Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=24; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 681.32 | Gross profit | 1190.61 | Gross loss | -509.29 |
| Profit factor | 2.34 | Expected payoff | 25.23 | ||
| Absolute drawdown | 221.80 | Maximal drawdown | 483.96 (4.72%) | Relative drawdown | 4.72% (483.96) |
| Total trades | 27 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 91.91 | loss trade | -106.36 | |
| Average | profit trade | 62.66 | loss trade | -63.66 | |
| Maximum | consecutive wins (profit in money) | 10 (692.18) | consecutive losses (loss in money) | 4 (-333.62) | |
| Maximal | consecutive profit (count of wins) | 692.18 (10) | consecutive loss (count of losses) | -333.62 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 03:00 | buy | 1 | 0.10 | 134.287 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 03:00 | modify | 1 | 0.10 | 134.287 | 132.787 | 135.587 | ||
| 3 | 2022.08.03 00:00 | t/p | 1 | 0.10 | 135.587 | 132.787 | 135.587 | 91.04 | 10091.04 |
| 4 | 2022.08.15 14:00 | buy | 2 | 0.10 | 135.401 | 0.000 | 0.000 | ||
| 5 | 2022.08.15 14:00 | modify | 2 | 0.10 | 135.401 | 133.901 | 136.701 | ||
| 6 | 2022.08.16 14:00 | t/p | 2 | 0.10 | 136.701 | 133.901 | 136.701 | 91.04 | 10182.07 |
| 7 | 2022.08.16 15:00 | sell | 3 | 0.10 | 136.783 | 0.000 | 0.000 | ||
| 8 | 2022.08.16 15:00 | modify | 3 | 0.10 | 136.783 | 138.283 | 135.483 | ||
| 9 | 2022.08.23 06:00 | sell | 4 | 0.10 | 136.183 | 0.000 | 0.000 | ||
| 10 | 2022.08.23 06:00 | modify | 4 | 0.10 | 136.183 | 136.458 | 135.483 | ||
| 11 | 2022.08.23 06:00 | modify | 3 | 0.10 | 136.783 | 136.458 | 135.483 | ||
| 12 | 2022.08.23 08:00 | s/l | 3 | 0.10 | 136.458 | 136.458 | 135.483 | 18.75 | 10200.82 |
| 13 | 2022.08.23 08:00 | s/l | 4 | 0.10 | 136.458 | 136.458 | 135.483 | -19.20 | 10181.62 |
| 14 | 2022.08.26 15:00 | sell | 5 | 0.10 | 137.495 | 0.000 | 0.000 | ||
| 15 | 2022.08.26 15:00 | modify | 5 | 0.10 | 137.495 | 138.995 | 136.195 | ||
| 16 | 2022.08.26 19:00 | sell | 6 | 0.10 | 136.892 | 0.000 | 0.000 | ||
| 17 | 2022.08.26 19:00 | modify | 6 | 0.10 | 136.892 | 137.170 | 136.195 | ||
| 18 | 2022.08.26 19:00 | modify | 5 | 0.10 | 137.495 | 137.170 | 136.195 | ||
| 19 | 2022.08.28 21:00 | s/l | 5 | 0.10 | 137.170 | 137.170 | 136.195 | 22.68 | 10204.30 |
| 20 | 2022.08.28 21:00 | s/l | 6 | 0.10 | 137.170 | 137.170 | 136.195 | -19.40 | 10184.90 |
| 21 | 2022.09.06 09:00 | sell | 7 | 0.10 | 141.095 | 0.000 | 0.000 | ||
| 22 | 2022.09.06 09:00 | modify | 7 | 0.10 | 141.095 | 142.595 | 139.795 | ||
| 23 | 2022.09.07 05:00 | s/l | 7 | 0.10 | 142.595 | 142.595 | 139.795 | -105.24 | 10079.66 |
| 24 | 2022.09.14 08:00 | buy | 8 | 0.10 | 143.166 | 0.000 | 0.000 | ||
| 25 | 2022.09.14 08:00 | modify | 8 | 0.10 | 143.166 | 141.666 | 144.466 | ||
