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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 613.46 | Gross profit | 884.65 | Gross loss | -271.19 |
| Profit factor | 3.26 | Expected payoff | 36.09 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 184.69 (13.86%) | Relative drawdown | 13.86% (184.69) |
| Total trades | 17 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 101.53 | loss trade | -101.25 | |
| Average | profit trade | 73.72 | loss trade | -54.24 | |
| Maximum | consecutive wins (profit in money) | 6 (397.15) | consecutive losses (loss in money) | 2 (-44.54) | |
| Maximal | consecutive profit (count of wins) | 397.15 (6) | consecutive loss (count of losses) | -101.25 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.29 04:00 | sell | 1 | 0.10 | 159.396 | 0.000 | 0.000 | ||
| 2 | 2024.04.29 04:00 | modify | 1 | 0.10 | 159.396 | 160.896 | 157.996 | ||
| 3 | 2024.04.29 08:00 | t/p | 1 | 0.10 | 157.996 | 160.896 | 157.996 | 89.98 | 1089.98 |
| 4 | 2024.05.16 04:00 | buy | 2 | 0.10 | 153.999 | 0.000 | 0.000 | ||
| 5 | 2024.05.16 04:00 | modify | 2 | 0.10 | 153.999 | 152.499 | 155.399 | ||
| 6 | 2024.05.16 16:00 | t/p | 2 | 0.10 | 155.399 | 152.499 | 155.399 | 90.17 | 1180.15 |
| 7 | 2024.07.25 04:00 | buy | 3 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 8 | 2024.07.25 04:00 | modify | 3 | 0.10 | 152.345 | 150.845 | 153.745 | ||
| 9 | 2024.07.25 16:00 | t/p | 3 | 0.10 | 153.745 | 150.845 | 153.745 | 90.92 | 1271.07 |
| 10 | 2024.08.01 04:00 | buy | 4 | 0.10 | 149.592 | 0.000 | 0.000 | ||
| 11 | 2024.08.01 04:00 | modify | 4 | 0.10 | 149.592 | 148.092 | 150.992 | ||
| 12 | 2024.08.02 16:00 | s/l | 4 | 0.10 | 148.092 | 148.092 | 150.992 | -101.07 | 1170.00 |
| 13 | 2024.08.07 04:00 | sell | 5 | 0.10 | 147.129 | 0.000 | 0.000 | ||
| 14 | 2024.08.07 04:00 | modify | 5 | 0.10 | 147.129 | 148.629 | 145.729 | ||
| 15 | 2024.08.08 00:00 | t/p | 5 | 0.10 | 145.729 | 148.629 | 145.729 | 90.86 | 1260.86 |
| 16 | 2024.08.19 04:00 | buy | 6 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 17 | 2024.08.19 04:00 | modify | 6 | 0.10 | 146.489 | 144.989 | 147.889 | ||
| 18 | 2024.08.21 00:00 | s/l | 6 | 0.10 | 144.989 | 144.989 | 147.889 | -101.25 | 1159.60 |
| 19 | 2024.09.11 04:00 | buy | 7 | 0.10 | 141.426 | 0.000 | 0.000 | ||
| 20 | 2024.09.11 04:00 | modify | 7 | 0.10 | 141.426 | 139.926 | 142.826 | ||
| 21 | 2024.09.12 04:00 | t/p | 7 | 0.10 | 142.826 | 139.926 | 142.826 | 101.12 | 1260.72 |
| 22 | 2024.09.13 04:00 | buy | 8 | 0.10 | 141.006 | 0.000 | 0.000 | ||
| 23 | 2024.09.13 04:00 | modify | 8 | 0.10 | 141.006 | 139.506 | 142.406 | ||
