Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=19; 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 | 7263 | Ticks modelled | 158469 | Modelling quality | n/a |
| Mismatched charts errors | 24 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1196.69 | Gross profit | 1324.59 | Gross loss | -127.90 |
| Profit factor | 10.36 | Expected payoff | 41.27 | ||
| Absolute drawdown | 22.63 | Maximal drawdown | 188.08 (1.75%) | Relative drawdown | 1.80% (186.28) |
| Total trades | 29 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 16 (87.50%) |
| Profit trades (% of total) | 24 (82.76%) | Loss trades (% of total) | 5 (17.24%) | ||
| Largest | profit trade | 106.67 | loss trade | -43.07 | |
| Average | profit trade | 55.19 | loss trade | -25.58 | |
| Maximum | consecutive wins (profit in money) | 10 (585.59) | consecutive losses (loss in money) | 2 (-43.78) | |
| Maximal | consecutive profit (count of wins) | 585.59 (10) | consecutive loss (count of losses) | -43.78 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 16:00 | buy | 1 | 0.10 | 143.821 | 0.000 | 0.000 | ||
| 2 | 2022.12.13 16:00 | modify | 1 | 0.10 | 143.821 | 142.421 | 145.321 | ||
| 3 | 2022.12.14 19:25 | buy | 2 | 0.10 | 144.516 | 0.000 | 0.000 | ||
| 4 | 2022.12.14 19:25 | modify | 2 | 0.10 | 144.516 | 143.896 | 145.321 | ||
| 5 | 2022.12.14 19:25 | modify | 1 | 0.10 | 143.821 | 143.896 | 145.321 | ||
| 6 | 2022.12.14 22:27 | buy | 3 | 0.10 | 144.659 | 0.000 | 0.000 | ||
| 7 | 2022.12.14 22:27 | modify | 3 | 0.10 | 144.659 | 144.271 | 145.321 | ||
| 8 | 2022.12.14 22:27 | modify | 2 | 0.10 | 144.516 | 144.271 | 145.321 | ||
| 9 | 2022.12.14 22:27 | modify | 1 | 0.10 | 143.821 | 144.271 | 145.321 | ||
| 10 | 2022.12.15 08:45 | buy | 4 | 0.10 | 144.973 | 0.000 | 0.000 | ||
| 11 | 2022.12.15 08:45 | modify | 4 | 0.10 | 144.973 | 144.346 | 145.321 | ||
| 12 | 2022.12.15 08:45 | modify | 3 | 0.10 | 144.659 | 144.346 | 145.321 | ||
| 13 | 2022.12.15 08:45 | modify | 2 | 0.10 | 144.516 | 144.346 | 145.321 | ||
| 14 | 2022.12.15 08:45 | modify | 1 | 0.10 | 143.821 | 144.346 | 145.321 | ||
| 15 | 2022.12.15 13:15 | t/p | 1 | 0.10 | 145.321 | 144.346 | 145.321 | 106.67 | 10106.67 |
| 16 | 2022.12.15 13:15 | t/p | 2 | 0.10 | 145.321 | 144.346 | 145.321 | 57.92 | 10164.59 |
| 17 | 2022.12.15 13:15 | t/p | 3 | 0.10 | 145.321 | 144.346 | 145.321 | 48.04 | 10212.63 |
| 18 | 2022.12.15 13:15 | t/p | 4 | 0.10 | 145.321 | 144.346 | 145.321 | 24.03 | 10236.66 |
| 19 | 2023.01.03 11:00 | buy | 5 | 0.10 | 137.659 | 0.000 | 0.000 | ||
| 20 | 2023.01.03 11:00 | modify | 5 | 0.10 | 137.659 | 136.259 | 139.159 | ||
| 21 | 2023.01.03 15:32 | buy | 6 | 0.10 | 138.348 | 0.000 | 0.000 | ||
| 22 | 2023.01.03 15:32 | modify | 6 | 0.10 | 138.348 | 137.734 | 139.159 | ||
