Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 410.50 | Gross profit | 986.05 | Gross loss | -575.54 |
| Profit factor | 1.71 | Expected payoff | 14.16 | ||
| Absolute drawdown | 11.85 | Maximal drawdown | 226.32 (18.37%) | Relative drawdown | 18.37% (226.32) |
| Total trades | 29 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 13 (44.83%) | Loss trades (% of total) | 16 (55.17%) | ||
| Largest | profit trade | 94.49 | loss trade | -45.54 | |
| Average | profit trade | 75.85 | loss trade | -35.97 | |
| Maximum | consecutive wins (profit in money) | 3 (243.36) | consecutive losses (loss in money) | 6 (-215.19) | |
| Maximal | consecutive profit (count of wins) | 243.36 (3) | consecutive loss (count of losses) | -215.19 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | buy | 1 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 149.496 | 148.996 | 150.796 | ||
| 3 | 2023.11.08 16:00 | t/p | 1 | 0.10 | 150.796 | 148.996 | 150.796 | 89.07 | 1089.07 |
| 4 | 2023.11.10 16:00 | sell | 2 | 0.10 | 151.474 | 0.000 | 0.000 | ||
| 5 | 2023.11.10 16:00 | modify | 2 | 0.10 | 151.474 | 151.974 | 150.174 | ||
| 6 | 2023.11.15 16:00 | t/p | 2 | 0.10 | 150.174 | 151.974 | 150.174 | 81.14 | 1170.21 |
| 7 | 2023.11.17 16:00 | buy | 3 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 8 | 2023.11.17 16:00 | modify | 3 | 0.10 | 149.586 | 149.086 | 150.886 | ||
| 9 | 2023.11.20 04:00 | s/l | 3 | 0.10 | 149.086 | 149.086 | 150.886 | -32.61 | 1137.60 |
| 10 | 2023.12.28 16:00 | buy | 4 | 0.10 | 140.910 | 0.000 | 0.000 | ||
| 11 | 2023.12.28 16:00 | modify | 4 | 0.10 | 140.910 | 140.410 | 142.210 | ||
| 12 | 2024.01.02 16:00 | t/p | 4 | 0.10 | 142.210 | 140.410 | 142.210 | 94.49 | 1232.09 |
| 13 | 2024.01.04 20:00 | sell | 5 | 0.10 | 144.577 | 0.000 | 0.000 | ||
| 14 | 2024.01.04 20:00 | modify | 5 | 0.10 | 144.577 | 145.077 | 143.277 | ||
| 15 | 2024.01.05 08:00 | s/l | 5 | 0.10 | 145.077 | 145.077 | 143.277 | -36.12 | 1195.97 |
| 16 | 2024.01.15 20:00 | sell | 6 | 0.10 | 145.789 | 0.000 | 0.000 | ||
| 17 | 2024.01.15 20:00 | modify | 6 | 0.10 | 145.789 | 146.289 | 144.489 | ||
| 18 | 2024.01.16 08:00 | s/l | 6 | 0.10 | 146.289 | 146.289 | 144.489 | -35.86 | 1160.10 |
| 19 | 2024.02.04 20:00 | sell | 7 | 0.10 | 148.381 | 0.000 | 0.000 | ||
| 20 | 2024.02.04 20:00 | modify | 7 | 0.10 | 148.381 | 148.881 | 147.081 | ||
| 21 | 2024.02.05 16:00 | s/l | 7 | 0.10 | 148.881 | 148.881 | 147.081 | -35.24 | 1124.86 |
| 22 | 2024.02.08 20:00 | sell | 8 | 0.10 | 149.386 | 0.000 | 0.000 | ||
| 23 | 2024.02.08 20:00 | modify | 8 | 0.10 | 149.386 | 149.886 | 148.086 | ||
| 24 | 2024.02.13 16:00 | s/l | 8 | 0.10 | 149.886 | 149.886 | 148.086 | -38.18 | 1086.68 |
