Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 402.86 | Gross profit | 436.43 | Gross loss | -33.57 |
| Profit factor | 13.00 | Expected payoff | 50.36 | ||
| Absolute drawdown | 30.63 | Maximal drawdown | 132.97 (1.31%) | Relative drawdown | 1.31% (132.97) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 107.59 | loss trade | -17.10 | |
| Average | profit trade | 72.74 | loss trade | -16.79 | |
| Maximum | consecutive wins (profit in money) | 3 (307.81) | consecutive losses (loss in money) | 1 (-17.10) | |
| Maximal | consecutive profit (count of wins) | 307.81 (3) | consecutive loss (count of losses) | -17.10 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.08 20:00 | sell | 1 | 0.10 | 181.888 | 0.000 | 0.000 | ||
| 2 | 2023.10.08 20:00 | modify | 1 | 0.10 | 181.888 | 183.088 | 180.388 | ||
| 3 | 2023.10.09 12:00 | sell | 2 | 0.10 | 181.497 | 0.000 | 0.000 | ||
| 4 | 2023.10.09 12:00 | modify | 2 | 0.10 | 181.497 | 181.738 | 180.388 | ||
| 5 | 2023.10.09 12:00 | modify | 1 | 0.10 | 181.888 | 181.738 | 180.388 | ||
| 6 | 2023.10.09 16:00 | s/l | 1 | 0.10 | 181.738 | 181.738 | 180.388 | 8.12 | 10008.12 |
| 7 | 2023.10.09 16:00 | s/l | 2 | 0.10 | 181.738 | 181.738 | 180.388 | -17.10 | 9991.02 |
| 8 | 2023.12.14 08:00 | buy | 3 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 9 | 2023.12.14 08:00 | modify | 3 | 0.10 | 179.251 | 178.051 | 180.751 | ||
| 10 | 2023.12.14 16:00 | t/p | 3 | 0.10 | 180.751 | 178.051 | 180.751 | 106.44 | 10097.46 |
| 11 | 2024.03.07 12:00 | buy | 4 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 12 | 2024.03.07 12:00 | modify | 4 | 0.10 | 188.597 | 187.397 | 190.097 | ||
| 13 | 2024.03.12 04:00 | buy | 5 | 0.10 | 188.979 | 0.000 | 0.000 | ||
| 14 | 2024.03.12 04:00 | modify | 5 | 0.10 | 188.979 | 188.747 | 190.097 | ||
| 15 | 2024.03.12 04:00 | modify | 4 | 0.10 | 188.597 | 188.747 | 190.097 | ||
| 16 | 2024.03.12 08:00 | s/l | 4 | 0.10 | 188.747 | 188.747 | 190.097 | 14.07 | 10111.52 |
| 17 | 2024.03.12 08:00 | s/l | 5 | 0.10 | 188.747 | 188.747 | 190.097 | -16.47 | 10095.05 |
| 18 | 2024.03.20 12:00 | sell | 6 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 19 | 2024.03.20 12:00 | modify | 6 | 0.10 | 192.561 | 193.761 | 191.061 | ||
| 20 | 2024.03.22 08:00 | t/p | 6 | 0.10 | 191.061 | 193.761 | 191.061 | 96.31 | 10191.36 |
| 21 | 2024.05.03 20:00 | buy | 7 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 22 | 2024.05.03 20:00 | modify | 7 | 0.10 | 191.893 | 190.693 | 193.393 | ||
| 23 | 2024.05.06 12:00 | t/p | 7 | 0.10 | 193.393 | 190.693 | 193.393 | 107.59 | 10298.95 |
| 24 | 2024.08.16 04:00 | sell | 8 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 25 | 2024.08.16 04:00 | modify | 8 | 0.10 | 191.633 | 192.833 | 190.133 | ||
| 26 | 2024.08.19 04:00 | t/p | 8 | 0.10 | 190.133 | 192.833 | 190.133 | 103.91 | 10402.86 |