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 | Control points (a very crude method, the results must not be considered) | ||||
| 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=20; 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 | 79652 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 681.80 | Gross profit | 834.85 | Gross loss | -153.06 |
| Profit factor | 5.45 | Expected payoff | 28.41 | ||
| Absolute drawdown | 38.73 | Maximal drawdown | 109.75 (6.13%) | Relative drawdown | 7.80% (82.52) |
| Total trades | 24 | Short positions (won %) | 22 (77.27%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 81.67 | loss trade | -28.37 | |
| Average | profit trade | 49.11 | loss trade | -21.87 | |
| Maximum | consecutive wins (profit in money) | 9 (432.06) | consecutive losses (loss in money) | 5 (-97.15) | |
| Maximal | consecutive profit (count of wins) | 432.06 (9) | consecutive loss (count of losses) | -97.15 (5) | |
| Average | consecutive wins | 9 | 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 | 167.338 | ||
| 3 | 2024.05.14 10:40 | s/l | 1 | 0.10 | 168.938 | 168.938 | 167.338 | -28.37 | 971.63 |
| 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 | 168.091 | ||
| 6 | 2024.05.15 08:30 | sell | 3 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 08:30 | modify | 3 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 8 | 2024.05.15 08:30 | sell | 4 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 9 | 2024.05.15 08:30 | modify | 4 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 10 | 2024.05.15 08:30 | sell | 5 | 0.10 | 168.682 | 0.000 | 0.000 | ||
| 11 | 2024.05.15 08:30 | modify | 5 | 0.10 | 168.682 | 168.871 | 168.091 | ||
| 12 | 2024.05.15 08:30 | modify | 2 | 0.10 | 169.291 | 168.871 | 168.091 | ||
| 13 | 2024.05.15 12:40 | t/p | 2 | 0.10 | 168.091 | 168.871 | 168.091 | 81.67 | 1053.29 |
| 14 | 2024.05.15 12:40 | t/p | 3 | 0.10 | 168.091 | 168.871 | 168.091 | 40.65 | 1093.94 |
| 15 | 2024.05.15 12:40 | t/p | 4 | 0.10 | 168.091 | 168.871 | 168.091 | 40.65 | 1134.59 |
| 16 | 2024.05.15 12:40 | t/p | 5 | 0.10 | 168.091 | 168.871 | 168.091 | 40.65 | 1175.24 |
| 17 | 2024.05.28 20:00 | sell | 6 | 0.10 | 170.670 | 0.000 | 0.000 | ||
| 18 | 2024.05.28 20:00 | modify | 6 | 0.10 | 170.670 | 171.070 | 169.470 | ||
| 19 | 2024.05.30 01:45 | sell | 7 | 0.10 | 170.052 | 0.000 | 0.000 | ||
| 20 | 2024.05.30 01:45 | modify | 7 | 0.10 | 170.052 | 170.250 | 169.470 | ||
| 21 | 2024.05.30 01:45 | sell | 8 | 0.10 | 170.052 | 0.000 | 0.000 | ||
| 22 | 2024.05.30 01:45 | modify | 8 | 0.10 | 170.052 | 170.250 | 169.470 | ||
| 23 | 2024.05.30 01:45 | sell | 9 | 0.10 | 170.052 | 0.000 | 0.000 | ||
| 24 | 2024.05.30 01:45 | modify | 9 | 0.10 | 170.052 | 170.250 | 169.470 | ||
| 25 | 2024.05.30 01:45 | modify | 6 | 0.10 | 170.670 | 170.250 | 169.470 | ||
| 26 | 2024.05.30 05:40 | t/p | 6 | 0.10 | 169.470 | 170.250 | 169.470 | 79.09 | 1254.33 |
| 27 | 2024.05.30 05:40 | t/p | 7 | 0.10 | 169.470 | 170.250 | 169.470 | 40.03 | 1294.36 |
| 28 | 2024.05.30 05:40 | t/p | 8 | 0.10 | 169.470 | 170.250 | 169.470 | 40.03 | 1334.39 |
| 29 | 2024.05.30 05:40 | t/p | 9 | 0.10 | 169.470 | 170.250 | 169.470 | 40.03 | 1374.42 |
| 30 | 2024.07.11 20:00 | buy | 10 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 31 | 2024.07.11 20:00 | modify | 10 | 0.10 | 172.590 | 172.190 | 173.790 | ||
| 32 | 2024.07.11 23:30 | s/l | 10 | 0.10 | 172.190 | 172.190 | 173.790 | -27.53 | 1346.89 |
| 33 | 2024.08.15 20:00 | sell | 11 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 34 | 2024.08.15 20:00 | modify | 11 | 0.10 | 163.556 | 163.956 | 162.356 | ||
