Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 295.56 | Gross profit | 905.28 | Gross loss | -609.72 |
| Profit factor | 1.48 | Expected payoff | 10.56 | ||
| Absolute drawdown | 40.81 | Maximal drawdown | 303.62 (24.04%) | Relative drawdown | 24.04% (303.62) |
| Total trades | 28 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 19 (47.37%) |
| Profit trades (% of total) | 12 (42.86%) | Loss trades (% of total) | 16 (57.14%) | ||
| Largest | profit trade | 95.37 | loss trade | -43.62 | |
| Average | profit trade | 75.44 | loss trade | -38.11 | |
| Maximum | consecutive wins (profit in money) | 4 (336.37) | consecutive losses (loss in money) | 6 (-241.45) | |
| Maximal | consecutive profit (count of wins) | 336.37 (4) | consecutive loss (count of losses) | -241.45 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.12 16:00 | buy | 1 | 0.10 | 163.049 | 0.000 | 0.000 | ||
| 2 | 2024.04.12 16:00 | modify | 1 | 0.10 | 163.049 | 162.449 | 164.449 | ||
| 3 | 2024.04.16 12:00 | t/p | 1 | 0.10 | 164.449 | 162.449 | 164.449 | 95.37 | 1095.37 |
| 4 | 2024.04.28 20:00 | sell | 2 | 0.10 | 168.725 | 0.000 | 0.000 | ||
| 5 | 2024.04.28 20:00 | modify | 2 | 0.10 | 168.725 | 169.325 | 167.325 | ||
| 6 | 2024.04.29 00:00 | s/l | 2 | 0.10 | 169.325 | 169.325 | 167.325 | -41.56 | 1053.82 |
| 7 | 2024.05.02 12:00 | buy | 3 | 0.10 | 165.645 | 0.000 | 0.000 | ||
| 8 | 2024.05.02 12:00 | modify | 3 | 0.10 | 165.645 | 165.045 | 167.045 | ||
| 9 | 2024.05.02 16:00 | s/l | 3 | 0.10 | 165.045 | 165.045 | 167.045 | -40.53 | 1013.29 |
| 10 | 2024.06.04 12:00 | buy | 4 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 11 | 2024.06.04 12:00 | modify | 4 | 0.10 | 168.234 | 167.634 | 169.634 | ||
| 12 | 2024.06.05 08:00 | t/p | 4 | 0.10 | 169.634 | 167.634 | 169.634 | 94.98 | 1108.26 |
| 13 | 2024.07.11 16:00 | buy | 5 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 16:00 | modify | 5 | 0.10 | 172.409 | 171.809 | 173.809 | ||
| 15 | 2024.07.12 00:00 | s/l | 5 | 0.10 | 171.809 | 171.809 | 173.809 | -40.13 | 1068.13 |
| 16 | 2024.08.15 16:00 | sell | 6 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 17 | 2024.08.15 16:00 | modify | 6 | 0.10 | 163.585 | 164.185 | 162.185 | ||
| 18 | 2024.08.16 12:00 | sell | 7 | 0.10 | 162.736 | 0.000 | 0.000 | ||
| 19 | 2024.08.16 12:00 | modify | 7 | 0.10 | 162.736 | 162.955 | 162.185 | ||
| 20 | 2024.08.16 12:00 | modify | 6 | 0.10 | 163.585 | 162.955 | 162.185 | ||
| 21 | 2024.08.16 16:00 | s/l | 6 | 0.10 | 162.955 | 162.955 | 162.185 | 41.50 | 1109.63 |
| 22 | 2024.08.16 16:00 | s/l | 7 | 0.10 | 162.955 | 162.955 | 162.185 | -14.79 | 1094.84 |
| 23 | 2024.08.19 08:00 | buy | 8 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 24 | 2024.08.19 08:00 | modify | 8 | 0.10 | 161.365 | 160.765 | 162.765 | ||
