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=2; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 700.20 | Gross profit | 1191.79 | Gross loss | -491.59 |
| Profit factor | 2.42 | Expected payoff | 22.59 | ||
| Absolute drawdown | 2.98 | Maximal drawdown | 228.90 (2.17%) | Relative drawdown | 2.17% (228.90) |
| Total trades | 31 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 22 (70.97%) | Loss trades (% of total) | 9 (29.03%) | ||
| Largest | profit trade | 87.37 | loss trade | -110.27 | |
| Average | profit trade | 54.17 | loss trade | -54.62 | |
| Maximum | consecutive wins (profit in money) | 5 (283.90) | consecutive losses (loss in money) | 2 (-119.17) | |
| Maximal | consecutive profit (count of wins) | 283.90 (5) | consecutive loss (count of losses) | -119.17 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 155.448 | 158.048 | ||
| 3 | 2023.09.15 09:00 | buy | 2 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 4 | 2023.09.15 09:00 | modify | 2 | 0.10 | 157.651 | 157.328 | 158.048 | ||
| 5 | 2023.09.15 09:00 | modify | 1 | 0.10 | 156.848 | 157.328 | 158.048 | ||
| 6 | 2023.09.18 13:00 | buy | 3 | 0.10 | 157.463 | 0.000 | 0.000 | ||
| 7 | 2023.09.18 13:00 | modify | 3 | 0.10 | 157.463 | 157.028 | 158.048 | ||
| 8 | 2023.09.18 13:00 | buy | 4 | 0.10 | 157.463 | 0.000 | 0.000 | ||
| 9 | 2023.09.18 13:00 | modify | 4 | 0.10 | 157.463 | 157.268 | 158.048 | ||
| 10 | 2023.09.18 14:00 | modify | 4 | 0.10 | 157.463 | 157.328 | 158.048 | ||
| 11 | 2023.09.18 14:00 | modify | 3 | 0.10 | 157.463 | 157.328 | 158.048 | ||
| 12 | 2023.09.19 11:00 | t/p | 1 | 0.10 | 158.048 | 157.328 | 158.048 | 87.37 | 10087.37 |
| 13 | 2023.09.19 11:00 | t/p | 2 | 0.10 | 158.048 | 157.328 | 158.048 | 29.64 | 10117.01 |
| 14 | 2023.09.19 11:00 | t/p | 3 | 0.10 | 158.048 | 157.328 | 158.048 | 42.26 | 10159.28 |
| 15 | 2023.09.19 11:00 | t/p | 4 | 0.10 | 158.048 | 157.328 | 158.048 | 42.26 | 10201.54 |
| 16 | 2023.10.31 11:00 | sell | 5 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 17 | 2023.10.31 11:00 | modify | 5 | 0.10 | 160.687 | 162.087 | 159.487 | ||
| 18 | 2023.10.31 14:00 | sell | 6 | 0.10 | 160.084 | 0.000 | 0.000 | ||
| 19 | 2023.10.31 14:00 | modify | 6 | 0.10 | 160.084 | 160.507 | 159.487 | ||
| 20 | 2023.10.31 14:00 | sell | 7 | 0.10 | 160.084 | 0.000 | 0.000 | ||
| 21 | 2023.10.31 14:00 | modify | 7 | 0.10 | 160.084 | 160.267 | 159.487 | ||
| 22 | 2023.10.31 14:00 | modify | 5 | 0.10 | 160.687 | 160.267 | 159.487 | ||
| 23 | 2023.10.31 15:00 | s/l | 5 | 0.10 | 160.267 | 160.267 | 159.487 | 29.81 | 10231.35 |
| 24 | 2023.10.31 15:00 | s/l | 7 | 0.10 | 160.267 | 160.267 | 159.487 | -12.99 | 10218.36 |
| 25 | 2023.10.31 15:00 | close | 6 | 0.10 | 160.396 | 160.507 | 159.487 | -22.14 | 10196.22 |
| 26 | 2023.11.14 19:00 | sell | 8 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 27 | 2023.11.14 19:00 | modify | 8 | 0.10 | 163.627 | 165.027 | 162.427 | ||
| 28 | 2023.11.17 10:00 | t/p | 8 | 0.10 | 162.427 | 165.027 | 162.427 | 77.40 | 10273.63 |
| 29 | 2023.12.07 12:00 | buy | 9 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 30 | 2023.12.07 12:00 | modify | 9 | 0.10 | 156.227 | 154.827 | 157.427 | ||
| 31 | 2023.12.07 18:00 | s/l | 9 | 0.10 | 154.827 | 154.827 | 157.427 | -99.39 | 10174.24 |
