Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; 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 | 6559 | Ticks modelled | 56416486 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 396.92 | Gross profit | 479.58 | Gross loss | -82.66 |
| Profit factor | 5.80 | Expected payoff | 23.35 | ||
| Absolute drawdown | 100.54 | Maximal drawdown | 142.37 (1.39%) | Relative drawdown | 1.39% (142.37) |
| Total trades | 17 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 86.83 | loss trade | -14.96 | |
| Average | profit trade | 43.60 | loss trade | -13.78 | |
| Maximum | consecutive wins (profit in money) | 5 (228.34) | consecutive losses (loss in money) | 2 (-29.92) | |
| Maximal | consecutive profit (count of wins) | 228.34 (5) | consecutive loss (count of losses) | -29.92 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.11.04 16:00 | sell | 1 | 0.10 | 145.673 | 0.000 | 0.000 | ||
| 2 | 2022.11.04 16:00 | modify | 1 | 0.10 | 145.673 | 147.173 | 144.373 | ||
| 3 | 2022.11.10 14:31 | sell | 2 | 0.10 | 145.150 | 0.000 | 0.000 | ||
| 4 | 2022.11.10 14:31 | modify | 2 | 0.10 | 145.150 | 145.478 | 144.373 | ||
| 5 | 2022.11.10 14:31 | sell | 3 | 0.10 | 145.150 | 0.000 | 0.000 | ||
| 6 | 2022.11.10 14:31 | modify | 3 | 0.10 | 145.150 | 145.348 | 144.373 | ||
| 7 | 2022.11.10 14:31 | modify | 1 | 0.10 | 145.673 | 145.348 | 144.373 | ||
| 8 | 2022.11.10 14:31 | modify | 2 | 0.10 | 145.150 | 145.348 | 144.373 | ||
| 9 | 2022.11.10 14:38 | sell | 4 | 0.10 | 144.614 | 0.000 | 0.000 | ||
| 10 | 2022.11.10 14:38 | modify | 4 | 0.10 | 144.614 | 145.088 | 144.373 | ||
| 11 | 2022.11.10 14:38 | modify | 3 | 0.10 | 145.150 | 145.088 | 144.373 | ||
| 12 | 2022.11.10 14:38 | modify | 2 | 0.10 | 145.150 | 145.088 | 144.373 | ||
| 13 | 2022.11.10 14:38 | modify | 1 | 0.10 | 145.673 | 145.088 | 144.373 | ||
| 14 | 2022.11.10 14:38 | t/p | 1 | 0.10 | 144.373 | 145.088 | 144.373 | 84.69 | 10084.69 |
| 15 | 2022.11.10 14:38 | t/p | 2 | 0.10 | 144.373 | 145.088 | 144.373 | 52.54 | 10137.23 |
| 16 | 2022.11.10 14:38 | t/p | 3 | 0.10 | 144.373 | 145.088 | 144.373 | 52.54 | 10189.77 |
| 17 | 2022.11.10 14:38 | t/p | 4 | 0.10 | 144.373 | 145.088 | 144.373 | 16.30 | 10206.07 |
| 18 | 2022.12.13 16:00 | buy | 5 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 19 | 2022.12.13 16:00 | modify | 5 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 20 | 2022.12.14 19:00 | buy | 6 | 0.10 | 144.367 | 0.000 | 0.000 | ||
| 21 | 2022.12.14 19:00 | modify | 6 | 0.10 | 144.367 | 144.016 | 145.121 | ||
| 22 | 2022.12.14 19:00 | buy | 7 | 0.10 | 144.367 | 0.000 | 0.000 | ||
| 23 | 2022.12.14 19:00 | modify | 7 | 0.10 | 144.367 | 144.146 | 145.121 | ||
| 24 | 2022.12.14 19:00 | modify | 5 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 25 | 2022.12.14 19:00 | modify | 6 | 0.10 | 144.367 | 144.146 | 145.121 | ||
| 26 | 2022.12.14 19:00 | s/l | 5 | 0.10 | 144.146 | 144.146 | 145.121 | 22.27 | 10228.34 |
| 27 | 2022.12.14 19:00 | s/l | 6 | 0.10 | 144.146 | 144.146 | 145.121 | -14.96 | 10213.38 |
| 28 | 2022.12.14 19:00 | s/l | 7 | 0.10 | 144.146 | 144.146 | 145.121 | -14.96 | 10198.42 |
