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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 756.50 | Gross profit | 899.12 | Gross loss | -142.62 |
| Profit factor | 6.30 | Expected payoff | 22.92 | ||
| Absolute drawdown | 4.80 | Maximal drawdown | 140.91 (1.31%) | Relative drawdown | 1.31% (140.91) |
| Total trades | 33 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
| Largest | profit trade | 70.87 | loss trade | -16.42 | |
| Average | profit trade | 42.82 | loss trade | -11.89 | |
| Maximum | consecutive wins (profit in money) | 4 (215.42) | consecutive losses (loss in money) | 2 (-22.94) | |
| Maximal | consecutive profit (count of wins) | 215.42 (4) | consecutive loss (count of losses) | -22.94 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 08:00 | sell | 1 | 0.10 | 144.816 | 0.000 | 0.000 | ||
| 2 | 2023.03.15 08:00 | modify | 1 | 0.10 | 144.816 | 146.216 | 143.816 | ||
| 3 | 2023.03.15 10:00 | t/p | 1 | 0.10 | 143.816 | 146.216 | 143.816 | 67.06 | 10067.06 |
| 4 | 2023.03.24 09:00 | buy | 2 | 0.10 | 140.248 | 0.000 | 0.000 | ||
| 5 | 2023.03.24 09:00 | modify | 2 | 0.10 | 140.248 | 138.848 | 141.248 | ||
| 6 | 2023.03.27 02:00 | buy | 3 | 0.10 | 140.871 | 0.000 | 0.000 | ||
| 7 | 2023.03.27 02:00 | modify | 3 | 0.10 | 140.871 | 140.648 | 141.248 | ||
| 8 | 2023.03.27 02:00 | modify | 2 | 0.10 | 140.248 | 140.648 | 141.248 | ||
| 9 | 2023.03.27 04:00 | s/l | 2 | 0.10 | 140.648 | 140.648 | 141.248 | 27.59 | 10094.65 |
| 10 | 2023.03.27 04:00 | s/l | 3 | 0.10 | 140.648 | 140.648 | 141.248 | -14.97 | 10079.68 |
| 11 | 2023.04.04 10:00 | sell | 4 | 0.10 | 145.187 | 0.000 | 0.000 | ||
| 12 | 2023.04.04 10:00 | modify | 4 | 0.10 | 145.187 | 146.587 | 144.187 | ||
| 13 | 2023.04.04 14:00 | sell | 5 | 0.10 | 144.682 | 0.000 | 0.000 | ||
| 14 | 2023.04.04 14:00 | modify | 5 | 0.10 | 144.682 | 145.087 | 144.187 | ||
| 15 | 2023.04.04 14:00 | sell | 6 | 0.10 | 144.682 | 0.000 | 0.000 | ||
| 16 | 2023.04.04 14:00 | modify | 6 | 0.10 | 144.682 | 144.837 | 144.187 | ||
| 17 | 2023.04.04 14:00 | modify | 4 | 0.10 | 145.187 | 144.837 | 144.187 | ||
| 18 | 2023.04.04 15:00 | modify | 5 | 0.10 | 144.682 | 144.837 | 144.187 | ||
| 19 | 2023.04.04 16:00 | t/p | 4 | 0.10 | 144.187 | 144.837 | 144.187 | 67.06 | 10146.74 |
| 20 | 2023.04.04 16:00 | t/p | 5 | 0.10 | 144.187 | 144.837 | 144.187 | 33.19 | 10179.93 |
| 21 | 2023.04.04 16:00 | t/p | 6 | 0.10 | 144.187 | 144.837 | 144.187 | 33.19 | 10213.12 |
| 22 | 2023.06.27 10:00 | sell | 7 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 23 | 2023.06.27 10:00 | modify | 7 | 0.10 | 157.362 | 158.762 | 156.362 | ||
