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 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157504 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 866.80 | Gross profit | 1180.74 | Gross loss | -313.94 |
| Profit factor | 3.76 | Expected payoff | 25.49 | ||
| Absolute drawdown | 90.39 | Maximal drawdown | 200.85 (1.93%) | Relative drawdown | 1.93% (200.85) |
| Total trades | 34 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 27 (79.41%) | Loss trades (% of total) | 7 (20.59%) | ||
| Largest | profit trade | 90.58 | loss trade | -96.35 | |
| Average | profit trade | 43.73 | loss trade | -44.85 | |
| Maximum | consecutive wins (profit in money) | 12 (546.70) | consecutive losses (loss in money) | 2 (-127.32) | |
| Maximal | consecutive profit (count of wins) | 546.70 (12) | consecutive loss (count of losses) | -127.32 (2) | |
| Average | consecutive wins | 5 | 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 02:50 | t/p | 1 | 0.10 | 140.639 | 137.939 | 140.639 | 90.58 | 10090.58 |
| 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 18:25 | buy | 3 | 0.10 | 141.332 | 0.000 | 0.000 | ||
| 7 | 2023.03.15 18:25 | modify | 3 | 0.10 | 141.332 | 140.723 | 141.568 | ||
| 8 | 2023.03.15 18:25 | modify | 2 | 0.10 | 140.268 | 140.723 | 141.568 | ||
| 9 | 2023.03.15 18:50 | t/p | 2 | 0.10 | 141.568 | 140.723 | 141.568 | 88.29 | 10178.87 |
| 10 | 2023.03.15 18:50 | t/p | 3 | 0.10 | 141.568 | 140.723 | 141.568 | 16.03 | 10194.90 |
| 11 | 2023.03.24 11:00 | buy | 4 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 12 | 2023.03.24 11:00 | modify | 4 | 0.10 | 139.368 | 137.968 | 140.668 | ||
| 13 | 2023.03.24 13:10 | buy | 5 | 0.10 | 140.035 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 13:10 | modify | 5 | 0.10 | 140.035 | 139.563 | 140.668 | ||
| 15 | 2023.03.24 13:10 | modify | 4 | 0.10 | 139.368 | 139.563 | 140.668 | ||
| 16 | 2023.03.24 14:17 | buy | 6 | 0.10 | 140.421 | 0.000 | 0.000 | ||
| 17 | 2023.03.24 14:17 | modify | 6 | 0.10 | 140.421 | 139.823 | 140.668 | ||
| 18 | 2023.03.24 14:17 | modify | 5 | 0.10 | 140.035 | 139.823 | 140.668 | ||
| 19 | 2023.03.24 14:17 | modify | 4 | 0.10 | 139.368 | 139.823 | 140.668 | ||
| 20 | 2023.03.24 15:27 | buy | 7 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 21 | 2023.03.24 15:27 | modify | 7 | 0.10 | 140.151 | 139.888 | 140.668 | ||
| 22 | 2023.03.24 15:30 | modify | 7 | 0.10 | 140.151 | 139.823 | 140.668 | ||
| 23 | 2023.03.24 16:15 | t/p | 4 | 0.10 | 140.668 | 139.823 | 140.668 | 88.29 | 10283.19 |
| 24 | 2023.03.24 16:15 | t/p | 5 | 0.10 | 140.668 | 139.823 | 140.668 | 42.99 | 10326.18 |
| 25 | 2023.03.24 16:15 | t/p | 6 | 0.10 | 140.668 | 139.823 | 140.668 | 16.77 | 10342.95 |
| 26 | 2023.03.24 16:15 | t/p | 7 | 0.10 | 140.668 | 139.823 | 140.668 | 35.11 | 10378.06 |
| 27 | 2023.03.30 14:00 | sell | 8 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 28 | 2023.03.30 14:00 | modify | 8 | 0.10 | 144.838 | 146.238 | 143.538 | ||
| 29 | 2023.03.30 17:32 | sell | 9 | 0.10 | 144.187 | 0.000 | 0.000 | ||
