Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
| 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=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 449.22 | Gross profit | 1116.27 | Gross loss | -667.05 |
| Profit factor | 1.67 | Expected payoff | 14.49 | ||
| Absolute drawdown | 141.70 | Maximal drawdown | 371.56 (3.63%) | Relative drawdown | 3.63% (371.56) |
| Total trades | 31 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 21 (61.90%) |
| Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
| Largest | profit trade | 100.90 | loss trade | -107.39 | |
| Average | profit trade | 62.02 | loss trade | -51.31 | |
| Maximum | consecutive wins (profit in money) | 5 (394.73) | consecutive losses (loss in money) | 3 (-233.33) | |
| Maximal | consecutive profit (count of wins) | 394.73 (5) | consecutive loss (count of losses) | -233.33 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.01 06:00 | buy | 1 | 0.10 | 141.254 | 0.000 | 0.000 | ||
| 2 | 2022.07.01 06:00 | modify | 1 | 0.10 | 141.254 | 139.754 | 142.654 | ||
| 3 | 2022.07.05 01:00 | buy | 2 | 0.10 | 141.975 | 0.000 | 0.000 | ||
| 4 | 2022.07.05 01:00 | modify | 2 | 0.10 | 141.975 | 141.744 | 142.654 | ||
| 5 | 2022.07.05 01:00 | modify | 1 | 0.10 | 141.254 | 141.744 | 142.654 | ||
| 6 | 2022.07.05 08:00 | s/l | 1 | 0.10 | 141.744 | 141.744 | 142.654 | 35.49 | 10035.49 |
| 7 | 2022.07.05 08:00 | s/l | 2 | 0.10 | 141.744 | 141.744 | 142.654 | -16.45 | 10019.04 |
| 8 | 2022.07.26 13:00 | buy | 3 | 0.10 | 138.569 | 0.000 | 0.000 | ||
| 9 | 2022.07.26 13:00 | modify | 3 | 0.10 | 138.569 | 137.069 | 139.969 | ||
| 10 | 2022.07.27 19:00 | buy | 4 | 0.10 | 139.153 | 0.000 | 0.000 | ||
| 11 | 2022.07.27 19:00 | modify | 4 | 0.10 | 139.153 | 138.849 | 139.969 | ||
| 12 | 2022.07.27 19:00 | modify | 3 | 0.10 | 138.569 | 138.849 | 139.969 | ||
| 13 | 2022.07.28 01:00 | s/l | 3 | 0.10 | 138.849 | 138.849 | 139.969 | 21.14 | 10040.18 |
| 14 | 2022.07.28 01:00 | s/l | 4 | 0.10 | 138.849 | 138.849 | 139.969 | -20.75 | 10019.43 |
| 15 | 2022.07.28 15:00 | buy | 5 | 0.10 | 136.660 | 0.000 | 0.000 | ||
| 16 | 2022.07.28 15:00 | modify | 5 | 0.10 | 136.660 | 135.160 | 138.060 | ||
| 17 | 2022.08.01 02:00 | s/l | 5 | 0.10 | 135.160 | 135.160 | 138.060 | -106.22 | 9913.21 |
| 18 | 2022.08.02 03:00 | buy | 6 | 0.10 | 134.287 | 0.000 | 0.000 | ||
| 19 | 2022.08.02 03:00 | modify | 6 | 0.10 | 134.287 | 132.787 | 135.687 | ||
| 20 | 2022.08.03 00:00 | t/p | 6 | 0.10 | 135.687 | 132.787 | 135.687 | 100.00 | 10013.21 |
| 21 | 2022.08.15 14:00 | buy | 7 | 0.10 | 135.401 | 0.000 | 0.000 | ||
| 22 | 2022.08.15 14:00 | modify | 7 | 0.10 | 135.401 | 133.901 | 136.801 | ||
| 23 | 2022.08.16 10:00 | buy | 8 | 0.10 | 135.968 | 0.000 | 0.000 | ||
| 24 | 2022.08.16 10:00 | modify | 8 | 0.10 | 135.968 | 135.681 | 136.801 | ||
| 25 | 2022.08.16 10:00 | modify | 7 | 0.10 | 135.401 | 135.681 | 136.801 | ||
| 26 | 2022.08.16 14:00 | t/p | 7 | 0.10 | 136.801 | 135.681 | 136.801 | 100.00 | 10113.21 |
| 27 | 2022.08.16 14:00 | t/p | 8 | 0.10 | 136.801 | 135.681 | 136.801 | 59.32 | 10172.53 |
| 28 | 2022.08.16 15:00 | sell | 9 | 0.10 | 136.783 | 0.000 | 0.000 | ||
| 29 | 2022.08.16 15:00 | modify | 9 | 0.10 | 136.783 | 138.283 | 135.383 | ||
