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 23:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 158055 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1162.30 | Gross profit | 1440.24 | Gross loss | -277.94 |
| Profit factor | 5.18 | Expected payoff | 30.59 | ||
| Absolute drawdown | 77.91 | Maximal drawdown | 193.29 (1.77%) | Relative drawdown | 1.77% (193.29) |
| Total trades | 38 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 30 (78.95%) | Loss trades (% of total) | 8 (21.05%) | ||
| Largest | profit trade | 90.25 | loss trade | -80.52 | |
| Average | profit trade | 48.01 | loss trade | -34.74 | |
| Maximum | consecutive wins (profit in money) | 8 (413.93) | consecutive losses (loss in money) | 3 (-49.68) | |
| Maximal | consecutive profit (count of wins) | 413.93 (8) | consecutive loss (count of losses) | -159.53 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.21 14:00 | sell | 1 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 2 | 2023.03.21 14:00 | modify | 1 | 0.10 | 142.515 | 143.715 | 141.215 | ||
| 3 | 2023.03.23 18:20 | sell | 2 | 0.10 | 141.977 | 0.000 | 0.000 | ||
| 4 | 2023.03.23 18:20 | modify | 2 | 0.10 | 141.977 | 142.320 | 141.215 | ||
| 5 | 2023.03.23 18:20 | modify | 1 | 0.10 | 142.515 | 142.320 | 141.215 | ||
| 6 | 2023.03.23 19:20 | t/p | 1 | 0.10 | 141.215 | 142.320 | 141.215 | 82.14 | 10082.14 |
| 7 | 2023.03.23 19:20 | t/p | 2 | 0.10 | 141.215 | 142.320 | 141.215 | 51.10 | 10133.24 |
| 8 | 2023.03.24 11:00 | buy | 3 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 9 | 2023.03.24 11:00 | modify | 3 | 0.10 | 139.368 | 138.168 | 140.668 | ||
| 10 | 2023.03.24 12:45 | buy | 4 | 0.10 | 139.912 | 0.000 | 0.000 | ||
| 11 | 2023.03.24 12:45 | modify | 4 | 0.10 | 139.912 | 139.563 | 140.668 | ||
| 12 | 2023.03.24 12:45 | modify | 3 | 0.10 | 139.368 | 139.563 | 140.668 | ||
| 13 | 2023.03.24 15:27 | buy | 5 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 15:27 | modify | 5 | 0.10 | 140.151 | 139.953 | 140.668 | ||
| 15 | 2023.03.24 15:27 | buy | 6 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 16 | 2023.03.24 15:27 | modify | 6 | 0.10 | 140.151 | 139.823 | 140.668 | ||
| 17 | 2023.03.24 15:27 | modify | 4 | 0.10 | 139.912 | 139.823 | 140.668 | ||
| 18 | 2023.03.24 15:27 | modify | 3 | 0.10 | 139.368 | 139.823 | 140.668 | ||
| 19 | 2023.03.24 15:30 | modify | 5 | 0.10 | 140.151 | 139.823 | 140.668 | ||
| 20 | 2023.03.24 16:15 | t/p | 3 | 0.10 | 140.668 | 139.823 | 140.668 | 87.23 | 10220.47 |
| 21 | 2023.03.24 16:15 | t/p | 4 | 0.10 | 140.668 | 139.823 | 140.668 | 50.72 | 10271.19 |
