Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2610 | Ticks modelled | 79911 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 572.77 | Gross profit | 572.77 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 71.60 | |||
| Absolute drawdown | 20.58 | Maximal drawdown | 73.11 (6.00%) | Relative drawdown | 6.67% (70.66) |
| Total trades | 8 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 8 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 100.03 | loss trade | -0.00 | |
| Average | profit trade | 71.60 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 8 (572.77) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 572.77 (8) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 8 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.13 20:00 | sell | 1 | 0.10 | 196.153 | 0.000 | 0.000 | ||
| 2 | 2025.05.13 20:00 | modify | 1 | 0.10 | 196.153 | 197.553 | 194.653 | ||
| 3 | 2025.05.14 03:40 | sell | 2 | 0.10 | 195.617 | 0.000 | 0.000 | ||
| 4 | 2025.05.14 03:40 | modify | 2 | 0.10 | 195.617 | 196.003 | 194.653 | ||
| 5 | 2025.05.14 03:40 | modify | 1 | 0.10 | 196.153 | 196.003 | 194.653 | ||
| 6 | 2025.05.14 09:05 | sell | 3 | 0.10 | 195.153 | 0.000 | 0.000 | ||
| 7 | 2025.05.14 09:05 | modify | 3 | 0.10 | 195.153 | 195.478 | 194.653 | ||
| 8 | 2025.05.14 09:05 | modify | 2 | 0.10 | 195.617 | 195.478 | 194.653 | ||
| 9 | 2025.05.14 09:05 | modify | 1 | 0.10 | 196.153 | 195.478 | 194.653 | ||
| 10 | 2025.05.14 09:40 | t/p | 1 | 0.10 | 194.653 | 195.478 | 194.653 | 95.58 | 1095.58 |
| 11 | 2025.05.14 09:40 | t/p | 2 | 0.10 | 194.653 | 195.478 | 194.653 | 62.59 | 1158.17 |
| 12 | 2025.05.14 09:40 | t/p | 3 | 0.10 | 194.653 | 195.478 | 194.653 | 32.46 | 1190.63 |
| 13 | 2025.10.01 12:00 | buy | 4 | 0.10 | 198.220 | 0.000 | 0.000 | ||
| 14 | 2025.10.01 12:00 | modify | 4 | 0.10 | 198.220 | 196.820 | 199.720 | ||
| 15 | 2025.10.03 16:55 | buy | 5 | 0.10 | 198.837 | 0.000 | 0.000 | ||
| 16 | 2025.10.03 16:55 | modify | 5 | 0.10 | 198.837 | 198.595 | 199.720 | ||
| 17 | 2025.10.03 16:55 | modify | 4 | 0.10 | 198.220 | 198.595 | 199.720 | ||
| 18 | 2025.10.03 18:20 | buy | 6 | 0.10 | 198.762 | 0.000 | 0.000 | ||
| 19 | 2025.10.03 18:20 | modify | 6 | 0.10 | 198.762 | 198.370 | 199.720 | ||
| 20 | 2025.10.03 18:25 | modify | 6 | 0.10 | 198.762 | 198.595 | 199.720 | ||
| 21 | 2025.10.05 21:00 | t/p | 4 | 0.10 | 199.720 | 198.595 | 199.720 | 100.03 | 1290.66 |
| 22 | 2025.10.05 21:00 | t/p | 5 | 0.10 | 199.720 | 198.595 | 199.720 | 57.33 | 1347.99 |
| 23 | 2025.10.05 21:00 | t/p | 6 | 0.10 | 199.720 | 198.595 | 199.720 | 62.21 | 1410.20 |
| 24 | 2025.10.29 12:00 | buy | 7 | 0.10 | 201.255 | 0.000 | 0.000 | ||
| 25 | 2025.10.29 12:00 | modify | 7 | 0.10 | 201.255 | 199.855 | 202.755 | ||
| 26 | 2025.10.30 04:55 | buy | 8 | 0.10 | 201.782 | 0.000 | 0.000 | ||
| 27 | 2025.10.30 04:55 | modify | 8 | 0.10 | 201.782 | 201.405 | 202.755 | ||
| 28 | 2025.10.30 04:55 | modify | 7 | 0.10 | 201.255 | 201.405 | 202.755 | ||
| 29 | 2025.10.30 08:06 | t/p | 7 | 0.10 | 202.755 | 201.405 | 202.755 | 99.38 | 1509.58 |
| 30 | 2025.10.30 08:06 | t/p | 8 | 0.10 | 202.755 | 201.405 | 202.755 | 63.19 | 1572.77 |