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 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6562 | Ticks modelled | 49726715 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 619.34 | Gross profit | 869.45 | Gross loss | -250.11 |
| Profit factor | 3.48 | Expected payoff | 21.36 | ||
| Absolute drawdown | 22.63 | Maximal drawdown | 188.08 (1.81%) | Relative drawdown | 1.81% (188.08) |
| Total trades | 29 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
| Largest | profit trade | 106.67 | loss trade | -43.07 | |
| Average | profit trade | 48.30 | loss trade | -22.74 | |
| Maximum | consecutive wins (profit in money) | 5 (272.56) | consecutive losses (loss in money) | 2 (-42.33) | |
| Maximal | consecutive profit (count of wins) | 272.56 (5) | consecutive loss (count of losses) | -43.07 (1) | |
| Average | consecutive wins | 3 | 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 19:09 | buy | 2 | 0.10 | 144.504 | 0.000 | 0.000 | ||
| 4 | 2022.12.14 19:09 | modify | 2 | 0.10 | 144.504 | 143.896 | 145.321 | ||
| 5 | 2022.12.14 19:09 | modify | 1 | 0.10 | 143.821 | 143.896 | 145.321 | ||
| 6 | 2022.12.14 21:28 | buy | 3 | 0.10 | 144.646 | 0.000 | 0.000 | ||
| 7 | 2022.12.14 21:28 | modify | 3 | 0.10 | 144.646 | 144.271 | 145.321 | ||
| 8 | 2022.12.14 21:28 | modify | 2 | 0.10 | 144.504 | 144.271 | 145.321 | ||
| 9 | 2022.12.14 21:28 | modify | 1 | 0.10 | 143.821 | 144.271 | 145.321 | ||
| 10 | 2022.12.15 08:30 | buy | 4 | 0.10 | 144.949 | 0.000 | 0.000 | ||
| 11 | 2022.12.15 08:30 | modify | 4 | 0.10 | 144.949 | 144.346 | 145.321 | ||
| 12 | 2022.12.15 08:30 | modify | 3 | 0.10 | 144.646 | 144.346 | 145.321 | ||
| 13 | 2022.12.15 08:30 | modify | 2 | 0.10 | 144.504 | 144.346 | 145.321 | ||
| 14 | 2022.12.15 08:30 | modify | 1 | 0.10 | 143.821 | 144.346 | 145.321 | ||
| 15 | 2022.12.15 13:17 | t/p | 1 | 0.10 | 145.321 | 144.346 | 145.321 | 106.67 | 10106.67 |
| 16 | 2022.12.15 13:17 | t/p | 2 | 0.10 | 145.321 | 144.346 | 145.321 | 58.74 | 10165.41 |
| 17 | 2022.12.15 13:17 | t/p | 3 | 0.10 | 145.321 | 144.346 | 145.321 | 48.94 | 10214.35 |
| 18 | 2022.12.15 13:17 | t/p | 4 | 0.10 | 145.321 | 144.346 | 145.321 | 25.69 | 10240.04 |
| 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 15:34 | buy | 6 | 0.10 | 138.335 | 0.000 | 0.000 | ||
| 22 | 2023.01.03 15:34 | modify | 6 | 0.10 | 138.335 | 137.734 | 139.159 | ||
| 23 | 2023.01.03 15:34 | modify | 5 | 0.10 | 137.659 | 137.734 | 139.159 | ||
| 24 | 2023.01.03 23:17 | buy | 7 | 0.10 | 138.485 | 0.000 | 0.000 | ||
| 25 | 2023.01.03 23:17 | modify | 7 | 0.10 | 138.485 | 138.109 | 139.159 | ||
