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 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 13524 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1054.70 | Gross profit | 1679.12 | Gross loss | -624.42 |
| Profit factor | 2.69 | Expected payoff | 31.96 | ||
| Absolute drawdown | 22.63 | Maximal drawdown | 199.85 (1.96%) | Relative drawdown | 1.96% (199.85) |
| Total trades | 33 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 23 (73.91%) |
| Profit trades (% of total) | 23 (69.70%) | Loss trades (% of total) | 10 (30.30%) | ||
| Largest | profit trade | 100.54 | loss trade | -100.40 | |
| Average | profit trade | 73.01 | loss trade | -62.44 | |
| Maximum | consecutive wins (profit in money) | 5 (265.80) | consecutive losses (loss in money) | 2 (-115.93) | |
| Maximal | consecutive profit (count of wins) | 298.53 (4) | consecutive loss (count of losses) | -115.93 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 14:00 | buy | 1 | 0.10 | 143.919 | 0.000 | 0.000 | ||
| 2 | 2022.12.13 14:00 | modify | 1 | 0.10 | 143.919 | 142.519 | 145.319 | ||
| 3 | 2022.12.15 14:00 | t/p | 1 | 0.10 | 145.319 | 142.519 | 145.319 | 99.76 | 10099.76 |
| 4 | 2022.12.15 15:00 | sell | 2 | 0.10 | 146.334 | 0.000 | 0.000 | ||
| 5 | 2022.12.15 15:00 | modify | 2 | 0.10 | 146.334 | 147.734 | 144.934 | ||
| 6 | 2022.12.16 17:00 | t/p | 2 | 0.10 | 144.934 | 147.734 | 144.934 | 95.21 | 10194.98 |
| 7 | 2022.12.20 04:00 | buy | 3 | 0.10 | 141.590 | 0.000 | 0.000 | ||
| 8 | 2022.12.20 04:00 | modify | 3 | 0.10 | 141.590 | 140.190 | 142.990 | ||
| 9 | 2022.12.20 09:00 | s/l | 3 | 0.10 | 140.190 | 140.190 | 142.990 | -96.66 | 10098.32 |
| 10 | 2022.12.20 18:00 | buy | 4 | 0.10 | 139.254 | 0.000 | 0.000 | ||
| 11 | 2022.12.20 18:00 | modify | 4 | 0.10 | 139.254 | 137.854 | 140.654 | ||
| 12 | 2022.12.21 02:00 | buy | 5 | 0.10 | 140.389 | 0.000 | 0.000 | ||
| 13 | 2022.12.21 02:00 | modify | 5 | 0.10 | 140.389 | 140.164 | 140.654 | ||
| 14 | 2022.12.21 02:00 | modify | 4 | 0.10 | 139.254 | 140.164 | 140.654 | ||
| 15 | 2022.12.21 03:00 | s/l | 4 | 0.10 | 140.164 | 140.164 | 140.654 | 63.62 | 10161.93 |
| 16 | 2022.12.21 03:00 | s/l | 5 | 0.10 | 140.164 | 140.164 | 140.654 | -15.53 | 10146.40 |
| 17 | 2023.01.04 16:00 | sell | 6 | 0.10 | 139.970 | 0.000 | 0.000 | ||
| 18 | 2023.01.04 16:00 | modify | 6 | 0.10 | 139.970 | 141.370 | 138.570 | ||
| 19 | 2023.01.05 14:00 | s/l | 6 | 0.10 | 141.370 | 141.370 | 138.570 | -100.40 | 10046.00 |
| 20 | 2023.01.18 03:00 | sell | 7 | 0.10 | 140.798 | 0.000 | 0.000 | ||
