Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 7218 | Ticks modelled | 13436 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1058.02 | Gross profit | 1845.96 | Gross loss | -787.94 |
| Profit factor | 2.34 | Expected payoff | 30.23 | ||
| Absolute drawdown | 21.19 | Maximal drawdown | 367.17 (3.43%) | Relative drawdown | 3.43% (367.17) |
| Total trades | 35 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 24 (70.83%) |
| Profit trades (% of total) | 24 (68.57%) | Loss trades (% of total) | 11 (31.43%) | ||
| Largest | profit trade | 109.19 | loss trade | -101.43 | |
| Average | profit trade | 76.92 | loss trade | -71.63 | |
| Maximum | consecutive wins (profit in money) | 6 (512.98) | consecutive losses (loss in money) | 5 (-269.34) | |
| Maximal | consecutive profit (count of wins) | 512.98 (6) | consecutive loss (count of losses) | -269.34 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.11 04:00 | buy | 1 | 0.10 | 157.074 | 0.000 | 0.000 | ||
| 2 | 2023.09.11 04:00 | modify | 1 | 0.10 | 157.074 | 155.774 | 158.574 | ||
| 3 | 2023.09.12 17:00 | buy | 2 | 0.10 | 157.844 | 0.000 | 0.000 | ||
| 4 | 2023.09.12 17:00 | modify | 2 | 0.10 | 157.844 | 157.149 | 158.574 | ||
| 5 | 2023.09.12 17:00 | modify | 1 | 0.10 | 157.074 | 157.149 | 158.574 | ||
| 6 | 2023.09.13 02:00 | t/p | 1 | 0.10 | 158.574 | 157.149 | 158.574 | 107.73 | 10107.73 |
| 7 | 2023.09.13 02:00 | t/p | 2 | 0.10 | 158.574 | 157.149 | 158.574 | 52.44 | 10160.17 |
| 8 | 2023.12.08 01:00 | buy | 3 | 0.10 | 154.637 | 0.000 | 0.000 | ||
| 9 | 2023.12.08 01:00 | modify | 3 | 0.10 | 154.637 | 153.337 | 156.137 | ||
| 10 | 2023.12.08 16:00 | buy | 4 | 0.10 | 155.634 | 0.000 | 0.000 | ||
| 11 | 2023.12.08 16:00 | modify | 4 | 0.10 | 155.634 | 155.162 | 156.137 | ||
| 12 | 2023.12.08 16:00 | modify | 3 | 0.10 | 154.637 | 155.162 | 156.137 | ||
| 13 | 2023.12.11 00:00 | t/p | 3 | 0.10 | 156.137 | 155.162 | 156.137 | 107.00 | 10267.18 |
| 14 | 2023.12.11 00:00 | t/p | 4 | 0.10 | 156.137 | 155.162 | 156.137 | 36.36 | 10303.54 |
| 15 | 2023.12.11 01:00 | sell | 5 | 0.10 | 156.567 | 0.000 | 0.000 | ||
| 16 | 2023.12.11 01:00 | modify | 5 | 0.10 | 156.567 | 157.867 | 155.067 | ||
| 17 | 2023.12.13 23:00 | t/p | 5 | 0.10 | 155.067 | 157.867 | 155.067 | 103.17 | 10406.71 |
| 18 | 2023.12.15 00:00 | sell | 6 | 0.10 | 156.412 | 0.000 | 0.000 | ||
| 19 | 2023.12.15 00:00 | modify | 6 | 0.10 | 156.412 | 157.712 | 154.912 | ||
| 20 | 2023.12.15 14:00 | t/p | 6 | 0.10 | 154.912 | 157.712 | 154.912 | 106.27 | 10512.98 |
| 21 | 2023.12.19 03:00 | sell | 7 | 0.10 | 156.899 | 0.000 | 0.000 | ||
| 22 | 2023.12.19 03:00 | modify | 7 | 0.10 | 156.899 | 158.199 | 155.399 | ||
