Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| 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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 198.62 | Gross profit | 827.69 | Gross loss | -629.06 |
| Profit factor | 1.32 | Expected payoff | 5.67 | ||
| Absolute drawdown | 44.08 | Maximal drawdown | 258.52 (2.53%) | Relative drawdown | 2.53% (258.52) |
| Total trades | 35 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 20 (57.14%) | Loss trades (% of total) | 15 (42.86%) | ||
| Largest | profit trade | 89.69 | loss trade | -84.36 | |
| Average | profit trade | 41.38 | loss trade | -41.94 | |
| Maximum | consecutive wins (profit in money) | 3 (223.01) | consecutive losses (loss in money) | 2 (-137.97) | |
| Maximal | consecutive profit (count of wins) | 223.01 (3) | consecutive loss (count of losses) | -137.97 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.11 13:00 | buy | 1 | 0.10 | 154.301 | 0.000 | 0.000 | ||
| 2 | 2023.07.11 13:00 | modify | 1 | 0.10 | 154.301 | 153.201 | 155.701 | ||
| 3 | 2023.07.13 10:00 | buy | 2 | 0.10 | 154.795 | 0.000 | 0.000 | ||
| 4 | 2023.07.13 10:00 | modify | 2 | 0.10 | 154.795 | 154.441 | 155.701 | ||
| 5 | 2023.07.13 10:00 | modify | 1 | 0.10 | 154.301 | 154.441 | 155.701 | ||
| 6 | 2023.07.14 02:00 | s/l | 1 | 0.10 | 154.441 | 154.441 | 155.701 | 11.41 | 10011.41 |
| 7 | 2023.07.14 02:00 | s/l | 2 | 0.10 | 154.441 | 154.441 | 155.701 | -21.76 | 9989.65 |
| 8 | 2023.07.31 10:00 | sell | 3 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 9 | 2023.07.31 10:00 | modify | 3 | 0.10 | 156.979 | 158.079 | 155.579 | ||
| 10 | 2023.08.03 15:00 | t/p | 3 | 0.10 | 155.579 | 158.079 | 155.579 | 81.24 | 10070.89 |
| 11 | 2023.08.10 15:00 | sell | 4 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 12 | 2023.08.10 15:00 | modify | 4 | 0.10 | 159.092 | 160.192 | 157.692 | ||
| 13 | 2023.08.13 23:00 | sell | 5 | 0.10 | 158.575 | 0.000 | 0.000 | ||
| 14 | 2023.08.13 23:00 | modify | 5 | 0.10 | 158.575 | 158.952 | 157.692 | ||
| 15 | 2023.08.13 23:00 | modify | 4 | 0.10 | 159.092 | 158.952 | 157.692 | ||
| 16 | 2023.08.15 07:00 | s/l | 4 | 0.10 | 158.952 | 158.952 | 157.692 | 4.69 | 10075.57 |
| 17 | 2023.08.15 07:00 | s/l | 5 | 0.10 | 158.952 | 158.952 | 157.692 | -26.48 | 10049.09 |
| 18 | 2023.08.23 12:00 | buy | 6 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 19 | 2023.08.23 12:00 | modify | 6 | 0.10 | 157.258 | 156.158 | 158.658 | ||
| 20 | 2023.08.24 23:00 | buy | 7 | 0.10 | 157.751 | 0.000 | 0.000 | ||
| 21 | 2023.08.24 23:00 | modify | 7 | 0.10 | 157.751 | 157.398 | 158.658 | ||
| 22 | 2023.08.24 23:00 | modify | 6 | 0.10 | 157.258 | 157.398 | 158.658 | ||