| 30 | 2023.03.30 17:32 | modify | 9 | 0.10 | 144.187 | 144.643 | 143.538 | ||
| 31 | 2023.03.30 17:32 | modify | 8 | 0.10 | 144.838 | 144.643 | 143.538 | ||
| 32 | 2023.03.30 19:50 | s/l | 8 | 0.10 | 144.643 | 144.643 | 143.538 | 13.24 | 10391.30 |
| 33 | 2023.03.30 19:50 | s/l | 9 | 0.10 | 144.643 | 144.643 | 143.538 | -30.97 | 10360.33 |
| 34 | 2023.06.15 07:00 | sell | 10 | 0.10 | 152.754 | 0.000 | 0.000 | ||
| 35 | 2023.06.15 07:00 | modify | 10 | 0.10 | 152.754 | 154.154 | 151.454 | ||
| 36 | 2023.06.16 06:20 | s/l | 10 | 0.10 | 154.154 | 154.154 | 151.454 | -96.35 | 10263.98 |
| 37 | 2023.08.10 15:00 | sell | 11 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 38 | 2023.08.10 15:00 | modify | 11 | 0.10 | 159.092 | 160.492 | 157.792 | ||
| 39 | 2023.08.14 01:32 | sell | 12 | 0.10 | 158.438 | 0.000 | 0.000 | ||
| 40 | 2023.08.14 01:32 | modify | 12 | 0.10 | 158.438 | 158.897 | 157.792 | ||
| 41 | 2023.08.14 01:32 | modify | 11 | 0.10 | 159.092 | 158.897 | 157.792 | ||
| 42 | 2023.08.14 06:32 | sell | 13 | 0.10 | 158.288 | 0.000 | 0.000 | ||
| 43 | 2023.08.14 06:32 | modify | 13 | 0.10 | 158.288 | 158.572 | 157.792 | ||
| 44 | 2023.08.14 06:32 | modify | 12 | 0.10 | 158.438 | 158.572 | 157.792 | ||
| 45 | 2023.08.14 06:32 | modify | 11 | 0.10 | 159.092 | 158.572 | 157.792 | ||
| 46 | 2023.08.14 07:15 | s/l | 11 | 0.10 | 158.572 | 158.572 | 157.792 | 32.76 | 10296.75 |
| 47 | 2023.08.14 07:15 | s/l | 12 | 0.10 | 158.572 | 158.572 | 157.792 | -9.10 | 10287.65 |
| 48 | 2023.08.14 07:15 | s/l | 13 | 0.10 | 158.572 | 158.572 | 157.792 | -19.28 | 10268.37 |
| 49 | 2023.08.23 12:00 | buy | 14 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 50 | 2023.08.23 12:00 | modify | 14 | 0.10 | 157.258 | 155.858 | 158.558 | ||
| 51 | 2023.08.24 05:37 | buy | 15 | 0.10 | 157.914 | 0.000 | 0.000 | ||
| 52 | 2023.08.24 05:37 | modify | 15 | 0.10 | 157.914 | 157.453 | 158.558 | ||
| 53 | 2023.08.24 05:37 | modify | 14 | 0.10 | 157.258 | 157.453 | 158.558 | ||
| 54 | 2023.08.24 06:50 | s/l | 14 | 0.10 | 157.453 | 157.453 | 158.558 | 15.53 | 10283.90 |
| 55 | 2023.08.24 06:50 | s/l | 15 | 0.10 | 157.453 | 157.453 | 158.558 | -31.31 | 10252.59 |
| 56 | 2023.09.14 18:00 | buy | 16 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 57 | 2023.09.14 18:00 | modify | 16 | 0.10 | 156.848 | 155.448 | 158.148 | ||
| 58 | 2023.09.15 07:20 | buy | 17 | 0.10 | 157.522 | 0.000 | 0.000 | ||
| 59 | 2023.09.15 07:20 | modify | 17 | 0.10 | 157.522 | 157.043 | 158.148 | ||
| 60 | 2023.09.15 07:20 | modify | 16 | 0.10 | 156.848 | 157.043 | 158.148 | ||
| 61 | 2023.09.15 08:20 | buy | 18 | 0.10 | 157.650 | 0.000 | 0.000 | ||
| 62 | 2023.09.15 08:20 | modify | 18 | 0.10 | 157.650 | 157.368 | 158.148 | ||
| 63 | 2023.09.15 08:20 | modify | 17 | 0.10 | 157.522 | 157.368 | 158.148 | ||
| 64 | 2023.09.15 08:20 | modify | 16 | 0.10 | 156.848 | 157.368 | 158.148 | ||
| 65 | 2023.09.15 16:15 | buy | 19 | 0.10 | 157.889 | 0.000 | 0.000 | ||
