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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=1; 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 | 606.86 | Gross profit | 606.86 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 86.69 | |||
| Absolute drawdown | 83.92 | Maximal drawdown | 83.92 (8.39%) | Relative drawdown | 8.39% (83.92) |
| Total trades | 7 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 7 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 109.01 | loss trade | -0.00 | |
| Average | profit trade | 86.69 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 7 (606.86) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 606.86 (7) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 7 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 00:00 | buy | 1 | 0.10 | 147.892 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 00:00 | modify | 1 | 0.10 | 147.892 | 146.392 | 149.392 | ||
| 3 | 2024.03.19 04:00 | t/p | 1 | 0.10 | 149.392 | 146.392 | 149.392 | 109.01 | 1109.01 |
| 4 | 2024.05.15 00:00 | sell | 2 | 0.10 | 156.521 | 0.000 | 0.000 | ||
| 5 | 2024.05.15 00:00 | modify | 2 | 0.10 | 156.521 | 158.021 | 155.021 | ||
| 6 | 2024.05.15 16:00 | t/p | 2 | 0.10 | 155.021 | 158.021 | 155.021 | 96.74 | 1205.75 |
| 7 | 2024.08.16 00:00 | sell | 3 | 0.10 | 149.227 | 0.000 | 0.000 | ||
| 8 | 2024.08.16 00:00 | modify | 3 | 0.10 | 149.227 | 150.727 | 147.727 | ||
| 9 | 2024.08.16 16:00 | t/p | 3 | 0.10 | 147.727 | 150.727 | 147.727 | 101.23 | 1306.98 |
| 10 | 2024.09.02 00:00 | sell | 4 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 11 | 2024.09.02 00:00 | modify | 4 | 0.10 | 146.401 | 147.901 | 144.901 | ||
| 12 | 2024.09.04 08:00 | t/p | 4 | 0.10 | 144.901 | 147.901 | 144.901 | 100.22 | 1407.21 |
| 13 | 2024.11.15 00:00 | sell | 5 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 14 | 2024.11.15 00:00 | modify | 5 | 0.10 | 156.480 | 157.980 | 154.980 | ||
| 15 | 2024.11.15 08:00 | sell | 6 | 0.10 | 155.777 | 0.000 | 0.000 | ||
| 16 | 2024.11.15 08:00 | modify | 6 | 0.10 | 155.777 | 156.405 | 154.980 | ||
| 17 | 2024.11.15 08:00 | sell | 7 | 0.10 | 155.777 | 0.000 | 0.000 | ||
| 18 | 2024.11.15 08:00 | modify | 7 | 0.10 | 155.777 | 156.105 | 154.980 | ||
| 19 | 2024.11.15 08:00 | modify | 5 | 0.10 | 156.480 | 156.105 | 154.980 | ||
| 20 | 2024.11.15 12:00 | modify | 6 | 0.10 | 155.777 | 156.105 | 154.980 | ||
| 21 | 2024.11.15 16:00 | t/p | 5 | 0.10 | 154.980 | 156.105 | 154.980 | 96.79 | 1504.00 |
| 22 | 2024.11.15 16:00 | t/p | 6 | 0.10 | 154.980 | 156.105 | 154.980 | 51.43 | 1555.43 |
| 23 | 2024.11.15 16:00 | t/p | 7 | 0.10 | 154.980 | 156.105 | 154.980 | 51.43 | 1606.86 |