| 32 | 2023.12.07 19:00 | buy | 10 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 33 | 2023.12.07 19:00 | modify | 10 | 0.10 | 155.085 | 153.685 | 156.285 | ||
| 34 | 2023.12.08 17:00 | buy | 11 | 0.10 | 155.697 | 0.000 | 0.000 | ||
| 35 | 2023.12.08 17:00 | modify | 11 | 0.10 | 155.697 | 155.265 | 156.285 | ||
| 36 | 2023.12.08 17:00 | buy | 12 | 0.10 | 155.697 | 0.000 | 0.000 | ||
| 37 | 2023.12.08 17:00 | modify | 12 | 0.10 | 155.697 | 155.505 | 156.285 | ||
| 38 | 2023.12.08 17:00 | modify | 10 | 0.10 | 155.085 | 155.505 | 156.285 | ||
| 39 | 2023.12.08 18:00 | modify | 11 | 0.10 | 155.697 | 155.505 | 156.285 | ||
| 40 | 2023.12.11 01:00 | t/p | 10 | 0.10 | 156.285 | 155.505 | 156.285 | 86.64 | 10260.88 |
| 41 | 2023.12.11 01:00 | t/p | 11 | 0.10 | 156.285 | 155.505 | 156.285 | 42.47 | 10303.35 |
| 42 | 2023.12.11 01:00 | t/p | 12 | 0.10 | 156.285 | 155.505 | 156.285 | 42.47 | 10345.83 |
| 43 | 2023.12.19 10:00 | sell | 13 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 44 | 2023.12.19 10:00 | modify | 13 | 0.10 | 158.139 | 159.539 | 156.939 | ||
| 45 | 2023.12.20 09:00 | sell | 14 | 0.10 | 157.343 | 0.000 | 0.000 | ||
| 46 | 2023.12.20 09:00 | modify | 14 | 0.10 | 157.343 | 157.659 | 156.939 | ||
| 47 | 2023.12.20 09:00 | modify | 13 | 0.10 | 158.139 | 157.659 | 156.939 | ||
| 48 | 2023.12.20 12:00 | t/p | 13 | 0.10 | 156.939 | 157.659 | 156.939 | 83.63 | 10429.46 |
| 49 | 2023.12.20 12:00 | t/p | 14 | 0.10 | 156.939 | 157.659 | 156.939 | 28.68 | 10458.14 |
| 50 | 2024.01.10 17:00 | sell | 15 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 51 | 2024.01.10 17:00 | modify | 15 | 0.10 | 159.660 | 161.060 | 158.460 | ||
| 52 | 2024.01.17 16:00 | s/l | 15 | 0.10 | 161.060 | 161.060 | 158.460 | -110.27 | 10347.87 |
| 53 | 2024.03.20 07:00 | sell | 16 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 54 | 2024.03.20 07:00 | modify | 16 | 0.10 | 164.652 | 166.052 | 163.452 | ||
| 55 | 2024.03.22 07:00 | sell | 17 | 0.10 | 163.868 | 0.000 | 0.000 | ||
| 56 | 2024.03.22 07:00 | modify | 17 | 0.10 | 163.868 | 164.172 | 163.452 | ||
| 57 | 2024.03.22 07:00 | modify | 16 | 0.10 | 164.652 | 164.172 | 163.452 | ||
| 58 | 2024.03.25 00:00 | t/p | 16 | 0.10 | 163.452 | 164.172 | 163.452 | 77.41 | 10425.28 |
| 59 | 2024.03.25 00:00 | t/p | 17 | 0.10 | 163.452 | 164.172 | 163.452 | 27.97 | 10453.26 |
| 60 | 2024.04.03 16:00 | sell | 18 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 61 | 2024.04.03 16:00 | modify | 18 | 0.10 | 164.214 | 165.614 | 163.014 | ||
| 62 | 2024.04.05 01:00 | sell | 19 | 0.10 | 163.606 | 0.000 | 0.000 | ||
| 63 | 2024.04.05 01:00 | modify | 19 | 0.10 | 163.606 | 164.034 | 163.014 | ||
| 64 | 2024.04.05 01:00 | sell | 20 | 0.10 | 163.606 | 0.000 | 0.000 | ||
| 65 | 2024.04.05 01:00 | modify | 20 | 0.10 | 163.606 | 163.794 | 163.014 | ||
| 66 | 2024.04.05 01:00 | modify | 18 | 0.10 | 164.214 | 163.794 | 163.014 | ||
| 67 | 2024.04.05 02:00 | modify | 19 | 0.10 | 163.606 | 163.794 | 163.014 | ||
| 68 | 2024.04.05 04:00 | s/l | 18 | 0.10 | 163.794 | 163.794 | 163.014 | 23.59 | 10476.84 |
| 69 | 2024.04.05 04:00 | s/l | 19 | 0.10 | 163.794 | 163.794 | 163.014 | -13.35 | 10463.49 |
