Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=10; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 636.16 | Gross profit | 1299.00 | Gross loss | -662.84 |
| Profit factor | 1.96 | Expected payoff | 16.74 | ||
| Absolute drawdown | 127.69 | Maximal drawdown | 198.37 (1.91%) | Relative drawdown | 1.91% (198.37) |
| Total trades | 38 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 24 (63.16%) | Loss trades (% of total) | 14 (36.84%) | ||
| Largest | profit trade | 93.20 | loss trade | -105.66 | |
| Average | profit trade | 54.12 | loss trade | -47.35 | |
| Maximum | consecutive wins (profit in money) | 4 (254.79) | consecutive losses (loss in money) | 2 (-191.27) | |
| Maximal | consecutive profit (count of wins) | 254.79 (4) | consecutive loss (count of losses) | -191.27 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 15:00 | buy | 1 | 0.10 | 149.860 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 15:00 | modify | 1 | 0.10 | 149.860 | 148.360 | 151.260 | ||
| 3 | 2023.05.02 18:00 | buy | 2 | 0.10 | 150.375 | 0.000 | 0.000 | ||
| 4 | 2023.05.02 18:00 | modify | 2 | 0.10 | 150.375 | 149.930 | 151.260 | ||
| 5 | 2023.05.02 18:00 | modify | 1 | 0.10 | 149.860 | 149.930 | 151.260 | ||
| 6 | 2023.05.03 03:00 | s/l | 1 | 0.10 | 149.930 | 149.930 | 151.260 | 5.00 | 10005.00 |
| 7 | 2023.05.03 03:00 | s/l | 2 | 0.10 | 149.930 | 149.930 | 151.260 | -27.93 | 9977.07 |
| 8 | 2023.05.05 16:00 | sell | 3 | 0.10 | 148.673 | 0.000 | 0.000 | ||
| 9 | 2023.05.05 16:00 | modify | 3 | 0.10 | 148.673 | 150.173 | 147.273 | ||
| 10 | 2023.05.09 10:00 | sell | 4 | 0.10 | 148.157 | 0.000 | 0.000 | ||
| 11 | 2023.05.09 10:00 | modify | 4 | 0.10 | 148.157 | 148.603 | 147.273 | ||
| 12 | 2023.05.09 10:00 | modify | 3 | 0.10 | 148.673 | 148.603 | 147.273 | ||
| 13 | 2023.05.10 07:00 | s/l | 3 | 0.10 | 148.603 | 148.603 | 147.273 | 0.29 | 9977.36 |
| 14 | 2023.05.10 07:00 | s/l | 4 | 0.10 | 148.603 | 148.603 | 147.273 | -29.91 | 9947.45 |
| 15 | 2023.05.10 15:00 | buy | 5 | 0.10 | 147.520 | 0.000 | 0.000 | ||
| 16 | 2023.05.10 15:00 | modify | 5 | 0.10 | 147.520 | 146.020 | 148.920 | ||
| 17 | 2023.05.15 06:00 | buy | 6 | 0.10 | 148.024 | 0.000 | 0.000 | ||
| 18 | 2023.05.15 06:00 | modify | 6 | 0.10 | 148.024 | 147.590 | 148.920 | ||
| 19 | 2023.05.15 06:00 | modify | 5 | 0.10 | 147.520 | 147.590 | 148.920 | ||
| 20 | 2023.05.17 16:00 | t/p | 5 | 0.10 | 148.920 | 147.590 | 148.920 | 93.20 | 10040.65 |
| 21 | 2023.05.17 16:00 | t/p | 6 | 0.10 | 148.920 | 147.590 | 148.920 | 58.34 | 10098.99 |
| 22 | 2023.06.20 15:00 | buy | 7 | 0.10 | 154.099 | 0.000 | 0.000 | ||
| 23 | 2023.06.20 15:00 | modify | 7 | 0.10 | 154.099 | 152.599 | 155.499 | ||
| 24 | 2023.06.21 15:00 | t/p | 7 | 0.10 | 155.499 | 152.599 | 155.499 | 90.04 | 10189.03 |
| 25 | 2023.06.23 16:00 | sell | 8 | 0.10 | 156.526 | 0.000 | 0.000 | ||
| 26 | 2023.06.23 16:00 | modify | 8 | 0.10 | 156.526 | 158.026 | 155.126 | ||
