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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=150; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 627.91 | Gross profit | 1000.87 | Gross loss | -372.95 |
| Profit factor | 2.68 | Expected payoff | 39.24 | ||
| Absolute drawdown | 32.21 | Maximal drawdown | 170.86 (13.23%) | Relative drawdown | 13.23% (170.86) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 105.24 | loss trade | -98.54 | |
| Average | profit trade | 83.41 | loss trade | -93.24 | |
| Maximum | consecutive wins (profit in money) | 4 (349.66) | consecutive losses (loss in money) | 1 (-98.54) | |
| Maximal | consecutive profit (count of wins) | 349.66 (4) | consecutive loss (count of losses) | -98.54 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 12:00 | buy | 1 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 12:00 | modify | 1 | 0.10 | 147.128 | 145.728 | 148.628 | ||
| 3 | 2024.03.15 00:00 | buy | 2 | 0.10 | 148.332 | 0.000 | 0.000 | ||
| 4 | 2024.03.15 00:00 | modify | 2 | 0.10 | 148.332 | 147.653 | 148.628 | ||
| 5 | 2024.03.15 00:00 | modify | 1 | 0.10 | 147.128 | 147.653 | 148.628 | ||
| 6 | 2024.03.15 04:00 | t/p | 1 | 0.10 | 148.628 | 147.653 | 148.628 | 105.24 | 1105.24 |
| 7 | 2024.03.15 04:00 | t/p | 2 | 0.10 | 148.628 | 147.653 | 148.628 | 19.95 | 1125.19 |
| 8 | 2024.05.03 12:00 | buy | 3 | 0.10 | 153.229 | 0.000 | 0.000 | ||
| 9 | 2024.05.03 12:00 | modify | 3 | 0.10 | 153.229 | 151.829 | 154.729 | ||
| 10 | 2024.05.06 00:00 | buy | 4 | 0.10 | 153.688 | 0.000 | 0.000 | ||
| 11 | 2024.05.06 00:00 | modify | 4 | 0.10 | 153.688 | 153.304 | 154.729 | ||
| 12 | 2024.05.06 00:00 | modify | 3 | 0.10 | 153.229 | 153.304 | 154.729 | ||
| 13 | 2024.05.07 20:00 | t/p | 3 | 0.10 | 154.729 | 153.304 | 154.729 | 98.19 | 1223.37 |
| 14 | 2024.05.07 20:00 | t/p | 4 | 0.10 | 154.729 | 153.304 | 154.729 | 67.91 | 1291.29 |
| 15 | 2024.05.15 12:00 | buy | 5 | 0.10 | 155.705 | 0.000 | 0.000 | ||
| 16 | 2024.05.15 12:00 | modify | 5 | 0.10 | 155.705 | 154.305 | 157.205 | ||
| 17 | 2024.05.16 00:00 | s/l | 5 | 0.10 | 154.305 | 154.305 | 157.205 | -88.95 | 1202.34 |
| 18 | 2024.05.22 12:00 | sell | 6 | 0.10 | 156.583 | 0.000 | 0.000 | ||
| 19 | 2024.05.22 12:00 | modify | 6 | 0.10 | 156.583 | 157.983 | 155.083 | ||
| 20 | 2024.06.04 12:00 | t/p | 6 | 0.10 | 155.083 | 157.983 | 155.083 | 78.66 | 1281.00 |
| 21 | 2024.06.04 12:00 | buy | 7 | 0.10 | 154.897 | 0.000 | 0.000 | ||
| 22 | 2024.06.04 12:00 | modify | 7 | 0.10 | 154.897 | 153.497 | 156.397 | ||
| 23 | 2024.06.05 16:00 | t/p | 7 | 0.10 | 156.397 | 153.497 | 156.397 | 96.62 | 1377.62 |
| 24 | 2024.06.26 12:00 | sell | 8 | 0.10 | 160.305 | 0.000 | 0.000 | ||
| 25 | 2024.06.26 12:00 | modify | 8 | 0.10 | 160.305 | 161.705 | 158.805 | ||
| 26 | 2024.07.01 16:00 | s/l | 8 | 0.10 | 161.705 | 161.705 | 158.805 | -93.63 | 1283.99 |
| 27 | 2024.07.03 12:00 | sell | 9 | 0.10 | 161.921 | 0.000 | 0.000 | ||
| 28 | 2024.07.03 12:00 | modify | 9 | 0.10 | 161.921 | 163.321 | 160.421 | ||
| 29 | 2024.07.05 16:00 | t/p | 9 | 0.10 | 160.421 | 163.321 | 160.421 | 87.72 | 1371.71 |
| 30 | 2024.07.31 12:00 | buy | 10 | 0.10 | 150.219 | 0.000 | 0.000 | ||
| 31 | 2024.07.31 12:00 | modify | 10 | 0.10 | 150.219 | 148.819 | 151.719 | ||
| 32 | 2024.08.01 04:00 | s/l | 10 | 0.10 | 148.819 | 148.819 | 151.719 | -91.83 | 1279.88 |
| 33 | 2024.09.02 12:00 | sell | 11 | 0.10 | 146.986 | 0.000 | 0.000 | ||
| 34 | 2024.09.02 12:00 | modify | 11 | 0.10 | 146.986 | 148.386 | 145.486 | ||
| 35 | 2024.09.03 16:00 | t/p | 11 | 0.10 | 145.486 | 148.386 | 145.486 | 101.44 | 1381.32 |
| 36 | 2024.11.06 12:00 | sell | 12 | 0.10 | 154.216 | 0.000 | 0.000 | ||
| 37 | 2024.11.06 12:00 | modify | 12 | 0.10 | 154.216 | 155.616 | 152.716 | ||
| 38 | 2024.11.08 08:00 | t/p | 12 | 0.10 | 152.716 | 155.616 | 152.716 | 92.66 | 1473.98 |
| 39 | 2024.11.20 12:00 | sell | 13 | 0.10 | 155.834 | 0.000 | 0.000 | ||
| 40 | 2024.11.20 12:00 | modify | 13 | 0.10 | 155.834 | 157.234 | 154.334 | ||
| 41 | 2024.11.20 20:00 | sell | 14 | 0.10 | 155.368 | 0.000 | 0.000 | ||
| 42 | 2024.11.20 20:00 | modify | 14 | 0.10 | 155.368 | 155.759 | 154.334 | ||
| 43 | 2024.11.20 20:00 | modify | 13 | 0.10 | 155.834 | 155.759 | 154.334 | ||
| 44 | 2024.11.21 12:00 | t/p | 13 | 0.10 | 154.334 | 155.759 | 154.334 | 92.86 | 1566.83 |
| 45 | 2024.11.21 12:00 | t/p | 14 | 0.10 | 154.334 | 155.759 | 154.334 | 62.71 | 1629.54 |
| 46 | 2024.12.13 12:00 | sell | 15 | 0.10 | 153.622 | 0.000 | 0.000 | ||
| 47 | 2024.12.13 12:00 | modify | 15 | 0.10 | 153.622 | 155.022 | 152.122 | ||
| 48 | 2024.12.19 04:00 | s/l | 15 | 0.10 | 155.022 | 155.022 | 152.122 | -98.54 | 1531.00 |
| 49 | 2025.01.27 12:00 | buy | 16 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 50 | 2025.01.27 12:00 | modify | 16 | 0.10 | 153.989 | 152.589 | 155.489 | ||
| 51 | 2025.01.28 04:00 | t/p | 16 | 0.10 | 155.489 | 152.589 | 155.489 | 96.91 | 1627.91 |