| 25 | 2024.08.20 00:00 | t/p | 8 | 0.10 | 162.765 | 160.765 | 162.765 | 94.98 | 1189.82 |
| 26 | 2024.09.17 16:00 | sell | 9 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 27 | 2024.09.17 16:00 | modify | 9 | 0.10 | 157.615 | 158.215 | 156.215 | ||
| 28 | 2024.09.18 00:00 | s/l | 9 | 0.10 | 158.215 | 158.215 | 156.215 | -41.56 | 1148.26 |
| 29 | 2024.09.20 12:00 | sell | 10 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 30 | 2024.09.20 12:00 | modify | 10 | 0.10 | 160.974 | 161.574 | 159.574 | ||
| 31 | 2024.09.23 08:00 | t/p | 10 | 0.10 | 159.574 | 161.574 | 159.574 | 93.50 | 1241.76 |
| 32 | 2024.09.27 08:00 | buy | 11 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 33 | 2024.09.27 08:00 | modify | 11 | 0.10 | 159.441 | 158.841 | 160.841 | ||
| 34 | 2024.09.27 20:00 | s/l | 11 | 0.10 | 158.841 | 158.841 | 160.841 | -40.53 | 1201.23 |
| 35 | 2024.10.02 16:00 | sell | 12 | 0.10 | 161.373 | 0.000 | 0.000 | ||
| 36 | 2024.10.02 16:00 | modify | 12 | 0.10 | 161.373 | 161.973 | 159.973 | ||
| 37 | 2024.10.03 00:00 | s/l | 12 | 0.10 | 161.973 | 161.973 | 159.973 | -43.62 | 1157.61 |
| 38 | 2024.11.08 20:00 | buy | 13 | 0.10 | 163.596 | 0.000 | 0.000 | ||
| 39 | 2024.11.08 20:00 | modify | 13 | 0.10 | 163.596 | 162.996 | 164.996 | ||
| 40 | 2024.11.12 20:00 | buy | 14 | 0.10 | 164.250 | 0.000 | 0.000 | ||
| 41 | 2024.11.12 20:00 | modify | 14 | 0.10 | 164.250 | 163.666 | 164.996 | ||
| 42 | 2024.11.12 20:00 | modify | 13 | 0.10 | 163.596 | 163.666 | 164.996 | ||
| 43 | 2024.11.13 16:00 | s/l | 13 | 0.10 | 163.666 | 163.666 | 164.996 | 5.92 | 1163.53 |
| 44 | 2024.11.13 16:00 | s/l | 14 | 0.10 | 163.666 | 163.666 | 164.996 | -39.05 | 1124.48 |
| 45 | 2024.11.15 20:00 | buy | 15 | 0.10 | 162.522 | 0.000 | 0.000 | ||
| 46 | 2024.11.15 20:00 | modify | 15 | 0.10 | 162.522 | 161.922 | 163.922 | ||
| 47 | 2024.11.18 20:00 | t/p | 15 | 0.10 | 163.922 | 161.922 | 163.922 | 94.98 | 1219.45 |
| 48 | 2024.11.21 12:00 | buy | 16 | 0.10 | 162.600 | 0.000 | 0.000 | ||
| 49 | 2024.11.21 12:00 | modify | 16 | 0.10 | 162.600 | 162.000 | 164.000 | ||
| 50 | 2024.11.21 20:00 | s/l | 16 | 0.10 | 162.000 | 162.000 | 164.000 | -40.53 | 1178.92 |
| 51 | 2024.11.21 20:00 | buy | 17 | 0.10 | 162.018 | 0.000 | 0.000 | ||
| 52 | 2024.11.21 20:00 | modify | 17 | 0.10 | 162.018 | 161.418 | 163.418 | ||
| 53 | 2024.11.22 00:00 | s/l | 17 | 0.10 | 161.418 | 161.418 | 163.418 | -40.13 | 1138.79 |
| 54 | 2024.11.27 12:00 | buy | 18 | 0.10 | 159.479 | 0.000 | 0.000 | ||
| 55 | 2024.11.27 12:00 | modify | 18 | 0.10 | 159.479 | 158.879 | 160.879 | ||
| 56 | 2024.11.29 04:00 | s/l | 18 | 0.10 | 158.879 | 158.879 | 160.879 | -38.95 | 1099.83 |