| 21 | 2023.01.18 03:00 | modify | 7 | 0.10 | 140.798 | 142.198 | 139.398 | ||
| 22 | 2023.01.18 14:00 | t/p | 7 | 0.10 | 139.398 | 142.198 | 139.398 | 96.51 | 10142.51 |
| 23 | 2023.01.18 14:00 | buy | 8 | 0.10 | 139.147 | 0.000 | 0.000 | ||
| 24 | 2023.01.18 14:00 | modify | 8 | 0.10 | 139.147 | 137.747 | 140.547 | ||
| 25 | 2023.01.20 12:00 | t/p | 8 | 0.10 | 140.547 | 137.747 | 140.547 | 99.76 | 10242.27 |
| 26 | 2023.02.02 15:00 | buy | 9 | 0.10 | 140.356 | 0.000 | 0.000 | ||
| 27 | 2023.02.02 15:00 | modify | 9 | 0.10 | 140.356 | 138.956 | 141.756 | ||
| 28 | 2023.02.03 16:00 | t/p | 9 | 0.10 | 141.756 | 138.956 | 141.756 | 97.44 | 10339.71 |
| 29 | 2023.02.03 16:00 | sell | 10 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 30 | 2023.02.03 16:00 | modify | 10 | 0.10 | 142.320 | 143.720 | 140.920 | ||
| 31 | 2023.02.03 20:00 | sell | 11 | 0.10 | 141.603 | 0.000 | 0.000 | ||
| 32 | 2023.02.03 20:00 | modify | 11 | 0.10 | 141.603 | 142.250 | 140.920 | ||
| 33 | 2023.02.03 20:00 | modify | 10 | 0.10 | 142.320 | 142.250 | 140.920 | ||
| 34 | 2023.02.05 22:00 | s/l | 10 | 0.10 | 142.250 | 142.250 | 140.920 | 4.82 | 10344.53 |
| 35 | 2023.02.05 22:00 | s/l | 11 | 0.10 | 142.250 | 142.250 | 140.920 | -44.60 | 10299.93 |
| 36 | 2023.02.10 09:00 | buy | 12 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 37 | 2023.02.10 09:00 | modify | 12 | 0.10 | 140.024 | 138.624 | 141.424 | ||
| 38 | 2023.02.13 07:00 | buy | 13 | 0.10 | 141.166 | 0.000 | 0.000 | ||
| 39 | 2023.02.13 07:00 | modify | 13 | 0.10 | 141.166 | 140.934 | 141.424 | ||
| 40 | 2023.02.13 07:00 | modify | 12 | 0.10 | 140.024 | 140.934 | 141.424 | ||
| 41 | 2023.02.13 09:00 | t/p | 12 | 0.10 | 141.424 | 140.934 | 141.424 | 97.44 | 10397.36 |
| 42 | 2023.02.13 09:00 | t/p | 13 | 0.10 | 141.424 | 140.934 | 141.424 | 17.81 | 10415.17 |
| 43 | 2023.03.13 10:00 | buy | 14 | 0.10 | 142.196 | 0.000 | 0.000 | ||
| 44 | 2023.03.13 10:00 | modify | 14 | 0.10 | 142.196 | 140.796 | 143.596 | ||
| 45 | 2023.03.14 06:00 | buy | 15 | 0.10 | 143.336 | 0.000 | 0.000 | ||
| 46 | 2023.03.14 06:00 | modify | 15 | 0.10 | 143.336 | 143.106 | 143.596 | ||
| 47 | 2023.03.14 06:00 | modify | 14 | 0.10 | 142.196 | 143.106 | 143.596 | ||
| 48 | 2023.03.14 07:00 | s/l | 14 | 0.10 | 143.106 | 143.106 | 143.596 | 63.61 | 10478.78 |
| 49 | 2023.03.14 07:00 | s/l | 15 | 0.10 | 143.106 | 143.106 | 143.596 | -15.88 | 10462.90 |
| 50 | 2023.03.15 10:00 | buy | 16 | 0.10 | 143.321 | 0.000 | 0.000 | ||
