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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=35; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 177.01 | Gross profit | 903.71 | Gross loss | -726.69 |
| Profit factor | 1.24 | Expected payoff | 8.05 | ||
| Absolute drawdown | 265.10 | Maximal drawdown | 430.76 (36.95%) | Relative drawdown | 36.95% (430.76) |
| Total trades | 22 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 12 (41.67%) |
| Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
| Largest | profit trade | 103.53 | loss trade | -108.35 | |
| Average | profit trade | 75.31 | loss trade | -72.67 | |
| Maximum | consecutive wins (profit in money) | 5 (413.69) | consecutive losses (loss in money) | 3 (-153.55) | |
| Maximal | consecutive profit (count of wins) | 413.69 (5) | consecutive loss (count of losses) | -204.84 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.30 08:00 | buy | 1 | 0.10 | 169.686 | 0.000 | 0.000 | ||
| 2 | 2024.05.30 08:00 | modify | 1 | 0.10 | 169.686 | 168.186 | 171.186 | ||
| 3 | 2024.05.31 12:00 | buy | 2 | 0.10 | 170.597 | 0.000 | 0.000 | ||
| 4 | 2024.05.31 12:00 | modify | 2 | 0.10 | 170.597 | 170.211 | 171.186 | ||
| 5 | 2024.05.31 12:00 | modify | 1 | 0.10 | 169.686 | 170.211 | 171.186 | ||
| 6 | 2024.05.31 16:00 | s/l | 1 | 0.10 | 170.211 | 170.211 | 171.186 | 36.44 | 1036.44 |
| 7 | 2024.05.31 16:00 | s/l | 2 | 0.10 | 170.211 | 170.211 | 171.186 | -26.56 | 1009.88 |
| 8 | 2024.06.04 12:00 | buy | 3 | 0.10 | 168.234 | 0.000 | 0.000 | ||
| 9 | 2024.06.04 12:00 | modify | 3 | 0.10 | 168.234 | 166.734 | 169.734 | ||
| 10 | 2024.06.05 08:00 | t/p | 3 | 0.10 | 169.734 | 166.734 | 169.734 | 103.53 | 1113.40 |
| 11 | 2024.07.11 16:00 | buy | 4 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 12 | 2024.07.11 16:00 | modify | 4 | 0.10 | 172.409 | 170.909 | 173.909 | ||
| 13 | 2024.07.17 12:00 | s/l | 4 | 0.10 | 170.909 | 170.909 | 173.909 | -101.95 | 1011.45 |
| 14 | 2024.07.23 08:00 | buy | 5 | 0.10 | 169.737 | 0.000 | 0.000 | ||
| 15 | 2024.07.23 08:00 | modify | 5 | 0.10 | 169.737 | 168.237 | 171.237 | ||
| 16 | 2024.07.24 04:00 | s/l | 5 | 0.10 | 168.237 | 168.237 | 171.237 | -102.89 | 908.56 |
| 17 | 2024.08.15 16:00 | sell | 6 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 18 | 2024.08.15 16:00 | modify | 6 | 0.10 | 163.585 | 165.085 | 162.085 | ||
| 19 | 2024.08.16 12:00 | sell | 7 | 0.10 | 162.736 | 0.000 | 0.000 | ||
| 20 | 2024.08.16 12:00 | modify | 7 | 0.10 | 162.736 | 163.060 | 162.085 | ||
| 21 | 2024.08.16 12:00 | modify | 6 | 0.10 | 163.585 | 163.060 | 162.085 | ||
| 22 | 2024.08.18 20:00 | sell | 8 | 0.10 | 162.668 | 0.000 | 0.000 | ||
| 23 | 2024.08.18 20:00 | modify | 8 | 0.10 | 162.668 | 163.060 | 162.085 | ||
| 24 | 2024.08.19 00:00 | s/l | 6 | 0.10 | 163.060 | 163.060 | 162.085 | 34.38 | 942.94 |
| 25 | 2024.08.19 00:00 | s/l | 7 | 0.10 | 163.060 | 163.060 | 162.085 | -23.14 | 919.80 |
| 26 | 2024.08.19 00:00 | s/l | 8 | 0.10 | 163.060 | 163.060 | 162.085 | -27.82 | 891.97 |
| 27 | 2024.09.06 08:00 | buy | 9 | 0.10 | 158.451 | 0.000 | 0.000 | ||
| 28 | 2024.09.06 08:00 | modify | 9 | 0.10 | 158.451 | 156.951 | 159.951 | ||
| 29 | 2024.09.10 16:00 | s/l | 9 | 0.10 | 156.951 | 156.951 | 159.951 | -102.58 | 789.39 |
| 30 | 2024.12.02 16:00 | buy | 10 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 31 | 2024.12.02 16:00 | modify | 10 | 0.10 | 156.928 | 155.428 | 158.428 | ||
