Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 497.18 | Gross profit | 1672.13 | Gross loss | -1174.94 |
| Profit factor | 1.42 | Expected payoff | 11.56 | ||
| Absolute drawdown | 253.31 | Maximal drawdown | 765.44 (7.28%) | Relative drawdown | 7.28% (765.44) |
| Total trades | 43 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 27 (66.67%) |
| Profit trades (% of total) | 27 (62.79%) | Loss trades (% of total) | 16 (37.21%) | ||
| Largest | profit trade | 96.78 | loss trade | -117.93 | |
| Average | profit trade | 61.93 | loss trade | -73.43 | |
| Maximum | consecutive wins (profit in money) | 6 (303.48) | consecutive losses (loss in money) | 4 (-367.39) | |
| Maximal | consecutive profit (count of wins) | 374.71 (5) | consecutive loss (count of losses) | -367.39 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 17:00 | buy | 1 | 0.10 | 133.023 | 0.000 | 0.000 | ||
| 2 | 2022.05.12 17:00 | modify | 1 | 0.10 | 133.023 | 131.523 | 134.323 | ||
| 3 | 2022.05.13 12:00 | buy | 2 | 0.10 | 134.025 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 12:00 | modify | 2 | 0.10 | 134.025 | 133.478 | 134.323 | ||
| 5 | 2022.05.13 12:00 | modify | 1 | 0.10 | 133.023 | 133.478 | 134.323 | ||
| 6 | 2022.05.13 15:00 | t/p | 1 | 0.10 | 134.323 | 133.478 | 134.323 | 95.84 | 10095.84 |
| 7 | 2022.05.13 15:00 | t/p | 2 | 0.10 | 134.323 | 133.478 | 134.323 | 21.90 | 10117.74 |
| 8 | 2022.05.17 14:00 | sell | 3 | 0.10 | 136.587 | 0.000 | 0.000 | ||
| 9 | 2022.05.17 14:00 | modify | 3 | 0.10 | 136.587 | 138.087 | 135.287 | ||
| 10 | 2022.05.18 05:00 | sell | 4 | 0.10 | 135.926 | 0.000 | 0.000 | ||
| 11 | 2022.05.18 05:00 | modify | 4 | 0.10 | 135.926 | 136.132 | 135.287 | ||
| 12 | 2022.05.18 05:00 | modify | 3 | 0.10 | 136.587 | 136.132 | 135.287 | ||
| 13 | 2022.05.18 06:00 | s/l | 3 | 0.10 | 136.132 | 136.132 | 135.287 | 32.84 | 10150.58 |
| 14 | 2022.05.18 06:00 | s/l | 4 | 0.10 | 136.132 | 136.132 | 135.287 | -15.14 | 10135.44 |
| 15 | 2022.05.18 17:00 | buy | 5 | 0.10 | 134.620 | 0.000 | 0.000 | ||
| 16 | 2022.05.18 17:00 | modify | 5 | 0.10 | 134.620 | 133.120 | 135.920 | ||
| 17 | 2022.05.20 00:00 | buy | 6 | 0.10 | 135.290 | 0.000 | 0.000 | ||
| 18 | 2022.05.20 00:00 | modify | 6 | 0.10 | 135.290 | 135.075 | 135.920 | ||
| 19 | 2022.05.20 00:00 | modify | 5 | 0.10 | 134.620 | 135.075 | 135.920 | ||
| 20 | 2022.05.20 01:00 | s/l | 5 | 0.10 | 135.075 | 135.075 | 135.920 | 34.69 | 10170.13 |
| 21 | 2022.05.20 01:00 | s/l | 6 | 0.10 | 135.075 | 135.075 | 135.920 | -15.80 | 10154.33 |
| 22 | 2022.06.08 14:00 | sell | 7 | 0.10 | 144.025 | 0.000 | 0.000 | ||