| 23 | 2023.08.25 04:00 | s/l | 6 | 0.10 | 157.398 | 157.398 | 158.658 | 10.89 | 10059.98 |
| 24 | 2023.08.25 04:00 | s/l | 7 | 0.10 | 157.398 | 157.398 | 158.658 | -21.71 | 10038.27 |
| 25 | 2023.08.31 11:00 | buy | 8 | 0.10 | 158.691 | 0.000 | 0.000 | ||
| 26 | 2023.08.31 11:00 | modify | 8 | 0.10 | 158.691 | 157.591 | 160.091 | ||
| 27 | 2023.09.01 02:00 | s/l | 8 | 0.10 | 157.591 | 157.591 | 160.091 | -68.73 | 9969.54 |
| 28 | 2023.09.14 18:00 | buy | 9 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 29 | 2023.09.14 18:00 | modify | 9 | 0.10 | 156.848 | 155.748 | 158.248 | ||
| 30 | 2023.09.15 17:00 | buy | 10 | 0.10 | 157.836 | 0.000 | 0.000 | ||
| 31 | 2023.09.15 17:00 | modify | 10 | 0.10 | 157.836 | 157.338 | 158.248 | ||
| 32 | 2023.09.15 17:00 | modify | 9 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 33 | 2023.09.19 13:00 | t/p | 9 | 0.10 | 158.248 | 157.338 | 158.248 | 89.69 | 10059.23 |
| 34 | 2023.09.19 13:00 | t/p | 10 | 0.10 | 158.248 | 157.338 | 158.248 | 26.97 | 10086.20 |
| 35 | 2023.10.10 11:00 | sell | 11 | 0.10 | 157.759 | 0.000 | 0.000 | ||
| 36 | 2023.10.10 11:00 | modify | 11 | 0.10 | 157.759 | 158.859 | 156.359 | ||
| 37 | 2023.10.19 17:00 | s/l | 11 | 0.10 | 158.859 | 158.859 | 156.359 | -84.36 | 10001.84 |
| 38 | 2023.10.31 11:00 | sell | 12 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 39 | 2023.10.31 11:00 | modify | 12 | 0.10 | 160.687 | 161.787 | 159.287 | ||
| 40 | 2023.10.31 23:00 | sell | 13 | 0.10 | 160.183 | 0.000 | 0.000 | ||
| 41 | 2023.10.31 23:00 | modify | 13 | 0.10 | 160.183 | 160.547 | 159.287 | ||
| 42 | 2023.10.31 23:00 | modify | 12 | 0.10 | 160.687 | 160.547 | 159.287 | ||
| 43 | 2023.11.01 14:00 | t/p | 12 | 0.10 | 159.287 | 160.547 | 159.287 | 86.75 | 10088.59 |
| 44 | 2023.11.01 14:00 | t/p | 13 | 0.10 | 159.287 | 160.547 | 159.287 | 55.03 | 10143.61 |
| 45 | 2023.11.14 19:00 | sell | 14 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 46 | 2023.11.14 19:00 | modify | 14 | 0.10 | 163.627 | 164.727 | 162.227 | ||
| 47 | 2023.11.17 11:00 | t/p | 14 | 0.10 | 162.227 | 164.727 | 162.227 | 81.24 | 10224.85 |
| 48 | 2023.12.01 19:00 | buy | 15 | 0.10 | 159.834 | 0.000 | 0.000 | ||
| 49 | 2023.12.01 19:00 | modify | 15 | 0.10 | 159.834 | 158.734 | 161.234 | ||
| 50 | 2023.12.04 16:00 | s/l | 15 | 0.10 | 158.734 | 158.734 | 161.234 | -68.73 | 10156.12 |
| 51 | 2023.12.07 12:00 | buy | 16 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 52 | 2023.12.07 12:00 | modify | 16 | 0.10 | 156.227 | 155.127 | 157.627 | ||
| 53 | 2023.12.07 18:00 | s/l | 16 | 0.10 | 155.127 | 155.127 | 157.627 | -69.24 | 10086.88 |
