Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| 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=9; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=16; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 329.23 | Gross profit | 433.45 | Gross loss | -104.22 |
| Profit factor | 4.16 | Expected payoff | 32.92 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 104.53 (8.18%) | Relative drawdown | 8.18% (104.53) |
| Total trades | 10 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 74.59 | loss trade | -28.13 | |
| Average | profit trade | 72.24 | loss trade | -26.05 | |
| Maximum | consecutive wins (profit in money) | 2 (144.95) | consecutive losses (loss in money) | 2 (-49.35) | |
| Maximal | consecutive profit (count of wins) | 144.95 (2) | consecutive loss (count of losses) | -49.35 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 163.444 | 163.844 | 162.244 | ||
| 3 | 2024.03.06 08:00 | t/p | 1 | 0.10 | 162.244 | 163.844 | 162.244 | 73.18 | 1073.18 |
| 4 | 2024.03.15 20:00 | sell | 2 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 5 | 2024.03.15 20:00 | modify | 2 | 0.10 | 162.333 | 162.733 | 161.133 | ||
| 6 | 2024.03.19 04:00 | s/l | 2 | 0.10 | 162.733 | 162.733 | 161.133 | -28.13 | 1045.04 |
| 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 | 165.213 | 163.613 | ||
| 9 | 2024.04.19 04:00 | t/p | 3 | 0.10 | 163.613 | 165.213 | 163.613 | 74.59 | 1119.63 |
| 10 | 2024.05.13 20:00 | sell | 4 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 11 | 2024.05.13 20:00 | modify | 4 | 0.10 | 168.538 | 168.938 | 167.338 | ||
| 12 | 2024.05.14 12:00 | s/l | 4 | 0.10 | 168.938 | 168.938 | 167.338 | -26.73 | 1092.90 |
| 13 | 2024.05.14 20:00 | sell | 5 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 14 | 2024.05.14 20:00 | modify | 5 | 0.10 | 169.291 | 169.691 | 168.091 | ||
| 15 | 2024.05.15 16:00 | t/p | 5 | 0.10 | 168.091 | 169.691 | 168.091 | 74.58 | 1167.47 |
| 16 | 2024.05.28 20:00 | sell | 6 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 17 | 2024.05.28 20:00 | modify | 6 | 0.10 | 170.670 | 171.070 | 169.470 | ||
| 18 | 2024.05.30 08:00 | t/p | 6 | 0.10 | 169.470 | 171.070 | 169.470 | 70.37 | 1237.85 |
| 19 | 2024.06.10 16:00 | buy | 7 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 20 | 2024.06.10 16:00 | modify | 7 | 0.10 | 168.734 | 168.334 | 169.934 | ||
| 21 | 2024.06.11 16:00 | s/l | 7 | 0.10 | 168.334 | 168.334 | 169.934 | -24.68 | 1213.17 |
| 22 | 2024.07.11 20:00 | buy | 8 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 23 | 2024.07.11 20:00 | modify | 8 | 0.10 | 172.590 | 172.190 | 173.790 | ||
| 24 | 2024.07.12 00:00 | s/l | 8 | 0.10 | 172.190 | 172.190 | 173.790 | -24.68 | 1188.49 |
| 25 | 2024.08.15 20:00 | sell | 9 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 26 | 2024.08.15 20:00 | modify | 9 | 0.10 | 163.556 | 163.956 | 162.356 | ||
| 27 | 2024.08.16 16:00 | t/p | 9 | 0.10 | 162.356 | 163.956 | 162.356 | 74.58 | 1263.07 |
| 28 | 2024.10.09 20:00 | sell | 10 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 29 | 2024.10.09 20:00 | modify | 10 | 0.10 | 163.331 | 163.731 | 162.131 | ||
| 30 | 2024.10.16 04:00 | t/p | 10 | 0.10 | 162.131 | 163.731 | 162.131 | 66.16 | 1329.23 |