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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 387.44 | Gross profit | 450.95 | Gross loss | -63.51 |
| Profit factor | 7.10 | Expected payoff | 64.57 | ||
| Absolute drawdown | 23.60 | Maximal drawdown | 140.90 (10.85%) | Relative drawdown | 10.85% (140.90) |
| Total trades | 6 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 104.08 | loss trade | -63.51 | |
| Average | profit trade | 90.19 | loss trade | -63.51 | |
| Maximum | consecutive wins (profit in money) | 3 (244.57) | consecutive losses (loss in money) | 1 (-63.51) | |
| Maximal | consecutive profit (count of wins) | 244.57 (3) | consecutive loss (count of losses) | -63.51 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 04:00 | buy | 1 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 2 | 2024.05.03 04:00 | modify | 1 | 0.10 | 192.095 | 191.295 | 193.595 | ||
| 3 | 2024.05.06 16:00 | t/p | 1 | 0.10 | 193.595 | 191.295 | 193.595 | 104.08 | 1104.08 |
| 4 | 2024.05.15 00:00 | sell | 2 | 0.10 | 196.960 | 0.000 | 0.000 | ||
| 5 | 2024.05.15 00:00 | modify | 2 | 0.10 | 196.960 | 197.760 | 195.460 | ||
| 6 | 2024.05.15 16:00 | sell | 3 | 0.10 | 196.188 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 16:00 | modify | 3 | 0.10 | 196.188 | 196.810 | 195.460 | ||
| 8 | 2024.05.15 16:00 | modify | 2 | 0.10 | 196.960 | 196.810 | 195.460 | ||
| 9 | 2024.05.16 04:00 | t/p | 2 | 0.10 | 195.460 | 196.810 | 195.460 | 96.79 | 1200.87 |
| 10 | 2024.05.16 04:00 | t/p | 3 | 0.10 | 195.460 | 196.810 | 195.460 | 43.70 | 1244.57 |
| 11 | 2024.07.04 00:00 | sell | 4 | 0.10 | 205.970 | 0.000 | 0.000 | ||
| 12 | 2024.07.04 00:00 | modify | 4 | 0.10 | 205.970 | 206.770 | 204.470 | ||
| 13 | 2024.07.10 12:00 | s/l | 4 | 0.10 | 206.770 | 206.770 | 204.470 | -63.51 | 1181.06 |
| 14 | 2024.07.11 00:00 | sell | 5 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 15 | 2024.07.11 00:00 | modify | 5 | 0.10 | 207.703 | 208.503 | 206.203 | ||
| 16 | 2024.07.11 16:00 | t/p | 5 | 0.10 | 206.203 | 208.503 | 206.203 | 103.17 | 1284.23 |
| 17 | 2024.07.25 12:00 | buy | 6 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 18 | 2024.07.25 12:00 | modify | 6 | 0.10 | 196.621 | 195.821 | 198.121 | ||
| 19 | 2024.07.25 16:00 | t/p | 6 | 0.10 | 198.121 | 195.821 | 198.121 | 103.21 | 1387.44 |