| 22 | 2023.03.24 16:15 | t/p | 5 | 0.10 | 140.668 | 139.823 | 140.668 | 34.69 | 10305.88 |
| 23 | 2023.03.24 16:15 | t/p | 6 | 0.10 | 140.668 | 139.823 | 140.668 | 34.69 | 10340.57 |
| 24 | 2023.03.30 14:00 | sell | 7 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 25 | 2023.03.30 14:00 | modify | 7 | 0.10 | 144.838 | 146.038 | 143.538 | ||
| 26 | 2023.03.30 16:50 | sell | 8 | 0.10 | 144.307 | 0.000 | 0.000 | ||
| 27 | 2023.03.30 16:50 | modify | 8 | 0.10 | 144.307 | 144.643 | 143.538 | ||
| 28 | 2023.03.30 16:50 | modify | 7 | 0.10 | 144.838 | 144.643 | 143.538 | ||
| 29 | 2023.03.30 19:50 | s/l | 7 | 0.10 | 144.643 | 144.643 | 143.538 | 13.07 | 10353.64 |
| 30 | 2023.03.30 19:50 | s/l | 8 | 0.10 | 144.643 | 144.643 | 143.538 | -22.54 | 10331.10 |
| 31 | 2023.04.25 19:00 | buy | 9 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 32 | 2023.04.25 19:00 | modify | 9 | 0.10 | 146.598 | 145.398 | 147.898 | ||
| 33 | 2023.04.26 06:40 | buy | 10 | 0.10 | 147.125 | 0.000 | 0.000 | ||
| 34 | 2023.04.26 06:40 | modify | 10 | 0.10 | 147.125 | 146.793 | 147.898 | ||
| 35 | 2023.04.26 06:40 | modify | 9 | 0.10 | 146.598 | 146.793 | 147.898 | ||
| 36 | 2023.04.26 09:57 | buy | 11 | 0.10 | 147.393 | 0.000 | 0.000 | ||
| 37 | 2023.04.26 09:57 | modify | 11 | 0.10 | 147.393 | 147.183 | 147.898 | ||
| 38 | 2023.04.26 09:57 | buy | 12 | 0.10 | 147.393 | 0.000 | 0.000 | ||
| 39 | 2023.04.26 09:57 | modify | 12 | 0.10 | 147.393 | 147.053 | 147.898 | ||
| 40 | 2023.04.26 09:57 | modify | 10 | 0.10 | 147.125 | 147.053 | 147.898 | ||
| 41 | 2023.04.26 09:57 | modify | 9 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 42 | 2023.04.26 09:59 | modify | 11 | 0.10 | 147.393 | 147.053 | 147.898 | ||
| 43 | 2023.04.26 11:50 | t/p | 9 | 0.10 | 147.898 | 147.053 | 147.898 | 87.98 | 10419.08 |
| 44 | 2023.04.26 11:50 | t/p | 10 | 0.10 | 147.898 | 147.053 | 147.898 | 51.87 | 10470.95 |
| 45 | 2023.04.26 11:50 | t/p | 11 | 0.10 | 147.898 | 147.053 | 147.898 | 33.88 | 10504.83 |
| 46 | 2023.04.26 11:50 | t/p | 12 | 0.10 | 147.898 | 147.053 | 147.898 | 33.88 | 10538.71 |
| 47 | 2023.07.31 10:00 | sell | 13 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 48 | 2023.07.31 10:00 | modify | 13 | 0.10 | 156.979 | 158.179 | 155.679 | ||
| 49 | 2023.07.31 16:25 | sell | 14 | 0.10 | 156.440 | 0.000 | 0.000 | ||
| 50 | 2023.07.31 16:25 | modify | 14 | 0.10 | 156.440 | 156.784 | 155.679 | ||
| 51 | 2023.07.31 16:25 | modify | 13 | 0.10 | 156.979 | 156.784 | 155.679 | ||
| 52 | 2023.08.01 01:45 | s/l | 13 | 0.10 | 156.784 | 156.784 | 155.679 | 11.82 | 10550.53 |
