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=0; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | -138.81 | Gross profit | 407.76 | Gross loss | -546.56 |
| Profit factor | 0.75 | Expected payoff | -9.25 | ||
| Absolute drawdown | 249.37 | Maximal drawdown | 322.77 (30.07%) | Relative drawdown | 30.07% (322.77) |
| Total trades | 15 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 96.96 | loss trade | -93.54 | |
| Average | profit trade | 58.25 | loss trade | -68.32 | |
| Maximum | consecutive wins (profit in money) | 3 (196.06) | consecutive losses (loss in money) | 3 (-254.93) | |
| Maximal | consecutive profit (count of wins) | 196.06 (3) | consecutive loss (count of losses) | -254.93 (3) | |
| Average | consecutive wins | 1 | 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 | 156.432 | ||
| 3 | 2024.01.10 16:00 | s/l | 1 | 0.10 | 159.232 | 159.232 | 156.432 | -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 | 158.197 | ||
| 6 | 2024.01.12 04:00 | sell | 3 | 0.10 | 159.082 | 0.000 | 0.000 | ||
| 7 | 2024.01.12 04:00 | modify | 3 | 0.10 | 159.082 | 159.322 | 158.197 | ||
| 8 | 2024.01.12 04:00 | modify | 2 | 0.10 | 159.697 | 159.322 | 158.197 | ||
| 9 | 2024.01.12 08:00 | s/l | 2 | 0.10 | 159.322 | 159.322 | 158.197 | 18.14 | 930.21 |
| 10 | 2024.01.12 08:00 | s/l | 3 | 0.10 | 159.322 | 159.322 | 158.197 | -15.20 | 915.01 |
| 11 | 2024.01.17 16:00 | sell | 4 | 0.10 | 161.047 | 0.000 | 0.000 | ||
| 12 | 2024.01.17 16:00 | modify | 4 | 0.10 | 161.047 | 162.347 | 159.547 | ||
| 13 | 2024.01.24 04:00 | sell | 5 | 0.10 | 160.503 | 0.000 | 0.000 | ||
| 14 | 2024.01.24 04:00 | modify | 5 | 0.10 | 160.503 | 160.747 | 159.547 | ||
| 15 | 2024.01.24 04:00 | modify | 4 | 0.10 | 161.047 | 160.747 | 159.547 | ||
| 16 | 2024.01.24 08:00 | s/l | 4 | 0.10 | 160.747 | 160.747 | 159.547 | 9.18 | 924.20 |
| 17 | 2024.01.24 08:00 | s/l | 5 | 0.10 | 160.747 | 160.747 | 159.547 | -15.45 | 908.75 |
| 18 | 2024.03.19 16:00 | sell | 6 | 0.10 | 163.673 | 0.000 | 0.000 | ||
| 19 | 2024.03.19 16:00 | modify | 6 | 0.10 | 163.673 | 164.973 | 162.173 | ||
| 20 | 2024.03.20 20:00 | s/l | 6 | 0.10 | 164.973 | 164.973 | 162.173 | -83.72 | 825.02 |
| 21 | 2024.04.03 16:00 | sell | 7 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 22 | 2024.04.03 16:00 | modify | 7 | 0.10 | 164.214 | 165.514 | 162.714 | ||
| 23 | 2024.04.12 16:00 | t/p | 7 | 0.10 | 162.714 | 165.514 | 162.714 | 79.57 | 904.59 |
| 24 | 2024.05.02 16:00 | buy | 8 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 25 | 2024.05.02 16:00 | modify | 8 | 0.10 | 164.664 | 163.364 | 166.164 | ||
| 26 | 2024.05.06 16:00 | buy | 9 | 0.10 | 165.866 | 0.000 | 0.000 | ||
| 27 | 2024.05.06 16:00 | modify | 9 | 0.10 | 165.866 | 165.489 | 166.164 | ||
| 28 | 2024.05.06 16:00 | modify | 8 | 0.10 | 164.664 | 165.489 | 166.164 | ||
| 29 | 2024.05.07 04:00 | t/p | 8 | 0.10 | 166.164 | 165.489 | 166.164 | 96.96 | 1001.55 |
| 30 | 2024.05.07 04:00 | t/p | 9 | 0.10 | 166.164 | 165.489 | 166.164 | 19.53 | 1021.08 |
| 31 | 2024.05.13 16:00 | sell | 10 | 0.10 | 168.594 | 0.000 | 0.000 | ||
| 32 | 2024.05.13 16:00 | modify | 10 | 0.10 | 168.594 | 169.894 | 167.094 | ||
| 33 | 2024.05.21 04:00 | s/l | 10 | 0.10 | 169.894 | 169.894 | 167.094 | -93.54 | 927.55 |
| 34 | 2024.07.11 16:00 | buy | 11 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 35 | 2024.07.11 16:00 | modify | 11 | 0.10 | 172.409 | 171.109 | 173.909 | ||
| 36 | 2024.07.17 12:00 | s/l | 11 | 0.10 | 171.109 | 171.109 | 173.909 | -79.72 | 847.83 |
| 37 | 2024.07.23 12:00 | buy | 12 | 0.10 | 169.562 | 0.000 | 0.000 | ||
| 38 | 2024.07.23 12:00 | modify | 12 | 0.10 | 169.562 | 168.262 | 171.062 | ||
| 39 | 2024.07.24 04:00 | s/l | 12 | 0.10 | 168.262 | 168.262 | 171.062 | -81.68 | 766.15 |
| 40 | 2024.08.15 16:00 | sell | 13 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 41 | 2024.08.15 16:00 | modify | 13 | 0.10 | 163.585 | 164.885 | 162.085 | ||
| 42 | 2024.08.19 04:00 | t/p | 13 | 0.10 | 162.085 | 164.885 | 162.085 | 92.19 | 858.34 |
| 43 | 2024.10.23 12:00 | sell | 14 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 44 | 2024.10.23 12:00 | modify | 14 | 0.10 | 164.736 | 166.036 | 163.236 | ||
| 45 | 2024.10.28 04:00 | s/l | 14 | 0.10 | 166.036 | 166.036 | 163.236 | -89.33 | 769.01 |
| 46 | 2024.12.26 16:00 | sell | 15 | 0.10 | 164.528 | 0.000 | 0.000 | ||
| 47 | 2024.12.26 16:00 | modify | 15 | 0.10 | 164.528 | 165.828 | 163.028 | ||
| 48 | 2024.12.30 16:00 | t/p | 15 | 0.10 | 163.028 | 165.828 | 163.028 | 92.19 | 861.19 |