Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=18; 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 | 1908 | Ticks modelled | 59515753 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 438.58 | Gross profit | 513.35 | Gross loss | -74.77 |
| Profit factor | 6.87 | Expected payoff | 21.93 | ||
| Absolute drawdown | 10.35 | Maximal drawdown | 107.85 (7.19%) | Relative drawdown | 7.52% (82.52) |
| Total trades | 20 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 81.67 | loss trade | -16.64 | |
| Average | profit trade | 34.22 | loss trade | -14.95 | |
| Maximum | consecutive wins (profit in money) | 6 (246.00) | consecutive losses (loss in money) | 1 (-16.64) | |
| Maximal | consecutive profit (count of wins) | 246.00 (6) | consecutive loss (count of losses) | -16.64 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 20:00 | sell | 1 | 0.10 | 169.291 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 20:00 | modify | 1 | 0.10 | 169.291 | 170.791 | 168.091 | ||
| 3 | 2024.05.15 07:41 | sell | 2 | 0.10 | 168.929 | 0.000 | 0.000 | ||
| 4 | 2024.05.15 07:41 | modify | 2 | 0.10 | 168.929 | 169.171 | 168.091 | ||
| 5 | 2024.05.15 07:41 | modify | 1 | 0.10 | 169.291 | 169.171 | 168.091 | ||
| 6 | 2024.05.15 08:36 | sell | 3 | 0.10 | 168.691 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 08:36 | modify | 3 | 0.10 | 168.691 | 168.871 | 168.091 | ||
| 8 | 2024.05.15 08:36 | modify | 2 | 0.10 | 168.929 | 168.871 | 168.091 | ||
| 9 | 2024.05.15 08:36 | modify | 1 | 0.10 | 169.291 | 168.871 | 168.091 | ||
| 10 | 2024.05.15 08:37 | sell | 4 | 0.10 | 168.571 | 0.000 | 0.000 | ||
| 11 | 2024.05.15 08:37 | modify | 4 | 0.10 | 168.571 | 168.931 | 168.091 | ||
| 12 | 2024.05.15 08:37 | modify | 4 | 0.10 | 168.571 | 168.871 | 168.091 | ||
| 13 | 2024.05.15 12:30 | t/p | 1 | 0.10 | 168.091 | 168.871 | 168.091 | 81.67 | 1081.67 |
| 14 | 2024.05.15 12:30 | t/p | 2 | 0.10 | 168.091 | 168.871 | 168.091 | 57.64 | 1139.31 |
| 15 | 2024.05.15 12:30 | t/p | 3 | 0.10 | 168.091 | 168.871 | 168.091 | 41.27 | 1180.58 |
| 16 | 2024.05.15 12:30 | t/p | 4 | 0.10 | 168.091 | 168.871 | 168.091 | 33.01 | 1213.59 |
| 17 | 2024.07.11 20:00 | buy | 5 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 18 | 2024.07.11 20:00 | modify | 5 | 0.10 | 172.590 | 171.090 | 173.790 | ||
| 19 | 2024.07.11 22:04 | buy | 6 | 0.10 | 172.959 | 0.000 | 0.000 | ||
| 20 | 2024.07.11 22:04 | modify | 6 | 0.10 | 172.959 | 172.710 | 173.790 | ||
| 21 | 2024.07.11 22:04 | modify | 5 | 0.10 | 172.590 | 172.710 | 173.790 | ||
| 22 | 2024.07.11 23:06 | buy | 7 | 0.10 | 173.193 | 0.000 | 0.000 | ||
| 23 | 2024.07.11 23:06 | modify | 7 | 0.10 | 173.193 | 173.010 | 173.790 | ||
| 24 | 2024.07.11 23:06 | modify | 6 | 0.10 | 172.959 | 173.010 | 173.790 | ||
| 25 | 2024.07.11 23:06 | modify | 5 | 0.10 | 172.590 | 173.010 | 173.790 | ||
| 26 | 2024.07.11 23:28 | s/l | 5 | 0.10 | 173.010 | 173.010 | 173.790 | 28.90 | 1242.49 |
| 27 | 2024.07.11 23:28 | s/l | 6 | 0.10 | 173.010 | 173.010 | 173.790 | 3.51 | 1246.00 |
| 28 | 2024.07.11 23:28 | s/l | 7 | 0.10 | 173.010 | 173.010 | 173.790 | -12.59 | 1233.41 |
| 29 | 2024.08.15 20:00 | sell | 8 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 30 | 2024.08.15 20:00 | modify | 8 | 0.10 | 163.556 | 165.056 | 162.356 | ||
| 31 | 2024.08.16 09:16 | sell | 9 | 0.10 | 163.195 | 0.000 | 0.000 | ||
| 32 | 2024.08.16 09:16 | modify | 9 | 0.10 | 163.195 | 163.436 | 162.356 | ||
| 33 | 2024.08.16 09:16 | modify | 8 | 0.10 | 163.556 | 163.436 | 162.356 | ||
| 34 | 2024.08.16 11:06 | sell | 10 | 0.10 | 162.956 | 0.000 | 0.000 | ||