| 30 | 2022.08.23 15:00 | sell | 10 | 0.10 | 136.079 | 0.000 | 0.000 | ||
| 31 | 2022.08.23 15:00 | modify | 10 | 0.10 | 136.079 | 136.293 | 135.383 | ||
| 32 | 2022.08.23 15:00 | modify | 9 | 0.10 | 136.783 | 136.293 | 135.383 | ||
| 33 | 2022.08.23 16:00 | sell | 11 | 0.10 | 136.004 | 0.000 | 0.000 | ||
| 34 | 2022.08.23 16:00 | modify | 11 | 0.10 | 136.004 | 136.223 | 135.383 | ||
| 35 | 2022.08.23 16:00 | modify | 10 | 0.10 | 136.079 | 136.223 | 135.383 | ||
| 36 | 2022.08.23 16:00 | modify | 9 | 0.10 | 136.783 | 136.223 | 135.383 | ||
| 37 | 2022.08.23 18:00 | s/l | 9 | 0.10 | 136.223 | 136.223 | 135.383 | 35.90 | 10208.43 |
| 38 | 2022.08.23 18:00 | s/l | 10 | 0.10 | 136.223 | 136.223 | 135.383 | -10.25 | 10198.18 |
| 39 | 2022.08.23 18:00 | s/l | 11 | 0.10 | 136.223 | 136.223 | 135.383 | -15.59 | 10182.59 |
| 40 | 2022.08.26 15:00 | sell | 12 | 0.10 | 137.495 | 0.000 | 0.000 | ||
| 41 | 2022.08.26 15:00 | modify | 12 | 0.10 | 137.495 | 138.995 | 136.095 | ||
| 42 | 2022.08.26 18:00 | sell | 13 | 0.10 | 136.917 | 0.000 | 0.000 | ||
| 43 | 2022.08.26 18:00 | modify | 13 | 0.10 | 136.917 | 137.215 | 136.095 | ||
| 44 | 2022.08.26 18:00 | modify | 12 | 0.10 | 137.495 | 137.215 | 136.095 | ||
| 45 | 2022.08.28 21:00 | s/l | 12 | 0.10 | 137.215 | 137.215 | 136.095 | 19.94 | 10202.53 |
| 46 | 2022.08.28 21:00 | s/l | 13 | 0.10 | 137.215 | 137.215 | 136.095 | -21.22 | 10181.31 |
| 47 | 2022.09.06 09:00 | sell | 14 | 0.10 | 141.095 | 0.000 | 0.000 | ||
| 48 | 2022.09.06 09:00 | modify | 14 | 0.10 | 141.095 | 142.595 | 139.695 | ||
| 49 | 2022.09.07 05:00 | s/l | 14 | 0.10 | 142.595 | 142.595 | 139.695 | -107.39 | 10073.92 |
| 50 | 2022.09.14 08:00 | buy | 15 | 0.10 | 143.166 | 0.000 | 0.000 | ||
| 51 | 2022.09.14 08:00 | modify | 15 | 0.10 | 143.166 | 141.666 | 144.566 | ||
| 52 | 2022.09.21 21:00 | s/l | 15 | 0.10 | 141.666 | 141.666 | 144.566 | -104.72 | 9969.20 |
| 53 | 2022.11.04 16:00 | sell | 16 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 54 | 2022.11.04 16:00 | modify | 16 | 0.10 | 145.673 | 147.173 | 144.273 | ||
| 55 | 2022.11.10 15:00 | t/p | 16 | 0.10 | 144.273 | 147.173 | 144.273 | 96.28 | 10065.47 |
| 56 | 2022.11.10 17:00 | buy | 17 | 0.10 | 144.280 | 0.000 | 0.000 | ||
| 57 | 2022.11.10 17:00 | modify | 17 | 0.10 | 144.280 | 142.780 | 145.680 | ||
| 58 | 2022.11.11 11:00 | s/l | 17 | 0.10 | 142.780 | 142.780 | 145.680 | -106.53 | 9958.94 |
| 59 | 2022.11.24 12:00 | buy | 18 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 60 | 2022.11.24 12:00 | modify | 18 | 0.10 | 143.942 | 142.442 | 145.342 | ||
| 61 | 2022.11.25 09:00 | buy | 19 | 0.10 | 144.723 | 0.000 | 0.000 | ||
| 62 | 2022.11.25 09:00 | modify | 19 | 0.10 | 144.723 | 144.502 | 145.342 | ||
| 63 | 2022.11.25 09:00 | modify | 18 | 0.10 | 143.942 | 144.502 | 145.342 | ||
| 64 | 2022.11.25 14:00 | s/l | 18 | 0.10 | 144.502 | 144.502 | 145.342 | 40.19 | 9999.13 |
| 65 | 2022.11.25 14:00 | s/l | 19 | 0.10 | 144.502 | 144.502 | 145.342 | -15.73 | 9983.40 |
| 66 | 2022.11.28 04:00 | buy | 20 | 0.10 | 143.601 | 0.000 | 0.000 | ||
| 67 | 2022.11.28 04:00 | modify | 20 | 0.10 | 143.601 | 142.101 | 145.001 | ||
