Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound 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=7; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 40 | ||
| Total net profit | -12.29 | Gross profit | 859.43 | Gross loss | -871.73 |
| Profit factor | 0.99 | Expected payoff | -0.56 | ||
| Absolute drawdown | 276.67 | Maximal drawdown | 458.08 (38.77%) | Relative drawdown | 38.77% (458.08) |
| Total trades | 22 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
| Largest | profit trade | 98.45 | loss trade | -119.08 | |
| Average | profit trade | 71.62 | loss trade | -87.17 | |
| Maximum | consecutive wins (profit in money) | 4 (384.10) | consecutive losses (loss in money) | 3 (-310.07) | |
| Maximal | consecutive profit (count of wins) | 384.10 (4) | consecutive loss (count of losses) | -310.07 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 20:00 | sell | 1 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 20:00 | modify | 1 | 0.10 | 206.003 | 207.503 | 204.603 | ||
| 3 | 2024.07.10 16:00 | s/l | 1 | 0.10 | 207.503 | 207.503 | 204.603 | -119.08 | 880.92 |
| 4 | 2024.07.11 00:00 | sell | 2 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 5 | 2024.07.11 00:00 | modify | 2 | 0.10 | 207.703 | 209.203 | 206.303 | ||
| 6 | 2024.07.11 16:00 | t/p | 2 | 0.10 | 206.303 | 209.203 | 206.303 | 96.83 | 977.75 |
| 7 | 2024.07.11 20:00 | buy | 3 | 0.10 | 205.103 | 0.000 | 0.000 | ||
| 8 | 2024.07.11 20:00 | modify | 3 | 0.10 | 205.103 | 203.603 | 206.503 | ||
| 9 | 2024.07.17 12:00 | s/l | 3 | 0.10 | 203.603 | 203.603 | 206.503 | -100.84 | 876.91 |
| 10 | 2024.07.23 12:00 | buy | 4 | 0.10 | 201.665 | 0.000 | 0.000 | ||
| 11 | 2024.07.23 12:00 | modify | 4 | 0.10 | 201.665 | 200.165 | 203.065 | ||
| 12 | 2024.07.24 04:00 | s/l | 4 | 0.10 | 200.165 | 200.165 | 203.065 | -103.10 | 773.81 |
| 13 | 2024.08.12 16:00 | sell | 5 | 0.10 | 188.442 | 0.000 | 0.000 | ||
| 14 | 2024.08.12 16:00 | modify | 5 | 0.10 | 188.442 | 189.942 | 187.042 | ||
| 15 | 2024.08.12 20:00 | sell | 6 | 0.10 | 187.926 | 0.000 | 0.000 | ||
| 16 | 2024.08.12 20:00 | modify | 6 | 0.10 | 187.926 | 188.162 | 187.042 | ||
| 17 | 2024.08.12 20:00 | modify | 5 | 0.10 | 188.442 | 188.162 | 187.042 | ||
| 18 | 2024.08.13 04:00 | s/l | 5 | 0.10 | 188.162 | 188.162 | 187.042 | 17.17 | 790.98 |
| 19 | 2024.08.13 04:00 | s/l | 6 | 0.10 | 188.162 | 188.162 | 187.042 | -18.52 | 772.46 |
| 20 | 2024.09.13 16:00 | buy | 7 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 21 | 2024.09.13 16:00 | modify | 7 | 0.10 | 184.858 | 183.358 | 186.258 | ||
| 22 | 2024.09.17 00:00 | t/p | 7 | 0.10 | 186.258 | 183.358 | 186.258 | 98.45 | 870.91 |
| 23 | 2024.10.09 20:00 | sell | 8 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 24 | 2024.10.09 20:00 | modify | 8 | 0.10 | 195.073 | 196.573 | 193.673 | ||
| 25 | 2024.10.10 16:00 | t/p | 8 | 0.10 | 193.673 | 196.573 | 193.673 | 90.27 | 961.18 |
| 26 | 2024.10.31 20:00 | buy | 9 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 27 | 2024.10.31 20:00 | modify | 9 | 0.10 | 195.909 | 194.409 | 197.309 | ||
| 28 | 2024.11.01 12:00 | t/p | 9 | 0.10 | 197.309 | 194.409 | 197.309 | 97.69 | 1058.86 |
| 29 | 2024.11.10 20:00 | buy | 10 | 0.10 | 196.889 | 0.000 | 0.000 | ||
| 30 | 2024.11.10 20:00 | modify | 10 | 0.10 | 196.889 | 195.389 | 198.289 | ||
