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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 338.75 | Gross profit | 475.32 | Gross loss | -136.57 |
| Profit factor | 3.48 | Expected payoff | 42.34 | ||
| Absolute drawdown | 50.99 | Maximal drawdown | 125.17 (10.14%) | Relative drawdown | 10.14% (125.17) |
| Total trades | 8 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 104.08 | loss trade | -51.89 | |
| Average | profit trade | 95.06 | loss trade | -45.52 | |
| Maximum | consecutive wins (profit in money) | 2 (206.38) | consecutive losses (loss in money) | 1 (-51.89) | |
| Maximal | consecutive profit (count of wins) | 206.38 (2) | consecutive loss (count of losses) | -51.89 (1) | |
| Average | consecutive wins | 2 | 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 | 191.495 | 193.595 | ||
| 3 | 2024.05.03 16:00 | s/l | 1 | 0.10 | 191.495 | 191.495 | 193.595 | -41.29 | 958.71 |
| 4 | 2024.05.03 20:00 | buy | 2 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 5 | 2024.05.03 20:00 | modify | 2 | 0.10 | 191.893 | 191.293 | 193.393 | ||
| 6 | 2024.05.06 12:00 | t/p | 2 | 0.10 | 193.393 | 191.293 | 193.393 | 104.08 | 1062.79 |
| 7 | 2024.05.13 20:00 | sell | 3 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 8 | 2024.05.13 20:00 | modify | 3 | 0.10 | 196.126 | 196.726 | 194.626 | ||
| 9 | 2024.05.14 16:00 | s/l | 3 | 0.10 | 196.726 | 196.726 | 194.626 | -43.39 | 1019.40 |
| 10 | 2024.05.14 20:00 | sell | 4 | 0.10 | 196.979 | 0.000 | 0.000 | ||
| 11 | 2024.05.14 20:00 | modify | 4 | 0.10 | 196.979 | 197.579 | 195.479 | ||
| 12 | 2024.05.15 08:00 | sell | 5 | 0.10 | 196.592 | 0.000 | 0.000 | ||
| 13 | 2024.05.15 08:00 | modify | 5 | 0.10 | 196.592 | 196.829 | 195.479 | ||
| 14 | 2024.05.15 08:00 | modify | 4 | 0.10 | 196.979 | 196.829 | 195.479 | ||
| 15 | 2024.05.16 04:00 | t/p | 4 | 0.10 | 195.479 | 196.829 | 195.479 | 94.68 | 1114.07 |
| 16 | 2024.05.16 04:00 | t/p | 5 | 0.10 | 195.479 | 196.829 | 195.479 | 70.18 | 1184.25 |
| 17 | 2024.07.03 20:00 | sell | 6 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 18 | 2024.07.03 20:00 | modify | 6 | 0.10 | 206.003 | 206.603 | 204.503 | ||
| 19 | 2024.07.08 12:00 | s/l | 6 | 0.10 | 206.603 | 206.603 | 204.503 | -51.89 | 1132.37 |
| 20 | 2024.07.11 00:00 | sell | 7 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 21 | 2024.07.11 00:00 | modify | 7 | 0.10 | 207.703 | 208.303 | 206.203 | ||
| 22 | 2024.07.11 16:00 | t/p | 7 | 0.10 | 206.203 | 208.303 | 206.203 | 103.17 | 1235.54 |
| 23 | 2024.07.25 12:00 | buy | 8 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 24 | 2024.07.25 12:00 | modify | 8 | 0.10 | 196.621 | 196.021 | 198.121 | ||
| 25 | 2024.07.25 16:00 | t/p | 8 | 0.10 | 198.121 | 196.021 | 198.121 | 103.21 | 1338.75 |