Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 355.29 | Gross profit | 469.58 | Gross loss | -114.29 |
| Profit factor | 4.11 | Expected payoff | 39.48 | ||
| Absolute drawdown | 4.30 | Maximal drawdown | 129.68 (8.73%) | Relative drawdown | 8.73% (129.68) |
| Total trades | 9 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 81.67 | loss trade | -101.63 | |
| Average | profit trade | 67.08 | loss trade | -57.15 | |
| Maximum | consecutive wins (profit in money) | 5 (358.70) | consecutive losses (loss in money) | 1 (-101.63) | |
| Maximal | consecutive profit (count of wins) | 358.70 (5) | consecutive loss (count of losses) | -101.63 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 20:00 | sell | 1 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 20:00 | modify | 1 | 0.10 | 169.291 | 170.791 | 168.091 | ||
| 3 | 2024.05.15 16:00 | t/p | 1 | 0.10 | 168.091 | 170.791 | 168.091 | 81.67 | 1081.67 |
| 4 | 2024.07.11 20:00 | buy | 2 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 5 | 2024.07.11 20:00 | modify | 2 | 0.10 | 172.590 | 171.090 | 173.790 | ||
| 6 | 2024.07.12 08:00 | buy | 3 | 0.10 | 173.194 | 0.000 | 0.000 | ||
| 7 | 2024.07.12 08:00 | modify | 3 | 0.10 | 173.194 | 173.010 | 173.790 | ||
| 8 | 2024.07.12 08:00 | modify | 2 | 0.10 | 172.590 | 173.010 | 173.790 | ||
| 9 | 2024.07.12 16:00 | s/l | 2 | 0.10 | 173.010 | 173.010 | 173.790 | 29.22 | 1110.88 |
| 10 | 2024.07.12 16:00 | s/l | 3 | 0.10 | 173.010 | 173.010 | 173.790 | -12.66 | 1098.22 |
| 11 | 2024.08.15 20:00 | sell | 4 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 12 | 2024.08.15 20:00 | modify | 4 | 0.10 | 163.556 | 165.056 | 162.356 | ||
| 13 | 2024.08.16 16:00 | t/p | 4 | 0.10 | 162.356 | 165.056 | 162.356 | 81.67 | 1179.89 |
| 14 | 2024.09.02 20:00 | sell | 5 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 15 | 2024.09.02 20:00 | modify | 5 | 0.10 | 162.655 | 164.155 | 161.455 | ||
| 16 | 2024.09.03 04:00 | sell | 6 | 0.10 | 162.046 | 0.000 | 0.000 | ||
| 17 | 2024.09.03 04:00 | modify | 6 | 0.10 | 162.046 | 162.235 | 161.455 | ||
| 18 | 2024.09.03 04:00 | modify | 5 | 0.10 | 162.655 | 162.235 | 161.455 | ||
| 19 | 2024.09.03 08:00 | t/p | 5 | 0.10 | 161.455 | 162.235 | 161.455 | 81.67 | 1261.55 |
| 20 | 2024.09.03 08:00 | t/p | 6 | 0.10 | 161.455 | 162.235 | 161.455 | 40.65 | 1302.20 |
| 21 | 2024.10.09 20:00 | sell | 7 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 22 | 2024.10.09 20:00 | modify | 7 | 0.10 | 163.331 | 164.831 | 162.131 | ||
| 23 | 2024.10.16 04:00 | t/p | 7 | 0.10 | 162.131 | 164.831 | 162.131 | 76.50 | 1378.70 |
| 24 | 2025.01.06 20:00 | sell | 8 | 0.10 | 163.659 | 0.000 | 0.000 | ||
| 25 | 2025.01.06 20:00 | modify | 8 | 0.10 | 163.659 | 165.159 | 162.459 | ||
| 26 | 2025.01.09 16:00 | t/p | 8 | 0.10 | 162.459 | 165.159 | 162.459 | 78.22 | 1456.92 |
| 27 | 2025.02.17 20:00 | buy | 9 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 28 | 2025.02.17 20:00 | modify | 9 | 0.10 | 158.719 | 157.219 | 159.919 | ||
| 29 | 2025.02.20 04:00 | s/l | 9 | 0.10 | 157.219 | 157.219 | 159.919 | -101.63 | 1355.29 |