| 29 | 2023.05.10 16:00 | buy | 8 | 0.10 | 147.538 | 0.000 | 0.000 | ||
| 30 | 2023.05.10 16:00 | modify | 8 | 0.10 | 147.538 | 146.038 | 148.838 | ||
| 31 | 2023.05.15 06:00 | buy | 9 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 32 | 2023.05.15 06:00 | modify | 9 | 0.10 | 148.058 | 147.733 | 148.838 | ||
| 33 | 2023.05.15 06:00 | buy | 10 | 0.10 | 148.058 | 0.000 | 0.000 | ||
| 34 | 2023.05.15 06:00 | modify | 10 | 0.10 | 148.058 | 147.863 | 148.838 | ||
| 35 | 2023.05.15 06:00 | modify | 8 | 0.10 | 147.538 | 147.863 | 148.838 | ||
| 36 | 2023.05.15 06:00 | modify | 9 | 0.10 | 148.058 | 147.863 | 148.838 | ||
| 37 | 2023.05.15 06:25 | s/l | 8 | 0.10 | 147.863 | 147.863 | 148.838 | 23.41 | 10221.83 |
| 38 | 2023.05.15 06:25 | s/l | 9 | 0.10 | 147.863 | 147.863 | 148.838 | -13.19 | 10208.64 |
| 39 | 2023.05.15 06:25 | s/l | 10 | 0.10 | 147.863 | 147.863 | 148.838 | -13.19 | 10195.45 |
| 40 | 2023.06.21 16:00 | sell | 11 | 0.10 | 155.590 | 0.000 | 0.000 | ||
| 41 | 2023.06.21 16:00 | modify | 11 | 0.10 | 155.590 | 157.090 | 154.290 | ||
| 42 | 2023.06.23 07:30 | sell | 12 | 0.10 | 155.070 | 0.000 | 0.000 | ||
| 43 | 2023.06.23 07:30 | modify | 12 | 0.10 | 155.070 | 155.395 | 154.290 | ||
| 44 | 2023.06.23 07:30 | sell | 13 | 0.10 | 155.070 | 0.000 | 0.000 | ||
| 45 | 2023.06.23 07:30 | modify | 13 | 0.10 | 155.070 | 155.265 | 154.290 | ||
| 46 | 2023.06.23 07:30 | modify | 11 | 0.10 | 155.590 | 155.265 | 154.290 | ||
| 47 | 2023.06.23 07:30 | modify | 12 | 0.10 | 155.070 | 155.265 | 154.290 | ||
| 48 | 2023.06.23 07:32 | s/l | 11 | 0.10 | 155.265 | 155.265 | 154.290 | 19.83 | 10215.28 |
| 49 | 2023.06.23 07:32 | s/l | 12 | 0.10 | 155.265 | 155.265 | 154.290 | -13.18 | 10202.10 |
| 50 | 2023.06.23 07:32 | s/l | 13 | 0.10 | 155.265 | 155.265 | 154.290 | -13.18 | 10188.92 |
| 51 | 2023.08.21 16:00 | sell | 14 | 0.10 | 159.251 | 0.000 | 0.000 | ||
| 52 | 2023.08.21 16:00 | modify | 14 | 0.10 | 159.251 | 160.751 | 157.951 | ||
| 53 | 2023.08.22 09:48 | sell | 15 | 0.10 | 158.731 | 0.000 | 0.000 | ||
| 54 | 2023.08.22 09:48 | modify | 15 | 0.10 | 158.731 | 159.056 | 157.951 | ||
| 55 | 2023.08.22 09:48 | sell | 16 | 0.10 | 158.731 | 0.000 | 0.000 | ||
| 56 | 2023.08.22 09:48 | modify | 16 | 0.10 | 158.731 | 158.926 | 157.951 | ||
| 57 | 2023.08.22 09:48 | modify | 14 | 0.10 | 159.251 | 158.926 | 157.951 | ||
| 58 | 2023.08.22 09:48 | modify | 15 | 0.10 | 158.731 | 158.926 | 157.951 | ||
| 59 | 2023.08.22 14:41 | sell | 17 | 0.10 | 158.207 | 0.000 | 0.000 | ||
| 60 | 2023.08.22 14:41 | modify | 17 | 0.10 | 158.207 | 158.666 | 157.951 | ||
| 61 | 2023.08.22 14:41 | modify | 16 | 0.10 | 158.731 | 158.666 | 157.951 | ||
| 62 | 2023.08.22 14:41 | modify | 15 | 0.10 | 158.731 | 158.666 | 157.951 | ||
| 63 | 2023.08.22 14:41 | modify | 14 | 0.10 | 159.251 | 158.666 | 157.951 | ||
| 64 | 2023.08.23 01:01 | t/p | 14 | 0.10 | 157.951 | 158.666 | 157.951 | 86.83 | 10275.75 |
| 65 | 2023.08.23 01:01 | t/p | 15 | 0.10 | 157.951 | 158.666 | 157.951 | 52.20 | 10327.95 |
| 66 | 2023.08.23 01:01 | t/p | 16 | 0.10 | 157.951 | 158.666 | 157.951 | 52.20 | 10380.15 |
| 67 | 2023.08.23 01:01 | t/p | 17 | 0.10 | 157.951 | 158.666 | 157.951 | 16.77 | 10396.92 |