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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 220.03 | Gross profit | 490.38 | Gross loss | -270.35 |
| Profit factor | 1.81 | Expected payoff | 14.67 | ||
| Absolute drawdown | 116.78 | Maximal drawdown | 219.62 (16.38%) | Relative drawdown | 16.38% (219.62) |
| Total trades | 15 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
| Largest | profit trade | 81.22 | loss trade | -87.93 | |
| Average | profit trade | 54.49 | loss trade | -45.06 | |
| Maximum | consecutive wins (profit in money) | 6 (367.58) | consecutive losses (loss in money) | 2 (-158.11) | |
| Maximal | consecutive profit (count of wins) | 367.58 (6) | consecutive loss (count of losses) | -158.11 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 12:00 | sell | 1 | 0.10 | 157.932 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 12:00 | modify | 1 | 0.10 | 157.932 | 159.232 | 156.732 | ||
| 3 | 2024.01.10 16:00 | s/l | 1 | 0.10 | 159.232 | 159.232 | 156.732 | -87.93 | 912.07 |
| 4 | 2024.01.10 16:00 | sell | 2 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 5 | 2024.01.10 16:00 | modify | 2 | 0.10 | 159.697 | 160.997 | 158.497 | ||
| 6 | 2024.01.12 12:00 | sell | 3 | 0.10 | 159.030 | 0.000 | 0.000 | ||
| 7 | 2024.01.12 12:00 | modify | 3 | 0.10 | 159.030 | 159.217 | 158.497 | ||
| 8 | 2024.01.12 12:00 | modify | 2 | 0.10 | 159.697 | 159.217 | 158.497 | ||
| 9 | 2024.01.12 16:00 | s/l | 2 | 0.10 | 159.217 | 159.217 | 158.497 | 24.78 | 936.85 |
| 10 | 2024.01.12 16:00 | s/l | 3 | 0.10 | 159.217 | 159.217 | 158.497 | -11.84 | 925.01 |
| 11 | 2024.03.07 12:00 | buy | 4 | 0.10 | 161.079 | 0.000 | 0.000 | ||
| 12 | 2024.03.07 12:00 | modify | 4 | 0.10 | 161.079 | 159.779 | 162.279 | ||
| 13 | 2024.03.15 16:00 | t/p | 4 | 0.10 | 162.279 | 159.779 | 162.279 | 81.22 | 1006.23 |
| 14 | 2024.03.20 08:00 | sell | 5 | 0.10 | 164.587 | 0.000 | 0.000 | ||
| 15 | 2024.03.20 08:00 | modify | 5 | 0.10 | 164.587 | 165.887 | 163.387 | ||
| 16 | 2024.03.22 08:00 | sell | 6 | 0.10 | 163.903 | 0.000 | 0.000 | ||
| 17 | 2024.03.22 08:00 | modify | 6 | 0.10 | 163.903 | 164.107 | 163.387 | ||
| 18 | 2024.03.22 08:00 | modify | 5 | 0.10 | 164.587 | 164.107 | 163.387 | ||
| 19 | 2024.03.25 00:00 | t/p | 5 | 0.10 | 163.387 | 164.107 | 163.387 | 68.97 | 1075.20 |
| 20 | 2024.03.25 00:00 | t/p | 6 | 0.10 | 163.387 | 164.107 | 163.387 | 31.27 | 1106.47 |
| 21 | 2024.04.12 16:00 | buy | 7 | 0.10 | 163.049 | 0.000 | 0.000 | ||
| 22 | 2024.04.12 16:00 | modify | 7 | 0.10 | 163.049 | 161.749 | 164.249 | ||
| 23 | 2024.04.15 04:00 | buy | 8 | 0.10 | 163.720 | 0.000 | 0.000 | ||
| 24 | 2024.04.15 04:00 | modify | 8 | 0.10 | 163.720 | 163.529 | 164.249 | ||
| 25 | 2024.04.15 04:00 | modify | 7 | 0.10 | 163.049 | 163.529 | 164.249 | ||
| 26 | 2024.04.15 16:00 | t/p | 7 | 0.10 | 164.249 | 163.529 | 164.249 | 76.64 | 1183.11 |
| 27 | 2024.04.15 16:00 | t/p | 8 | 0.10 | 164.249 | 163.529 | 164.249 | 33.50 | 1216.61 |
| 28 | 2024.04.26 08:00 | sell | 9 | 0.10 | 168.119 | 0.000 | 0.000 | ||
| 29 | 2024.04.26 08:00 | modify | 9 | 0.10 | 168.119 | 169.419 | 166.919 | ||
| 30 | 2024.04.26 12:00 | t/p | 9 | 0.10 | 166.919 | 169.419 | 166.919 | 75.98 | 1292.59 |
| 31 | 2024.07.11 16:00 | buy | 10 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 32 | 2024.07.11 16:00 | modify | 10 | 0.10 | 172.409 | 171.109 | 173.609 | ||
| 33 | 2024.07.17 12:00 | s/l | 10 | 0.10 | 171.109 | 171.109 | 173.609 | -79.71 | 1212.88 |
| 34 | 2024.07.17 12:00 | buy | 11 | 0.10 | 171.165 | 0.000 | 0.000 | ||
| 35 | 2024.07.17 12:00 | modify | 11 | 0.10 | 171.165 | 169.865 | 172.365 | ||
| 36 | 2024.07.23 08:00 | s/l | 11 | 0.10 | 169.865 | 169.865 | 172.365 | -78.40 | 1134.48 |
| 37 | 2024.08.15 16:00 | sell | 12 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 38 | 2024.08.15 16:00 | modify | 12 | 0.10 | 163.585 | 164.885 | 162.385 | ||
| 39 | 2024.08.16 16:00 | t/p | 12 | 0.10 | 162.385 | 164.885 | 162.385 | 74.58 | 1209.06 |
| 40 | 2024.12.02 16:00 | buy | 13 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 41 | 2024.12.02 16:00 | modify | 13 | 0.10 | 156.928 | 155.628 | 158.128 | ||
| 42 | 2024.12.03 04:00 | buy | 14 | 0.10 | 157.479 | 0.000 | 0.000 | ||
| 43 | 2024.12.03 04:00 | modify | 14 | 0.10 | 157.479 | 157.108 | 158.128 | ||
| 44 | 2024.12.03 04:00 | buy | 15 | 0.10 | 157.479 | 0.000 | 0.000 | ||
| 45 | 2024.12.03 04:00 | modify | 15 | 0.10 | 157.479 | 157.288 | 158.128 | ||
| 46 | 2024.12.03 04:00 | modify | 13 | 0.10 | 156.928 | 157.288 | 158.128 | ||
| 47 | 2024.12.03 08:00 | s/l | 13 | 0.10 | 157.288 | 157.288 | 158.128 | 23.44 | 1232.51 |
| 48 | 2024.12.03 08:00 | s/l | 15 | 0.10 | 157.288 | 157.288 | 158.128 | -12.10 | 1220.41 |
| 49 | 2024.12.03 08:00 | close | 14 | 0.10 | 157.473 | 157.108 | 158.128 | -0.38 | 1220.03 |