| 66 | 2023.09.15 16:15 | modify | 19 | 0.10 | 157.889 | 157.303 | 158.148 | ||
| 67 | 2023.09.15 16:15 | modify | 18 | 0.10 | 157.650 | 157.303 | 158.148 | ||
| 68 | 2023.09.15 16:15 | modify | 17 | 0.10 | 157.522 | 157.303 | 158.148 | ||
| 69 | 2023.09.15 16:15 | modify | 16 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 70 | 2023.09.19 11:50 | t/p | 16 | 0.10 | 158.148 | 157.303 | 158.148 | 90.58 | 10343.17 |
| 71 | 2023.09.19 11:50 | t/p | 17 | 0.10 | 158.148 | 157.303 | 158.148 | 44.04 | 10387.21 |
| 72 | 2023.09.19 11:50 | t/p | 18 | 0.10 | 158.148 | 157.303 | 158.148 | 35.35 | 10422.56 |
| 73 | 2023.09.19 11:50 | t/p | 19 | 0.10 | 158.148 | 157.303 | 158.148 | 19.12 | 10441.68 |
| 74 | 2023.10.31 11:00 | sell | 20 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 75 | 2023.10.31 11:00 | modify | 20 | 0.10 | 160.687 | 162.087 | 159.387 | ||
| 76 | 2023.10.31 14:02 | sell | 21 | 0.10 | 160.035 | 0.000 | 0.000 | ||
| 77 | 2023.10.31 14:02 | modify | 21 | 0.10 | 160.035 | 160.492 | 159.387 | ||
| 78 | 2023.10.31 14:02 | modify | 20 | 0.10 | 160.687 | 160.492 | 159.387 | ||
| 79 | 2023.11.01 02:10 | sell | 22 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 80 | 2023.11.01 02:10 | modify | 22 | 0.10 | 159.882 | 160.167 | 159.387 | ||
| 81 | 2023.11.01 02:10 | modify | 21 | 0.10 | 160.035 | 160.167 | 159.387 | ||
| 82 | 2023.11.01 02:10 | modify | 20 | 0.10 | 160.687 | 160.167 | 159.387 | ||
| 83 | 2023.11.01 09:15 | sell | 23 | 0.10 | 159.645 | 0.000 | 0.000 | ||
| 84 | 2023.11.01 09:15 | modify | 23 | 0.10 | 159.645 | 160.232 | 159.387 | ||
| 85 | 2023.11.01 09:15 | modify | 22 | 0.10 | 159.882 | 160.232 | 159.387 | ||
| 86 | 2023.11.01 09:15 | modify | 21 | 0.10 | 160.035 | 160.232 | 159.387 | ||
| 87 | 2023.11.01 09:15 | modify | 20 | 0.10 | 160.687 | 160.232 | 159.387 | ||
| 88 | 2023.11.01 12:50 | t/p | 20 | 0.10 | 159.387 | 160.232 | 159.387 | 87.00 | 10528.68 |
| 89 | 2023.11.01 12:50 | t/p | 21 | 0.10 | 159.387 | 160.232 | 159.387 | 42.72 | 10571.40 |
| 90 | 2023.11.01 12:50 | t/p | 22 | 0.10 | 159.387 | 160.232 | 159.387 | 33.61 | 10605.01 |
| 91 | 2023.11.01 12:50 | t/p | 23 | 0.10 | 159.387 | 160.232 | 159.387 | 17.52 | 10622.53 |
| 92 | 2023.11.14 19:00 | sell | 24 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 93 | 2023.11.14 19:00 | modify | 24 | 0.10 | 163.627 | 165.027 | 162.327 | ||
| 94 | 2023.11.17 08:03 | sell | 25 | 0.10 | 162.955 | 0.000 | 0.000 | ||
| 95 | 2023.11.17 08:03 | modify | 25 | 0.10 | 162.955 | 163.432 | 162.327 | ||
| 96 | 2023.11.17 08:03 | modify | 24 | 0.10 | 163.627 | 163.432 | 162.327 | ||
| 97 | 2023.11.17 08:26 | sell | 26 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 98 | 2023.11.17 08:26 | modify | 26 | 0.10 | 162.843 | 163.107 | 162.327 | ||
| 99 | 2023.11.17 08:26 | modify | 25 | 0.10 | 162.955 | 163.107 | 162.327 | ||
| 100 | 2023.11.17 08:26 | modify | 24 | 0.10 | 163.627 | 163.107 | 162.327 | ||
| 101 | 2023.11.17 08:45 | sell | 27 | 0.10 | 162.580 | 0.000 | 0.000 | ||
