Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| 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=6; 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=120; 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=55; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 395.74 | Gross profit | 757.16 | Gross loss | -361.42 |
| Profit factor | 2.09 | Expected payoff | 24.73 | ||
| Absolute drawdown | 7.98 | Maximal drawdown | 403.09 (28.63%) | Relative drawdown | 28.63% (403.09) |
| Total trades | 16 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
| Largest | profit trade | 95.84 | loss trade | -91.14 | |
| Average | profit trade | 75.72 | loss trade | -60.24 | |
| Maximum | consecutive wins (profit in money) | 4 (351.75) | consecutive losses (loss in money) | 4 (-330.32) | |
| Maximal | consecutive profit (count of wins) | 351.75 (4) | consecutive loss (count of losses) | -330.32 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.13 20:00 | sell | 1 | 0.10 | 189.704 | 0.000 | 0.000 | ||
| 2 | 2024.02.13 20:00 | modify | 1 | 0.10 | 189.704 | 190.904 | 188.304 | ||
| 3 | 2024.02.15 12:00 | t/p | 1 | 0.10 | 188.304 | 190.904 | 188.304 | 80.00 | 1080.00 |
| 4 | 2024.03.04 20:00 | sell | 2 | 0.10 | 191.055 | 0.000 | 0.000 | ||
| 5 | 2024.03.04 20:00 | modify | 2 | 0.10 | 191.055 | 192.255 | 189.655 | ||
| 6 | 2024.03.06 08:00 | sell | 3 | 0.10 | 190.064 | 0.000 | 0.000 | ||
| 7 | 2024.03.06 08:00 | modify | 3 | 0.10 | 190.064 | 190.285 | 189.655 | ||
| 8 | 2024.03.06 08:00 | modify | 2 | 0.10 | 191.055 | 190.285 | 189.655 | ||
| 9 | 2024.03.06 12:00 | s/l | 2 | 0.10 | 190.285 | 190.285 | 189.655 | 44.43 | 1124.44 |
| 10 | 2024.03.06 12:00 | s/l | 3 | 0.10 | 190.285 | 190.285 | 189.655 | -14.00 | 1110.44 |
| 11 | 2024.03.07 12:00 | buy | 4 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 12 | 2024.03.07 12:00 | modify | 4 | 0.10 | 188.597 | 187.397 | 189.997 | ||
| 13 | 2024.03.15 20:00 | t/p | 4 | 0.10 | 189.997 | 187.397 | 189.997 | 95.84 | 1206.27 |
| 14 | 2024.03.20 12:00 | sell | 5 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 15 | 2024.03.20 12:00 | modify | 5 | 0.10 | 192.561 | 193.761 | 191.161 | ||
| 16 | 2024.03.22 08:00 | t/p | 5 | 0.10 | 191.161 | 193.761 | 191.161 | 80.00 | 1286.28 |
| 17 | 2024.05.03 20:00 | buy | 6 | 0.10 | 191.893 | 0.000 | 0.000 | ||
| 18 | 2024.05.03 20:00 | modify | 6 | 0.10 | 191.893 | 190.693 | 193.293 | ||
| 19 | 2024.05.06 08:00 | t/p | 6 | 0.10 | 193.293 | 190.693 | 193.293 | 89.56 | 1375.84 |
| 20 | 2024.05.13 20:00 | sell | 7 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 21 | 2024.05.13 20:00 | modify | 7 | 0.10 | 196.126 | 197.326 | 194.726 | ||
| 22 | 2024.05.17 04:00 | s/l | 7 | 0.10 | 197.326 | 197.326 | 194.726 | -88.98 | 1286.85 |
| 23 | 2024.07.03 20:00 | sell | 8 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 24 | 2024.07.03 20:00 | modify | 8 | 0.10 | 206.003 | 207.203 | 204.603 | ||
| 25 | 2024.07.10 16:00 | s/l | 8 | 0.10 | 207.203 | 207.203 | 204.603 | -91.14 | 1195.72 |
| 26 | 2024.07.11 20:00 | buy | 9 | 0.10 | 205.103 | 0.000 | 0.000 | ||
| 27 | 2024.07.11 20:00 | modify | 9 | 0.10 | 205.103 | 203.903 | 206.503 | ||
| 28 | 2024.07.12 00:00 | s/l | 9 | 0.10 | 203.903 | 203.903 | 206.503 | -75.10 | 1120.61 |
| 29 | 2024.07.23 12:00 | buy | 10 | 0.10 | 201.665 | 0.000 | 0.000 | ||
| 30 | 2024.07.23 12:00 | modify | 10 | 0.10 | 201.665 | 200.465 | 203.065 | ||
| 31 | 2024.07.24 04:00 | s/l | 10 | 0.10 | 200.465 | 200.465 | 203.065 | -75.09 | 1045.52 |
| 32 | 2024.08.12 16:00 | sell | 11 | 0.10 | 188.442 | 0.000 | 0.000 | ||
| 33 | 2024.08.12 16:00 | modify | 11 | 0.10 | 188.442 | 189.642 | 187.042 | ||
| 34 | 2024.08.12 20:00 | sell | 12 | 0.10 | 187.926 | 0.000 | 0.000 | ||
| 35 | 2024.08.12 20:00 | modify | 12 | 0.10 | 187.926 | 188.162 | 187.042 | ||
| 36 | 2024.08.12 20:00 | modify | 11 | 0.10 | 188.442 | 188.162 | 187.042 | ||
| 37 | 2024.08.13 04:00 | s/l | 11 | 0.10 | 188.162 | 188.162 | 187.042 | 15.58 | 1061.09 |
| 38 | 2024.08.13 04:00 | s/l | 12 | 0.10 | 188.162 | 188.162 | 187.042 | -17.10 | 1043.99 |
| 39 | 2024.09.13 16:00 | buy | 13 | 0.10 | 184.858 | 0.000 | 0.000 | ||
| 40 | 2024.09.13 16:00 | modify | 13 | 0.10 | 184.858 | 183.658 | 186.258 | ||
| 41 | 2024.09.17 00:00 | t/p | 13 | 0.10 | 186.258 | 183.658 | 186.258 | 90.46 | 1134.45 |
| 42 | 2024.10.09 20:00 | sell | 14 | 0.10 | 195.073 | 0.000 | 0.000 | ||
| 43 | 2024.10.09 20:00 | modify | 14 | 0.10 | 195.073 | 196.273 | 193.673 | ||
| 44 | 2024.10.10 16:00 | t/p | 14 | 0.10 | 193.673 | 196.273 | 193.673 | 82.17 | 1216.62 |
| 45 | 2024.10.31 20:00 | buy | 15 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 46 | 2024.10.31 20:00 | modify | 15 | 0.10 | 195.909 | 194.709 | 197.309 | ||
| 47 | 2024.11.01 12:00 | t/p | 15 | 0.10 | 197.309 | 194.709 | 197.309 | 89.57 | 1306.19 |
| 48 | 2024.11.10 20:00 | buy | 16 | 0.10 | 196.889 | 0.000 | 0.000 | ||
| 49 | 2024.11.10 20:00 | modify | 16 | 0.10 | 196.889 | 195.689 | 198.289 | ||
| 50 | 2024.11.11 08:00 | t/p | 16 | 0.10 | 198.289 | 195.689 | 198.289 | 89.56 | 1395.74 |