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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 625.08 | Gross profit | 866.26 | Gross loss | -241.18 |
| Profit factor | 3.59 | Expected payoff | 27.18 | ||
| Absolute drawdown | 2.98 | Maximal drawdown | 174.67 (1.67%) | Relative drawdown | 1.67% (174.67) |
| Total trades | 23 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
| Largest | profit trade | 102.30 | loss trade | -56.81 | |
| Average | profit trade | 54.14 | loss trade | -34.45 | |
| Maximum | consecutive wins (profit in money) | 4 (292.16) | consecutive losses (loss in money) | 2 (-79.46) | |
| Maximal | consecutive profit (count of wins) | 292.16 (4) | consecutive loss (count of losses) | -79.46 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.14 18:00 | buy | 1 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 2 | 2023.09.14 18:00 | modify | 1 | 0.10 | 156.848 | 156.048 | 158.248 | ||
| 3 | 2023.09.15 17:00 | buy | 2 | 0.10 | 157.836 | 0.000 | 0.000 | ||
| 4 | 2023.09.15 17:00 | modify | 2 | 0.10 | 157.836 | 157.338 | 158.248 | ||
| 5 | 2023.09.15 17:00 | modify | 1 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 6 | 2023.09.19 13:00 | t/p | 1 | 0.10 | 158.248 | 157.338 | 158.248 | 101.57 | 10101.57 |
| 7 | 2023.09.19 13:00 | t/p | 2 | 0.10 | 158.248 | 157.338 | 158.248 | 30.70 | 10132.27 |
| 8 | 2023.10.31 11:00 | sell | 3 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 9 | 2023.10.31 11:00 | modify | 3 | 0.10 | 160.687 | 161.487 | 159.287 | ||
| 10 | 2023.10.31 23:00 | sell | 4 | 0.10 | 160.183 | 0.000 | 0.000 | ||
| 11 | 2023.10.31 23:00 | modify | 4 | 0.10 | 160.183 | 160.547 | 159.287 | ||
| 12 | 2023.10.31 23:00 | modify | 3 | 0.10 | 160.687 | 160.547 | 159.287 | ||
| 13 | 2023.11.01 14:00 | t/p | 3 | 0.10 | 159.287 | 160.547 | 159.287 | 97.83 | 10230.11 |
| 14 | 2023.11.01 14:00 | t/p | 4 | 0.10 | 159.287 | 160.547 | 159.287 | 62.05 | 10292.16 |
| 15 | 2023.12.07 12:00 | buy | 5 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 16 | 2023.12.07 12:00 | modify | 5 | 0.10 | 156.227 | 155.427 | 157.627 | ||
| 17 | 2023.12.07 16:00 | s/l | 5 | 0.10 | 155.427 | 155.427 | 157.627 | -56.81 | 10235.35 |
| 18 | 2023.12.11 09:00 | sell | 6 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 19 | 2023.12.11 09:00 | modify | 6 | 0.10 | 157.419 | 158.219 | 156.019 | ||
| 20 | 2023.12.12 11:00 | sell | 7 | 0.10 | 156.926 | 0.000 | 0.000 | ||
| 21 | 2023.12.12 11:00 | modify | 7 | 0.10 | 156.926 | 157.279 | 156.019 | ||
| 22 | 2023.12.12 11:00 | modify | 6 | 0.10 | 157.419 | 157.279 | 156.019 | ||
| 23 | 2023.12.13 07:00 | s/l | 6 | 0.10 | 157.279 | 157.279 | 156.019 | 6.83 | 10242.18 |
| 24 | 2023.12.13 07:00 | s/l | 7 | 0.10 | 157.279 | 157.279 | 156.019 | -26.62 | 10215.57 |
| 25 | 2023.12.19 12:00 | sell | 8 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 26 | 2023.12.19 12:00 | modify | 8 | 0.10 | 158.355 | 159.155 | 156.955 | ||
| 27 | 2023.12.20 05:00 | sell | 9 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 28 | 2023.12.20 05:00 | modify | 9 | 0.10 | 157.362 | 157.865 | 156.955 | ||
| 29 | 2023.12.20 05:00 | modify | 8 | 0.10 | 158.355 | 157.865 | 156.955 | ||
| 30 | 2023.12.20 12:00 | t/p | 8 | 0.10 | 156.955 | 157.865 | 156.955 | 97.83 | 10313.40 |
| 31 | 2023.12.20 12:00 | t/p | 9 | 0.10 | 156.955 | 157.865 | 156.955 | 28.89 | 10342.29 |
| 32 | 2024.01.10 17:00 | sell | 10 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 33 | 2024.01.10 17:00 | modify | 10 | 0.10 | 159.660 | 160.460 | 158.260 | ||
| 34 | 2024.01.12 08:00 | sell | 11 | 0.10 | 159.163 | 0.000 | 0.000 | ||
| 35 | 2024.01.12 08:00 | modify | 11 | 0.10 | 159.163 | 159.520 | 158.260 | ||
