Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 | 1908 | Ticks modelled | 53145971 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 154.51 | Gross profit | 311.93 | Gross loss | -157.43 |
| Profit factor | 1.98 | Expected payoff | 9.66 | ||
| Absolute drawdown | 55.49 | Maximal drawdown | 212.91 (18.40%) | Relative drawdown | 18.40% (212.91) |
| Total trades | 16 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 7 (43.75%) | Loss trades (% of total) | 9 (56.25%) | ||
| Largest | profit trade | 90.40 | loss trade | -33.69 | |
| Average | profit trade | 44.56 | loss trade | -17.49 | |
| Maximum | consecutive wins (profit in money) | 5 (247.83) | consecutive losses (loss in money) | 3 (-48.07) | |
| Maximal | consecutive profit (count of wins) | 247.83 (5) | consecutive loss (count of losses) | -48.07 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.13 20:00 | sell | 1 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 2 | 2024.05.13 20:00 | modify | 1 | 0.10 | 168.538 | 168.938 | 167.138 | ||
| 3 | 2024.05.14 10:53 | s/l | 1 | 0.10 | 168.938 | 168.938 | 167.138 | -28.05 | 971.95 |
| 4 | 2024.05.14 20:00 | sell | 2 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 5 | 2024.05.14 20:00 | modify | 2 | 0.10 | 169.291 | 169.691 | 167.891 | ||
| 6 | 2024.05.15 08:33 | sell | 3 | 0.10 | 168.728 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 08:33 | modify | 3 | 0.10 | 168.728 | 169.081 | 167.891 | ||
| 8 | 2024.05.15 08:33 | modify | 2 | 0.10 | 169.291 | 169.081 | 167.891 | ||
| 9 | 2024.05.15 08:37 | sell | 4 | 0.10 | 168.661 | 0.000 | 0.000 | ||
| 10 | 2024.05.15 08:37 | modify | 4 | 0.10 | 168.661 | 168.941 | 167.891 | ||
| 11 | 2024.05.15 08:37 | modify | 3 | 0.10 | 168.728 | 168.941 | 167.891 | ||
| 12 | 2024.05.15 08:37 | modify | 2 | 0.10 | 169.291 | 168.941 | 167.891 | ||
| 13 | 2024.05.15 12:30 | sell | 5 | 0.10 | 168.302 | 0.000 | 0.000 | ||
| 14 | 2024.05.15 12:30 | modify | 5 | 0.10 | 168.302 | 168.801 | 167.891 | ||
| 15 | 2024.05.15 12:30 | modify | 4 | 0.10 | 168.661 | 168.801 | 167.891 | ||
| 16 | 2024.05.15 12:30 | modify | 3 | 0.10 | 168.728 | 168.801 | 167.891 | ||
| 17 | 2024.05.15 12:30 | modify | 2 | 0.10 | 169.291 | 168.801 | 167.891 | ||
| 18 | 2024.05.15 13:56 | s/l | 2 | 0.10 | 168.801 | 168.801 | 167.891 | 32.05 | 1004.01 |
| 19 | 2024.05.15 13:56 | s/l | 3 | 0.10 | 168.801 | 168.801 | 167.891 | -4.93 | 999.08 |
| 20 | 2024.05.15 13:56 | s/l | 4 | 0.10 | 168.801 | 168.801 | 167.891 | -9.45 | 989.63 |
| 21 | 2024.05.15 13:56 | s/l | 5 | 0.10 | 168.801 | 168.801 | 167.891 | -33.69 | 955.94 |
| 22 | 2024.05.28 20:00 | sell | 6 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 23 | 2024.05.28 20:00 | modify | 6 | 0.10 | 170.670 | 171.070 | 169.270 | ||
| 24 | 2024.05.29 21:05 | sell | 7 | 0.10 | 170.109 | 0.000 | 0.000 | ||
| 25 | 2024.05.29 21:05 | modify | 7 | 0.10 | 170.109 | 170.460 | 169.270 | ||
| 26 | 2024.05.29 21:05 | modify | 6 | 0.10 | 170.670 | 170.460 | 169.270 | ||
| 27 | 2024.05.30 00:18 | sell | 8 | 0.10 | 170.038 | 0.000 | 0.000 | ||
| 28 | 2024.05.30 00:18 | modify | 8 | 0.10 | 170.038 | 170.320 | 169.270 | ||
| 29 | 2024.05.30 00:18 | modify | 7 | 0.10 | 170.109 | 170.320 | 169.270 | ||
| 30 | 2024.05.30 00:18 | modify | 6 | 0.10 | 170.670 | 170.320 | 169.270 | ||