| 24 | 2023.06.30 09:00 | sell | 8 | 0.10 | 156.755 | 0.000 | 0.000 | ||
| 25 | 2023.06.30 09:00 | modify | 8 | 0.10 | 156.755 | 156.962 | 156.362 | ||
| 26 | 2023.06.30 09:00 | modify | 7 | 0.10 | 157.362 | 156.962 | 156.362 | ||
| 27 | 2023.06.30 10:00 | s/l | 7 | 0.10 | 156.962 | 156.962 | 156.362 | 20.52 | 10233.64 |
| 28 | 2023.06.30 10:00 | s/l | 8 | 0.10 | 156.962 | 156.962 | 156.362 | -13.89 | 10219.75 |
| 29 | 2023.07.11 10:00 | buy | 9 | 0.10 | 154.576 | 0.000 | 0.000 | ||
| 30 | 2023.07.11 10:00 | modify | 9 | 0.10 | 154.576 | 153.176 | 155.576 | ||
| 31 | 2023.07.14 10:00 | t/p | 9 | 0.10 | 155.576 | 153.176 | 155.576 | 70.87 | 10290.62 |
| 32 | 2023.07.21 08:00 | sell | 10 | 0.10 | 157.307 | 0.000 | 0.000 | ||
| 33 | 2023.07.21 08:00 | modify | 10 | 0.10 | 157.307 | 158.707 | 156.307 | ||
| 34 | 2023.07.24 13:00 | t/p | 10 | 0.10 | 156.307 | 158.707 | 156.307 | 65.80 | 10356.42 |
| 35 | 2023.08.02 09:00 | buy | 11 | 0.10 | 156.375 | 0.000 | 0.000 | ||
| 36 | 2023.08.02 09:00 | modify | 11 | 0.10 | 156.375 | 154.975 | 157.375 | ||
| 37 | 2023.08.02 20:00 | buy | 12 | 0.10 | 156.877 | 0.000 | 0.000 | ||
| 38 | 2023.08.02 20:00 | modify | 12 | 0.10 | 156.877 | 156.475 | 157.375 | ||
| 39 | 2023.08.02 20:00 | buy | 13 | 0.10 | 156.877 | 0.000 | 0.000 | ||
| 40 | 2023.08.02 20:00 | modify | 13 | 0.10 | 156.877 | 156.725 | 157.375 | ||
| 41 | 2023.08.02 20:00 | modify | 11 | 0.10 | 156.375 | 156.725 | 157.375 | ||
| 42 | 2023.08.02 21:00 | modify | 12 | 0.10 | 156.877 | 156.725 | 157.375 | ||
| 43 | 2023.08.02 22:00 | s/l | 11 | 0.10 | 156.725 | 156.725 | 157.375 | 23.48 | 10379.90 |
| 44 | 2023.08.02 22:00 | s/l | 12 | 0.10 | 156.725 | 156.725 | 157.375 | -10.20 | 10369.70 |
| 45 | 2023.08.02 22:00 | s/l | 13 | 0.10 | 156.725 | 156.725 | 157.375 | -10.20 | 10359.50 |
| 46 | 2023.08.21 10:00 | sell | 14 | 0.10 | 158.907 | 0.000 | 0.000 | ||
| 47 | 2023.08.21 10:00 | modify | 14 | 0.10 | 158.907 | 160.307 | 157.907 | ||
| 48 | 2023.08.22 14:00 | sell | 15 | 0.10 | 158.378 | 0.000 | 0.000 | ||
| 49 | 2023.08.22 14:00 | modify | 15 | 0.10 | 158.378 | 158.807 | 157.907 | ||
| 50 | 2023.08.22 14:00 | sell | 16 | 0.10 | 158.378 | 0.000 | 0.000 | ||
| 51 | 2023.08.22 14:00 | modify | 16 | 0.10 | 158.378 | 158.557 | 157.907 | ||
| 52 | 2023.08.22 14:00 | modify | 14 | 0.10 | 158.907 | 158.557 | 157.907 | ||
| 53 | 2023.08.22 15:00 | modify | 15 | 0.10 | 158.378 | 158.557 | 157.907 | ||
