Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=12; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=40; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7224 | Ticks modelled | 13447 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 450.29 | Gross profit | 743.58 | Gross loss | -293.29 |
| Profit factor | 2.54 | Expected payoff | 25.02 | ||
| Absolute drawdown | 85.62 | Maximal drawdown | 187.16 (1.81%) | Relative drawdown | 1.81% (187.16) |
| Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
| Largest | profit trade | 90.57 | loss trade | -96.34 | |
| Average | profit trade | 61.96 | loss trade | -48.88 | |
| Maximum | consecutive wins (profit in money) | 4 (301.15) | consecutive losses (loss in money) | 2 (-115.76) | |
| Maximal | consecutive profit (count of wins) | 301.15 (4) | consecutive loss (count of losses) | -115.76 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.13 09:00 | buy | 1 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 2 | 2023.01.13 09:00 | modify | 1 | 0.10 | 139.339 | 137.939 | 140.639 | ||
| 3 | 2023.01.18 03:00 | t/p | 1 | 0.10 | 140.639 | 137.939 | 140.639 | 90.57 | 10090.57 |
| 4 | 2023.03.15 15:00 | buy | 2 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 5 | 2023.03.15 15:00 | modify | 2 | 0.10 | 140.268 | 138.868 | 141.568 | ||
| 6 | 2023.03.15 19:00 | t/p | 2 | 0.10 | 141.568 | 138.868 | 141.568 | 88.27 | 10178.84 |
| 7 | 2023.03.24 11:00 | buy | 3 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 8 | 2023.03.24 11:00 | modify | 3 | 0.10 | 139.368 | 137.968 | 140.668 | ||
| 9 | 2023.03.24 17:00 | t/p | 3 | 0.10 | 140.668 | 137.968 | 140.668 | 88.28 | 10267.12 |
| 10 | 2023.03.30 14:00 | sell | 4 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 11 | 2023.03.30 14:00 | modify | 4 | 0.10 | 144.838 | 146.238 | 143.538 | ||
| 12 | 2023.03.31 19:00 | sell | 5 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 13 | 2023.03.31 19:00 | modify | 5 | 0.10 | 144.032 | 144.318 | 143.538 | ||
| 14 | 2023.03.31 19:00 | modify | 4 | 0.10 | 144.838 | 144.318 | 143.538 | ||
| 15 | 2023.04.02 21:00 | s/l | 4 | 0.10 | 144.318 | 144.318 | 143.538 | 34.03 | 10301.15 |
| 16 | 2023.04.02 21:00 | s/l | 5 | 0.10 | 144.318 | 144.318 | 143.538 | -19.42 | 10281.73 |
| 17 | 2023.06.15 07:00 | sell | 6 | 0.10 | 152.754 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 07:00 | modify | 6 | 0.10 | 152.754 | 154.154 | 151.454 | ||
| 19 | 2023.06.16 07:00 | s/l | 6 | 0.10 | 154.154 | 154.154 | 151.454 | -96.34 | 10185.40 |
| 20 | 2023.08.10 15:00 | sell | 7 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 21 | 2023.08.10 15:00 | modify | 7 | 0.10 | 159.092 | 160.492 | 157.792 | ||
| 22 | 2023.08.14 04:00 | sell | 8 | 0.10 | 158.420 | 0.000 | 0.000 | ||
| 23 | 2023.08.14 04:00 | modify | 8 | 0.10 | 158.420 | 158.897 | 157.792 | ||
| 24 | 2023.08.14 04:00 | modify | 7 | 0.10 | 159.092 | 158.897 | 157.792 | ||