| 23 | 2023.12.19 09:00 | s/l | 7 | 0.10 | 158.199 | 158.199 | 155.399 | -92.10 | 10420.88 |
| 24 | 2023.12.21 03:00 | buy | 8 | 0.10 | 156.496 | 0.000 | 0.000 | ||
| 25 | 2023.12.21 03:00 | modify | 8 | 0.10 | 156.496 | 155.196 | 157.996 | ||
| 26 | 2023.12.26 17:00 | buy | 9 | 0.10 | 157.251 | 0.000 | 0.000 | ||
| 27 | 2023.12.26 17:00 | modify | 9 | 0.10 | 157.251 | 156.571 | 157.996 | ||
| 28 | 2023.12.26 17:00 | modify | 8 | 0.10 | 156.496 | 156.571 | 157.996 | ||
| 29 | 2023.12.27 15:00 | t/p | 8 | 0.10 | 157.996 | 156.571 | 157.996 | 109.19 | 10530.07 |
| 30 | 2023.12.27 15:00 | t/p | 9 | 0.10 | 157.996 | 156.571 | 157.996 | 53.51 | 10583.59 |
| 31 | 2024.02.29 03:00 | buy | 10 | 0.10 | 162.344 | 0.000 | 0.000 | ||
| 32 | 2024.02.29 03:00 | modify | 10 | 0.10 | 162.344 | 161.044 | 163.844 | ||
| 33 | 2024.03.04 07:00 | buy | 11 | 0.10 | 163.119 | 0.000 | 0.000 | ||
| 34 | 2024.03.04 07:00 | modify | 11 | 0.10 | 163.119 | 162.419 | 163.844 | ||
| 35 | 2024.03.04 07:00 | modify | 10 | 0.10 | 162.344 | 162.419 | 163.844 | ||
| 36 | 2024.03.04 12:00 | buy | 12 | 0.10 | 163.332 | 0.000 | 0.000 | ||
| 37 | 2024.03.04 12:00 | modify | 12 | 0.10 | 163.332 | 162.869 | 163.844 | ||
| 38 | 2024.03.04 12:00 | modify | 11 | 0.10 | 163.119 | 162.869 | 163.844 | ||
| 39 | 2024.03.04 12:00 | modify | 10 | 0.10 | 162.344 | 162.869 | 163.844 | ||
| 40 | 2024.03.04 14:00 | buy | 13 | 0.10 | 163.256 | 0.000 | 0.000 | ||
| 41 | 2024.03.04 14:00 | modify | 13 | 0.10 | 163.256 | 162.719 | 163.844 | ||
| 42 | 2024.03.04 15:00 | modify | 13 | 0.10 | 163.256 | 162.869 | 163.844 | ||
| 43 | 2024.03.05 14:00 | s/l | 10 | 0.10 | 162.869 | 162.869 | 163.844 | 39.37 | 10622.96 |
| 44 | 2024.03.05 14:00 | s/l | 11 | 0.10 | 162.869 | 162.869 | 163.844 | -17.00 | 10605.97 |
| 45 | 2024.03.05 14:00 | s/l | 12 | 0.10 | 162.869 | 162.869 | 163.844 | -32.09 | 10573.88 |
| 46 | 2024.03.05 14:00 | s/l | 13 | 0.10 | 162.869 | 162.869 | 163.844 | -26.71 | 10547.18 |
| 47 | 2024.03.07 02:00 | buy | 14 | 0.10 | 161.987 | 0.000 | 0.000 | ||
| 48 | 2024.03.07 02:00 | modify | 14 | 0.10 | 161.987 | 160.687 | 163.487 | ||
| 49 | 2024.03.07 14:00 | s/l | 14 | 0.10 | 160.687 | 160.687 | 163.487 | -92.12 | 10455.06 |
| 50 | 2024.03.12 03:00 | sell | 15 | 0.10 | 161.224 | 0.000 | 0.000 | ||
| 51 | 2024.03.12 03:00 | modify | 15 | 0.10 | 161.224 | 162.524 | 159.724 | ||
| 52 | 2024.03.18 01:00 | s/l | 15 | 0.10 | 162.524 | 162.524 | 159.724 | -101.43 | 10353.62 |
| 53 | 2024.04.05 01:00 | buy | 16 | 0.10 | 163.636 | 0.000 | 0.000 | ||
| 54 | 2024.04.05 01:00 | modify | 16 | 0.10 | 163.636 | 162.336 | 165.136 | ||
| 55 | 2024.04.08 03:00 | buy | 17 | 0.10 | 164.556 | 0.000 | 0.000 | ||
| 56 | 2024.04.08 03:00 | modify | 17 | 0.10 | 164.556 | 164.011 | 165.136 | ||
