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 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79694 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 579.53 | Gross profit | 599.31 | Gross loss | -19.78 |
| Profit factor | 30.30 | Expected payoff | 36.22 | ||
| Absolute drawdown | 24.97 | Maximal drawdown | 117.67 (9.15%) | Relative drawdown | 9.15% (117.67) |
| Total trades | 16 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 83.32 | loss trade | -18.26 | |
| Average | profit trade | 46.10 | loss trade | -6.59 | |
| Maximum | consecutive wins (profit in money) | 8 (373.87) | consecutive losses (loss in money) | 3 (-19.78) | |
| Maximal | consecutive profit (count of wins) | 373.87 (8) | consecutive loss (count of losses) | -19.78 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | 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 11:20 | sell | 2 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 4 | 2024.08.16 11:20 | modify | 2 | 0.10 | 162.941 | 163.496 | 162.356 | ||
| 5 | 2024.08.16 11:20 | sell | 3 | 0.10 | 162.941 | 0.000 | 0.000 | ||
| 6 | 2024.08.16 11:20 | modify | 3 | 0.10 | 162.941 | 163.196 | 162.356 | ||
| 7 | 2024.08.16 11:20 | modify | 1 | 0.10 | 163.556 | 163.196 | 162.356 | ||
| 8 | 2024.08.16 11:25 | modify | 2 | 0.10 | 162.941 | 163.196 | 162.356 | ||
| 9 | 2024.08.16 11:50 | sell | 4 | 0.10 | 162.702 | 0.000 | 0.000 | ||
| 10 | 2024.08.16 11:50 | modify | 4 | 0.10 | 162.702 | 162.956 | 162.356 | ||
| 11 | 2024.08.16 11:50 | modify | 3 | 0.10 | 162.941 | 162.956 | 162.356 | ||
| 12 | 2024.08.16 11:50 | modify | 2 | 0.10 | 162.941 | 162.956 | 162.356 | ||
| 13 | 2024.08.16 11:50 | modify | 1 | 0.10 | 163.556 | 162.956 | 162.356 | ||
| 14 | 2024.08.16 12:40 | t/p | 1 | 0.10 | 162.356 | 162.956 | 162.356 | 82.02 | 1082.02 |
| 15 | 2024.08.16 12:40 | t/p | 2 | 0.10 | 162.356 | 162.956 | 162.356 | 40.46 | 1122.48 |
| 16 | 2024.08.16 12:40 | t/p | 3 | 0.10 | 162.356 | 162.956 | 162.356 | 40.46 | 1162.94 |
| 17 | 2024.08.16 12:40 | t/p | 4 | 0.10 | 162.356 | 162.956 | 162.356 | 23.93 | 1186.87 |
| 18 | 2024.10.23 16:00 | sell | 5 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 19 | 2024.10.23 16:00 | modify | 5 | 0.10 | 164.721 | 165.321 | 163.521 | ||
| 20 | 2024.10.24 06:30 | sell | 6 | 0.10 | 164.110 | 0.000 | 0.000 | ||
| 21 | 2024.10.24 06:30 | modify | 6 | 0.10 | 164.110 | 164.661 | 163.521 | ||
| 22 | 2024.10.24 06:30 | sell | 7 | 0.10 | 164.110 | 0.000 | 0.000 | ||
| 23 | 2024.10.24 06:30 | modify | 7 | 0.10 | 164.110 | 164.361 | 163.521 | ||
| 24 | 2024.10.24 06:30 | modify | 5 | 0.10 | 164.721 | 164.361 | 163.521 | ||
| 25 | 2024.10.24 06:35 | modify | 6 | 0.10 | 164.110 | 164.361 | 163.521 | ||
| 26 | 2024.10.24 07:05 | sell | 8 | 0.10 | 163.857 | 0.000 | 0.000 | ||
| 27 | 2024.10.24 07:05 | modify | 8 | 0.10 | 163.857 | 164.121 | 163.521 | ||
| 28 | 2024.10.24 07:05 | modify | 7 | 0.10 | 164.110 | 164.121 | 163.521 | ||
| 29 | 2024.10.24 07:05 | modify | 6 | 0.10 | 164.110 | 164.121 | 163.521 | ||
| 30 | 2024.10.24 07:05 | modify | 5 | 0.10 | 164.721 | 164.121 | 163.521 | ||
