Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=11; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 484.28 | Gross profit | 693.15 | Gross loss | -208.87 |
| Profit factor | 3.32 | Expected payoff | 44.03 | ||
| Absolute drawdown | 96.81 | Maximal drawdown | 179.70 (15.30%) | Relative drawdown | 15.30% (179.70) |
| Total trades | 11 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
| Largest | profit trade | 99.91 | loss trade | -96.81 | |
| Average | profit trade | 86.64 | loss trade | -69.62 | |
| Maximum | consecutive wins (profit in money) | 6 (498.73) | consecutive losses (loss in money) | 1 (-96.81) | |
| Maximal | consecutive profit (count of wins) | 498.73 (6) | consecutive loss (count of losses) | -96.81 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 182.340 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 182.340 | 180.840 | 183.840 | ||
| 3 | 2023.12.07 20:00 | s/l | 1 | 0.10 | 180.840 | 180.840 | 183.840 | -96.81 | 903.19 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 183.913 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 183.913 | 185.413 | 182.413 | ||
| 6 | 2023.12.20 08:00 | t/p | 2 | 0.10 | 182.413 | 185.413 | 182.413 | 94.52 | 997.71 |
| 7 | 2024.05.02 16:00 | buy | 3 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 8 | 2024.05.02 16:00 | modify | 3 | 0.10 | 192.363 | 190.863 | 193.863 | ||
| 9 | 2024.05.07 04:00 | t/p | 3 | 0.10 | 193.863 | 190.863 | 193.863 | 99.91 | 1097.61 |
| 10 | 2024.07.11 16:00 | buy | 4 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 11 | 2024.07.11 16:00 | modify | 4 | 0.10 | 204.858 | 203.358 | 206.358 | ||
| 12 | 2024.07.17 20:00 | s/l | 4 | 0.10 | 203.358 | 203.358 | 206.358 | -92.70 | 1004.91 |
| 13 | 2024.08.07 12:00 | sell | 5 | 0.10 | 187.334 | 0.000 | 0.000 | ||
| 14 | 2024.08.07 12:00 | modify | 5 | 0.10 | 187.334 | 188.834 | 185.834 | ||
| 15 | 2024.08.08 00:00 | t/p | 5 | 0.10 | 185.834 | 188.834 | 185.834 | 89.96 | 1094.87 |
| 16 | 2024.08.15 16:00 | sell | 6 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 17 | 2024.08.15 16:00 | modify | 6 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 18 | 2024.08.19 04:00 | t/p | 6 | 0.10 | 190.029 | 193.029 | 190.029 | 92.24 | 1187.11 |
| 19 | 2024.09.27 16:00 | buy | 7 | 0.10 | 191.026 | 0.000 | 0.000 | ||
| 20 | 2024.09.27 16:00 | modify | 7 | 0.10 | 191.026 | 189.526 | 192.526 | ||
| 21 | 2024.10.01 04:00 | t/p | 7 | 0.10 | 192.526 | 189.526 | 192.526 | 98.87 | 1285.98 |
| 22 | 2024.10.02 16:00 | sell | 8 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 23 | 2024.10.02 16:00 | modify | 8 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 24 | 2024.10.03 12:00 | t/p | 8 | 0.10 | 192.303 | 195.303 | 192.303 | 89.95 | 1375.93 |
| 25 | 2024.10.04 16:00 | sell | 9 | 0.10 | 194.875 | 0.000 | 0.000 | ||
| 26 | 2024.10.04 16:00 | modify | 9 | 0.10 | 194.875 | 196.375 | 193.375 | ||
| 27 | 2024.10.07 12:00 | sell | 10 | 0.10 | 193.960 | 0.000 | 0.000 | ||
| 28 | 2024.10.07 12:00 | modify | 10 | 0.10 | 193.960 | 194.350 | 193.375 | ||
| 29 | 2024.10.07 12:00 | modify | 9 | 0.10 | 194.875 | 194.350 | 193.375 | ||
| 30 | 2024.10.08 00:00 | t/p | 9 | 0.10 | 193.375 | 194.350 | 193.375 | 92.24 | 1468.17 |
| 31 | 2024.10.08 00:00 | t/p | 10 | 0.10 | 193.375 | 194.350 | 193.375 | 35.47 | 1503.64 |
| 32 | 2024.10.31 16:00 | buy | 11 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 33 | 2024.10.31 16:00 | modify | 11 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 34 | 2024.10.31 23:59 | close at stop | 11 | 0.10 | 195.593 | 194.393 | 197.393 | -19.36 | 1484.28 |