| 57 | 2024.04.08 03:00 | modify | 16 | 0.10 | 163.636 | 164.011 | 165.136 | ||
| 58 | 2024.04.09 13:00 | t/p | 16 | 0.10 | 165.136 | 164.011 | 165.136 | 107.74 | 10461.36 |
| 59 | 2024.04.09 13:00 | t/p | 17 | 0.10 | 165.136 | 164.011 | 165.136 | 41.82 | 10503.19 |
| 60 | 2024.04.19 02:00 | buy | 18 | 0.10 | 163.803 | 0.000 | 0.000 | ||
| 61 | 2024.04.19 02:00 | modify | 18 | 0.10 | 163.803 | 162.503 | 165.303 | ||
| 62 | 2024.04.19 12:00 | buy | 19 | 0.10 | 164.706 | 0.000 | 0.000 | ||
| 63 | 2024.04.19 12:00 | modify | 19 | 0.10 | 164.706 | 164.178 | 165.303 | ||
| 64 | 2024.04.19 12:00 | modify | 18 | 0.10 | 163.803 | 164.178 | 165.303 | ||
| 65 | 2024.04.19 18:00 | buy | 20 | 0.10 | 164.789 | 0.000 | 0.000 | ||
| 66 | 2024.04.19 18:00 | modify | 20 | 0.10 | 164.789 | 164.328 | 165.303 | ||
| 67 | 2024.04.19 18:00 | modify | 19 | 0.10 | 164.706 | 164.328 | 165.303 | ||
| 68 | 2024.04.19 18:00 | modify | 18 | 0.10 | 163.803 | 164.328 | 165.303 | ||
| 69 | 2024.04.23 08:00 | t/p | 18 | 0.10 | 165.303 | 164.328 | 165.303 | 107.73 | 10610.92 |
| 70 | 2024.04.23 08:00 | t/p | 19 | 0.10 | 165.303 | 164.328 | 165.303 | 43.75 | 10654.67 |
| 71 | 2024.04.23 08:00 | t/p | 20 | 0.10 | 165.303 | 164.328 | 165.303 | 37.87 | 10692.54 |
| 72 | 2024.04.29 02:00 | sell | 21 | 0.10 | 170.515 | 0.000 | 0.000 | ||
| 73 | 2024.04.29 02:00 | modify | 21 | 0.10 | 170.515 | 171.815 | 169.015 | ||
| 74 | 2024.04.29 05:00 | t/p | 21 | 0.10 | 169.015 | 171.815 | 169.015 | 106.27 | 10798.81 |
| 75 | 2024.05.06 00:00 | sell | 22 | 0.10 | 165.304 | 0.000 | 0.000 | ||
| 76 | 2024.05.06 00:00 | modify | 22 | 0.10 | 165.304 | 166.604 | 163.804 | ||
| 77 | 2024.05.08 02:00 | s/l | 22 | 0.10 | 166.604 | 166.604 | 163.804 | -95.22 | 10703.59 |
| 78 | 2024.05.16 01:00 | buy | 23 | 0.10 | 167.422 | 0.000 | 0.000 | ||
| 79 | 2024.05.16 01:00 | modify | 23 | 0.10 | 167.422 | 166.122 | 168.922 | ||
| 80 | 2024.05.16 11:00 | buy | 24 | 0.10 | 168.193 | 0.000 | 0.000 | ||
| 81 | 2024.05.16 11:00 | modify | 24 | 0.10 | 168.193 | 167.497 | 168.922 | ||
| 82 | 2024.05.16 11:00 | modify | 23 | 0.10 | 167.422 | 167.497 | 168.922 | ||
| 83 | 2024.05.16 12:00 | buy | 25 | 0.10 | 168.326 | 0.000 | 0.000 | ||
| 84 | 2024.05.16 12:00 | modify | 25 | 0.10 | 168.326 | 167.797 | 168.922 | ||
| 85 | 2024.05.16 12:00 | modify | 24 | 0.10 | 168.193 | 167.797 | 168.922 | ||
| 86 | 2024.05.16 12:00 | modify | 23 | 0.10 | 167.422 | 167.797 | 168.922 | ||
| 87 | 2024.05.17 01:00 | t/p | 23 | 0.10 | 168.922 | 167.797 | 168.922 | 107.00 | 10810.59 |
| 88 | 2024.05.17 01:00 | t/p | 24 | 0.10 | 168.922 | 167.797 | 168.922 | 52.37 | 10862.97 |
