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=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 | 157921 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 972.23 | Gross profit | 1147.02 | Gross loss | -174.79 |
| Profit factor | 6.56 | Expected payoff | 36.01 | ||
| Absolute drawdown | 11.25 | Maximal drawdown | 227.49 (2.17%) | Relative drawdown | 2.17% (227.49) |
| Total trades | 27 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 17 (94.12%) |
| Profit trades (% of total) | 23 (85.19%) | Loss trades (% of total) | 4 (14.81%) | ||
| Largest | profit trade | 96.41 | loss trade | -76.70 | |
| Average | profit trade | 49.87 | loss trade | -43.70 | |
| Maximum | consecutive wins (profit in money) | 13 (706.84) | consecutive losses (loss in money) | 3 (-143.87) | |
| Maximal | consecutive profit (count of wins) | 706.84 (13) | consecutive loss (count of losses) | -143.87 (3) | |
| Average | consecutive wins | 8 | 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 04:07 | buy | 2 | 0.10 | 148.083 | 0.000 | 0.000 | ||
| 4 | 2023.05.05 04:07 | modify | 2 | 0.10 | 148.083 | 147.626 | 148.826 | ||
| 5 | 2023.05.05 04:07 | modify | 1 | 0.10 | 147.326 | 147.626 | 148.826 | ||
| 6 | 2023.05.05 13:20 | buy | 3 | 0.10 | 148.249 | 0.000 | 0.000 | ||
| 7 | 2023.05.05 13:20 | modify | 3 | 0.10 | 148.249 | 147.701 | 148.826 | ||
| 8 | 2023.05.05 13:20 | modify | 2 | 0.10 | 148.083 | 147.701 | 148.826 | ||
| 9 | 2023.05.05 13:20 | modify | 1 | 0.10 | 147.326 | 147.701 | 148.826 | ||
| 10 | 2023.05.05 14:59 | buy | 4 | 0.10 | 148.466 | 0.000 | 0.000 | ||
| 11 | 2023.05.05 14:59 | modify | 4 | 0.10 | 148.466 | 147.851 | 148.826 | ||
| 12 | 2023.05.05 14:59 | modify | 3 | 0.10 | 148.249 | 147.851 | 148.826 | ||
| 13 | 2023.05.05 14:59 | modify | 2 | 0.10 | 148.083 | 147.851 | 148.826 | ||
| 14 | 2023.05.05 14:59 | modify | 1 | 0.10 | 147.326 | 147.851 | 148.826 | ||
| 15 | 2023.05.07 23:10 | t/p | 1 | 0.10 | 148.826 | 147.851 | 148.826 | 96.41 | 10096.41 |
| 16 | 2023.05.07 23:10 | t/p | 2 | 0.10 | 148.826 | 147.851 | 148.826 | 47.49 | 10143.90 |
| 17 | 2023.05.07 23:10 | t/p | 3 | 0.10 | 148.826 | 147.851 | 148.826 | 36.88 | 10180.78 |
| 18 | 2023.05.07 23:10 | t/p | 4 | 0.10 | 148.826 | 147.851 | 148.826 | 23.01 | 10203.79 |
| 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 08:50 | sell | 6 | 0.10 | 156.557 | 0.000 | 0.000 | ||
| 22 | 2023.07.24 08:50 | modify | 6 | 0.10 | 156.557 | 157.007 | 155.807 | ||
