Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | GBPJPY (British Pound 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | -74.36 | Gross profit | 346.43 | Gross loss | -420.79 |
| Profit factor | 0.82 | Expected payoff | -7.44 | ||
| Absolute drawdown | 340.57 | Maximal drawdown | 340.57 (3.41%) | Relative drawdown | 3.41% (340.57) |
| Total trades | 10 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 95.89 | loss trade | -88.00 | |
| Average | profit trade | 69.29 | loss trade | -84.16 | |
| Maximum | consecutive wins (profit in money) | 3 (164.47) | consecutive losses (loss in money) | 4 (-337.69) | |
| Maximal | consecutive profit (count of wins) | 181.97 (2) | consecutive loss (count of losses) | -337.69 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.11 04:00 | buy | 1 | 0.10 | 169.351 | 0.000 | 0.000 | ||
| 2 | 2023.05.11 04:00 | modify | 1 | 0.10 | 169.351 | 168.051 | 170.851 | ||
| 3 | 2023.05.11 16:00 | s/l | 1 | 0.10 | 168.051 | 168.051 | 170.851 | -83.10 | 9916.90 |
| 4 | 2023.06.09 12:00 | sell | 2 | 0.10 | 175.133 | 0.000 | 0.000 | ||
| 5 | 2023.06.09 12:00 | modify | 2 | 0.10 | 175.133 | 176.433 | 173.633 | ||
| 6 | 2023.06.13 16:00 | s/l | 2 | 0.10 | 176.433 | 176.433 | 173.633 | -88.00 | 9828.90 |
| 7 | 2023.06.15 12:00 | sell | 3 | 0.10 | 178.581 | 0.000 | 0.000 | ||
| 8 | 2023.06.15 12:00 | modify | 3 | 0.10 | 178.581 | 179.881 | 177.081 | ||
| 9 | 2023.06.16 08:00 | s/l | 3 | 0.10 | 179.881 | 179.881 | 177.081 | -85.54 | 9743.36 |
| 10 | 2023.07.06 08:00 | buy | 4 | 0.10 | 183.148 | 0.000 | 0.000 | ||
| 11 | 2023.07.06 08:00 | modify | 4 | 0.10 | 183.148 | 181.848 | 184.648 | ||
| 12 | 2023.07.10 12:00 | s/l | 4 | 0.10 | 181.848 | 181.848 | 184.648 | -81.05 | 9662.31 |
| 13 | 2023.08.22 04:00 | sell | 5 | 0.10 | 186.509 | 0.000 | 0.000 | ||
| 14 | 2023.08.22 04:00 | modify | 5 | 0.10 | 186.509 | 187.809 | 185.009 | ||
| 15 | 2023.08.22 16:00 | sell | 6 | 0.10 | 185.603 | 0.000 | 0.000 | ||
| 16 | 2023.08.22 16:00 | modify | 6 | 0.10 | 185.603 | 186.134 | 185.009 | ||
| 17 | 2023.08.22 16:00 | sell | 7 | 0.10 | 185.603 | 0.000 | 0.000 | ||
| 18 | 2023.08.22 16:00 | modify | 7 | 0.10 | 185.603 | 185.984 | 185.009 | ||
| 19 | 2023.08.22 16:00 | modify | 5 | 0.10 | 186.509 | 185.984 | 185.009 | ||
| 20 | 2023.08.22 20:00 | modify | 6 | 0.10 | 185.603 | 185.984 | 185.009 | ||
| 21 | 2023.08.23 08:00 | t/p | 5 | 0.10 | 185.009 | 185.984 | 185.009 | 93.43 | 9755.74 |
| 22 | 2023.08.23 08:00 | t/p | 6 | 0.10 | 185.009 | 185.984 | 185.009 | 35.52 | 9791.25 |
| 23 | 2023.08.23 08:00 | t/p | 7 | 0.10 | 185.009 | 185.984 | 185.009 | 35.52 | 9826.77 |
| 24 | 2023.10.03 08:00 | buy | 8 | 0.10 | 181.032 | 0.000 | 0.000 | ||
| 25 | 2023.10.03 08:00 | modify | 8 | 0.10 | 181.032 | 179.732 | 182.532 | ||
| 26 | 2023.10.03 16:00 | s/l | 8 | 0.10 | 179.732 | 179.732 | 182.532 | -83.10 | 9743.67 |
| 27 | 2023.12.14 08:00 | buy | 9 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 28 | 2023.12.14 08:00 | modify | 9 | 0.10 | 179.251 | 177.951 | 180.751 | ||
| 29 | 2023.12.14 16:00 | t/p | 9 | 0.10 | 180.751 | 177.951 | 180.751 | 95.89 | 9839.56 |
| 30 | 2024.03.20 12:00 | sell | 10 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 31 | 2024.03.20 12:00 | modify | 10 | 0.10 | 192.561 | 193.861 | 191.061 | ||
| 32 | 2024.03.22 08:00 | t/p | 10 | 0.10 | 191.061 | 193.861 | 191.061 | 86.08 | 9925.64 |