Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 736.13 | Gross profit | 1141.13 | Gross loss | -405.00 |
| Profit factor | 2.82 | Expected payoff | 36.81 | ||
| Absolute drawdown | 32.17 | Maximal drawdown | 135.20 (1.31%) | Relative drawdown | 1.31% (135.20) |
| Total trades | 20 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 90.22 | loss trade | -101.87 | |
| Average | profit trade | 71.32 | loss trade | -101.25 | |
| Maximum | consecutive wins (profit in money) | 5 (391.41) | consecutive losses (loss in money) | 1 (-101.87) | |
| Maximal | consecutive profit (count of wins) | 391.41 (5) | consecutive loss (count of losses) | -101.87 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.13 10:00 | buy | 1 | 0.10 | 142.196 | 0.000 | 0.000 | ||
| 2 | 2023.03.13 10:00 | modify | 1 | 0.10 | 142.196 | 140.696 | 143.496 | ||
| 3 | 2023.03.14 09:00 | t/p | 1 | 0.10 | 143.496 | 140.696 | 143.496 | 87.96 | 10087.96 |
| 4 | 2023.03.15 10:00 | buy | 2 | 0.10 | 143.321 | 0.000 | 0.000 | ||
| 5 | 2023.03.15 10:00 | modify | 2 | 0.10 | 143.321 | 141.821 | 144.621 | ||
| 6 | 2023.03.15 11:00 | s/l | 2 | 0.10 | 141.821 | 141.821 | 144.621 | -100.63 | 9987.33 |
| 7 | 2023.03.16 17:00 | sell | 3 | 0.10 | 141.694 | 0.000 | 0.000 | ||
| 8 | 2023.03.16 17:00 | modify | 3 | 0.10 | 141.694 | 143.194 | 140.394 | ||
| 9 | 2023.03.17 13:00 | t/p | 3 | 0.10 | 140.394 | 143.194 | 140.394 | 85.94 | 10073.27 |
| 10 | 2023.03.20 07:00 | buy | 4 | 0.10 | 139.798 | 0.000 | 0.000 | ||
| 11 | 2023.03.20 07:00 | modify | 4 | 0.10 | 139.798 | 138.298 | 141.098 | ||
| 12 | 2023.03.20 11:00 | buy | 5 | 0.10 | 140.462 | 0.000 | 0.000 | ||
| 13 | 2023.03.20 11:00 | modify | 5 | 0.10 | 140.462 | 139.863 | 141.098 | ||
| 14 | 2023.03.20 11:00 | modify | 4 | 0.10 | 139.798 | 139.863 | 141.098 | ||
| 15 | 2023.03.20 14:00 | t/p | 4 | 0.10 | 141.098 | 139.863 | 141.098 | 87.21 | 10160.48 |
| 16 | 2023.03.20 14:00 | t/p | 5 | 0.10 | 141.098 | 139.863 | 141.098 | 42.66 | 10203.14 |
| 17 | 2023.03.24 10:00 | buy | 6 | 0.10 | 139.207 | 0.000 | 0.000 | ||
| 18 | 2023.03.24 10:00 | modify | 6 | 0.10 | 139.207 | 137.707 | 140.507 | ||
| 19 | 2023.03.24 15:00 | t/p | 6 | 0.10 | 140.507 | 137.707 | 140.507 | 87.20 | 10290.34 |
| 20 | 2023.04.28 07:00 | sell | 7 | 0.10 | 149.446 | 0.000 | 0.000 | ||
| 21 | 2023.04.28 07:00 | modify | 7 | 0.10 | 149.446 | 150.946 | 148.146 | ||
| 22 | 2023.05.01 13:00 | s/l | 7 | 0.10 | 150.946 | 150.946 | 148.146 | -101.87 | 10188.47 |
| 23 | 2023.05.04 15:00 | buy | 8 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 24 | 2023.05.04 15:00 | modify | 8 | 0.10 | 147.326 | 145.826 | 148.626 | ||
| 25 | 2023.05.05 10:00 | buy | 9 | 0.10 | 147.995 | 0.000 | 0.000 | ||
| 26 | 2023.05.05 10:00 | modify | 9 | 0.10 | 147.995 | 147.391 | 148.626 | ||
| 27 | 2023.05.05 10:00 | modify | 8 | 0.10 | 147.326 | 147.391 | 148.626 | ||
| 28 | 2023.05.05 16:00 | t/p | 8 | 0.10 | 148.626 | 147.391 | 148.626 | 87.96 | 10276.44 |
| 29 | 2023.05.05 16:00 | t/p | 9 | 0.10 | 148.626 | 147.391 | 148.626 | 42.33 | 10318.77 |
