Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 474.86 | Gross profit | 590.44 | Gross loss | -115.59 |
| Profit factor | 5.11 | Expected payoff | 47.49 | ||
| Absolute drawdown | 11.85 | Maximal drawdown | 119.20 (10.57%) | Relative drawdown | 10.57% (119.20) |
| Total trades | 10 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 106.76 | loss trade | -39.13 | |
| Average | profit trade | 98.41 | loss trade | -28.90 | |
| Maximum | consecutive wins (profit in money) | 3 (283.63) | consecutive losses (loss in money) | 3 (-91.28) | |
| Maximal | consecutive profit (count of wins) | 283.63 (3) | consecutive loss (count of losses) | -91.28 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.03 20:00 | buy | 1 | 0.10 | 149.496 | 0.000 | 0.000 | ||
| 2 | 2023.11.03 20:00 | modify | 1 | 0.10 | 149.496 | 149.096 | 150.996 | ||
| 3 | 2023.11.08 20:00 | t/p | 1 | 0.10 | 150.996 | 149.096 | 150.996 | 102.21 | 1102.21 |
| 4 | 2023.11.17 16:00 | buy | 2 | 0.10 | 149.586 | 0.000 | 0.000 | ||
| 5 | 2023.11.17 16:00 | modify | 2 | 0.10 | 149.586 | 149.186 | 151.086 | ||
| 6 | 2023.11.20 04:00 | s/l | 2 | 0.10 | 149.186 | 149.186 | 151.086 | -25.90 | 1076.31 |
| 7 | 2024.03.08 20:00 | buy | 3 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 8 | 2024.03.08 20:00 | modify | 3 | 0.10 | 147.078 | 146.678 | 148.578 | ||
| 9 | 2024.03.11 04:00 | s/l | 3 | 0.10 | 146.678 | 146.678 | 148.578 | -26.26 | 1050.05 |
| 10 | 2024.04.16 16:00 | sell | 4 | 0.10 | 154.573 | 0.000 | 0.000 | ||
| 11 | 2024.04.16 16:00 | modify | 4 | 0.10 | 154.573 | 154.973 | 153.073 | ||
| 12 | 2024.04.24 08:00 | s/l | 4 | 0.10 | 154.973 | 154.973 | 153.073 | -39.13 | 1010.93 |
| 13 | 2024.05.03 20:00 | buy | 5 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 14 | 2024.05.03 20:00 | modify | 5 | 0.10 | 152.918 | 152.518 | 154.418 | ||
| 15 | 2024.05.07 04:00 | t/p | 5 | 0.10 | 154.418 | 152.518 | 154.418 | 98.98 | 1109.90 |
| 16 | 2024.05.14 12:00 | sell | 6 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 17 | 2024.05.14 12:00 | modify | 6 | 0.10 | 156.450 | 156.850 | 154.950 | ||
| 18 | 2024.05.15 16:00 | t/p | 6 | 0.10 | 154.950 | 156.850 | 154.950 | 95.08 | 1204.98 |
| 19 | 2024.07.10 20:00 | sell | 7 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 20 | 2024.07.10 20:00 | modify | 7 | 0.10 | 161.734 | 162.134 | 160.234 | ||
| 21 | 2024.07.11 16:00 | t/p | 7 | 0.10 | 160.234 | 162.134 | 160.234 | 89.58 | 1294.56 |
| 22 | 2024.07.11 20:00 | buy | 8 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 23 | 2024.07.11 20:00 | modify | 8 | 0.10 | 158.854 | 158.454 | 160.354 | ||
| 24 | 2024.07.12 00:00 | s/l | 8 | 0.10 | 158.454 | 158.454 | 160.354 | -24.31 | 1270.26 |
| 25 | 2024.07.30 12:00 | sell | 9 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 26 | 2024.07.30 12:00 | modify | 9 | 0.10 | 154.884 | 155.284 | 153.384 | ||
| 27 | 2024.07.30 20:00 | t/p | 9 | 0.10 | 153.384 | 155.284 | 153.384 | 97.84 | 1368.10 |
| 28 | 2024.09.16 12:00 | buy | 10 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 29 | 2024.09.16 12:00 | modify | 10 | 0.10 | 139.914 | 139.514 | 141.414 | ||
| 30 | 2024.09.17 16:00 | t/p | 10 | 0.10 | 141.414 | 139.514 | 141.414 | 106.76 | 1474.86 |