Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 236.95 | Gross profit | 978.39 | Gross loss | -741.44 |
| Profit factor | 1.32 | Expected payoff | 11.85 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 437.64 (26.13%) | Relative drawdown | 26.13% (437.64) |
| Total trades | 20 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 97.30 | loss trade | -90.59 | |
| Average | profit trade | 88.94 | loss trade | -82.38 | |
| Maximum | consecutive wins (profit in money) | 3 (287.91) | consecutive losses (loss in money) | 5 (-404.44) | |
| Maximal | consecutive profit (count of wins) | 287.91 (3) | consecutive loss (count of losses) | -404.44 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 150.551 | 0.000 | 0.000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 150.551 | 151.751 | 149.151 | ||
| 3 | 2024.03.06 20:00 | t/p | 1 | 0.10 | 149.151 | 151.751 | 149.151 | 90.93 | 1090.93 |
| 4 | 2024.04.04 20:00 | buy | 2 | 0.10 | 151.261 | 0.000 | 0.000 | ||
| 5 | 2024.04.04 20:00 | modify | 2 | 0.10 | 151.261 | 150.061 | 152.661 | ||
| 6 | 2024.04.08 00:00 | buy | 3 | 0.10 | 151.709 | 0.000 | 0.000 | ||
| 7 | 2024.04.08 00:00 | modify | 3 | 0.10 | 151.709 | 151.331 | 152.661 | ||
| 8 | 2024.04.08 00:00 | modify | 2 | 0.10 | 151.261 | 151.331 | 152.661 | ||
| 9 | 2024.04.10 16:00 | t/p | 2 | 0.10 | 152.661 | 151.331 | 152.661 | 93.93 | 1184.86 |
| 10 | 2024.04.10 16:00 | t/p | 3 | 0.10 | 152.661 | 151.331 | 152.661 | 63.45 | 1248.31 |
| 11 | 2024.04.24 20:00 | sell | 4 | 0.10 | 155.296 | 0.000 | 0.000 | ||
| 12 | 2024.04.24 20:00 | modify | 4 | 0.10 | 155.296 | 156.496 | 153.896 | ||
| 13 | 2024.04.26 08:00 | s/l | 4 | 0.10 | 156.496 | 156.496 | 153.896 | -82.15 | 1166.16 |
| 14 | 2024.05.22 20:00 | sell | 5 | 0.10 | 156.706 | 0.000 | 0.000 | ||
| 15 | 2024.05.22 20:00 | modify | 5 | 0.10 | 156.706 | 157.906 | 155.306 | ||
| 16 | 2024.06.04 12:00 | t/p | 5 | 0.10 | 155.306 | 157.906 | 155.306 | 72.21 | 1238.37 |
| 17 | 2024.06.06 20:00 | buy | 6 | 0.10 | 155.641 | 0.000 | 0.000 | ||
| 18 | 2024.06.06 20:00 | modify | 6 | 0.10 | 155.641 | 154.441 | 157.041 | ||
| 19 | 2024.06.07 16:00 | t/p | 6 | 0.10 | 157.041 | 154.441 | 157.041 | 89.99 | 1328.37 |
| 20 | 2024.08.14 20:00 | sell | 7 | 0.10 | 147.341 | 0.000 | 0.000 | ||
| 21 | 2024.08.14 20:00 | modify | 7 | 0.10 | 147.341 | 148.541 | 145.941 | ||
| 22 | 2024.08.15 16:00 | s/l | 7 | 0.10 | 148.541 | 148.541 | 145.941 | -84.76 | 1243.60 |
| 23 | 2024.08.26 20:00 | sell | 8 | 0.10 | 144.598 | 0.000 | 0.000 | ||
| 24 | 2024.08.26 20:00 | modify | 8 | 0.10 | 144.598 | 145.798 | 143.198 | ||
| 25 | 2024.08.30 16:00 | s/l | 8 | 0.10 | 145.798 | 145.798 | 143.198 | -90.59 | 1153.01 |
| 26 | 2024.09.11 20:00 | sell | 9 | 0.10 | 142.373 | 0.000 | 0.000 | ||
| 27 | 2024.09.11 20:00 | modify | 9 | 0.10 | 142.373 | 143.573 | 140.973 | ||
