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=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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=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=5; 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 | 758.33 | Gross profit | 1277.66 | Gross loss | -519.34 |
| Profit factor | 2.46 | Expected payoff | 30.33 | ||
| Absolute drawdown | 1.99 | Maximal drawdown | 219.35 (2.02%) | Relative drawdown | 2.02% (219.35) |
| Total trades | 25 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 108.07 | loss trade | -93.76 | |
| Average | profit trade | 70.98 | loss trade | -74.19 | |
| Maximum | consecutive wins (profit in money) | 8 (547.44) | consecutive losses (loss in money) | 2 (-141.41) | |
| Maximal | consecutive profit (count of wins) | 547.44 (8) | consecutive loss (count of losses) | -141.41 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.11 04:00 | sell | 1 | 0.10 | 139.063 | 0.000 | 0.000 | ||
| 2 | 2022.07.11 04:00 | modify | 1 | 0.10 | 139.063 | 140.363 | 137.563 | ||
| 3 | 2022.07.11 19:00 | sell | 2 | 0.10 | 138.161 | 0.000 | 0.000 | ||
| 4 | 2022.07.11 19:00 | modify | 2 | 0.10 | 138.161 | 138.688 | 137.563 | ||
| 5 | 2022.07.11 19:00 | modify | 1 | 0.10 | 139.063 | 138.688 | 137.563 | ||
| 6 | 2022.07.12 02:00 | t/p | 1 | 0.10 | 137.563 | 138.688 | 137.563 | 106.29 | 10106.29 |
| 7 | 2022.07.12 02:00 | t/p | 2 | 0.10 | 137.563 | 138.688 | 137.563 | 42.03 | 10148.32 |
| 8 | 2022.07.12 03:00 | buy | 3 | 0.10 | 137.509 | 0.000 | 0.000 | ||
| 9 | 2022.07.12 03:00 | modify | 3 | 0.10 | 137.509 | 136.209 | 139.009 | ||
| 10 | 2022.07.14 06:00 | buy | 4 | 0.10 | 138.723 | 0.000 | 0.000 | ||
| 11 | 2022.07.14 06:00 | modify | 4 | 0.10 | 138.723 | 138.034 | 139.009 | ||
| 12 | 2022.07.14 06:00 | modify | 3 | 0.10 | 137.509 | 138.034 | 139.009 | ||
| 13 | 2022.07.14 08:00 | t/p | 3 | 0.10 | 139.009 | 138.034 | 139.009 | 108.07 | 10256.39 |
| 14 | 2022.07.14 08:00 | t/p | 4 | 0.10 | 139.009 | 138.034 | 139.009 | 20.38 | 10276.77 |
| 15 | 2022.07.27 03:00 | sell | 5 | 0.10 | 138.974 | 0.000 | 0.000 | ||
| 16 | 2022.07.27 03:00 | modify | 5 | 0.10 | 138.974 | 140.274 | 137.474 | ||
| 17 | 2022.07.28 02:00 | sell | 6 | 0.10 | 138.218 | 0.000 | 0.000 | ||
| 18 | 2022.07.28 02:00 | modify | 6 | 0.10 | 138.218 | 138.899 | 137.474 | ||
| 19 | 2022.07.28 02:00 | modify | 5 | 0.10 | 138.974 | 138.899 | 137.474 | ||
| 20 | 2022.07.28 11:00 | t/p | 5 | 0.10 | 137.474 | 138.899 | 137.474 | 105.15 | 10381.93 |
| 21 | 2022.07.28 11:00 | t/p | 6 | 0.10 | 137.474 | 138.899 | 137.474 | 53.00 | 10434.93 |
