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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6535 | Ticks modelled | 52978127 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 770.15 | Gross profit | 936.48 | Gross loss | -166.33 |
| Profit factor | 5.63 | Expected payoff | 24.07 | ||
| Absolute drawdown | 99.90 | Maximal drawdown | 183.08 (1.77%) | Relative drawdown | 1.77% (183.08) |
| Total trades | 32 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 22 (72.73%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
| Largest | profit trade | 88.20 | loss trade | -30.85 | |
| Average | profit trade | 40.72 | loss trade | -18.48 | |
| Maximum | consecutive wins (profit in money) | 5 (217.94) | consecutive losses (loss in money) | 3 (-59.01) | |
| Maximal | consecutive profit (count of wins) | 217.94 (5) | consecutive loss (count of losses) | -59.01 (3) | |
| Average | consecutive wins | 3 | 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 14:31 | sell | 2 | 0.10 | 145.150 | 0.000 | 0.000 | ||
| 4 | 2022.11.10 14:31 | modify | 2 | 0.10 | 145.150 | 145.413 | 144.373 | ||
| 5 | 2022.11.10 14:31 | modify | 1 | 0.10 | 145.673 | 145.413 | 144.373 | ||
| 6 | 2022.11.10 14:35 | sell | 3 | 0.10 | 144.876 | 0.000 | 0.000 | ||
| 7 | 2022.11.10 14:35 | modify | 3 | 0.10 | 144.876 | 145.348 | 144.373 | ||
| 8 | 2022.11.10 14:35 | modify | 2 | 0.10 | 145.150 | 145.348 | 144.373 | ||
| 9 | 2022.11.10 14:35 | modify | 1 | 0.10 | 145.673 | 145.348 | 144.373 | ||
| 10 | 2022.11.10 14:37 | sell | 4 | 0.10 | 144.760 | 0.000 | 0.000 | ||
| 11 | 2022.11.10 14:37 | modify | 4 | 0.10 | 144.760 | 145.218 | 144.373 | ||
| 12 | 2022.11.10 14:37 | modify | 3 | 0.10 | 144.876 | 145.218 | 144.373 | ||
| 13 | 2022.11.10 14:37 | modify | 2 | 0.10 | 145.150 | 145.218 | 144.373 | ||
| 14 | 2022.11.10 14:37 | modify | 1 | 0.10 | 145.673 | 145.218 | 144.373 | ||
| 15 | 2022.11.10 14:38 | t/p | 1 | 0.10 | 144.373 | 145.218 | 144.373 | 84.13 | 10084.13 |
| 16 | 2022.11.10 14:38 | t/p | 2 | 0.10 | 144.373 | 145.218 | 144.373 | 52.21 | 10136.34 |
| 17 | 2022.11.10 14:38 | t/p | 3 | 0.10 | 144.373 | 145.218 | 144.373 | 33.80 | 10170.14 |
| 18 | 2022.11.10 14:38 | t/p | 4 | 0.10 | 144.373 | 145.218 | 144.373 | 26.01 | 10196.15 |
| 19 | 2022.11.10 19:00 | buy | 5 | 0.10 | 144.285 | 0.000 | 0.000 | ||
| 20 | 2022.11.10 19:00 | modify | 5 | 0.10 | 144.285 | 142.785 | 145.585 | ||
| 21 | 2022.11.11 01:26 | buy | 6 | 0.10 | 144.807 | 0.000 | 0.000 | ||
| 22 | 2022.11.11 01:26 | modify | 6 | 0.10 | 144.807 | 144.545 | 145.585 | ||
| 23 | 2022.11.11 01:26 | modify | 5 | 0.10 | 144.285 | 144.545 | 145.585 | ||
| 24 | 2022.11.11 03:50 | s/l | 5 | 0.10 | 144.545 | 144.545 | 145.585 | 17.75 | 10213.90 |
| 25 | 2022.11.11 03:50 | s/l | 6 | 0.10 | 144.545 | 144.545 | 145.585 | -17.61 | 10196.29 |
| 26 | 2022.12.13 16:00 | buy | 7 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 27 | 2022.12.13 16:00 | modify | 7 | 0.10 | 143.821 | 142.321 | 145.121 | ||
