Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 309.18 | Gross profit | 352.68 | Gross loss | -43.50 |
| Profit factor | 8.11 | Expected payoff | 44.17 | ||
| Absolute drawdown | 15.72 | Maximal drawdown | 60.03 (5.36%) | Relative drawdown | 5.36% (60.03) |
| Total trades | 7 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 83.33 | loss trade | -24.90 | |
| Average | profit trade | 70.54 | loss trade | -21.75 | |
| Maximum | consecutive wins (profit in money) | 3 (248.68) | consecutive losses (loss in money) | 2 (-43.50) | |
| Maximal | consecutive profit (count of wins) | 248.68 (3) | consecutive loss (count of losses) | -43.50 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.08.15 20:00 | sell | 1 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 2 | 2024.08.15 20:00 | modify | 1 | 0.10 | 163.556 | 164.156 | 162.356 | ||
| 3 | 2024.08.16 16:00 | t/p | 1 | 0.10 | 162.356 | 164.156 | 162.356 | 82.02 | 1082.02 |
| 4 | 2024.10.23 16:00 | sell | 2 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 5 | 2024.10.23 16:00 | modify | 2 | 0.10 | 164.721 | 165.321 | 163.521 | ||
| 6 | 2024.10.24 16:00 | sell | 3 | 0.10 | 164.092 | 0.000 | 0.000 | ||
| 7 | 2024.10.24 16:00 | modify | 3 | 0.10 | 164.092 | 164.661 | 163.521 | ||
| 8 | 2024.10.24 16:00 | sell | 4 | 0.10 | 164.092 | 0.000 | 0.000 | ||
| 9 | 2024.10.24 16:00 | modify | 4 | 0.10 | 164.092 | 164.361 | 163.521 | ||
| 10 | 2024.10.24 16:00 | modify | 2 | 0.10 | 164.721 | 164.361 | 163.521 | ||
| 11 | 2024.10.24 20:00 | s/l | 2 | 0.10 | 164.361 | 164.361 | 163.521 | 21.97 | 1104.00 |
| 12 | 2024.10.24 20:00 | s/l | 4 | 0.10 | 164.361 | 164.361 | 163.521 | -18.60 | 1085.40 |
| 13 | 2024.10.24 20:00 | close | 3 | 0.10 | 164.452 | 164.661 | 163.521 | -24.90 | 1060.50 |
| 14 | 2024.11.10 20:00 | buy | 5 | 0.10 | 163.435 | 0.000 | 0.000 | ||
| 15 | 2024.11.10 20:00 | modify | 5 | 0.10 | 163.435 | 162.835 | 164.635 | ||
| 16 | 2024.11.11 08:00 | t/p | 5 | 0.10 | 164.635 | 162.835 | 164.635 | 83.33 | 1143.83 |
| 17 | 2025.02.20 12:00 | buy | 6 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 18 | 2025.02.20 12:00 | modify | 6 | 0.10 | 156.840 | 156.240 | 158.040 | ||
| 19 | 2025.02.21 04:00 | t/p | 6 | 0.10 | 158.040 | 156.240 | 158.040 | 83.32 | 1227.15 |
| 20 | 2025.06.23 12:00 | sell | 7 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 21 | 2025.06.23 12:00 | modify | 7 | 0.10 | 169.325 | 169.925 | 168.125 | ||
| 22 | 2025.06.24 12:00 | t/p | 7 | 0.10 | 168.125 | 169.925 | 168.125 | 82.02 | 1309.18 |