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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 671.94 | Gross profit | 762.38 | Gross loss | -90.44 |
| Profit factor | 8.43 | Expected payoff | 67.19 | ||
| Absolute drawdown | 90.44 | Maximal drawdown | 90.44 (9.04%) | Relative drawdown | 9.04% (90.44) |
| Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 91.74 | loss trade | -90.44 | |
| Average | profit trade | 84.71 | loss trade | -90.44 | |
| Maximum | consecutive wins (profit in money) | 9 (762.38) | consecutive losses (loss in money) | 1 (-90.44) | |
| Maximal | consecutive profit (count of wins) | 762.38 (9) | consecutive loss (count of losses) | -90.44 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 12:00 | buy | 1 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 12:00 | modify | 1 | 0.10 | 156.227 | 154.827 | 157.627 | ||
| 3 | 2023.12.07 20:00 | s/l | 1 | 0.10 | 154.827 | 154.827 | 157.627 | -90.44 | 909.56 |
| 4 | 2023.12.19 12:00 | sell | 2 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 12:00 | modify | 2 | 0.10 | 158.355 | 159.755 | 156.955 | ||
| 6 | 2023.12.20 04:00 | sell | 3 | 0.10 | 157.626 | 0.000 | 0.000 | ||
| 7 | 2023.12.20 04:00 | modify | 3 | 0.10 | 157.626 | 158.285 | 156.955 | ||
| 8 | 2023.12.20 04:00 | modify | 2 | 0.10 | 158.355 | 158.285 | 156.955 | ||
| 9 | 2023.12.20 12:00 | t/p | 2 | 0.10 | 156.955 | 158.285 | 156.955 | 89.03 | 998.59 |
| 10 | 2023.12.20 12:00 | t/p | 3 | 0.10 | 156.955 | 158.285 | 156.955 | 43.34 | 1041.93 |
| 11 | 2024.04.29 04:00 | sell | 4 | 0.10 | 170.788 | 0.000 | 0.000 | ||
| 12 | 2024.04.29 04:00 | modify | 4 | 0.10 | 170.788 | 172.188 | 169.388 | ||
| 13 | 2024.04.29 08:00 | t/p | 4 | 0.10 | 169.388 | 172.188 | 169.388 | 90.43 | 1132.36 |
| 14 | 2024.06.04 12:00 | buy | 5 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 15 | 2024.06.04 12:00 | modify | 5 | 0.10 | 168.234 | 166.834 | 169.634 | ||
| 16 | 2024.06.05 08:00 | t/p | 5 | 0.10 | 169.634 | 166.834 | 169.634 | 91.08 | 1223.44 |
| 17 | 2024.07.25 04:00 | buy | 6 | 0.10 | 165.183 | 0.000 | 0.000 | ||
| 18 | 2024.07.25 04:00 | modify | 6 | 0.10 | 165.183 | 163.783 | 166.583 | ||
| 19 | 2024.07.25 16:00 | t/p | 6 | 0.10 | 166.583 | 163.783 | 166.583 | 90.43 | 1313.87 |
| 20 | 2024.08.07 04:00 | sell | 7 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 21 | 2024.08.07 04:00 | modify | 7 | 0.10 | 160.604 | 162.004 | 159.204 | ||
| 22 | 2024.08.08 00:00 | t/p | 7 | 0.10 | 159.204 | 162.004 | 159.204 | 86.22 | 1400.09 |
| 23 | 2024.08.19 08:00 | buy | 8 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 24 | 2024.08.19 08:00 | modify | 8 | 0.10 | 161.365 | 159.965 | 162.765 | ||
| 25 | 2024.08.20 00:00 | t/p | 8 | 0.10 | 162.765 | 159.965 | 162.765 | 91.08 | 1491.18 |
| 26 | 2024.09.20 12:00 | sell | 9 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 27 | 2024.09.20 12:00 | modify | 9 | 0.10 | 160.974 | 162.374 | 159.574 | ||
| 28 | 2024.09.23 08:00 | t/p | 9 | 0.10 | 159.574 | 162.374 | 159.574 | 89.03 | 1580.21 |
| 29 | 2024.09.27 08:00 | buy | 10 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 30 | 2024.09.27 08:00 | modify | 10 | 0.10 | 159.441 | 158.041 | 160.841 | ||
| 31 | 2024.10.01 08:00 | t/p | 10 | 0.10 | 160.841 | 158.041 | 160.841 | 91.74 | 1671.94 |