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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6500 | Ticks modelled | 42373570 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 256.65 | Gross profit | 591.45 | Gross loss | -334.80 |
| Profit factor | 1.77 | Expected payoff | 8.55 | ||
| Absolute drawdown | 175.84 | Maximal drawdown | 272.04 (2.69%) | Relative drawdown | 2.69% (272.04) |
| Total trades | 30 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 15 (50.00%) | Loss trades (% of total) | 15 (50.00%) | ||
| Largest | profit trade | 89.00 | loss trade | -81.70 | |
| Average | profit trade | 39.43 | loss trade | -22.32 | |
| Maximum | consecutive wins (profit in money) | 8 (387.87) | consecutive losses (loss in money) | 3 (-108.17) | |
| Maximal | consecutive profit (count of wins) | 387.87 (8) | consecutive loss (count of losses) | -108.17 (3) | |
| Average | consecutive wins | 2 | 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 | 2023.07.21 12:32 | sell | 2 | 0.10 | 157.217 | 0.000 | 0.000 | ||
| 4 | 2023.07.21 12:32 | modify | 2 | 0.10 | 157.217 | 157.711 | 156.521 | ||
| 5 | 2023.07.21 12:32 | modify | 1 | 0.10 | 157.921 | 157.711 | 156.521 | ||
| 6 | 2023.07.21 18:00 | s/l | 1 | 0.10 | 157.711 | 157.711 | 156.521 | 13.20 | 10013.20 |
| 7 | 2023.07.21 18:00 | s/l | 2 | 0.10 | 157.711 | 157.711 | 156.521 | -31.05 | 9982.15 |
| 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 03:30 | buy | 4 | 0.10 | 154.149 | 0.000 | 0.000 | ||
| 11 | 2023.07.28 03:30 | modify | 4 | 0.10 | 154.149 | 153.634 | 154.824 | ||
| 12 | 2023.07.28 03:30 | modify | 3 | 0.10 | 153.424 | 153.634 | 154.824 | ||
| 13 | 2023.07.28 03:30 | buy | 5 | 0.10 | 154.273 | 0.000 | 0.000 | ||
| 14 | 2023.07.28 03:30 | modify | 5 | 0.10 | 154.273 | 153.984 | 154.824 | ||
| 15 | 2023.07.28 03:30 | modify | 4 | 0.10 | 154.149 | 153.984 | 154.824 | ||
| 16 | 2023.07.28 03:30 | modify | 3 | 0.10 | 153.424 | 153.984 | 154.824 | ||
| 17 | 2023.07.28 03:30 | s/l | 3 | 0.10 | 153.984 | 153.984 | 154.824 | 35.72 | 10017.87 |
| 18 | 2023.07.28 03:30 | s/l | 4 | 0.10 | 153.984 | 153.984 | 154.824 | -10.38 | 10007.49 |
| 19 | 2023.07.28 03:30 | s/l | 5 | 0.10 | 153.984 | 153.984 | 154.824 | -18.17 | 9989.32 |
| 20 | 2023.10.31 10:00 | sell | 6 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 21 | 2023.10.31 10:00 | modify | 6 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 22 | 2023.10.31 13:53 | sell | 7 | 0.10 | 160.041 | 0.000 | 0.000 | ||
| 23 | 2023.10.31 13:53 | modify | 7 | 0.10 | 160.041 | 160.532 | 159.342 | ||
| 24 | 2023.10.31 13:53 | modify | 6 | 0.10 | 160.742 | 160.532 | 159.342 | ||
| 25 | 2023.10.31 17:08 | sell | 8 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 26 | 2023.10.31 17:08 | modify | 8 | 0.10 | 159.902 | 160.182 | 159.342 | ||
| 27 | 2023.10.31 17:08 | modify | 7 | 0.10 | 160.041 | 160.182 | 159.342 | ||
| 28 | 2023.10.31 17:08 | modify | 6 | 0.10 | 160.742 | 160.182 | 159.342 | ||
| 29 | 2023.10.31 17:34 | s/l | 6 | 0.10 | 160.182 | 160.182 | 159.342 | 35.19 | 10024.51 |
| 30 | 2023.10.31 17:34 | s/l | 7 | 0.10 | 160.182 | 160.182 | 159.342 | -8.87 | 10015.64 |
| 31 | 2023.10.31 17:34 | s/l | 8 | 0.10 | 160.182 | 160.182 | 159.342 | -17.60 | 9998.04 |
| 32 | 2023.12.07 09:00 | buy | 9 | 0.10 | 156.773 | 0.000 | 0.000 | ||