| 31 | 2024.05.30 04:36 | sell | 9 | 0.10 | 169.690 | 0.000 | 0.000 | ||
| 32 | 2024.05.30 04:36 | modify | 9 | 0.10 | 169.690 | 170.180 | 169.270 | ||
| 33 | 2024.05.30 04:36 | modify | 8 | 0.10 | 170.038 | 170.180 | 169.270 | ||
| 34 | 2024.05.30 04:36 | modify | 7 | 0.10 | 170.109 | 170.180 | 169.270 | ||
| 35 | 2024.05.30 04:36 | modify | 6 | 0.10 | 170.670 | 170.180 | 169.270 | ||
| 36 | 2024.05.30 06:09 | t/p | 6 | 0.10 | 169.270 | 170.180 | 169.270 | 90.40 | 1046.34 |
| 37 | 2024.05.30 06:09 | t/p | 7 | 0.10 | 169.270 | 170.180 | 169.270 | 53.55 | 1099.88 |
| 38 | 2024.05.30 06:09 | t/p | 8 | 0.10 | 169.270 | 170.180 | 169.270 | 51.87 | 1151.75 |
| 39 | 2024.05.30 06:09 | t/p | 9 | 0.10 | 169.270 | 170.180 | 169.270 | 28.37 | 1180.12 |
| 40 | 2024.07.11 20:00 | buy | 10 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 41 | 2024.07.11 20:00 | modify | 10 | 0.10 | 172.590 | 172.190 | 173.990 | ||
| 42 | 2024.07.11 23:05 | buy | 11 | 0.10 | 173.161 | 0.000 | 0.000 | ||
| 43 | 2024.07.11 23:05 | modify | 11 | 0.10 | 173.161 | 172.800 | 173.990 | ||
| 44 | 2024.07.11 23:05 | modify | 10 | 0.10 | 172.590 | 172.800 | 173.990 | ||
| 45 | 2024.07.11 23:07 | buy | 12 | 0.10 | 173.221 | 0.000 | 0.000 | ||
| 46 | 2024.07.11 23:07 | modify | 12 | 0.10 | 173.221 | 172.940 | 173.990 | ||
| 47 | 2024.07.11 23:07 | modify | 11 | 0.10 | 173.161 | 172.940 | 173.990 | ||
| 48 | 2024.07.11 23:07 | modify | 10 | 0.10 | 172.590 | 172.940 | 173.990 | ||
| 49 | 2024.07.11 23:28 | s/l | 10 | 0.10 | 172.940 | 172.940 | 173.990 | 23.64 | 1203.76 |
| 50 | 2024.07.11 23:28 | s/l | 11 | 0.10 | 172.940 | 172.940 | 173.990 | -14.93 | 1188.83 |
| 51 | 2024.07.11 23:28 | s/l | 12 | 0.10 | 172.940 | 172.940 | 173.990 | -18.98 | 1169.85 |
| 52 | 2024.08.15 20:00 | sell | 13 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 53 | 2024.08.15 20:00 | modify | 13 | 0.10 | 163.556 | 163.956 | 162.156 | ||
| 54 | 2024.08.16 11:04 | sell | 14 | 0.10 | 162.994 | 0.000 | 0.000 | ||
| 55 | 2024.08.16 11:04 | modify | 14 | 0.10 | 162.994 | 163.346 | 162.156 | ||
| 56 | 2024.08.16 11:04 | modify | 13 | 0.10 | 163.556 | 163.346 | 162.156 | ||
| 57 | 2024.08.16 11:06 | sell | 15 | 0.10 | 162.926 | 0.000 | 0.000 | ||
| 58 | 2024.08.16 11:06 | modify | 15 | 0.10 | 162.926 | 163.206 | 162.156 | ||
| 59 | 2024.08.16 11:06 | modify | 14 | 0.10 | 162.994 | 163.206 | 162.156 | ||
| 60 | 2024.08.16 11:06 | modify | 13 | 0.10 | 163.556 | 163.206 | 162.156 | ||
| 61 | 2024.08.16 12:05 | sell | 16 | 0.10 | 162.576 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 12:05 | modify | 16 | 0.10 | 162.576 | 163.066 | 162.156 | ||
| 63 | 2024.08.16 12:05 | modify | 15 | 0.10 | 162.926 | 163.066 | 162.156 | ||
| 64 | 2024.08.16 12:05 | modify | 14 | 0.10 | 162.994 | 163.066 | 162.156 | ||
| 65 | 2024.08.16 12:05 | modify | 13 | 0.10 | 163.556 | 163.066 | 162.156 | ||
| 66 | 2024.08.18 22:13 | s/l | 13 | 0.10 | 163.066 | 163.066 | 162.156 | 32.05 | 1201.91 |
| 67 | 2024.08.18 22:13 | s/l | 14 | 0.10 | 163.066 | 163.066 | 162.156 | -4.86 | 1197.05 |
| 68 | 2024.08.18 22:13 | s/l | 15 | 0.10 | 163.066 | 163.066 | 162.156 | -9.45 | 1187.60 |
| 69 | 2024.08.18 22:13 | s/l | 16 | 0.10 | 163.066 | 163.066 | 162.156 | -33.09 | 1154.51 |