| 26 | 2022.09.21 21:00 | s/l | 8 | 0.10 | 141.666 | 141.666 | 144.466 | -102.62 | 9977.04 |
| 27 | 2022.09.28 20:00 | sell | 9 | 0.10 | 140.240 | 0.000 | 0.000 | ||
| 28 | 2022.09.28 20:00 | modify | 9 | 0.10 | 140.240 | 141.740 | 138.940 | ||
| 29 | 2022.09.29 21:00 | s/l | 9 | 0.10 | 141.740 | 141.740 | 138.940 | -106.36 | 9870.68 |
| 30 | 2022.11.04 16:00 | sell | 10 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 31 | 2022.11.04 16:00 | modify | 10 | 0.10 | 145.673 | 147.173 | 144.373 | ||
| 32 | 2022.11.10 15:00 | t/p | 10 | 0.10 | 144.373 | 147.173 | 144.373 | 87.36 | 9958.05 |
| 33 | 2022.11.10 19:00 | buy | 11 | 0.10 | 144.285 | 0.000 | 0.000 | ||
| 34 | 2022.11.10 19:00 | modify | 11 | 0.10 | 144.285 | 142.785 | 145.585 | ||
| 35 | 2022.11.11 11:00 | s/l | 11 | 0.10 | 142.785 | 142.785 | 145.585 | -104.39 | 9853.65 |
| 36 | 2022.11.28 04:00 | buy | 12 | 0.10 | 143.601 | 0.000 | 0.000 | ||
| 37 | 2022.11.28 04:00 | modify | 12 | 0.10 | 143.601 | 142.101 | 144.901 | ||
| 38 | 2022.11.28 14:00 | t/p | 12 | 0.10 | 144.901 | 142.101 | 144.901 | 90.74 | 9944.39 |
| 39 | 2022.12.13 16:00 | buy | 13 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 40 | 2022.12.13 16:00 | modify | 13 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 41 | 2022.12.14 20:00 | buy | 14 | 0.10 | 144.429 | 0.000 | 0.000 | ||
| 42 | 2022.12.14 20:00 | modify | 14 | 0.10 | 144.429 | 144.146 | 145.121 | ||
| 43 | 2022.12.14 20:00 | modify | 13 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 44 | 2022.12.14 22:00 | buy | 15 | 0.10 | 144.690 | 0.000 | 0.000 | ||
| 45 | 2022.12.14 22:00 | modify | 15 | 0.10 | 144.690 | 144.276 | 145.121 | ||
| 46 | 2022.12.14 22:00 | modify | 14 | 0.10 | 144.429 | 144.276 | 145.121 | ||
| 47 | 2022.12.14 22:00 | modify | 13 | 0.10 | 143.821 | 144.276 | 145.121 | ||
| 48 | 2022.12.15 08:00 | buy | 16 | 0.10 | 144.601 | 0.000 | 0.000 | ||
| 49 | 2022.12.15 08:00 | modify | 16 | 0.10 | 144.601 | 144.146 | 145.121 | ||
| 50 | 2022.12.15 09:00 | modify | 16 | 0.10 | 144.601 | 144.276 | 145.121 | ||
| 51 | 2022.12.15 10:00 | t/p | 13 | 0.10 | 145.121 | 144.276 | 145.121 | 91.91 | 10036.30 |
| 52 | 2022.12.15 10:00 | t/p | 14 | 0.10 | 145.121 | 144.276 | 145.121 | 49.19 | 10085.49 |
| 53 | 2022.12.15 10:00 | t/p | 15 | 0.10 | 145.121 | 144.276 | 145.121 | 30.97 | 10116.46 |
| 54 | 2022.12.15 10:00 | t/p | 16 | 0.10 | 145.121 | 144.276 | 145.121 | 36.29 | 10152.75 |
| 55 | 2023.01.03 11:00 | buy | 17 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 56 | 2023.01.03 11:00 | modify | 17 | 0.10 | 137.659 | 136.159 | 138.959 | ||
| 57 | 2023.01.04 15:00 | t/p | 17 | 0.10 | 138.959 | 136.159 | 138.959 | 91.04 | 10243.78 |
| 58 | 2023.01.13 09:00 | buy | 18 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 59 | 2023.01.13 09:00 | modify | 18 | 0.10 | 139.339 | 137.839 | 140.639 | ||
