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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 6535 | Ticks modelled | 52978127 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 507.11 | Gross profit | 756.32 | Gross loss | -249.21 |
| Profit factor | 3.03 | Expected payoff | 20.28 | ||
| Absolute drawdown | 99.90 | Maximal drawdown | 366.76 (3.46%) | Relative drawdown | 3.46% (366.76) |
| Total trades | 25 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 102.76 | loss trade | -46.23 | |
| Average | profit trade | 47.27 | loss trade | -27.69 | |
| Maximum | consecutive wins (profit in money) | 9 (465.55) | consecutive losses (loss in money) | 3 (-82.05) | |
| Maximal | consecutive profit (count of wins) | 465.55 (9) | consecutive loss (count of losses) | -82.05 (3) | |
| Average | consecutive wins | 4 | 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 | 144.173 | ||
| 3 | 2022.11.10 14:35 | sell | 2 | 0.10 | 144.985 | 0.000 | 0.000 | ||
| 4 | 2022.11.10 14:35 | modify | 2 | 0.10 | 144.985 | 145.448 | 144.173 | ||
| 5 | 2022.11.10 14:35 | modify | 1 | 0.10 | 145.673 | 145.448 | 144.173 | ||
| 6 | 2022.11.10 14:37 | sell | 3 | 0.10 | 144.772 | 0.000 | 0.000 | ||
| 7 | 2022.11.10 14:37 | modify | 3 | 0.10 | 144.772 | 145.298 | 144.173 | ||
| 8 | 2022.11.10 14:37 | modify | 2 | 0.10 | 144.985 | 145.298 | 144.173 | ||
| 9 | 2022.11.10 14:37 | modify | 1 | 0.10 | 145.673 | 145.298 | 144.173 | ||
| 10 | 2022.11.10 14:38 | sell | 4 | 0.10 | 144.463 | 0.000 | 0.000 | ||
| 11 | 2022.11.10 14:38 | modify | 4 | 0.10 | 144.463 | 145.148 | 144.173 | ||
| 12 | 2022.11.10 14:38 | modify | 3 | 0.10 | 144.772 | 145.148 | 144.173 | ||
| 13 | 2022.11.10 14:38 | modify | 2 | 0.10 | 144.985 | 145.148 | 144.173 | ||
| 14 | 2022.11.10 14:38 | modify | 1 | 0.10 | 145.673 | 145.148 | 144.173 | ||
| 15 | 2022.11.10 14:38 | t/p | 1 | 0.10 | 144.173 | 145.148 | 144.173 | 97.57 | 10097.57 |
| 16 | 2022.11.10 14:38 | t/p | 2 | 0.10 | 144.173 | 145.148 | 144.173 | 54.56 | 10152.13 |
| 17 | 2022.11.10 14:38 | t/p | 3 | 0.10 | 144.173 | 145.148 | 144.173 | 40.25 | 10192.38 |
| 18 | 2022.11.10 14:38 | t/p | 4 | 0.10 | 144.173 | 145.148 | 144.173 | 19.49 | 10211.87 |
| 19 | 2022.12.13 16:00 | buy | 5 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 20 | 2022.12.13 16:00 | modify | 5 | 0.10 | 143.821 | 142.321 | 145.321 | ||
| 21 | 2022.12.14 19:09 | buy | 6 | 0.10 | 144.504 | 0.000 | 0.000 | ||
| 22 | 2022.12.14 19:09 | modify | 6 | 0.10 | 144.504 | 144.046 | 145.321 | ||
| 23 | 2022.12.14 19:09 | modify | 5 | 0.10 | 143.821 | 144.046 | 145.321 | ||
| 24 | 2022.12.14 21:39 | buy | 7 | 0.10 | 144.728 | 0.000 | 0.000 | ||
| 25 | 2022.12.14 21:39 | modify | 7 | 0.10 | 144.728 | 144.196 | 145.321 | ||
| 26 | 2022.12.14 21:39 | modify | 6 | 0.10 | 144.504 | 144.196 | 145.321 | ||
| 27 | 2022.12.14 21:39 | modify | 5 | 0.10 | 143.821 | 144.196 | 145.321 | ||
| 28 | 2022.12.15 08:36 | buy | 8 | 0.10 | 145.023 | 0.000 | 0.000 | ||
| 29 | 2022.12.15 08:36 | modify | 8 | 0.10 | 145.023 | 144.346 | 145.321 | ||
| 30 | 2022.12.15 08:36 | modify | 7 | 0.10 | 144.728 | 144.346 | 145.321 | ||
| 31 | 2022.12.15 08:36 | modify | 6 | 0.10 | 144.504 | 144.346 | 145.321 | ||
