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 23:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157921 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 890.87 | Gross profit | 1124.21 | Gross loss | -233.34 |
| Profit factor | 4.82 | Expected payoff | 25.45 | ||
| Absolute drawdown | 87.25 | Maximal drawdown | 139.33 (1.38%) | Relative drawdown | 1.38% (139.33) |
| Total trades | 35 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 26 (74.29%) | Loss trades (% of total) | 9 (25.71%) | ||
| Largest | profit trade | 84.70 | loss trade | -71.72 | |
| Average | profit trade | 43.24 | loss trade | -25.93 | |
| Maximum | consecutive wins (profit in money) | 5 (233.21) | consecutive losses (loss in money) | 1 (-71.72) | |
| Maximal | consecutive profit (count of wins) | 233.21 (5) | consecutive loss (count of losses) | -71.72 (1) | |
| Average | consecutive wins | 3 | 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 02:50 | s/l | 1 | 0.10 | 153.854 | 153.854 | 151.454 | -71.72 | 9928.28 |
| 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 | 2023.08.11 14:07 | sell | 3 | 0.10 | 158.482 | 0.000 | 0.000 | ||
| 7 | 2023.08.11 14:07 | modify | 3 | 0.10 | 158.482 | 158.702 | 157.792 | ||
| 8 | 2023.08.11 14:07 | modify | 2 | 0.10 | 159.092 | 158.702 | 157.792 | ||
| 9 | 2023.08.11 14:10 | s/l | 2 | 0.10 | 158.702 | 158.702 | 157.792 | 23.53 | 9951.82 |
| 10 | 2023.08.11 14:10 | s/l | 3 | 0.10 | 158.702 | 158.702 | 157.792 | -14.07 | 9937.75 |
| 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 05:03 | buy | 5 | 0.10 | 157.858 | 0.000 | 0.000 | ||
| 14 | 2023.08.24 05:03 | modify | 5 | 0.10 | 157.858 | 157.648 | 158.558 | ||
| 15 | 2023.08.24 05:03 | modify | 4 | 0.10 | 157.258 | 157.648 | 158.558 | ||
| 16 | 2023.08.24 06:20 | s/l | 4 | 0.10 | 157.648 | 157.648 | 158.558 | 26.52 | 9964.27 |
| 17 | 2023.08.24 06:20 | s/l | 5 | 0.10 | 157.648 | 157.648 | 158.558 | -13.42 | 9950.85 |
| 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 06:45 | buy | 7 | 0.10 | 157.438 | 0.000 | 0.000 | ||
| 21 | 2023.09.15 06:45 | modify | 7 | 0.10 | 157.438 | 157.238 | 158.148 | ||
| 22 | 2023.09.15 06:45 | modify | 6 | 0.10 | 156.848 | 157.238 | 158.148 | ||
| 23 | 2023.09.15 07:45 | buy | 8 | 0.10 | 157.566 | 0.000 | 0.000 | ||
| 24 | 2023.09.15 07:45 | modify | 8 | 0.10 | 157.566 | 157.368 | 158.148 | ||
| 25 | 2023.09.15 07:45 | modify | 7 | 0.10 | 157.438 | 157.368 | 158.148 | ||
| 26 | 2023.09.15 07:45 | modify | 6 | 0.10 | 156.848 | 157.368 | 158.148 | ||
| 27 | 2023.09.15 08:20 | buy | 9 | 0.10 | 157.650 | 0.000 | 0.000 | ||
| 28 | 2023.09.15 08:20 | modify | 9 | 0.10 | 157.650 | 157.303 | 158.148 | ||
| 29 | 2023.09.15 08:20 | modify | 8 | 0.10 | 157.566 | 157.303 | 158.148 | ||
| 30 | 2023.09.15 08:20 | modify | 7 | 0.10 | 157.438 | 157.303 | 158.148 | ||
| 31 | 2023.09.15 08:20 | modify | 6 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 32 | 2023.09.19 11:50 | t/p | 6 | 0.10 | 158.148 | 157.303 | 158.148 | 84.70 | 10035.55 |
