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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=17; 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 | 349.49 | Gross profit | 1439.20 | Gross loss | -1089.71 |
| Profit factor | 1.32 | Expected payoff | 9.20 | ||
| Absolute drawdown | 229.62 | Maximal drawdown | 530.12 (5.15%) | Relative drawdown | 5.15% (530.12) |
| Total trades | 38 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 21 (66.67%) |
| Profit trades (% of total) | 23 (60.53%) | Loss trades (% of total) | 15 (39.47%) | ||
| Largest | profit trade | 106.74 | loss trade | -106.90 | |
| Average | profit trade | 62.57 | loss trade | -72.65 | |
| Maximum | consecutive wins (profit in money) | 4 (338.73) | consecutive losses (loss in money) | 4 (-356.57) | |
| Maximal | consecutive profit (count of wins) | 338.73 (4) | consecutive loss (count of losses) | -356.57 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 | 135.787 | ||
| 3 | 2022.08.03 01:00 | t/p | 1 | 0.10 | 135.787 | 132.787 | 135.787 | 104.96 | 10104.96 |
| 4 | 2022.08.03 02:00 | sell | 2 | 0.10 | 135.899 | 0.000 | 0.000 | ||
| 5 | 2022.08.03 02:00 | modify | 2 | 0.10 | 135.899 | 137.399 | 134.399 | ||
| 6 | 2022.08.03 04:00 | sell | 3 | 0.10 | 135.139 | 0.000 | 0.000 | ||
| 7 | 2022.08.03 04:00 | modify | 3 | 0.10 | 135.139 | 135.674 | 134.399 | ||
| 8 | 2022.08.03 04:00 | modify | 2 | 0.10 | 135.899 | 135.674 | 134.399 | ||
| 9 | 2022.08.03 07:00 | s/l | 2 | 0.10 | 135.674 | 135.674 | 134.399 | 15.70 | 10120.66 |
| 10 | 2022.08.03 07:00 | s/l | 3 | 0.10 | 135.674 | 135.674 | 134.399 | -37.33 | 10083.33 |
| 11 | 2022.08.15 14:00 | buy | 4 | 0.10 | 135.401 | 0.000 | 0.000 | ||
| 12 | 2022.08.15 14:00 | modify | 4 | 0.10 | 135.401 | 133.901 | 136.901 | ||
| 13 | 2022.08.16 13:00 | buy | 5 | 0.10 | 136.555 | 0.000 | 0.000 | ||
| 14 | 2022.08.16 13:00 | modify | 5 | 0.10 | 136.555 | 135.926 | 136.901 | ||
| 15 | 2022.08.16 13:00 | modify | 4 | 0.10 | 135.401 | 135.926 | 136.901 | ||
| 16 | 2022.08.16 14:00 | t/p | 4 | 0.10 | 136.901 | 135.926 | 136.901 | 104.96 | 10188.28 |
| 17 | 2022.08.16 14:00 | t/p | 5 | 0.10 | 136.901 | 135.926 | 136.901 | 24.14 | 10212.42 |
| 18 | 2022.08.16 15:00 | sell | 6 | 0.10 | 136.783 | 0.000 | 0.000 | ||
| 19 | 2022.08.16 15:00 | modify | 6 | 0.10 | 136.783 | 138.283 | 135.283 | ||
| 20 | 2022.08.23 16:00 | sell | 7 | 0.10 | 136.004 | 0.000 | 0.000 | ||
| 21 | 2022.08.23 16:00 | modify | 7 | 0.10 | 136.004 | 136.558 | 135.283 | ||
| 22 | 2022.08.23 16:00 | modify | 6 | 0.10 | 136.783 | 136.558 | 135.283 | ||
| 23 | 2022.08.24 15:00 | s/l | 6 | 0.10 | 136.558 | 136.558 | 135.283 | 11.20 | 10223.62 |
| 24 | 2022.08.24 15:00 | s/l | 7 | 0.10 | 136.558 | 136.558 | 135.283 | -39.22 | 10184.40 |
