Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| 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=12; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 30 | ||
| Total net profit | 641.16 | Gross profit | 783.63 | Gross loss | -142.47 |
| Profit factor | 5.50 | Expected payoff | 40.07 | ||
| Absolute drawdown | 101.54 | Maximal drawdown | 145.29 (13.92%) | Relative drawdown | 13.92% (145.29) |
| Total trades | 16 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 83.82 | loss trade | -102.40 | |
| Average | profit trade | 65.30 | loss trade | -35.62 | |
| Maximum | consecutive wins (profit in money) | 5 (314.87) | consecutive losses (loss in money) | 2 (-115.14) | |
| Maximal | consecutive profit (count of wins) | 314.87 (5) | consecutive loss (count of losses) | -115.14 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 20:00 | buy | 1 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 2 | 2024.07.11 20:00 | modify | 1 | 0.10 | 172.590 | 171.090 | 173.790 | ||
| 3 | 2024.07.12 08:00 | buy | 2 | 0.10 | 173.194 | 0.000 | 0.000 | ||
| 4 | 2024.07.12 08:00 | modify | 2 | 0.10 | 173.194 | 173.010 | 173.790 | ||
| 5 | 2024.07.12 08:00 | modify | 1 | 0.10 | 172.590 | 173.010 | 173.790 | ||
| 6 | 2024.07.12 16:00 | s/l | 1 | 0.10 | 173.010 | 173.010 | 173.790 | 29.32 | 1029.32 |
| 7 | 2024.07.12 16:00 | s/l | 2 | 0.10 | 173.010 | 173.010 | 173.790 | -12.74 | 1016.58 |
| 8 | 2024.07.17 16:00 | buy | 3 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 9 | 2024.07.17 16:00 | modify | 3 | 0.10 | 171.192 | 169.692 | 172.392 | ||
| 10 | 2024.07.23 08:00 | s/l | 3 | 0.10 | 169.692 | 169.692 | 172.392 | -102.40 | 914.18 |
| 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 | 82.02 | 996.20 |
| 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 | 82.02 | 1078.23 |
| 20 | 2024.09.03 08:00 | t/p | 6 | 0.10 | 161.455 | 162.235 | 161.455 | 40.88 | 1119.11 |
| 21 | 2024.09.11 08:00 | buy | 7 | 0.10 | 156.135 | 0.000 | 0.000 | ||
| 22 | 2024.09.11 08:00 | modify | 7 | 0.10 | 156.135 | 154.635 | 157.335 | ||
| 23 | 2024.09.12 04:00 | t/p | 7 | 0.10 | 157.335 | 154.635 | 157.335 | 83.82 | 1202.92 |
| 24 | 2024.10.23 16:00 | sell | 8 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 25 | 2024.10.23 16:00 | modify | 8 | 0.10 | 164.721 | 166.221 | 163.521 | ||
| 26 | 2024.10.24 16:00 | sell | 9 | 0.10 | 164.092 | 0.000 | 0.000 | ||
| 27 | 2024.10.24 16:00 | modify | 9 | 0.10 | 164.092 | 164.301 | 163.521 | ||
| 28 | 2024.10.24 16:00 | modify | 8 | 0.10 | 164.721 | 164.301 | 163.521 | ||
| 29 | 2024.10.24 20:00 | s/l | 8 | 0.10 | 164.301 | 164.301 | 163.521 | 26.12 | 1229.05 |
| 30 | 2024.10.24 20:00 | s/l | 9 | 0.10 | 164.301 | 164.301 | 163.521 | -14.45 | 1214.60 |
| 31 | 2024.11.10 20:00 | buy | 10 | 0.10 | 163.435 | 0.000 | 0.000 | ||
| 32 | 2024.11.10 20:00 | modify | 10 | 0.10 | 163.435 | 161.935 | 164.635 | ||
| 33 | 2024.11.11 08:00 | t/p | 10 | 0.10 | 164.635 | 161.935 | 164.635 | 83.33 | 1297.93 |
| 34 | 2025.01.06 16:00 | sell | 11 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 35 | 2025.01.06 16:00 | modify | 11 | 0.10 | 163.729 | 165.229 | 162.529 | ||
| 36 | 2025.01.09 16:00 | t/p | 11 | 0.10 | 162.529 | 165.229 | 162.529 | 78.12 | 1376.05 |
| 37 | 2025.01.13 08:00 | buy | 12 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 38 | 2025.01.13 08:00 | modify | 12 | 0.10 | 160.876 | 159.376 | 162.076 | ||
| 39 | 2025.01.14 00:00 | buy | 13 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 40 | 2025.01.14 00:00 | modify | 13 | 0.10 | 161.482 | 161.296 | 162.076 | ||
| 41 | 2025.01.14 00:00 | modify | 12 | 0.10 | 160.876 | 161.296 | 162.076 | ||
| 42 | 2025.01.14 04:00 | s/l | 12 | 0.10 | 161.296 | 161.296 | 162.076 | 29.32 | 1405.37 |
| 43 | 2025.01.14 04:00 | s/l | 13 | 0.10 | 161.296 | 161.296 | 162.076 | -12.88 | 1392.49 |
| 44 | 2025.02.03 08:00 | buy | 14 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 45 | 2025.02.03 08:00 | modify | 14 | 0.10 | 159.155 | 157.655 | 160.355 | ||
| 46 | 2025.02.04 00:00 | t/p | 14 | 0.10 | 160.355 | 157.655 | 160.355 | 83.32 | 1475.81 |
| 47 | 2025.02.20 12:00 | buy | 15 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 48 | 2025.02.20 12:00 | modify | 15 | 0.10 | 156.840 | 155.340 | 158.040 | ||
| 49 | 2025.02.21 04:00 | t/p | 15 | 0.10 | 158.040 | 155.340 | 158.040 | 83.32 | 1559.14 |
| 50 | 2025.06.23 12:00 | sell | 16 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 51 | 2025.06.23 12:00 | modify | 16 | 0.10 | 169.325 | 170.825 | 168.125 | ||
| 52 | 2025.06.24 12:00 | t/p | 16 | 0.10 | 168.125 | 170.825 | 168.125 | 82.02 | 1641.16 |