| 23 | 2022.06.08 14:00 | modify | 7 | 0.10 | 144.025 | 145.525 | 142.725 | ||
| 24 | 2022.06.09 10:00 | sell | 8 | 0.10 | 143.026 | 0.000 | 0.000 | ||
| 25 | 2022.06.09 10:00 | modify | 8 | 0.10 | 143.026 | 143.570 | 142.725 | ||
| 26 | 2022.06.09 10:00 | modify | 7 | 0.10 | 144.025 | 143.570 | 142.725 | ||
| 27 | 2022.06.09 12:00 | s/l | 7 | 0.10 | 143.570 | 143.570 | 142.725 | 31.65 | 10185.98 |
| 28 | 2022.06.09 12:00 | s/l | 8 | 0.10 | 143.570 | 143.570 | 142.725 | -39.98 | 10146.00 |
| 29 | 2022.06.13 15:00 | buy | 9 | 0.10 | 139.549 | 0.000 | 0.000 | ||
| 30 | 2022.06.13 15:00 | modify | 9 | 0.10 | 139.549 | 138.049 | 140.849 | ||
| 31 | 2022.06.14 04:00 | buy | 10 | 0.10 | 140.346 | 0.000 | 0.000 | ||
| 32 | 2022.06.14 04:00 | modify | 10 | 0.10 | 140.346 | 139.874 | 140.849 | ||
| 33 | 2022.06.14 04:00 | modify | 9 | 0.10 | 139.549 | 139.874 | 140.849 | ||
| 34 | 2022.06.14 16:00 | buy | 11 | 0.10 | 140.548 | 0.000 | 0.000 | ||
| 35 | 2022.06.14 16:00 | modify | 11 | 0.10 | 140.548 | 140.004 | 140.849 | ||
| 36 | 2022.06.14 16:00 | modify | 10 | 0.10 | 140.346 | 140.004 | 140.849 | ||
| 37 | 2022.06.14 16:00 | modify | 9 | 0.10 | 139.549 | 140.004 | 140.849 | ||
| 38 | 2022.06.14 20:00 | t/p | 9 | 0.10 | 140.849 | 140.004 | 140.849 | 95.84 | 10241.84 |
| 39 | 2022.06.14 20:00 | t/p | 10 | 0.10 | 140.849 | 140.004 | 140.849 | 36.96 | 10278.80 |
| 40 | 2022.06.14 20:00 | t/p | 11 | 0.10 | 140.849 | 140.004 | 140.849 | 22.12 | 10300.92 |
| 41 | 2022.06.21 10:00 | sell | 12 | 0.10 | 143.118 | 0.000 | 0.000 | ||
| 42 | 2022.06.21 10:00 | modify | 12 | 0.10 | 143.118 | 144.618 | 141.818 | ||
| 43 | 2022.06.23 09:00 | sell | 13 | 0.10 | 142.117 | 0.000 | 0.000 | ||
| 44 | 2022.06.23 09:00 | modify | 13 | 0.10 | 142.117 | 142.663 | 141.818 | ||
| 45 | 2022.06.23 09:00 | modify | 12 | 0.10 | 143.118 | 142.663 | 141.818 | ||
| 46 | 2022.06.23 13:00 | t/p | 12 | 0.10 | 141.818 | 142.663 | 141.818 | 93.15 | 10394.07 |
| 47 | 2022.06.23 13:00 | t/p | 13 | 0.10 | 141.818 | 142.663 | 141.818 | 21.97 | 10416.04 |
| 48 | 2022.06.30 14:00 | buy | 14 | 0.10 | 141.594 | 0.000 | 0.000 | ||
| 49 | 2022.06.30 14:00 | modify | 14 | 0.10 | 141.594 | 140.094 | 142.894 | ||
| 50 | 2022.06.30 17:00 | buy | 15 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 51 | 2022.06.30 17:00 | modify | 15 | 0.10 | 142.245 | 142.049 | 142.894 | ||
| 52 | 2022.06.30 17:00 | modify | 14 | 0.10 | 141.594 | 142.049 | 142.894 | ||
| 53 | 2022.06.30 20:00 | s/l | 14 | 0.10 | 142.049 | 142.049 | 142.894 | 33.44 | 10449.48 |