| 51 | 2023.03.15 10:00 | modify | 16 | 0.10 | 143.321 | 141.921 | 144.721 | ||
| 52 | 2023.03.15 11:00 | s/l | 16 | 0.10 | 141.921 | 141.921 | 144.721 | -96.66 | 10366.24 |
| 53 | 2023.03.17 13:00 | buy | 17 | 0.10 | 140.589 | 0.000 | 0.000 | ||
| 54 | 2023.03.17 13:00 | modify | 17 | 0.10 | 140.589 | 139.189 | 141.989 | ||
| 55 | 2023.03.20 00:00 | buy | 18 | 0.10 | 141.305 | 0.000 | 0.000 | ||
| 56 | 2023.03.20 00:00 | modify | 18 | 0.10 | 141.305 | 140.659 | 141.989 | ||
| 57 | 2023.03.20 00:00 | modify | 17 | 0.10 | 140.589 | 140.659 | 141.989 | ||
| 58 | 2023.03.20 05:00 | s/l | 17 | 0.10 | 140.659 | 140.659 | 141.989 | 5.61 | 10371.84 |
| 59 | 2023.03.20 05:00 | s/l | 18 | 0.10 | 140.659 | 140.659 | 141.989 | -44.60 | 10327.24 |
| 60 | 2023.03.20 08:00 | buy | 19 | 0.10 | 139.674 | 0.000 | 0.000 | ||
| 61 | 2023.03.20 08:00 | modify | 19 | 0.10 | 139.674 | 138.274 | 141.074 | ||
| 62 | 2023.03.20 14:00 | t/p | 19 | 0.10 | 141.074 | 138.274 | 141.074 | 96.67 | 10423.91 |
| 63 | 2023.03.21 11:00 | sell | 20 | 0.10 | 142.296 | 0.000 | 0.000 | ||
| 64 | 2023.03.21 11:00 | modify | 20 | 0.10 | 142.296 | 143.696 | 140.896 | ||
| 65 | 2023.03.24 09:00 | t/p | 20 | 0.10 | 140.896 | 143.696 | 140.896 | 90.02 | 10513.93 |
| 66 | 2023.03.24 10:00 | buy | 21 | 0.10 | 139.207 | 0.000 | 0.000 | ||
| 67 | 2023.03.24 10:00 | modify | 21 | 0.10 | 139.207 | 137.807 | 140.607 | ||
| 68 | 2023.03.24 15:00 | t/p | 21 | 0.10 | 140.607 | 137.807 | 140.607 | 96.66 | 10610.59 |
| 69 | 2023.04.28 07:00 | sell | 22 | 0.10 | 149.446 | 0.000 | 0.000 | ||
| 70 | 2023.04.28 07:00 | modify | 22 | 0.10 | 149.446 | 150.846 | 148.046 | ||
| 71 | 2023.05.01 04:00 | s/l | 22 | 0.10 | 150.846 | 150.846 | 148.046 | -97.81 | 10512.78 |
| 72 | 2023.05.04 15:00 | buy | 23 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 73 | 2023.05.04 15:00 | modify | 23 | 0.10 | 147.326 | 145.926 | 148.726 | ||
| 74 | 2023.05.04 23:00 | buy | 24 | 0.10 | 148.031 | 0.000 | 0.000 | ||
| 75 | 2023.05.04 23:00 | modify | 24 | 0.10 | 148.031 | 147.396 | 148.726 | ||
| 76 | 2023.05.04 23:00 | modify | 23 | 0.10 | 147.326 | 147.396 | 148.726 | ||
| 77 | 2023.05.05 13:00 | buy | 25 | 0.10 | 148.177 | 0.000 | 0.000 | ||
| 78 | 2023.05.05 13:00 | modify | 25 | 0.10 | 148.177 | 147.676 | 148.726 | ||
| 79 | 2023.05.05 13:00 | modify | 24 | 0.10 | 148.031 | 147.676 | 148.726 | ||
| 80 | 2023.05.05 13:00 | modify | 23 | 0.10 | 147.326 | 147.676 | 148.726 | ||
| 81 | 2023.05.05 15:00 | buy | 26 | 0.10 | 148.464 | 0.000 | 0.000 | ||
