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=0; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 155.49 | Gross profit | 661.08 | Gross loss | -505.59 |
| Profit factor | 1.31 | Expected payoff | 7.77 | ||
| Absolute drawdown | 327.17 | Maximal drawdown | 380.56 (36.13%) | Relative drawdown | 36.13% (380.56) |
| Total trades | 20 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 8 (40.00%) | Loss trades (% of total) | 12 (60.00%) | ||
| Largest | profit trade | 97.90 | loss trade | -46.38 | |
| Average | profit trade | 82.64 | loss trade | -42.13 | |
| Maximum | consecutive wins (profit in money) | 4 (274.03) | consecutive losses (loss in money) | 9 (-380.56) | |
| Maximal | consecutive profit (count of wins) | 274.03 (4) | consecutive loss (count of losses) | -380.56 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.01 04:00 | sell | 1 | 0.10 | 173.171 | 0.000 | 0.000 | ||
| 2 | 2024.07.01 04:00 | modify | 1 | 0.10 | 173.171 | 173.771 | 171.771 | ||
| 3 | 2024.07.03 08:00 | s/l | 1 | 0.10 | 173.771 | 173.771 | 171.771 | -43.45 | 956.55 |
| 4 | 2024.07.11 12:00 | sell | 2 | 0.10 | 175.346 | 0.000 | 0.000 | ||
| 5 | 2024.07.11 12:00 | modify | 2 | 0.10 | 175.346 | 175.946 | 173.946 | ||
| 6 | 2024.07.11 16:00 | t/p | 2 | 0.10 | 173.946 | 175.946 | 173.946 | 96.84 | 1053.39 |
| 7 | 2024.07.17 12:00 | buy | 3 | 0.10 | 171.165 | 0.000 | 0.000 | ||
| 8 | 2024.07.17 12:00 | modify | 3 | 0.10 | 171.165 | 170.565 | 172.565 | ||
| 9 | 2024.07.18 00:00 | s/l | 3 | 0.10 | 170.565 | 170.565 | 172.565 | -40.81 | 1012.58 |
| 10 | 2024.07.23 08:00 | buy | 4 | 0.10 | 169.737 | 0.000 | 0.000 | ||
| 11 | 2024.07.23 08:00 | modify | 4 | 0.10 | 169.737 | 169.137 | 171.137 | ||
| 12 | 2024.07.23 20:00 | s/l | 4 | 0.10 | 169.137 | 169.137 | 171.137 | -41.55 | 971.03 |
| 13 | 2024.09.04 12:00 | buy | 5 | 0.10 | 160.136 | 0.000 | 0.000 | ||
| 14 | 2024.09.04 12:00 | modify | 5 | 0.10 | 160.136 | 159.536 | 161.536 | ||
| 15 | 2024.09.04 20:00 | s/l | 5 | 0.10 | 159.536 | 159.536 | 161.536 | -41.54 | 929.49 |
| 16 | 2024.09.06 08:00 | buy | 6 | 0.10 | 158.451 | 0.000 | 0.000 | ||
| 17 | 2024.09.06 08:00 | modify | 6 | 0.10 | 158.451 | 157.851 | 159.851 | ||
| 18 | 2024.09.06 16:00 | s/l | 6 | 0.10 | 157.851 | 157.851 | 159.851 | -41.54 | 887.95 |
| 19 | 2024.09.19 04:00 | sell | 7 | 0.10 | 159.188 | 0.000 | 0.000 | ||
| 20 | 2024.09.19 04:00 | modify | 7 | 0.10 | 159.188 | 159.788 | 157.788 | ||
| 21 | 2024.09.19 12:00 | s/l | 7 | 0.10 | 159.788 | 159.788 | 157.788 | -41.50 | 846.45 |
| 22 | 2024.10.23 12:00 | sell | 8 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 23 | 2024.10.23 12:00 | modify | 8 | 0.10 | 164.736 | 165.336 | 163.336 | ||
| 24 | 2024.10.28 00:00 | s/l | 8 | 0.10 | 165.336 | 165.336 | 163.336 | -46.38 | 800.07 |
| 25 | 2024.10.28 04:00 | sell | 9 | 0.10 | 165.658 | 0.000 | 0.000 | ||
| 26 | 2024.10.28 04:00 | modify | 9 | 0.10 | 165.658 | 166.258 | 164.258 | ||
| 27 | 2024.10.30 16:00 | s/l | 9 | 0.10 | 166.258 | 166.258 | 164.258 | -43.46 | 756.60 |