| 33 | 2023.09.19 11:50 | t/p | 7 | 0.10 | 158.148 | 157.303 | 158.148 | 46.45 | 10082.00 |
| 34 | 2023.09.19 11:50 | t/p | 8 | 0.10 | 158.148 | 157.303 | 158.148 | 38.27 | 10120.26 |
| 35 | 2023.09.19 11:50 | t/p | 9 | 0.10 | 158.148 | 157.303 | 158.148 | 32.90 | 10153.16 |
| 36 | 2023.10.31 11:00 | sell | 10 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 37 | 2023.10.31 11:00 | modify | 10 | 0.10 | 160.687 | 161.787 | 159.387 | ||
| 38 | 2023.10.31 13:20 | sell | 11 | 0.10 | 160.085 | 0.000 | 0.000 | ||
| 39 | 2023.10.31 13:20 | modify | 11 | 0.10 | 160.085 | 160.297 | 159.387 | ||
| 40 | 2023.10.31 13:20 | modify | 10 | 0.10 | 160.687 | 160.297 | 159.387 | ||
| 41 | 2023.10.31 14:15 | s/l | 10 | 0.10 | 160.297 | 160.297 | 159.387 | 24.93 | 10178.09 |
| 42 | 2023.10.31 14:15 | s/l | 11 | 0.10 | 160.297 | 160.297 | 159.387 | -13.55 | 10164.54 |
| 43 | 2023.11.14 19:00 | sell | 12 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 44 | 2023.11.14 19:00 | modify | 12 | 0.10 | 163.627 | 164.727 | 162.327 | ||
| 45 | 2023.11.17 07:55 | sell | 13 | 0.10 | 163.033 | 0.000 | 0.000 | ||
| 46 | 2023.11.17 07:55 | modify | 13 | 0.10 | 163.033 | 163.237 | 162.327 | ||
| 47 | 2023.11.17 07:55 | modify | 12 | 0.10 | 163.627 | 163.237 | 162.327 | ||
| 48 | 2023.11.17 08:26 | sell | 14 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 49 | 2023.11.17 08:26 | modify | 14 | 0.10 | 162.843 | 163.172 | 162.327 | ||
| 50 | 2023.11.17 08:26 | modify | 13 | 0.10 | 163.033 | 163.172 | 162.327 | ||
| 51 | 2023.11.17 08:26 | modify | 12 | 0.10 | 163.627 | 163.172 | 162.327 | ||
| 52 | 2023.11.17 09:20 | t/p | 12 | 0.10 | 162.327 | 163.172 | 162.327 | 76.12 | 10240.66 |
| 53 | 2023.11.17 09:20 | t/p | 13 | 0.10 | 162.327 | 163.172 | 162.327 | 45.13 | 10285.79 |
| 54 | 2023.11.17 09:20 | t/p | 14 | 0.10 | 162.327 | 163.172 | 162.327 | 32.99 | 10318.78 |
| 55 | 2023.12.07 12:00 | buy | 15 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 56 | 2023.12.07 12:00 | modify | 15 | 0.10 | 156.227 | 155.127 | 157.527 | ||
| 57 | 2023.12.07 17:40 | s/l | 15 | 0.10 | 155.127 | 155.127 | 157.527 | -70.33 | 10248.45 |
| 58 | 2023.12.07 19:00 | buy | 16 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 59 | 2023.12.07 19:00 | modify | 16 | 0.10 | 155.085 | 153.985 | 156.385 | ||
| 60 | 2023.12.07 22:40 | buy | 17 | 0.10 | 155.672 | 0.000 | 0.000 | ||
| 61 | 2023.12.07 22:40 | modify | 17 | 0.10 | 155.672 | 155.475 | 156.385 | ||
| 62 | 2023.12.07 22:40 | modify | 16 | 0.10 | 155.085 | 155.475 | 156.385 | ||
| 63 | 2023.12.07 23:15 | s/l | 16 | 0.10 | 155.475 | 155.475 | 156.385 | 24.94 | 10273.39 |
| 64 | 2023.12.07 23:15 | s/l | 17 | 0.10 | 155.475 | 155.475 | 156.385 | -12.59 | 10260.80 |
| 65 | 2023.12.19 10:00 | sell | 18 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 66 | 2023.12.19 10:00 | modify | 18 | 0.10 | 158.139 | 159.239 | 156.839 | ||