| 25 | 2024.03.08 20:00 | buy | 9 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 26 | 2024.03.08 20:00 | modify | 9 | 0.10 | 147.078 | 146.578 | 148.378 | ||
| 27 | 2024.03.11 04:00 | s/l | 9 | 0.10 | 146.578 | 146.578 | 148.378 | -33.07 | 1053.61 |
| 28 | 2024.03.15 20:00 | sell | 10 | 0.10 | 149.079 | 0.000 | 0.000 | ||
| 29 | 2024.03.15 20:00 | modify | 10 | 0.10 | 149.079 | 149.579 | 147.779 | ||
| 30 | 2024.03.19 04:00 | s/l | 10 | 0.10 | 149.579 | 149.579 | 147.779 | -36.72 | 1016.90 |
| 31 | 2024.03.20 16:00 | sell | 11 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 32 | 2024.03.20 16:00 | modify | 11 | 0.10 | 151.661 | 152.161 | 150.361 | ||
| 33 | 2024.03.21 00:00 | sell | 12 | 0.10 | 150.737 | 0.000 | 0.000 | ||
| 34 | 2024.03.21 00:00 | modify | 12 | 0.10 | 150.737 | 151.206 | 150.361 | ||
| 35 | 2024.03.21 00:00 | modify | 11 | 0.10 | 151.661 | 151.206 | 150.361 | ||
| 36 | 2024.03.21 04:00 | t/p | 11 | 0.10 | 150.361 | 151.206 | 150.361 | 81.37 | 1098.27 |
| 37 | 2024.03.21 04:00 | t/p | 12 | 0.10 | 150.361 | 151.206 | 150.361 | 24.98 | 1123.25 |
| 38 | 2024.04.11 12:00 | sell | 13 | 0.10 | 153.086 | 0.000 | 0.000 | ||
| 39 | 2024.04.11 12:00 | modify | 13 | 0.10 | 153.086 | 153.586 | 151.786 | ||
| 40 | 2024.04.15 04:00 | s/l | 13 | 0.10 | 153.586 | 153.586 | 151.786 | -35.86 | 1087.39 |
| 41 | 2024.04.15 20:00 | sell | 14 | 0.10 | 154.223 | 0.000 | 0.000 | ||
| 42 | 2024.04.15 20:00 | modify | 14 | 0.10 | 154.223 | 154.723 | 152.923 | ||
| 43 | 2024.04.16 12:00 | s/l | 14 | 0.10 | 154.723 | 154.723 | 152.923 | -33.99 | 1053.40 |
| 44 | 2024.04.16 16:00 | sell | 15 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 45 | 2024.04.16 16:00 | modify | 15 | 0.10 | 154.573 | 155.073 | 153.273 | ||
| 46 | 2024.04.24 16:00 | s/l | 15 | 0.10 | 155.073 | 155.073 | 153.273 | -45.54 | 1007.86 |
| 47 | 2024.05.03 20:00 | buy | 16 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 48 | 2024.05.03 20:00 | modify | 16 | 0.10 | 152.918 | 152.418 | 154.218 | ||
| 49 | 2024.05.07 00:00 | t/p | 16 | 0.10 | 154.218 | 152.418 | 154.218 | 86.22 | 1094.08 |
| 50 | 2024.05.08 16:00 | sell | 17 | 0.10 | 155.426 | 0.000 | 0.000 | ||
| 51 | 2024.05.08 16:00 | modify | 17 | 0.10 | 155.426 | 155.926 | 154.126 | ||
| 52 | 2024.05.09 12:00 | s/l | 17 | 0.10 | 155.926 | 155.926 | 154.126 | -37.06 | 1057.02 |
| 53 | 2024.05.14 12:00 | sell | 18 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 54 | 2024.05.14 12:00 | modify | 18 | 0.10 | 156.450 | 156.950 | 155.150 | ||
| 55 | 2024.05.15 16:00 | t/p | 18 | 0.10 | 155.150 | 156.950 | 155.150 | 82.18 | 1139.20 |
| 56 | 2024.06.04 16:00 | buy | 19 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 57 | 2024.06.04 16:00 | modify | 19 | 0.10 | 154.902 | 154.402 | 156.202 | ||