| 23 | 2023.01.03 15:32 | modify | 5 | 0.10 | 137.659 | 137.734 | 139.159 | ||
| 24 | 2023.01.03 23:15 | buy | 7 | 0.10 | 138.487 | 0.000 | 0.000 | ||
| 25 | 2023.01.03 23:15 | modify | 7 | 0.10 | 138.487 | 138.109 | 139.159 | ||
| 26 | 2023.01.03 23:15 | modify | 6 | 0.10 | 138.348 | 138.109 | 139.159 | ||
| 27 | 2023.01.03 23:15 | modify | 5 | 0.10 | 137.659 | 138.109 | 139.159 | ||
| 28 | 2023.01.04 00:20 | s/l | 5 | 0.10 | 138.109 | 138.109 | 139.159 | 31.85 | 10268.50 |
| 29 | 2023.01.04 00:20 | s/l | 6 | 0.10 | 138.109 | 138.109 | 139.159 | -15.72 | 10252.78 |
| 30 | 2023.01.04 00:20 | s/l | 7 | 0.10 | 138.109 | 138.109 | 139.159 | -25.32 | 10227.45 |
| 31 | 2023.01.13 09:00 | buy | 8 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 32 | 2023.01.13 09:00 | modify | 8 | 0.10 | 139.339 | 137.939 | 140.839 | ||
| 33 | 2023.01.18 02:50 | t/p | 8 | 0.10 | 140.839 | 137.939 | 140.839 | 105.90 | 10333.35 |
| 34 | 2023.03.21 14:00 | sell | 9 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 35 | 2023.03.21 14:00 | modify | 9 | 0.10 | 142.515 | 143.915 | 141.015 | ||
| 36 | 2023.03.23 19:10 | sell | 10 | 0.10 | 141.827 | 0.000 | 0.000 | ||
| 37 | 2023.03.23 19:10 | modify | 10 | 0.10 | 141.827 | 142.440 | 141.015 | ||
| 38 | 2023.03.23 19:10 | modify | 9 | 0.10 | 142.515 | 142.440 | 141.015 | ||
| 39 | 2023.03.23 19:30 | sell | 11 | 0.10 | 141.378 | 0.000 | 0.000 | ||
| 40 | 2023.03.23 19:30 | modify | 11 | 0.10 | 141.378 | 141.990 | 141.015 | ||
| 41 | 2023.03.23 19:30 | modify | 10 | 0.10 | 141.827 | 141.990 | 141.015 | ||
| 42 | 2023.03.23 19:30 | modify | 9 | 0.10 | 142.515 | 141.990 | 141.015 | ||
| 43 | 2023.03.23 22:02 | sell | 12 | 0.10 | 141.690 | 0.000 | 0.000 | ||
| 44 | 2023.03.23 22:02 | modify | 12 | 0.10 | 141.690 | 142.065 | 141.015 | ||
| 45 | 2023.03.23 22:05 | modify | 12 | 0.10 | 141.690 | 141.990 | 141.015 | ||
| 46 | 2023.03.24 01:20 | t/p | 9 | 0.10 | 141.015 | 141.990 | 141.015 | 96.91 | 10430.26 |
| 47 | 2023.03.24 01:20 | t/p | 10 | 0.10 | 141.015 | 141.990 | 141.015 | 54.68 | 10484.94 |
| 48 | 2023.03.24 01:20 | t/p | 11 | 0.10 | 141.015 | 141.990 | 141.015 | 23.73 | 10508.68 |
| 49 | 2023.03.24 01:20 | t/p | 12 | 0.10 | 141.015 | 141.990 | 141.015 | 45.23 | 10553.91 |
| 50 | 2023.03.24 11:00 | buy | 13 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 51 | 2023.03.24 11:00 | modify | 13 | 0.10 | 139.368 | 137.968 | 140.868 | ||
| 52 | 2023.03.24 12:50 | buy | 14 | 0.10 | 140.067 | 0.000 | 0.000 | ||
| 53 | 2023.03.24 12:50 | modify | 14 | 0.10 | 140.067 | 139.443 | 140.868 | ||
| 54 | 2023.03.24 12:50 | modify | 13 | 0.10 | 139.368 | 139.443 | 140.868 | ||
| 55 | 2023.03.24 13:15 | buy | 15 | 0.10 | 140.205 | 0.000 | 0.000 | ||