| 54 | 2023.12.07 19:00 | buy | 17 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 55 | 2023.12.07 19:00 | modify | 17 | 0.10 | 155.085 | 153.985 | 156.485 | ||
| 56 | 2023.12.07 22:00 | buy | 18 | 0.10 | 155.588 | 0.000 | 0.000 | ||
| 57 | 2023.12.07 22:00 | modify | 18 | 0.10 | 155.588 | 155.225 | 156.485 | ||
| 58 | 2023.12.07 22:00 | modify | 17 | 0.10 | 155.085 | 155.225 | 156.485 | ||
| 59 | 2023.12.08 00:00 | s/l | 17 | 0.10 | 155.225 | 155.225 | 156.485 | 9.33 | 10096.21 |
| 60 | 2023.12.08 00:00 | s/l | 18 | 0.10 | 155.225 | 155.225 | 156.485 | -22.33 | 10073.88 |
| 61 | 2023.12.11 09:00 | sell | 19 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 62 | 2023.12.11 09:00 | modify | 19 | 0.10 | 157.419 | 158.519 | 156.019 | ||
| 63 | 2023.12.12 11:00 | sell | 20 | 0.10 | 156.926 | 0.000 | 0.000 | ||
| 64 | 2023.12.12 11:00 | modify | 20 | 0.10 | 156.926 | 157.279 | 156.019 | ||
| 65 | 2023.12.12 11:00 | modify | 19 | 0.10 | 157.419 | 157.279 | 156.019 | ||
| 66 | 2023.12.13 07:00 | s/l | 19 | 0.10 | 157.279 | 157.279 | 156.019 | 6.06 | 10079.94 |
| 67 | 2023.12.13 07:00 | s/l | 20 | 0.10 | 157.279 | 157.279 | 156.019 | -23.59 | 10056.35 |
| 68 | 2023.12.18 16:00 | sell | 21 | 0.10 | 156.190 | 0.000 | 0.000 | ||
| 69 | 2023.12.18 16:00 | modify | 21 | 0.10 | 156.190 | 157.290 | 154.790 | ||
| 70 | 2023.12.19 08:00 | s/l | 21 | 0.10 | 157.290 | 157.290 | 154.790 | -70.60 | 9985.74 |
| 71 | 2023.12.19 12:00 | sell | 22 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 72 | 2023.12.19 12:00 | modify | 22 | 0.10 | 158.355 | 159.455 | 156.955 | ||
| 73 | 2023.12.20 05:00 | sell | 23 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 74 | 2023.12.20 05:00 | modify | 23 | 0.10 | 157.362 | 157.865 | 156.955 | ||
| 75 | 2023.12.20 05:00 | modify | 22 | 0.10 | 158.355 | 157.865 | 156.955 | ||
| 76 | 2023.12.20 12:00 | t/p | 22 | 0.10 | 156.955 | 157.865 | 156.955 | 86.74 | 10072.48 |
| 77 | 2023.12.20 12:00 | t/p | 23 | 0.10 | 156.955 | 157.865 | 156.955 | 25.61 | 10098.09 |
| 78 | 2024.01.04 17:00 | sell | 24 | 0.10 | 158.418 | 0.000 | 0.000 | ||
| 79 | 2024.01.04 17:00 | modify | 24 | 0.10 | 158.418 | 159.518 | 157.018 | ||
| 80 | 2024.01.08 21:00 | sell | 25 | 0.10 | 157.923 | 0.000 | 0.000 | ||
| 81 | 2024.01.08 21:00 | modify | 25 | 0.10 | 157.923 | 158.278 | 157.018 | ||
| 82 | 2024.01.08 21:00 | modify | 24 | 0.10 | 158.418 | 158.278 | 157.018 | ||
| 83 | 2024.01.10 02:00 | s/l | 24 | 0.10 | 158.278 | 158.278 | 157.018 | 3.31 | 10101.40 |
| 84 | 2024.01.10 02:00 | s/l | 25 | 0.10 | 158.278 | 158.278 | 157.018 | -25.09 | 10076.31 |
| 85 | 2024.01.10 17:00 | sell | 26 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 86 | 2024.01.10 17:00 | modify | 26 | 0.10 | 159.660 | 160.760 | 158.260 | ||