| 26 | 2023.01.03 23:17 | modify | 6 | 0.10 | 138.335 | 138.109 | 139.159 | ||
| 27 | 2023.01.03 23:17 | modify | 5 | 0.10 | 137.659 | 138.109 | 139.159 | ||
| 28 | 2023.01.04 00:08 | s/l | 5 | 0.10 | 138.109 | 138.109 | 139.159 | 31.85 | 10271.88 |
| 29 | 2023.01.04 00:08 | s/l | 6 | 0.10 | 138.109 | 138.109 | 139.159 | -14.82 | 10257.06 |
| 30 | 2023.01.04 00:08 | s/l | 7 | 0.10 | 138.109 | 138.109 | 139.159 | -25.18 | 10231.87 |
| 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 02:40 | buy | 9 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 34 | 2023.01.18 02:40 | modify | 9 | 0.10 | 140.024 | 139.414 | 140.839 | ||
| 35 | 2023.01.18 02:40 | modify | 8 | 0.10 | 139.339 | 139.414 | 140.839 | ||
| 36 | 2023.01.18 02:40 | buy | 10 | 0.10 | 140.167 | 0.000 | 0.000 | ||
| 37 | 2023.01.18 02:40 | modify | 10 | 0.10 | 140.167 | 139.789 | 140.839 | ||
| 38 | 2023.01.18 02:40 | modify | 9 | 0.10 | 140.024 | 139.789 | 140.839 | ||
| 39 | 2023.01.18 02:40 | modify | 8 | 0.10 | 139.339 | 139.789 | 140.839 | ||
| 40 | 2023.01.18 02:40 | s/l | 8 | 0.10 | 139.789 | 139.789 | 140.839 | 33.40 | 10265.27 |
| 41 | 2023.01.18 02:40 | s/l | 9 | 0.10 | 139.789 | 139.789 | 140.839 | -16.23 | 10249.04 |
| 42 | 2023.01.18 02:40 | s/l | 10 | 0.10 | 139.789 | 139.789 | 140.839 | -26.10 | 10222.94 |
| 43 | 2023.03.21 14:00 | sell | 11 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 44 | 2023.03.21 14:00 | modify | 11 | 0.10 | 142.515 | 143.915 | 141.015 | ||
| 45 | 2023.03.23 18:38 | sell | 12 | 0.10 | 141.840 | 0.000 | 0.000 | ||
| 46 | 2023.03.23 18:38 | modify | 12 | 0.10 | 141.840 | 142.440 | 141.015 | ||
| 47 | 2023.03.23 18:38 | modify | 11 | 0.10 | 142.515 | 142.440 | 141.015 | ||
| 48 | 2023.03.23 18:44 | sell | 13 | 0.10 | 141.687 | 0.000 | 0.000 | ||
| 49 | 2023.03.23 18:44 | modify | 13 | 0.10 | 141.687 | 142.065 | 141.015 | ||
| 50 | 2023.03.23 18:44 | modify | 12 | 0.10 | 141.840 | 142.065 | 141.015 | ||
| 51 | 2023.03.23 18:44 | modify | 11 | 0.10 | 142.515 | 142.065 | 141.015 | ||
| 52 | 2023.03.23 19:00 | s/l | 11 | 0.10 | 142.065 | 142.065 | 141.015 | 25.83 | 10248.77 |
| 53 | 2023.03.23 19:00 | s/l | 12 | 0.10 | 142.065 | 142.065 | 141.015 | -15.51 | 10233.26 |
| 54 | 2023.03.23 19:00 | s/l | 13 | 0.10 | 142.065 | 142.065 | 141.015 | -26.05 | 10207.21 |
| 55 | 2023.03.24 11:00 | buy | 14 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 56 | 2023.03.24 11:00 | modify | 14 | 0.10 | 139.368 | 137.968 | 140.868 | ||
| 57 | 2023.03.24 12:58 | buy | 15 | 0.10 | 140.045 | 0.000 | 0.000 | ||
| 58 | 2023.03.24 12:58 | modify | 15 | 0.10 | 140.045 | 139.443 | 140.868 | ||
