Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 553.19 | Gross profit | 879.13 | Gross loss | -325.94 |
| Profit factor | 2.70 | Expected payoff | 34.57 | ||
| Absolute drawdown | 142.42 | Maximal drawdown | 207.50 (15.96%) | Relative drawdown | 19.05% (201.77) |
| Total trades | 16 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 101.49 | loss trade | -114.00 | |
| Average | profit trade | 73.26 | loss trade | -81.49 | |
| Maximum | consecutive wins (profit in money) | 6 (389.30) | consecutive losses (loss in money) | 2 (-182.91) | |
| Maximal | consecutive profit (count of wins) | 389.30 (6) | consecutive loss (count of losses) | -182.91 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 20:00 | sell | 1 | 0.10 | 144.577 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 20:00 | modify | 1 | 0.10 | 144.577 | 146.077 | 143.177 | ||
| 3 | 2024.01.11 16:00 | s/l | 1 | 0.10 | 146.077 | 146.077 | 143.177 | -114.00 | 886.00 |
| 4 | 2024.03.08 20:00 | buy | 2 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 5 | 2024.03.08 20:00 | modify | 2 | 0.10 | 147.078 | 145.578 | 148.478 | ||
| 6 | 2024.03.13 20:00 | buy | 3 | 0.10 | 147.872 | 0.000 | 0.000 | ||
| 7 | 2024.03.13 20:00 | modify | 3 | 0.10 | 147.872 | 147.428 | 148.478 | ||
| 8 | 2024.03.13 20:00 | modify | 2 | 0.10 | 147.078 | 147.428 | 148.478 | ||
| 9 | 2024.03.14 16:00 | buy | 4 | 0.10 | 148.219 | 0.000 | 0.000 | ||
| 10 | 2024.03.14 16:00 | modify | 4 | 0.10 | 148.219 | 147.988 | 148.478 | ||
| 11 | 2024.03.14 16:00 | modify | 3 | 0.10 | 147.872 | 147.988 | 148.478 | ||
| 12 | 2024.03.14 16:00 | modify | 2 | 0.10 | 147.078 | 147.988 | 148.478 | ||
| 13 | 2024.03.15 04:00 | t/p | 2 | 0.10 | 148.478 | 147.988 | 148.478 | 101.20 | 987.20 |
| 14 | 2024.03.15 04:00 | t/p | 3 | 0.10 | 148.478 | 147.988 | 148.478 | 44.76 | 1031.95 |
| 15 | 2024.03.15 04:00 | t/p | 4 | 0.10 | 148.478 | 147.988 | 148.478 | 18.43 | 1050.38 |
| 16 | 2024.05.03 20:00 | buy | 5 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 17 | 2024.05.03 20:00 | modify | 5 | 0.10 | 152.918 | 151.418 | 154.318 | ||
| 18 | 2024.05.06 00:00 | buy | 6 | 0.10 | 153.688 | 0.000 | 0.000 | ||
| 19 | 2024.05.06 00:00 | modify | 6 | 0.10 | 153.688 | 153.268 | 154.318 | ||
| 20 | 2024.05.06 00:00 | modify | 5 | 0.10 | 152.918 | 153.268 | 154.318 | ||
| 21 | 2024.05.07 04:00 | t/p | 5 | 0.10 | 154.318 | 153.268 | 154.318 | 92.54 | 1142.92 |
| 22 | 2024.05.07 04:00 | t/p | 6 | 0.10 | 154.318 | 153.268 | 154.318 | 41.74 | 1184.66 |
| 23 | 2024.06.04 16:00 | buy | 7 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 24 | 2024.06.04 16:00 | modify | 7 | 0.10 | 154.902 | 153.402 | 156.302 | ||
| 25 | 2024.06.05 12:00 | t/p | 7 | 0.10 | 156.302 | 153.402 | 156.302 | 90.64 | 1275.30 |
| 26 | 2024.07.11 20:00 | buy | 8 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 27 | 2024.07.11 20:00 | modify | 8 | 0.10 | 158.854 | 157.354 | 160.254 | ||
| 28 | 2024.07.15 20:00 | s/l | 8 | 0.10 | 157.354 | 157.354 | 160.254 | -93.02 | 1182.28 |
| 29 | 2024.07.17 16:00 | buy | 9 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 30 | 2024.07.17 16:00 | modify | 9 | 0.10 | 156.596 | 155.096 | 157.996 | ||
| 31 | 2024.07.24 04:00 | s/l | 9 | 0.10 | 155.096 | 155.096 | 157.996 | -89.89 | 1092.39 |
| 32 | 2024.07.30 12:00 | sell | 10 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 33 | 2024.07.30 12:00 | modify | 10 | 0.10 | 154.884 | 156.384 | 153.484 | ||
| 34 | 2024.07.30 20:00 | t/p | 10 | 0.10 | 153.484 | 156.384 | 153.484 | 91.32 | 1183.71 |
| 35 | 2024.09.16 12:00 | buy | 11 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 36 | 2024.09.16 12:00 | modify | 11 | 0.10 | 139.914 | 138.414 | 141.314 | ||
| 37 | 2024.09.17 16:00 | t/p | 11 | 0.10 | 141.314 | 138.414 | 141.314 | 99.72 | 1283.43 |
| 38 | 2024.10.23 16:00 | sell | 12 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 39 | 2024.10.23 16:00 | modify | 12 | 0.10 | 152.821 | 154.321 | 151.421 | ||
| 40 | 2024.10.24 12:00 | sell | 13 | 0.10 | 152.051 | 0.000 | 0.000 | ||
| 41 | 2024.10.24 12:00 | modify | 13 | 0.10 | 152.051 | 152.471 | 151.421 | ||
| 42 | 2024.10.24 12:00 | modify | 12 | 0.10 | 152.821 | 152.471 | 151.421 | ||
| 43 | 2024.10.27 20:00 | s/l | 12 | 0.10 | 152.471 | 152.471 | 151.421 | 16.41 | 1299.84 |
| 44 | 2024.10.27 20:00 | s/l | 13 | 0.10 | 152.471 | 152.471 | 151.421 | -29.03 | 1270.81 |
| 45 | 2024.11.17 20:00 | buy | 14 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 46 | 2024.11.17 20:00 | modify | 14 | 0.10 | 154.379 | 152.879 | 155.779 | ||
| 47 | 2024.11.20 12:00 | t/p | 14 | 0.10 | 155.779 | 152.879 | 155.779 | 92.78 | 1363.59 |
| 48 | 2024.11.29 12:00 | buy | 15 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 49 | 2024.11.29 12:00 | modify | 15 | 0.10 | 150.066 | 148.566 | 151.466 | ||
| 50 | 2024.12.10 04:00 | t/p | 15 | 0.10 | 151.466 | 148.566 | 151.466 | 101.49 | 1465.08 |
| 51 | 2024.12.19 20:00 | sell | 16 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 52 | 2024.12.19 20:00 | modify | 16 | 0.10 | 157.420 | 158.920 | 156.020 | ||
| 53 | 2024.12.20 20:00 | t/p | 16 | 0.10 | 156.020 | 158.920 | 156.020 | 88.11 | 1553.19 |