| 23 | 2023.07.24 08:50 | modify | 5 | 0.10 | 157.307 | 157.007 | 155.807 | ||
| 24 | 2023.07.24 09:07 | sell | 7 | 0.10 | 156.402 | 0.000 | 0.000 | ||
| 25 | 2023.07.24 09:07 | modify | 7 | 0.10 | 156.402 | 156.932 | 155.807 | ||
| 26 | 2023.07.24 09:07 | modify | 6 | 0.10 | 156.557 | 156.932 | 155.807 | ||
| 27 | 2023.07.24 09:07 | modify | 5 | 0.10 | 157.307 | 156.932 | 155.807 | ||
| 28 | 2023.07.25 10:17 | sell | 8 | 0.10 | 156.182 | 0.000 | 0.000 | ||
| 29 | 2023.07.25 10:17 | modify | 8 | 0.10 | 156.182 | 156.782 | 155.807 | ||
| 30 | 2023.07.25 10:17 | modify | 7 | 0.10 | 156.402 | 156.782 | 155.807 | ||
| 31 | 2023.07.25 10:17 | modify | 6 | 0.10 | 156.557 | 156.782 | 155.807 | ||
| 32 | 2023.07.25 10:17 | modify | 5 | 0.10 | 157.307 | 156.782 | 155.807 | ||
| 33 | 2023.07.25 14:45 | t/p | 5 | 0.10 | 155.807 | 156.782 | 155.807 | 93.09 | 10296.88 |
| 34 | 2023.07.25 14:45 | t/p | 6 | 0.10 | 155.807 | 156.782 | 155.807 | 46.54 | 10343.42 |
| 35 | 2023.07.25 14:45 | t/p | 7 | 0.10 | 155.807 | 156.782 | 155.807 | 36.63 | 10380.05 |
| 36 | 2023.07.25 14:45 | t/p | 8 | 0.10 | 155.807 | 156.782 | 155.807 | 23.97 | 10404.02 |
| 37 | 2023.07.31 09:00 | sell | 9 | 0.10 | 157.119 | 0.000 | 0.000 | ||
| 38 | 2023.07.31 09:00 | modify | 9 | 0.10 | 157.119 | 158.319 | 155.619 | ||
| 39 | 2023.07.31 16:50 | sell | 10 | 0.10 | 156.357 | 0.000 | 0.000 | ||
| 40 | 2023.07.31 16:50 | modify | 10 | 0.10 | 156.357 | 156.819 | 155.619 | ||
| 41 | 2023.07.31 16:50 | modify | 9 | 0.10 | 157.119 | 156.819 | 155.619 | ||
| 42 | 2023.08.01 01:45 | s/l | 9 | 0.10 | 156.819 | 156.819 | 155.619 | 17.77 | 10421.80 |
| 43 | 2023.08.01 01:45 | s/l | 10 | 0.10 | 156.819 | 156.819 | 155.619 | -30.93 | 10390.87 |
| 44 | 2023.10.31 09:00 | sell | 11 | 0.10 | 160.111 | 0.000 | 0.000 | ||
| 45 | 2023.10.31 09:00 | modify | 11 | 0.10 | 160.111 | 161.311 | 158.611 | ||
| 46 | 2023.11.01 12:55 | sell | 12 | 0.10 | 159.341 | 0.000 | 0.000 | ||
| 47 | 2023.11.01 12:55 | modify | 12 | 0.10 | 159.341 | 159.811 | 158.611 | ||
| 48 | 2023.11.01 12:55 | modify | 11 | 0.10 | 160.111 | 159.811 | 158.611 | ||
| 49 | 2023.11.01 13:50 | sell | 13 | 0.10 | 159.211 | 0.000 | 0.000 | ||
| 50 | 2023.11.01 13:50 | modify | 13 | 0.10 | 159.211 | 159.736 | 158.611 | ||
| 51 | 2023.11.01 13:50 | modify | 12 | 0.10 | 159.341 | 159.736 | 158.611 | ||
| 52 | 2023.11.01 13:50 | modify | 11 | 0.10 | 160.111 | 159.736 | 158.611 | ||
| 53 | 2023.11.02 10:10 | s/l | 11 | 0.10 | 159.736 | 159.736 | 158.611 | 18.39 | 10409.26 |