| 32 | 2022.12.15 08:36 | modify | 5 | 0.10 | 143.821 | 144.346 | 145.321 | ||
| 33 | 2022.12.15 13:17 | t/p | 5 | 0.10 | 145.321 | 144.346 | 145.321 | 101.93 | 10313.80 |
| 34 | 2022.12.15 13:17 | t/p | 6 | 0.10 | 145.321 | 144.346 | 145.321 | 55.75 | 10369.55 |
| 35 | 2022.12.15 13:17 | t/p | 7 | 0.10 | 145.321 | 144.346 | 145.321 | 40.70 | 10410.25 |
| 36 | 2022.12.15 13:17 | t/p | 8 | 0.10 | 145.321 | 144.346 | 145.321 | 20.03 | 10430.28 |
| 37 | 2023.03.15 15:00 | buy | 9 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 38 | 2023.03.15 15:00 | modify | 9 | 0.10 | 140.268 | 138.768 | 141.768 | ||
| 39 | 2023.03.15 18:27 | buy | 10 | 0.10 | 140.948 | 0.000 | 0.000 | ||
| 40 | 2023.03.15 18:27 | modify | 10 | 0.10 | 140.948 | 140.493 | 141.768 | ||
| 41 | 2023.03.15 18:27 | modify | 9 | 0.10 | 140.268 | 140.493 | 141.768 | ||
| 42 | 2023.03.15 18:28 | buy | 11 | 0.10 | 141.171 | 0.000 | 0.000 | ||
| 43 | 2023.03.15 18:28 | modify | 11 | 0.10 | 141.171 | 140.643 | 141.768 | ||
| 44 | 2023.03.15 18:28 | modify | 10 | 0.10 | 140.948 | 140.643 | 141.768 | ||
| 45 | 2023.03.15 18:28 | modify | 9 | 0.10 | 140.268 | 140.643 | 141.768 | ||
| 46 | 2023.03.15 18:41 | buy | 12 | 0.10 | 141.481 | 0.000 | 0.000 | ||
| 47 | 2023.03.15 18:41 | modify | 12 | 0.10 | 141.481 | 140.793 | 141.768 | ||
| 48 | 2023.03.15 18:41 | modify | 11 | 0.10 | 141.171 | 140.793 | 141.768 | ||
| 49 | 2023.03.15 18:41 | modify | 10 | 0.10 | 140.948 | 140.793 | 141.768 | ||
| 50 | 2023.03.15 18:41 | modify | 9 | 0.10 | 140.268 | 140.793 | 141.768 | ||
| 51 | 2023.03.15 23:48 | s/l | 9 | 0.10 | 140.793 | 140.793 | 141.768 | 35.27 | 10465.55 |
| 52 | 2023.03.15 23:48 | s/l | 10 | 0.10 | 140.793 | 140.793 | 141.768 | -10.42 | 10455.13 |
| 53 | 2023.03.15 23:48 | s/l | 11 | 0.10 | 140.793 | 140.793 | 141.768 | -25.40 | 10429.73 |
| 54 | 2023.03.15 23:48 | s/l | 12 | 0.10 | 140.793 | 140.793 | 141.768 | -46.23 | 10383.50 |
| 55 | 2023.03.21 14:00 | sell | 13 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 56 | 2023.03.21 14:00 | modify | 13 | 0.10 | 142.515 | 144.015 | 141.015 | ||
| 57 | 2023.03.23 18:38 | sell | 14 | 0.10 | 141.840 | 0.000 | 0.000 | ||
| 58 | 2023.03.23 18:38 | modify | 14 | 0.10 | 141.840 | 142.290 | 141.015 | ||
| 59 | 2023.03.23 18:38 | modify | 13 | 0.10 | 142.515 | 142.290 | 141.015 | ||
| 60 | 2023.03.23 18:50 | sell | 15 | 0.10 | 141.614 | 0.000 | 0.000 | ||
| 61 | 2023.03.23 18:50 | modify | 15 | 0.10 | 141.614 | 142.140 | 141.015 | ||
| 62 | 2023.03.23 18:50 | modify | 14 | 0.10 | 141.840 | 142.140 | 141.015 | ||
| 63 | 2023.03.23 18:50 | modify | 13 | 0.10 | 142.515 | 142.140 | 141.015 | ||
| 64 | 2023.03.23 19:00 | s/l | 13 | 0.10 | 142.140 | 142.140 | 141.015 | 23.04 | 10406.54 |
| 65 | 2023.03.23 19:00 | s/l | 14 | 0.10 | 142.140 | 142.140 | 141.015 | -20.16 | 10386.38 |
| 66 | 2023.03.23 19:00 | s/l | 15 | 0.10 | 142.140 | 142.140 | 141.015 | -35.34 | 10351.04 |
| 67 | 2023.03.30 14:00 | sell | 16 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 68 | 2023.03.30 14:00 | modify | 16 | 0.10 | 144.838 | 146.338 | 143.338 | ||
| 69 | 2023.03.31 18:38 | sell | 17 | 0.10 | 144.161 | 0.000 | 0.000 | ||
