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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; 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=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 466.45 | Gross profit | 1163.88 | Gross loss | -697.43 |
| Profit factor | 1.67 | Expected payoff | 16.08 | ||
| Absolute drawdown | 13.52 | Maximal drawdown | 375.18 (3.60%) | Relative drawdown | 3.60% (375.18) |
| Total trades | 29 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 18 (72.22%) |
| Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
| Largest | profit trade | 96.80 | loss trade | -117.87 | |
| Average | profit trade | 61.26 | loss trade | -69.74 | |
| Maximum | consecutive wins (profit in money) | 5 (276.85) | consecutive losses (loss in money) | 3 (-238.80) | |
| Maximal | consecutive profit (count of wins) | 279.56 (4) | consecutive loss (count of losses) | -238.80 (3) | |
| 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 | 95.88 | 10095.88 |
| 7 | 2022.05.13 15:00 | t/p | 2 | 0.10 | 134.323 | 133.478 | 134.323 | 21.91 | 10117.79 |
| 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 | 136.197 | 135.287 | ||
| 12 | 2022.05.18 05:00 | modify | 3 | 0.10 | 136.587 | 136.197 | 135.287 | ||
| 13 | 2022.05.18 06:00 | s/l | 3 | 0.10 | 136.197 | 136.197 | 135.287 | 28.08 | 10145.87 |
| 14 | 2022.05.18 06:00 | s/l | 4 | 0.10 | 136.197 | 136.197 | 135.287 | -19.92 | 10125.95 |
| 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 | 135.010 | 135.920 | ||
| 19 | 2022.05.20 00:00 | modify | 5 | 0.10 | 134.620 | 135.010 | 135.920 | ||
| 20 | 2022.05.20 02:00 | s/l | 5 | 0.10 | 135.010 | 135.010 | 135.920 | 29.90 | 10155.86 |
| 21 | 2022.05.20 02:00 | s/l | 6 | 0.10 | 135.010 | 135.010 | 135.920 | -20.59 | 10135.27 |
| 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 | 31.69 | 10166.96 |
| 28 | 2022.06.09 12:00 | s/l | 8 | 0.10 | 143.570 | 143.570 | 142.725 | -39.99 | 10126.97 |
| 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 | 95.87 | 10222.84 |
| 39 | 2022.06.14 20:00 | t/p | 10 | 0.10 | 140.849 | 140.004 | 140.849 | 36.97 | 10259.81 |
| 40 | 2022.06.14 20:00 | t/p | 11 | 0.10 | 140.849 | 140.004 | 140.849 | 22.12 | 10281.93 |
| 41 | 2022.06.21 16:00 | sell | 12 | 0.10 | 143.720 | 0.000 | 0.000 | ||
| 42 | 2022.06.21 16:00 | modify | 12 | 0.10 | 143.720 | 145.220 | 142.420 | ||
| 43 | 2022.06.23 08:00 | t/p | 12 | 0.10 | 142.420 | 145.220 | 142.420 | 93.22 | 10375.15 |
| 44 | 2022.06.30 14:00 | buy | 13 | 0.10 | 141.594 | 0.000 | 0.000 | ||
| 45 | 2022.06.30 14:00 | modify | 13 | 0.10 | 141.594 | 140.094 | 142.894 | ||
| 46 | 2022.06.30 17:00 | buy | 14 | 0.10 | 142.245 | 0.000 | 0.000 | ||
| 47 | 2022.06.30 17:00 | modify | 14 | 0.10 | 142.245 | 141.984 | 142.894 | ||
| 48 | 2022.06.30 17:00 | modify | 13 | 0.10 | 141.594 | 141.984 | 142.894 | ||
| 49 | 2022.06.30 20:00 | s/l | 13 | 0.10 | 141.984 | 141.984 | 142.894 | 28.67 | 10403.82 |
| 50 | 2022.06.30 20:00 | s/l | 14 | 0.10 | 141.984 | 141.984 | 142.894 | -19.19 | 10384.63 |
| 51 | 2022.07.05 15:00 | buy | 15 | 0.10 | 139.353 | 0.000 | 0.000 | ||
| 52 | 2022.07.05 15:00 | modify | 15 | 0.10 | 139.353 | 137.853 | 140.653 | ||
| 53 | 2022.07.06 12:00 | s/l | 15 | 0.10 | 137.853 | 137.853 | 140.653 | -109.96 | 10274.67 |
| 54 | 2022.07.28 15:00 | buy | 16 | 0.10 | 136.660 | 0.000 | 0.000 | ||
| 55 | 2022.07.28 15:00 | modify | 16 | 0.10 | 136.660 | 135.160 | 137.960 | ||
| 56 | 2022.08.01 02:00 | s/l | 16 | 0.10 | 135.160 | 135.160 | 137.960 | -109.65 | 10165.02 |
| 57 | 2022.08.15 14:00 | buy | 17 | 0.10 | 135.401 | 0.000 | 0.000 | ||
