Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | GBPJPY (British Pound 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=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 40 | ||
| Total net profit | -33.65 | Gross profit | 578.03 | Gross loss | -611.68 |
| Profit factor | 0.94 | Expected payoff | -1.98 | ||
| Absolute drawdown | 81.18 | Maximal drawdown | 261.37 (21.29%) | Relative drawdown | 21.29% (261.37) |
| Total trades | 17 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 8 (47.06%) | Loss trades (% of total) | 9 (52.94%) | ||
| Largest | profit trade | 102.12 | loss trade | -86.97 | |
| Average | profit trade | 72.25 | loss trade | -67.96 | |
| Maximum | consecutive wins (profit in money) | 2 (157.27) | consecutive losses (loss in money) | 3 (-221.32) | |
| Maximal | consecutive profit (count of wins) | 157.27 (2) | consecutive loss (count of losses) | -221.32 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.07 12:00 | buy | 1 | 0.10 | 188.597 | 0.000 | 0.000 | ||
| 2 | 2024.03.07 12:00 | modify | 1 | 0.10 | 188.597 | 187.497 | 190.097 | ||
| 3 | 2024.03.14 04:00 | buy | 2 | 0.10 | 189.143 | 0.000 | 0.000 | ||
| 4 | 2024.03.14 04:00 | modify | 2 | 0.10 | 189.143 | 188.672 | 190.097 | ||
| 5 | 2024.03.14 04:00 | modify | 1 | 0.10 | 188.597 | 188.672 | 190.097 | ||
| 6 | 2024.03.14 16:00 | s/l | 1 | 0.10 | 188.672 | 188.672 | 190.097 | 10.63 | 1010.63 |
| 7 | 2024.03.14 16:00 | s/l | 2 | 0.10 | 188.672 | 188.672 | 190.097 | -31.81 | 978.82 |
| 8 | 2024.03.20 12:00 | sell | 3 | 0.10 | 192.561 | 0.000 | 0.000 | ||
| 9 | 2024.03.20 12:00 | modify | 3 | 0.10 | 192.561 | 193.661 | 191.061 | ||
| 10 | 2024.03.21 16:00 | sell | 4 | 0.10 | 192.024 | 0.000 | 0.000 | ||
| 11 | 2024.03.21 16:00 | modify | 4 | 0.10 | 192.024 | 192.486 | 191.061 | ||
| 12 | 2024.03.21 16:00 | modify | 3 | 0.10 | 192.561 | 192.486 | 191.061 | ||
| 13 | 2024.03.22 08:00 | t/p | 3 | 0.10 | 191.061 | 192.486 | 191.061 | 94.05 | 1072.87 |
| 14 | 2024.03.22 08:00 | t/p | 4 | 0.10 | 191.061 | 192.486 | 191.061 | 63.22 | 1136.09 |
| 15 | 2024.04.04 00:00 | sell | 5 | 0.10 | 191.763 | 0.000 | 0.000 | ||
| 16 | 2024.04.04 00:00 | modify | 5 | 0.10 | 191.763 | 192.863 | 190.263 | ||
| 17 | 2024.04.09 16:00 | s/l | 5 | 0.10 | 192.863 | 192.863 | 190.263 | -79.72 | 1056.37 |
| 18 | 2024.05.03 04:00 | buy | 6 | 0.10 | 192.095 | 0.000 | 0.000 | ||
| 19 | 2024.05.03 04:00 | modify | 6 | 0.10 | 192.095 | 190.995 | 193.595 | ||
| 20 | 2024.05.06 16:00 | t/p | 6 | 0.10 | 193.595 | 190.995 | 193.595 | 102.12 | 1158.50 |
| 21 | 2024.05.13 20:00 | sell | 7 | 0.10 | 196.126 | 0.000 | 0.000 | ||
| 22 | 2024.05.13 20:00 | modify | 7 | 0.10 | 196.126 | 197.226 | 194.626 | ||
