Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 853.56 | Gross profit | 1246.29 | Gross loss | -392.74 |
| Profit factor | 3.17 | Expected payoff | 42.68 | ||
| Absolute drawdown | 227.19 | Maximal drawdown | 330.27 (3.27%) | Relative drawdown | 3.27% (330.27) |
| Total trades | 20 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 114.82 | loss trade | -108.27 | |
| Average | profit trade | 83.09 | loss trade | -78.55 | |
| Maximum | consecutive wins (profit in money) | 9 (654.37) | consecutive losses (loss in money) | 3 (-252.09) | |
| Maximal | consecutive profit (count of wins) | 654.37 (9) | consecutive loss (count of losses) | -252.09 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.20 01:00 | sell | 1 | 0.10 | 139.590 | 0.000 | 0.000 | ||
| 2 | 2022.04.20 01:00 | modify | 1 | 0.10 | 139.590 | 140.990 | 138.090 | ||
| 3 | 2022.04.20 11:00 | sell | 2 | 0.10 | 138.745 | 0.000 | 0.000 | ||
| 4 | 2022.04.20 11:00 | modify | 2 | 0.10 | 138.745 | 139.215 | 138.090 | ||
| 5 | 2022.04.20 11:00 | modify | 1 | 0.10 | 139.590 | 139.215 | 138.090 | ||
| 6 | 2022.04.21 01:00 | s/l | 1 | 0.10 | 139.215 | 139.215 | 138.090 | 26.56 | 10026.56 |
| 7 | 2022.04.21 01:00 | s/l | 2 | 0.10 | 139.215 | 139.215 | 138.090 | -37.34 | 9989.21 |
| 8 | 2022.05.31 03:00 | sell | 3 | 0.10 | 137.779 | 0.000 | 0.000 | ||
| 9 | 2022.05.31 03:00 | modify | 3 | 0.10 | 137.779 | 139.179 | 136.279 | ||
| 10 | 2022.06.02 15:00 | s/l | 3 | 0.10 | 139.179 | 139.179 | 136.279 | -108.27 | 9880.94 |
| 11 | 2022.06.07 01:00 | sell | 4 | 0.10 | 141.273 | 0.000 | 0.000 | ||
| 12 | 2022.06.07 01:00 | modify | 4 | 0.10 | 141.273 | 142.673 | 139.773 | ||
| 13 | 2022.06.08 08:00 | s/l | 4 | 0.10 | 142.673 | 142.673 | 139.773 | -106.47 | 9774.47 |
| 14 | 2022.06.15 00:00 | sell | 5 | 0.10 | 141.182 | 0.000 | 0.000 | ||
| 15 | 2022.06.15 00:00 | modify | 5 | 0.10 | 141.182 | 142.582 | 139.682 | ||
| 16 | 2022.06.15 17:00 | t/p | 5 | 0.10 | 139.682 | 142.582 | 139.682 | 113.44 | 9887.91 |
| 17 | 2022.07.12 03:00 | buy | 6 | 0.10 | 137.509 | 0.000 | 0.000 | ||
| 18 | 2022.07.12 03:00 | modify | 6 | 0.10 | 137.509 | 136.109 | 139.009 | ||
| 19 | 2022.07.14 03:00 | buy | 7 | 0.10 | 138.356 | 0.000 | 0.000 | ||
| 20 | 2022.07.14 03:00 | modify | 7 | 0.10 | 138.356 | 137.884 | 139.009 | ||
| 21 | 2022.07.14 03:00 | modify | 6 | 0.10 | 137.509 | 137.884 | 139.009 | ||
| 22 | 2022.07.14 06:00 | buy | 8 | 0.10 | 138.723 | 0.000 | 0.000 | ||
| 23 | 2022.07.14 06:00 | modify | 8 | 0.10 | 138.723 | 138.034 | 139.009 | ||
| 24 | 2022.07.14 06:00 | modify | 7 | 0.10 | 138.356 | 138.034 | 139.009 | ||
| 25 | 2022.07.14 06:00 | modify | 6 | 0.10 | 137.509 | 138.034 | 139.009 | ||
| 26 | 2022.07.14 08:00 | t/p | 6 | 0.10 | 139.009 | 138.034 | 139.009 | 114.82 | 10002.73 |
| 27 | 2022.07.14 08:00 | t/p | 7 | 0.10 | 139.009 | 138.034 | 139.009 | 49.43 | 10052.16 |
| 28 | 2022.07.14 08:00 | t/p | 8 | 0.10 | 139.009 | 138.034 | 139.009 | 21.65 | 10073.81 |
| 29 | 2022.07.27 03:00 | sell | 9 | 0.10 | 138.974 | 0.000 | 0.000 | ||
| 30 | 2022.07.27 03:00 | modify | 9 | 0.10 | 138.974 | 140.374 | 137.474 | ||
