Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 724.74 | Gross profit | 1090.53 | Gross loss | -365.79 |
| Profit factor | 2.98 | Expected payoff | 42.63 | ||
| Absolute drawdown | 56.41 | Maximal drawdown | 169.47 (14.26%) | Relative drawdown | 14.26% (169.47) |
| Total trades | 17 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 106.25 | loss trade | -68.83 | |
| Average | profit trade | 99.14 | loss trade | -60.96 | |
| Maximum | consecutive wins (profit in money) | 6 (603.42) | consecutive losses (loss in money) | 2 (-128.48) | |
| Maximal | consecutive profit (count of wins) | 603.42 (6) | consecutive loss (count of losses) | -128.48 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 20:00 | buy | 1 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 2 | 2024.07.11 20:00 | modify | 1 | 0.10 | 158.854 | 157.954 | 160.354 | ||
| 3 | 2024.07.12 00:00 | s/l | 1 | 0.10 | 157.954 | 157.954 | 160.354 | -56.41 | 943.59 |
| 4 | 2024.07.30 12:00 | sell | 2 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 5 | 2024.07.30 12:00 | modify | 2 | 0.10 | 154.884 | 155.784 | 153.384 | ||
| 6 | 2024.07.30 20:00 | t/p | 2 | 0.10 | 153.384 | 155.784 | 153.384 | 97.84 | 1041.43 |
| 7 | 2024.09.16 12:00 | buy | 3 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 8 | 2024.09.16 12:00 | modify | 3 | 0.10 | 139.914 | 139.014 | 141.414 | ||
| 9 | 2024.09.17 16:00 | t/p | 3 | 0.10 | 141.414 | 139.014 | 141.414 | 106.25 | 1147.68 |
| 10 | 2024.10.14 20:00 | sell | 4 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 11 | 2024.10.14 20:00 | modify | 4 | 0.10 | 149.763 | 150.663 | 148.263 | ||
| 12 | 2024.10.21 20:00 | s/l | 4 | 0.10 | 150.663 | 150.663 | 148.263 | -68.83 | 1078.85 |
| 13 | 2024.12.15 20:00 | sell | 5 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 14 | 2024.12.15 20:00 | modify | 5 | 0.10 | 153.573 | 154.473 | 152.073 | ||
| 15 | 2024.12.16 16:00 | s/l | 5 | 0.10 | 154.473 | 154.473 | 152.073 | -59.65 | 1019.20 |
| 16 | 2024.12.26 20:00 | sell | 6 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 17 | 2024.12.26 20:00 | modify | 6 | 0.10 | 157.985 | 158.885 | 156.485 | ||
| 18 | 2024.12.31 04:00 | t/p | 6 | 0.10 | 156.485 | 158.885 | 156.485 | 91.95 | 1111.15 |
| 19 | 2025.02.03 08:00 | sell | 7 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 20 | 2025.02.03 08:00 | modify | 7 | 0.10 | 155.623 | 156.523 | 154.123 | ||
| 21 | 2025.02.03 16:00 | t/p | 7 | 0.10 | 154.123 | 156.523 | 154.123 | 96.93 | 1208.08 |
| 22 | 2025.02.05 08:00 | buy | 8 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 23 | 2025.02.05 08:00 | modify | 8 | 0.10 | 153.331 | 152.431 | 154.831 | ||
| 24 | 2025.02.05 16:00 | s/l | 8 | 0.10 | 152.431 | 152.431 | 154.831 | -59.16 | 1148.92 |
| 25 | 2025.02.12 20:00 | sell | 9 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 26 | 2025.02.12 20:00 | modify | 9 | 0.10 | 154.426 | 155.326 | 152.926 | ||
| 27 | 2025.02.13 20:00 | t/p | 9 | 0.10 | 152.926 | 155.326 | 152.926 | 94.14 | 1243.06 |
| 28 | 2025.02.14 20:00 | buy | 10 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 29 | 2025.02.14 20:00 | modify | 10 | 0.10 | 152.240 | 151.340 | 153.740 | ||
| 30 | 2025.02.17 16:00 | s/l | 10 | 0.10 | 151.340 | 151.340 | 153.740 | -59.01 | 1184.04 |
| 31 | 2025.03.14 12:00 | sell | 11 | 0.10 | 148.731 | 0.000 | 0.000 | ||
| 32 | 2025.03.14 12:00 | modify | 11 | 0.10 | 148.731 | 149.631 | 147.231 | ||
| 33 | 2025.03.18 04:00 | s/l | 11 | 0.10 | 149.631 | 149.631 | 147.231 | -62.72 | 1121.32 |
| 34 | 2025.03.24 20:00 | sell | 12 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 35 | 2025.03.24 20:00 | modify | 12 | 0.10 | 150.643 | 151.543 | 149.143 | ||
| 36 | 2025.03.31 04:00 | t/p | 12 | 0.10 | 149.143 | 151.543 | 149.143 | 91.56 | 1212.88 |
| 37 | 2025.04.22 08:00 | buy | 13 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 38 | 2025.04.22 08:00 | modify | 13 | 0.10 | 140.312 | 139.412 | 141.812 | ||
| 39 | 2025.04.23 00:00 | t/p | 13 | 0.10 | 141.812 | 139.412 | 141.812 | 105.56 | 1318.44 |
| 40 | 2025.05.12 12:00 | sell | 14 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 41 | 2025.05.12 12:00 | modify | 14 | 0.10 | 147.880 | 148.780 | 146.380 | ||
| 42 | 2025.05.14 12:00 | t/p | 14 | 0.10 | 146.380 | 148.780 | 146.380 | 99.99 | 1418.42 |
| 43 | 2025.06.02 16:00 | buy | 15 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 44 | 2025.06.02 16:00 | modify | 15 | 0.10 | 142.802 | 141.902 | 144.302 | ||
| 45 | 2025.06.04 08:00 | t/p | 15 | 0.10 | 144.302 | 141.902 | 144.302 | 105.00 | 1523.42 |
| 46 | 2025.06.06 20:00 | sell | 16 | 0.10 | 144.785 | 0.000 | 0.000 | ||
| 47 | 2025.06.06 20:00 | modify | 16 | 0.10 | 144.785 | 145.685 | 143.285 | ||
| 48 | 2025.06.12 16:00 | t/p | 16 | 0.10 | 143.285 | 145.685 | 143.285 | 96.56 | 1619.98 |
| 49 | 2025.06.12 16:00 | buy | 17 | 0.10 | 143.677 | 0.000 | 0.000 | ||
| 50 | 2025.06.12 16:00 | modify | 17 | 0.10 | 143.677 | 142.777 | 145.177 | ||
| 51 | 2025.06.17 16:00 | t/p | 17 | 0.10 | 145.177 | 142.777 | 145.177 | 104.76 | 1724.74 |