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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 969.10 | Gross profit | 1384.33 | Gross loss | -415.23 |
| Profit factor | 3.33 | Expected payoff | 51.01 | ||
| Absolute drawdown | 136.71 | Maximal drawdown | 185.14 (14.05%) | Relative drawdown | 14.05% (185.14) |
| Total trades | 19 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
| Largest | profit trade | 97.67 | loss trade | -104.73 | |
| Average | profit trade | 92.29 | loss trade | -103.81 | |
| Maximum | consecutive wins (profit in money) | 6 (518.55) | consecutive losses (loss in money) | 1 (-104.73) | |
| Maximal | consecutive profit (count of wins) | 518.55 (6) | consecutive loss (count of losses) | -104.73 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.24 04:00 | buy | 1 | 0.10 | 168.184 | 0.000 | 0.000 | ||
| 2 | 2024.07.24 04:00 | modify | 1 | 0.10 | 168.184 | 166.684 | 169.584 | ||
| 3 | 2024.07.24 16:00 | s/l | 1 | 0.10 | 166.684 | 166.684 | 169.584 | -103.86 | 896.14 |
| 4 | 2024.08.07 04:00 | sell | 2 | 0.10 | 160.604 | 0.000 | 0.000 | ||
| 5 | 2024.08.07 04:00 | modify | 2 | 0.10 | 160.604 | 162.104 | 159.204 | ||
| 6 | 2024.08.08 00:00 | t/p | 2 | 0.10 | 159.204 | 162.104 | 159.204 | 93.91 | 990.05 |
| 7 | 2024.08.19 08:00 | buy | 3 | 0.10 | 161.365 | 0.000 | 0.000 | ||
| 8 | 2024.08.19 08:00 | modify | 3 | 0.10 | 161.365 | 159.865 | 162.765 | ||
| 9 | 2024.08.20 00:00 | t/p | 3 | 0.10 | 162.765 | 159.865 | 162.765 | 97.17 | 1087.22 |
| 10 | 2024.09.11 04:00 | buy | 4 | 0.10 | 156.108 | 0.000 | 0.000 | ||
| 11 | 2024.09.11 04:00 | modify | 4 | 0.10 | 156.108 | 154.608 | 157.508 | ||
| 12 | 2024.09.12 08:00 | t/p | 4 | 0.10 | 157.508 | 154.608 | 157.508 | 97.67 | 1184.89 |
| 13 | 2024.09.19 04:00 | sell | 5 | 0.10 | 159.188 | 0.000 | 0.000 | ||
| 14 | 2024.09.19 04:00 | modify | 5 | 0.10 | 159.188 | 160.688 | 157.788 | ||
| 15 | 2024.09.20 12:00 | s/l | 5 | 0.10 | 160.688 | 160.688 | 157.788 | -104.73 | 1080.17 |
| 16 | 2024.09.20 12:00 | sell | 6 | 0.10 | 160.974 | 0.000 | 0.000 | ||
| 17 | 2024.09.20 12:00 | modify | 6 | 0.10 | 160.974 | 162.474 | 159.574 | ||
| 18 | 2024.09.23 08:00 | t/p | 6 | 0.10 | 159.574 | 162.474 | 159.574 | 95.86 | 1176.03 |
| 19 | 2024.09.27 08:00 | buy | 7 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 20 | 2024.09.27 08:00 | modify | 7 | 0.10 | 159.441 | 157.941 | 160.841 | ||
| 21 | 2024.10.01 08:00 | t/p | 7 | 0.10 | 160.841 | 157.941 | 160.841 | 97.43 | 1273.46 |
| 22 | 2024.11.27 08:00 | buy | 8 | 0.10 | 159.549 | 0.000 | 0.000 | ||
| 23 | 2024.11.27 08:00 | modify | 8 | 0.10 | 159.549 | 158.049 | 160.949 | ||
| 24 | 2024.11.29 20:00 | s/l | 8 | 0.10 | 158.049 | 158.049 | 160.949 | -102.89 | 1170.57 |