| 22 | 2022.08.02 03:00 | buy | 7 | 0.10 | 134.287 | 0.000 | 0.000 | ||
| 23 | 2022.08.02 03:00 | modify | 7 | 0.10 | 134.287 | 132.987 | 135.787 | ||
| 24 | 2022.08.03 01:00 | t/p | 7 | 0.10 | 135.787 | 132.987 | 135.787 | 107.17 | 10542.10 |
| 25 | 2022.08.03 02:00 | sell | 8 | 0.10 | 135.899 | 0.000 | 0.000 | ||
| 26 | 2022.08.03 02:00 | modify | 8 | 0.10 | 135.899 | 137.199 | 134.399 | ||
| 27 | 2022.08.03 04:00 | sell | 9 | 0.10 | 135.139 | 0.000 | 0.000 | ||
| 28 | 2022.08.03 04:00 | modify | 9 | 0.10 | 135.139 | 135.824 | 134.399 | ||
| 29 | 2022.08.03 04:00 | modify | 8 | 0.10 | 135.899 | 135.824 | 134.399 | ||
| 30 | 2022.08.03 11:00 | s/l | 8 | 0.10 | 135.824 | 135.824 | 134.399 | 5.34 | 10547.44 |
| 31 | 2022.08.03 11:00 | s/l | 9 | 0.10 | 135.824 | 135.824 | 134.399 | -48.80 | 10498.64 |
| 32 | 2022.09.06 03:00 | sell | 10 | 0.10 | 139.893 | 0.000 | 0.000 | ||
| 33 | 2022.09.06 03:00 | modify | 10 | 0.10 | 139.893 | 141.193 | 138.393 | ||
| 34 | 2022.09.06 08:00 | s/l | 10 | 0.10 | 141.193 | 141.193 | 138.393 | -92.61 | 10406.03 |
| 35 | 2022.09.09 02:00 | sell | 11 | 0.10 | 144.398 | 0.000 | 0.000 | ||
| 36 | 2022.09.09 02:00 | modify | 11 | 0.10 | 144.398 | 145.698 | 142.898 | ||
| 37 | 2022.09.09 11:00 | t/p | 11 | 0.10 | 142.898 | 145.698 | 142.898 | 106.86 | 10512.89 |
| 38 | 2022.09.20 00:00 | sell | 12 | 0.10 | 143.613 | 0.000 | 0.000 | ||
| 39 | 2022.09.20 00:00 | modify | 12 | 0.10 | 143.613 | 144.913 | 142.113 | ||
| 40 | 2022.09.21 07:00 | t/p | 12 | 0.10 | 142.113 | 144.913 | 142.113 | 106.29 | 10619.18 |
| 41 | 2022.10.06 02:00 | sell | 13 | 0.10 | 143.372 | 0.000 | 0.000 | ||
| 42 | 2022.10.06 02:00 | modify | 13 | 0.10 | 143.372 | 144.672 | 141.872 | ||
| 43 | 2022.10.07 07:00 | t/p | 13 | 0.10 | 141.872 | 144.672 | 141.872 | 106.29 | 10725.47 |
| 44 | 2022.11.28 04:00 | buy | 14 | 0.10 | 143.601 | 0.000 | 0.000 | ||
| 45 | 2022.11.28 04:00 | modify | 14 | 0.10 | 143.601 | 142.301 | 145.101 | ||
| 46 | 2022.11.28 11:00 | buy | 15 | 0.10 | 144.355 | 0.000 | 0.000 | ||
| 47 | 2022.11.28 11:00 | modify | 15 | 0.10 | 144.355 | 143.676 | 145.101 | ||
| 48 | 2022.11.28 11:00 | modify | 14 | 0.10 | 143.601 | 143.676 | 145.101 | ||
| 49 | 2022.11.28 20:00 | s/l | 14 | 0.10 | 143.676 | 143.676 | 145.101 | 5.35 | 10730.82 |
| 50 | 2022.11.28 20:00 | s/l | 15 | 0.10 | 143.676 | 143.676 | 145.101 | -48.37 | 10682.45 |
| 51 | 2022.12.20 03:00 | sell | 16 | 0.10 | 145.576 | 0.000 | 0.000 | ||
| 52 | 2022.12.20 03:00 | modify | 16 | 0.10 | 145.576 | 146.876 | 144.076 | ||
