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 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 616.32 | Gross profit | 870.27 | Gross loss | -253.95 |
| Profit factor | 3.43 | Expected payoff | 29.35 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 127.01 (8.95%) | Relative drawdown | 8.95% (127.01) |
| Total trades | 21 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
| Largest | profit trade | 96.96 | loss trade | -29.09 | |
| Average | profit trade | 79.12 | loss trade | -25.39 | |
| Maximum | consecutive wins (profit in money) | 4 (285.92) | consecutive losses (loss in money) | 4 (-97.66) | |
| Maximal | consecutive profit (count of wins) | 285.92 (4) | consecutive loss (count of losses) | -97.66 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 163.444 | 0.000 | 0.000 | ||
| 2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 163.444 | 163.844 | 162.044 | ||
| 3 | 2024.03.07 04:00 | t/p | 1 | 0.10 | 162.044 | 163.844 | 162.044 | 89.35 | 1089.35 |
| 4 | 2024.03.15 20:00 | sell | 2 | 0.10 | 162.333 | 0.000 | 0.000 | ||
| 5 | 2024.03.15 20:00 | modify | 2 | 0.10 | 162.333 | 162.733 | 160.933 | ||
| 6 | 2024.03.19 04:00 | s/l | 2 | 0.10 | 162.733 | 162.733 | 160.933 | -29.09 | 1060.26 |
| 7 | 2024.03.24 20:00 | buy | 3 | 0.10 | 163.641 | 0.000 | 0.000 | ||
| 8 | 2024.03.24 20:00 | modify | 3 | 0.10 | 163.641 | 163.241 | 165.041 | ||
| 9 | 2024.03.28 12:00 | s/l | 3 | 0.10 | 163.241 | 163.241 | 165.041 | -24.65 | 1035.61 |
| 10 | 2024.04.14 20:00 | buy | 4 | 0.10 | 162.703 | 0.000 | 0.000 | ||
| 11 | 2024.04.14 20:00 | modify | 4 | 0.10 | 162.703 | 162.303 | 164.103 | ||
| 12 | 2024.04.15 08:00 | t/p | 4 | 0.10 | 164.103 | 162.303 | 164.103 | 94.98 | 1130.58 |
| 13 | 2024.04.18 16:00 | sell | 5 | 0.10 | 164.813 | 0.000 | 0.000 | ||
| 14 | 2024.04.18 16:00 | modify | 5 | 0.10 | 164.813 | 165.213 | 163.413 | ||
| 15 | 2024.04.19 04:00 | t/p | 5 | 0.10 | 163.413 | 165.213 | 163.413 | 93.50 | 1224.09 |
| 16 | 2024.05.13 20:00 | sell | 6 | 0.10 | 168.538 | 0.000 | 0.000 | ||
| 17 | 2024.05.13 20:00 | modify | 6 | 0.10 | 168.538 | 168.938 | 167.138 | ||
| 18 | 2024.05.14 12:00 | s/l | 6 | 0.10 | 168.938 | 168.938 | 167.138 | -28.05 | 1196.04 |
| 19 | 2024.05.14 20:00 | sell | 7 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 20 | 2024.05.14 20:00 | modify | 7 | 0.10 | 169.291 | 169.691 | 167.891 | ||
| 21 | 2024.05.16 04:00 | t/p | 7 | 0.10 | 167.891 | 169.691 | 167.891 | 90.39 | 1286.43 |
| 22 | 2024.05.28 20:00 | sell | 8 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 23 | 2024.05.28 20:00 | modify | 8 | 0.10 | 170.670 | 171.070 | 169.270 | ||
| 24 | 2024.05.30 08:00 | t/p | 8 | 0.10 | 169.270 | 171.070 | 169.270 | 90.40 | 1376.83 |
| 25 | 2024.06.10 16:00 | buy | 9 | 0.10 | 168.734 | 0.000 | 0.000 | ||
| 26 | 2024.06.10 16:00 | modify | 9 | 0.10 | 168.734 | 168.334 | 170.134 | ||
| 27 | 2024.06.11 08:00 | buy | 10 | 0.10 | 169.390 | 0.000 | 0.000 | ||
| 28 | 2024.06.11 08:00 | modify | 10 | 0.10 | 169.390 | 169.154 | 170.134 | ||
| 29 | 2024.06.11 08:00 | modify | 9 | 0.10 | 168.734 | 169.154 | 170.134 | ||