| 67 | 2023.12.20 04:25 | sell | 19 | 0.10 | 157.409 | 0.000 | 0.000 | ||
| 68 | 2023.12.20 04:25 | modify | 19 | 0.10 | 157.409 | 157.619 | 156.839 | ||
| 69 | 2023.12.20 04:25 | modify | 18 | 0.10 | 158.139 | 157.619 | 156.839 | ||
| 70 | 2023.12.20 05:35 | sell | 20 | 0.10 | 157.545 | 0.000 | 0.000 | ||
| 71 | 2023.12.20 05:35 | modify | 20 | 0.10 | 157.545 | 157.749 | 156.839 | ||
| 72 | 2023.12.20 05:37 | modify | 20 | 0.10 | 157.545 | 157.619 | 156.839 | ||
| 73 | 2023.12.20 07:10 | sell | 21 | 0.10 | 157.341 | 0.000 | 0.000 | ||
| 74 | 2023.12.20 07:10 | modify | 21 | 0.10 | 157.341 | 157.684 | 156.839 | ||
| 75 | 2023.12.20 07:10 | modify | 19 | 0.10 | 157.409 | 157.684 | 156.839 | ||
| 76 | 2023.12.20 07:10 | modify | 20 | 0.10 | 157.545 | 157.684 | 156.839 | ||
| 77 | 2023.12.20 07:10 | modify | 18 | 0.10 | 158.139 | 157.684 | 156.839 | ||
| 78 | 2023.12.20 11:50 | t/p | 18 | 0.10 | 156.839 | 157.684 | 156.839 | 81.70 | 10342.50 |
| 79 | 2023.12.20 11:50 | t/p | 19 | 0.10 | 156.839 | 157.684 | 156.839 | 36.44 | 10378.94 |
| 80 | 2023.12.20 11:50 | t/p | 20 | 0.10 | 156.839 | 157.684 | 156.839 | 45.13 | 10424.07 |
| 81 | 2023.12.20 11:50 | t/p | 21 | 0.10 | 156.839 | 157.684 | 156.839 | 32.09 | 10456.16 |
| 82 | 2024.01.10 17:00 | sell | 22 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 83 | 2024.01.10 17:00 | modify | 22 | 0.10 | 159.660 | 160.760 | 158.360 | ||
| 84 | 2024.01.11 23:16 | sell | 23 | 0.10 | 159.075 | 0.000 | 0.000 | ||
| 85 | 2024.01.11 23:16 | modify | 23 | 0.10 | 159.075 | 159.270 | 158.360 | ||
| 86 | 2024.01.11 23:16 | modify | 22 | 0.10 | 159.660 | 159.270 | 158.360 | ||
| 87 | 2024.01.11 23:40 | s/l | 22 | 0.10 | 159.270 | 159.270 | 158.360 | 20.74 | 10476.90 |
| 88 | 2024.01.11 23:40 | s/l | 23 | 0.10 | 159.270 | 159.270 | 158.360 | -12.47 | 10464.43 |
| 89 | 2024.03.20 07:00 | sell | 24 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 90 | 2024.03.20 07:00 | modify | 24 | 0.10 | 164.652 | 165.752 | 163.352 | ||
| 91 | 2024.03.22 06:26 | sell | 25 | 0.10 | 164.038 | 0.000 | 0.000 | ||
| 92 | 2024.03.22 06:26 | modify | 25 | 0.10 | 164.038 | 164.262 | 163.352 | ||
| 93 | 2024.03.22 06:26 | modify | 24 | 0.10 | 164.652 | 164.262 | 163.352 | ||
| 94 | 2024.03.22 06:59 | sell | 26 | 0.10 | 163.869 | 0.000 | 0.000 | ||
| 95 | 2024.03.22 06:59 | modify | 26 | 0.10 | 163.869 | 164.197 | 163.352 | ||
| 96 | 2024.03.22 06:59 | modify | 25 | 0.10 | 164.038 | 164.197 | 163.352 | ||
| 97 | 2024.03.22 06:59 | modify | 24 | 0.10 | 164.652 | 164.197 | 163.352 | ||
| 98 | 2024.03.22 07:27 | sell | 27 | 0.10 | 163.920 | 0.000 | 0.000 | ||
| 99 | 2024.03.22 07:27 | modify | 27 | 0.10 | 163.920 | 164.132 | 163.352 | ||
| 100 | 2024.03.22 07:32 | modify | 27 | 0.10 | 163.920 | 164.197 | 163.352 | ||
| 101 | 2024.03.24 23:20 | t/p | 24 | 0.10 | 163.352 | 164.197 | 163.352 | 77.53 | 10541.96 |