| 23 | 2024.05.17 04:00 | s/l | 7 | 0.10 | 197.226 | 197.226 | 194.626 | -85.15 | 1073.34 |
| 24 | 2024.07.03 20:00 | sell | 8 | 0.10 | 206.003 | 0.000 | 0.000 | ||
| 25 | 2024.07.03 20:00 | modify | 8 | 0.10 | 206.003 | 207.103 | 204.503 | ||
| 26 | 2024.07.10 16:00 | s/l | 8 | 0.10 | 207.103 | 207.103 | 204.503 | -86.97 | 986.38 |
| 27 | 2024.07.11 00:00 | sell | 9 | 0.10 | 207.703 | 0.000 | 0.000 | ||
| 28 | 2024.07.11 00:00 | modify | 9 | 0.10 | 207.703 | 208.803 | 206.203 | ||
| 29 | 2024.07.11 16:00 | t/p | 9 | 0.10 | 206.203 | 208.803 | 206.203 | 101.30 | 1087.68 |
| 30 | 2024.07.24 00:00 | buy | 10 | 0.10 | 200.992 | 0.000 | 0.000 | ||
| 31 | 2024.07.24 00:00 | modify | 10 | 0.10 | 200.992 | 199.892 | 202.492 | ||
| 32 | 2024.07.24 04:00 | s/l | 10 | 0.10 | 199.892 | 199.892 | 202.492 | -74.31 | 1013.37 |
| 33 | 2024.07.25 12:00 | buy | 11 | 0.10 | 196.621 | 0.000 | 0.000 | ||
| 34 | 2024.07.25 12:00 | modify | 11 | 0.10 | 196.621 | 195.521 | 198.121 | ||
| 35 | 2024.07.25 16:00 | t/p | 11 | 0.10 | 198.121 | 195.521 | 198.121 | 101.33 | 1114.70 |
| 36 | 2024.08.16 04:00 | sell | 12 | 0.10 | 191.633 | 0.000 | 0.000 | ||
| 37 | 2024.08.16 04:00 | modify | 12 | 0.10 | 191.633 | 192.733 | 190.133 | ||
| 38 | 2024.08.16 12:00 | sell | 13 | 0.10 | 191.105 | 0.000 | 0.000 | ||
| 39 | 2024.08.16 12:00 | modify | 13 | 0.10 | 191.105 | 191.558 | 190.133 | ||
| 40 | 2024.08.16 12:00 | modify | 12 | 0.10 | 191.633 | 191.558 | 190.133 | ||
| 41 | 2024.08.19 00:00 | s/l | 12 | 0.10 | 191.558 | 191.558 | 190.133 | 3.25 | 1117.95 |
| 42 | 2024.08.19 00:00 | s/l | 13 | 0.10 | 191.558 | 191.558 | 190.133 | -32.40 | 1085.54 |
| 43 | 2024.10.31 20:00 | buy | 14 | 0.10 | 195.909 | 0.000 | 0.000 | ||
| 44 | 2024.10.31 20:00 | modify | 14 | 0.10 | 195.909 | 194.809 | 197.409 | ||
| 45 | 2024.11.01 16:00 | t/p | 14 | 0.10 | 197.409 | 194.809 | 197.409 | 102.12 | 1187.67 |
| 46 | 2025.01.09 12:00 | buy | 15 | 0.10 | 194.080 | 0.000 | 0.000 | ||
| 47 | 2025.01.09 12:00 | modify | 15 | 0.10 | 194.080 | 192.980 | 195.580 | ||
| 48 | 2025.01.10 16:00 | s/l | 15 | 0.10 | 192.980 | 192.980 | 195.580 | -73.52 | 1114.15 |
| 49 | 2025.01.10 20:00 | buy | 16 | 0.10 | 192.796 | 0.000 | 0.000 | ||
| 50 | 2025.01.10 20:00 | modify | 16 | 0.10 | 192.796 | 191.696 | 194.296 | ||
| 51 | 2025.01.13 04:00 | s/l | 16 | 0.10 | 191.696 | 191.696 | 194.296 | -73.53 | 1040.63 |
| 52 | 2025.02.12 12:00 | sell | 17 | 0.10 | 191.265 | 0.000 | 0.000 | ||
| 53 | 2025.02.12 12:00 | modify | 17 | 0.10 | 191.265 | 192.365 | 189.765 | ||
| 54 | 2025.02.12 20:00 | s/l | 17 | 0.10 | 192.365 | 192.365 | 189.765 | -74.28 | 966.35 |