| 82 | 2023.05.05 15:00 | modify | 26 | 0.10 | 148.464 | 148.236 | 148.726 | ||
| 83 | 2023.05.05 15:00 | modify | 25 | 0.10 | 148.177 | 148.236 | 148.726 | ||
| 84 | 2023.05.05 15:00 | modify | 24 | 0.10 | 148.031 | 148.236 | 148.726 | ||
| 85 | 2023.05.05 15:00 | modify | 23 | 0.10 | 147.326 | 148.236 | 148.726 | ||
| 86 | 2023.05.07 23:00 | t/p | 23 | 0.10 | 148.726 | 148.236 | 148.726 | 97.44 | 10610.22 |
| 87 | 2023.05.07 23:00 | t/p | 24 | 0.10 | 148.726 | 148.236 | 148.726 | 48.77 | 10658.99 |
| 88 | 2023.05.07 23:00 | t/p | 25 | 0.10 | 148.726 | 148.236 | 148.726 | 37.90 | 10696.89 |
| 89 | 2023.05.07 23:00 | t/p | 26 | 0.10 | 148.726 | 148.236 | 148.726 | 18.09 | 10714.98 |
| 90 | 2023.06.23 08:00 | buy | 27 | 0.10 | 155.324 | 0.000 | 0.000 | ||
| 91 | 2023.06.23 08:00 | modify | 27 | 0.10 | 155.324 | 153.924 | 156.724 | ||
| 92 | 2023.06.23 15:00 | buy | 28 | 0.10 | 156.455 | 0.000 | 0.000 | ||
| 93 | 2023.06.23 15:00 | modify | 28 | 0.10 | 156.455 | 156.234 | 156.724 | ||
| 94 | 2023.06.23 15:00 | modify | 27 | 0.10 | 155.324 | 156.234 | 156.724 | ||
| 95 | 2023.06.26 01:00 | s/l | 27 | 0.10 | 156.234 | 156.234 | 156.724 | 63.61 | 10778.58 |
| 96 | 2023.06.26 01:00 | s/l | 28 | 0.10 | 156.234 | 156.234 | 156.724 | -14.48 | 10764.10 |
| 97 | 2023.07.21 09:00 | sell | 29 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 98 | 2023.07.21 09:00 | modify | 29 | 0.10 | 157.921 | 159.321 | 156.521 | ||
| 99 | 2023.07.24 10:00 | t/p | 29 | 0.10 | 156.521 | 159.321 | 156.521 | 95.21 | 10859.31 |
| 100 | 2023.07.27 18:00 | buy | 30 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 101 | 2023.07.27 18:00 | modify | 30 | 0.10 | 153.424 | 152.024 | 154.824 | ||
| 102 | 2023.07.28 04:00 | t/p | 30 | 0.10 | 154.824 | 152.024 | 154.824 | 97.44 | 10956.75 |
| 103 | 2023.07.28 14:00 | sell | 31 | 0.10 | 154.820 | 0.000 | 0.000 | ||
| 104 | 2023.07.28 14:00 | modify | 31 | 0.10 | 154.820 | 156.220 | 153.420 | ||
| 105 | 2023.07.31 04:00 | s/l | 31 | 0.10 | 156.220 | 156.220 | 153.420 | -97.80 | 10858.95 |
| 106 | 2023.10.03 15:00 | buy | 32 | 0.10 | 156.163 | 0.000 | 0.000 | ||
| 107 | 2023.10.03 15:00 | modify | 32 | 0.10 | 156.163 | 154.763 | 157.563 | ||
| 108 | 2023.10.06 16:00 | t/p | 32 | 0.10 | 157.563 | 154.763 | 157.563 | 100.54 | 10959.49 |
| 109 | 2023.10.31 10:00 | sell | 33 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 110 | 2023.10.31 10:00 | modify | 33 | 0.10 | 160.742 | 162.142 | 159.342 | ||
| 111 | 2023.11.01 14:00 | t/p | 33 | 0.10 | 159.342 | 162.142 | 159.342 | 95.21 | 11054.70 |