| 54 | 2023.11.02 10:10 | s/l | 12 | 0.10 | 159.736 | 159.736 | 158.611 | -29.43 | 10379.83 |
| 55 | 2023.11.02 10:10 | s/l | 13 | 0.10 | 159.736 | 159.736 | 158.611 | -37.74 | 10342.09 |
| 56 | 2023.12.07 09:00 | buy | 14 | 0.10 | 156.773 | 0.000 | 0.000 | ||
| 57 | 2023.12.07 09:00 | modify | 14 | 0.10 | 156.773 | 155.573 | 158.273 | ||
| 58 | 2023.12.07 15:40 | s/l | 14 | 0.10 | 155.573 | 155.573 | 158.273 | -76.70 | 10265.39 |
| 59 | 2023.12.14 04:00 | buy | 15 | 0.10 | 154.245 | 0.000 | 0.000 | ||
| 60 | 2023.12.14 04:00 | modify | 15 | 0.10 | 154.245 | 153.045 | 155.745 | ||
| 61 | 2023.12.14 12:32 | buy | 16 | 0.10 | 155.009 | 0.000 | 0.000 | ||
| 62 | 2023.12.14 12:32 | modify | 16 | 0.10 | 155.009 | 154.545 | 155.745 | ||
| 63 | 2023.12.14 12:32 | modify | 15 | 0.10 | 154.245 | 154.545 | 155.745 | ||
| 64 | 2023.12.14 13:15 | buy | 17 | 0.10 | 155.157 | 0.000 | 0.000 | ||
| 65 | 2023.12.14 13:15 | modify | 17 | 0.10 | 155.157 | 154.620 | 155.745 | ||
| 66 | 2023.12.14 13:15 | modify | 16 | 0.10 | 155.009 | 154.620 | 155.745 | ||
| 67 | 2023.12.14 13:15 | modify | 15 | 0.10 | 154.245 | 154.620 | 155.745 | ||
| 68 | 2023.12.14 13:55 | buy | 18 | 0.10 | 155.376 | 0.000 | 0.000 | ||
| 69 | 2023.12.14 13:55 | modify | 18 | 0.10 | 155.376 | 154.770 | 155.745 | ||
| 70 | 2023.12.14 13:55 | modify | 17 | 0.10 | 155.157 | 154.770 | 155.745 | ||
| 71 | 2023.12.14 13:55 | modify | 16 | 0.10 | 155.009 | 154.770 | 155.745 | ||
| 72 | 2023.12.14 13:55 | modify | 15 | 0.10 | 154.245 | 154.770 | 155.745 | ||
| 73 | 2023.12.14 14:20 | t/p | 15 | 0.10 | 155.745 | 154.770 | 155.745 | 95.88 | 10361.27 |
| 74 | 2023.12.14 14:20 | t/p | 16 | 0.10 | 155.745 | 154.770 | 155.745 | 47.04 | 10408.31 |
| 75 | 2023.12.14 14:20 | t/p | 17 | 0.10 | 155.745 | 154.770 | 155.745 | 37.58 | 10445.89 |
| 76 | 2023.12.14 14:20 | t/p | 18 | 0.10 | 155.745 | 154.770 | 155.745 | 23.58 | 10469.47 |
| 77 | 2024.04.12 14:00 | buy | 19 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 78 | 2024.04.12 14:00 | modify | 19 | 0.10 | 162.777 | 161.577 | 164.277 | ||
| 79 | 2024.04.15 01:40 | buy | 20 | 0.10 | 163.541 | 0.000 | 0.000 | ||
| 80 | 2024.04.15 01:40 | modify | 20 | 0.10 | 163.541 | 163.077 | 164.277 | ||
| 81 | 2024.04.15 01:40 | modify | 19 | 0.10 | 162.777 | 163.077 | 164.277 | ||
| 82 | 2024.04.15 02:27 | buy | 21 | 0.10 | 163.705 | 0.000 | 0.000 | ||
| 83 | 2024.04.15 02:27 | modify | 21 | 0.10 | 163.705 | 163.152 | 164.277 | ||