| 33 | 2023.12.07 09:00 | modify | 9 | 0.10 | 156.773 | 155.473 | 158.173 | ||
| 34 | 2023.12.07 15:50 | s/l | 9 | 0.10 | 155.473 | 155.473 | 158.173 | -81.70 | 9916.34 |
| 35 | 2023.12.07 18:00 | buy | 10 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 36 | 2023.12.07 18:00 | modify | 10 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 37 | 2023.12.07 22:30 | buy | 11 | 0.10 | 155.658 | 0.000 | 0.000 | ||
| 38 | 2023.12.07 22:30 | modify | 11 | 0.10 | 155.658 | 155.167 | 156.357 | ||
| 39 | 2023.12.07 22:30 | modify | 10 | 0.10 | 154.957 | 155.167 | 156.357 | ||
| 40 | 2023.12.08 00:16 | s/l | 10 | 0.10 | 155.167 | 155.167 | 156.357 | 13.72 | 9930.06 |
| 41 | 2023.12.08 00:16 | s/l | 11 | 0.10 | 155.167 | 155.167 | 156.357 | -30.34 | 9899.72 |
| 42 | 2023.12.13 23:00 | buy | 12 | 0.10 | 155.081 | 0.000 | 0.000 | ||
| 43 | 2023.12.13 23:00 | modify | 12 | 0.10 | 155.081 | 153.781 | 156.481 | ||
| 44 | 2023.12.14 14:18 | buy | 13 | 0.10 | 155.783 | 0.000 | 0.000 | ||
| 45 | 2023.12.14 14:18 | modify | 13 | 0.10 | 155.783 | 155.291 | 156.481 | ||
| 46 | 2023.12.14 14:18 | modify | 12 | 0.10 | 155.081 | 155.291 | 156.481 | ||
| 47 | 2023.12.14 15:35 | buy | 14 | 0.10 | 155.921 | 0.000 | 0.000 | ||
| 48 | 2023.12.14 15:35 | modify | 14 | 0.10 | 155.921 | 155.641 | 156.481 | ||
| 49 | 2023.12.14 15:35 | modify | 13 | 0.10 | 155.783 | 155.641 | 156.481 | ||
| 50 | 2023.12.14 15:35 | modify | 12 | 0.10 | 155.081 | 155.641 | 156.481 | ||
| 51 | 2023.12.14 16:18 | s/l | 12 | 0.10 | 155.641 | 155.641 | 156.481 | 36.76 | 9936.48 |
| 52 | 2023.12.14 16:18 | s/l | 13 | 0.10 | 155.641 | 155.641 | 156.481 | -8.92 | 9927.56 |
| 53 | 2023.12.14 16:18 | s/l | 14 | 0.10 | 155.641 | 155.641 | 156.481 | -17.60 | 9909.96 |
| 54 | 2023.12.19 09:00 | sell | 15 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 55 | 2023.12.19 09:00 | modify | 15 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 56 | 2023.12.20 04:14 | sell | 16 | 0.10 | 157.504 | 0.000 | 0.000 | ||
| 57 | 2023.12.20 04:14 | modify | 16 | 0.10 | 157.504 | 157.999 | 156.809 | ||
| 58 | 2023.12.20 04:14 | modify | 15 | 0.10 | 158.209 | 157.999 | 156.809 | ||
| 59 | 2023.12.20 04:41 | sell | 17 | 0.10 | 157.363 | 0.000 | 0.000 | ||
| 60 | 2023.12.20 04:41 | modify | 17 | 0.10 | 157.363 | 157.649 | 156.809 | ||
| 61 | 2023.12.20 04:41 | modify | 16 | 0.10 | 157.504 | 157.649 | 156.809 | ||
| 62 | 2023.12.20 04:41 | modify | 15 | 0.10 | 158.209 | 157.649 | 156.809 | ||
| 63 | 2023.12.20 07:07 | sell | 18 | 0.10 | 157.228 | 0.000 | 0.000 | ||
| 64 | 2023.12.20 07:07 | modify | 18 | 0.10 | 157.228 | 157.649 | 156.809 | ||
| 65 | 2023.12.20 15:58 | s/l | 15 | 0.10 | 157.649 | 157.649 | 156.809 | 33.82 | 9943.77 |
| 66 | 2023.12.20 15:58 | s/l | 16 | 0.10 | 157.649 | 157.649 | 156.809 | -9.12 | 9934.65 |
| 67 | 2023.12.20 15:58 | s/l | 17 | 0.10 | 157.649 | 157.649 | 156.809 | -17.98 | 9916.67 |
| 68 | 2023.12.20 15:58 | s/l | 18 | 0.10 | 157.649 | 157.649 | 156.809 | -26.46 | 9890.21 |
| 69 | 2024.04.29 02:00 | sell | 19 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 70 | 2024.04.29 02:00 | modify | 19 | 0.10 | 170.515 | 171.815 | 169.115 | ||
| 71 | 2024.04.29 04:05 | sell | 20 | 0.10 | 169.797 | 0.000 | 0.000 | ||
| 72 | 2024.04.29 04:05 | modify | 20 | 0.10 | 169.797 | 170.305 | 169.115 | ||
| 73 | 2024.04.29 04:05 | modify | 19 | 0.10 | 170.515 | 170.305 | 169.115 | ||