| 27 | 2023.06.26 11:00 | sell | 9 | 0.10 | 156.028 | 0.000 | 0.000 | ||
| 28 | 2023.06.26 11:00 | modify | 9 | 0.10 | 156.028 | 156.456 | 155.126 | ||
| 29 | 2023.06.26 11:00 | modify | 8 | 0.10 | 156.526 | 156.456 | 155.126 | ||
| 30 | 2023.06.26 13:00 | s/l | 8 | 0.10 | 156.456 | 156.456 | 155.126 | 3.08 | 10192.11 |
| 31 | 2023.06.26 13:00 | s/l | 9 | 0.10 | 156.456 | 156.456 | 155.126 | -27.35 | 10164.76 |
| 32 | 2023.07.27 18:00 | buy | 10 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 33 | 2023.07.27 18:00 | modify | 10 | 0.10 | 153.424 | 151.924 | 154.824 | ||
| 34 | 2023.07.28 04:00 | t/p | 10 | 0.10 | 154.824 | 151.924 | 154.824 | 90.04 | 10254.80 |
| 35 | 2023.08.03 15:00 | buy | 11 | 0.10 | 155.585 | 0.000 | 0.000 | ||
| 36 | 2023.08.03 15:00 | modify | 11 | 0.10 | 155.585 | 154.085 | 156.985 | ||
| 37 | 2023.08.03 22:00 | buy | 12 | 0.10 | 156.077 | 0.000 | 0.000 | ||
| 38 | 2023.08.03 22:00 | modify | 12 | 0.10 | 156.077 | 155.655 | 156.985 | ||
| 39 | 2023.08.03 22:00 | modify | 11 | 0.10 | 155.585 | 155.655 | 156.985 | ||
| 40 | 2023.08.07 04:00 | buy | 13 | 0.10 | 156.363 | 0.000 | 0.000 | ||
| 41 | 2023.08.07 04:00 | modify | 13 | 0.10 | 156.363 | 156.145 | 156.985 | ||
| 42 | 2023.08.07 04:00 | modify | 12 | 0.10 | 156.077 | 156.145 | 156.985 | ||
| 43 | 2023.08.07 04:00 | modify | 11 | 0.10 | 155.585 | 156.145 | 156.985 | ||
| 44 | 2023.08.07 06:00 | s/l | 11 | 0.10 | 156.145 | 156.145 | 156.985 | 36.87 | 10291.66 |
| 45 | 2023.08.07 06:00 | s/l | 12 | 0.10 | 156.145 | 156.145 | 156.985 | 5.41 | 10297.07 |
| 46 | 2023.08.07 06:00 | s/l | 13 | 0.10 | 156.145 | 156.145 | 156.985 | -13.94 | 10283.13 |
| 47 | 2023.08.31 15:00 | buy | 14 | 0.10 | 158.068 | 0.000 | 0.000 | ||
| 48 | 2023.08.31 15:00 | modify | 14 | 0.10 | 158.068 | 156.568 | 159.468 | ||
| 49 | 2023.10.03 15:00 | s/l | 14 | 0.10 | 156.568 | 156.568 | 159.468 | -79.55 | 10203.58 |
| 50 | 2023.10.03 15:00 | buy | 15 | 0.10 | 156.163 | 0.000 | 0.000 | ||
| 51 | 2023.10.03 15:00 | modify | 15 | 0.10 | 156.163 | 154.663 | 157.563 | ||
| 52 | 2023.10.05 08:00 | buy | 16 | 0.10 | 156.664 | 0.000 | 0.000 | ||
| 53 | 2023.10.05 08:00 | modify | 16 | 0.10 | 156.664 | 156.233 | 157.563 | ||
| 54 | 2023.10.05 08:00 | modify | 15 | 0.10 | 156.163 | 156.233 | 157.563 | ||
| 55 | 2023.10.05 17:00 | s/l | 15 | 0.10 | 156.233 | 156.233 | 157.563 | 6.58 | 10210.16 |
| 56 | 2023.10.05 17:00 | s/l | 16 | 0.10 | 156.233 | 156.233 | 157.563 | -27.56 | 10182.60 |
| 57 | 2023.10.06 16:00 | sell | 17 | 0.10 | 157.954 | 0.000 | 0.000 | ||
| 58 | 2023.10.06 16:00 | modify | 17 | 0.10 | 157.954 | 159.454 | 156.554 | ||
| 59 | 2023.10.09 15:00 | t/p | 17 | 0.10 | 156.554 | 159.454 | 156.554 | 88.09 | 10270.70 |
| 60 | 2023.10.17 16:00 | sell | 18 | 0.10 | 158.581 | 0.000 | 0.000 | ||
| 61 | 2023.10.17 16:00 | modify | 18 | 0.10 | 158.581 | 160.081 | 157.181 | ||