| 84 | 2024.04.15 02:27 | modify | 20 | 0.10 | 163.541 | 163.152 | 164.277 | ||
| 85 | 2024.04.15 02:27 | modify | 19 | 0.10 | 162.777 | 163.152 | 164.277 | ||
| 86 | 2024.04.15 05:20 | buy | 22 | 0.10 | 163.921 | 0.000 | 0.000 | ||
| 87 | 2024.04.15 05:20 | modify | 22 | 0.10 | 163.921 | 163.302 | 164.277 | ||
| 88 | 2024.04.15 05:20 | modify | 21 | 0.10 | 163.705 | 163.302 | 164.277 | ||
| 89 | 2024.04.15 05:20 | modify | 20 | 0.10 | 163.541 | 163.302 | 164.277 | ||
| 90 | 2024.04.15 05:20 | modify | 19 | 0.10 | 162.777 | 163.302 | 164.277 | ||
| 91 | 2024.04.15 13:10 | t/p | 19 | 0.10 | 164.277 | 163.302 | 164.277 | 96.41 | 10565.88 |
| 92 | 2024.04.15 13:10 | t/p | 20 | 0.10 | 164.277 | 163.302 | 164.277 | 47.05 | 10612.93 |
| 93 | 2024.04.15 13:10 | t/p | 21 | 0.10 | 164.277 | 163.302 | 164.277 | 36.57 | 10649.50 |
| 94 | 2024.04.15 13:10 | t/p | 22 | 0.10 | 164.277 | 163.302 | 164.277 | 22.76 | 10672.26 |
| 95 | 2024.04.19 03:00 | buy | 23 | 0.10 | 163.441 | 0.000 | 0.000 | ||
| 96 | 2024.04.19 03:00 | modify | 23 | 0.10 | 163.441 | 162.241 | 164.941 | ||
| 97 | 2024.04.19 03:42 | buy | 24 | 0.10 | 164.202 | 0.000 | 0.000 | ||
| 98 | 2024.04.19 03:42 | modify | 24 | 0.10 | 164.202 | 163.741 | 164.941 | ||
| 99 | 2024.04.19 03:42 | modify | 23 | 0.10 | 163.441 | 163.741 | 164.941 | ||
| 100 | 2024.04.19 07:40 | buy | 25 | 0.10 | 164.569 | 0.000 | 0.000 | ||
| 101 | 2024.04.19 07:40 | modify | 25 | 0.10 | 164.569 | 163.966 | 164.941 | ||
| 102 | 2024.04.19 07:40 | modify | 24 | 0.10 | 164.202 | 163.966 | 164.941 | ||
| 103 | 2024.04.19 07:40 | modify | 23 | 0.10 | 163.441 | 163.966 | 164.941 | ||
| 104 | 2024.04.19 08:52 | buy | 26 | 0.10 | 164.359 | 0.000 | 0.000 | ||
| 105 | 2024.04.19 08:52 | modify | 26 | 0.10 | 164.359 | 163.816 | 164.941 | ||
| 106 | 2024.04.19 08:55 | modify | 26 | 0.10 | 164.359 | 163.966 | 164.941 | ||
| 107 | 2024.04.19 12:50 | t/p | 23 | 0.10 | 164.941 | 163.966 | 164.941 | 95.88 | 10768.14 |
| 108 | 2024.04.19 12:50 | t/p | 24 | 0.10 | 164.941 | 163.966 | 164.941 | 47.24 | 10815.38 |
| 109 | 2024.04.19 12:50 | t/p | 25 | 0.10 | 164.941 | 163.966 | 164.941 | 23.78 | 10839.16 |
| 110 | 2024.04.19 12:50 | t/p | 26 | 0.10 | 164.941 | 163.966 | 164.941 | 37.20 | 10876.36 |
| 111 | 2024.04.29 02:00 | sell | 27 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 112 | 2024.04.29 02:00 | modify | 27 | 0.10 | 170.515 | 171.715 | 169.015 | ||
| 113 | 2024.04.29 04:20 | t/p | 27 | 0.10 | 169.015 | 171.715 | 169.015 | 95.87 | 10972.23 |