| 56 | 2023.03.24 13:15 | modify | 15 | 0.10 | 140.205 | 139.818 | 140.868 | ||
| 57 | 2023.03.24 13:15 | modify | 14 | 0.10 | 140.067 | 139.818 | 140.868 | ||
| 58 | 2023.03.24 13:15 | modify | 13 | 0.10 | 139.368 | 139.818 | 140.868 | ||
| 59 | 2023.03.24 13:50 | buy | 16 | 0.10 | 140.509 | 0.000 | 0.000 | ||
| 60 | 2023.03.24 13:50 | modify | 16 | 0.10 | 140.509 | 139.893 | 140.868 | ||
| 61 | 2023.03.24 13:50 | modify | 15 | 0.10 | 140.205 | 139.893 | 140.868 | ||
| 62 | 2023.03.24 13:50 | modify | 14 | 0.10 | 140.067 | 139.893 | 140.868 | ||
| 63 | 2023.03.24 13:50 | modify | 13 | 0.10 | 139.368 | 139.893 | 140.868 | ||
| 64 | 2023.03.26 22:15 | t/p | 13 | 0.10 | 140.868 | 139.893 | 140.868 | 103.56 | 10657.47 |
| 65 | 2023.03.26 22:15 | t/p | 14 | 0.10 | 140.868 | 139.893 | 140.868 | 55.30 | 10712.77 |
| 66 | 2023.03.26 22:15 | t/p | 15 | 0.10 | 140.868 | 139.893 | 140.868 | 45.77 | 10758.54 |
| 67 | 2023.03.26 22:15 | t/p | 16 | 0.10 | 140.868 | 139.893 | 140.868 | 24.78 | 10783.32 |
| 68 | 2023.03.30 14:00 | sell | 17 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 69 | 2023.03.30 14:00 | modify | 17 | 0.10 | 144.838 | 146.238 | 143.338 | ||
| 70 | 2023.03.31 18:33 | sell | 18 | 0.10 | 144.151 | 0.000 | 0.000 | ||
| 71 | 2023.03.31 18:33 | modify | 18 | 0.10 | 144.151 | 144.763 | 143.338 | ||
| 72 | 2023.03.31 18:33 | modify | 17 | 0.10 | 144.838 | 144.763 | 143.338 | ||
| 73 | 2023.03.31 19:15 | sell | 19 | 0.10 | 143.990 | 0.000 | 0.000 | ||
| 74 | 2023.03.31 19:15 | modify | 19 | 0.10 | 143.990 | 144.388 | 143.338 | ||
| 75 | 2023.03.31 19:15 | modify | 18 | 0.10 | 144.151 | 144.388 | 143.338 | ||
| 76 | 2023.03.31 19:15 | modify | 17 | 0.10 | 144.838 | 144.388 | 143.338 | ||
| 77 | 2023.04.02 21:05 | s/l | 17 | 0.10 | 144.388 | 144.388 | 143.338 | 29.72 | 10813.04 |
| 78 | 2023.04.02 21:05 | s/l | 18 | 0.10 | 144.388 | 144.388 | 143.338 | -16.34 | 10796.70 |
| 79 | 2023.04.02 21:05 | s/l | 19 | 0.10 | 144.388 | 144.388 | 143.338 | -27.44 | 10769.26 |
| 80 | 2023.07.31 10:00 | sell | 20 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 81 | 2023.07.31 10:00 | modify | 20 | 0.10 | 156.979 | 158.379 | 155.479 | ||
| 82 | 2023.07.31 21:00 | sell | 21 | 0.10 | 156.298 | 0.000 | 0.000 | ||
| 83 | 2023.07.31 21:00 | modify | 21 | 0.10 | 156.298 | 156.904 | 155.479 | ||
| 84 | 2023.07.31 21:00 | modify | 20 | 0.10 | 156.979 | 156.904 | 155.479 | ||
| 85 | 2023.08.01 01:50 | s/l | 20 | 0.10 | 156.904 | 156.904 | 155.479 | 3.87 | 10773.13 |
| 86 | 2023.08.01 01:50 | s/l | 21 | 0.10 | 156.904 | 156.904 | 155.479 | -43.07 | 10730.06 |
| 87 | 2023.09.14 18:00 | buy | 22 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 88 | 2023.09.14 18:00 | modify | 22 | 0.10 | 156.848 | 155.448 | 158.348 | ||