| 57 | 2024.12.02 20:00 | buy | 19 | 0.10 | 156.881 | 0.000 | 0.000 | ||
| 58 | 2024.12.02 20:00 | modify | 19 | 0.10 | 156.881 | 156.281 | 158.281 | ||
| 59 | 2024.12.03 16:00 | s/l | 19 | 0.10 | 156.281 | 156.281 | 158.281 | -40.14 | 1059.69 |
| 60 | 2024.12.30 16:00 | buy | 20 | 0.10 | 163.217 | 0.000 | 0.000 | ||
| 61 | 2024.12.30 16:00 | modify | 20 | 0.10 | 163.217 | 162.617 | 164.617 | ||
| 62 | 2024.12.31 08:00 | s/l | 20 | 0.10 | 162.617 | 162.617 | 164.617 | -40.13 | 1019.56 |
| 63 | 2025.01.06 12:00 | sell | 21 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 64 | 2025.01.06 12:00 | modify | 21 | 0.10 | 163.828 | 164.428 | 162.428 | ||
| 65 | 2025.01.07 12:00 | s/l | 21 | 0.10 | 164.428 | 164.428 | 162.428 | -41.56 | 978.00 |
| 66 | 2025.01.13 12:00 | buy | 22 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 67 | 2025.01.13 12:00 | modify | 22 | 0.10 | 160.428 | 159.828 | 161.828 | ||
| 68 | 2025.01.14 00:00 | buy | 23 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 69 | 2025.01.14 00:00 | modify | 23 | 0.10 | 161.482 | 161.128 | 161.828 | ||
| 70 | 2025.01.14 00:00 | modify | 22 | 0.10 | 160.428 | 161.128 | 161.828 | ||
| 71 | 2025.01.14 04:00 | s/l | 22 | 0.10 | 161.128 | 161.128 | 161.828 | 47.69 | 1025.69 |
| 72 | 2025.01.14 04:00 | s/l | 23 | 0.10 | 161.128 | 161.128 | 161.828 | -23.91 | 1001.78 |
| 73 | 2025.01.20 16:00 | sell | 24 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 74 | 2025.01.20 16:00 | modify | 24 | 0.10 | 161.923 | 162.523 | 160.523 | ||
| 75 | 2025.01.22 08:00 | s/l | 24 | 0.10 | 162.523 | 162.523 | 160.523 | -42.58 | 959.19 |
| 76 | 2025.02.03 12:00 | buy | 25 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 77 | 2025.02.03 12:00 | modify | 25 | 0.10 | 158.534 | 157.934 | 159.934 | ||
| 78 | 2025.02.04 00:00 | t/p | 25 | 0.10 | 159.934 | 157.934 | 159.934 | 94.98 | 1054.17 |
| 79 | 2025.02.13 08:00 | sell | 26 | 0.10 | 160.845 | 0.000 | 0.000 | ||
| 80 | 2025.02.13 08:00 | modify | 26 | 0.10 | 160.845 | 161.445 | 159.445 | ||
| 81 | 2025.02.13 16:00 | t/p | 26 | 0.10 | 159.445 | 161.445 | 159.445 | 94.54 | 1148.71 |
| 82 | 2025.02.20 08:00 | buy | 27 | 0.10 | 156.687 | 0.000 | 0.000 | ||
| 83 | 2025.02.20 08:00 | modify | 27 | 0.10 | 156.687 | 156.087 | 158.087 | ||
| 84 | 2025.02.20 20:00 | buy | 28 | 0.10 | 157.325 | 0.000 | 0.000 | ||
| 85 | 2025.02.20 20:00 | modify | 28 | 0.10 | 157.325 | 156.757 | 158.087 | ||
| 86 | 2025.02.20 20:00 | modify | 27 | 0.10 | 156.687 | 156.757 | 158.087 | ||
| 87 | 2025.02.21 04:00 | t/p | 27 | 0.10 | 158.087 | 156.757 | 158.087 | 94.98 | 1243.68 |
| 88 | 2025.02.21 04:00 | t/p | 28 | 0.10 | 158.087 | 156.757 | 158.087 | 51.88 | 1295.56 |