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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 209.67 | Gross profit | 708.37 | Gross loss | -498.70 |
| Profit factor | 1.42 | Expected payoff | 9.98 | ||
| Absolute drawdown | 76.29 | Maximal drawdown | 249.49 (2.45%) | Relative drawdown | 2.45% (249.49) |
| Total trades | 21 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
| Largest | profit trade | 99.59 | loss trade | -114.03 | |
| Average | profit trade | 59.03 | loss trade | -55.41 | |
| Maximum | consecutive wins (profit in money) | 3 (182.79) | consecutive losses (loss in money) | 3 (-208.40) | |
| Maximal | consecutive profit (count of wins) | 182.79 (3) | consecutive loss (count of losses) | -208.40 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.10 16:00 | buy | 1 | 0.10 | 147.538 | 0.000 | 0.000 | ||
| 2 | 2023.05.10 16:00 | modify | 1 | 0.10 | 147.538 | 146.038 | 149.038 | ||
| 3 | 2023.05.17 17:00 | t/p | 1 | 0.10 | 149.038 | 146.038 | 149.038 | 99.59 | 10099.59 |
| 4 | 2023.08.10 15:00 | sell | 2 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 5 | 2023.08.10 15:00 | modify | 2 | 0.10 | 159.092 | 160.592 | 157.592 | ||
| 6 | 2023.08.17 21:00 | sell | 3 | 0.10 | 158.322 | 0.000 | 0.000 | ||
| 7 | 2023.08.17 21:00 | modify | 3 | 0.10 | 158.322 | 158.567 | 157.592 | ||
| 8 | 2023.08.17 21:00 | modify | 2 | 0.10 | 159.092 | 158.567 | 157.592 | ||
| 9 | 2023.08.17 22:00 | s/l | 2 | 0.10 | 158.567 | 158.567 | 157.592 | 23.79 | 10123.38 |
| 10 | 2023.08.17 22:00 | s/l | 3 | 0.10 | 158.567 | 158.567 | 157.592 | -15.66 | 10107.72 |
| 11 | 2023.08.23 12:00 | buy | 4 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 12 | 2023.08.23 12:00 | modify | 4 | 0.10 | 157.258 | 155.758 | 158.758 | ||
| 13 | 2023.08.24 14:00 | buy | 5 | 0.10 | 158.015 | 0.000 | 0.000 | ||
| 14 | 2023.08.24 14:00 | modify | 5 | 0.10 | 158.015 | 157.783 | 158.758 | ||
| 15 | 2023.08.24 14:00 | modify | 4 | 0.10 | 157.258 | 157.783 | 158.758 | ||
| 16 | 2023.08.24 15:00 | s/l | 4 | 0.10 | 157.783 | 157.783 | 158.758 | 35.15 | 10142.87 |
| 17 | 2023.08.24 15:00 | s/l | 5 | 0.10 | 157.783 | 157.783 | 158.758 | -14.83 | 10128.04 |
| 18 | 2023.08.31 18:00 | buy | 6 | 0.10 | 157.819 | 0.000 | 0.000 | ||
| 19 | 2023.08.31 18:00 | modify | 6 | 0.10 | 157.819 | 156.319 | 159.319 | ||
| 20 | 2023.10.03 15:00 | s/l | 6 | 0.10 | 156.319 | 156.319 | 159.319 | -79.55 | 10048.50 |
| 21 | 2023.10.10 11:00 | sell | 7 | 0.10 | 157.759 | 0.000 | 0.000 | ||
| 22 | 2023.10.10 11:00 | modify | 7 | 0.10 | 157.759 | 159.259 | 156.259 | ||
| 23 | 2023.10.23 15:00 | s/l | 7 | 0.10 | 159.259 | 159.259 | 156.259 | -114.03 | 9934.47 |
| 24 | 2023.10.31 11:00 | sell | 8 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 25 | 2023.10.31 11:00 | modify | 8 | 0.10 | 160.687 | 162.187 | 159.187 | ||
| 26 | 2023.11.01 10:00 | sell | 9 | 0.10 | 159.542 | 0.000 | 0.000 | ||
| 27 | 2023.11.01 10:00 | modify | 9 | 0.10 | 159.542 | 159.937 | 159.187 | ||
| 28 | 2023.11.01 10:00 | modify | 8 | 0.10 | 160.687 | 159.937 | 159.187 | ||
| 29 | 2023.11.01 16:00 | t/p | 8 | 0.10 | 159.187 | 159.937 | 159.187 | 94.49 | 10028.96 |
| 30 | 2023.11.01 16:00 | t/p | 9 | 0.10 | 159.187 | 159.937 | 159.187 | 22.69 | 10051.65 |