| 25 | 2025.01.06 12:00 | sell | 9 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 26 | 2025.01.06 12:00 | modify | 9 | 0.10 | 163.828 | 165.328 | 162.428 | ||
| 27 | 2025.01.09 16:00 | t/p | 9 | 0.10 | 162.428 | 165.328 | 162.428 | 91.96 | 1262.53 |
| 28 | 2025.01.13 12:00 | buy | 10 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 29 | 2025.01.13 12:00 | modify | 10 | 0.10 | 160.428 | 158.928 | 161.828 | ||
| 30 | 2025.01.14 04:00 | t/p | 10 | 0.10 | 161.828 | 158.928 | 161.828 | 97.18 | 1359.71 |
| 31 | 2025.01.16 04:00 | buy | 11 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 32 | 2025.01.16 04:00 | modify | 11 | 0.10 | 160.303 | 158.803 | 161.703 | ||
| 33 | 2025.01.20 16:00 | t/p | 11 | 0.10 | 161.703 | 158.803 | 161.703 | 97.43 | 1457.13 |
| 34 | 2025.02.03 12:00 | buy | 12 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 35 | 2025.02.03 12:00 | modify | 12 | 0.10 | 158.534 | 157.034 | 159.934 | ||
| 36 | 2025.02.04 00:00 | t/p | 12 | 0.10 | 159.934 | 157.034 | 159.934 | 97.17 | 1554.31 |
| 37 | 2025.02.12 04:00 | sell | 13 | 0.10 | 159.194 | 0.000 | 0.000 | ||
| 38 | 2025.02.12 04:00 | modify | 13 | 0.10 | 159.194 | 160.694 | 157.794 | ||
| 39 | 2025.02.12 20:00 | s/l | 13 | 0.10 | 160.694 | 160.694 | 157.794 | -103.75 | 1450.56 |
| 40 | 2025.02.20 08:00 | buy | 14 | 0.10 | 156.687 | 0.000 | 0.000 | ||
| 41 | 2025.02.20 08:00 | modify | 14 | 0.10 | 156.687 | 155.187 | 158.087 | ||
| 42 | 2025.02.21 04:00 | t/p | 14 | 0.10 | 158.087 | 155.187 | 158.087 | 97.18 | 1547.74 |
| 43 | 2025.03.12 08:00 | sell | 15 | 0.10 | 161.986 | 0.000 | 0.000 | ||
| 44 | 2025.03.12 08:00 | modify | 15 | 0.10 | 161.986 | 163.486 | 160.586 | ||
| 45 | 2025.03.13 04:00 | sell | 16 | 0.10 | 161.140 | 0.000 | 0.000 | ||
| 46 | 2025.03.13 04:00 | modify | 16 | 0.10 | 161.140 | 161.496 | 160.586 | ||
| 47 | 2025.03.13 04:00 | modify | 15 | 0.10 | 161.986 | 161.496 | 160.586 | ||
| 48 | 2025.03.13 08:00 | t/p | 15 | 0.10 | 160.586 | 161.496 | 160.586 | 93.91 | 1641.65 |
| 49 | 2025.03.13 08:00 | t/p | 16 | 0.10 | 160.586 | 161.496 | 160.586 | 38.32 | 1679.97 |
| 50 | 2025.03.18 08:00 | sell | 17 | 0.10 | 163.851 | 0.000 | 0.000 | ||
| 51 | 2025.03.18 08:00 | modify | 17 | 0.10 | 163.851 | 165.351 | 162.451 | ||
| 52 | 2025.03.19 08:00 | t/p | 17 | 0.10 | 162.451 | 165.351 | 162.451 | 95.86 | 1775.83 |
| 53 | 2025.03.20 12:00 | buy | 18 | 0.10 | 161.101 | 0.000 | 0.000 | ||
| 54 | 2025.03.20 12:00 | modify | 18 | 0.10 | 161.101 | 159.601 | 162.501 | ||
| 55 | 2025.03.24 08:00 | t/p | 18 | 0.10 | 162.501 | 159.601 | 162.501 | 97.42 | 1873.25 |
| 56 | 2025.06.23 08:00 | sell | 19 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 57 | 2025.06.23 08:00 | modify | 19 | 0.10 | 169.400 | 170.900 | 168.000 | ||
| 58 | 2025.06.24 16:00 | t/p | 19 | 0.10 | 168.000 | 170.900 | 168.000 | 95.85 | 1969.10 |