| 53 | 2023.08.01 01:45 | s/l | 14 | 0.10 | 156.784 | 156.784 | 155.679 | -24.33 | 10526.20 |
| 54 | 2023.09.14 18:00 | buy | 15 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 55 | 2023.09.14 18:00 | modify | 15 | 0.10 | 156.848 | 155.648 | 158.148 | ||
| 56 | 2023.09.15 06:40 | buy | 16 | 0.10 | 157.397 | 0.000 | 0.000 | ||
| 57 | 2023.09.15 06:40 | modify | 16 | 0.10 | 157.397 | 157.043 | 158.148 | ||
| 58 | 2023.09.15 06:40 | modify | 15 | 0.10 | 156.848 | 157.043 | 158.148 | ||
| 59 | 2023.09.15 08:20 | buy | 17 | 0.10 | 157.650 | 0.000 | 0.000 | ||
| 60 | 2023.09.15 08:20 | modify | 17 | 0.10 | 157.650 | 157.433 | 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 | 157.303 | 158.148 | ||
| 63 | 2023.09.15 08:20 | modify | 16 | 0.10 | 157.397 | 157.303 | 158.148 | ||
| 64 | 2023.09.15 08:20 | modify | 15 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 65 | 2023.09.15 08:22 | modify | 17 | 0.10 | 157.650 | 157.303 | 158.148 | ||
| 66 | 2023.09.19 11:50 | t/p | 15 | 0.10 | 158.148 | 157.303 | 158.148 | 89.50 | 10615.70 |
| 67 | 2023.09.19 11:50 | t/p | 16 | 0.10 | 158.148 | 157.303 | 158.148 | 51.91 | 10667.61 |
| 68 | 2023.09.19 11:50 | t/p | 17 | 0.10 | 158.148 | 157.303 | 158.148 | 34.93 | 10702.53 |
| 69 | 2023.09.19 11:50 | t/p | 18 | 0.10 | 158.148 | 157.303 | 158.148 | 34.93 | 10737.46 |
| 70 | 2023.10.31 11:00 | sell | 19 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 71 | 2023.10.31 11:00 | modify | 19 | 0.10 | 160.687 | 161.887 | 159.387 | ||
| 72 | 2023.10.31 13:35 | sell | 20 | 0.10 | 160.157 | 0.000 | 0.000 | ||
| 73 | 2023.10.31 13:35 | modify | 20 | 0.10 | 160.157 | 160.492 | 159.387 | ||
| 74 | 2023.10.31 13:35 | modify | 19 | 0.10 | 160.687 | 160.492 | 159.387 | ||
| 75 | 2023.11.01 02:10 | sell | 21 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 76 | 2023.11.01 02:10 | modify | 21 | 0.10 | 159.882 | 160.102 | 159.387 | ||
| 77 | 2023.11.01 02:10 | sell | 22 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 78 | 2023.11.01 02:10 | modify | 22 | 0.10 | 159.882 | 160.232 | 159.387 | ||
| 79 | 2023.11.01 02:10 | modify | 20 | 0.10 | 160.157 | 160.232 | 159.387 | ||
| 80 | 2023.11.01 02:10 | modify | 19 | 0.10 | 160.687 | 160.232 | 159.387 | ||
| 81 | 2023.11.01 02:13 | modify | 21 | 0.10 | 159.882 | 160.232 | 159.387 | ||
| 82 | 2023.11.01 12:50 | t/p | 19 | 0.10 | 159.387 | 160.232 | 159.387 | 85.92 | 10823.38 |
| 83 | 2023.11.01 12:50 | t/p | 20 | 0.10 | 159.387 | 160.232 | 159.387 | 50.37 | 10873.75 |
| 84 | 2023.11.01 12:50 | t/p | 21 | 0.10 | 159.387 | 160.232 | 159.387 | 33.19 | 10906.94 |