| 54 | 2022.06.30 20:00 | s/l | 15 | 0.10 | 142.049 | 142.049 | 142.894 | -14.40 | 10435.08 |
| 55 | 2022.07.01 06:00 | buy | 16 | 0.10 | 141.254 | 0.000 | 0.000 | ||
| 56 | 2022.07.01 06:00 | modify | 16 | 0.10 | 141.254 | 139.754 | 142.554 | ||
| 57 | 2022.07.05 05:00 | buy | 17 | 0.10 | 142.238 | 0.000 | 0.000 | ||
| 58 | 2022.07.05 05:00 | modify | 17 | 0.10 | 142.238 | 141.709 | 142.554 | ||
| 59 | 2022.07.05 05:00 | modify | 16 | 0.10 | 141.254 | 141.709 | 142.554 | ||
| 60 | 2022.07.05 08:00 | s/l | 16 | 0.10 | 141.709 | 141.709 | 142.554 | 34.06 | 10469.14 |
| 61 | 2022.07.05 08:00 | s/l | 17 | 0.10 | 141.709 | 141.709 | 142.554 | -38.88 | 10430.26 |
| 62 | 2022.07.05 15:00 | buy | 18 | 0.10 | 139.353 | 0.000 | 0.000 | ||
| 63 | 2022.07.05 15:00 | modify | 18 | 0.10 | 139.353 | 137.853 | 140.653 | ||
| 64 | 2022.07.06 12:00 | s/l | 18 | 0.10 | 137.853 | 137.853 | 140.653 | -109.93 | 10320.33 |
| 65 | 2022.07.26 13:00 | buy | 19 | 0.10 | 138.569 | 0.000 | 0.000 | ||
| 66 | 2022.07.26 13:00 | modify | 19 | 0.10 | 138.569 | 137.069 | 139.869 | ||
| 67 | 2022.07.28 13:00 | s/l | 19 | 0.10 | 137.069 | 137.069 | 139.869 | -108.98 | 10211.35 |
| 68 | 2022.07.28 15:00 | buy | 20 | 0.10 | 136.660 | 0.000 | 0.000 | ||
| 69 | 2022.07.28 15:00 | modify | 20 | 0.10 | 136.660 | 135.160 | 137.960 | ||
| 70 | 2022.08.01 02:00 | s/l | 20 | 0.10 | 135.160 | 135.160 | 137.960 | -109.60 | 10101.75 |
| 71 | 2022.08.02 03:00 | buy | 21 | 0.10 | 134.287 | 0.000 | 0.000 | ||
| 72 | 2022.08.02 03:00 | modify | 21 | 0.10 | 134.287 | 132.787 | 135.587 | ||
| 73 | 2022.08.03 00:00 | t/p | 21 | 0.10 | 135.587 | 132.787 | 135.587 | 95.84 | 10197.59 |
| 74 | 2022.08.03 02:00 | sell | 22 | 0.10 | 135.899 | 0.000 | 0.000 | ||
| 75 | 2022.08.03 02:00 | modify | 22 | 0.10 | 135.899 | 137.399 | 134.599 | ||
| 76 | 2022.08.05 15:00 | s/l | 22 | 0.10 | 137.399 | 137.399 | 134.599 | -112.59 | 10085.00 |
| 77 | 2022.08.15 14:00 | buy | 23 | 0.10 | 135.401 | 0.000 | 0.000 | ||
| 78 | 2022.08.15 14:00 | modify | 23 | 0.10 | 135.401 | 133.901 | 136.701 | ||
| 79 | 2022.08.16 14:00 | t/p | 23 | 0.10 | 136.701 | 133.901 | 136.701 | 95.85 | 10180.85 |
| 80 | 2022.08.16 15:00 | sell | 24 | 0.10 | 136.783 | 0.000 | 0.000 | ||
| 81 | 2022.08.16 15:00 | modify | 24 | 0.10 | 136.783 | 138.283 | 135.483 | ||
| 82 | 2022.08.29 11:00 | s/l | 24 | 0.10 | 138.283 | 138.283 | 135.483 | -117.93 | 10062.92 |
| 83 | 2022.09.06 09:00 | sell | 25 | 0.10 | 141.095 | 0.000 | 0.000 | ||
| 84 | 2022.09.06 09:00 | modify | 25 | 0.10 | 141.095 | 142.595 | 139.795 | ||
| 85 | 2022.09.07 05:00 | s/l | 25 | 0.10 | 142.595 | 142.595 | 139.795 | -110.81 | 9952.11 |
