Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1053.60 | Gross profit | 1362.19 | Gross loss | -308.59 |
| Profit factor | 4.41 | Expected payoff | 58.53 | ||
| Absolute drawdown | 41.17 | Maximal drawdown | 224.36 (17.37%) | Relative drawdown | 17.37% (224.36) |
| Total trades | 18 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
| Largest | profit trade | 106.70 | loss trade | -107.41 | |
| Average | profit trade | 90.81 | loss trade | -102.86 | |
| Maximum | consecutive wins (profit in money) | 6 (537.89) | consecutive losses (loss in money) | 1 (-107.41) | |
| Maximal | consecutive profit (count of wins) | 537.89 (6) | consecutive loss (count of losses) | -107.41 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.02 16:00 | buy | 1 | 0.10 | 192.363 | 0.000 | 0.000 | ||
| 2 | 2024.05.02 16:00 | modify | 1 | 0.10 | 192.363 | 190.863 | 193.863 | ||
| 3 | 2024.05.07 04:00 | t/p | 1 | 0.10 | 193.863 | 190.863 | 193.863 | 105.83 | 1105.83 |
| 4 | 2024.06.04 12:00 | buy | 2 | 0.10 | 197.658 | 0.000 | 0.000 | ||
| 5 | 2024.06.04 12:00 | modify | 2 | 0.10 | 197.658 | 196.158 | 199.158 | ||
| 6 | 2024.06.05 08:00 | t/p | 2 | 0.10 | 199.158 | 196.158 | 199.158 | 104.08 | 1209.91 |
| 7 | 2024.07.11 16:00 | buy | 3 | 0.10 | 204.858 | 0.000 | 0.000 | ||
| 8 | 2024.07.11 16:00 | modify | 3 | 0.10 | 204.858 | 203.358 | 206.358 | ||
| 9 | 2024.07.17 20:00 | s/l | 3 | 0.10 | 203.358 | 203.358 | 206.358 | -99.72 | 1110.19 |
| 10 | 2024.08.07 12:00 | sell | 4 | 0.10 | 187.334 | 0.000 | 0.000 | ||
| 11 | 2024.08.07 12:00 | modify | 4 | 0.10 | 187.334 | 188.834 | 185.834 | ||
| 12 | 2024.08.08 00:00 | t/p | 4 | 0.10 | 185.834 | 188.834 | 185.834 | 96.80 | 1206.99 |
| 13 | 2024.08.08 16:00 | sell | 5 | 0.10 | 187.393 | 0.000 | 0.000 | ||
| 14 | 2024.08.08 16:00 | modify | 5 | 0.10 | 187.393 | 188.893 | 185.893 | ||
| 15 | 2024.08.12 16:00 | s/l | 5 | 0.10 | 188.893 | 188.893 | 185.893 | -107.41 | 1099.58 |
| 16 | 2024.08.15 16:00 | sell | 6 | 0.10 | 191.529 | 0.000 | 0.000 | ||
| 17 | 2024.08.15 16:00 | modify | 6 | 0.10 | 191.529 | 193.029 | 190.029 | ||
| 18 | 2024.08.19 04:00 | t/p | 6 | 0.10 | 190.029 | 193.029 | 190.029 | 98.92 | 1198.50 |
| 19 | 2024.09.20 12:00 | sell | 7 | 0.10 | 191.799 | 0.000 | 0.000 | ||
| 20 | 2024.09.20 12:00 | modify | 7 | 0.10 | 191.799 | 193.299 | 190.299 | ||
| 21 | 2024.09.23 12:00 | t/p | 7 | 0.10 | 190.299 | 193.299 | 190.299 | 101.05 | 1299.55 |
| 22 | 2024.10.02 16:00 | sell | 8 | 0.10 | 193.803 | 0.000 | 0.000 | ||
| 23 | 2024.10.02 16:00 | modify | 8 | 0.10 | 193.803 | 195.303 | 192.303 | ||
| 24 | 2024.10.03 12:00 | t/p | 8 | 0.10 | 192.303 | 195.303 | 192.303 | 96.80 | 1396.35 |
