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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 755.87 | Gross profit | 887.37 | Gross loss | -131.49 |
| Profit factor | 6.75 | Expected payoff | 44.46 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 163.04 (1.59%) | Relative drawdown | 1.59% (163.04) |
| Total trades | 17 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
| Largest | profit trade | 90.09 | loss trade | -81.72 | |
| Average | profit trade | 63.38 | loss trade | -43.83 | |
| Maximum | consecutive wins (profit in money) | 7 (443.74) | consecutive losses (loss in money) | 1 (-81.72) | |
| Maximal | consecutive profit (count of wins) | 443.74 (7) | consecutive loss (count of losses) | -81.72 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.21 09:00 | sell | 1 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 2 | 2023.07.21 09:00 | modify | 1 | 0.10 | 157.921 | 159.221 | 156.521 | ||
| 3 | 2023.07.24 10:00 | t/p | 1 | 0.10 | 156.521 | 159.221 | 156.521 | 86.63 | 10086.63 |
| 4 | 2023.07.27 18:00 | buy | 2 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 5 | 2023.07.27 18:00 | modify | 2 | 0.10 | 153.424 | 152.124 | 154.824 | ||
| 6 | 2023.07.28 04:00 | t/p | 2 | 0.10 | 154.824 | 152.124 | 154.824 | 88.53 | 10175.16 |
| 7 | 2023.10.31 10:00 | sell | 3 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 8 | 2023.10.31 10:00 | modify | 3 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 9 | 2023.11.01 14:00 | t/p | 3 | 0.10 | 159.342 | 162.042 | 159.342 | 86.63 | 10261.78 |
| 10 | 2023.12.07 09:00 | buy | 4 | 0.10 | 156.773 | 0.000 | 0.000 | ||
| 11 | 2023.12.07 09:00 | modify | 4 | 0.10 | 156.773 | 155.473 | 158.173 | ||
| 12 | 2023.12.07 16:00 | s/l | 4 | 0.10 | 155.473 | 155.473 | 158.173 | -81.72 | 10180.06 |
| 13 | 2023.12.07 18:00 | buy | 5 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 14 | 2023.12.07 18:00 | modify | 5 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 15 | 2023.12.07 23:00 | buy | 6 | 0.10 | 155.680 | 0.000 | 0.000 | ||
| 16 | 2023.12.07 23:00 | modify | 6 | 0.10 | 155.680 | 155.167 | 156.357 | ||
| 17 | 2023.12.07 23:00 | modify | 5 | 0.10 | 154.957 | 155.167 | 156.357 | ||
| 18 | 2023.12.08 01:00 | s/l | 5 | 0.10 | 155.167 | 155.167 | 156.357 | 13.72 | 10193.78 |
| 19 | 2023.12.08 01:00 | s/l | 6 | 0.10 | 155.167 | 155.167 | 156.357 | -31.73 | 10162.05 |
| 20 | 2023.12.13 23:00 | buy | 7 | 0.10 | 155.081 | 0.000 | 0.000 | ||
| 21 | 2023.12.13 23:00 | modify | 7 | 0.10 | 155.081 | 153.781 | 156.481 | ||
| 22 | 2023.12.14 16:00 | buy | 8 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 23 | 2023.12.14 16:00 | modify | 8 | 0.10 | 155.786 | 155.291 | 156.481 | ||
| 24 | 2023.12.14 16:00 | modify | 7 | 0.10 | 155.081 | 155.291 | 156.481 | ||
