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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 156692 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1108.74 | Gross profit | 1278.48 | Gross loss | -169.74 |
| Profit factor | 7.53 | Expected payoff | 36.96 | ||
| Absolute drawdown | 20.23 | Maximal drawdown | 242.55 (2.27%) | Relative drawdown | 2.27% (242.55) |
| Total trades | 30 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 19 (89.47%) |
| Profit trades (% of total) | 25 (83.33%) | Loss trades (% of total) | 5 (16.67%) | ||
| Largest | profit trade | 90.10 | loss trade | -81.73 | |
| Average | profit trade | 51.14 | loss trade | -33.95 | |
| Maximum | consecutive wins (profit in money) | 12 (630.47) | consecutive losses (loss in money) | 3 (-56.78) | |
| Maximal | consecutive profit (count of wins) | 630.47 (12) | consecutive loss (count of losses) | -81.73 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | 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 02:20 | sell | 2 | 0.10 | 157.199 | 0.000 | 0.000 | ||
| 4 | 2023.07.24 02:20 | modify | 2 | 0.10 | 157.199 | 157.711 | 156.521 | ||
| 5 | 2023.07.24 02:20 | modify | 1 | 0.10 | 157.921 | 157.711 | 156.521 | ||
| 6 | 2023.07.24 09:02 | t/p | 1 | 0.10 | 156.521 | 157.711 | 156.521 | 86.63 | 10086.63 |
| 7 | 2023.07.24 09:02 | t/p | 2 | 0.10 | 156.521 | 157.711 | 156.521 | 42.62 | 10129.25 |
| 8 | 2023.07.27 18:00 | buy | 3 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 9 | 2023.07.27 18:00 | modify | 3 | 0.10 | 153.424 | 152.124 | 154.824 | ||
| 10 | 2023.07.28 03:37 | t/p | 3 | 0.10 | 154.824 | 152.124 | 154.824 | 88.53 | 10217.78 |
| 11 | 2023.10.31 10:00 | sell | 4 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 12 | 2023.10.31 10:00 | modify | 4 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 13 | 2023.10.31 13:50 | sell | 5 | 0.10 | 160.038 | 0.000 | 0.000 | ||
| 14 | 2023.10.31 13:50 | modify | 5 | 0.10 | 160.038 | 160.532 | 159.342 | ||
| 15 | 2023.10.31 13:50 | modify | 4 | 0.10 | 160.742 | 160.532 | 159.342 | ||
| 16 | 2023.11.01 02:10 | sell | 6 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 17 | 2023.11.01 02:10 | modify | 6 | 0.10 | 159.882 | 160.182 | 159.342 | ||
| 18 | 2023.11.01 02:10 | modify | 5 | 0.10 | 160.038 | 160.182 | 159.342 | ||
| 19 | 2023.11.01 02:10 | modify | 4 | 0.10 | 160.742 | 160.182 | 159.342 | ||
| 20 | 2023.11.01 08:32 | sell | 7 | 0.10 | 159.759 | 0.000 | 0.000 | ||
| 21 | 2023.11.01 08:32 | modify | 7 | 0.10 | 159.759 | 160.182 | 159.342 | ||
| 22 | 2023.11.01 13:15 | t/p | 4 | 0.10 | 159.342 | 160.182 | 159.342 | 86.64 | 10304.41 |
| 23 | 2023.11.01 13:15 | t/p | 5 | 0.10 | 159.342 | 160.182 | 159.342 | 42.38 | 10346.79 |
| 24 | 2023.11.01 13:15 | t/p | 6 | 0.10 | 159.342 | 160.182 | 159.342 | 33.94 | 10380.73 |
| 25 | 2023.11.01 13:15 | t/p | 7 | 0.10 | 159.342 | 160.182 | 159.342 | 26.21 | 10406.94 |
| 26 | 2023.12.07 09:00 | buy | 8 | 0.10 | 156.773 | 0.000 | 0.000 | ||
| 27 | 2023.12.07 09:00 | modify | 8 | 0.10 | 156.773 | 155.473 | 158.173 | ||
| 28 | 2023.12.07 15:45 | s/l | 8 | 0.10 | 155.473 | 155.473 | 158.173 | -81.73 | 10325.21 |
| 29 | 2023.12.07 18:00 | buy | 9 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 30 | 2023.12.07 18:00 | modify | 9 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 31 | 2023.12.07 22:40 | buy | 10 | 0.10 | 155.672 | 0.000 | 0.000 | ||