| 25 | 2022.08.26 15:00 | sell | 8 | 0.10 | 137.495 | 0.000 | 0.000 | ||
| 26 | 2022.08.26 15:00 | modify | 8 | 0.10 | 137.495 | 138.995 | 135.995 | ||
| 27 | 2022.08.29 18:00 | s/l | 8 | 0.10 | 138.995 | 138.995 | 135.995 | -105.22 | 10079.18 |
| 28 | 2022.09.06 09:00 | sell | 9 | 0.10 | 141.095 | 0.000 | 0.000 | ||
| 29 | 2022.09.06 09:00 | modify | 9 | 0.10 | 141.095 | 142.595 | 139.595 | ||
| 30 | 2022.09.07 05:00 | s/l | 9 | 0.10 | 142.595 | 142.595 | 139.595 | -105.22 | 9973.96 |
| 31 | 2022.09.07 12:00 | sell | 10 | 0.10 | 143.199 | 0.000 | 0.000 | ||
| 32 | 2022.09.07 12:00 | modify | 10 | 0.10 | 143.199 | 144.699 | 141.699 | ||
| 33 | 2022.09.09 03:00 | s/l | 10 | 0.10 | 144.699 | 144.699 | 141.699 | -106.90 | 9867.06 |
| 34 | 2022.09.14 08:00 | buy | 11 | 0.10 | 143.166 | 0.000 | 0.000 | ||
| 35 | 2022.09.14 08:00 | modify | 11 | 0.10 | 143.166 | 141.666 | 144.666 | ||
| 36 | 2022.09.20 08:00 | buy | 12 | 0.10 | 144.002 | 0.000 | 0.000 | ||
| 37 | 2022.09.20 08:00 | modify | 12 | 0.10 | 144.002 | 143.541 | 144.666 | ||
| 38 | 2022.09.20 08:00 | modify | 11 | 0.10 | 143.166 | 143.541 | 144.666 | ||
| 39 | 2022.09.20 12:00 | s/l | 11 | 0.10 | 143.541 | 143.541 | 144.666 | 27.94 | 9895.00 |
| 40 | 2022.09.20 12:00 | s/l | 12 | 0.10 | 143.541 | 143.541 | 144.666 | -32.17 | 9862.83 |
| 41 | 2022.11.04 16:00 | sell | 13 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 42 | 2022.11.04 16:00 | modify | 13 | 0.10 | 145.673 | 147.173 | 144.173 | ||
| 43 | 2022.11.10 15:00 | t/p | 13 | 0.10 | 144.173 | 147.173 | 144.173 | 101.28 | 9964.12 |
| 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 | 142.101 | 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 | 143.826 | 145.101 | ||
| 48 | 2022.11.28 11:00 | modify | 14 | 0.10 | 143.601 | 143.826 | 145.101 | ||
| 49 | 2022.11.28 20:00 | s/l | 14 | 0.10 | 143.826 | 143.826 | 145.101 | 15.70 | 9979.82 |
| 50 | 2022.11.28 20:00 | s/l | 15 | 0.10 | 143.826 | 143.826 | 145.101 | -36.91 | 9942.91 |
| 51 | 2022.12.13 16:00 | buy | 16 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 52 | 2022.12.13 16:00 | modify | 16 | 0.10 | 143.821 | 142.321 | 145.321 | ||
| 53 | 2022.12.15 09:00 | buy | 17 | 0.10 | 144.961 | 0.000 | 0.000 | ||
| 54 | 2022.12.15 09:00 | modify | 17 | 0.10 | 144.961 | 144.346 | 145.321 | ||
| 55 | 2022.12.15 09:00 | modify | 16 | 0.10 | 143.821 | 144.346 | 145.321 | ||
| 56 | 2022.12.15 14:00 | t/p | 16 | 0.10 | 145.321 | 144.346 | 145.321 | 105.84 | 10048.75 |
| 57 | 2022.12.15 14:00 | t/p | 17 | 0.10 | 145.321 | 144.346 | 145.321 | 25.12 | 10073.87 |
| 58 | 2022.12.20 07:00 | buy | 18 | 0.10 | 141.299 | 0.000 | 0.000 | ||
| 59 | 2022.12.20 07:00 | modify | 18 | 0.10 | 141.299 | 139.799 | 142.799 | ||
| 60 | 2022.12.20 16:00 | s/l | 18 | 0.10 | 139.799 | 139.799 | 142.799 | -104.67 | 9969.20 |