| 74 | 2024.04.29 04:05 | sell | 21 | 0.10 | 169.654 | 0.000 | 0.000 | ||
| 75 | 2024.04.29 04:05 | modify | 21 | 0.10 | 169.654 | 169.955 | 169.115 | ||
| 76 | 2024.04.29 04:05 | modify | 20 | 0.10 | 169.797 | 169.955 | 169.115 | ||
| 77 | 2024.04.29 04:05 | modify | 19 | 0.10 | 170.515 | 169.955 | 169.115 | ||
| 78 | 2024.04.29 04:05 | sell | 22 | 0.10 | 169.513 | 0.000 | 0.000 | ||
| 79 | 2024.04.29 04:05 | modify | 22 | 0.10 | 169.513 | 169.955 | 169.115 | ||
| 80 | 2024.04.29 04:06 | s/l | 19 | 0.10 | 169.955 | 169.955 | 169.115 | 35.18 | 9925.39 |
| 81 | 2024.04.29 04:06 | s/l | 20 | 0.10 | 169.955 | 169.955 | 169.115 | -9.93 | 9915.46 |
| 82 | 2024.04.29 04:06 | s/l | 21 | 0.10 | 169.955 | 169.955 | 169.115 | -18.91 | 9896.55 |
| 83 | 2024.04.29 04:06 | s/l | 22 | 0.10 | 169.955 | 169.955 | 169.115 | -27.77 | 9868.78 |
| 84 | 2024.05.02 16:00 | buy | 23 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 85 | 2024.05.02 16:00 | modify | 23 | 0.10 | 164.664 | 163.364 | 166.064 | ||
| 86 | 2024.05.05 23:58 | buy | 24 | 0.10 | 165.366 | 0.000 | 0.000 | ||
| 87 | 2024.05.05 23:58 | modify | 24 | 0.10 | 165.366 | 164.874 | 166.064 | ||
| 88 | 2024.05.05 23:58 | modify | 23 | 0.10 | 164.664 | 164.874 | 166.064 | ||
| 89 | 2024.05.06 02:05 | buy | 25 | 0.10 | 165.504 | 0.000 | 0.000 | ||
| 90 | 2024.05.06 02:05 | modify | 25 | 0.10 | 165.504 | 165.224 | 166.064 | ||
| 91 | 2024.05.06 02:05 | modify | 24 | 0.10 | 165.366 | 165.224 | 166.064 | ||
| 92 | 2024.05.06 02:05 | modify | 23 | 0.10 | 164.664 | 165.224 | 166.064 | ||
| 93 | 2024.05.06 03:27 | buy | 26 | 0.10 | 165.655 | 0.000 | 0.000 | ||
| 94 | 2024.05.06 03:27 | modify | 26 | 0.10 | 165.655 | 165.224 | 166.064 | ||
| 95 | 2024.05.06 23:18 | t/p | 23 | 0.10 | 166.064 | 165.224 | 166.064 | 89.00 | 9957.78 |
| 96 | 2024.05.06 23:18 | t/p | 24 | 0.10 | 166.064 | 165.224 | 166.064 | 44.38 | 10002.16 |
| 97 | 2024.05.06 23:18 | t/p | 25 | 0.10 | 166.064 | 165.224 | 166.064 | 35.19 | 10037.35 |
| 98 | 2024.05.06 23:18 | t/p | 26 | 0.10 | 166.064 | 165.224 | 166.064 | 25.70 | 10063.05 |
| 99 | 2024.06.04 11:00 | buy | 27 | 0.10 | 168.379 | 0.000 | 0.000 | ||
| 100 | 2024.06.04 11:00 | modify | 27 | 0.10 | 168.379 | 167.079 | 169.779 | ||
| 101 | 2024.06.05 00:14 | buy | 28 | 0.10 | 169.082 | 0.000 | 0.000 | ||
| 102 | 2024.06.05 00:14 | modify | 28 | 0.10 | 169.082 | 168.589 | 169.779 | ||
| 103 | 2024.06.05 00:14 | modify | 27 | 0.10 | 168.379 | 168.589 | 169.779 | ||
| 104 | 2024.06.05 02:01 | buy | 29 | 0.10 | 169.222 | 0.000 | 0.000 | ||
| 105 | 2024.06.05 02:01 | modify | 29 | 0.10 | 169.222 | 168.939 | 169.779 | ||
| 106 | 2024.06.05 02:01 | modify | 28 | 0.10 | 169.082 | 168.939 | 169.779 | ||
| 107 | 2024.06.05 02:01 | modify | 27 | 0.10 | 168.379 | 168.939 | 169.779 | ||
| 108 | 2024.06.05 05:03 | buy | 30 | 0.10 | 169.360 | 0.000 | 0.000 | ||
| 109 | 2024.06.05 05:03 | modify | 30 | 0.10 | 169.360 | 168.939 | 169.779 | ||
| 110 | 2024.06.05 07:42 | t/p | 27 | 0.10 | 169.779 | 168.939 | 169.779 | 88.48 | 10151.53 |
| 111 | 2024.06.05 07:42 | t/p | 28 | 0.10 | 169.779 | 168.939 | 169.779 | 43.79 | 10195.32 |
| 112 | 2024.06.05 07:42 | t/p | 29 | 0.10 | 169.779 | 168.939 | 169.779 | 35.00 | 10230.32 |
| 113 | 2024.06.05 07:42 | t/p | 30 | 0.10 | 169.779 | 168.939 | 169.779 | 26.33 | 10256.65 |