| 87 | 2024.01.12 08:00 | sell | 27 | 0.10 | 159.163 | 0.000 | 0.000 | ||
| 88 | 2024.01.12 08:00 | modify | 27 | 0.10 | 159.163 | 159.520 | 158.260 | ||
| 89 | 2024.01.12 08:00 | modify | 26 | 0.10 | 159.660 | 159.520 | 158.260 | ||
| 90 | 2024.01.15 08:00 | s/l | 26 | 0.10 | 159.520 | 159.520 | 158.260 | 1.94 | 10078.25 |
| 91 | 2024.01.15 08:00 | s/l | 27 | 0.10 | 159.520 | 159.520 | 158.260 | -23.84 | 10054.41 |
| 92 | 2024.03.07 09:00 | buy | 28 | 0.10 | 161.241 | 0.000 | 0.000 | ||
| 93 | 2024.03.07 09:00 | modify | 28 | 0.10 | 161.241 | 160.141 | 162.641 | ||
| 94 | 2024.03.08 02:00 | buy | 29 | 0.10 | 162.032 | 0.000 | 0.000 | ||
| 95 | 2024.03.08 02:00 | modify | 29 | 0.10 | 162.032 | 161.801 | 162.641 | ||
| 96 | 2024.03.08 02:00 | modify | 28 | 0.10 | 161.241 | 161.801 | 162.641 | ||
| 97 | 2024.03.08 05:00 | s/l | 28 | 0.10 | 161.801 | 161.801 | 162.641 | 35.77 | 10090.18 |
| 98 | 2024.03.08 05:00 | s/l | 29 | 0.10 | 161.801 | 161.801 | 162.641 | -14.54 | 10075.64 |
| 99 | 2024.03.22 08:00 | buy | 30 | 0.10 | 163.933 | 0.000 | 0.000 | ||
| 100 | 2024.03.22 08:00 | modify | 30 | 0.10 | 163.933 | 162.833 | 165.333 | ||
| 101 | 2024.04.01 16:00 | s/l | 30 | 0.10 | 162.833 | 162.833 | 165.333 | -65.09 | 10010.55 |
| 102 | 2024.04.03 16:00 | sell | 31 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 103 | 2024.04.03 16:00 | modify | 31 | 0.10 | 164.214 | 165.314 | 162.814 | ||
| 104 | 2024.04.05 05:00 | sell | 32 | 0.10 | 163.709 | 0.000 | 0.000 | ||
| 105 | 2024.04.05 05:00 | modify | 32 | 0.10 | 163.709 | 164.074 | 162.814 | ||
| 106 | 2024.04.05 05:00 | modify | 31 | 0.10 | 164.214 | 164.074 | 162.814 | ||
| 107 | 2024.04.05 08:00 | s/l | 31 | 0.10 | 164.074 | 164.074 | 162.814 | 3.31 | 10013.87 |
| 108 | 2024.04.05 08:00 | s/l | 32 | 0.10 | 164.074 | 164.074 | 162.814 | -22.97 | 9990.90 |
| 109 | 2024.04.12 14:00 | buy | 33 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 110 | 2024.04.12 14:00 | modify | 33 | 0.10 | 162.777 | 161.677 | 164.177 | ||
| 111 | 2024.04.15 02:00 | buy | 34 | 0.10 | 163.576 | 0.000 | 0.000 | ||
| 112 | 2024.04.15 02:00 | modify | 34 | 0.10 | 163.576 | 163.337 | 164.177 | ||
| 113 | 2024.04.15 02:00 | modify | 33 | 0.10 | 162.777 | 163.337 | 164.177 | ||
| 114 | 2024.04.15 13:00 | t/p | 33 | 0.10 | 164.177 | 163.337 | 164.177 | 88.65 | 10079.55 |
| 115 | 2024.04.15 13:00 | t/p | 34 | 0.10 | 164.177 | 163.337 | 164.177 | 37.83 | 10117.38 |
| 116 | 2024.04.16 13:00 | sell | 35 | 0.10 | 164.524 | 0.000 | 0.000 | ||
| 117 | 2024.04.16 13:00 | modify | 35 | 0.10 | 164.524 | 165.624 | 163.124 | ||
| 118 | 2024.04.19 03:00 | t/p | 35 | 0.10 | 163.124 | 165.624 | 163.124 | 81.25 | 10198.62 |