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=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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=21; 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 | 288.02 | Gross profit | 407.98 | Gross loss | -119.96 |
| Profit factor | 3.40 | Expected payoff | 41.15 | ||
| Absolute drawdown | 35.92 | Maximal drawdown | 218.18 (16.23%) | Relative drawdown | 16.23% (218.18) |
| Total trades | 7 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 103.86 | loss trade | -105.94 | |
| Average | profit trade | 81.60 | loss trade | -59.98 | |
| Maximum | consecutive wins (profit in money) | 3 (311.37) | consecutive losses (loss in money) | 1 (-105.94) | |
| Maximal | consecutive profit (count of wins) | 311.37 (3) | consecutive loss (count of losses) | -105.94 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 204.503 | ||
| 3 | 2024.07.04 08:00 | sell | 2 | 0.10 | 205.682 | 0.000 | 0.000 | ||
| 4 | 2024.07.04 08:00 | modify | 2 | 0.10 | 205.682 | 205.853 | 204.503 | ||
| 5 | 2024.07.04 08:00 | modify | 1 | 0.10 | 206.003 | 205.853 | 204.503 | ||
| 6 | 2024.07.05 00:00 | s/l | 1 | 0.10 | 205.853 | 205.853 | 204.503 | 1.62 | 1001.62 |
| 7 | 2024.07.05 00:00 | s/l | 2 | 0.10 | 205.853 | 205.853 | 204.503 | -14.02 | 987.60 |
| 8 | 2024.07.11 00:00 | sell | 3 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 9 | 2024.07.11 00:00 | modify | 3 | 0.10 | 207.703 | 209.203 | 206.203 | ||
| 10 | 2024.07.11 16:00 | t/p | 3 | 0.10 | 206.203 | 209.203 | 206.203 | 103.75 | 1091.35 |
| 11 | 2024.07.25 12:00 | buy | 4 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 12 | 2024.07.25 12:00 | modify | 4 | 0.10 | 196.621 | 195.121 | 198.121 | ||
| 13 | 2024.07.25 16:00 | t/p | 4 | 0.10 | 198.121 | 195.121 | 198.121 | 103.86 | 1195.21 |
| 14 | 2025.05.02 00:00 | sell | 5 | 0.10 | 193.177 | 0.000 | 0.000 | ||
| 15 | 2025.05.02 00:00 | modify | 5 | 0.10 | 193.177 | 194.677 | 191.677 | ||
| 16 | 2025.05.02 16:00 | t/p | 5 | 0.10 | 191.677 | 194.677 | 191.677 | 103.76 | 1298.97 |
| 17 | 2025.05.09 00:00 | sell | 6 | 0.10 | 193.219 | 0.000 | 0.000 | ||
| 18 | 2025.05.09 00:00 | modify | 6 | 0.10 | 193.219 | 194.719 | 191.719 | ||
| 19 | 2025.05.12 08:00 | s/l | 6 | 0.10 | 194.719 | 194.719 | 191.719 | -105.94 | 1193.03 |
| 20 | 2025.05.13 00:00 | sell | 7 | 0.10 | 195.357 | 0.000 | 0.000 | ||
| 21 | 2025.05.13 00:00 | modify | 7 | 0.10 | 195.357 | 196.857 | 193.857 | ||
| 22 | 2025.05.15 08:00 | t/p | 7 | 0.10 | 193.857 | 196.857 | 193.857 | 94.99 | 1288.02 |