Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
| 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=10; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 810.80 | Gross profit | 958.08 | Gross loss | -147.28 |
| Profit factor | 6.51 | Expected payoff | 45.04 | ||
| Absolute drawdown | 89.03 | Maximal drawdown | 148.56 (1.47%) | Relative drawdown | 1.47% (148.56) |
| Total trades | 18 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
| Largest | profit trade | 88.48 | loss trade | -100.51 | |
| Average | profit trade | 63.87 | loss trade | -49.09 | |
| Maximum | consecutive wins (profit in money) | 8 (519.29) | consecutive losses (loss in money) | 2 (-46.77) | |
| Maximal | consecutive profit (count of wins) | 519.29 (8) | consecutive loss (count of losses) | -100.51 (1) | |
| Average | consecutive wins | 5 | 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 15:00 | t/p | 1 | 0.10 | 144.373 | 147.173 | 144.373 | 84.12 | 10084.12 |
| 4 | 2022.11.10 19:00 | buy | 2 | 0.10 | 144.285 | 0.000 | 0.000 | ||
| 5 | 2022.11.10 19:00 | modify | 2 | 0.10 | 144.285 | 142.785 | 145.585 | ||
| 6 | 2022.11.11 11:00 | s/l | 2 | 0.10 | 142.785 | 142.785 | 145.585 | -100.51 | 9983.61 |
| 7 | 2022.12.13 16:00 | buy | 3 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 8 | 2022.12.13 16:00 | modify | 3 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 9 | 2022.12.15 08:00 | buy | 4 | 0.10 | 144.601 | 0.000 | 0.000 | ||
| 10 | 2022.12.15 08:00 | modify | 4 | 0.10 | 144.601 | 144.146 | 145.121 | ||
| 11 | 2022.12.15 08:00 | modify | 3 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 12 | 2022.12.15 10:00 | t/p | 3 | 0.10 | 145.121 | 144.146 | 145.121 | 88.48 | 10072.09 |
| 13 | 2022.12.15 10:00 | t/p | 4 | 0.10 | 145.121 | 144.146 | 145.121 | 34.94 | 10107.03 |
| 14 | 2023.01.03 11:00 | buy | 5 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 15 | 2023.01.03 11:00 | modify | 5 | 0.10 | 137.659 | 136.159 | 138.959 | ||
| 16 | 2023.01.04 09:00 | buy | 6 | 0.10 | 138.569 | 0.000 | 0.000 | ||
| 17 | 2023.01.04 09:00 | modify | 6 | 0.10 | 138.569 | 138.114 | 138.959 | ||
| 18 | 2023.01.04 09:00 | modify | 5 | 0.10 | 137.659 | 138.114 | 138.959 | ||
| 19 | 2023.01.04 15:00 | t/p | 5 | 0.10 | 138.959 | 138.114 | 138.959 | 87.63 | 10194.67 |
| 20 | 2023.01.04 15:00 | t/p | 6 | 0.10 | 138.959 | 138.114 | 138.959 | 26.20 | 10220.87 |
| 21 | 2023.01.13 09:00 | buy | 7 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 22 | 2023.01.13 09:00 | modify | 7 | 0.10 | 139.339 | 137.839 | 140.639 | ||
| 23 | 2023.01.18 03:00 | t/p | 7 | 0.10 | 140.639 | 137.839 | 140.639 | 88.20 | 10309.07 |
| 24 | 2023.03.21 14:00 | sell | 8 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 25 | 2023.03.21 14:00 | modify | 8 | 0.10 | 142.515 | 144.015 | 141.215 | ||
| 26 | 2023.03.23 20:00 | t/p | 8 | 0.10 | 141.215 | 144.015 | 141.215 | 85.19 | 10394.26 |
| 27 | 2023.03.24 11:00 | buy | 9 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 28 | 2023.03.24 11:00 | modify | 9 | 0.10 | 139.368 | 137.868 | 140.668 | ||
