Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 583.08 | Gross profit | 808.75 | Gross loss | -225.67 |
| Profit factor | 3.58 | Expected payoff | 34.30 | ||
| Absolute drawdown | 28.80 | Maximal drawdown | 175.38 (14.32%) | Relative drawdown | 14.32% (175.38) |
| Total trades | 17 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 78.71 | loss trade | -98.85 | |
| Average | profit trade | 62.21 | loss trade | -56.42 | |
| Maximum | consecutive wins (profit in money) | 8 (574.88) | consecutive losses (loss in money) | 2 (-33.02) | |
| Maximal | consecutive profit (count of wins) | 574.88 (8) | consecutive loss (count of losses) | -98.85 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 20:00 | buy | 1 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 20:00 | modify | 1 | 0.10 | 147.078 | 145.578 | 148.178 | ||
| 3 | 2024.03.13 08:00 | buy | 2 | 0.10 | 147.707 | 0.000 | 0.000 | ||
| 4 | 2024.03.13 08:00 | modify | 2 | 0.10 | 147.707 | 147.408 | 148.178 | ||
| 5 | 2024.03.13 08:00 | buy | 3 | 0.10 | 147.707 | 0.000 | 0.000 | ||
| 6 | 2024.03.13 08:00 | modify | 3 | 0.10 | 147.707 | 147.463 | 148.178 | ||
| 7 | 2024.03.13 08:00 | modify | 1 | 0.10 | 147.078 | 147.463 | 148.178 | ||
| 8 | 2024.03.13 12:00 | modify | 2 | 0.10 | 147.707 | 147.463 | 148.178 | ||
| 9 | 2024.03.13 20:00 | s/l | 1 | 0.10 | 147.463 | 147.463 | 148.178 | 27.82 | 1027.82 |
| 10 | 2024.03.13 20:00 | s/l | 2 | 0.10 | 147.463 | 147.463 | 148.178 | -16.51 | 1011.31 |
| 11 | 2024.03.13 20:00 | s/l | 3 | 0.10 | 147.463 | 147.463 | 148.178 | -16.51 | 994.80 |
| 12 | 2024.05.03 20:00 | buy | 4 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 13 | 2024.05.03 20:00 | modify | 4 | 0.10 | 152.918 | 151.418 | 154.018 | ||
| 14 | 2024.05.07 00:00 | t/p | 4 | 0.10 | 154.018 | 151.418 | 154.018 | 72.51 | 1067.30 |
| 15 | 2024.06.04 16:00 | buy | 5 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 16 | 2024.06.04 16:00 | modify | 5 | 0.10 | 154.902 | 153.402 | 156.002 | ||
| 17 | 2024.06.05 04:00 | buy | 6 | 0.10 | 155.514 | 0.000 | 0.000 | ||
| 18 | 2024.06.05 04:00 | modify | 6 | 0.10 | 155.514 | 155.232 | 156.002 | ||
| 19 | 2024.06.05 04:00 | buy | 7 | 0.10 | 155.514 | 0.000 | 0.000 | ||
| 20 | 2024.06.05 04:00 | modify | 7 | 0.10 | 155.514 | 155.287 | 156.002 | ||
| 21 | 2024.06.05 04:00 | modify | 5 | 0.10 | 154.902 | 155.287 | 156.002 | ||
| 22 | 2024.06.05 08:00 | t/p | 5 | 0.10 | 156.002 | 155.287 | 156.002 | 71.04 | 1138.35 |
| 23 | 2024.06.05 08:00 | t/p | 6 | 0.10 | 156.002 | 155.232 | 156.002 | 31.25 | 1169.60 |
| 24 | 2024.06.05 08:00 | t/p | 7 | 0.10 | 156.002 | 155.287 | 156.002 | 31.25 | 1200.85 |
| 25 | 2024.07.11 20:00 | buy | 8 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 26 | 2024.07.11 20:00 | modify | 8 | 0.10 | 158.854 | 157.354 | 159.954 | ||
| 27 | 2024.07.15 20:00 | s/l | 8 | 0.10 | 157.354 | 157.354 | 159.954 | -93.79 | 1107.05 |
| 28 | 2024.07.17 16:00 | buy | 9 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 29 | 2024.07.17 16:00 | modify | 9 | 0.10 | 156.596 | 155.096 | 157.696 | ||
| 30 | 2024.07.19 08:00 | t/p | 9 | 0.10 | 157.696 | 155.096 | 157.696 | 72.29 | 1179.34 |
| 31 | 2024.07.30 12:00 | sell | 10 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 32 | 2024.07.30 12:00 | modify | 10 | 0.10 | 154.884 | 156.384 | 153.784 | ||
| 33 | 2024.07.30 16:00 | t/p | 10 | 0.10 | 153.784 | 156.384 | 153.784 | 71.54 | 1250.88 |
| 34 | 2024.09.16 12:00 | buy | 11 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 35 | 2024.09.16 12:00 | modify | 11 | 0.10 | 139.914 | 138.414 | 141.014 | ||
| 36 | 2024.09.17 00:00 | t/p | 11 | 0.10 | 141.014 | 138.414 | 141.014 | 78.71 | 1329.60 |
| 37 | 2024.10.23 16:00 | sell | 12 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 38 | 2024.10.23 16:00 | modify | 12 | 0.10 | 152.821 | 154.321 | 151.721 | ||
| 39 | 2024.10.24 20:00 | t/p | 12 | 0.10 | 151.721 | 154.321 | 151.721 | 68.24 | 1397.83 |
| 40 | 2024.11.17 20:00 | buy | 13 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 41 | 2024.11.17 20:00 | modify | 13 | 0.10 | 154.379 | 152.879 | 155.479 | ||
| 42 | 2024.11.20 08:00 | t/p | 13 | 0.10 | 155.479 | 152.879 | 155.479 | 72.45 | 1470.28 |
| 43 | 2024.11.29 12:00 | buy | 14 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 44 | 2024.11.29 12:00 | modify | 14 | 0.10 | 150.066 | 148.566 | 151.166 | ||
| 45 | 2024.12.04 16:00 | t/p | 14 | 0.10 | 151.166 | 148.566 | 151.166 | 74.93 | 1545.21 |
| 46 | 2024.12.19 20:00 | sell | 15 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 47 | 2024.12.19 20:00 | modify | 15 | 0.10 | 157.420 | 158.920 | 156.320 | ||
| 48 | 2024.12.20 20:00 | t/p | 15 | 0.10 | 156.320 | 158.920 | 156.320 | 69.10 | 1614.31 |
| 49 | 2025.02.12 20:00 | sell | 16 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 50 | 2025.02.12 20:00 | modify | 16 | 0.10 | 154.426 | 155.926 | 153.326 | ||
| 51 | 2025.02.13 16:00 | t/p | 16 | 0.10 | 153.326 | 155.926 | 153.326 | 67.63 | 1681.94 |
| 52 | 2025.02.20 12:00 | buy | 17 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 53 | 2025.02.20 12:00 | modify | 17 | 0.10 | 150.252 | 148.752 | 151.352 | ||
| 54 | 2025.02.25 16:00 | s/l | 17 | 0.10 | 148.752 | 148.752 | 151.352 | -98.85 | 1583.08 |