| 31 | 2024.10.24 07:20 | s/l | 5 | 0.10 | 164.121 | 164.121 | 163.521 | 38.57 | 1225.45 |
| 32 | 2024.10.24 07:20 | s/l | 6 | 0.10 | 164.121 | 164.121 | 163.521 | -0.76 | 1224.69 |
| 33 | 2024.10.24 07:20 | s/l | 7 | 0.10 | 164.121 | 164.121 | 163.521 | -0.76 | 1223.93 |
| 34 | 2024.10.24 07:20 | s/l | 8 | 0.10 | 164.121 | 164.121 | 163.521 | -18.26 | 1205.67 |
| 35 | 2025.02.20 12:00 | buy | 9 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 36 | 2025.02.20 12:00 | modify | 9 | 0.10 | 156.840 | 156.240 | 158.040 | ||
| 37 | 2025.02.21 01:20 | buy | 10 | 0.10 | 157.463 | 0.000 | 0.000 | ||
| 38 | 2025.02.21 01:20 | modify | 10 | 0.10 | 157.463 | 156.900 | 158.040 | ||
| 39 | 2025.02.21 01:20 | buy | 11 | 0.10 | 157.463 | 0.000 | 0.000 | ||
| 40 | 2025.02.21 01:20 | modify | 11 | 0.10 | 157.463 | 157.200 | 158.040 | ||
| 41 | 2025.02.21 01:20 | modify | 9 | 0.10 | 156.840 | 157.200 | 158.040 | ||
| 42 | 2025.02.21 01:25 | modify | 10 | 0.10 | 157.463 | 157.200 | 158.040 | ||
| 43 | 2025.02.21 01:55 | buy | 12 | 0.10 | 157.695 | 0.000 | 0.000 | ||
| 44 | 2025.02.21 01:55 | modify | 12 | 0.10 | 157.695 | 157.440 | 158.040 | ||
| 45 | 2025.02.21 01:55 | modify | 11 | 0.10 | 157.463 | 157.440 | 158.040 | ||
| 46 | 2025.02.21 01:55 | modify | 10 | 0.10 | 157.463 | 157.440 | 158.040 | ||
| 47 | 2025.02.21 01:55 | modify | 9 | 0.10 | 156.840 | 157.440 | 158.040 | ||
| 48 | 2025.02.21 02:30 | t/p | 9 | 0.10 | 158.040 | 157.440 | 158.040 | 83.32 | 1288.99 |
| 49 | 2025.02.21 02:30 | t/p | 10 | 0.10 | 158.040 | 157.440 | 158.040 | 39.95 | 1328.94 |
| 50 | 2025.02.21 02:30 | t/p | 11 | 0.10 | 158.040 | 157.440 | 158.040 | 39.95 | 1368.89 |
| 51 | 2025.02.21 02:30 | t/p | 12 | 0.10 | 158.040 | 157.440 | 158.040 | 23.88 | 1392.77 |
| 52 | 2025.06.23 12:00 | sell | 13 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 53 | 2025.06.23 12:00 | modify | 13 | 0.10 | 169.325 | 169.925 | 168.125 | ||
| 54 | 2025.06.24 05:55 | sell | 14 | 0.10 | 168.710 | 0.000 | 0.000 | ||
| 55 | 2025.06.24 05:55 | modify | 14 | 0.10 | 168.710 | 169.265 | 168.125 | ||
| 56 | 2025.06.24 05:55 | sell | 15 | 0.10 | 168.710 | 0.000 | 0.000 | ||
| 57 | 2025.06.24 05:55 | modify | 15 | 0.10 | 168.710 | 168.965 | 168.125 | ||
| 58 | 2025.06.24 05:55 | modify | 13 | 0.10 | 169.325 | 168.965 | 168.125 | ||
| 59 | 2025.06.24 06:00 | modify | 14 | 0.10 | 168.710 | 168.965 | 168.125 | ||
| 60 | 2025.06.24 06:46 | sell | 16 | 0.10 | 168.469 | 0.000 | 0.000 | ||
| 61 | 2025.06.24 06:46 | modify | 16 | 0.10 | 168.469 | 168.725 | 168.125 | ||
| 62 | 2025.06.24 06:46 | modify | 15 | 0.10 | 168.710 | 168.725 | 168.125 | ||
| 63 | 2025.06.24 06:46 | modify | 14 | 0.10 | 168.710 | 168.725 | 168.125 | ||
| 64 | 2025.06.24 06:46 | modify | 13 | 0.10 | 169.325 | 168.725 | 168.125 | ||
| 65 | 2025.06.24 08:40 | t/p | 13 | 0.10 | 168.125 | 168.725 | 168.125 | 82.02 | 1474.79 |
| 66 | 2025.06.24 08:40 | t/p | 14 | 0.10 | 168.125 | 168.725 | 168.125 | 40.47 | 1515.26 |
| 67 | 2025.06.24 08:40 | t/p | 15 | 0.10 | 168.125 | 168.725 | 168.125 | 40.47 | 1555.73 |
| 68 | 2025.06.24 08:40 | t/p | 16 | 0.10 | 168.125 | 168.725 | 168.125 | 23.80 | 1579.53 |