| 31 | 2022.07.28 02:00 | sell | 10 | 0.10 | 138.218 | 0.000 | 0.000 | ||
| 32 | 2022.07.28 02:00 | modify | 10 | 0.10 | 138.218 | 138.674 | 137.474 | ||
| 33 | 2022.07.28 02:00 | modify | 9 | 0.10 | 138.974 | 138.674 | 137.474 | ||
| 34 | 2022.07.28 03:00 | sell | 11 | 0.10 | 138.143 | 0.000 | 0.000 | ||
| 35 | 2022.07.28 03:00 | modify | 11 | 0.10 | 138.143 | 138.599 | 137.474 | ||
| 36 | 2022.07.28 03:00 | modify | 10 | 0.10 | 138.218 | 138.599 | 137.474 | ||
| 37 | 2022.07.28 03:00 | modify | 9 | 0.10 | 138.974 | 138.599 | 137.474 | ||
| 38 | 2022.07.28 11:00 | t/p | 9 | 0.10 | 137.474 | 138.599 | 137.474 | 111.63 | 10185.43 |
| 39 | 2022.07.28 11:00 | t/p | 10 | 0.10 | 137.474 | 138.599 | 137.474 | 56.26 | 10241.69 |
| 40 | 2022.07.28 11:00 | t/p | 11 | 0.10 | 137.474 | 138.599 | 137.474 | 50.59 | 10292.28 |
| 41 | 2022.08.02 03:00 | buy | 12 | 0.10 | 134.287 | 0.000 | 0.000 | ||
| 42 | 2022.08.02 03:00 | modify | 12 | 0.10 | 134.287 | 132.887 | 135.787 | ||
| 43 | 2022.08.03 01:00 | t/p | 12 | 0.10 | 135.787 | 132.887 | 135.787 | 113.87 | 10406.15 |
| 44 | 2022.08.03 02:00 | sell | 13 | 0.10 | 135.899 | 0.000 | 0.000 | ||
| 45 | 2022.08.03 02:00 | modify | 13 | 0.10 | 135.899 | 137.299 | 134.399 | ||
| 46 | 2022.08.03 04:00 | sell | 14 | 0.10 | 135.139 | 0.000 | 0.000 | ||
| 47 | 2022.08.03 04:00 | modify | 14 | 0.10 | 135.139 | 135.599 | 134.399 | ||
| 48 | 2022.08.03 04:00 | modify | 13 | 0.10 | 135.899 | 135.599 | 134.399 | ||
| 49 | 2022.08.03 06:00 | s/l | 13 | 0.10 | 135.599 | 135.599 | 134.399 | 22.69 | 10428.84 |
| 50 | 2022.08.03 06:00 | s/l | 14 | 0.10 | 135.599 | 135.599 | 134.399 | -34.78 | 10394.06 |
| 51 | 2022.09.06 03:00 | sell | 15 | 0.10 | 139.893 | 0.000 | 0.000 | ||
| 52 | 2022.09.06 03:00 | modify | 15 | 0.10 | 139.893 | 141.293 | 138.393 | ||
| 53 | 2022.09.06 08:00 | s/l | 15 | 0.10 | 141.293 | 141.293 | 138.393 | -105.87 | 10288.19 |
| 54 | 2022.09.09 02:00 | sell | 16 | 0.10 | 144.398 | 0.000 | 0.000 | ||
| 55 | 2022.09.09 02:00 | modify | 16 | 0.10 | 144.398 | 145.798 | 142.898 | ||
| 56 | 2022.09.09 11:00 | t/p | 16 | 0.10 | 142.898 | 145.798 | 142.898 | 113.43 | 10401.62 |
| 57 | 2022.09.20 00:00 | sell | 17 | 0.10 | 143.613 | 0.000 | 0.000 | ||
| 58 | 2022.09.20 00:00 | modify | 17 | 0.10 | 143.613 | 145.013 | 142.113 | ||
| 59 | 2022.09.21 07:00 | t/p | 17 | 0.10 | 142.113 | 145.013 | 142.113 | 112.83 | 10514.45 |
| 60 | 2022.10.06 02:00 | sell | 18 | 0.10 | 143.372 | 0.000 | 0.000 | ||
| 61 | 2022.10.06 02:00 | modify | 18 | 0.10 | 143.372 | 144.772 | 141.872 | ||
| 62 | 2022.10.07 07:00 | t/p | 18 | 0.10 | 141.872 | 144.772 | 141.872 | 112.84 | 10627.29 |
| 63 | 2022.12.20 03:00 | sell | 19 | 0.10 | 145.576 | 0.000 | 0.000 | ||
| 64 | 2022.12.20 03:00 | modify | 19 | 0.10 | 145.576 | 146.976 | 144.076 | ||
| 65 | 2022.12.20 04:00 | t/p | 19 | 0.10 | 144.076 | 146.976 | 144.076 | 113.44 | 10740.73 |
| 66 | 2023.02.06 02:00 | sell | 20 | 0.10 | 142.656 | 0.000 | 0.000 | ||
| 67 | 2023.02.06 02:00 | modify | 20 | 0.10 | 142.656 | 144.056 | 141.156 | ||
| 68 | 2023.02.07 14:00 | t/p | 20 | 0.10 | 141.156 | 144.056 | 141.156 | 112.83 | 10853.56 |