| 35 | 2024.08.16 11:20 | sell | 12 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 36 | 2024.08.16 11:20 | modify | 12 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 37 | 2024.08.16 11:20 | sell | 13 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 38 | 2024.08.16 11:20 | modify | 13 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 39 | 2024.08.16 11:20 | sell | 14 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 40 | 2024.08.16 11:20 | modify | 14 | 0.10 | 162.941 | 163.136 | 162.356 | ||
| 41 | 2024.08.16 11:20 | modify | 11 | 0.10 | 163.556 | 163.136 | 162.356 | ||
| 42 | 2024.08.16 12:40 | t/p | 11 | 0.10 | 162.356 | 163.136 | 162.356 | 81.67 | 1428.56 |
| 43 | 2024.08.16 12:40 | t/p | 12 | 0.10 | 162.356 | 163.136 | 162.356 | 40.23 | 1468.79 |
| 44 | 2024.08.16 12:40 | t/p | 13 | 0.10 | 162.356 | 163.136 | 162.356 | 40.23 | 1509.02 |
| 45 | 2024.08.16 12:40 | t/p | 14 | 0.10 | 162.356 | 163.136 | 162.356 | 40.23 | 1549.25 |
| 46 | 2024.09.02 20:00 | sell | 15 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 47 | 2024.09.02 20:00 | modify | 15 | 0.10 | 162.655 | 163.055 | 161.455 | ||
| 48 | 2024.09.03 03:59 | sell | 16 | 0.10 | 162.045 | 0.000 | 0.000 | ||
| 49 | 2024.09.03 03:59 | modify | 16 | 0.10 | 162.045 | 162.235 | 161.455 | ||
| 50 | 2024.09.03 03:59 | sell | 17 | 0.10 | 162.045 | 0.000 | 0.000 | ||
| 51 | 2024.09.03 03:59 | modify | 17 | 0.10 | 162.045 | 162.235 | 161.455 | ||
| 52 | 2024.09.03 03:59 | sell | 18 | 0.10 | 162.045 | 0.000 | 0.000 | ||
| 53 | 2024.09.03 03:59 | modify | 18 | 0.10 | 162.045 | 162.235 | 161.455 | ||
| 54 | 2024.09.03 03:59 | modify | 15 | 0.10 | 162.655 | 162.235 | 161.455 | ||
| 55 | 2024.09.03 07:40 | t/p | 15 | 0.10 | 161.455 | 162.235 | 161.455 | 81.67 | 1630.91 |
| 56 | 2024.09.03 07:40 | t/p | 16 | 0.10 | 161.455 | 162.235 | 161.455 | 40.58 | 1671.49 |
| 57 | 2024.09.03 07:40 | t/p | 17 | 0.10 | 161.455 | 162.235 | 161.455 | 40.58 | 1712.07 |
| 58 | 2024.09.03 07:40 | t/p | 18 | 0.10 | 161.455 | 162.235 | 161.455 | 40.58 | 1752.65 |
| 59 | 2024.10.09 20:00 | sell | 19 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 60 | 2024.10.09 20:00 | modify | 19 | 0.10 | 163.331 | 163.731 | 162.131 | ||
| 61 | 2024.10.10 09:40 | sell | 20 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 62 | 2024.10.10 09:40 | modify | 20 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 63 | 2024.10.10 09:40 | sell | 21 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 64 | 2024.10.10 09:40 | modify | 21 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 65 | 2024.10.10 09:40 | sell | 22 | 0.10 | 162.708 | 0.000 | 0.000 | ||
| 66 | 2024.10.10 09:40 | modify | 22 | 0.10 | 162.708 | 162.911 | 162.131 | ||
| 67 | 2024.10.10 09:40 | modify | 19 | 0.10 | 163.331 | 162.911 | 162.131 | ||
| 68 | 2024.10.10 11:20 | s/l | 19 | 0.10 | 162.911 | 162.911 | 162.131 | 26.30 | 1778.95 |
| 69 | 2024.10.10 11:20 | s/l | 20 | 0.10 | 162.911 | 162.911 | 162.131 | -13.96 | 1764.99 |
| 70 | 2024.10.10 11:20 | s/l | 21 | 0.10 | 162.911 | 162.911 | 162.131 | -13.96 | 1751.03 |
| 71 | 2024.10.10 11:20 | s/l | 22 | 0.10 | 162.911 | 162.911 | 162.131 | -13.96 | 1737.07 |
| 72 | 2025.01.06 20:00 | sell | 23 | 0.10 | 163.659 | 0.000 | 0.000 | ||
| 73 | 2025.01.06 20:00 | modify | 23 | 0.10 | 163.659 | 164.059 | 162.459 | ||
| 74 | 2025.01.07 00:30 | s/l | 23 | 0.10 | 164.059 | 164.059 | 162.459 | -28.37 | 1708.70 |
| 75 | 2025.02.17 20:00 | buy | 24 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 76 | 2025.02.17 20:00 | modify | 24 | 0.10 | 158.719 | 158.319 | 159.919 | ||
| 77 | 2025.02.19 09:30 | s/l | 24 | 0.10 | 158.319 | 158.319 | 159.919 | -26.90 | 1681.80 |