| 61 | 2023.01.03 11:00 | buy | 19 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 62 | 2023.01.03 11:00 | modify | 19 | 0.10 | 137.659 | 136.159 | 139.159 | ||
| 63 | 2023.01.04 00:00 | buy | 20 | 0.10 | 138.486 | 0.000 | 0.000 | ||
| 64 | 2023.01.04 00:00 | modify | 20 | 0.10 | 138.486 | 138.034 | 139.159 | ||
| 65 | 2023.01.04 00:00 | modify | 19 | 0.10 | 137.659 | 138.034 | 139.159 | ||
| 66 | 2023.01.04 02:00 | s/l | 19 | 0.10 | 138.034 | 138.034 | 139.159 | 26.46 | 9995.65 |
| 67 | 2023.01.04 02:00 | s/l | 20 | 0.10 | 138.034 | 138.034 | 139.159 | -31.54 | 9964.11 |
| 68 | 2023.01.12 11:00 | buy | 21 | 0.10 | 141.019 | 0.000 | 0.000 | ||
| 69 | 2023.01.12 11:00 | modify | 21 | 0.10 | 141.019 | 139.519 | 142.519 | ||
| 70 | 2023.01.13 07:00 | s/l | 21 | 0.10 | 139.519 | 139.519 | 142.519 | -104.37 | 9859.74 |
| 71 | 2023.01.13 09:00 | buy | 22 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 72 | 2023.01.13 09:00 | modify | 22 | 0.10 | 139.339 | 137.839 | 140.839 | ||
| 73 | 2023.01.18 03:00 | t/p | 22 | 0.10 | 140.839 | 137.839 | 140.839 | 105.56 | 9965.30 |
| 74 | 2023.02.13 11:00 | sell | 23 | 0.10 | 141.581 | 0.000 | 0.000 | ||
| 75 | 2023.02.13 11:00 | modify | 23 | 0.10 | 141.581 | 143.081 | 140.081 | ||
| 76 | 2023.02.15 09:00 | s/l | 23 | 0.10 | 143.081 | 143.081 | 140.081 | -105.78 | 9859.52 |
| 77 | 2023.03.15 15:00 | buy | 24 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 78 | 2023.03.15 15:00 | modify | 24 | 0.10 | 140.268 | 138.768 | 141.768 | ||
| 79 | 2023.03.15 21:00 | buy | 25 | 0.10 | 141.041 | 0.000 | 0.000 | ||
| 80 | 2023.03.15 21:00 | modify | 25 | 0.10 | 141.041 | 140.493 | 141.768 | ||
| 81 | 2023.03.15 21:00 | modify | 24 | 0.10 | 140.268 | 140.493 | 141.768 | ||
| 82 | 2023.03.16 01:00 | s/l | 24 | 0.10 | 140.493 | 140.493 | 141.768 | 16.59 | 9876.10 |
| 83 | 2023.03.16 01:00 | s/l | 25 | 0.10 | 140.493 | 140.493 | 141.768 | -37.34 | 9838.76 |
| 84 | 2023.03.21 13:00 | sell | 26 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 85 | 2023.03.21 13:00 | modify | 26 | 0.10 | 142.557 | 144.057 | 141.057 | ||
| 86 | 2023.03.24 02:00 | t/p | 26 | 0.10 | 141.057 | 144.057 | 141.057 | 101.85 | 9940.62 |
| 87 | 2023.03.24 06:00 | buy | 27 | 0.10 | 140.993 | 0.000 | 0.000 | ||
| 88 | 2023.03.24 06:00 | modify | 27 | 0.10 | 140.993 | 139.493 | 142.493 | ||
| 89 | 2023.03.24 10:00 | s/l | 27 | 0.10 | 139.493 | 139.493 | 142.493 | -104.67 | 9835.95 |
| 90 | 2023.03.24 11:00 | buy | 28 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 91 | 2023.03.24 11:00 | modify | 28 | 0.10 | 139.368 | 137.868 | 140.868 | ||
| 92 | 2023.03.26 23:00 | t/p | 28 | 0.10 | 140.868 | 137.868 | 140.868 | 104.66 | 9940.61 |