| 89 | 2024.05.17 01:00 | t/p | 25 | 0.10 | 168.922 | 167.797 | 168.922 | 42.95 | 10905.92 |
| 90 | 2024.06.14 04:00 | sell | 26 | 0.10 | 169.498 | 0.000 | 0.000 | ||
| 91 | 2024.06.14 04:00 | modify | 26 | 0.10 | 169.498 | 170.798 | 167.998 | ||
| 92 | 2024.06.14 10:00 | t/p | 26 | 0.10 | 167.998 | 170.798 | 167.998 | 106.28 | 11012.20 |
| 93 | 2024.07.24 04:00 | buy | 27 | 0.10 | 168.184 | 0.000 | 0.000 | ||
| 94 | 2024.07.24 04:00 | modify | 27 | 0.10 | 168.184 | 166.884 | 169.684 | ||
| 95 | 2024.07.24 14:00 | s/l | 27 | 0.10 | 166.884 | 166.884 | 169.684 | -92.11 | 10920.09 |
| 96 | 2024.07.25 02:00 | buy | 28 | 0.10 | 165.694 | 0.000 | 0.000 | ||
| 97 | 2024.07.25 02:00 | modify | 28 | 0.10 | 165.694 | 164.394 | 167.194 | ||
| 98 | 2024.07.25 14:00 | t/p | 28 | 0.10 | 167.194 | 164.394 | 167.194 | 106.28 | 11026.37 |
| 99 | 2024.07.31 04:00 | sell | 29 | 0.10 | 166.177 | 0.000 | 0.000 | ||
| 100 | 2024.07.31 04:00 | modify | 29 | 0.10 | 166.177 | 167.477 | 164.677 | ||
| 101 | 2024.07.31 08:00 | t/p | 29 | 0.10 | 164.677 | 167.477 | 164.677 | 106.28 | 11132.65 |
| 102 | 2024.08.01 01:00 | buy | 30 | 0.10 | 161.829 | 0.000 | 0.000 | ||
| 103 | 2024.08.01 01:00 | modify | 30 | 0.10 | 161.829 | 160.529 | 163.329 | ||
| 104 | 2024.08.02 08:00 | s/l | 30 | 0.10 | 160.529 | 160.529 | 163.329 | -91.39 | 11041.27 |
| 105 | 2024.08.06 03:00 | sell | 31 | 0.10 | 159.132 | 0.000 | 0.000 | ||
| 106 | 2024.08.06 03:00 | modify | 31 | 0.10 | 159.132 | 160.432 | 157.632 | ||
| 107 | 2024.08.06 09:00 | sell | 32 | 0.10 | 158.359 | 0.000 | 0.000 | ||
| 108 | 2024.08.06 09:00 | modify | 32 | 0.10 | 158.359 | 159.057 | 157.632 | ||
| 109 | 2024.08.06 09:00 | modify | 31 | 0.10 | 159.132 | 159.057 | 157.632 | ||
| 110 | 2024.08.06 11:00 | t/p | 31 | 0.10 | 157.632 | 159.057 | 157.632 | 106.27 | 11147.54 |
| 111 | 2024.08.06 11:00 | t/p | 32 | 0.10 | 157.632 | 159.057 | 157.632 | 51.51 | 11199.05 |
| 112 | 2024.08.07 02:00 | sell | 33 | 0.10 | 160.205 | 0.000 | 0.000 | ||
| 113 | 2024.08.07 02:00 | modify | 33 | 0.10 | 160.205 | 161.505 | 158.705 | ||
| 114 | 2024.08.12 14:00 | s/l | 33 | 0.10 | 161.505 | 161.505 | 158.705 | -99.89 | 11099.16 |
| 115 | 2024.08.19 04:00 | buy | 34 | 0.10 | 161.706 | 0.000 | 0.000 | ||
| 116 | 2024.08.19 04:00 | modify | 34 | 0.10 | 161.706 | 160.406 | 163.206 | ||
| 117 | 2024.08.21 08:00 | buy | 35 | 0.10 | 162.457 | 0.000 | 0.000 | ||
| 118 | 2024.08.21 08:00 | modify | 35 | 0.10 | 162.457 | 161.781 | 163.206 | ||
| 119 | 2024.08.21 08:00 | modify | 34 | 0.10 | 161.706 | 161.781 | 163.206 | ||
| 120 | 2024.08.21 16:00 | s/l | 34 | 0.10 | 161.781 | 161.781 | 163.206 | 6.76 | 11105.92 |
| 121 | 2024.08.21 16:00 | s/l | 35 | 0.10 | 161.781 | 161.781 | 163.206 | -47.90 | 11058.02 |