| 54 | 2023.08.23 08:00 | t/p | 14 | 0.10 | 157.907 | 158.557 | 157.907 | 64.54 | 10424.04 |
| 55 | 2023.08.23 08:00 | t/p | 15 | 0.10 | 157.907 | 158.557 | 157.907 | 30.32 | 10454.36 |
| 56 | 2023.08.23 08:00 | t/p | 16 | 0.10 | 157.907 | 158.557 | 157.907 | 30.32 | 10484.68 |
| 57 | 2023.08.23 08:00 | buy | 17 | 0.10 | 157.317 | 0.000 | 0.000 | ||
| 58 | 2023.08.23 08:00 | modify | 17 | 0.10 | 157.317 | 155.917 | 158.317 | ||
| 59 | 2023.08.24 05:00 | buy | 18 | 0.10 | 157.818 | 0.000 | 0.000 | ||
| 60 | 2023.08.24 05:00 | modify | 18 | 0.10 | 157.818 | 157.417 | 158.317 | ||
| 61 | 2023.08.24 05:00 | buy | 19 | 0.10 | 157.818 | 0.000 | 0.000 | ||
| 62 | 2023.08.24 05:00 | modify | 19 | 0.10 | 157.818 | 157.667 | 158.317 | ||
| 63 | 2023.08.24 05:00 | modify | 17 | 0.10 | 157.317 | 157.667 | 158.317 | ||
| 64 | 2023.08.24 06:00 | modify | 18 | 0.10 | 157.818 | 157.667 | 158.317 | ||
| 65 | 2023.08.24 07:00 | s/l | 17 | 0.10 | 157.667 | 157.667 | 158.317 | 25.74 | 10510.42 |
| 66 | 2023.08.24 07:00 | s/l | 18 | 0.10 | 157.667 | 157.667 | 158.317 | -10.13 | 10500.29 |
| 67 | 2023.08.24 07:00 | s/l | 19 | 0.10 | 157.667 | 157.667 | 158.317 | -10.13 | 10490.16 |
| 68 | 2023.10.10 09:00 | sell | 20 | 0.10 | 157.820 | 0.000 | 0.000 | ||
| 69 | 2023.10.10 09:00 | modify | 20 | 0.10 | 157.820 | 159.220 | 156.820 | ||
| 70 | 2023.10.13 15:00 | sell | 21 | 0.10 | 157.194 | 0.000 | 0.000 | ||
| 71 | 2023.10.13 15:00 | modify | 21 | 0.10 | 157.194 | 157.420 | 156.820 | ||
| 72 | 2023.10.13 15:00 | modify | 20 | 0.10 | 157.820 | 157.420 | 156.820 | ||
| 73 | 2023.10.16 00:00 | s/l | 20 | 0.10 | 157.420 | 157.420 | 156.820 | 19.26 | 10509.41 |
| 74 | 2023.10.16 00:00 | s/l | 21 | 0.10 | 157.420 | 157.420 | 156.820 | -16.42 | 10492.99 |
| 75 | 2023.11.17 09:00 | buy | 22 | 0.10 | 162.514 | 0.000 | 0.000 | ||
| 76 | 2023.11.17 09:00 | modify | 22 | 0.10 | 162.514 | 161.114 | 163.514 | ||
| 77 | 2023.11.20 00:00 | t/p | 22 | 0.10 | 163.514 | 161.114 | 163.514 | 67.86 | 10560.86 |
| 78 | 2023.11.22 08:00 | sell | 23 | 0.10 | 162.600 | 0.000 | 0.000 | ||
| 79 | 2023.11.22 08:00 | modify | 23 | 0.10 | 162.600 | 164.000 | 161.600 | ||
| 80 | 2023.11.29 01:00 | t/p | 23 | 0.10 | 161.600 | 164.000 | 161.600 | 58.24 | 10619.09 |
| 81 | 2023.11.30 09:00 | buy | 24 | 0.10 | 160.782 | 0.000 | 0.000 | ||
| 82 | 2023.11.30 09:00 | modify | 24 | 0.10 | 160.782 | 159.382 | 161.782 | ||
| 83 | 2023.11.30 15:00 | t/p | 24 | 0.10 | 161.782 | 159.382 | 161.782 | 67.11 | 10686.20 |
| 84 | 2023.12.11 08:00 | sell | 25 | 0.10 | 157.444 | 0.000 | 0.000 | ||