| 85 | 2023.11.01 12:50 | t/p | 22 | 0.10 | 159.387 | 160.232 | 159.387 | 33.19 | 10940.13 |
| 86 | 2023.12.01 19:00 | buy | 23 | 0.10 | 159.834 | 0.000 | 0.000 | ||
| 87 | 2023.12.01 19:00 | modify | 23 | 0.10 | 159.834 | 158.634 | 161.134 | ||
| 88 | 2023.12.05 07:50 | s/l | 23 | 0.10 | 158.634 | 158.634 | 161.134 | -79.01 | 10861.12 |
| 89 | 2023.12.07 12:00 | buy | 24 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 90 | 2023.12.07 12:00 | modify | 24 | 0.10 | 156.227 | 155.027 | 157.527 | ||
| 91 | 2023.12.07 17:40 | s/l | 24 | 0.10 | 155.027 | 155.027 | 157.527 | -80.52 | 10780.60 |
| 92 | 2023.12.11 09:00 | sell | 25 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 93 | 2023.12.11 09:00 | modify | 25 | 0.10 | 157.419 | 158.619 | 156.119 | ||
| 94 | 2023.12.12 00:50 | sell | 26 | 0.10 | 156.873 | 0.000 | 0.000 | ||
| 95 | 2023.12.12 00:50 | modify | 26 | 0.10 | 156.873 | 157.224 | 156.119 | ||
| 96 | 2023.12.12 00:50 | modify | 25 | 0.10 | 157.419 | 157.224 | 156.119 | ||
| 97 | 2023.12.12 05:10 | sell | 27 | 0.10 | 156.639 | 0.000 | 0.000 | ||
| 98 | 2023.12.12 05:10 | modify | 27 | 0.10 | 156.639 | 156.834 | 156.119 | ||
| 99 | 2023.12.12 05:10 | sell | 28 | 0.10 | 156.639 | 0.000 | 0.000 | ||
| 100 | 2023.12.12 05:10 | modify | 28 | 0.10 | 156.639 | 156.964 | 156.119 | ||
| 101 | 2023.12.12 05:10 | modify | 26 | 0.10 | 156.873 | 156.964 | 156.119 | ||
| 102 | 2023.12.12 05:10 | modify | 25 | 0.10 | 157.419 | 156.964 | 156.119 | ||
| 103 | 2023.12.12 05:12 | modify | 27 | 0.10 | 156.639 | 156.964 | 156.119 | ||
| 104 | 2023.12.12 08:20 | s/l | 25 | 0.10 | 156.964 | 156.964 | 156.119 | 29.25 | 10809.85 |
| 105 | 2023.12.12 08:20 | s/l | 26 | 0.10 | 156.964 | 156.964 | 156.119 | -6.10 | 10803.75 |
| 106 | 2023.12.12 08:20 | s/l | 27 | 0.10 | 156.964 | 156.964 | 156.119 | -21.79 | 10781.96 |
| 107 | 2023.12.12 08:20 | s/l | 28 | 0.10 | 156.964 | 156.964 | 156.119 | -21.79 | 10760.17 |
| 108 | 2023.12.19 12:00 | sell | 29 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 109 | 2023.12.19 12:00 | modify | 29 | 0.10 | 158.355 | 159.555 | 157.055 | ||
| 110 | 2023.12.19 15:25 | sell | 30 | 0.10 | 157.817 | 0.000 | 0.000 | ||
| 111 | 2023.12.19 15:25 | modify | 30 | 0.10 | 157.817 | 158.160 | 157.055 | ||
| 112 | 2023.12.19 15:25 | modify | 29 | 0.10 | 158.355 | 158.160 | 157.055 | ||
| 113 | 2023.12.20 03:50 | sell | 31 | 0.10 | 157.568 | 0.000 | 0.000 | ||
| 114 | 2023.12.20 03:50 | modify | 31 | 0.10 | 157.568 | 157.770 | 157.055 | ||
| 115 | 2023.12.20 03:50 | sell | 32 | 0.10 | 157.568 | 0.000 | 0.000 | ||