| 86 | 2022.09.14 08:00 | buy | 26 | 0.10 | 143.166 | 0.000 | 0.000 | ||
| 87 | 2022.09.14 08:00 | modify | 26 | 0.10 | 143.166 | 141.666 | 144.466 | ||
| 88 | 2022.09.21 21:00 | s/l | 26 | 0.10 | 141.666 | 141.666 | 144.466 | -108.05 | 9844.06 |
| 89 | 2022.11.04 16:00 | sell | 27 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 90 | 2022.11.04 16:00 | modify | 27 | 0.10 | 145.673 | 147.173 | 144.373 | ||
| 91 | 2022.11.10 15:00 | t/p | 27 | 0.10 | 144.373 | 147.173 | 144.373 | 91.97 | 9936.03 |
| 92 | 2022.11.24 12:00 | buy | 28 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 93 | 2022.11.24 12:00 | modify | 28 | 0.10 | 143.942 | 142.442 | 145.242 | ||
| 94 | 2022.11.25 01:00 | buy | 29 | 0.10 | 144.617 | 0.000 | 0.000 | ||
| 95 | 2022.11.25 01:00 | modify | 29 | 0.10 | 144.617 | 144.397 | 145.242 | ||
| 96 | 2022.11.25 01:00 | modify | 28 | 0.10 | 143.942 | 144.397 | 145.242 | ||
| 97 | 2022.11.25 02:00 | s/l | 28 | 0.10 | 144.397 | 144.397 | 145.242 | 33.75 | 9969.78 |
| 98 | 2022.11.25 02:00 | s/l | 29 | 0.10 | 144.397 | 144.397 | 145.242 | -16.17 | 9953.61 |
| 99 | 2022.11.28 04:00 | buy | 30 | 0.10 | 143.601 | 0.000 | 0.000 | ||
| 100 | 2022.11.28 04:00 | modify | 30 | 0.10 | 143.601 | 142.101 | 144.901 | ||
| 101 | 2022.11.28 14:00 | t/p | 30 | 0.10 | 144.901 | 142.101 | 144.901 | 95.54 | 10049.15 |
| 102 | 2022.12.13 16:00 | buy | 31 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 103 | 2022.12.13 16:00 | modify | 31 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 104 | 2022.12.14 21:00 | buy | 32 | 0.10 | 144.476 | 0.000 | 0.000 | ||
| 105 | 2022.12.14 21:00 | modify | 32 | 0.10 | 144.476 | 144.276 | 145.121 | ||
| 106 | 2022.12.14 21:00 | modify | 31 | 0.10 | 143.821 | 144.276 | 145.121 | ||
| 107 | 2022.12.15 08:00 | buy | 33 | 0.10 | 144.601 | 0.000 | 0.000 | ||
| 108 | 2022.12.15 08:00 | modify | 33 | 0.10 | 144.601 | 144.146 | 145.121 | ||
| 109 | 2022.12.15 08:00 | modify | 32 | 0.10 | 144.476 | 144.146 | 145.121 | ||
| 110 | 2022.12.15 08:00 | modify | 31 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 111 | 2022.12.15 10:00 | t/p | 31 | 0.10 | 145.121 | 144.146 | 145.121 | 96.78 | 10145.93 |
| 112 | 2022.12.15 10:00 | t/p | 32 | 0.10 | 145.121 | 144.146 | 145.121 | 48.34 | 10194.27 |
| 113 | 2022.12.15 10:00 | t/p | 33 | 0.10 | 145.121 | 144.146 | 145.121 | 38.21 | 10232.48 |
| 114 | 2023.01.03 11:00 | buy | 34 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 115 | 2023.01.03 11:00 | modify | 34 | 0.10 | 137.659 | 136.159 | 138.959 | ||