| 93 | 2023.03.30 14:00 | sell | 29 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 94 | 2023.03.30 14:00 | modify | 29 | 0.10 | 144.838 | 146.338 | 143.338 | ||
| 95 | 2023.03.31 20:00 | sell | 30 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 96 | 2023.03.31 20:00 | modify | 30 | 0.10 | 143.988 | 144.463 | 143.338 | ||
| 97 | 2023.03.31 20:00 | modify | 29 | 0.10 | 144.838 | 144.463 | 143.338 | ||
| 98 | 2023.04.02 22:00 | s/l | 29 | 0.10 | 144.463 | 144.463 | 143.338 | 25.60 | 9966.20 |
| 99 | 2023.04.02 22:00 | s/l | 30 | 0.10 | 144.463 | 144.463 | 143.338 | -33.14 | 9933.06 |
| 100 | 2023.04.04 11:00 | sell | 31 | 0.10 | 145.157 | 0.000 | 0.000 | ||
| 101 | 2023.04.04 11:00 | modify | 31 | 0.10 | 145.157 | 146.657 | 143.657 | ||
| 102 | 2023.04.05 09:00 | t/p | 31 | 0.10 | 143.657 | 146.657 | 143.657 | 104.10 | 10037.16 |
| 103 | 2023.05.01 02:00 | sell | 32 | 0.10 | 150.429 | 0.000 | 0.000 | ||
| 104 | 2023.05.01 02:00 | modify | 32 | 0.10 | 150.429 | 151.929 | 148.929 | ||
| 105 | 2023.05.03 20:00 | sell | 33 | 0.10 | 149.278 | 0.000 | 0.000 | ||
| 106 | 2023.05.03 20:00 | modify | 33 | 0.10 | 149.278 | 149.904 | 148.929 | ||
| 107 | 2023.05.03 20:00 | modify | 32 | 0.10 | 150.429 | 149.904 | 148.929 | ||
| 108 | 2023.05.03 22:00 | t/p | 32 | 0.10 | 148.929 | 149.904 | 148.929 | 103.54 | 10140.70 |
| 109 | 2023.05.03 22:00 | t/p | 33 | 0.10 | 148.929 | 149.904 | 148.929 | 24.35 | 10165.05 |
| 110 | 2023.05.10 16:00 | buy | 34 | 0.10 | 147.538 | 0.000 | 0.000 | ||
| 111 | 2023.05.10 16:00 | modify | 34 | 0.10 | 147.538 | 146.038 | 149.038 | ||
| 112 | 2023.05.17 17:00 | t/p | 34 | 0.10 | 149.038 | 146.038 | 149.038 | 106.74 | 10271.79 |
| 113 | 2023.06.15 07:00 | sell | 35 | 0.10 | 152.754 | 0.000 | 0.000 | ||
| 114 | 2023.06.15 07:00 | modify | 35 | 0.10 | 152.754 | 154.254 | 151.254 | ||
| 115 | 2023.06.16 07:00 | s/l | 35 | 0.10 | 154.254 | 154.254 | 151.254 | -105.21 | 10166.58 |
| 116 | 2023.07.11 13:00 | buy | 36 | 0.10 | 154.301 | 0.000 | 0.000 | ||
| 117 | 2023.07.11 13:00 | modify | 36 | 0.10 | 154.301 | 152.801 | 155.801 | ||
| 118 | 2023.07.14 08:00 | buy | 37 | 0.10 | 155.144 | 0.000 | 0.000 | ||
| 119 | 2023.07.14 08:00 | modify | 37 | 0.10 | 155.144 | 154.676 | 155.801 | ||
| 120 | 2023.07.14 08:00 | modify | 36 | 0.10 | 154.301 | 154.676 | 155.801 | ||
| 121 | 2023.07.14 13:00 | t/p | 36 | 0.10 | 155.801 | 154.676 | 155.801 | 106.15 | 10272.73 |
| 122 | 2023.07.14 13:00 | t/p | 37 | 0.10 | 155.801 | 154.676 | 155.801 | 45.85 | 10318.58 |
| 123 | 2023.07.31 10:00 | sell | 38 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 124 | 2023.07.31 10:00 | modify | 38 | 0.10 | 156.979 | 158.479 | 155.479 | ||
| 125 | 2023.07.31 23:59 | close at stop | 38 | 0.10 | 156.536 | 158.479 | 155.479 | 30.91 | 10349.49 |