| 24 | 2024.09.17 16:00 | buy | 9 | 0.10 | 141.805 | 0.000 | 0.000 | ||
| 25 | 2024.09.17 16:00 | modify | 9 | 0.10 | 141.805 | 141.356 | 142.406 | ||
| 26 | 2024.09.17 16:00 | buy | 10 | 0.10 | 141.805 | 0.000 | 0.000 | ||
| 27 | 2024.09.17 16:00 | modify | 10 | 0.10 | 141.805 | 141.566 | 142.406 | ||
| 28 | 2024.09.17 16:00 | modify | 8 | 0.10 | 141.006 | 141.566 | 142.406 | ||
| 29 | 2024.09.17 20:00 | modify | 9 | 0.10 | 141.805 | 141.566 | 142.406 | ||
| 30 | 2024.09.18 00:00 | t/p | 8 | 0.10 | 142.406 | 141.566 | 142.406 | 101.53 | 1362.25 |
| 31 | 2024.09.18 00:00 | t/p | 9 | 0.10 | 142.406 | 141.566 | 142.406 | 43.30 | 1405.55 |
| 32 | 2024.09.18 00:00 | t/p | 10 | 0.10 | 142.406 | 141.566 | 142.406 | 43.30 | 1448.85 |
| 33 | 2024.09.19 04:00 | sell | 11 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 34 | 2024.09.19 04:00 | modify | 11 | 0.10 | 143.168 | 144.668 | 141.768 | ||
| 35 | 2024.09.20 08:00 | t/p | 11 | 0.10 | 141.768 | 144.668 | 141.768 | 95.84 | 1544.69 |
| 36 | 2024.10.28 04:00 | sell | 12 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 37 | 2024.10.28 04:00 | modify | 12 | 0.10 | 153.630 | 155.130 | 152.230 | ||
| 38 | 2024.10.29 04:00 | sell | 13 | 0.10 | 153.046 | 0.000 | 0.000 | ||
| 39 | 2024.10.29 04:00 | modify | 13 | 0.10 | 153.046 | 153.420 | 152.230 | ||
| 40 | 2024.10.29 04:00 | modify | 12 | 0.10 | 153.630 | 153.420 | 152.230 | ||
| 41 | 2024.10.29 12:00 | s/l | 12 | 0.10 | 153.420 | 153.420 | 152.230 | 12.06 | 1556.75 |
| 42 | 2024.10.29 12:00 | s/l | 13 | 0.10 | 153.420 | 153.420 | 152.230 | -24.33 | 1532.42 |
| 43 | 2024.11.06 04:00 | sell | 14 | 0.10 | 153.934 | 0.000 | 0.000 | ||
| 44 | 2024.11.06 04:00 | modify | 14 | 0.10 | 153.934 | 155.434 | 152.534 | ||
| 45 | 2024.11.08 12:00 | t/p | 14 | 0.10 | 152.534 | 155.434 | 152.534 | 85.40 | 1617.82 |
| 46 | 2024.11.29 04:00 | buy | 15 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 47 | 2024.11.29 04:00 | modify | 15 | 0.10 | 150.126 | 148.626 | 151.526 | ||
| 48 | 2024.12.04 12:00 | buy | 16 | 0.10 | 150.916 | 0.000 | 0.000 | ||
| 49 | 2024.12.04 12:00 | modify | 16 | 0.10 | 150.916 | 150.476 | 151.526 | ||
| 50 | 2024.12.04 12:00 | buy | 17 | 0.10 | 150.916 | 0.000 | 0.000 | ||
| 51 | 2024.12.04 12:00 | modify | 17 | 0.10 | 150.916 | 150.686 | 151.526 | ||
| 52 | 2024.12.04 12:00 | modify | 15 | 0.10 | 150.126 | 150.686 | 151.526 | ||
| 53 | 2024.12.04 16:00 | s/l | 15 | 0.10 | 150.686 | 150.686 | 151.526 | 40.18 | 1658.00 |
| 54 | 2024.12.04 16:00 | s/l | 16 | 0.10 | 150.476 | 150.476 | 151.526 | -29.25 | 1628.75 |
| 55 | 2024.12.04 16:00 | s/l | 17 | 0.10 | 150.686 | 150.686 | 151.526 | -15.29 | 1613.46 |