| 53 | 2022.12.20 04:00 | t/p | 16 | 0.10 | 144.076 | 146.876 | 144.076 | 106.86 | 10789.31 |
| 54 | 2022.12.23 04:00 | sell | 17 | 0.10 | 140.694 | 0.000 | 0.000 | ||
| 55 | 2022.12.23 04:00 | modify | 17 | 0.10 | 140.694 | 141.994 | 139.194 | ||
| 56 | 2022.12.27 10:00 | s/l | 17 | 0.10 | 141.994 | 141.994 | 139.194 | -93.76 | 10695.55 |
| 57 | 2023.02.06 02:00 | sell | 18 | 0.10 | 142.656 | 0.000 | 0.000 | ||
| 58 | 2023.02.06 02:00 | modify | 18 | 0.10 | 142.656 | 143.956 | 141.156 | ||
| 59 | 2023.02.07 08:00 | sell | 19 | 0.10 | 141.731 | 0.000 | 0.000 | ||
| 60 | 2023.02.07 08:00 | modify | 19 | 0.10 | 141.731 | 142.281 | 141.156 | ||
| 61 | 2023.02.07 08:00 | modify | 18 | 0.10 | 142.656 | 142.281 | 141.156 | ||
| 62 | 2023.02.07 14:00 | t/p | 18 | 0.10 | 141.156 | 142.281 | 141.156 | 106.29 | 10801.84 |
| 63 | 2023.02.07 14:00 | t/p | 19 | 0.10 | 141.156 | 142.281 | 141.156 | 40.96 | 10842.80 |
| 64 | 2023.03.29 04:00 | sell | 20 | 0.10 | 142.685 | 0.000 | 0.000 | ||
| 65 | 2023.03.29 04:00 | modify | 20 | 0.10 | 142.685 | 143.985 | 141.185 | ||
| 66 | 2023.03.29 20:00 | s/l | 20 | 0.10 | 143.985 | 143.985 | 141.185 | -92.61 | 10750.19 |
| 67 | 2023.04.19 04:00 | sell | 21 | 0.10 | 147.375 | 0.000 | 0.000 | ||
| 68 | 2023.04.19 04:00 | modify | 21 | 0.10 | 147.375 | 148.675 | 145.875 | ||
| 69 | 2023.04.21 09:00 | sell | 22 | 0.10 | 146.606 | 0.000 | 0.000 | ||
| 70 | 2023.04.21 09:00 | modify | 22 | 0.10 | 146.606 | 147.300 | 145.875 | ||
| 71 | 2023.04.21 09:00 | modify | 21 | 0.10 | 147.375 | 147.300 | 145.875 | ||
| 72 | 2023.04.21 15:00 | s/l | 21 | 0.10 | 147.300 | 147.300 | 145.875 | 3.07 | 10753.26 |
| 73 | 2023.04.21 15:00 | s/l | 22 | 0.10 | 147.300 | 147.300 | 145.875 | -49.44 | 10703.82 |
| 74 | 2023.05.01 02:00 | sell | 23 | 0.10 | 150.429 | 0.000 | 0.000 | ||
| 75 | 2023.05.01 02:00 | modify | 23 | 0.10 | 150.429 | 151.729 | 148.929 | ||
| 76 | 2023.05.03 18:00 | sell | 24 | 0.10 | 149.526 | 0.000 | 0.000 | ||
| 77 | 2023.05.03 18:00 | modify | 24 | 0.10 | 149.526 | 150.054 | 148.929 | ||
| 78 | 2023.05.03 18:00 | modify | 23 | 0.10 | 150.429 | 150.054 | 148.929 | ||
| 79 | 2023.05.03 22:00 | t/p | 23 | 0.10 | 148.929 | 150.054 | 148.929 | 105.72 | 10809.55 |
| 80 | 2023.05.03 22:00 | t/p | 24 | 0.10 | 148.929 | 150.054 | 148.929 | 42.53 | 10852.08 |
| 81 | 2023.06.09 04:00 | sell | 25 | 0.10 | 150.097 | 0.000 | 0.000 | ||
| 82 | 2023.06.09 04:00 | modify | 25 | 0.10 | 150.097 | 151.397 | 148.597 | ||
| 83 | 2023.06.13 19:00 | s/l | 25 | 0.10 | 151.397 | 151.397 | 148.597 | -93.75 | 10758.33 |