| 62 | 2023.10.18 22:00 | sell | 19 | 0.10 | 157.806 | 0.000 | 0.000 | ||
| 63 | 2023.10.18 22:00 | modify | 19 | 0.10 | 157.806 | 158.021 | 157.181 | ||
| 64 | 2023.10.18 22:00 | modify | 18 | 0.10 | 158.581 | 158.021 | 157.181 | ||
| 65 | 2023.10.19 10:00 | s/l | 18 | 0.10 | 158.021 | 158.021 | 157.181 | 30.22 | 10300.91 |
| 66 | 2023.10.19 10:00 | s/l | 19 | 0.10 | 158.021 | 158.021 | 157.181 | -17.93 | 10282.99 |
| 67 | 2023.11.14 15:00 | sell | 20 | 0.10 | 163.348 | 0.000 | 0.000 | ||
| 68 | 2023.11.14 15:00 | modify | 20 | 0.10 | 163.348 | 164.848 | 161.948 | ||
| 69 | 2023.11.20 12:00 | t/p | 20 | 0.10 | 161.948 | 164.848 | 161.948 | 81.12 | 10364.11 |
| 70 | 2023.12.01 15:00 | buy | 21 | 0.10 | 160.599 | 0.000 | 0.000 | ||
| 71 | 2023.12.01 15:00 | modify | 21 | 0.10 | 160.599 | 159.099 | 161.999 | ||
| 72 | 2023.12.04 15:00 | s/l | 21 | 0.10 | 159.099 | 159.099 | 161.999 | -95.37 | 10268.74 |
| 73 | 2023.12.07 15:00 | buy | 22 | 0.10 | 155.803 | 0.000 | 0.000 | ||
| 74 | 2023.12.07 15:00 | modify | 22 | 0.10 | 155.803 | 154.303 | 157.203 | ||
| 75 | 2023.12.07 18:00 | s/l | 22 | 0.10 | 154.303 | 154.303 | 157.203 | -95.90 | 10172.84 |
| 76 | 2023.12.15 16:00 | buy | 23 | 0.10 | 154.752 | 0.000 | 0.000 | ||
| 77 | 2023.12.15 16:00 | modify | 23 | 0.10 | 154.752 | 153.252 | 156.152 | ||
| 78 | 2023.12.18 06:00 | buy | 24 | 0.10 | 155.247 | 0.000 | 0.000 | ||
| 79 | 2023.12.18 06:00 | modify | 24 | 0.10 | 155.247 | 154.822 | 156.152 | ||
| 80 | 2023.12.18 06:00 | modify | 23 | 0.10 | 154.752 | 154.822 | 156.152 | ||
| 81 | 2023.12.18 08:00 | buy | 25 | 0.10 | 155.530 | 0.000 | 0.000 | ||
| 82 | 2023.12.18 08:00 | modify | 25 | 0.10 | 155.530 | 155.312 | 156.152 | ||
| 83 | 2023.12.18 08:00 | modify | 24 | 0.10 | 155.247 | 155.312 | 156.152 | ||
| 84 | 2023.12.18 08:00 | modify | 23 | 0.10 | 154.752 | 155.312 | 156.152 | ||
| 85 | 2023.12.18 15:00 | t/p | 23 | 0.10 | 156.152 | 155.312 | 156.152 | 90.03 | 10262.86 |
| 86 | 2023.12.18 15:00 | t/p | 24 | 0.10 | 156.152 | 155.312 | 156.152 | 57.86 | 10320.72 |
| 87 | 2023.12.18 15:00 | t/p | 25 | 0.10 | 156.152 | 155.312 | 156.152 | 39.76 | 10360.48 |
| 88 | 2023.12.18 15:00 | sell | 26 | 0.10 | 156.247 | 0.000 | 0.000 | ||
| 89 | 2023.12.18 15:00 | modify | 26 | 0.10 | 156.247 | 157.747 | 154.847 | ||
| 90 | 2023.12.19 09:00 | s/l | 26 | 0.10 | 157.747 | 157.747 | 154.847 | -97.29 | 10263.20 |
| 91 | 2023.12.27 15:00 | sell | 27 | 0.10 | 158.349 | 0.000 | 0.000 | ||
| 92 | 2023.12.27 15:00 | modify | 27 | 0.10 | 158.349 | 159.849 | 156.949 | ||
| 93 | 2023.12.27 17:00 | sell | 28 | 0.10 | 157.859 | 0.000 | 0.000 | ||
| 94 | 2023.12.27 17:00 | modify | 28 | 0.10 | 157.859 | 158.279 | 156.949 | ||
| 95 | 2023.12.27 17:00 | modify | 27 | 0.10 | 158.349 | 158.279 | 156.949 | ||
| 96 | 2023.12.28 01:00 | t/p | 27 | 0.10 | 156.949 | 158.279 | 156.949 | 85.30 | 10348.50 |