| 30 | 2024.06.11 12:00 | s/l | 9 | 0.10 | 169.154 | 169.154 | 170.134 | 28.77 | 1405.59 |
| 31 | 2024.06.11 12:00 | s/l | 10 | 0.10 | 169.154 | 169.154 | 170.134 | -15.95 | 1389.64 |
| 32 | 2024.07.11 20:00 | buy | 11 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 33 | 2024.07.11 20:00 | modify | 11 | 0.10 | 172.590 | 172.190 | 173.990 | ||
| 34 | 2024.07.12 00:00 | s/l | 11 | 0.10 | 172.190 | 172.190 | 173.990 | -26.63 | 1363.01 |
| 35 | 2024.07.17 16:00 | buy | 12 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 36 | 2024.07.17 16:00 | modify | 12 | 0.10 | 171.192 | 170.792 | 172.592 | ||
| 37 | 2024.07.17 20:00 | s/l | 12 | 0.10 | 170.792 | 170.792 | 172.592 | -27.02 | 1335.99 |
| 38 | 2024.08.12 16:00 | sell | 13 | 0.10 | 161.232 | 0.000 | 0.000 | ||
| 39 | 2024.08.12 16:00 | modify | 13 | 0.10 | 161.232 | 161.632 | 159.832 | ||
| 40 | 2024.08.13 08:00 | s/l | 13 | 0.10 | 161.632 | 161.632 | 159.832 | -28.06 | 1307.93 |
| 41 | 2024.08.15 20:00 | sell | 14 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 42 | 2024.08.15 20:00 | modify | 14 | 0.10 | 163.556 | 163.956 | 162.156 | ||
| 43 | 2024.08.19 04:00 | t/p | 14 | 0.10 | 162.156 | 163.956 | 162.156 | 92.47 | 1400.40 |
| 44 | 2024.09.02 20:00 | sell | 15 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 45 | 2024.09.02 20:00 | modify | 15 | 0.10 | 162.655 | 163.055 | 161.255 | ||
| 46 | 2024.09.03 12:00 | t/p | 15 | 0.10 | 161.255 | 163.055 | 161.255 | 93.50 | 1493.90 |
| 47 | 2024.10.09 20:00 | sell | 16 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 48 | 2024.10.09 20:00 | modify | 16 | 0.10 | 163.331 | 163.731 | 161.931 | ||
| 49 | 2024.10.17 16:00 | t/p | 16 | 0.10 | 161.931 | 163.731 | 161.931 | 84.17 | 1578.07 |
| 50 | 2024.10.23 16:00 | sell | 17 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 51 | 2024.10.23 16:00 | modify | 17 | 0.10 | 164.721 | 165.121 | 163.321 | ||
| 52 | 2024.10.24 12:00 | sell | 18 | 0.10 | 164.142 | 0.000 | 0.000 | ||
| 53 | 2024.10.24 12:00 | modify | 18 | 0.10 | 164.142 | 164.441 | 163.321 | ||
| 54 | 2024.10.24 12:00 | modify | 17 | 0.10 | 164.721 | 164.441 | 163.321 | ||
| 55 | 2024.10.24 16:00 | s/l | 17 | 0.10 | 164.441 | 164.441 | 163.321 | 15.79 | 1593.85 |
| 56 | 2024.10.24 16:00 | s/l | 18 | 0.10 | 164.441 | 164.441 | 163.321 | -20.20 | 1573.65 |
| 57 | 2024.11.10 20:00 | buy | 19 | 0.10 | 163.435 | 0.000 | 0.000 | ||
| 58 | 2024.11.10 20:00 | modify | 19 | 0.10 | 163.435 | 163.035 | 164.835 | ||
| 59 | 2024.11.14 16:00 | t/p | 19 | 0.10 | 164.835 | 163.035 | 164.835 | 96.96 | 1670.61 |
| 60 | 2025.01.06 16:00 | sell | 20 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 61 | 2025.01.06 16:00 | modify | 20 | 0.10 | 163.729 | 164.129 | 162.329 | ||
| 62 | 2025.01.07 04:00 | s/l | 20 | 0.10 | 164.129 | 164.129 | 162.329 | -28.06 | 1642.55 |
| 63 | 2025.02.17 20:00 | buy | 21 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 64 | 2025.02.17 20:00 | modify | 21 | 0.10 | 158.719 | 158.319 | 160.119 | ||
| 65 | 2025.02.19 12:00 | s/l | 21 | 0.10 | 158.319 | 158.319 | 160.119 | -26.24 | 1616.32 |