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=2; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=7; 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 | 370.77 | Gross profit | 731.06 | Gross loss | -360.30 |
| Profit factor | 2.03 | Expected payoff | 14.83 | ||
| Absolute drawdown | 78.92 | Maximal drawdown | 186.92 (1.80%) | Relative drawdown | 1.80% (186.92) |
| Total trades | 25 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 84.69 | loss trade | -80.09 | |
| Average | profit trade | 45.69 | loss trade | -40.03 | |
| Maximum | consecutive wins (profit in money) | 4 (179.19) | consecutive losses (loss in money) | 1 (-80.09) | |
| Maximal | consecutive profit (count of wins) | 179.19 (4) | consecutive loss (count of losses) | -80.09 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.06.15 07:00 | sell | 1 | 0.10 | 152.754 | 0.000 | 0.000 | ||
| 2 | 2023.06.15 07:00 | modify | 1 | 0.10 | 152.754 | 153.854 | 151.454 | ||
| 3 | 2023.06.16 03:00 | s/l | 1 | 0.10 | 153.854 | 153.854 | 151.454 | -71.71 | 9928.29 |
| 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 | 160.192 | 157.792 | ||
| 6 | 2023.08.14 07:00 | sell | 3 | 0.10 | 158.363 | 0.000 | 0.000 | ||
| 7 | 2023.08.14 07:00 | modify | 3 | 0.10 | 158.363 | 158.572 | 157.792 | ||
| 8 | 2023.08.14 07:00 | modify | 2 | 0.10 | 159.092 | 158.572 | 157.792 | ||
| 9 | 2023.08.14 08:00 | s/l | 2 | 0.10 | 158.572 | 158.572 | 157.792 | 30.45 | 9958.74 |
| 10 | 2023.08.14 08:00 | s/l | 3 | 0.10 | 158.572 | 158.572 | 157.792 | -13.36 | 9945.38 |
| 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 | 156.158 | 158.558 | ||
| 13 | 2023.08.24 06:00 | buy | 5 | 0.10 | 157.851 | 0.000 | 0.000 | ||
| 14 | 2023.08.24 06:00 | modify | 5 | 0.10 | 157.851 | 157.648 | 158.558 | ||
| 15 | 2023.08.24 06:00 | modify | 4 | 0.10 | 157.258 | 157.648 | 158.558 | ||
| 16 | 2023.08.24 07:00 | s/l | 4 | 0.10 | 157.648 | 157.648 | 158.558 | 26.51 | 9971.89 |
| 17 | 2023.08.24 07:00 | s/l | 5 | 0.10 | 157.648 | 157.648 | 158.558 | -12.98 | 9958.91 |
| 18 | 2023.09.14 18:00 | buy | 6 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 19 | 2023.09.14 18:00 | modify | 6 | 0.10 | 156.848 | 155.748 | 158.148 | ||
| 20 | 2023.09.15 08:00 | buy | 7 | 0.10 | 157.590 | 0.000 | 0.000 | ||
| 21 | 2023.09.15 08:00 | modify | 7 | 0.10 | 157.590 | 157.368 | 158.148 | ||
| 22 | 2023.09.15 08:00 | modify | 6 | 0.10 | 156.848 | 157.368 | 158.148 | ||
| 23 | 2023.09.15 09:00 | buy | 8 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 24 | 2023.09.15 09:00 | modify | 8 | 0.10 | 157.651 | 157.303 | 158.148 | ||
| 25 | 2023.09.15 09:00 | modify | 7 | 0.10 | 157.590 | 157.303 | 158.148 | ||