| 31 | 2023.11.14 19:00 | sell | 10 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 32 | 2023.11.14 19:00 | modify | 10 | 0.10 | 163.627 | 165.127 | 162.127 | ||
| 33 | 2023.11.17 09:00 | sell | 11 | 0.10 | 162.484 | 0.000 | 0.000 | ||
| 34 | 2023.11.17 09:00 | modify | 11 | 0.10 | 162.484 | 162.877 | 162.127 | ||
| 35 | 2023.11.17 09:00 | modify | 10 | 0.10 | 163.627 | 162.877 | 162.127 | ||
| 36 | 2023.11.17 16:00 | s/l | 10 | 0.10 | 162.877 | 162.877 | 162.127 | 40.96 | 10092.61 |
| 37 | 2023.11.17 16:00 | s/l | 11 | 0.10 | 162.877 | 162.877 | 162.127 | -25.12 | 10067.49 |
| 38 | 2023.12.07 12:00 | buy | 12 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 39 | 2023.12.07 12:00 | modify | 12 | 0.10 | 156.227 | 154.727 | 157.727 | ||
| 40 | 2023.12.07 18:00 | s/l | 12 | 0.10 | 154.727 | 154.727 | 157.727 | -95.90 | 9971.59 |
| 41 | 2023.12.07 19:00 | buy | 13 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 42 | 2023.12.07 19:00 | modify | 13 | 0.10 | 155.085 | 153.585 | 156.585 | ||
| 43 | 2023.12.08 19:00 | buy | 14 | 0.10 | 155.935 | 0.000 | 0.000 | ||
| 44 | 2023.12.08 19:00 | modify | 14 | 0.10 | 155.935 | 155.535 | 156.585 | ||
| 45 | 2023.12.08 19:00 | modify | 13 | 0.10 | 155.085 | 155.535 | 156.585 | ||
| 46 | 2023.12.11 01:00 | t/p | 13 | 0.10 | 156.585 | 155.535 | 156.585 | 96.96 | 10068.55 |
| 47 | 2023.12.11 01:00 | t/p | 14 | 0.10 | 156.585 | 155.535 | 156.585 | 42.09 | 10110.64 |
| 48 | 2024.01.04 17:00 | sell | 15 | 0.10 | 158.418 | 0.000 | 0.000 | ||
| 49 | 2024.01.04 17:00 | modify | 15 | 0.10 | 158.418 | 159.918 | 156.918 | ||
| 50 | 2024.01.09 02:00 | sell | 16 | 0.10 | 157.277 | 0.000 | 0.000 | ||
| 51 | 2024.01.09 02:00 | modify | 16 | 0.10 | 157.277 | 157.668 | 156.918 | ||
| 52 | 2024.01.09 02:00 | modify | 15 | 0.10 | 158.418 | 157.668 | 156.918 | ||
| 53 | 2024.01.09 07:00 | s/l | 15 | 0.10 | 157.668 | 157.668 | 156.918 | 43.75 | 10154.39 |
| 54 | 2024.01.09 07:00 | s/l | 16 | 0.10 | 157.668 | 157.668 | 156.918 | -25.00 | 10129.39 |
| 55 | 2024.01.10 17:00 | sell | 17 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 56 | 2024.01.10 17:00 | modify | 17 | 0.10 | 159.660 | 161.160 | 158.160 | ||
| 57 | 2024.01.17 16:00 | s/l | 17 | 0.10 | 161.160 | 161.160 | 158.160 | -105.65 | 10023.74 |
| 58 | 2024.03.08 12:00 | buy | 18 | 0.10 | 160.872 | 0.000 | 0.000 | ||
| 59 | 2024.03.08 12:00 | modify | 18 | 0.10 | 160.872 | 159.372 | 162.372 | ||
| 60 | 2024.03.13 11:00 | buy | 19 | 0.10 | 161.706 | 0.000 | 0.000 | ||
| 61 | 2024.03.13 11:00 | modify | 19 | 0.10 | 161.706 | 161.322 | 162.372 | ||
| 62 | 2024.03.13 11:00 | modify | 18 | 0.10 | 160.872 | 161.322 | 162.372 | ||
| 63 | 2024.03.14 14:00 | s/l | 18 | 0.10 | 161.322 | 161.322 | 162.372 | 31.94 | 10055.67 |
| 64 | 2024.03.14 14:00 | s/l | 19 | 0.10 | 161.322 | 161.322 | 162.372 | -22.97 | 10032.71 |
| 65 | 2024.04.03 16:00 | sell | 20 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 66 | 2024.04.03 16:00 | modify | 20 | 0.10 | 164.214 | 165.714 | 162.714 | ||
| 67 | 2024.04.12 13:00 | t/p | 20 | 0.10 | 162.714 | 165.714 | 162.714 | 80.53 | 10113.24 |
| 68 | 2024.04.12 14:00 | buy | 21 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 69 | 2024.04.12 14:00 | modify | 21 | 0.10 | 162.777 | 161.277 | 164.277 | ||
| 70 | 2024.04.15 14:00 | t/p | 21 | 0.10 | 164.277 | 161.277 | 164.277 | 96.43 | 10209.67 |