| 28 | 2024.11.29 12:00 | buy | 10 | 0.10 | 158.505 | 0.000 | 0.000 | ||
| 29 | 2024.11.29 12:00 | modify | 10 | 0.10 | 158.505 | 157.905 | 159.905 | ||
| 30 | 2024.12.02 08:00 | s/l | 10 | 0.10 | 157.905 | 157.905 | 159.905 | -41.30 | 715.31 |
| 31 | 2025.01.06 12:00 | sell | 11 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 32 | 2025.01.06 12:00 | modify | 11 | 0.10 | 163.828 | 164.428 | 162.428 | ||
| 33 | 2025.01.07 12:00 | s/l | 11 | 0.10 | 164.428 | 164.428 | 162.428 | -42.48 | 672.83 |
| 34 | 2025.01.13 12:00 | buy | 12 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 35 | 2025.01.13 12:00 | modify | 12 | 0.10 | 160.428 | 159.828 | 161.828 | ||
| 36 | 2025.01.14 04:00 | t/p | 12 | 0.10 | 161.828 | 159.828 | 161.828 | 97.18 | 770.01 |
| 37 | 2025.02.03 12:00 | buy | 13 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 38 | 2025.02.03 12:00 | modify | 13 | 0.10 | 158.534 | 157.934 | 159.934 | ||
| 39 | 2025.02.04 00:00 | t/p | 13 | 0.10 | 159.934 | 157.934 | 159.934 | 97.17 | 867.19 |
| 40 | 2025.02.12 04:00 | sell | 14 | 0.10 | 159.194 | 0.000 | 0.000 | ||
| 41 | 2025.02.12 04:00 | modify | 14 | 0.10 | 159.194 | 159.794 | 157.794 | ||
| 42 | 2025.02.12 16:00 | s/l | 14 | 0.10 | 159.794 | 159.794 | 157.794 | -41.50 | 825.69 |
| 43 | 2025.03.12 12:00 | sell | 15 | 0.10 | 162.131 | 0.000 | 0.000 | ||
| 44 | 2025.03.12 12:00 | modify | 15 | 0.10 | 162.131 | 162.731 | 160.731 | ||
| 45 | 2025.03.12 20:00 | sell | 16 | 0.10 | 161.553 | 0.000 | 0.000 | ||
| 46 | 2025.03.12 20:00 | modify | 16 | 0.10 | 161.553 | 162.061 | 160.731 | ||
| 47 | 2025.03.12 20:00 | modify | 15 | 0.10 | 162.131 | 162.061 | 160.731 | ||
| 48 | 2025.03.13 04:00 | sell | 17 | 0.10 | 161.140 | 0.000 | 0.000 | ||
| 49 | 2025.03.13 04:00 | modify | 17 | 0.10 | 161.140 | 161.641 | 160.731 | ||
| 50 | 2025.03.13 04:00 | modify | 16 | 0.10 | 161.553 | 161.641 | 160.731 | ||
| 51 | 2025.03.13 04:00 | modify | 15 | 0.10 | 162.131 | 161.641 | 160.731 | ||
| 52 | 2025.03.13 08:00 | t/p | 15 | 0.10 | 160.731 | 161.641 | 160.731 | 93.91 | 919.60 |
| 53 | 2025.03.13 08:00 | t/p | 16 | 0.10 | 160.731 | 161.641 | 160.731 | 53.93 | 973.53 |
| 54 | 2025.03.13 08:00 | t/p | 17 | 0.10 | 160.731 | 161.641 | 160.731 | 28.29 | 1001.82 |
| 55 | 2025.05.06 12:00 | buy | 18 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 56 | 2025.05.06 12:00 | modify | 18 | 0.10 | 161.759 | 161.159 | 163.159 | ||
| 57 | 2025.05.08 12:00 | t/p | 18 | 0.10 | 163.159 | 161.159 | 163.159 | 97.90 | 1099.72 |
| 58 | 2025.05.16 04:00 | buy | 19 | 0.10 | 162.731 | 0.000 | 0.000 | ||
| 59 | 2025.05.16 04:00 | modify | 19 | 0.10 | 162.731 | 162.131 | 164.131 | ||
| 60 | 2025.05.22 08:00 | s/l | 19 | 0.10 | 162.131 | 162.131 | 164.131 | -40.08 | 1059.63 |
| 61 | 2025.06.23 08:00 | sell | 20 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 62 | 2025.06.23 08:00 | modify | 20 | 0.10 | 169.400 | 170.000 | 168.000 | ||
| 63 | 2025.06.24 16:00 | t/p | 20 | 0.10 | 168.000 | 170.000 | 168.000 | 95.85 | 1155.49 |