| 28 | 2024.09.13 04:00 | t/p | 9 | 0.10 | 140.973 | 143.573 | 140.973 | 93.70 | 1246.71 |
| 29 | 2024.09.24 20:00 | buy | 10 | 0.10 | 143.269 | 0.000 | 0.000 | ||
| 30 | 2024.09.24 20:00 | modify | 10 | 0.10 | 143.269 | 142.069 | 144.669 | ||
| 31 | 2024.09.25 20:00 | t/p | 10 | 0.10 | 144.669 | 142.069 | 144.669 | 97.30 | 1344.01 |
| 32 | 2024.10.07 20:00 | buy | 11 | 0.10 | 148.103 | 0.000 | 0.000 | ||
| 33 | 2024.10.07 20:00 | modify | 11 | 0.10 | 148.103 | 146.903 | 149.503 | ||
| 34 | 2024.10.10 08:00 | t/p | 11 | 0.10 | 149.503 | 146.903 | 149.503 | 96.91 | 1440.93 |
| 35 | 2024.10.25 20:00 | sell | 12 | 0.10 | 152.255 | 0.000 | 0.000 | ||
| 36 | 2024.10.25 20:00 | modify | 12 | 0.10 | 152.255 | 153.455 | 150.855 | ||
| 37 | 2024.10.28 04:00 | s/l | 12 | 0.10 | 153.455 | 153.455 | 150.855 | -79.50 | 1361.43 |
| 38 | 2024.11.05 20:00 | buy | 13 | 0.10 | 151.481 | 0.000 | 0.000 | ||
| 39 | 2024.11.05 20:00 | modify | 13 | 0.10 | 151.481 | 150.281 | 152.881 | ||
| 40 | 2024.11.06 04:00 | t/p | 13 | 0.10 | 152.881 | 150.281 | 152.881 | 91.53 | 1452.96 |
| 41 | 2024.12.02 20:00 | buy | 14 | 0.10 | 149.552 | 0.000 | 0.000 | ||
| 42 | 2024.12.02 20:00 | modify | 14 | 0.10 | 149.552 | 148.352 | 150.952 | ||
| 43 | 2024.12.04 12:00 | t/p | 14 | 0.10 | 150.952 | 148.352 | 150.952 | 93.97 | 1546.93 |
| 44 | 2024.12.05 20:00 | buy | 15 | 0.10 | 150.050 | 0.000 | 0.000 | ||
| 45 | 2024.12.05 20:00 | modify | 15 | 0.10 | 150.050 | 148.850 | 151.450 | ||
| 46 | 2024.12.10 04:00 | t/p | 15 | 0.10 | 151.450 | 148.850 | 151.450 | 94.46 | 1641.39 |
| 47 | 2024.12.31 20:00 | sell | 16 | 0.10 | 157.308 | 0.000 | 0.000 | ||
| 48 | 2024.12.31 20:00 | modify | 16 | 0.10 | 157.308 | 158.508 | 155.908 | ||
| 49 | 2025.01.08 12:00 | s/l | 16 | 0.10 | 158.508 | 158.508 | 155.908 | -86.94 | 1554.44 |
| 50 | 2025.01.12 20:00 | buy | 17 | 0.10 | 157.626 | 0.000 | 0.000 | ||
| 51 | 2025.01.12 20:00 | modify | 17 | 0.10 | 157.626 | 156.426 | 159.026 | ||
| 52 | 2025.01.15 16:00 | s/l | 17 | 0.10 | 156.426 | 156.426 | 159.026 | -75.00 | 1479.44 |
| 53 | 2025.01.23 20:00 | buy | 18 | 0.10 | 155.831 | 0.000 | 0.000 | ||
| 54 | 2025.01.23 20:00 | modify | 18 | 0.10 | 155.831 | 154.631 | 157.231 | ||
| 55 | 2025.01.27 12:00 | s/l | 18 | 0.10 | 154.631 | 154.631 | 157.231 | -76.75 | 1402.68 |
| 56 | 2025.02.04 20:00 | buy | 19 | 0.10 | 154.315 | 0.000 | 0.000 | ||
| 57 | 2025.02.04 20:00 | modify | 19 | 0.10 | 154.315 | 153.115 | 155.715 | ||
| 58 | 2025.02.05 04:00 | s/l | 19 | 0.10 | 153.115 | 153.115 | 155.715 | -77.73 | 1324.96 |
| 59 | 2025.02.24 20:00 | sell | 20 | 0.10 | 149.674 | 0.000 | 0.000 | ||
| 60 | 2025.02.24 20:00 | modify | 20 | 0.10 | 149.674 | 150.874 | 148.274 | ||
| 61 | 2025.02.28 16:00 | s/l | 20 | 0.10 | 150.874 | 150.874 | 148.274 | -88.01 | 1236.95 |