| 97 | 2023.12.28 01:00 | t/p | 28 | 0.10 | 156.949 | 158.279 | 156.949 | 53.98 | 10402.48 |
| 98 | 2023.12.29 16:00 | buy | 29 | 0.10 | 155.808 | 0.000 | 0.000 | ||
| 99 | 2023.12.29 16:00 | modify | 29 | 0.10 | 155.808 | 154.308 | 157.208 | ||
| 100 | 2024.01.04 09:00 | t/p | 29 | 0.10 | 157.208 | 154.308 | 157.208 | 92.68 | 10495.16 |
| 101 | 2024.01.10 16:00 | sell | 30 | 0.10 | 159.697 | 0.000 | 0.000 | ||
| 102 | 2024.01.10 16:00 | modify | 30 | 0.10 | 159.697 | 161.197 | 158.297 | ||
| 103 | 2024.01.17 16:00 | s/l | 30 | 0.10 | 161.197 | 161.197 | 158.297 | -105.66 | 10389.50 |
| 104 | 2024.01.25 15:00 | buy | 31 | 0.10 | 160.008 | 0.000 | 0.000 | ||
| 105 | 2024.01.25 15:00 | modify | 31 | 0.10 | 160.008 | 158.508 | 161.408 | ||
| 106 | 2024.01.26 18:00 | buy | 32 | 0.10 | 160.799 | 0.000 | 0.000 | ||
| 107 | 2024.01.26 18:00 | modify | 32 | 0.10 | 160.799 | 160.568 | 161.408 | ||
| 108 | 2024.01.26 18:00 | modify | 31 | 0.10 | 160.008 | 160.568 | 161.408 | ||
| 109 | 2024.01.28 22:00 | s/l | 31 | 0.10 | 160.568 | 160.568 | 161.408 | 36.33 | 10425.82 |
| 110 | 2024.01.28 22:00 | s/l | 32 | 0.10 | 160.568 | 160.568 | 161.408 | -14.77 | 10411.05 |
| 111 | 2024.01.31 16:00 | buy | 33 | 0.10 | 158.803 | 0.000 | 0.000 | ||
| 112 | 2024.01.31 16:00 | modify | 33 | 0.10 | 158.803 | 157.303 | 160.203 | ||
| 113 | 2024.02.02 06:00 | buy | 34 | 0.10 | 159.308 | 0.000 | 0.000 | ||
| 114 | 2024.02.02 06:00 | modify | 34 | 0.10 | 159.308 | 158.873 | 160.203 | ||
| 115 | 2024.02.02 06:00 | modify | 33 | 0.10 | 158.803 | 158.873 | 160.203 | ||
| 116 | 2024.02.02 17:00 | t/p | 33 | 0.10 | 160.203 | 158.873 | 160.203 | 91.61 | 10502.66 |
| 117 | 2024.02.02 17:00 | t/p | 34 | 0.10 | 160.203 | 158.873 | 160.203 | 57.22 | 10559.88 |
| 118 | 2024.03.07 16:00 | sell | 35 | 0.10 | 161.913 | 0.000 | 0.000 | ||
| 119 | 2024.03.07 16:00 | modify | 35 | 0.10 | 161.913 | 163.413 | 160.513 | ||
| 120 | 2024.03.08 18:00 | sell | 36 | 0.10 | 160.836 | 0.000 | 0.000 | ||
| 121 | 2024.03.08 18:00 | modify | 36 | 0.10 | 160.836 | 161.423 | 160.513 | ||
| 122 | 2024.03.08 18:00 | modify | 35 | 0.10 | 161.913 | 161.423 | 160.513 | ||
| 123 | 2024.03.11 02:00 | t/p | 35 | 0.10 | 160.513 | 161.423 | 160.513 | 86.71 | 10646.59 |
| 124 | 2024.03.11 02:00 | t/p | 36 | 0.10 | 160.513 | 161.423 | 160.513 | 19.25 | 10665.85 |
| 125 | 2024.04.03 15:00 | sell | 37 | 0.10 | 164.273 | 0.000 | 0.000 | ||
| 126 | 2024.04.03 15:00 | modify | 37 | 0.10 | 164.273 | 165.773 | 162.873 | ||
| 127 | 2024.04.05 14:00 | sell | 38 | 0.10 | 163.756 | 0.000 | 0.000 | ||
| 128 | 2024.04.05 14:00 | modify | 38 | 0.10 | 163.756 | 164.203 | 162.873 | ||
| 129 | 2024.04.05 14:00 | modify | 37 | 0.10 | 164.273 | 164.203 | 162.873 | ||
| 130 | 2024.04.05 16:00 | s/l | 37 | 0.10 | 164.203 | 164.203 | 162.873 | -1.11 | 10664.73 |
| 131 | 2024.04.05 16:00 | s/l | 38 | 0.10 | 164.203 | 164.203 | 162.873 | -28.57 | 10636.16 |