| 28 | 2022.12.14 19:00 | buy | 8 | 0.10 | 144.367 | 0.000 | 0.000 | ||
| 29 | 2022.12.14 19:00 | modify | 8 | 0.10 | 144.367 | 144.081 | 145.121 | ||
| 30 | 2022.12.14 19:00 | modify | 7 | 0.10 | 143.821 | 144.081 | 145.121 | ||
| 31 | 2022.12.14 19:00 | s/l | 7 | 0.10 | 144.081 | 144.081 | 145.121 | 17.76 | 10214.05 |
| 32 | 2022.12.14 19:00 | s/l | 8 | 0.10 | 144.081 | 144.081 | 145.121 | -19.22 | 10194.83 |
| 33 | 2023.01.03 11:00 | buy | 9 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 34 | 2023.01.03 11:00 | modify | 9 | 0.10 | 137.659 | 136.159 | 138.959 | ||
| 35 | 2023.01.03 15:16 | buy | 10 | 0.10 | 138.179 | 0.000 | 0.000 | ||
| 36 | 2023.01.03 15:16 | modify | 10 | 0.10 | 138.179 | 137.919 | 138.959 | ||
| 37 | 2023.01.03 15:16 | modify | 9 | 0.10 | 137.659 | 137.919 | 138.959 | ||
| 38 | 2023.01.03 16:01 | s/l | 9 | 0.10 | 137.919 | 137.919 | 138.959 | 17.47 | 10212.30 |
| 39 | 2023.01.03 16:01 | s/l | 10 | 0.10 | 137.919 | 137.919 | 138.959 | -17.47 | 10194.83 |
| 40 | 2023.01.13 09:00 | buy | 11 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 41 | 2023.01.13 09:00 | modify | 11 | 0.10 | 139.339 | 137.839 | 140.639 | ||
| 42 | 2023.01.18 02:40 | buy | 12 | 0.10 | 139.863 | 0.000 | 0.000 | ||
| 43 | 2023.01.18 02:40 | modify | 12 | 0.10 | 139.863 | 139.599 | 140.639 | ||
| 44 | 2023.01.18 02:40 | modify | 11 | 0.10 | 139.339 | 139.599 | 140.639 | ||
| 45 | 2023.01.18 02:40 | buy | 13 | 0.10 | 140.144 | 0.000 | 0.000 | ||
| 46 | 2023.01.18 02:40 | modify | 13 | 0.10 | 140.144 | 139.664 | 140.639 | ||
| 47 | 2023.01.18 02:40 | modify | 12 | 0.10 | 139.863 | 139.664 | 140.639 | ||
| 48 | 2023.01.18 02:40 | modify | 11 | 0.10 | 139.339 | 139.664 | 140.639 | ||
| 49 | 2023.01.18 02:40 | buy | 14 | 0.10 | 140.253 | 0.000 | 0.000 | ||
| 50 | 2023.01.18 02:40 | modify | 14 | 0.10 | 140.253 | 139.794 | 140.639 | ||
| 51 | 2023.01.18 02:40 | modify | 13 | 0.10 | 140.144 | 139.794 | 140.639 | ||
| 52 | 2023.01.18 02:40 | modify | 12 | 0.10 | 139.863 | 139.794 | 140.639 | ||
| 53 | 2023.01.18 02:40 | modify | 11 | 0.10 | 139.339 | 139.794 | 140.639 | ||
| 54 | 2023.01.18 02:40 | s/l | 11 | 0.10 | 139.794 | 139.794 | 140.639 | 31.43 | 10226.26 |
| 55 | 2023.01.18 02:40 | s/l | 12 | 0.10 | 139.794 | 139.794 | 140.639 | -4.64 | 10221.62 |
| 56 | 2023.01.18 02:40 | s/l | 13 | 0.10 | 139.794 | 139.794 | 140.639 | -23.52 | 10198.10 |
| 57 | 2023.01.18 02:40 | s/l | 14 | 0.10 | 139.794 | 139.794 | 140.639 | -30.85 | 10167.25 |
| 58 | 2023.03.21 14:00 | sell | 15 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 59 | 2023.03.21 14:00 | modify | 15 | 0.10 | 142.515 | 144.015 | 141.215 | ||
| 60 | 2023.03.21 14:25 | sell | 16 | 0.10 | 141.995 | 0.000 | 0.000 | ||
| 61 | 2023.03.21 14:25 | modify | 16 | 0.10 | 141.995 | 142.255 | 141.215 | ||
| 62 | 2023.03.21 14:25 | modify | 15 | 0.10 | 142.515 | 142.255 | 141.215 | ||