| 36 | 2024.01.12 08:00 | modify | 10 | 0.10 | 159.660 | 159.520 | 158.260 | ||
| 37 | 2024.01.15 08:00 | s/l | 10 | 0.10 | 159.520 | 159.520 | 158.260 | 2.16 | 10344.45 |
| 38 | 2024.01.15 08:00 | s/l | 11 | 0.10 | 159.520 | 159.520 | 158.260 | -26.90 | 10317.56 |
| 39 | 2024.01.31 18:00 | buy | 12 | 0.10 | 158.822 | 0.000 | 0.000 | ||
| 40 | 2024.01.31 18:00 | modify | 12 | 0.10 | 158.822 | 158.022 | 160.222 | ||
| 41 | 2024.02.02 07:00 | buy | 13 | 0.10 | 159.337 | 0.000 | 0.000 | ||
| 42 | 2024.02.02 07:00 | modify | 13 | 0.10 | 159.337 | 158.962 | 160.222 | ||
| 43 | 2024.02.02 07:00 | modify | 12 | 0.10 | 158.822 | 158.962 | 160.222 | ||
| 44 | 2024.02.02 17:00 | t/p | 12 | 0.10 | 160.222 | 158.962 | 160.222 | 102.30 | 10419.86 |
| 45 | 2024.02.02 17:00 | t/p | 13 | 0.10 | 160.222 | 158.962 | 160.222 | 62.84 | 10482.70 |
| 46 | 2024.03.08 12:00 | buy | 14 | 0.10 | 160.872 | 0.000 | 0.000 | ||
| 47 | 2024.03.08 12:00 | modify | 14 | 0.10 | 160.872 | 160.072 | 162.272 | ||
| 48 | 2024.03.12 06:00 | buy | 15 | 0.10 | 161.389 | 0.000 | 0.000 | ||
| 49 | 2024.03.12 06:00 | modify | 15 | 0.10 | 161.389 | 161.012 | 162.272 | ||
| 50 | 2024.03.12 06:00 | modify | 14 | 0.10 | 160.872 | 161.012 | 162.272 | ||
| 51 | 2024.03.12 08:00 | s/l | 14 | 0.10 | 161.012 | 161.012 | 162.272 | 11.39 | 10494.09 |
| 52 | 2024.03.12 08:00 | s/l | 15 | 0.10 | 161.012 | 161.012 | 162.272 | -26.77 | 10467.32 |
| 53 | 2024.04.12 14:00 | buy | 16 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 54 | 2024.04.12 14:00 | modify | 16 | 0.10 | 162.777 | 161.977 | 164.177 | ||
| 55 | 2024.04.15 02:00 | buy | 17 | 0.10 | 163.576 | 0.000 | 0.000 | ||
| 56 | 2024.04.15 02:00 | modify | 17 | 0.10 | 163.576 | 163.337 | 164.177 | ||
| 57 | 2024.04.15 02:00 | modify | 16 | 0.10 | 162.777 | 163.337 | 164.177 | ||
| 58 | 2024.04.15 13:00 | t/p | 16 | 0.10 | 164.177 | 163.337 | 164.177 | 100.12 | 10567.44 |
| 59 | 2024.04.15 13:00 | t/p | 17 | 0.10 | 164.177 | 163.337 | 164.177 | 42.67 | 10610.11 |
| 60 | 2024.06.14 11:00 | buy | 18 | 0.10 | 167.937 | 0.000 | 0.000 | ||
| 61 | 2024.06.14 11:00 | modify | 18 | 0.10 | 167.937 | 167.137 | 169.337 | ||
| 62 | 2024.06.14 20:00 | buy | 19 | 0.10 | 168.434 | 0.000 | 0.000 | ||
| 63 | 2024.06.14 20:00 | modify | 19 | 0.10 | 168.434 | 168.077 | 169.337 | ||
| 64 | 2024.06.14 20:00 | modify | 18 | 0.10 | 167.937 | 168.077 | 169.337 | ||
| 65 | 2024.06.17 07:00 | s/l | 18 | 0.10 | 168.077 | 168.077 | 169.337 | 10.66 | 10620.78 |
| 66 | 2024.06.17 07:00 | s/l | 19 | 0.10 | 168.077 | 168.077 | 169.337 | -24.63 | 10596.15 |
| 67 | 2024.07.12 16:00 | buy | 20 | 0.10 | 172.164 | 0.000 | 0.000 | ||
| 68 | 2024.07.12 16:00 | modify | 20 | 0.10 | 172.164 | 171.364 | 173.564 | ||
| 69 | 2024.07.16 17:00 | buy | 21 | 0.10 | 172.664 | 0.000 | 0.000 | ||
| 70 | 2024.07.16 17:00 | modify | 21 | 0.10 | 172.664 | 172.304 | 173.564 | ||
| 71 | 2024.07.16 17:00 | modify | 20 | 0.10 | 172.164 | 172.304 | 173.564 | ||
| 72 | 2024.07.17 06:00 | s/l | 20 | 0.10 | 172.304 | 172.304 | 173.564 | 12.11 | 10608.27 |
| 73 | 2024.07.17 06:00 | s/l | 21 | 0.10 | 172.304 | 172.304 | 173.564 | -24.84 | 10583.43 |
| 74 | 2024.07.24 16:00 | buy | 22 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 75 | 2024.07.24 16:00 | modify | 22 | 0.10 | 166.491 | 165.691 | 167.891 | ||
| 76 | 2024.07.25 01:00 | s/l | 22 | 0.10 | 165.691 | 165.691 | 167.891 | -54.63 | 10528.81 |
| 77 | 2024.08.15 16:00 | sell | 23 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 78 | 2024.08.15 16:00 | modify | 23 | 0.10 | 163.585 | 164.385 | 162.185 | ||
| 79 | 2024.08.19 04:00 | t/p | 23 | 0.10 | 162.185 | 164.385 | 162.185 | 96.28 | 10625.08 |