| 59 | 2023.03.24 12:58 | modify | 14 | 0.10 | 139.368 | 139.443 | 140.868 | ||
| 60 | 2023.03.24 13:29 | buy | 16 | 0.10 | 140.203 | 0.000 | 0.000 | ||
| 61 | 2023.03.24 13:29 | modify | 16 | 0.10 | 140.203 | 139.818 | 140.868 | ||
| 62 | 2023.03.24 13:29 | modify | 15 | 0.10 | 140.045 | 139.818 | 140.868 | ||
| 63 | 2023.03.24 13:29 | modify | 14 | 0.10 | 139.368 | 139.818 | 140.868 | ||
| 64 | 2023.03.24 13:56 | buy | 17 | 0.10 | 140.493 | 0.000 | 0.000 | ||
| 65 | 2023.03.24 13:56 | modify | 17 | 0.10 | 140.493 | 139.893 | 140.868 | ||
| 66 | 2023.03.24 13:56 | modify | 16 | 0.10 | 140.203 | 139.893 | 140.868 | ||
| 67 | 2023.03.24 13:56 | modify | 15 | 0.10 | 140.045 | 139.893 | 140.868 | ||
| 68 | 2023.03.24 13:56 | modify | 14 | 0.10 | 139.368 | 139.893 | 140.868 | ||
| 69 | 2023.03.26 22:08 | t/p | 14 | 0.10 | 140.868 | 139.893 | 140.868 | 103.56 | 10310.77 |
| 70 | 2023.03.26 22:08 | t/p | 15 | 0.10 | 140.868 | 139.893 | 140.868 | 56.82 | 10367.59 |
| 71 | 2023.03.26 22:08 | t/p | 16 | 0.10 | 140.868 | 139.893 | 140.868 | 45.91 | 10413.50 |
| 72 | 2023.03.26 22:08 | t/p | 17 | 0.10 | 140.868 | 139.893 | 140.868 | 25.89 | 10439.39 |
| 73 | 2023.03.30 14:00 | sell | 18 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 74 | 2023.03.30 14:00 | modify | 18 | 0.10 | 144.838 | 146.238 | 143.338 | ||
| 75 | 2023.03.31 18:38 | sell | 19 | 0.10 | 144.161 | 0.000 | 0.000 | ||
| 76 | 2023.03.31 18:38 | modify | 19 | 0.10 | 144.161 | 144.763 | 143.338 | ||
| 77 | 2023.03.31 18:38 | modify | 18 | 0.10 | 144.838 | 144.763 | 143.338 | ||
| 78 | 2023.03.31 19:03 | sell | 20 | 0.10 | 144.013 | 0.000 | 0.000 | ||
| 79 | 2023.03.31 19:03 | modify | 20 | 0.10 | 144.013 | 144.388 | 143.338 | ||
| 80 | 2023.03.31 19:03 | modify | 19 | 0.10 | 144.161 | 144.388 | 143.338 | ||
| 81 | 2023.03.31 19:03 | modify | 18 | 0.10 | 144.838 | 144.388 | 143.338 | ||
| 82 | 2023.04.02 21:05 | s/l | 18 | 0.10 | 144.388 | 144.388 | 143.338 | 29.72 | 10469.11 |
| 83 | 2023.04.02 21:05 | s/l | 19 | 0.10 | 144.388 | 144.388 | 143.338 | -15.65 | 10453.46 |
| 84 | 2023.04.02 21:05 | s/l | 20 | 0.10 | 144.388 | 144.388 | 143.338 | -25.85 | 10427.61 |
| 85 | 2023.07.31 10:00 | sell | 21 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 86 | 2023.07.31 10:00 | modify | 21 | 0.10 | 156.979 | 158.379 | 155.479 | ||
| 87 | 2023.07.31 21:06 | sell | 22 | 0.10 | 156.298 | 0.000 | 0.000 | ||
| 88 | 2023.07.31 21:06 | modify | 22 | 0.10 | 156.298 | 156.904 | 155.479 | ||
| 89 | 2023.07.31 21:06 | modify | 21 | 0.10 | 156.979 | 156.904 | 155.479 | ||
| 90 | 2023.08.01 01:42 | s/l | 21 | 0.10 | 156.904 | 156.904 | 155.479 | 3.87 | 10431.48 |