| 30 | 2023.06.23 08:00 | buy | 10 | 0.10 | 155.324 | 0.000 | 0.000 | ||
| 31 | 2023.06.23 08:00 | modify | 10 | 0.10 | 155.324 | 153.824 | 156.624 | ||
| 32 | 2023.06.23 17:00 | t/p | 10 | 0.10 | 156.624 | 153.824 | 156.624 | 87.21 | 10405.98 |
| 33 | 2023.07.21 09:00 | sell | 11 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 34 | 2023.07.21 09:00 | modify | 11 | 0.10 | 157.921 | 159.421 | 156.621 | ||
| 35 | 2023.07.24 08:00 | t/p | 11 | 0.10 | 156.621 | 159.421 | 156.621 | 85.94 | 10491.92 |
| 36 | 2023.07.27 18:00 | buy | 12 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 37 | 2023.07.27 18:00 | modify | 12 | 0.10 | 153.424 | 151.924 | 154.724 | ||
| 38 | 2023.07.28 04:00 | t/p | 12 | 0.10 | 154.724 | 151.924 | 154.724 | 87.96 | 10579.88 |
| 39 | 2023.07.28 14:00 | sell | 13 | 0.10 | 154.820 | 0.000 | 0.000 | ||
| 40 | 2023.07.28 14:00 | modify | 13 | 0.10 | 154.820 | 156.320 | 153.520 | ||
| 41 | 2023.07.31 07:00 | s/l | 13 | 0.10 | 156.320 | 156.320 | 153.520 | -101.87 | 10478.01 |
| 42 | 2023.10.31 10:00 | sell | 14 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 43 | 2023.10.31 10:00 | modify | 14 | 0.10 | 160.742 | 162.242 | 159.442 | ||
| 44 | 2023.10.31 14:00 | sell | 15 | 0.10 | 160.084 | 0.000 | 0.000 | ||
| 45 | 2023.10.31 14:00 | modify | 15 | 0.10 | 160.084 | 160.677 | 159.442 | ||
| 46 | 2023.10.31 14:00 | modify | 14 | 0.10 | 160.742 | 160.677 | 159.442 | ||
| 47 | 2023.11.01 12:00 | t/p | 14 | 0.10 | 159.442 | 160.677 | 159.442 | 85.93 | 10563.94 |
| 48 | 2023.11.01 12:00 | t/p | 15 | 0.10 | 159.442 | 160.677 | 159.442 | 41.80 | 10605.74 |
| 49 | 2023.12.07 10:00 | buy | 16 | 0.10 | 156.176 | 0.000 | 0.000 | ||
| 50 | 2023.12.07 10:00 | modify | 16 | 0.10 | 156.176 | 154.676 | 157.476 | ||
| 51 | 2023.12.07 18:00 | s/l | 16 | 0.10 | 154.676 | 154.676 | 157.476 | -100.63 | 10505.11 |
| 52 | 2023.12.19 09:00 | sell | 17 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 53 | 2023.12.19 09:00 | modify | 17 | 0.10 | 158.209 | 159.709 | 156.909 | ||
| 54 | 2023.12.20 08:00 | sell | 18 | 0.10 | 157.413 | 0.000 | 0.000 | ||
| 55 | 2023.12.20 08:00 | modify | 18 | 0.10 | 157.413 | 157.884 | 156.909 | ||
| 56 | 2023.12.20 08:00 | modify | 17 | 0.10 | 158.209 | 157.884 | 156.909 | ||
| 57 | 2023.12.20 12:00 | t/p | 17 | 0.10 | 156.909 | 157.884 | 156.909 | 85.94 | 10591.05 |
| 58 | 2023.12.20 12:00 | t/p | 18 | 0.10 | 156.909 | 157.884 | 156.909 | 33.80 | 10624.85 |
| 59 | 2024.01.31 16:00 | buy | 19 | 0.10 | 158.803 | 0.000 | 0.000 | ||
| 60 | 2024.01.31 16:00 | modify | 19 | 0.10 | 158.803 | 157.303 | 160.103 | ||
| 61 | 2024.02.02 10:00 | buy | 20 | 0.10 | 159.789 | 0.000 | 0.000 | ||
| 62 | 2024.02.02 10:00 | modify | 20 | 0.10 | 159.789 | 159.323 | 160.103 | ||
| 63 | 2024.02.02 10:00 | modify | 19 | 0.10 | 158.803 | 159.323 | 160.103 | ||
| 64 | 2024.02.02 16:00 | t/p | 19 | 0.10 | 160.103 | 159.323 | 160.103 | 90.22 | 10715.07 |
| 65 | 2024.02.02 16:00 | t/p | 20 | 0.10 | 160.103 | 159.323 | 160.103 | 21.06 | 10736.13 |