| 89 | 2023.09.15 08:50 | buy | 23 | 0.10 | 157.674 | 0.000 | 0.000 | ||
| 90 | 2023.09.15 08:50 | modify | 23 | 0.10 | 157.674 | 157.298 | 158.348 | ||
| 91 | 2023.09.15 08:50 | modify | 22 | 0.10 | 156.848 | 157.298 | 158.348 | ||
| 92 | 2023.09.15 11:57 | buy | 24 | 0.10 | 157.537 | 0.000 | 0.000 | ||
| 93 | 2023.09.15 11:57 | modify | 24 | 0.10 | 157.537 | 156.923 | 158.348 | ||
| 94 | 2023.09.15 11:59 | modify | 24 | 0.10 | 157.537 | 157.298 | 158.348 | ||
| 95 | 2023.09.19 06:50 | buy | 25 | 0.10 | 157.992 | 0.000 | 0.000 | ||
| 96 | 2023.09.19 06:50 | modify | 25 | 0.10 | 157.992 | 157.373 | 158.348 | ||
| 97 | 2023.09.19 06:50 | modify | 23 | 0.10 | 157.674 | 157.373 | 158.348 | ||
| 98 | 2023.09.19 06:50 | modify | 24 | 0.10 | 157.537 | 157.373 | 158.348 | ||
| 99 | 2023.09.19 06:50 | modify | 22 | 0.10 | 156.848 | 157.373 | 158.348 | ||
| 100 | 2023.09.20 07:46 | t/p | 22 | 0.10 | 158.348 | 157.373 | 158.348 | 106.66 | 10836.73 |
| 101 | 2023.09.20 07:46 | t/p | 23 | 0.10 | 158.348 | 157.373 | 158.348 | 48.86 | 10885.58 |
| 102 | 2023.09.20 07:46 | t/p | 24 | 0.10 | 158.348 | 157.373 | 158.348 | 58.32 | 10943.90 |
| 103 | 2023.09.20 07:46 | t/p | 25 | 0.10 | 158.348 | 157.373 | 158.348 | 25.36 | 10969.26 |
| 104 | 2023.10.31 11:00 | sell | 26 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 105 | 2023.10.31 11:00 | modify | 26 | 0.10 | 160.687 | 162.087 | 159.187 | ||
| 106 | 2023.10.31 14:07 | sell | 27 | 0.10 | 159.998 | 0.000 | 0.000 | ||
| 107 | 2023.10.31 14:07 | modify | 27 | 0.10 | 159.998 | 160.612 | 159.187 | ||
| 108 | 2023.10.31 14:07 | modify | 26 | 0.10 | 160.687 | 160.612 | 159.187 | ||
| 109 | 2023.11.01 02:45 | sell | 28 | 0.10 | 159.845 | 0.000 | 0.000 | ||
| 110 | 2023.11.01 02:45 | modify | 28 | 0.10 | 159.845 | 160.237 | 159.187 | ||
| 111 | 2023.11.01 02:45 | modify | 27 | 0.10 | 159.998 | 160.237 | 159.187 | ||
| 112 | 2023.11.01 02:45 | modify | 26 | 0.10 | 160.687 | 160.237 | 159.187 | ||
| 113 | 2023.11.01 09:45 | sell | 29 | 0.10 | 159.555 | 0.000 | 0.000 | ||
| 114 | 2023.11.01 09:45 | modify | 29 | 0.10 | 159.555 | 160.162 | 159.187 | ||
| 115 | 2023.11.01 09:45 | modify | 28 | 0.10 | 159.845 | 160.162 | 159.187 | ||
| 116 | 2023.11.01 09:45 | modify | 27 | 0.10 | 159.998 | 160.162 | 159.187 | ||
| 117 | 2023.11.01 09:45 | modify | 26 | 0.10 | 160.687 | 160.162 | 159.187 | ||
| 118 | 2023.11.01 15:50 | t/p | 26 | 0.10 | 159.187 | 160.162 | 159.187 | 102.10 | 11071.36 |
| 119 | 2023.11.01 15:50 | t/p | 27 | 0.10 | 159.187 | 160.162 | 159.187 | 54.60 | 11125.96 |
| 120 | 2023.11.01 15:50 | t/p | 28 | 0.10 | 159.187 | 160.162 | 159.187 | 45.36 | 11171.32 |
| 121 | 2023.11.01 15:50 | t/p | 29 | 0.10 | 159.187 | 160.162 | 159.187 | 25.37 | 11196.69 |