| 31 | 2024.11.11 08:00 | t/p | 10 | 0.10 | 198.289 | 195.389 | 198.289 | 97.70 | 1156.56 |
| 32 | 2024.11.22 04:00 | buy | 11 | 0.10 | 194.159 | 0.000 | 0.000 | ||
| 33 | 2024.11.22 04:00 | modify | 11 | 0.10 | 194.159 | 192.659 | 195.559 | ||
| 34 | 2024.11.26 04:00 | s/l | 11 | 0.10 | 192.659 | 192.659 | 195.559 | -102.35 | 1054.21 |
| 35 | 2024.11.29 08:00 | buy | 12 | 0.10 | 190.863 | 0.000 | 0.000 | ||
| 36 | 2024.11.29 08:00 | modify | 12 | 0.10 | 190.863 | 189.363 | 192.263 | ||
| 37 | 2024.12.02 16:00 | s/l | 12 | 0.10 | 189.363 | 189.363 | 192.263 | -103.10 | 951.11 |
| 38 | 2025.01.06 16:00 | sell | 13 | 0.10 | 197.037 | 0.000 | 0.000 | ||
| 39 | 2025.01.06 16:00 | modify | 13 | 0.10 | 197.037 | 198.537 | 195.637 | ||
| 40 | 2025.01.08 12:00 | t/p | 13 | 0.10 | 195.637 | 198.537 | 195.637 | 92.45 | 1043.56 |
| 41 | 2025.01.09 12:00 | buy | 14 | 0.10 | 194.080 | 0.000 | 0.000 | ||
| 42 | 2025.01.09 12:00 | modify | 14 | 0.10 | 194.080 | 192.580 | 195.480 | ||
| 43 | 2025.01.10 20:00 | s/l | 14 | 0.10 | 192.580 | 192.580 | 195.480 | -103.10 | 940.45 |
| 44 | 2025.01.10 20:00 | buy | 15 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 45 | 2025.01.10 20:00 | modify | 15 | 0.10 | 192.796 | 191.296 | 194.196 | ||
| 46 | 2025.01.13 04:00 | s/l | 15 | 0.10 | 191.296 | 191.296 | 194.196 | -103.10 | 837.35 |
| 47 | 2025.04.04 20:00 | buy | 16 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 48 | 2025.04.04 20:00 | modify | 16 | 0.10 | 189.048 | 187.548 | 190.448 | ||
| 49 | 2025.04.06 20:00 | s/l | 16 | 0.10 | 187.548 | 187.548 | 190.448 | -103.86 | 733.49 |
| 50 | 2025.05.02 00:00 | sell | 17 | 0.10 | 193.177 | 0.000 | 0.000 | ||
| 51 | 2025.05.02 00:00 | modify | 17 | 0.10 | 193.177 | 194.677 | 191.777 | ||
| 52 | 2025.05.02 12:00 | sell | 18 | 0.10 | 192.177 | 0.000 | 0.000 | ||
| 53 | 2025.05.02 12:00 | modify | 18 | 0.10 | 192.177 | 192.617 | 191.777 | ||
| 54 | 2025.05.02 12:00 | modify | 17 | 0.10 | 193.177 | 192.617 | 191.777 | ||
| 55 | 2025.05.02 16:00 | t/p | 17 | 0.10 | 191.777 | 192.617 | 191.777 | 96.84 | 830.33 |
| 56 | 2025.05.02 16:00 | t/p | 18 | 0.10 | 191.777 | 192.617 | 191.777 | 27.67 | 858.00 |
| 57 | 2025.05.09 00:00 | sell | 19 | 0.10 | 193.219 | 0.000 | 0.000 | ||
| 58 | 2025.05.09 00:00 | modify | 19 | 0.10 | 193.219 | 194.719 | 191.819 | ||
| 59 | 2025.05.09 04:00 | sell | 20 | 0.10 | 192.727 | 0.000 | 0.000 | ||
| 60 | 2025.05.09 04:00 | modify | 20 | 0.10 | 192.727 | 192.939 | 191.819 | ||
| 61 | 2025.05.09 04:00 | modify | 19 | 0.10 | 193.219 | 192.939 | 191.819 | ||
| 62 | 2025.05.09 12:00 | s/l | 19 | 0.10 | 192.939 | 192.939 | 191.819 | 19.37 | 877.37 |
| 63 | 2025.05.09 12:00 | s/l | 20 | 0.10 | 192.939 | 192.939 | 191.819 | -14.66 | 862.71 |
| 64 | 2025.05.13 00:00 | sell | 21 | 0.10 | 195.357 | 0.000 | 0.000 | ||
| 65 | 2025.05.13 00:00 | modify | 21 | 0.10 | 195.357 | 196.857 | 193.957 | ||
| 66 | 2025.05.15 00:00 | sell | 22 | 0.10 | 194.491 | 0.000 | 0.000 | ||
| 67 | 2025.05.15 00:00 | modify | 22 | 0.10 | 194.491 | 195.007 | 193.957 | ||
| 68 | 2025.05.15 00:00 | modify | 21 | 0.10 | 195.357 | 195.007 | 193.957 | ||
| 69 | 2025.05.15 04:00 | t/p | 21 | 0.10 | 193.957 | 195.007 | 193.957 | 88.07 | 950.78 |
| 70 | 2025.05.15 04:00 | t/p | 22 | 0.10 | 193.957 | 195.007 | 193.957 | 36.93 | 987.71 |