| 85 | 2023.12.11 08:00 | modify | 25 | 0.10 | 157.444 | 158.844 | 156.444 | ||
| 86 | 2023.12.12 10:00 | sell | 26 | 0.10 | 156.944 | 0.000 | 0.000 | ||
| 87 | 2023.12.12 10:00 | modify | 26 | 0.10 | 156.944 | 157.344 | 156.444 | ||
| 88 | 2023.12.12 10:00 | sell | 27 | 0.10 | 156.944 | 0.000 | 0.000 | ||
| 89 | 2023.12.12 10:00 | modify | 27 | 0.10 | 156.944 | 157.094 | 156.444 | ||
| 90 | 2023.12.12 10:00 | modify | 25 | 0.10 | 157.444 | 157.094 | 156.444 | ||
| 91 | 2023.12.12 11:00 | modify | 26 | 0.10 | 156.944 | 157.094 | 156.444 | ||
| 92 | 2023.12.12 14:00 | s/l | 25 | 0.10 | 157.094 | 157.094 | 156.444 | 22.21 | 10708.41 |
| 93 | 2023.12.12 14:00 | s/l | 26 | 0.10 | 157.094 | 157.094 | 156.444 | -10.06 | 10698.35 |
| 94 | 2023.12.12 14:00 | s/l | 27 | 0.10 | 157.094 | 157.094 | 156.444 | -10.06 | 10688.29 |
| 95 | 2024.01.17 08:00 | sell | 28 | 0.10 | 160.733 | 0.000 | 0.000 | ||
| 96 | 2024.01.17 08:00 | modify | 28 | 0.10 | 160.733 | 162.133 | 159.733 | ||
| 97 | 2024.01.25 16:00 | t/p | 28 | 0.10 | 159.733 | 162.133 | 159.733 | 54.46 | 10742.75 |
| 98 | 2024.02.22 09:00 | sell | 29 | 0.10 | 163.255 | 0.000 | 0.000 | ||
| 99 | 2024.02.22 09:00 | modify | 29 | 0.10 | 163.255 | 164.655 | 162.255 | ||
| 100 | 2024.02.22 15:00 | sell | 30 | 0.10 | 162.734 | 0.000 | 0.000 | ||
| 101 | 2024.02.22 15:00 | modify | 30 | 0.10 | 162.734 | 163.155 | 162.255 | ||
| 102 | 2024.02.22 15:00 | sell | 31 | 0.10 | 162.734 | 0.000 | 0.000 | ||
| 103 | 2024.02.22 15:00 | modify | 31 | 0.10 | 162.734 | 162.905 | 162.255 | ||
| 104 | 2024.02.22 15:00 | modify | 29 | 0.10 | 163.255 | 162.905 | 162.255 | ||
| 105 | 2024.02.22 16:00 | modify | 30 | 0.10 | 162.734 | 162.905 | 162.255 | ||
| 106 | 2024.02.22 17:00 | s/l | 29 | 0.10 | 162.905 | 162.905 | 162.255 | 23.47 | 10766.22 |
| 107 | 2024.02.22 17:00 | s/l | 30 | 0.10 | 162.905 | 162.905 | 162.255 | -11.47 | 10754.75 |
| 108 | 2024.02.22 17:00 | s/l | 31 | 0.10 | 162.905 | 162.905 | 162.255 | -11.47 | 10743.28 |
| 109 | 2024.02.29 08:00 | buy | 32 | 0.10 | 162.094 | 0.000 | 0.000 | ||
| 110 | 2024.02.29 08:00 | modify | 32 | 0.10 | 162.094 | 160.694 | 163.094 | ||
| 111 | 2024.02.29 11:00 | buy | 33 | 0.10 | 162.697 | 0.000 | 0.000 | ||
| 112 | 2024.02.29 11:00 | modify | 33 | 0.10 | 162.697 | 162.494 | 163.094 | ||
| 113 | 2024.02.29 11:00 | modify | 32 | 0.10 | 162.094 | 162.494 | 163.094 | ||
| 114 | 2024.02.29 12:00 | s/l | 32 | 0.10 | 162.494 | 162.494 | 163.094 | 26.84 | 10770.12 |
| 115 | 2024.02.29 12:00 | s/l | 33 | 0.10 | 162.494 | 162.494 | 163.094 | -13.62 | 10756.50 |