| 32 | 2024.12.03 04:00 | buy | 11 | 0.10 | 157.479 | 0.000 | 0.000 | ||
| 33 | 2024.12.03 04:00 | modify | 11 | 0.10 | 157.479 | 157.078 | 158.428 | ||
| 34 | 2024.12.03 04:00 | modify | 10 | 0.10 | 156.928 | 157.078 | 158.428 | ||
| 35 | 2024.12.03 16:00 | s/l | 10 | 0.10 | 157.078 | 157.078 | 158.428 | 10.64 | 800.03 |
| 36 | 2024.12.03 16:00 | s/l | 11 | 0.10 | 157.078 | 157.078 | 158.428 | -27.60 | 772.43 |
| 37 | 2025.01.06 12:00 | sell | 12 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 38 | 2025.01.06 12:00 | modify | 12 | 0.10 | 163.828 | 165.328 | 162.328 | ||
| 39 | 2025.01.10 16:00 | t/p | 12 | 0.10 | 162.328 | 165.328 | 162.328 | 97.99 | 870.42 |
| 40 | 2025.01.10 16:00 | buy | 13 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 41 | 2025.01.10 16:00 | modify | 13 | 0.10 | 161.537 | 160.037 | 163.037 | ||
| 42 | 2025.01.13 12:00 | s/l | 13 | 0.10 | 160.037 | 160.037 | 163.037 | -102.89 | 767.52 |
| 43 | 2025.01.13 12:00 | buy | 14 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 44 | 2025.01.13 12:00 | modify | 14 | 0.10 | 160.428 | 158.928 | 161.928 | ||
| 45 | 2025.01.14 12:00 | t/p | 14 | 0.10 | 161.928 | 158.928 | 161.928 | 103.53 | 871.05 |
| 46 | 2025.01.20 16:00 | sell | 15 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 47 | 2025.01.20 16:00 | modify | 15 | 0.10 | 161.923 | 163.423 | 160.423 | ||
| 48 | 2025.01.24 12:00 | s/l | 15 | 0.10 | 163.423 | 163.423 | 160.423 | -108.35 | 762.70 |
| 49 | 2025.02.03 12:00 | buy | 16 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 50 | 2025.02.03 12:00 | modify | 16 | 0.10 | 158.534 | 157.034 | 160.034 | ||
| 51 | 2025.02.04 00:00 | t/p | 16 | 0.10 | 160.034 | 157.034 | 160.034 | 103.53 | 866.22 |
| 52 | 2025.02.06 16:00 | buy | 17 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 53 | 2025.02.06 16:00 | modify | 17 | 0.10 | 157.322 | 155.822 | 158.822 | ||
| 54 | 2025.02.09 20:00 | s/l | 17 | 0.10 | 155.822 | 155.822 | 158.822 | -102.89 | 763.33 |
| 55 | 2025.02.13 08:00 | sell | 18 | 0.10 | 160.845 | 0.000 | 0.000 | ||
| 56 | 2025.02.13 08:00 | modify | 18 | 0.10 | 160.845 | 162.345 | 159.345 | ||
| 57 | 2025.02.13 16:00 | t/p | 18 | 0.10 | 159.345 | 162.345 | 159.345 | 103.17 | 866.50 |
| 58 | 2025.03.17 20:00 | sell | 19 | 0.10 | 162.888 | 0.000 | 0.000 | ||
| 59 | 2025.03.17 20:00 | modify | 19 | 0.10 | 162.888 | 164.388 | 161.388 | ||
| 60 | 2025.03.20 12:00 | t/p | 19 | 0.10 | 161.388 | 164.388 | 161.388 | 98.85 | 965.35 |
| 61 | 2025.04.25 16:00 | sell | 20 | 0.10 | 163.597 | 0.000 | 0.000 | ||
| 62 | 2025.04.25 16:00 | modify | 20 | 0.10 | 163.597 | 165.097 | 162.097 | ||
| 63 | 2025.04.28 04:00 | sell | 21 | 0.10 | 163.060 | 0.000 | 0.000 | ||
| 64 | 2025.04.28 04:00 | modify | 21 | 0.10 | 163.060 | 163.447 | 162.097 | ||
| 65 | 2025.04.28 04:00 | modify | 20 | 0.10 | 163.597 | 163.447 | 162.097 | ||
| 66 | 2025.04.28 12:00 | sell | 22 | 0.10 | 162.762 | 0.000 | 0.000 | ||
| 67 | 2025.04.28 12:00 | modify | 22 | 0.10 | 162.762 | 163.072 | 162.097 | ||
| 68 | 2025.04.28 12:00 | modify | 21 | 0.10 | 163.060 | 163.072 | 162.097 | ||
| 69 | 2025.04.28 12:00 | modify | 20 | 0.10 | 163.597 | 163.072 | 162.097 | ||
| 70 | 2025.04.29 04:00 | t/p | 20 | 0.10 | 162.097 | 163.072 | 162.097 | 101.43 | 1066.78 |
| 71 | 2025.04.29 04:00 | t/p | 21 | 0.10 | 162.097 | 163.072 | 162.097 | 65.37 | 1132.15 |
| 72 | 2025.04.29 04:00 | t/p | 22 | 0.10 | 162.097 | 163.072 | 162.097 | 44.87 | 1177.01 |