| 63 | 2023.03.21 14:46 | s/l | 15 | 0.10 | 142.255 | 142.255 | 141.215 | 17.47 | 10184.72 |
| 64 | 2023.03.21 14:46 | s/l | 16 | 0.10 | 142.255 | 142.255 | 141.215 | -17.47 | 10167.25 |
| 65 | 2023.03.24 11:00 | buy | 17 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 66 | 2023.03.24 11:00 | modify | 17 | 0.10 | 139.368 | 137.868 | 140.668 | ||
| 67 | 2023.03.24 12:37 | buy | 18 | 0.10 | 139.889 | 0.000 | 0.000 | ||
| 68 | 2023.03.24 12:37 | modify | 18 | 0.10 | 139.889 | 139.628 | 140.668 | ||
| 69 | 2023.03.24 12:37 | modify | 17 | 0.10 | 139.368 | 139.628 | 140.668 | ||
| 70 | 2023.03.24 13:29 | buy | 19 | 0.10 | 140.148 | 0.000 | 0.000 | ||
| 71 | 2023.03.24 13:29 | modify | 19 | 0.10 | 140.148 | 139.693 | 140.668 | ||
| 72 | 2023.03.24 13:29 | modify | 18 | 0.10 | 139.889 | 139.693 | 140.668 | ||
| 73 | 2023.03.24 13:29 | modify | 17 | 0.10 | 139.368 | 139.693 | 140.668 | ||
| 74 | 2023.03.24 13:29 | buy | 20 | 0.10 | 140.284 | 0.000 | 0.000 | ||
| 75 | 2023.03.24 13:29 | modify | 20 | 0.10 | 140.284 | 139.823 | 140.668 | ||
| 76 | 2023.03.24 13:29 | modify | 19 | 0.10 | 140.148 | 139.823 | 140.668 | ||
| 77 | 2023.03.24 13:29 | modify | 18 | 0.10 | 139.889 | 139.823 | 140.668 | ||
| 78 | 2023.03.24 13:29 | modify | 17 | 0.10 | 139.368 | 139.823 | 140.668 | ||
| 79 | 2023.03.24 16:01 | t/p | 17 | 0.10 | 140.668 | 139.823 | 140.668 | 87.37 | 10254.62 |
| 80 | 2023.03.24 16:01 | t/p | 18 | 0.10 | 140.668 | 139.823 | 140.668 | 52.35 | 10306.97 |
| 81 | 2023.03.24 16:01 | t/p | 19 | 0.10 | 140.668 | 139.823 | 140.668 | 34.95 | 10341.92 |
| 82 | 2023.03.24 16:01 | t/p | 20 | 0.10 | 140.668 | 139.823 | 140.668 | 25.80 | 10367.72 |
| 83 | 2023.03.30 14:00 | sell | 21 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 84 | 2023.03.30 14:00 | modify | 21 | 0.10 | 144.838 | 146.338 | 143.538 | ||
| 85 | 2023.03.30 16:49 | sell | 22 | 0.10 | 144.318 | 0.000 | 0.000 | ||
| 86 | 2023.03.30 16:49 | modify | 22 | 0.10 | 144.318 | 144.578 | 143.538 | ||
| 87 | 2023.03.30 16:49 | modify | 21 | 0.10 | 144.838 | 144.578 | 143.538 | ||
| 88 | 2023.03.30 19:44 | s/l | 21 | 0.10 | 144.578 | 144.578 | 143.538 | 17.47 | 10385.19 |
| 89 | 2023.03.30 19:44 | s/l | 22 | 0.10 | 144.578 | 144.578 | 143.538 | -17.48 | 10367.71 |
| 90 | 2023.04.25 19:00 | buy | 23 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 91 | 2023.04.25 19:00 | modify | 23 | 0.10 | 146.598 | 145.098 | 147.898 | ||
| 92 | 2023.04.26 06:36 | buy | 24 | 0.10 | 147.118 | 0.000 | 0.000 | ||
| 93 | 2023.04.26 06:36 | modify | 24 | 0.10 | 147.118 | 146.858 | 147.898 | ||
| 94 | 2023.04.26 06:36 | modify | 23 | 0.10 | 146.598 | 146.858 | 147.898 | ||
| 95 | 2023.04.26 08:24 | buy | 25 | 0.10 | 147.379 | 0.000 | 0.000 | ||
| 96 | 2023.04.26 08:24 | modify | 25 | 0.10 | 147.379 | 146.923 | 147.898 | ||
| 97 | 2023.04.26 08:24 | modify | 24 | 0.10 | 147.118 | 146.923 | 147.898 | ||
