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 20:00 (2022.10.01 - 2023.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157866 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1129.44 | Gross profit | 1203.04 | Gross loss | -73.60 |
| Profit factor | 16.35 | Expected payoff | 38.95 | ||
| Absolute drawdown | 99.92 | Maximal drawdown | 147.51 (1.33%) | Relative drawdown | 1.33% (147.51) |
| Total trades | 29 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 22 (90.91%) |
| Profit trades (% of total) | 25 (86.21%) | Loss trades (% of total) | 4 (13.79%) | ||
| Largest | profit trade | 88.50 | loss trade | -19.29 | |
| Average | profit trade | 48.12 | loss trade | -18.40 | |
| Maximum | consecutive wins (profit in money) | 9 (464.48) | consecutive losses (loss in money) | 1 (-19.29) | |
| Maximal | consecutive profit (count of wins) | 464.48 (9) | consecutive loss (count of losses) | -19.29 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | 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 14:46 | t/p | 1 | 0.10 | 144.373 | 147.173 | 144.373 | 84.14 | 10084.14 |
| 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 01:20 | buy | 3 | 0.10 | 144.814 | 0.000 | 0.000 | ||
| 7 | 2022.11.11 01:20 | modify | 3 | 0.10 | 144.814 | 144.545 | 145.585 | ||
| 8 | 2022.11.11 01:20 | modify | 2 | 0.10 | 144.285 | 144.545 | 145.585 | ||
| 9 | 2022.11.11 03:50 | s/l | 2 | 0.10 | 144.545 | 144.545 | 145.585 | 17.76 | 10101.90 |
| 10 | 2022.11.11 03:50 | s/l | 3 | 0.10 | 144.545 | 144.545 | 145.585 | -18.07 | 10083.83 |
| 11 | 2022.12.13 16:00 | buy | 4 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 12 | 2022.12.13 16:00 | modify | 4 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 13 | 2022.12.14 19:20 | buy | 5 | 0.10 | 144.607 | 0.000 | 0.000 | ||
| 14 | 2022.12.14 19:20 | modify | 5 | 0.10 | 144.607 | 144.146 | 145.121 | ||
| 15 | 2022.12.14 19:20 | modify | 4 | 0.10 | 143.821 | 144.146 | 145.121 | ||
| 16 | 2022.12.14 19:52 | buy | 6 | 0.10 | 144.345 | 0.000 | 0.000 | ||
| 17 | 2022.12.14 19:52 | modify | 6 | 0.10 | 144.345 | 144.081 | 145.121 | ||
| 18 | 2022.12.14 19:55 | modify | 6 | 0.10 | 144.345 | 144.146 | 145.121 | ||
| 19 | 2022.12.14 22:07 | buy | 7 | 0.10 | 144.731 | 0.000 | 0.000 | ||
| 20 | 2022.12.14 22:07 | modify | 7 | 0.10 | 144.731 | 144.276 | 145.121 | ||
| 21 | 2022.12.14 22:07 | modify | 5 | 0.10 | 144.607 | 144.276 | 145.121 | ||
| 22 | 2022.12.14 22:07 | modify | 6 | 0.10 | 144.345 | 144.276 | 145.121 | ||
| 23 | 2022.12.14 22:07 | modify | 4 | 0.10 | 143.821 | 144.276 | 145.121 | ||
| 24 | 2022.12.15 09:03 | t/p | 4 | 0.10 | 145.121 | 144.276 | 145.121 | 88.50 | 10172.33 |
| 25 | 2022.12.15 09:03 | t/p | 5 | 0.10 | 145.121 | 144.276 | 145.121 | 35.40 | 10207.73 |
| 26 | 2022.12.15 09:03 | t/p | 6 | 0.10 | 145.121 | 144.276 | 145.121 | 53.00 | 10260.73 |
| 27 | 2022.12.15 09:03 | t/p | 7 | 0.10 | 145.121 | 144.276 | 145.121 | 27.06 | 10287.79 |
| 28 | 2023.01.03 11:00 | buy | 8 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 29 | 2023.01.03 11:00 | modify | 8 | 0.10 | 137.659 | 136.159 | 138.959 | ||
| 30 | 2023.01.03 15:47 | buy | 9 | 0.10 | 138.187 | 0.000 | 0.000 | ||
| 31 | 2023.01.03 15:47 | modify | 9 | 0.10 | 138.187 | 137.919 | 138.959 | ||
| 32 | 2023.01.03 15:47 | modify | 8 | 0.10 | 137.659 | 137.919 | 138.959 | ||