| 116 | 2023.12.20 03:50 | modify | 32 | 0.10 | 157.568 | 157.900 | 157.055 | ||
| 117 | 2023.12.20 03:50 | modify | 30 | 0.10 | 157.817 | 157.900 | 157.055 | ||
| 118 | 2023.12.20 03:50 | modify | 29 | 0.10 | 158.355 | 157.900 | 157.055 | ||
| 119 | 2023.12.20 03:52 | modify | 31 | 0.10 | 157.568 | 157.900 | 157.055 | ||
| 120 | 2023.12.20 10:50 | t/p | 29 | 0.10 | 157.055 | 157.900 | 157.055 | 85.92 | 10846.09 |
| 121 | 2023.12.20 10:50 | t/p | 30 | 0.10 | 157.055 | 157.900 | 157.055 | 49.84 | 10895.92 |
| 122 | 2023.12.20 10:50 | t/p | 31 | 0.10 | 157.055 | 157.900 | 157.055 | 34.40 | 10930.32 |
| 123 | 2023.12.20 10:50 | t/p | 32 | 0.10 | 157.055 | 157.900 | 157.055 | 34.40 | 10964.72 |
| 124 | 2024.01.10 17:00 | sell | 33 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 125 | 2024.01.10 17:00 | modify | 33 | 0.10 | 159.660 | 160.860 | 158.360 | ||
| 126 | 2024.01.12 03:40 | sell | 34 | 0.10 | 159.139 | 0.000 | 0.000 | ||
| 127 | 2024.01.12 03:40 | modify | 34 | 0.10 | 159.139 | 159.465 | 158.360 | ||
| 128 | 2024.01.12 03:40 | modify | 33 | 0.10 | 159.660 | 159.465 | 158.360 | ||
| 129 | 2024.01.12 05:50 | s/l | 33 | 0.10 | 159.465 | 159.465 | 158.360 | 8.04 | 10972.76 |
| 130 | 2024.01.12 05:50 | s/l | 34 | 0.10 | 159.465 | 159.465 | 158.360 | -21.86 | 10950.90 |
| 131 | 2024.01.31 18:00 | buy | 35 | 0.10 | 158.822 | 0.000 | 0.000 | ||
| 132 | 2024.01.31 18:00 | modify | 35 | 0.10 | 158.822 | 157.622 | 160.122 | ||
| 133 | 2024.02.02 05:57 | buy | 36 | 0.10 | 159.343 | 0.000 | 0.000 | ||
| 134 | 2024.02.02 05:57 | modify | 36 | 0.10 | 159.343 | 159.017 | 160.122 | ||
| 135 | 2024.02.02 05:57 | modify | 35 | 0.10 | 158.822 | 159.017 | 160.122 | ||
| 136 | 2024.02.02 07:50 | buy | 37 | 0.10 | 159.609 | 0.000 | 0.000 | ||
| 137 | 2024.02.02 07:50 | modify | 37 | 0.10 | 159.609 | 159.407 | 160.122 | ||
| 138 | 2024.02.02 07:50 | buy | 38 | 0.10 | 159.609 | 0.000 | 0.000 | ||
| 139 | 2024.02.02 07:50 | modify | 38 | 0.10 | 159.609 | 159.277 | 160.122 | ||
| 140 | 2024.02.02 07:50 | modify | 36 | 0.10 | 159.343 | 159.277 | 160.122 | ||
| 141 | 2024.02.02 07:50 | modify | 35 | 0.10 | 158.822 | 159.277 | 160.122 | ||
| 142 | 2024.02.02 07:52 | modify | 37 | 0.10 | 159.609 | 159.277 | 160.122 | ||
| 143 | 2024.02.02 15:59 | t/p | 35 | 0.10 | 160.122 | 159.277 | 160.122 | 90.25 | 11041.16 |
| 144 | 2024.02.02 15:59 | t/p | 36 | 0.10 | 160.122 | 159.277 | 160.122 | 52.28 | 11093.44 |
| 145 | 2024.02.02 15:59 | t/p | 37 | 0.10 | 160.122 | 159.277 | 160.122 | 34.43 | 11127.87 |
| 146 | 2024.02.02 15:59 | t/p | 38 | 0.10 | 160.122 | 159.277 | 160.122 | 34.43 | 11162.30 |