| 25 | 2023.08.15 07:00 | s/l | 7 | 0.10 | 158.897 | 158.897 | 157.792 | 9.40 | 10194.80 |
| 26 | 2023.08.15 07:00 | s/l | 8 | 0.10 | 158.897 | 158.897 | 157.792 | -33.67 | 10161.13 |
| 27 | 2023.08.23 12:00 | buy | 9 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 28 | 2023.08.23 12:00 | modify | 9 | 0.10 | 157.258 | 155.858 | 158.558 | ||
| 29 | 2023.08.24 17:00 | buy | 10 | 0.10 | 157.911 | 0.000 | 0.000 | ||
| 30 | 2023.08.24 17:00 | modify | 10 | 0.10 | 157.911 | 157.453 | 158.558 | ||
| 31 | 2023.08.24 17:00 | modify | 9 | 0.10 | 157.258 | 157.453 | 158.558 | ||
| 32 | 2023.08.25 03:00 | s/l | 9 | 0.10 | 157.453 | 157.453 | 158.558 | 16.30 | 10177.43 |
| 33 | 2023.08.25 03:00 | s/l | 10 | 0.10 | 157.453 | 157.453 | 158.558 | -30.34 | 10147.09 |
| 34 | 2023.09.14 18:00 | buy | 11 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 35 | 2023.09.14 18:00 | modify | 11 | 0.10 | 156.848 | 155.448 | 158.148 | ||
| 36 | 2023.09.15 09:00 | buy | 12 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 37 | 2023.09.15 09:00 | modify | 12 | 0.10 | 157.651 | 157.368 | 158.148 | ||
| 38 | 2023.09.15 09:00 | modify | 11 | 0.10 | 156.848 | 157.368 | 158.148 | ||
| 39 | 2023.09.18 08:00 | s/l | 11 | 0.10 | 157.368 | 157.368 | 158.148 | 36.84 | 10183.93 |
| 40 | 2023.09.18 08:00 | s/l | 12 | 0.10 | 157.368 | 157.368 | 158.148 | -18.46 | 10165.47 |
| 41 | 2023.10.31 11:00 | sell | 13 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 42 | 2023.10.31 11:00 | modify | 13 | 0.10 | 160.687 | 162.087 | 159.387 | ||
| 43 | 2023.11.01 13:00 | t/p | 13 | 0.10 | 159.387 | 162.087 | 159.387 | 86.99 | 10252.47 |
| 44 | 2023.11.14 19:00 | sell | 14 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 45 | 2023.11.14 19:00 | modify | 14 | 0.10 | 163.627 | 165.027 | 162.327 | ||
| 46 | 2023.11.17 10:00 | t/p | 14 | 0.10 | 162.327 | 165.027 | 162.327 | 81.87 | 10334.34 |
| 47 | 2023.12.07 12:00 | buy | 15 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 48 | 2023.12.07 12:00 | modify | 15 | 0.10 | 156.227 | 154.827 | 157.527 | ||
| 49 | 2023.12.07 18:00 | s/l | 15 | 0.10 | 154.827 | 154.827 | 157.527 | -95.07 | 10239.27 |
| 50 | 2023.12.07 19:00 | buy | 16 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 51 | 2023.12.07 19:00 | modify | 16 | 0.10 | 155.085 | 153.685 | 156.385 | ||
| 52 | 2023.12.11 01:00 | t/p | 16 | 0.10 | 156.385 | 153.685 | 156.385 | 89.81 | 10329.08 |
| 53 | 2023.12.19 10:00 | sell | 17 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 54 | 2023.12.19 10:00 | modify | 17 | 0.10 | 158.139 | 159.539 | 156.839 | ||
| 55 | 2023.12.20 09:00 | sell | 18 | 0.10 | 157.343 | 0.000 | 0.000 | ||
| 56 | 2023.12.20 09:00 | modify | 18 | 0.10 | 157.343 | 157.619 | 156.839 | ||
| 57 | 2023.12.20 09:00 | modify | 17 | 0.10 | 158.139 | 157.619 | 156.839 | ||
| 58 | 2023.12.20 12:00 | t/p | 17 | 0.10 | 156.839 | 157.619 | 156.839 | 86.99 | 10416.07 |
| 59 | 2023.12.20 12:00 | t/p | 18 | 0.10 | 156.839 | 157.619 | 156.839 | 34.22 | 10450.29 |