| 70 | 2023.03.31 18:38 | modify | 17 | 0.10 | 144.161 | 144.613 | 143.338 | ||
| 71 | 2023.03.31 18:38 | modify | 16 | 0.10 | 144.838 | 144.613 | 143.338 | ||
| 72 | 2023.03.31 19:16 | sell | 18 | 0.10 | 143.938 | 0.000 | 0.000 | ||
| 73 | 2023.03.31 19:16 | modify | 18 | 0.10 | 143.938 | 144.463 | 143.338 | ||
| 74 | 2023.03.31 19:16 | modify | 17 | 0.10 | 144.161 | 144.463 | 143.338 | ||
| 75 | 2023.03.31 19:16 | modify | 16 | 0.10 | 144.838 | 144.463 | 143.338 | ||
| 76 | 2023.04.02 21:05 | s/l | 16 | 0.10 | 144.463 | 144.463 | 143.338 | 24.65 | 10375.69 |
| 77 | 2023.04.02 21:05 | s/l | 17 | 0.10 | 144.463 | 144.463 | 143.338 | -20.29 | 10355.40 |
| 78 | 2023.04.02 21:05 | s/l | 18 | 0.10 | 144.463 | 144.463 | 143.338 | -35.27 | 10320.13 |
| 79 | 2023.05.10 16:00 | buy | 19 | 0.10 | 147.538 | 0.000 | 0.000 | ||
| 80 | 2023.05.10 16:00 | modify | 19 | 0.10 | 147.538 | 146.038 | 149.038 | ||
| 81 | 2023.05.16 13:02 | buy | 20 | 0.10 | 148.214 | 0.000 | 0.000 | ||
| 82 | 2023.05.16 13:02 | modify | 20 | 0.10 | 148.214 | 147.763 | 149.038 | ||
| 83 | 2023.05.16 13:02 | modify | 19 | 0.10 | 147.538 | 147.763 | 149.038 | ||
| 84 | 2023.05.16 15:33 | buy | 21 | 0.10 | 148.438 | 0.000 | 0.000 | ||
| 85 | 2023.05.16 15:33 | modify | 21 | 0.10 | 148.438 | 147.913 | 149.038 | ||
| 86 | 2023.05.16 15:33 | modify | 20 | 0.10 | 148.214 | 147.913 | 149.038 | ||
| 87 | 2023.05.16 15:33 | modify | 19 | 0.10 | 147.538 | 147.913 | 149.038 | ||
| 88 | 2023.05.17 14:30 | buy | 22 | 0.10 | 148.741 | 0.000 | 0.000 | ||
| 89 | 2023.05.17 14:30 | modify | 22 | 0.10 | 148.741 | 148.063 | 149.038 | ||
| 90 | 2023.05.17 14:30 | modify | 21 | 0.10 | 148.438 | 148.063 | 149.038 | ||
| 91 | 2023.05.17 14:30 | modify | 20 | 0.10 | 148.214 | 148.063 | 149.038 | ||
| 92 | 2023.05.17 14:30 | modify | 19 | 0.10 | 147.538 | 148.063 | 149.038 | ||
| 93 | 2023.05.17 16:41 | t/p | 19 | 0.10 | 149.038 | 148.063 | 149.038 | 102.76 | 10422.90 |
| 94 | 2023.05.17 16:41 | t/p | 20 | 0.10 | 149.038 | 148.063 | 149.038 | 55.64 | 10478.54 |
| 95 | 2023.05.17 16:41 | t/p | 21 | 0.10 | 149.038 | 148.063 | 149.038 | 40.59 | 10519.13 |
| 96 | 2023.05.17 16:41 | t/p | 22 | 0.10 | 149.038 | 148.063 | 149.038 | 19.95 | 10539.08 |
| 97 | 2023.08.10 15:00 | sell | 23 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 98 | 2023.08.10 15:00 | modify | 23 | 0.10 | 159.092 | 160.592 | 157.592 | ||
| 99 | 2023.08.14 01:02 | sell | 24 | 0.10 | 158.408 | 0.000 | 0.000 | ||
| 100 | 2023.08.14 01:02 | modify | 24 | 0.10 | 158.408 | 158.867 | 157.592 | ||
| 101 | 2023.08.14 01:02 | modify | 23 | 0.10 | 159.092 | 158.867 | 157.592 | ||
| 102 | 2023.08.14 06:05 | sell | 25 | 0.10 | 158.191 | 0.000 | 0.000 | ||
| 103 | 2023.08.14 06:05 | modify | 25 | 0.10 | 158.191 | 158.717 | 157.592 | ||
| 104 | 2023.08.14 06:05 | modify | 24 | 0.10 | 158.408 | 158.717 | 157.592 | ||
| 105 | 2023.08.14 06:05 | modify | 23 | 0.10 | 159.092 | 158.717 | 157.592 | ||
| 106 | 2023.08.14 08:23 | s/l | 23 | 0.10 | 158.717 | 158.717 | 157.592 | 24.13 | 10563.21 |
| 107 | 2023.08.14 08:23 | s/l | 24 | 0.10 | 158.717 | 158.717 | 157.592 | -20.76 | 10542.45 |
| 108 | 2023.08.14 08:23 | s/l | 25 | 0.10 | 158.717 | 158.717 | 157.592 | -35.34 | 10507.11 |