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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 652.32 | Gross profit | 793.55 | Gross loss | -141.23 |
| Profit factor | 5.62 | Expected payoff | 40.77 | ||
| Absolute drawdown | 4.22 | Maximal drawdown | 186.33 (1.78%) | Relative drawdown | 1.78% (186.33) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 96.94 | loss trade | -76.70 | |
| Average | profit trade | 61.04 | loss trade | -47.08 | |
| Maximum | consecutive wins (profit in money) | 8 (395.92) | consecutive losses (loss in money) | 2 (-110.93) | |
| Maximal | consecutive profit (count of wins) | 395.92 (8) | consecutive loss (count of losses) | -110.93 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.04 15:00 | buy | 1 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 2 | 2023.05.04 15:00 | modify | 1 | 0.10 | 147.326 | 146.126 | 148.826 | ||
| 3 | 2023.05.05 07:00 | buy | 2 | 0.10 | 148.105 | 0.000 | 0.000 | ||
| 4 | 2023.05.05 07:00 | modify | 2 | 0.10 | 148.105 | 147.626 | 148.826 | ||
| 5 | 2023.05.05 07:00 | modify | 1 | 0.10 | 147.326 | 147.626 | 148.826 | ||
| 6 | 2023.05.05 14:00 | buy | 3 | 0.10 | 148.237 | 0.000 | 0.000 | ||
| 7 | 2023.05.05 14:00 | modify | 3 | 0.10 | 148.237 | 147.701 | 148.826 | ||
| 8 | 2023.05.05 14:00 | modify | 2 | 0.10 | 148.105 | 147.701 | 148.826 | ||
| 9 | 2023.05.05 14:00 | modify | 1 | 0.10 | 147.326 | 147.701 | 148.826 | ||
| 10 | 2023.05.05 15:00 | buy | 4 | 0.10 | 148.464 | 0.000 | 0.000 | ||
| 11 | 2023.05.05 15:00 | modify | 4 | 0.10 | 148.464 | 147.851 | 148.826 | ||
| 12 | 2023.05.05 15:00 | modify | 3 | 0.10 | 148.237 | 147.851 | 148.826 | ||
| 13 | 2023.05.05 15:00 | modify | 2 | 0.10 | 148.105 | 147.851 | 148.826 | ||
| 14 | 2023.05.05 15:00 | modify | 1 | 0.10 | 147.326 | 147.851 | 148.826 | ||
| 15 | 2023.05.08 00:00 | t/p | 1 | 0.10 | 148.826 | 147.851 | 148.826 | 96.94 | 10096.94 |
| 16 | 2023.05.08 00:00 | t/p | 2 | 0.10 | 148.826 | 147.851 | 148.826 | 46.61 | 10143.54 |
| 17 | 2023.05.08 00:00 | t/p | 3 | 0.10 | 148.826 | 147.851 | 148.826 | 38.18 | 10181.72 |
| 18 | 2023.05.08 00:00 | t/p | 4 | 0.10 | 148.826 | 147.851 | 148.826 | 23.67 | 10205.39 |
| 19 | 2023.07.21 08:00 | sell | 5 | 0.10 | 157.307 | 0.000 | 0.000 | ||
| 20 | 2023.07.21 08:00 | modify | 5 | 0.10 | 157.307 | 158.507 | 155.807 | ||
| 21 | 2023.07.24 11:00 | sell | 6 | 0.10 | 156.539 | 0.000 | 0.000 | ||
| 22 | 2023.07.24 11:00 | modify | 6 | 0.10 | 156.539 | 157.007 | 155.807 | ||
| 23 | 2023.07.24 11:00 | modify | 5 | 0.10 | 157.307 | 157.007 | 155.807 | ||
| 24 | 2023.07.24 15:00 | sell | 7 | 0.10 | 156.387 | 0.000 | 0.000 | ||
| 25 | 2023.07.24 15:00 | modify | 7 | 0.10 | 156.387 | 156.932 | 155.807 | ||
| 26 | 2023.07.24 15:00 | modify | 6 | 0.10 | 156.539 | 156.932 | 155.807 | ||
