Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound 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=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 40 | ||
| Total net profit | 495.61 | Gross profit | 896.02 | Gross loss | -400.41 |
| Profit factor | 2.24 | Expected payoff | 29.15 | ||
| Absolute drawdown | 294.16 | Maximal drawdown | 294.16 (29.42%) | Relative drawdown | 29.42% (294.16) |
| Total trades | 17 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 102.15 | loss trade | -97.47 | |
| Average | profit trade | 81.46 | loss trade | -66.74 | |
| Maximum | consecutive wins (profit in money) | 5 (398.23) | consecutive losses (loss in money) | 3 (-270.75) | |
| Maximal | consecutive profit (count of wins) | 398.23 (5) | consecutive loss (count of losses) | -270.75 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 08:00 | sell | 1 | 0.10 | 181.978 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 08:00 | modify | 1 | 0.10 | 181.978 | 183.278 | 180.478 | ||
| 3 | 2024.01.04 12:00 | s/l | 1 | 0.10 | 183.278 | 183.278 | 180.478 | -82.31 | 917.69 |
| 4 | 2024.01.10 16:00 | sell | 2 | 0.10 | 185.452 | 0.000 | 0.000 | ||
| 5 | 2024.01.10 16:00 | modify | 2 | 0.10 | 185.452 | 186.752 | 183.952 | ||
| 6 | 2024.01.17 08:00 | s/l | 2 | 0.10 | 186.752 | 186.752 | 183.952 | -97.47 | 820.22 |
| 7 | 2024.01.17 12:00 | sell | 3 | 0.10 | 187.402 | 0.000 | 0.000 | ||
| 8 | 2024.01.17 12:00 | modify | 3 | 0.10 | 187.402 | 188.702 | 185.902 | ||
| 9 | 2024.01.19 08:00 | s/l | 3 | 0.10 | 188.702 | 188.702 | 185.902 | -90.98 | 729.25 |
| 10 | 2024.03.07 08:00 | buy | 4 | 0.10 | 188.450 | 0.000 | 0.000 | ||
| 11 | 2024.03.07 08:00 | modify | 4 | 0.10 | 188.450 | 187.150 | 189.950 | ||
| 12 | 2024.03.15 16:00 | t/p | 4 | 0.10 | 189.950 | 187.150 | 189.950 | 102.15 | 831.40 |
| 13 | 2024.03.20 08:00 | sell | 5 | 0.10 | 192.589 | 0.000 | 0.000 | ||
| 14 | 2024.03.20 08:00 | modify | 5 | 0.10 | 192.589 | 193.889 | 191.089 | ||
| 15 | 2024.03.22 08:00 | t/p | 5 | 0.10 | 191.089 | 193.889 | 191.089 | 86.32 | 917.72 |
| 16 | 2024.04.12 16:00 | buy | 6 | 0.10 | 190.757 | 0.000 | 0.000 | ||
| 17 | 2024.04.12 16:00 | modify | 6 | 0.10 | 190.757 | 189.457 | 192.257 | ||
| 18 | 2024.04.15 12:00 | t/p | 6 | 0.10 | 192.257 | 189.457 | 192.257 | 95.88 | 1013.60 |
| 19 | 2024.04.26 08:00 | sell | 7 | 0.10 | 195.955 | 0.000 | 0.000 | ||
| 20 | 2024.04.26 08:00 | modify | 7 | 0.10 | 195.955 | 197.255 | 194.455 | ||
| 21 | 2024.04.26 12:00 | t/p | 7 | 0.10 | 194.455 | 197.255 | 194.455 | 94.98 | 1108.58 |
| 22 | 2024.05.02 08:00 | buy | 8 | 0.10 | 194.852 | 0.000 | 0.000 | ||