| 91 | 2023.08.01 01:42 | s/l | 22 | 0.10 | 156.904 | 156.904 | 155.479 | -43.07 | 10388.42 |
| 92 | 2023.09.14 18:00 | buy | 23 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 93 | 2023.09.14 18:00 | modify | 23 | 0.10 | 156.848 | 155.448 | 158.348 | ||
| 94 | 2023.09.15 07:39 | buy | 24 | 0.10 | 157.523 | 0.000 | 0.000 | ||
| 95 | 2023.09.15 07:39 | modify | 24 | 0.10 | 157.523 | 156.923 | 158.348 | ||
| 96 | 2023.09.15 07:39 | modify | 23 | 0.10 | 156.848 | 156.923 | 158.348 | ||
| 97 | 2023.09.15 08:55 | buy | 25 | 0.10 | 157.673 | 0.000 | 0.000 | ||
| 98 | 2023.09.15 08:55 | modify | 25 | 0.10 | 157.673 | 157.298 | 158.348 | ||
| 99 | 2023.09.15 08:55 | modify | 24 | 0.10 | 157.523 | 157.298 | 158.348 | ||
| 100 | 2023.09.15 08:55 | modify | 23 | 0.10 | 156.848 | 157.298 | 158.348 | ||
| 101 | 2023.09.19 06:33 | buy | 26 | 0.10 | 157.973 | 0.000 | 0.000 | ||
| 102 | 2023.09.19 06:33 | modify | 26 | 0.10 | 157.973 | 157.373 | 158.348 | ||
| 103 | 2023.09.19 06:33 | modify | 25 | 0.10 | 157.673 | 157.373 | 158.348 | ||
| 104 | 2023.09.19 06:33 | modify | 24 | 0.10 | 157.523 | 157.373 | 158.348 | ||
| 105 | 2023.09.19 06:33 | modify | 23 | 0.10 | 156.848 | 157.373 | 158.348 | ||
| 106 | 2023.09.20 07:40 | t/p | 23 | 0.10 | 158.348 | 157.373 | 158.348 | 106.66 | 10495.08 |
| 107 | 2023.09.20 07:40 | t/p | 24 | 0.10 | 158.348 | 157.373 | 158.348 | 59.29 | 10554.37 |
| 108 | 2023.09.20 07:40 | t/p | 25 | 0.10 | 158.348 | 157.373 | 158.348 | 48.93 | 10603.29 |
| 109 | 2023.09.20 07:40 | t/p | 26 | 0.10 | 158.348 | 157.373 | 158.348 | 26.67 | 10629.96 |
| 110 | 2023.10.31 11:00 | sell | 27 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 111 | 2023.10.31 11:00 | modify | 27 | 0.10 | 160.687 | 162.087 | 159.187 | ||
| 112 | 2023.10.31 14:00 | sell | 28 | 0.10 | 160.011 | 0.000 | 0.000 | ||
| 113 | 2023.10.31 14:00 | modify | 28 | 0.10 | 160.011 | 160.612 | 159.187 | ||
| 114 | 2023.10.31 14:00 | modify | 27 | 0.10 | 160.687 | 160.612 | 159.187 | ||
| 115 | 2023.10.31 17:08 | sell | 29 | 0.10 | 159.859 | 0.000 | 0.000 | ||
| 116 | 2023.10.31 17:08 | modify | 29 | 0.10 | 159.859 | 160.237 | 159.187 | ||
| 117 | 2023.10.31 17:08 | modify | 28 | 0.10 | 160.011 | 160.237 | 159.187 | ||
| 118 | 2023.10.31 17:08 | modify | 27 | 0.10 | 160.687 | 160.237 | 159.187 | ||
| 119 | 2023.10.31 17:54 | s/l | 27 | 0.10 | 160.237 | 160.237 | 159.187 | 31.02 | 10660.98 |
| 120 | 2023.10.31 17:54 | s/l | 28 | 0.10 | 160.237 | 160.237 | 159.187 | -15.58 | 10645.40 |
| 121 | 2023.10.31 17:54 | s/l | 29 | 0.10 | 160.237 | 160.237 | 159.187 | -26.06 | 10619.34 |