| 68 | 2022.12.01 08:00 | s/l | 20 | 0.10 | 142.101 | 142.101 | 145.001 | -105.32 | 9878.08 |
| 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 | 145.221 | ||
| 71 | 2022.12.15 05:00 | buy | 22 | 0.10 | 144.547 | 0.000 | 0.000 | ||
| 72 | 2022.12.15 05:00 | modify | 22 | 0.10 | 144.547 | 144.311 | 145.221 | ||
| 73 | 2022.12.15 05:00 | modify | 21 | 0.10 | 143.821 | 144.311 | 145.221 | ||
| 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 | 144.381 | 145.221 | ||
| 76 | 2022.12.15 08:00 | modify | 22 | 0.10 | 144.547 | 144.381 | 145.221 | ||
| 77 | 2022.12.15 08:00 | modify | 21 | 0.10 | 143.821 | 144.381 | 145.221 | ||
| 78 | 2022.12.15 11:00 | t/p | 21 | 0.10 | 145.221 | 144.381 | 145.221 | 100.90 | 9978.98 |
| 79 | 2022.12.15 11:00 | t/p | 22 | 0.10 | 145.221 | 144.381 | 145.221 | 48.00 | 10026.98 |
| 80 | 2022.12.15 11:00 | t/p | 23 | 0.10 | 145.221 | 144.381 | 145.221 | 44.15 | 10071.13 |
| 81 | 2023.01.03 11:00 | buy | 24 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 82 | 2023.01.03 11:00 | modify | 24 | 0.10 | 137.659 | 136.159 | 139.059 | ||
| 83 | 2023.01.04 03:00 | buy | 25 | 0.10 | 138.230 | 0.000 | 0.000 | ||
| 84 | 2023.01.04 03:00 | modify | 25 | 0.10 | 138.230 | 137.939 | 139.059 | ||
| 85 | 2023.01.04 03:00 | modify | 24 | 0.10 | 137.659 | 137.939 | 139.059 | ||
| 86 | 2023.01.04 08:00 | s/l | 24 | 0.10 | 137.939 | 137.939 | 139.059 | 20.24 | 10091.37 |
| 87 | 2023.01.04 08:00 | s/l | 25 | 0.10 | 137.939 | 137.939 | 139.059 | -20.72 | 10070.65 |
| 88 | 2023.01.13 09:00 | buy | 26 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 89 | 2023.01.13 09:00 | modify | 26 | 0.10 | 139.339 | 137.839 | 140.739 | ||
| 90 | 2023.01.18 03:00 | t/p | 26 | 0.10 | 140.739 | 137.839 | 140.739 | 100.60 | 10171.25 |
| 91 | 2023.03.21 13:00 | sell | 27 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 92 | 2023.03.21 13:00 | modify | 27 | 0.10 | 142.557 | 144.057 | 141.157 | ||
| 93 | 2023.03.24 02:00 | t/p | 27 | 0.10 | 141.157 | 144.057 | 141.157 | 96.84 | 10268.10 |
| 94 | 2023.03.24 11:00 | buy | 28 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 95 | 2023.03.24 11:00 | modify | 28 | 0.10 | 139.368 | 137.868 | 140.768 | ||
| 96 | 2023.03.24 13:00 | buy | 29 | 0.10 | 139.942 | 0.000 | 0.000 | ||
| 97 | 2023.03.24 13:00 | modify | 29 | 0.10 | 139.942 | 139.648 | 140.768 | ||
| 98 | 2023.03.24 13:00 | modify | 28 | 0.10 | 139.368 | 139.648 | 140.768 | ||
| 99 | 2023.03.24 17:00 | t/p | 28 | 0.10 | 140.768 | 139.648 | 140.768 | 99.71 | 10367.81 |
| 100 | 2023.03.24 17:00 | t/p | 29 | 0.10 | 140.768 | 139.648 | 140.768 | 58.83 | 10426.64 |
| 101 | 2023.03.30 14:00 | sell | 30 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 102 | 2023.03.30 14:00 | modify | 30 | 0.10 | 144.838 | 146.338 | 143.438 | ||
| 103 | 2023.04.03 00:00 | sell | 31 | 0.10 | 144.051 | 0.000 | 0.000 | ||
| 104 | 2023.04.03 00:00 | modify | 31 | 0.10 | 144.051 | 144.278 | 143.438 | ||
| 105 | 2023.04.03 00:00 | modify | 30 | 0.10 | 144.838 | 144.278 | 143.438 | ||
| 106 | 2023.04.03 07:00 | s/l | 30 | 0.10 | 144.278 | 144.278 | 143.438 | 38.74 | 10465.38 |
| 107 | 2023.04.03 07:00 | s/l | 31 | 0.10 | 144.278 | 144.278 | 143.438 | -16.16 | 10449.22 |