| 116 | 2023.01.04 15:00 | t/p | 34 | 0.10 | 138.959 | 136.159 | 138.959 | 95.84 | 10328.32 |
| 117 | 2023.01.12 11:00 | buy | 35 | 0.10 | 141.019 | 0.000 | 0.000 | ||
| 118 | 2023.01.12 11:00 | modify | 35 | 0.10 | 141.019 | 139.519 | 142.319 | ||
| 119 | 2023.01.13 07:00 | s/l | 35 | 0.10 | 139.519 | 139.519 | 142.319 | -109.92 | 10218.40 |
| 120 | 2023.01.13 09:00 | buy | 36 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 121 | 2023.01.13 09:00 | modify | 36 | 0.10 | 139.339 | 137.839 | 140.639 | ||
| 122 | 2023.01.18 03:00 | t/p | 36 | 0.10 | 140.639 | 137.839 | 140.639 | 96.47 | 10314.87 |
| 123 | 2023.02.13 11:00 | sell | 37 | 0.10 | 141.581 | 0.000 | 0.000 | ||
| 124 | 2023.02.13 11:00 | modify | 37 | 0.10 | 141.581 | 143.081 | 140.281 | ||
| 125 | 2023.02.15 09:00 | s/l | 37 | 0.10 | 143.081 | 143.081 | 140.281 | -111.41 | 10203.47 |
| 126 | 2023.03.21 13:00 | sell | 38 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 127 | 2023.03.21 13:00 | modify | 38 | 0.10 | 142.557 | 144.057 | 141.257 | ||
| 128 | 2023.03.23 20:00 | t/p | 38 | 0.10 | 141.257 | 144.057 | 141.257 | 93.15 | 10296.61 |
| 129 | 2023.03.24 11:00 | buy | 39 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 130 | 2023.03.24 11:00 | modify | 39 | 0.10 | 139.368 | 137.868 | 140.668 | ||
| 131 | 2023.03.24 17:00 | t/p | 39 | 0.10 | 140.668 | 137.868 | 140.668 | 95.53 | 10392.14 |
| 132 | 2023.03.30 14:00 | sell | 40 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 133 | 2023.03.30 14:00 | modify | 40 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 134 | 2023.03.31 19:00 | sell | 41 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 135 | 2023.03.31 19:00 | modify | 41 | 0.10 | 144.032 | 144.513 | 143.538 | ||
| 136 | 2023.03.31 19:00 | modify | 40 | 0.10 | 144.838 | 144.513 | 143.538 | ||
| 137 | 2023.04.02 22:00 | s/l | 40 | 0.10 | 144.513 | 144.513 | 143.538 | 23.29 | 10415.43 |
| 138 | 2023.04.02 22:00 | s/l | 41 | 0.10 | 144.513 | 144.513 | 143.538 | -35.35 | 10380.08 |
| 139 | 2023.04.04 11:00 | sell | 42 | 0.10 | 145.157 | 0.000 | 0.000 | ||
| 140 | 2023.04.04 11:00 | modify | 42 | 0.10 | 145.157 | 146.657 | 143.857 | ||
| 141 | 2023.04.04 19:00 | sell | 43 | 0.10 | 144.167 | 0.000 | 0.000 | ||
| 142 | 2023.04.04 19:00 | modify | 43 | 0.10 | 144.167 | 144.702 | 143.857 | ||
| 143 | 2023.04.04 19:00 | modify | 42 | 0.10 | 145.157 | 144.702 | 143.857 | ||
| 144 | 2023.04.05 01:00 | t/p | 42 | 0.10 | 143.857 | 144.702 | 143.857 | 94.93 | 10475.01 |
| 145 | 2023.04.05 01:00 | t/p | 43 | 0.10 | 143.857 | 144.702 | 143.857 | 22.18 | 10497.18 |