| 27 | 2023.07.24 15:00 | modify | 5 | 0.10 | 157.307 | 156.932 | 155.807 | ||
| 28 | 2023.07.25 15:00 | t/p | 5 | 0.10 | 155.807 | 156.932 | 155.807 | 93.09 | 10298.48 |
| 29 | 2023.07.25 15:00 | t/p | 6 | 0.10 | 155.807 | 156.932 | 155.807 | 45.39 | 10343.87 |
| 30 | 2023.07.25 15:00 | t/p | 7 | 0.10 | 155.807 | 156.932 | 155.807 | 35.67 | 10379.54 |
| 31 | 2023.07.31 09:00 | sell | 8 | 0.10 | 157.119 | 0.000 | 0.000 | ||
| 32 | 2023.07.31 09:00 | modify | 8 | 0.10 | 157.119 | 158.319 | 155.619 | ||
| 33 | 2023.08.02 09:00 | sell | 9 | 0.10 | 156.345 | 0.000 | 0.000 | ||
| 34 | 2023.08.02 09:00 | modify | 9 | 0.10 | 156.345 | 156.819 | 155.619 | ||
| 35 | 2023.08.02 09:00 | modify | 8 | 0.10 | 157.119 | 156.819 | 155.619 | ||
| 36 | 2023.08.02 12:00 | s/l | 8 | 0.10 | 156.819 | 156.819 | 155.619 | 16.38 | 10395.92 |
| 37 | 2023.08.02 12:00 | s/l | 9 | 0.10 | 156.819 | 156.819 | 155.619 | -30.30 | 10365.62 |
| 38 | 2023.10.31 09:00 | sell | 10 | 0.10 | 160.111 | 0.000 | 0.000 | ||
| 39 | 2023.10.31 09:00 | modify | 10 | 0.10 | 160.111 | 161.311 | 158.611 | ||
| 40 | 2023.11.01 13:00 | sell | 11 | 0.10 | 159.341 | 0.000 | 0.000 | ||
| 41 | 2023.11.01 13:00 | modify | 11 | 0.10 | 159.341 | 159.811 | 158.611 | ||
| 42 | 2023.11.01 13:00 | modify | 10 | 0.10 | 160.111 | 159.811 | 158.611 | ||
| 43 | 2023.11.02 11:00 | s/l | 10 | 0.10 | 159.811 | 159.811 | 158.611 | 13.59 | 10379.21 |
| 44 | 2023.11.02 11:00 | s/l | 11 | 0.10 | 159.811 | 159.811 | 158.611 | -34.23 | 10344.98 |
| 45 | 2023.12.07 09:00 | buy | 12 | 0.10 | 156.773 | 0.000 | 0.000 | ||
| 46 | 2023.12.07 09:00 | modify | 12 | 0.10 | 156.773 | 155.573 | 158.273 | ||
| 47 | 2023.12.07 16:00 | s/l | 12 | 0.10 | 155.573 | 155.573 | 158.273 | -76.70 | 10268.28 |
| 48 | 2023.12.14 04:00 | buy | 13 | 0.10 | 154.245 | 0.000 | 0.000 | ||
| 49 | 2023.12.14 04:00 | modify | 13 | 0.10 | 154.245 | 153.045 | 155.745 | ||
| 50 | 2023.12.14 15:00 | t/p | 13 | 0.10 | 155.745 | 153.045 | 155.745 | 95.88 | 10364.16 |
| 51 | 2024.04.12 14:00 | buy | 14 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 52 | 2024.04.12 14:00 | modify | 14 | 0.10 | 162.777 | 161.577 | 164.277 | ||
| 53 | 2024.04.15 14:00 | t/p | 14 | 0.10 | 164.277 | 161.577 | 164.277 | 96.41 | 10460.57 |
| 54 | 2024.04.19 03:00 | buy | 15 | 0.10 | 163.441 | 0.000 | 0.000 | ||
| 55 | 2024.04.19 03:00 | modify | 15 | 0.10 | 163.441 | 162.241 | 164.941 | ||
| 56 | 2024.04.19 13:00 | t/p | 15 | 0.10 | 164.941 | 162.241 | 164.941 | 95.88 | 10556.45 |
| 57 | 2024.04.29 02:00 | sell | 16 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 58 | 2024.04.29 02:00 | modify | 16 | 0.10 | 170.515 | 171.715 | 169.015 | ||
| 59 | 2024.04.29 05:00 | t/p | 16 | 0.10 | 169.015 | 171.715 | 169.015 | 95.87 | 10652.32 |