Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 437.02 | Gross profit | 518.75 | Gross loss | -81.73 |
| Profit factor | 6.35 | Expected payoff | 54.63 | ||
| Absolute drawdown | 9.54 | Maximal drawdown | 114.93 (1.13%) | Relative drawdown | 1.13% (114.93) |
| Total trades | 8 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 96.75 | loss trade | -69.13 | |
| Average | profit trade | 86.46 | loss trade | -40.86 | |
| Maximum | consecutive wins (profit in money) | 4 (377.93) | consecutive losses (loss in money) | 2 (-81.73) | |
| Maximal | consecutive profit (count of wins) | 377.93 (4) | consecutive loss (count of losses) | -81.73 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.27 20:00 | buy | 1 | 0.10 | 177.817 | 0.000 | 0.000 | ||
| 2 | 2023.07.27 20:00 | modify | 1 | 0.10 | 177.817 | 176.717 | 179.317 | ||
| 3 | 2023.07.28 04:00 | t/p | 1 | 0.10 | 179.317 | 176.717 | 179.317 | 95.09 | 10095.09 |
| 4 | 2023.10.03 16:00 | buy | 2 | 0.10 | 180.016 | 0.000 | 0.000 | ||
| 5 | 2023.10.03 16:00 | modify | 2 | 0.10 | 180.016 | 178.916 | 181.516 | ||
| 6 | 2023.10.04 16:00 | buy | 3 | 0.10 | 180.931 | 0.000 | 0.000 | ||
| 7 | 2023.10.04 16:00 | modify | 3 | 0.10 | 180.931 | 180.691 | 181.516 | ||
| 8 | 2023.10.04 16:00 | modify | 2 | 0.10 | 180.016 | 180.691 | 181.516 | ||
| 9 | 2023.10.05 04:00 | s/l | 2 | 0.10 | 180.691 | 180.691 | 181.516 | 45.73 | 10140.82 |
| 10 | 2023.10.05 04:00 | s/l | 3 | 0.10 | 180.691 | 180.691 | 181.516 | -12.60 | 10128.22 |
| 11 | 2023.12.07 12:00 | buy | 4 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 12 | 2023.12.07 12:00 | modify | 4 | 0.10 | 182.340 | 181.240 | 183.840 | ||
| 13 | 2023.12.07 16:00 | s/l | 4 | 0.10 | 181.240 | 181.240 | 183.840 | -69.13 | 10059.09 |
| 14 | 2023.12.19 12:00 | sell | 5 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 15 | 2023.12.19 12:00 | modify | 5 | 0.10 | 183.913 | 185.013 | 182.413 | ||
| 16 | 2023.12.20 08:00 | t/p | 5 | 0.10 | 182.413 | 185.013 | 182.413 | 91.84 | 10150.93 |
| 17 | 2024.04.29 04:00 | sell | 6 | 0.10 | 199.601 | 0.000 | 0.000 | ||
| 18 | 2024.04.29 04:00 | modify | 6 | 0.10 | 199.601 | 200.701 | 198.101 | ||
| 19 | 2024.04.29 08:00 | t/p | 6 | 0.10 | 198.101 | 200.701 | 198.101 | 94.25 | 10245.18 |
| 20 | 2024.05.02 16:00 | buy | 7 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 21 | 2024.05.02 16:00 | modify | 7 | 0.10 | 192.363 | 191.263 | 193.863 | ||
| 22 | 2024.05.07 04:00 | t/p | 7 | 0.10 | 193.863 | 191.263 | 193.863 | 96.75 | 10341.93 |
| 23 | 2024.06.04 12:00 | buy | 8 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 24 | 2024.06.04 12:00 | modify | 8 | 0.10 | 197.658 | 196.558 | 199.158 | ||
| 25 | 2024.06.05 08:00 | t/p | 8 | 0.10 | 199.158 | 196.558 | 199.158 | 95.09 | 10437.02 |