| 32 | 2023.12.07 22:40 | modify | 10 | 0.10 | 155.672 | 155.167 | 156.357 | ||
| 33 | 2023.12.07 22:40 | modify | 9 | 0.10 | 154.957 | 155.167 | 156.357 | ||
| 34 | 2023.12.08 00:15 | s/l | 9 | 0.10 | 155.167 | 155.167 | 156.357 | 13.73 | 10338.94 |
| 35 | 2023.12.08 00:15 | s/l | 10 | 0.10 | 155.167 | 155.167 | 156.357 | -31.23 | 10307.71 |
| 36 | 2023.12.13 23:00 | buy | 11 | 0.10 | 155.081 | 0.000 | 0.000 | ||
| 37 | 2023.12.13 23:00 | modify | 11 | 0.10 | 155.081 | 153.781 | 156.481 | ||
| 38 | 2023.12.14 14:50 | buy | 12 | 0.10 | 155.809 | 0.000 | 0.000 | ||
| 39 | 2023.12.14 14:50 | modify | 12 | 0.10 | 155.809 | 155.291 | 156.481 | ||
| 40 | 2023.12.14 14:50 | modify | 11 | 0.10 | 155.081 | 155.291 | 156.481 | ||
| 41 | 2023.12.14 17:20 | buy | 13 | 0.10 | 155.935 | 0.000 | 0.000 | ||
| 42 | 2023.12.14 17:20 | modify | 13 | 0.10 | 155.935 | 155.641 | 156.481 | ||
| 43 | 2023.12.14 17:20 | modify | 12 | 0.10 | 155.809 | 155.641 | 156.481 | ||
| 44 | 2023.12.14 17:20 | modify | 11 | 0.10 | 155.081 | 155.641 | 156.481 | ||
| 45 | 2023.12.14 19:50 | buy | 14 | 0.10 | 156.079 | 0.000 | 0.000 | ||
| 46 | 2023.12.14 19:50 | modify | 14 | 0.10 | 156.079 | 155.641 | 156.481 | ||
| 47 | 2023.12.15 00:07 | t/p | 11 | 0.10 | 156.481 | 155.641 | 156.481 | 90.10 | 10397.80 |
| 48 | 2023.12.15 00:07 | t/p | 12 | 0.10 | 156.481 | 155.641 | 156.481 | 42.77 | 10440.57 |
| 49 | 2023.12.15 00:07 | t/p | 13 | 0.10 | 156.481 | 155.641 | 156.481 | 34.85 | 10475.42 |
| 50 | 2023.12.15 00:07 | t/p | 14 | 0.10 | 156.481 | 155.641 | 156.481 | 25.80 | 10501.22 |
| 51 | 2023.12.19 09:00 | sell | 15 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 52 | 2023.12.19 09:00 | modify | 15 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 53 | 2023.12.20 04:15 | sell | 16 | 0.10 | 157.483 | 0.000 | 0.000 | ||
| 54 | 2023.12.20 04:15 | modify | 16 | 0.10 | 157.483 | 157.999 | 156.809 | ||
| 55 | 2023.12.20 04:15 | modify | 15 | 0.10 | 158.209 | 157.999 | 156.809 | ||
| 56 | 2023.12.20 07:10 | sell | 17 | 0.10 | 157.341 | 0.000 | 0.000 | ||
| 57 | 2023.12.20 07:10 | modify | 17 | 0.10 | 157.341 | 157.649 | 156.809 | ||
| 58 | 2023.12.20 07:10 | modify | 16 | 0.10 | 157.483 | 157.649 | 156.809 | ||
| 59 | 2023.12.20 07:10 | modify | 15 | 0.10 | 158.209 | 157.649 | 156.809 | ||
| 60 | 2023.12.20 10:05 | sell | 18 | 0.10 | 157.220 | 0.000 | 0.000 | ||
| 61 | 2023.12.20 10:05 | modify | 18 | 0.10 | 157.220 | 157.649 | 156.809 | ||
| 62 | 2023.12.20 15:50 | s/l | 15 | 0.10 | 157.649 | 157.649 | 156.809 | 33.83 | 10535.05 |
| 63 | 2023.12.20 15:50 | s/l | 16 | 0.10 | 157.649 | 157.649 | 156.809 | -10.44 | 10524.61 |
| 64 | 2023.12.20 15:50 | s/l | 17 | 0.10 | 157.649 | 157.649 | 156.809 | -19.37 | 10505.24 |
| 65 | 2023.12.20 15:50 | s/l | 18 | 0.10 | 157.649 | 157.649 | 156.809 | -26.97 | 10478.27 |
| 66 | 2024.04.29 02:00 | sell | 19 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 67 | 2024.04.29 02:00 | modify | 19 | 0.10 | 170.515 | 171.815 | 169.115 | ||
| 68 | 2024.04.29 04:15 | t/p | 19 | 0.10 | 169.115 | 171.815 | 169.115 | 88.01 | 10566.28 |
| 69 | 2024.05.01 21:00 | buy | 20 | 0.10 | 165.612 | 0.000 | 0.000 | ||
| 70 | 2024.05.01 21:00 | modify | 20 | 0.10 | 165.612 | 164.312 | 167.012 | ||
