Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 373.66 | Gross profit | 563.03 | Gross loss | -189.37 |
| Profit factor | 2.97 | Expected payoff | 41.52 | ||
| Absolute drawdown | 41.36 | Maximal drawdown | 178.87 (12.73%) | Relative drawdown | 12.73% (178.87) |
| Total trades | 9 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 93.76 | loss trade | -97.49 | |
| Average | profit trade | 80.43 | loss trade | -94.69 | |
| Maximum | consecutive wins (profit in money) | 3 (247.59) | consecutive losses (loss in money) | 1 (-97.49) | |
| Maximal | consecutive profit (count of wins) | 247.59 (3) | consecutive loss (count of losses) | -97.49 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.27 00:00 | sell | 1 | 0.10 | 157.339 | 0.000 | 0.000 | ||
| 2 | 2023.12.27 00:00 | modify | 1 | 0.10 | 157.339 | 158.739 | 155.939 | ||
| 3 | 2023.12.28 16:00 | t/p | 1 | 0.10 | 155.939 | 158.739 | 155.939 | 86.26 | 1086.26 |
| 4 | 2024.01.17 12:00 | sell | 2 | 0.10 | 160.643 | 0.000 | 0.000 | ||
| 5 | 2024.01.17 12:00 | modify | 2 | 0.10 | 160.643 | 162.043 | 159.243 | ||
| 6 | 2024.01.30 08:00 | t/p | 2 | 0.10 | 159.243 | 162.043 | 159.243 | 72.25 | 1158.51 |
| 7 | 2024.04.18 16:00 | sell | 3 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 8 | 2024.04.18 16:00 | modify | 3 | 0.10 | 164.813 | 166.213 | 163.413 | ||
| 9 | 2024.04.19 04:00 | t/p | 3 | 0.10 | 163.413 | 166.213 | 163.413 | 89.08 | 1247.59 |
| 10 | 2024.04.26 12:00 | sell | 4 | 0.10 | 168.028 | 0.000 | 0.000 | ||
| 11 | 2024.04.26 12:00 | modify | 4 | 0.10 | 168.028 | 169.428 | 166.628 | ||
| 12 | 2024.04.29 00:00 | s/l | 4 | 0.10 | 169.428 | 169.428 | 166.628 | -91.88 | 1155.71 |
| 13 | 2024.05.29 00:00 | sell | 5 | 0.10 | 170.659 | 0.000 | 0.000 | ||
| 14 | 2024.05.29 00:00 | modify | 5 | 0.10 | 170.659 | 172.059 | 169.259 | ||
| 15 | 2024.05.30 04:00 | sell | 6 | 0.10 | 169.934 | 0.000 | 0.000 | ||
| 16 | 2024.05.30 04:00 | modify | 6 | 0.10 | 169.934 | 170.169 | 169.259 | ||
| 17 | 2024.05.30 04:00 | modify | 5 | 0.10 | 170.659 | 170.169 | 169.259 | ||
| 18 | 2024.05.30 08:00 | t/p | 5 | 0.10 | 169.259 | 170.169 | 169.259 | 86.26 | 1241.97 |
| 19 | 2024.05.30 08:00 | t/p | 6 | 0.10 | 169.259 | 170.169 | 169.259 | 43.62 | 1285.59 |
| 20 | 2024.06.10 16:00 | buy | 7 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 21 | 2024.06.10 16:00 | modify | 7 | 0.10 | 168.734 | 167.334 | 170.134 | ||
| 22 | 2024.06.13 08:00 | t/p | 7 | 0.10 | 170.134 | 167.334 | 170.134 | 93.76 | 1379.35 |
| 23 | 2024.08.12 16:00 | sell | 8 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 24 | 2024.08.12 16:00 | modify | 8 | 0.10 | 161.232 | 162.632 | 159.832 | ||
| 25 | 2024.08.15 16:00 | s/l | 8 | 0.10 | 162.632 | 162.632 | 159.832 | -97.49 | 1281.86 |
| 26 | 2024.09.13 08:00 | buy | 9 | 0.10 | 156.341 | 0.000 | 0.000 | ||
| 27 | 2024.09.13 08:00 | modify | 9 | 0.10 | 156.341 | 154.941 | 157.741 | ||
| 28 | 2024.09.17 16:00 | t/p | 9 | 0.10 | 157.741 | 154.941 | 157.741 | 91.80 | 1373.66 |