| 23 | 2024.05.02 08:00 | modify | 8 | 0.10 | 194.852 | 193.552 | 196.352 | ||
| 24 | 2024.05.02 12:00 | s/l | 8 | 0.10 | 193.552 | 193.552 | 196.352 | -82.32 | 1026.26 |
| 25 | 2024.06.04 12:00 | buy | 9 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 26 | 2024.06.04 12:00 | modify | 9 | 0.10 | 197.658 | 196.358 | 199.158 | ||
| 27 | 2024.06.05 08:00 | t/p | 9 | 0.10 | 199.158 | 196.358 | 199.158 | 95.88 | 1122.13 |
| 28 | 2024.07.11 16:00 | buy | 10 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 29 | 2024.07.11 16:00 | modify | 10 | 0.10 | 204.858 | 203.558 | 206.358 | ||
| 30 | 2024.07.16 16:00 | buy | 11 | 0.10 | 205.479 | 0.000 | 0.000 | ||
| 31 | 2024.07.16 16:00 | modify | 11 | 0.10 | 205.479 | 205.158 | 206.358 | ||
| 32 | 2024.07.16 16:00 | modify | 10 | 0.10 | 204.858 | 205.158 | 206.358 | ||
| 33 | 2024.07.17 00:00 | s/l | 10 | 0.10 | 205.158 | 205.158 | 206.358 | 22.58 | 1144.72 |
| 34 | 2024.07.17 00:00 | s/l | 11 | 0.10 | 205.158 | 205.158 | 206.358 | -19.42 | 1125.29 |
| 35 | 2024.08.15 16:00 | sell | 12 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 36 | 2024.08.15 16:00 | modify | 12 | 0.10 | 191.529 | 192.829 | 190.029 | ||
| 37 | 2024.08.19 04:00 | t/p | 12 | 0.10 | 190.029 | 192.829 | 190.029 | 90.64 | 1215.93 |
| 38 | 2024.10.23 12:00 | sell | 13 | 0.10 | 198.213 | 0.000 | 0.000 | ||
| 39 | 2024.10.23 12:00 | modify | 13 | 0.10 | 198.213 | 199.513 | 196.713 | ||
| 40 | 2024.10.24 08:00 | t/p | 13 | 0.10 | 196.713 | 199.513 | 196.713 | 88.49 | 1304.42 |
| 41 | 2024.10.31 16:00 | buy | 14 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 42 | 2024.10.31 16:00 | modify | 14 | 0.10 | 195.893 | 194.593 | 197.393 | ||
| 43 | 2024.11.01 16:00 | t/p | 14 | 0.10 | 197.393 | 194.593 | 197.393 | 95.89 | 1400.31 |
| 44 | 2024.11.22 12:00 | buy | 15 | 0.10 | 193.119 | 0.000 | 0.000 | ||
| 45 | 2024.11.22 12:00 | modify | 15 | 0.10 | 193.119 | 191.819 | 194.619 | ||
| 46 | 2024.11.25 08:00 | t/p | 15 | 0.10 | 194.619 | 191.819 | 194.619 | 95.88 | 1496.19 |
| 47 | 2024.11.27 12:00 | buy | 16 | 0.10 | 191.057 | 0.000 | 0.000 | ||
| 48 | 2024.11.27 12:00 | modify | 16 | 0.10 | 191.057 | 189.757 | 192.557 | ||
| 49 | 2024.11.28 00:00 | buy | 17 | 0.10 | 191.887 | 0.000 | 0.000 | ||
| 50 | 2024.11.28 00:00 | modify | 17 | 0.10 | 191.887 | 191.432 | 192.557 | ||
| 51 | 2024.11.28 00:00 | modify | 16 | 0.10 | 191.057 | 191.432 | 192.557 | ||
| 52 | 2024.11.29 04:00 | s/l | 16 | 0.10 | 191.432 | 191.432 | 192.557 | 27.33 | 1523.52 |
| 53 | 2024.11.29 04:00 | s/l | 17 | 0.10 | 191.432 | 191.432 | 192.557 | -27.91 | 1495.61 |