| 102 | 2023.11.17 08:45 | modify | 27 | 0.10 | 162.580 | 163.172 | 162.327 | ||
| 103 | 2023.11.17 08:45 | modify | 26 | 0.10 | 162.843 | 163.172 | 162.327 | ||
| 104 | 2023.11.17 08:45 | modify | 25 | 0.10 | 162.955 | 163.172 | 162.327 | ||
| 105 | 2023.11.17 08:45 | modify | 24 | 0.10 | 163.627 | 163.172 | 162.327 | ||
| 106 | 2023.11.17 09:20 | t/p | 24 | 0.10 | 162.327 | 163.172 | 162.327 | 81.88 | 10704.42 |
| 107 | 2023.11.17 09:20 | t/p | 25 | 0.10 | 162.327 | 163.172 | 162.327 | 42.65 | 10747.07 |
| 108 | 2023.11.17 09:20 | t/p | 26 | 0.10 | 162.327 | 163.172 | 162.327 | 35.04 | 10782.11 |
| 109 | 2023.11.17 09:20 | t/p | 27 | 0.10 | 162.327 | 163.172 | 162.327 | 17.18 | 10799.29 |
| 110 | 2023.12.07 12:00 | buy | 28 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 111 | 2023.12.07 12:00 | modify | 28 | 0.10 | 156.227 | 154.827 | 157.527 | ||
| 112 | 2023.12.07 17:40 | s/l | 28 | 0.10 | 154.827 | 154.827 | 157.527 | -95.08 | 10704.21 |
| 113 | 2023.12.07 19:00 | buy | 29 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 114 | 2023.12.07 19:00 | modify | 29 | 0.10 | 155.085 | 153.685 | 156.385 | ||
| 115 | 2023.12.07 22:50 | buy | 30 | 0.10 | 155.749 | 0.000 | 0.000 | ||
| 116 | 2023.12.07 22:50 | modify | 30 | 0.10 | 155.749 | 155.280 | 156.385 | ||
| 117 | 2023.12.07 22:50 | modify | 29 | 0.10 | 155.085 | 155.280 | 156.385 | ||
| 118 | 2023.12.07 23:20 | s/l | 29 | 0.10 | 155.280 | 155.280 | 156.385 | 13.25 | 10717.46 |
| 119 | 2023.12.07 23:20 | s/l | 30 | 0.10 | 155.280 | 155.280 | 156.385 | -31.85 | 10685.61 |
| 120 | 2023.12.19 10:00 | sell | 31 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 121 | 2023.12.19 10:00 | modify | 31 | 0.10 | 158.139 | 159.539 | 156.839 | ||
| 122 | 2023.12.20 04:15 | sell | 32 | 0.10 | 157.483 | 0.000 | 0.000 | ||
| 123 | 2023.12.20 04:15 | modify | 32 | 0.10 | 157.483 | 157.944 | 156.839 | ||
| 124 | 2023.12.20 04:15 | modify | 31 | 0.10 | 158.139 | 157.944 | 156.839 | ||
| 125 | 2023.12.20 07:10 | sell | 33 | 0.10 | 157.341 | 0.000 | 0.000 | ||
| 126 | 2023.12.20 07:10 | modify | 33 | 0.10 | 157.341 | 157.619 | 156.839 | ||
| 127 | 2023.12.20 07:10 | modify | 32 | 0.10 | 157.483 | 157.619 | 156.839 | ||
| 128 | 2023.12.20 07:10 | modify | 31 | 0.10 | 158.139 | 157.619 | 156.839 | ||
| 129 | 2023.12.20 07:32 | sell | 34 | 0.10 | 157.080 | 0.000 | 0.000 | ||
| 130 | 2023.12.20 07:32 | modify | 34 | 0.10 | 157.080 | 157.684 | 156.839 | ||
| 131 | 2023.12.20 07:32 | modify | 33 | 0.10 | 157.341 | 157.684 | 156.839 | ||
| 132 | 2023.12.20 07:32 | modify | 32 | 0.10 | 157.483 | 157.684 | 156.839 | ||
| 133 | 2023.12.20 07:32 | modify | 31 | 0.10 | 158.139 | 157.684 | 156.839 | ||
| 134 | 2023.12.20 11:50 | t/p | 31 | 0.10 | 156.839 | 157.684 | 156.839 | 87.00 | 10772.61 |
| 135 | 2023.12.20 11:50 | t/p | 32 | 0.10 | 156.839 | 157.684 | 156.839 | 43.73 | 10816.34 |
| 136 | 2023.12.20 11:50 | t/p | 33 | 0.10 | 156.839 | 157.684 | 156.839 | 34.09 | 10850.43 |
| 137 | 2023.12.20 11:50 | t/p | 34 | 0.10 | 156.839 | 157.684 | 156.839 | 16.37 | 10866.80 |