| 60 | 2023.01.18 03:00 | t/p | 18 | 0.10 | 140.639 | 137.839 | 140.639 | 91.63 | 10335.41 |
| 61 | 2023.03.21 13:00 | sell | 19 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 62 | 2023.03.21 13:00 | modify | 19 | 0.10 | 142.557 | 144.057 | 141.257 | ||
| 63 | 2023.03.23 20:00 | t/p | 19 | 0.10 | 141.257 | 144.057 | 141.257 | 88.49 | 10423.90 |
| 64 | 2023.03.24 11:00 | buy | 20 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 65 | 2023.03.24 11:00 | modify | 20 | 0.10 | 139.368 | 137.868 | 140.668 | ||
| 66 | 2023.03.24 17:00 | t/p | 20 | 0.10 | 140.668 | 137.868 | 140.668 | 90.73 | 10514.63 |
| 67 | 2023.03.30 14:00 | sell | 21 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 68 | 2023.03.30 14:00 | modify | 21 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 69 | 2023.03.31 19:00 | sell | 22 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 70 | 2023.03.31 19:00 | modify | 22 | 0.10 | 144.032 | 144.513 | 143.538 | ||
| 71 | 2023.03.31 19:00 | modify | 21 | 0.10 | 144.838 | 144.513 | 143.538 | ||
| 72 | 2023.03.31 20:00 | sell | 23 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 73 | 2023.03.31 20:00 | modify | 23 | 0.10 | 143.988 | 144.383 | 143.538 | ||
| 74 | 2023.03.31 20:00 | modify | 22 | 0.10 | 144.032 | 144.383 | 143.538 | ||
| 75 | 2023.03.31 20:00 | modify | 21 | 0.10 | 144.838 | 144.383 | 143.538 | ||
| 76 | 2023.04.02 22:00 | s/l | 21 | 0.10 | 144.383 | 144.383 | 143.538 | 31.20 | 10545.83 |
| 77 | 2023.04.02 22:00 | s/l | 22 | 0.10 | 144.383 | 144.383 | 143.538 | -24.50 | 10521.33 |
| 78 | 2023.04.02 22:00 | s/l | 23 | 0.10 | 144.383 | 144.383 | 143.538 | -27.57 | 10493.76 |
| 79 | 2023.04.25 19:00 | buy | 24 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 80 | 2023.04.25 19:00 | modify | 24 | 0.10 | 146.598 | 145.098 | 147.898 | ||
| 81 | 2023.04.26 09:00 | buy | 25 | 0.10 | 147.471 | 0.000 | 0.000 | ||
| 82 | 2023.04.26 09:00 | modify | 25 | 0.10 | 147.471 | 147.053 | 147.898 | ||
| 83 | 2023.04.26 09:00 | modify | 24 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 84 | 2023.04.26 11:00 | buy | 26 | 0.10 | 147.385 | 0.000 | 0.000 | ||
| 85 | 2023.04.26 11:00 | modify | 26 | 0.10 | 147.385 | 146.923 | 147.898 | ||
| 86 | 2023.04.26 12:00 | t/p | 24 | 0.10 | 147.898 | 147.053 | 147.898 | 91.04 | 10584.79 |
| 87 | 2023.04.26 12:00 | t/p | 25 | 0.10 | 147.898 | 147.053 | 147.898 | 29.80 | 10614.59 |
| 88 | 2023.04.26 12:00 | t/p | 26 | 0.10 | 147.898 | 146.923 | 147.898 | 35.81 | 10650.40 |
| 89 | 2023.07.31 10:00 | sell | 27 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 90 | 2023.07.31 10:00 | modify | 27 | 0.10 | 156.979 | 158.479 | 155.679 | ||
| 91 | 2023.07.31 23:59 | close at stop | 27 | 0.10 | 156.536 | 158.479 | 155.679 | 30.92 | 10681.32 |