| 58 | 2022.08.15 14:00 | modify | 17 | 0.10 | 135.401 | 133.901 | 136.701 | ||
| 59 | 2022.08.16 14:00 | t/p | 17 | 0.10 | 136.701 | 133.901 | 136.701 | 95.87 | 10260.88 |
| 60 | 2022.08.16 15:00 | sell | 18 | 0.10 | 136.783 | 0.000 | 0.000 | ||
| 61 | 2022.08.16 15:00 | modify | 18 | 0.10 | 136.783 | 138.283 | 135.483 | ||
| 62 | 2022.08.29 11:00 | s/l | 18 | 0.10 | 138.283 | 138.283 | 135.483 | -117.87 | 10143.02 |
| 63 | 2022.11.04 16:00 | sell | 19 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 64 | 2022.11.04 16:00 | modify | 19 | 0.10 | 145.673 | 147.173 | 144.373 | ||
| 65 | 2022.11.10 15:00 | t/p | 19 | 0.10 | 144.373 | 147.173 | 144.373 | 92.04 | 10235.06 |
| 66 | 2022.11.10 17:00 | buy | 20 | 0.10 | 144.280 | 0.000 | 0.000 | ||
| 67 | 2022.11.10 17:00 | modify | 20 | 0.10 | 144.280 | 142.780 | 145.580 | ||
| 68 | 2022.11.11 11:00 | s/l | 20 | 0.10 | 142.780 | 142.780 | 145.580 | -109.96 | 10125.10 |
| 69 | 2022.12.13 16:00 | buy | 21 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 70 | 2022.12.13 16:00 | modify | 21 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 71 | 2022.12.14 21:00 | buy | 22 | 0.10 | 144.476 | 0.000 | 0.000 | ||
| 72 | 2022.12.14 21:00 | modify | 22 | 0.10 | 144.476 | 144.211 | 145.121 | ||
| 73 | 2022.12.14 21:00 | modify | 21 | 0.10 | 143.821 | 144.211 | 145.121 | ||
| 74 | 2022.12.15 08:00 | buy | 23 | 0.10 | 144.601 | 0.000 | 0.000 | ||
| 75 | 2022.12.15 08:00 | modify | 23 | 0.10 | 144.601 | 144.146 | 145.121 | ||
| 76 | 2022.12.15 08:00 | modify | 22 | 0.10 | 144.476 | 144.146 | 145.121 | ||
| 77 | 2022.12.15 08:00 | modify | 21 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 78 | 2022.12.15 10:00 | t/p | 21 | 0.10 | 145.121 | 144.146 | 145.121 | 96.80 | 10221.90 |
| 79 | 2022.12.15 10:00 | t/p | 22 | 0.10 | 145.121 | 144.146 | 145.121 | 48.35 | 10270.25 |
| 80 | 2022.12.15 10:00 | t/p | 23 | 0.10 | 145.121 | 144.146 | 145.121 | 38.23 | 10308.48 |
| 81 | 2023.01.13 17:00 | buy | 24 | 0.10 | 138.242 | 0.000 | 0.000 | ||
| 82 | 2023.01.13 17:00 | modify | 24 | 0.10 | 138.242 | 136.742 | 139.542 | ||
| 83 | 2023.01.17 03:00 | t/p | 24 | 0.10 | 139.542 | 136.742 | 139.542 | 96.18 | 10404.65 |
| 84 | 2023.02.13 17:00 | sell | 25 | 0.10 | 142.224 | 0.000 | 0.000 | ||
| 85 | 2023.02.13 17:00 | modify | 25 | 0.10 | 142.224 | 143.724 | 140.924 | ||
| 86 | 2023.02.21 09:00 | s/l | 25 | 0.10 | 143.724 | 143.724 | 140.924 | -114.94 | 10289.71 |
| 87 | 2023.03.15 15:00 | buy | 26 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 88 | 2023.03.15 15:00 | modify | 26 | 0.10 | 140.268 | 138.768 | 141.568 | ||
| 89 | 2023.03.15 19:00 | t/p | 26 | 0.10 | 141.568 | 138.768 | 141.568 | 95.57 | 10385.28 |
| 90 | 2023.03.21 14:00 | sell | 27 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 91 | 2023.03.21 14:00 | modify | 27 | 0.10 | 142.515 | 144.015 | 141.215 | ||
| 92 | 2023.03.23 20:00 | t/p | 27 | 0.10 | 141.215 | 144.015 | 141.215 | 93.22 | 10478.50 |
| 93 | 2023.03.30 14:00 | sell | 28 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 94 | 2023.03.30 14:00 | modify | 28 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 95 | 2023.03.31 19:00 | sell | 29 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 96 | 2023.03.31 19:00 | modify | 29 | 0.10 | 144.032 | 144.513 | 143.538 | ||
| 97 | 2023.03.31 19:00 | modify | 28 | 0.10 | 144.838 | 144.513 | 143.538 | ||
| 98 | 2023.04.02 22:00 | s/l | 28 | 0.10 | 144.513 | 144.513 | 143.538 | 23.30 | 10501.81 |
| 99 | 2023.04.02 22:00 | s/l | 29 | 0.10 | 144.513 | 144.513 | 143.538 | -35.36 | 10466.45 |