| 70 | 2024.04.05 04:00 | s/l | 20 | 0.10 | 163.794 | 163.794 | 163.014 | -13.35 | 10450.14 |
| 71 | 2024.04.12 14:00 | buy | 21 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 72 | 2024.04.12 14:00 | modify | 21 | 0.10 | 162.777 | 161.377 | 163.977 | ||
| 73 | 2024.04.15 01:00 | buy | 22 | 0.10 | 163.396 | 0.000 | 0.000 | ||
| 74 | 2024.04.15 01:00 | modify | 22 | 0.10 | 163.396 | 162.957 | 163.977 | ||
| 75 | 2024.04.15 01:00 | buy | 23 | 0.10 | 163.396 | 0.000 | 0.000 | ||
| 76 | 2024.04.15 01:00 | modify | 23 | 0.10 | 163.396 | 163.197 | 163.977 | ||
| 77 | 2024.04.15 01:00 | modify | 21 | 0.10 | 162.777 | 163.197 | 163.977 | ||
| 78 | 2024.04.15 02:00 | buy | 24 | 0.10 | 163.576 | 0.000 | 0.000 | ||
| 79 | 2024.04.15 02:00 | modify | 24 | 0.10 | 163.576 | 163.257 | 163.977 | ||
| 80 | 2024.04.15 02:00 | modify | 23 | 0.10 | 163.396 | 163.257 | 163.977 | ||
| 81 | 2024.04.15 02:00 | modify | 22 | 0.10 | 163.396 | 163.257 | 163.977 | ||
| 82 | 2024.04.15 02:00 | modify | 21 | 0.10 | 162.777 | 163.257 | 163.977 | ||
| 83 | 2024.04.15 07:00 | t/p | 21 | 0.10 | 163.977 | 163.257 | 163.977 | 85.91 | 10536.06 |
| 84 | 2024.04.15 07:00 | t/p | 22 | 0.10 | 163.977 | 163.257 | 163.977 | 41.25 | 10577.31 |
| 85 | 2024.04.15 07:00 | t/p | 23 | 0.10 | 163.977 | 163.257 | 163.977 | 41.25 | 10618.56 |
| 86 | 2024.04.15 07:00 | t/p | 24 | 0.10 | 163.977 | 163.257 | 163.977 | 28.47 | 10647.03 |
| 87 | 2024.04.25 08:00 | sell | 25 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 88 | 2024.04.25 08:00 | modify | 25 | 0.10 | 166.852 | 168.252 | 165.652 | ||
| 89 | 2024.04.26 08:00 | s/l | 25 | 0.10 | 168.252 | 168.252 | 165.652 | -100.94 | 10546.09 |
| 90 | 2024.05.14 17:00 | sell | 26 | 0.10 | 169.259 | 0.000 | 0.000 | ||
| 91 | 2024.05.14 17:00 | modify | 26 | 0.10 | 169.259 | 170.659 | 168.059 | ||
| 92 | 2024.05.15 13:00 | t/p | 26 | 0.10 | 168.059 | 170.659 | 168.059 | 83.63 | 10629.73 |
| 93 | 2024.07.03 10:00 | sell | 27 | 0.10 | 174.089 | 0.000 | 0.000 | ||
| 94 | 2024.07.03 10:00 | modify | 27 | 0.10 | 174.089 | 175.489 | 172.889 | ||
| 95 | 2024.07.11 13:00 | t/p | 27 | 0.10 | 172.889 | 175.489 | 172.889 | 69.63 | 10699.36 |
| 96 | 2024.07.11 18:00 | buy | 28 | 0.10 | 172.512 | 0.000 | 0.000 | ||
| 97 | 2024.07.11 18:00 | modify | 28 | 0.10 | 172.512 | 171.112 | 173.712 | ||
| 98 | 2024.07.12 10:00 | buy | 29 | 0.10 | 173.301 | 0.000 | 0.000 | ||
| 99 | 2024.07.12 10:00 | modify | 29 | 0.10 | 173.301 | 172.992 | 173.712 | ||
| 100 | 2024.07.12 10:00 | modify | 28 | 0.10 | 172.512 | 172.992 | 173.712 | ||
| 101 | 2024.07.12 13:00 | s/l | 28 | 0.10 | 172.992 | 172.992 | 173.712 | 34.80 | 10734.17 |
| 102 | 2024.07.12 13:00 | s/l | 29 | 0.10 | 172.992 | 172.992 | 173.712 | -21.94 | 10712.23 |
| 103 | 2024.07.24 16:00 | buy | 30 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 104 | 2024.07.24 16:00 | modify | 30 | 0.10 | 166.491 | 165.091 | 167.691 | ||
| 105 | 2024.07.25 04:00 | s/l | 30 | 0.10 | 165.091 | 165.091 | 167.691 | -97.23 | 10615.00 |
| 106 | 2024.08.05 07:00 | buy | 31 | 0.10 | 155.705 | 0.000 | 0.000 | ||
| 107 | 2024.08.05 07:00 | modify | 31 | 0.10 | 155.705 | 154.305 | 156.905 | ||
| 108 | 2024.08.05 08:00 | t/p | 31 | 0.10 | 156.905 | 154.305 | 156.905 | 85.20 | 10700.20 |