| 26 | 2023.09.15 09:00 | modify | 6 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 27 | 2023.09.19 12:00 | t/p | 6 | 0.10 | 158.148 | 157.303 | 158.148 | 84.69 | 10043.61 |
| 28 | 2023.09.19 12:00 | t/p | 7 | 0.10 | 158.148 | 157.303 | 158.148 | 36.74 | 10080.34 |
| 29 | 2023.09.19 12:00 | t/p | 8 | 0.10 | 158.148 | 157.303 | 158.148 | 32.84 | 10113.18 |
| 30 | 2023.10.31 11:00 | sell | 9 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 31 | 2023.10.31 11:00 | modify | 9 | 0.10 | 160.687 | 161.787 | 159.387 | ||
| 32 | 2023.10.31 14:00 | sell | 10 | 0.10 | 160.084 | 0.000 | 0.000 | ||
| 33 | 2023.10.31 14:00 | modify | 10 | 0.10 | 160.084 | 160.297 | 159.387 | ||
| 34 | 2023.10.31 14:00 | modify | 9 | 0.10 | 160.687 | 160.297 | 159.387 | ||
| 35 | 2023.10.31 15:00 | s/l | 9 | 0.10 | 160.297 | 160.297 | 159.387 | 24.93 | 10138.11 |
| 36 | 2023.10.31 15:00 | s/l | 10 | 0.10 | 160.297 | 160.297 | 159.387 | -13.61 | 10124.50 |
| 37 | 2023.11.14 19:00 | sell | 11 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 38 | 2023.11.14 19:00 | modify | 11 | 0.10 | 163.627 | 164.727 | 162.327 | ||
| 39 | 2023.11.17 10:00 | t/p | 11 | 0.10 | 162.327 | 164.727 | 162.327 | 76.12 | 10200.62 |
| 40 | 2023.12.07 12:00 | buy | 12 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 41 | 2023.12.07 12:00 | modify | 12 | 0.10 | 156.227 | 155.127 | 157.527 | ||
| 42 | 2023.12.07 18:00 | s/l | 12 | 0.10 | 155.127 | 155.127 | 157.527 | -70.32 | 10130.30 |
| 43 | 2023.12.07 19:00 | buy | 13 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 44 | 2023.12.07 19:00 | modify | 13 | 0.10 | 155.085 | 153.985 | 156.385 | ||
| 45 | 2023.12.07 23:00 | buy | 14 | 0.10 | 155.680 | 0.000 | 0.000 | ||
| 46 | 2023.12.07 23:00 | modify | 14 | 0.10 | 155.680 | 155.475 | 156.385 | ||
| 47 | 2023.12.07 23:00 | modify | 13 | 0.10 | 155.085 | 155.475 | 156.385 | ||
| 48 | 2023.12.08 00:00 | s/l | 13 | 0.10 | 155.475 | 155.475 | 156.385 | 25.46 | 10155.76 |
| 49 | 2023.12.08 00:00 | s/l | 14 | 0.10 | 155.475 | 155.475 | 156.385 | -12.58 | 10143.17 |
| 50 | 2023.12.19 10:00 | sell | 15 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 51 | 2023.12.19 10:00 | modify | 15 | 0.10 | 158.139 | 159.239 | 156.839 | ||
| 52 | 2023.12.20 08:00 | sell | 16 | 0.10 | 157.413 | 0.000 | 0.000 | ||
| 53 | 2023.12.20 08:00 | modify | 16 | 0.10 | 157.413 | 157.619 | 156.839 | ||
| 54 | 2023.12.20 08:00 | modify | 15 | 0.10 | 158.139 | 157.619 | 156.839 | ||
| 55 | 2023.12.20 09:00 | sell | 17 | 0.10 | 157.343 | 0.000 | 0.000 | ||
| 56 | 2023.12.20 09:00 | modify | 17 | 0.10 | 157.343 | 157.684 | 156.839 | ||
| 57 | 2023.12.20 09:00 | modify | 16 | 0.10 | 157.413 | 157.684 | 156.839 | ||