| 98 | 2023.04.26 08:24 | modify | 23 | 0.10 | 146.598 | 146.923 | 147.898 | ||
| 99 | 2023.04.26 08:32 | buy | 26 | 0.10 | 147.512 | 0.000 | 0.000 | ||
| 100 | 2023.04.26 08:32 | modify | 26 | 0.10 | 147.512 | 147.053 | 147.898 | ||
| 101 | 2023.04.26 08:32 | modify | 25 | 0.10 | 147.379 | 147.053 | 147.898 | ||
| 102 | 2023.04.26 08:32 | modify | 24 | 0.10 | 147.118 | 147.053 | 147.898 | ||
| 103 | 2023.04.26 08:32 | modify | 23 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 104 | 2023.04.26 11:44 | t/p | 23 | 0.10 | 147.898 | 147.053 | 147.898 | 87.63 | 10455.35 |
| 105 | 2023.04.26 11:44 | t/p | 24 | 0.10 | 147.898 | 147.053 | 147.898 | 52.41 | 10507.76 |
| 106 | 2023.04.26 11:44 | t/p | 25 | 0.10 | 147.898 | 147.053 | 147.898 | 34.87 | 10542.63 |
| 107 | 2023.04.26 11:44 | t/p | 26 | 0.10 | 147.898 | 147.053 | 147.898 | 25.94 | 10568.57 |
| 108 | 2023.07.31 10:00 | sell | 27 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 109 | 2023.07.31 10:00 | modify | 27 | 0.10 | 156.979 | 158.479 | 155.679 | ||
| 110 | 2023.07.31 16:20 | sell | 28 | 0.10 | 156.458 | 0.000 | 0.000 | ||
| 111 | 2023.07.31 16:20 | modify | 28 | 0.10 | 156.458 | 156.719 | 155.679 | ||
| 112 | 2023.07.31 16:20 | modify | 27 | 0.10 | 156.979 | 156.719 | 155.679 | ||
| 113 | 2023.08.01 01:31 | s/l | 27 | 0.10 | 156.719 | 156.719 | 155.679 | 16.93 | 10585.50 |
| 114 | 2023.08.01 01:31 | s/l | 28 | 0.10 | 156.719 | 156.719 | 155.679 | -18.07 | 10567.43 |
| 115 | 2023.09.14 18:00 | buy | 29 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 116 | 2023.09.14 18:00 | modify | 29 | 0.10 | 156.848 | 155.348 | 158.148 | ||
| 117 | 2023.09.15 06:33 | buy | 30 | 0.10 | 157.368 | 0.000 | 0.000 | ||
| 118 | 2023.09.15 06:33 | modify | 30 | 0.10 | 157.368 | 157.108 | 158.148 | ||
| 119 | 2023.09.15 06:33 | modify | 29 | 0.10 | 156.848 | 157.108 | 158.148 | ||
| 120 | 2023.09.15 08:02 | buy | 31 | 0.10 | 157.629 | 0.000 | 0.000 | ||
| 121 | 2023.09.15 08:02 | modify | 31 | 0.10 | 157.629 | 157.173 | 158.148 | ||
| 122 | 2023.09.15 08:02 | modify | 30 | 0.10 | 157.368 | 157.173 | 158.148 | ||
| 123 | 2023.09.15 08:02 | modify | 29 | 0.10 | 156.848 | 157.173 | 158.148 | ||
| 124 | 2023.09.15 10:39 | buy | 32 | 0.10 | 157.768 | 0.000 | 0.000 | ||
| 125 | 2023.09.15 10:39 | modify | 32 | 0.10 | 157.768 | 157.303 | 158.148 | ||
| 126 | 2023.09.15 10:39 | modify | 31 | 0.10 | 157.629 | 157.303 | 158.148 | ||
| 127 | 2023.09.15 10:39 | modify | 30 | 0.10 | 157.368 | 157.303 | 158.148 | ||
| 128 | 2023.09.15 10:39 | modify | 29 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 129 | 2023.09.19 11:49 | t/p | 29 | 0.10 | 158.148 | 157.303 | 158.148 | 88.20 | 10655.63 |
| 130 | 2023.09.19 11:49 | t/p | 30 | 0.10 | 158.148 | 157.303 | 158.148 | 52.98 | 10708.61 |
| 131 | 2023.09.19 11:49 | t/p | 31 | 0.10 | 158.148 | 157.303 | 158.148 | 35.44 | 10744.04 |
| 132 | 2023.09.19 11:49 | t/p | 32 | 0.10 | 158.148 | 157.303 | 158.148 | 26.11 | 10770.15 |