024.10.18 16:00 | modify | 20 | 0.10 | 163.331 | 162.731 | 161.831 | ||
| 67 | 2024.10.21 12:00 | s/l | 20 | 0.10 | 162.731 | 162.731 | 161.831 | 21.90 | 1476.91 |
| 68 | 2024.10.21 12:00 | s/l | 21 | 0.10 | 162.731 | 162.731 | 161.831 | -14.35 | 1462.56 |
| 69 | 2024.10.21 12:00 | s/l | 22 | 0.10 | 162.731 | 162.731 | 161.831 | -26.12 | 1436.43 |
| 70 | 2024.10.23 16:00 | sell | 23 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 71 | 2024.10.23 16:00 | modify | 23 | 0.10 | 164.721 | 165.121 | 163.221 | ||
| 72 | 2024.10.27 20:00 | s/l | 23 | 0.10 | 165.121 | 165.121 | 163.221 | -31.43 | 1405.01 |