| 58 | 2023.12.20 09:00 | modify | 15 | 0.10 | 158.139 | 157.684 | 156.839 | ||
| 59 | 2023.12.20 12:00 | t/p | 15 | 0.10 | 156.839 | 157.684 | 156.839 | 81.70 | 10224.88 |
| 60 | 2023.12.20 12:00 | t/p | 16 | 0.10 | 156.839 | 157.684 | 156.839 | 36.69 | 10261.57 |
| 61 | 2023.12.20 12:00 | t/p | 17 | 0.10 | 156.839 | 157.684 | 156.839 | 32.22 | 10293.79 |
| 62 | 2024.01.10 17:00 | sell | 18 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 63 | 2024.01.10 17:00 | modify | 18 | 0.10 | 159.660 | 160.760 | 158.360 | ||
| 64 | 2024.01.17 08:00 | s/l | 18 | 0.10 | 160.760 | 160.760 | 158.360 | -80.09 | 10213.70 |
| 65 | 2024.03.20 07:00 | sell | 19 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 66 | 2024.03.20 07:00 | modify | 19 | 0.10 | 164.652 | 165.752 | 163.352 | ||
| 67 | 2024.03.22 07:00 | sell | 20 | 0.10 | 163.868 | 0.000 | 0.000 | ||
| 68 | 2024.03.22 07:00 | modify | 20 | 0.10 | 163.868 | 164.197 | 163.352 | ||
| 69 | 2024.03.22 07:00 | modify | 19 | 0.10 | 164.652 | 164.197 | 163.352 | ||
| 70 | 2024.03.25 00:00 | t/p | 19 | 0.10 | 163.352 | 164.197 | 163.352 | 76.12 | 10289.82 |
| 71 | 2024.03.25 00:00 | t/p | 20 | 0.10 | 163.352 | 164.197 | 163.352 | 31.58 | 10321.40 |
| 72 | 2024.04.03 16:00 | sell | 21 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 73 | 2024.04.03 16:00 | modify | 21 | 0.10 | 164.214 | 165.314 | 162.914 | ||
| 74 | 2024.04.05 01:00 | sell | 22 | 0.10 | 163.606 | 0.000 | 0.000 | ||
| 75 | 2024.04.05 01:00 | modify | 22 | 0.10 | 163.606 | 163.824 | 162.914 | ||
| 76 | 2024.04.05 01:00 | modify | 21 | 0.10 | 164.214 | 163.824 | 162.914 | ||
| 77 | 2024.04.05 05:00 | s/l | 21 | 0.10 | 163.824 | 163.824 | 162.914 | 19.35 | 10340.75 |
| 78 | 2024.04.05 05:00 | s/l | 22 | 0.10 | 163.824 | 163.824 | 162.914 | -13.93 | 10326.82 |
| 79 | 2024.04.12 14:00 | buy | 23 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 80 | 2024.04.12 14:00 | modify | 23 | 0.10 | 162.777 | 161.677 | 164.077 | ||
| 81 | 2024.04.15 02:00 | buy | 24 | 0.10 | 163.576 | 0.000 | 0.000 | ||
| 82 | 2024.04.15 02:00 | modify | 24 | 0.10 | 163.576 | 163.232 | 164.077 | ||
| 83 | 2024.04.15 02:00 | modify | 23 | 0.10 | 162.777 | 163.232 | 164.077 | ||
| 84 | 2024.04.15 08:00 | t/p | 23 | 0.10 | 164.077 | 163.232 | 164.077 | 83.64 | 10410.45 |
| 85 | 2024.04.15 08:00 | t/p | 24 | 0.10 | 164.077 | 163.232 | 164.077 | 32.03 | 10442.48 |
| 86 | 2024.04.25 08:00 | sell | 25 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 87 | 2024.04.25 08:00 | modify | 25 | 0.10 | 166.852 | 167.952 | 165.552 | ||
| 88 | 2024.04.26 07:00 | s/l | 25 | 0.10 | 167.952 | 167.952 | 165.552 | -71.72 | 10370.77 |