| 25 | 2024.10.04 16:00 | sell | 9 | 0.10 | 194.875 | 0.000 | 0.000 | ||
| 26 | 2024.10.04 16:00 | modify | 9 | 0.10 | 194.875 | 196.375 | 193.375 | ||
| 27 | 2024.10.07 12:00 | sell | 10 | 0.10 | 193.960 | 0.000 | 0.000 | ||
| 28 | 2024.10.07 12:00 | modify | 10 | 0.10 | 193.960 | 194.500 | 193.375 | ||
| 29 | 2024.10.07 12:00 | modify | 9 | 0.10 | 194.875 | 194.500 | 193.375 | ||
| 30 | 2024.10.08 00:00 | t/p | 9 | 0.10 | 193.375 | 194.500 | 193.375 | 98.92 | 1495.27 |
| 31 | 2024.10.08 00:00 | t/p | 10 | 0.10 | 193.375 | 194.500 | 193.375 | 38.12 | 1533.39 |
| 32 | 2024.10.31 16:00 | buy | 11 | 0.10 | 195.893 | 0.000 | 0.000 | ||
| 33 | 2024.10.31 16:00 | modify | 11 | 0.10 | 195.893 | 194.393 | 197.393 | ||
| 34 | 2024.11.01 16:00 | t/p | 11 | 0.10 | 197.393 | 194.393 | 197.393 | 104.08 | 1637.47 |
| 35 | 2024.11.15 16:00 | buy | 12 | 0.10 | 195.708 | 0.000 | 0.000 | ||
| 36 | 2024.11.15 16:00 | modify | 12 | 0.10 | 195.708 | 194.208 | 197.208 | ||
| 37 | 2024.11.19 12:00 | s/l | 12 | 0.10 | 194.208 | 194.208 | 197.208 | -101.47 | 1536.00 |
| 38 | 2025.01.02 16:00 | buy | 13 | 0.10 | 194.505 | 0.000 | 0.000 | ||
| 39 | 2025.01.02 16:00 | modify | 13 | 0.10 | 194.505 | 193.005 | 196.005 | ||
| 40 | 2025.01.03 16:00 | buy | 14 | 0.10 | 195.277 | 0.000 | 0.000 | ||
| 41 | 2025.01.03 16:00 | modify | 14 | 0.10 | 195.277 | 194.730 | 196.005 | ||
| 42 | 2025.01.03 16:00 | modify | 13 | 0.10 | 194.505 | 194.730 | 196.005 | ||
| 43 | 2025.01.06 04:00 | t/p | 13 | 0.10 | 196.005 | 194.730 | 196.005 | 104.95 | 1640.96 |
| 44 | 2025.01.06 04:00 | t/p | 14 | 0.10 | 196.005 | 194.730 | 196.005 | 50.96 | 1691.92 |
| 45 | 2025.02.06 16:00 | buy | 15 | 0.10 | 188.336 | 0.000 | 0.000 | ||
| 46 | 2025.02.06 16:00 | modify | 15 | 0.10 | 188.336 | 186.836 | 189.836 | ||
| 47 | 2025.02.12 00:00 | t/p | 15 | 0.10 | 189.836 | 186.836 | 189.836 | 106.70 | 1798.62 |
| 48 | 2025.03.03 12:00 | sell | 16 | 0.10 | 191.433 | 0.000 | 0.000 | ||
| 49 | 2025.03.03 12:00 | modify | 16 | 0.10 | 191.433 | 192.933 | 189.933 | ||
| 50 | 2025.03.03 20:00 | sell | 17 | 0.10 | 190.676 | 0.000 | 0.000 | ||
| 51 | 2025.03.03 20:00 | modify | 17 | 0.10 | 190.676 | 191.208 | 189.933 | ||
| 52 | 2025.03.03 20:00 | modify | 16 | 0.10 | 191.433 | 191.208 | 189.933 | ||
| 53 | 2025.03.04 00:00 | t/p | 16 | 0.10 | 189.933 | 191.208 | 189.933 | 101.05 | 1899.67 |
| 54 | 2025.03.04 00:00 | t/p | 17 | 0.10 | 189.933 | 191.208 | 189.933 | 48.98 | 1948.64 |
| 55 | 2025.04.10 16:00 | buy | 18 | 0.10 | 186.786 | 0.000 | 0.000 | ||
| 56 | 2025.04.10 16:00 | modify | 18 | 0.10 | 186.786 | 185.286 | 188.286 | ||
| 57 | 2025.04.14 00:00 | t/p | 18 | 0.10 | 188.286 | 185.286 | 188.286 | 104.95 | 2053.60 |