| 33 | 2023.01.03 16:03 | s/l | 8 | 0.10 | 137.919 | 137.919 | 138.959 | 17.47 | 10305.26 |
| 34 | 2023.01.03 16:03 | s/l | 9 | 0.10 | 137.919 | 137.919 | 138.959 | -18.02 | 10287.24 |
| 35 | 2023.01.13 09:00 | buy | 10 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 36 | 2023.01.13 09:00 | modify | 10 | 0.10 | 139.339 | 137.839 | 140.639 | ||
| 37 | 2023.01.18 02:45 | buy | 11 | 0.10 | 140.270 | 0.000 | 0.000 | ||
| 38 | 2023.01.18 02:45 | modify | 11 | 0.10 | 140.270 | 139.794 | 140.639 | ||
| 39 | 2023.01.18 02:45 | modify | 10 | 0.10 | 139.339 | 139.794 | 140.639 | ||
| 40 | 2023.01.18 02:50 | t/p | 10 | 0.10 | 140.639 | 139.794 | 140.639 | 88.21 | 10375.45 |
| 41 | 2023.01.18 02:50 | t/p | 11 | 0.10 | 140.639 | 139.794 | 140.639 | 24.80 | 10400.25 |
| 42 | 2023.03.21 14:00 | sell | 12 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 43 | 2023.03.21 14:00 | modify | 12 | 0.10 | 142.515 | 144.015 | 141.215 | ||
| 44 | 2023.03.23 18:20 | sell | 13 | 0.10 | 141.977 | 0.000 | 0.000 | ||
| 45 | 2023.03.23 18:20 | modify | 13 | 0.10 | 141.977 | 142.255 | 141.215 | ||
| 46 | 2023.03.23 18:20 | modify | 12 | 0.10 | 142.515 | 142.255 | 141.215 | ||
| 47 | 2023.03.23 19:20 | t/p | 12 | 0.10 | 141.215 | 142.255 | 141.215 | 85.21 | 10485.46 |
| 48 | 2023.03.23 19:20 | t/p | 13 | 0.10 | 141.215 | 142.255 | 141.215 | 51.21 | 10536.67 |
| 49 | 2023.03.24 11:00 | buy | 14 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 50 | 2023.03.24 11:00 | modify | 14 | 0.10 | 139.368 | 137.868 | 140.668 | ||
| 51 | 2023.03.24 12:45 | buy | 15 | 0.10 | 139.912 | 0.000 | 0.000 | ||
| 52 | 2023.03.24 12:45 | modify | 15 | 0.10 | 139.912 | 139.628 | 140.668 | ||
| 53 | 2023.03.24 12:45 | modify | 14 | 0.10 | 139.368 | 139.628 | 140.668 | ||
| 54 | 2023.03.24 14:22 | buy | 16 | 0.10 | 140.301 | 0.000 | 0.000 | ||
| 55 | 2023.03.24 14:22 | modify | 16 | 0.10 | 140.301 | 139.823 | 140.668 | ||
| 56 | 2023.03.24 14:22 | modify | 15 | 0.10 | 139.912 | 139.823 | 140.668 | ||
| 57 | 2023.03.24 14:22 | modify | 14 | 0.10 | 139.368 | 139.823 | 140.668 | ||
| 58 | 2023.03.24 15:27 | buy | 17 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 59 | 2023.03.24 15:27 | modify | 17 | 0.10 | 140.151 | 139.693 | 140.668 | ||
| 60 | 2023.03.24 15:30 | modify | 17 | 0.10 | 140.151 | 139.823 | 140.668 | ||
| 61 | 2023.03.24 16:15 | t/p | 14 | 0.10 | 140.668 | 139.823 | 140.668 | 87.37 | 10624.04 |
| 62 | 2023.03.24 16:15 | t/p | 15 | 0.10 | 140.668 | 139.823 | 140.668 | 50.81 | 10674.85 |
| 63 | 2023.03.24 16:15 | t/p | 16 | 0.10 | 140.668 | 139.823 | 140.668 | 24.66 | 10699.51 |
| 64 | 2023.03.24 16:15 | t/p | 17 | 0.10 | 140.668 | 139.823 | 140.668 | 34.74 | 10734.25 |
| 65 | 2023.03.30 14:00 | sell | 18 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 66 | 2023.03.30 14:00 | modify | 18 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 67 | 2023.03.30 16:50 | sell | 19 | 0.10 | 144.307 | 0.000 | 0.000 | ||
| 68 | 2023.03.30 16:50 | modify | 19 | 0.10 | 144.307 | 144.578 | 143.538 | ||
| 69 | 2023.03.30 16:50 | modify | 18 | 0.10 | 144.838 | 144.578 | 143.538 | ||
| 70 | 2023.03.30 19:40 | s/l | 18 | 0.10 | 144.578 | 144.578 | 143.538 | 17.47 | 10751.72 |
| 71 | 2023.03.30 19:40 | s/l | 19 | 0.10 | 144.578 | 144.578 | 143.538 | -18.22 | 10733.50 |