| 71 | 2024.05.01 22:27 | buy | 21 | 0.10 | 166.338 | 0.000 | 0.000 | ||
| 72 | 2024.05.01 22:27 | modify | 21 | 0.10 | 166.338 | 165.822 | 167.012 | ||
| 73 | 2024.05.01 22:27 | modify | 20 | 0.10 | 165.612 | 165.822 | 167.012 | ||
| 74 | 2024.05.01 22:50 | buy | 22 | 0.10 | 166.612 | 0.000 | 0.000 | ||
| 75 | 2024.05.01 22:50 | modify | 22 | 0.10 | 166.612 | 166.172 | 167.012 | ||
| 76 | 2024.05.01 22:50 | modify | 21 | 0.10 | 166.338 | 166.172 | 167.012 | ||
| 77 | 2024.05.01 22:50 | modify | 20 | 0.10 | 165.612 | 166.172 | 167.012 | ||
| 78 | 2024.05.02 00:20 | t/p | 20 | 0.10 | 167.012 | 166.172 | 167.012 | 89.58 | 10655.85 |
| 79 | 2024.05.02 00:20 | t/p | 21 | 0.10 | 167.012 | 166.172 | 167.012 | 43.93 | 10699.78 |
| 80 | 2024.05.02 00:20 | t/p | 22 | 0.10 | 167.012 | 166.172 | 167.012 | 26.71 | 10726.49 |
| 81 | 2024.05.02 16:00 | buy | 23 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 82 | 2024.05.02 16:00 | modify | 23 | 0.10 | 164.664 | 163.364 | 166.064 | ||
| 83 | 2024.05.05 23:46 | buy | 24 | 0.10 | 165.376 | 0.000 | 0.000 | ||
| 84 | 2024.05.05 23:46 | modify | 24 | 0.10 | 165.376 | 164.874 | 166.064 | ||
| 85 | 2024.05.05 23:46 | modify | 23 | 0.10 | 164.664 | 164.874 | 166.064 | ||
| 86 | 2024.05.06 02:15 | buy | 25 | 0.10 | 165.526 | 0.000 | 0.000 | ||
| 87 | 2024.05.06 02:15 | modify | 25 | 0.10 | 165.526 | 165.224 | 166.064 | ||
| 88 | 2024.05.06 02:15 | modify | 24 | 0.10 | 165.376 | 165.224 | 166.064 | ||
| 89 | 2024.05.06 02:15 | modify | 23 | 0.10 | 164.664 | 165.224 | 166.064 | ||
| 90 | 2024.05.06 04:40 | buy | 26 | 0.10 | 165.673 | 0.000 | 0.000 | ||
| 91 | 2024.05.06 04:40 | modify | 26 | 0.10 | 165.673 | 165.224 | 166.064 | ||
| 92 | 2024.05.06 23:20 | t/p | 23 | 0.10 | 166.064 | 165.224 | 166.064 | 89.06 | 10815.55 |
| 93 | 2024.05.06 23:20 | t/p | 24 | 0.10 | 166.064 | 165.224 | 166.064 | 43.77 | 10859.32 |
| 94 | 2024.05.06 23:20 | t/p | 25 | 0.10 | 166.064 | 165.224 | 166.064 | 33.82 | 10893.14 |
| 95 | 2024.05.06 23:20 | t/p | 26 | 0.10 | 166.064 | 165.224 | 166.064 | 24.58 | 10917.72 |
| 96 | 2024.06.04 11:00 | buy | 27 | 0.10 | 168.379 | 0.000 | 0.000 | ||
| 97 | 2024.06.04 11:00 | modify | 27 | 0.10 | 168.379 | 167.079 | 169.779 | ||
| 98 | 2024.06.05 00:25 | buy | 28 | 0.10 | 169.100 | 0.000 | 0.000 | ||
| 99 | 2024.06.05 00:25 | modify | 28 | 0.10 | 169.100 | 168.589 | 169.779 | ||
| 100 | 2024.06.05 00:25 | modify | 27 | 0.10 | 168.379 | 168.589 | 169.779 | ||
| 101 | 2024.06.05 02:15 | buy | 29 | 0.10 | 169.225 | 0.000 | 0.000 | ||
| 102 | 2024.06.05 02:15 | modify | 29 | 0.10 | 169.225 | 168.939 | 169.779 | ||
| 103 | 2024.06.05 02:15 | modify | 28 | 0.10 | 169.100 | 168.939 | 169.779 | ||
| 104 | 2024.06.05 02:15 | modify | 27 | 0.10 | 168.379 | 168.939 | 169.779 | ||
| 105 | 2024.06.05 05:02 | buy | 30 | 0.10 | 169.382 | 0.000 | 0.000 | ||
| 106 | 2024.06.05 05:02 | modify | 30 | 0.10 | 169.382 | 168.939 | 169.779 | ||
| 107 | 2024.06.05 07:45 | t/p | 27 | 0.10 | 169.779 | 168.939 | 169.779 | 88.54 | 11006.26 |
| 108 | 2024.06.05 07:45 | t/p | 28 | 0.10 | 169.779 | 168.939 | 169.779 | 42.69 | 11048.95 |
| 109 | 2024.06.05 07:45 | t/p | 29 | 0.10 | 169.779 | 168.939 | 169.779 | 34.83 | 11083.78 |
| 110 | 2024.06.05 07:45 | t/p | 30 | 0.10 | 169.779 | 168.939 | 169.779 | 24.96 | 11108.74 |