| 102 | 2024.03.24 23:20 | t/p | 25 | 0.10 | 163.352 | 164.197 | 163.352 | 43.86 | 10585.82 |
| 103 | 2024.03.24 23:20 | t/p | 26 | 0.10 | 163.352 | 164.197 | 163.352 | 33.06 | 10618.88 |
| 104 | 2024.03.24 23:20 | t/p | 27 | 0.10 | 163.352 | 164.197 | 163.352 | 36.32 | 10655.20 |
| 105 | 2024.04.03 16:00 | sell | 28 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 106 | 2024.04.03 16:00 | modify | 28 | 0.10 | 164.214 | 165.314 | 162.914 | ||
| 107 | 2024.04.05 00:20 | sell | 29 | 0.10 | 163.495 | 0.000 | 0.000 | ||
| 108 | 2024.04.05 00:20 | modify | 29 | 0.10 | 163.495 | 163.694 | 162.914 | ||
| 109 | 2024.04.05 00:20 | modify | 28 | 0.10 | 164.214 | 163.694 | 162.914 | ||
| 110 | 2024.04.05 00:27 | s/l | 28 | 0.10 | 163.694 | 163.694 | 162.914 | 27.66 | 10682.86 |
| 111 | 2024.04.05 00:27 | s/l | 29 | 0.10 | 163.694 | 163.694 | 162.914 | -12.72 | 10670.14 |
| 112 | 2024.04.12 14:00 | buy | 30 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 113 | 2024.04.12 14:00 | modify | 30 | 0.10 | 162.777 | 161.677 | 164.077 | ||
| 114 | 2024.04.15 00:50 | buy | 31 | 0.10 | 163.363 | 0.000 | 0.000 | ||
| 115 | 2024.04.15 00:50 | modify | 31 | 0.10 | 163.363 | 163.167 | 164.077 | ||
| 116 | 2024.04.15 00:50 | modify | 30 | 0.10 | 162.777 | 163.167 | 164.077 | ||
| 117 | 2024.04.15 01:10 | buy | 32 | 0.10 | 163.492 | 0.000 | 0.000 | ||
| 118 | 2024.04.15 01:10 | modify | 32 | 0.10 | 163.492 | 163.297 | 164.077 | ||
| 119 | 2024.04.15 01:10 | modify | 31 | 0.10 | 163.363 | 163.297 | 164.077 | ||
| 120 | 2024.04.15 01:10 | modify | 30 | 0.10 | 162.777 | 163.297 | 164.077 | ||
| 121 | 2024.04.15 01:15 | buy | 33 | 0.10 | 163.557 | 0.000 | 0.000 | ||
| 122 | 2024.04.15 01:15 | modify | 33 | 0.10 | 163.557 | 163.232 | 164.077 | ||
| 123 | 2024.04.15 01:15 | modify | 32 | 0.10 | 163.492 | 163.232 | 164.077 | ||
| 124 | 2024.04.15 01:15 | modify | 31 | 0.10 | 163.363 | 163.232 | 164.077 | ||
| 125 | 2024.04.15 01:15 | modify | 30 | 0.10 | 162.777 | 163.232 | 164.077 | ||
| 126 | 2024.04.15 07:20 | t/p | 30 | 0.10 | 164.077 | 163.232 | 164.077 | 83.65 | 10753.78 |
| 127 | 2024.04.15 07:20 | t/p | 31 | 0.10 | 164.077 | 163.232 | 164.077 | 45.66 | 10799.44 |
| 128 | 2024.04.15 07:20 | t/p | 32 | 0.10 | 164.077 | 163.232 | 164.077 | 37.41 | 10836.85 |
| 129 | 2024.04.15 07:20 | t/p | 33 | 0.10 | 164.077 | 163.232 | 164.077 | 33.25 | 10870.10 |
| 130 | 2024.04.25 08:00 | sell | 34 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 131 | 2024.04.25 08:00 | modify | 34 | 0.10 | 166.852 | 167.952 | 165.552 | ||
| 132 | 2024.04.25 13:15 | sell | 35 | 0.10 | 166.137 | 0.000 | 0.000 | ||
| 133 | 2024.04.25 13:15 | modify | 35 | 0.10 | 166.137 | 166.332 | 165.552 | ||
| 134 | 2024.04.25 13:15 | modify | 34 | 0.10 | 166.852 | 166.332 | 165.552 | ||
| 135 | 2024.04.25 13:40 | s/l | 34 | 0.10 | 166.332 | 166.332 | 165.552 | 33.24 | 10903.34 |
| 136 | 2024.04.25 13:40 | s/l | 35 | 0.10 | 166.332 | 166.332 | 165.552 | -12.47 | 10890.87 |