| 72 | 2023.04.25 19:00 | buy | 20 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 73 | 2023.04.25 19:00 | modify | 20 | 0.10 | 146.598 | 145.098 | 147.898 | ||
| 74 | 2023.04.26 06:40 | buy | 21 | 0.10 | 147.125 | 0.000 | 0.000 | ||
| 75 | 2023.04.26 06:40 | modify | 21 | 0.10 | 147.125 | 146.858 | 147.898 | ||
| 76 | 2023.04.26 06:40 | modify | 20 | 0.10 | 146.598 | 146.858 | 147.898 | ||
| 77 | 2023.04.26 08:50 | buy | 22 | 0.10 | 147.520 | 0.000 | 0.000 | ||
| 78 | 2023.04.26 08:50 | modify | 22 | 0.10 | 147.520 | 147.053 | 147.898 | ||
| 79 | 2023.04.26 08:50 | modify | 21 | 0.10 | 147.125 | 147.053 | 147.898 | ||
| 80 | 2023.04.26 08:50 | modify | 20 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 81 | 2023.04.26 09:57 | buy | 23 | 0.10 | 147.393 | 0.000 | 0.000 | ||
| 82 | 2023.04.26 09:57 | modify | 23 | 0.10 | 147.393 | 146.923 | 147.898 | ||
| 83 | 2023.04.26 09:59 | modify | 23 | 0.10 | 147.393 | 147.053 | 147.898 | ||
| 84 | 2023.04.26 11:50 | t/p | 20 | 0.10 | 147.898 | 147.053 | 147.898 | 87.65 | 10821.16 |
| 85 | 2023.04.26 11:50 | t/p | 21 | 0.10 | 147.898 | 147.053 | 147.898 | 51.95 | 10873.11 |
| 86 | 2023.04.26 11:50 | t/p | 22 | 0.10 | 147.898 | 147.053 | 147.898 | 25.41 | 10898.52 |
| 87 | 2023.04.26 11:50 | t/p | 23 | 0.10 | 147.898 | 147.053 | 147.898 | 33.94 | 10932.46 |
| 88 | 2023.07.31 10:00 | sell | 24 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 89 | 2023.07.31 10:00 | modify | 24 | 0.10 | 156.979 | 158.479 | 155.679 | ||
| 90 | 2023.07.31 16:25 | sell | 25 | 0.10 | 156.440 | 0.000 | 0.000 | ||
| 91 | 2023.07.31 16:25 | modify | 25 | 0.10 | 156.440 | 156.719 | 155.679 | ||
| 92 | 2023.07.31 16:25 | modify | 24 | 0.10 | 156.979 | 156.719 | 155.679 | ||
| 93 | 2023.08.01 01:40 | s/l | 24 | 0.10 | 156.719 | 156.719 | 155.679 | 16.94 | 10949.40 |
| 94 | 2023.08.01 01:40 | s/l | 25 | 0.10 | 156.719 | 156.719 | 155.679 | -19.29 | 10930.11 |
| 95 | 2023.09.14 18:00 | buy | 26 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 96 | 2023.09.14 18:00 | modify | 26 | 0.10 | 156.848 | 155.348 | 158.148 | ||
| 97 | 2023.09.15 06:40 | buy | 27 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 98 | 2023.09.15 06:40 | modify | 27 | 0.10 | 157.397 | 157.108 | 158.148 | ||
| 99 | 2023.09.15 06:40 | modify | 26 | 0.10 | 156.848 | 157.108 | 158.148 | ||
| 100 | 2023.09.15 08:20 | buy | 28 | 0.10 | 157.650 | 0.000 | 0.000 | ||
| 101 | 2023.09.15 08:20 | modify | 28 | 0.10 | 157.650 | 157.173 | 158.148 | ||
| 102 | 2023.09.15 08:20 | modify | 27 | 0.10 | 157.397 | 157.173 | 158.148 | ||
| 103 | 2023.09.15 08:20 | modify | 26 | 0.10 | 156.848 | 157.173 | 158.148 | ||
| 104 | 2023.09.15 10:50 | buy | 29 | 0.10 | 157.769 | 0.000 | 0.000 | ||
| 105 | 2023.09.15 10:50 | modify | 29 | 0.10 | 157.769 | 157.303 | 158.148 | ||
| 106 | 2023.09.15 10:50 | modify | 28 | 0.10 | 157.650 | 157.303 | 158.148 | ||
| 107 | 2023.09.15 10:50 | modify | 27 | 0.10 | 157.397 | 157.303 | 158.148 | ||
| 108 | 2023.09.15 10:50 | modify | 26 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 109 | 2023.09.19 11:50 | t/p | 26 | 0.10 | 158.148 | 157.303 | 158.148 | 88.22 | 11018.33 |
| 110 | 2023.09.19 11:50 | t/p | 27 | 0.10 | 158.148 | 157.303 | 158.148 | 51.04 | 11069.37 |
| 111 | 2023.09.19 11:50 | t/p | 28 | 0.10 | 158.148 | 157.303 | 158.148 | 34.04 | 11103.40 |
| 112 | 2023.09.19 11:50 | t/p | 29 | 0.10 | 158.148 | 157.303 | 158.148 | 26.04 | 11129.44 |