| 58 | 2024.06.05 12:00 | t/p | 19 | 0.10 | 156.202 | 154.402 | 156.202 | 84.21 | 1223.41 |
| 59 | 2024.07.10 20:00 | sell | 20 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 60 | 2024.07.10 20:00 | modify | 20 | 0.10 | 161.734 | 162.234 | 160.434 | ||
| 61 | 2024.07.11 16:00 | t/p | 20 | 0.10 | 160.434 | 162.234 | 160.434 | 76.97 | 1300.38 |
| 62 | 2024.07.11 20:00 | buy | 21 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 63 | 2024.07.11 20:00 | modify | 21 | 0.10 | 158.854 | 158.354 | 160.154 | ||
| 64 | 2024.07.12 00:00 | s/l | 21 | 0.10 | 158.354 | 158.354 | 160.154 | -30.63 | 1269.75 |
| 65 | 2024.07.17 16:00 | buy | 22 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 66 | 2024.07.17 16:00 | modify | 22 | 0.10 | 156.596 | 156.096 | 157.896 | ||
| 67 | 2024.07.17 20:00 | s/l | 22 | 0.10 | 156.096 | 156.096 | 157.896 | -32.01 | 1237.74 |
| 68 | 2024.07.30 12:00 | sell | 23 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 69 | 2024.07.30 12:00 | modify | 23 | 0.10 | 154.884 | 155.384 | 153.584 | ||
| 70 | 2024.07.30 20:00 | t/p | 23 | 0.10 | 153.584 | 155.384 | 153.584 | 84.80 | 1322.54 |
| 71 | 2024.09.01 20:00 | sell | 24 | 0.10 | 145.971 | 0.000 | 0.000 | ||
| 72 | 2024.09.01 20:00 | modify | 24 | 0.10 | 145.971 | 146.471 | 144.671 | ||
| 73 | 2024.09.02 00:00 | s/l | 24 | 0.10 | 146.471 | 146.471 | 144.671 | -35.80 | 1286.74 |
| 74 | 2024.09.16 12:00 | buy | 25 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 75 | 2024.09.16 12:00 | modify | 25 | 0.10 | 139.914 | 139.414 | 141.214 | ||
| 76 | 2024.09.16 16:00 | buy | 26 | 0.10 | 140.827 | 0.000 | 0.000 | ||
| 77 | 2024.09.16 16:00 | modify | 26 | 0.10 | 140.827 | 140.369 | 141.214 | ||
| 78 | 2024.09.16 16:00 | modify | 25 | 0.10 | 139.914 | 140.369 | 141.214 | ||
| 79 | 2024.09.17 00:00 | t/p | 25 | 0.10 | 141.214 | 140.369 | 141.214 | 93.29 | 1380.03 |
| 80 | 2024.09.17 00:00 | t/p | 26 | 0.10 | 141.214 | 140.369 | 141.214 | 28.45 | 1408.49 |
| 81 | 2024.10.06 20:00 | sell | 27 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 82 | 2024.10.06 20:00 | modify | 27 | 0.10 | 148.653 | 149.153 | 147.353 | ||
| 83 | 2024.10.07 00:00 | s/l | 27 | 0.10 | 149.153 | 149.153 | 147.353 | -35.26 | 1373.22 |
| 84 | 2024.10.14 20:00 | sell | 28 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 85 | 2024.10.14 20:00 | modify | 28 | 0.10 | 149.763 | 150.263 | 148.463 | ||
| 86 | 2024.10.17 20:00 | s/l | 28 | 0.10 | 150.263 | 150.263 | 148.463 | -41.60 | 1331.63 |
| 87 | 2024.10.23 16:00 | sell | 29 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 88 | 2024.10.23 16:00 | modify | 29 | 0.10 | 152.821 | 153.321 | 151.521 | ||
| 89 | 2024.10.25 08:00 | t/p | 29 | 0.10 | 151.521 | 153.321 | 151.521 | 78.88 | 1410.50 |