| 25 | 2023.12.15 01:00 | t/p | 7 | 0.10 | 156.481 | 155.291 | 156.481 | 90.09 | 10252.14 |
| 26 | 2023.12.15 01:00 | t/p | 8 | 0.10 | 156.481 | 155.291 | 156.481 | 44.21 | 10296.35 |
| 27 | 2023.12.19 09:00 | sell | 9 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 28 | 2023.12.19 09:00 | modify | 9 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 29 | 2023.12.20 05:00 | sell | 10 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 30 | 2023.12.20 05:00 | modify | 10 | 0.10 | 157.362 | 157.649 | 156.809 | ||
| 31 | 2023.12.20 05:00 | modify | 9 | 0.10 | 158.209 | 157.649 | 156.809 | ||
| 32 | 2023.12.20 16:00 | s/l | 9 | 0.10 | 157.649 | 157.649 | 156.809 | 33.83 | 10330.17 |
| 33 | 2023.12.20 16:00 | s/l | 10 | 0.10 | 157.649 | 157.649 | 156.809 | -18.04 | 10312.13 |
| 34 | 2024.04.29 02:00 | sell | 11 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 35 | 2024.04.29 02:00 | modify | 11 | 0.10 | 170.515 | 171.815 | 169.115 | ||
| 36 | 2024.04.29 05:00 | t/p | 11 | 0.10 | 169.115 | 171.815 | 169.115 | 88.00 | 10400.13 |
| 37 | 2024.05.01 21:00 | buy | 12 | 0.10 | 165.612 | 0.000 | 0.000 | ||
| 38 | 2024.05.01 21:00 | modify | 12 | 0.10 | 165.612 | 164.312 | 167.012 | ||
| 39 | 2024.05.01 23:00 | buy | 13 | 0.10 | 166.601 | 0.000 | 0.000 | ||
| 40 | 2024.05.01 23:00 | modify | 13 | 0.10 | 166.601 | 166.172 | 167.012 | ||
| 41 | 2024.05.01 23:00 | modify | 12 | 0.10 | 165.612 | 166.172 | 167.012 | ||
| 42 | 2024.05.02 01:00 | t/p | 12 | 0.10 | 167.012 | 166.172 | 167.012 | 89.57 | 10489.70 |
| 43 | 2024.05.02 01:00 | t/p | 13 | 0.10 | 167.012 | 166.172 | 167.012 | 27.40 | 10517.10 |
| 44 | 2024.05.02 16:00 | buy | 14 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 45 | 2024.05.02 16:00 | modify | 14 | 0.10 | 164.664 | 163.364 | 166.064 | ||
| 46 | 2024.05.06 10:00 | buy | 15 | 0.10 | 165.644 | 0.000 | 0.000 | ||
| 47 | 2024.05.06 10:00 | modify | 15 | 0.10 | 165.644 | 165.224 | 166.064 | ||
| 48 | 2024.05.06 10:00 | modify | 14 | 0.10 | 164.664 | 165.224 | 166.064 | ||
| 49 | 2024.05.07 00:00 | t/p | 14 | 0.10 | 166.064 | 165.224 | 166.064 | 89.57 | 10606.67 |
| 50 | 2024.05.07 00:00 | t/p | 15 | 0.10 | 166.064 | 165.224 | 166.064 | 26.92 | 10633.59 |
| 51 | 2024.06.04 11:00 | buy | 16 | 0.10 | 168.379 | 0.000 | 0.000 | ||
| 52 | 2024.06.04 11:00 | modify | 16 | 0.10 | 168.379 | 167.079 | 169.779 | ||
| 53 | 2024.06.05 03:00 | buy | 17 | 0.10 | 169.242 | 0.000 | 0.000 | ||
| 54 | 2024.06.05 03:00 | modify | 17 | 0.10 | 169.242 | 168.939 | 169.779 | ||
| 55 | 2024.06.05 03:00 | modify | 16 | 0.10 | 168.379 | 168.939 | 169.779 | ||
| 56 | 2024.06.05 08:00 | t/p | 16 | 0.10 | 169.779 | 168.939 | 169.779 | 88.53 | 10722.11 |
| 57 | 2024.06.05 08:00 | t/p | 17 | 0.10 | 169.779 | 168.939 | 169.779 | 33.76 | 10755.87 |