| 29 | 2023.03.24 17:00 | t/p | 9 | 0.10 | 140.668 | 137.868 | 140.668 | 87.35 | 10481.61 |
| 30 | 2023.03.30 14:00 | sell | 10 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 31 | 2023.03.30 14:00 | modify | 10 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 32 | 2023.03.31 17:00 | sell | 11 | 0.10 | 144.298 | 0.000 | 0.000 | ||
| 33 | 2023.03.31 17:00 | modify | 11 | 0.10 | 144.298 | 144.578 | 143.538 | ||
| 34 | 2023.03.31 17:00 | modify | 10 | 0.10 | 144.838 | 144.578 | 143.538 | ||
| 35 | 2023.03.31 19:00 | sell | 12 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 36 | 2023.03.31 19:00 | modify | 12 | 0.10 | 144.032 | 144.513 | 143.538 | ||
| 37 | 2023.03.31 19:00 | modify | 11 | 0.10 | 144.298 | 144.513 | 143.538 | ||
| 38 | 2023.03.31 19:00 | modify | 10 | 0.10 | 144.838 | 144.513 | 143.538 | ||
| 39 | 2023.04.02 22:00 | s/l | 10 | 0.10 | 144.513 | 144.513 | 143.538 | 21.29 | 10502.90 |
| 40 | 2023.04.02 22:00 | s/l | 11 | 0.10 | 144.513 | 144.513 | 143.538 | -14.45 | 10488.45 |
| 41 | 2023.04.02 22:00 | s/l | 12 | 0.10 | 144.513 | 144.513 | 143.538 | -32.32 | 10456.13 |
| 42 | 2023.04.25 19:00 | buy | 13 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 43 | 2023.04.25 19:00 | modify | 13 | 0.10 | 146.598 | 145.098 | 147.898 | ||
| 44 | 2023.04.26 11:00 | buy | 14 | 0.10 | 147.385 | 0.000 | 0.000 | ||
| 45 | 2023.04.26 11:00 | modify | 14 | 0.10 | 147.385 | 146.923 | 147.898 | ||
| 46 | 2023.04.26 11:00 | modify | 13 | 0.10 | 146.598 | 146.923 | 147.898 | ||
| 47 | 2023.04.26 12:00 | t/p | 13 | 0.10 | 147.898 | 146.923 | 147.898 | 87.63 | 10543.76 |
| 48 | 2023.04.26 12:00 | t/p | 14 | 0.10 | 147.898 | 146.923 | 147.898 | 34.47 | 10578.23 |
| 49 | 2023.07.31 10:00 | sell | 15 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 50 | 2023.07.31 10:00 | modify | 15 | 0.10 | 156.979 | 158.479 | 155.679 | ||
| 51 | 2023.08.03 15:00 | t/p | 15 | 0.10 | 155.679 | 158.479 | 155.679 | 84.66 | 10662.89 |
| 52 | 2023.09.14 18:00 | buy | 16 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 53 | 2023.09.14 18:00 | modify | 16 | 0.10 | 156.848 | 155.348 | 158.148 | ||
| 54 | 2023.09.15 09:00 | buy | 17 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 55 | 2023.09.15 09:00 | modify | 17 | 0.10 | 157.651 | 157.173 | 158.148 | ||
| 56 | 2023.09.15 09:00 | modify | 16 | 0.10 | 156.848 | 157.173 | 158.148 | ||
| 57 | 2023.09.18 00:00 | buy | 18 | 0.10 | 157.769 | 0.000 | 0.000 | ||
| 58 | 2023.09.18 00:00 | modify | 18 | 0.10 | 157.769 | 157.303 | 158.148 | ||
| 59 | 2023.09.18 00:00 | modify | 17 | 0.10 | 157.651 | 157.303 | 158.148 | ||
| 60 | 2023.09.18 00:00 | modify | 16 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 61 | 2023.09.19 12:00 | t/p | 16 | 0.10 | 158.148 | 157.303 | 158.148 | 88.20 | 10751.09 |
| 62 | 2023.09.19 12:00 | t/p | 17 | 0.10 | 158.148 | 157.303 | 158.148 | 33.96 | 10785.05 |
| 63 | 2023.09.19 12:00 | t/p | 18 | 0.10 | 158.148 | 157.303 | 158.148 | 25.75 | 10810.80 |