| 35 | 2024.08.16 11:06 | modify | 10 | 0.10 | 162.956 | 163.136 | 162.356 | ||
| 36 | 2024.08.16 11:06 | modify | 9 | 0.10 | 163.195 | 163.136 | 162.356 | ||
| 37 | 2024.08.16 11:06 | modify | 8 | 0.10 | 163.556 | 163.136 | 162.356 | ||
| 38 | 2024.08.16 11:09 | sell | 11 | 0.10 | 162.836 | 0.000 | 0.000 | ||
| 39 | 2024.08.16 11:09 | modify | 11 | 0.10 | 162.836 | 163.196 | 162.356 | ||
| 40 | 2024.08.16 11:09 | modify | 11 | 0.10 | 162.836 | 163.136 | 162.356 | ||
| 41 | 2024.08.16 12:31 | t/p | 8 | 0.10 | 162.356 | 163.136 | 162.356 | 81.67 | 1315.07 |
| 42 | 2024.08.16 12:31 | t/p | 9 | 0.10 | 162.356 | 163.136 | 162.356 | 57.70 | 1372.77 |
| 43 | 2024.08.16 12:31 | t/p | 10 | 0.10 | 162.356 | 163.136 | 162.356 | 41.27 | 1414.04 |
| 44 | 2024.08.16 12:31 | t/p | 11 | 0.10 | 162.356 | 163.136 | 162.356 | 33.01 | 1447.05 |
| 45 | 2024.09.02 20:00 | sell | 12 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 46 | 2024.09.02 20:00 | modify | 12 | 0.10 | 162.655 | 164.155 | 161.455 | ||
| 47 | 2024.09.03 01:51 | sell | 13 | 0.10 | 162.294 | 0.000 | 0.000 | ||
| 48 | 2024.09.03 01:51 | modify | 13 | 0.10 | 162.294 | 162.535 | 161.455 | ||
| 49 | 2024.09.03 01:51 | modify | 12 | 0.10 | 162.655 | 162.535 | 161.455 | ||
| 50 | 2024.09.03 03:11 | sell | 14 | 0.10 | 162.054 | 0.000 | 0.000 | ||
| 51 | 2024.09.03 03:11 | modify | 14 | 0.10 | 162.054 | 162.235 | 161.455 | ||
| 52 | 2024.09.03 03:11 | modify | 13 | 0.10 | 162.294 | 162.235 | 161.455 | ||
| 53 | 2024.09.03 03:11 | modify | 12 | 0.10 | 162.655 | 162.235 | 161.455 | ||
| 54 | 2024.09.03 03:34 | s/l | 12 | 0.10 | 162.235 | 162.235 | 161.455 | 28.02 | 1475.07 |
| 55 | 2024.09.03 03:34 | s/l | 13 | 0.10 | 162.235 | 162.235 | 161.455 | 4.06 | 1479.13 |
| 56 | 2024.09.03 03:34 | s/l | 14 | 0.10 | 162.235 | 162.235 | 161.455 | -12.45 | 1466.68 |
| 57 | 2024.10.09 20:00 | sell | 15 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 58 | 2024.10.09 20:00 | modify | 15 | 0.10 | 163.331 | 164.831 | 162.131 | ||
| 59 | 2024.10.10 07:14 | sell | 16 | 0.10 | 162.969 | 0.000 | 0.000 | ||
| 60 | 2024.10.10 07:14 | modify | 16 | 0.10 | 162.969 | 163.211 | 162.131 | ||
| 61 | 2024.10.10 07:14 | modify | 15 | 0.10 | 163.331 | 163.211 | 162.131 | ||
| 62 | 2024.10.10 07:37 | s/l | 15 | 0.10 | 163.211 | 163.211 | 162.131 | 5.67 | 1472.35 |
| 63 | 2024.10.10 07:37 | s/l | 16 | 0.10 | 163.211 | 163.211 | 162.131 | -16.64 | 1455.71 |
| 64 | 2025.01.06 20:00 | sell | 17 | 0.10 | 163.659 | 0.000 | 0.000 | ||
| 65 | 2025.01.06 20:00 | modify | 17 | 0.10 | 163.659 | 165.159 | 162.459 | ||
| 66 | 2025.01.07 20:07 | sell | 18 | 0.10 | 163.299 | 0.000 | 0.000 | ||
| 67 | 2025.01.07 20:07 | modify | 18 | 0.10 | 163.299 | 163.539 | 162.459 | ||
| 68 | 2025.01.07 20:07 | modify | 17 | 0.10 | 163.659 | 163.539 | 162.459 | ||
| 69 | 2025.01.07 23:05 | s/l | 17 | 0.10 | 163.539 | 163.539 | 162.459 | 7.40 | 1463.11 |
| 70 | 2025.01.07 23:05 | s/l | 18 | 0.10 | 163.539 | 163.539 | 162.459 | -16.50 | 1446.61 |
| 71 | 2025.02.17 20:00 | buy | 19 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 72 | 2025.02.17 20:00 | modify | 19 | 0.10 | 158.719 | 157.219 | 159.919 | ||
| 73 | 2025.02.18 03:17 | buy | 20 | 0.10 | 159.080 | 0.000 | 0.000 | ||
| 74 | 2025.02.18 03:17 | modify | 20 | 0.10 | 159.080 | 158.839 | 159.919 | ||
| 75 | 2025.02.18 03:17 | modify | 19 | 0.10 | 158.719 | 158.839 | 159.919 | ||
| 76 | 2025.02.18 07:29 | s/l | 19 | 0.10 | 158.839 | 158.839 | 159.919 | 8.57 | 1455.17 |
| 77 | 2025.02.18 07:29 | s/l | 20 | 0.10 | 158.839 | 158.839 | 159.919 | -16.59 | 1438.58 |