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=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 261.46 | Gross profit | 504.14 | Gross loss | -242.68 |
| Profit factor | 2.08 | Expected payoff | 29.05 | ||
| Absolute drawdown | 11.68 | Maximal drawdown | 225.97 (16.83%) | Relative drawdown | 16.83% (225.97) |
| Total trades | 9 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 97.85 | loss trade | -86.98 | |
| Average | profit trade | 84.02 | loss trade | -80.89 | |
| Maximum | consecutive wins (profit in money) | 4 (310.50) | consecutive losses (loss in money) | 2 (-171.68) | |
| Maximal | consecutive profit (count of wins) | 310.50 (4) | consecutive loss (count of losses) | -171.68 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.14 08:00 | buy | 1 | 0.10 | 179.251 | 0.000 | 0.000 | ||
| 2 | 2023.12.14 08:00 | modify | 1 | 0.10 | 179.251 | 178.151 | 180.751 | ||
| 3 | 2023.12.14 16:00 | t/p | 1 | 0.10 | 180.751 | 178.151 | 180.751 | 96.83 | 1096.83 |
| 4 | 2024.03.20 12:00 | sell | 2 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 5 | 2024.03.20 12:00 | modify | 2 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 6 | 2024.03.22 08:00 | t/p | 2 | 0.10 | 191.061 | 193.661 | 191.061 | 87.68 | 1184.51 |
| 7 | 2024.05.03 04:00 | buy | 3 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 8 | 2024.05.03 04:00 | modify | 3 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 9 | 2024.05.06 04:00 | buy | 4 | 0.10 | 193.159 | 0.000 | 0.000 | ||
| 10 | 2024.05.06 04:00 | modify | 4 | 0.10 | 193.159 | 192.845 | 193.595 | ||
| 11 | 2024.05.06 04:00 | modify | 3 | 0.10 | 192.095 | 192.845 | 193.595 | ||
| 12 | 2024.05.06 16:00 | t/p | 3 | 0.10 | 193.595 | 192.845 | 193.595 | 97.85 | 1282.36 |
| 13 | 2024.05.06 16:00 | t/p | 4 | 0.10 | 193.595 | 192.845 | 193.595 | 28.14 | 1310.50 |
| 14 | 2024.05.13 20:00 | sell | 5 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 15 | 2024.05.13 20:00 | modify | 5 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 16 | 2024.05.17 04:00 | s/l | 5 | 0.10 | 197.226 | 197.226 | 194.626 | -84.69 | 1225.80 |
| 17 | 2024.07.03 20:00 | sell | 6 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 18 | 2024.07.03 20:00 | modify | 6 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 19 | 2024.07.10 16:00 | s/l | 6 | 0.10 | 207.103 | 207.103 | 204.503 | -86.98 | 1138.82 |
| 20 | 2024.07.11 00:00 | sell | 7 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 21 | 2024.07.11 00:00 | modify | 7 | 0.10 | 207.703 | 208.803 | 206.203 | ||
| 22 | 2024.07.11 16:00 | t/p | 7 | 0.10 | 206.203 | 208.803 | 206.203 | 96.81 | 1235.63 |
| 23 | 2024.07.24 00:00 | buy | 8 | 0.10 | 200.992 | 0.000 | 0.000 | ||
| 24 | 2024.07.24 00:00 | modify | 8 | 0.10 | 200.992 | 199.892 | 202.492 | ||
| 25 | 2024.07.24 04:00 | s/l | 8 | 0.10 | 199.892 | 199.892 | 202.492 | -71.00 | 1164.63 |
| 26 | 2024.07.25 12:00 | buy | 9 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 27 | 2024.07.25 12:00 | modify | 9 | 0.10 | 196.621 | 195.521 | 198.121 | ||
| 28 | 2024.07.25 16:00 | t/p | 9 | 0.10 | 198.121 | 195.521 | 198.121 | 96.83 | 1261.46 |