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 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; 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=10; 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 | 7218 | Ticks modelled | 157285 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1007.42 | Gross profit | 1039.39 | Gross loss | -31.98 |
| Profit factor | 32.51 | Expected payoff | 47.97 | ||
| Absolute drawdown | 5.18 | Maximal drawdown | 161.70 (1.57%) | Relative drawdown | 1.57% (161.70) |
| Total trades | 21 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 17 (88.24%) |
| Profit trades (% of total) | 19 (90.48%) | Loss trades (% of total) | 2 (9.52%) | ||
| Largest | profit trade | 102.20 | loss trade | -16.24 | |
| Average | profit trade | 54.70 | loss trade | -15.99 | |
| Maximum | consecutive wins (profit in money) | 14 (790.89) | consecutive losses (loss in money) | 1 (-16.24) | |
| Maximal | consecutive profit (count of wins) | 790.89 (14) | consecutive loss (count of losses) | -16.24 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.31 10:00 | sell | 1 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 2 | 2023.10.31 10:00 | modify | 1 | 0.10 | 160.742 | 162.142 | 159.342 | ||
| 3 | 2023.10.31 14:47 | sell | 2 | 0.10 | 160.313 | 0.000 | 0.000 | ||
| 4 | 2023.10.31 14:47 | modify | 2 | 0.10 | 160.313 | 160.532 | 159.342 | ||
| 5 | 2023.10.31 14:47 | modify | 1 | 0.10 | 160.742 | 160.532 | 159.342 | ||
| 6 | 2023.11.01 02:10 | sell | 3 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 7 | 2023.11.01 02:10 | modify | 3 | 0.10 | 159.882 | 160.392 | 159.342 | ||
| 8 | 2023.11.01 02:10 | modify | 2 | 0.10 | 160.313 | 160.392 | 159.342 | ||
| 9 | 2023.11.01 02:10 | modify | 1 | 0.10 | 160.742 | 160.392 | 159.342 | ||
| 10 | 2023.11.01 08:32 | sell | 4 | 0.10 | 159.759 | 0.000 | 0.000 | ||
| 11 | 2023.11.01 08:32 | modify | 4 | 0.10 | 159.759 | 160.182 | 159.342 | ||
| 12 | 2023.11.01 08:32 | modify | 3 | 0.10 | 159.882 | 160.182 | 159.342 | ||
| 13 | 2023.11.01 08:32 | modify | 2 | 0.10 | 160.313 | 160.182 | 159.342 | ||
| 14 | 2023.11.01 08:32 | modify | 1 | 0.10 | 160.742 | 160.182 | 159.342 | ||
| 15 | 2023.11.01 13:15 | t/p | 1 | 0.10 | 159.342 | 160.182 | 159.342 | 97.72 | 10097.72 |
| 16 | 2023.11.01 13:15 | t/p | 2 | 0.10 | 159.342 | 160.182 | 159.342 | 67.30 | 10165.03 |
| 17 | 2023.11.01 13:15 | t/p | 3 | 0.10 | 159.342 | 160.182 | 159.342 | 38.29 | 10203.32 |
| 18 | 2023.11.01 13:15 | t/p | 4 | 0.10 | 159.342 | 160.182 | 159.342 | 29.57 | 10232.89 |
| 19 | 2023.12.07 18:00 | buy | 5 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 20 | 2023.12.07 18:00 | modify | 5 | 0.10 | 154.957 | 153.557 | 156.357 | ||
| 21 | 2023.12.07 21:15 | buy | 6 | 0.10 | 155.399 | 0.000 | 0.000 | ||
| 22 | 2023.12.07 21:15 | modify | 6 | 0.10 | 155.399 | 155.167 | 156.357 | ||
| 23 | 2023.12.07 21:15 | modify | 5 | 0.10 | 154.957 | 155.167 | 156.357 | ||
| 24 | 2023.12.08 00:15 | s/l | 5 | 0.10 | 155.167 | 155.167 | 156.357 | 15.61 | 10248.50 |
| 25 | 2023.12.08 00:15 | s/l | 6 | 0.10 | 155.167 | 155.167 | 156.357 | -15.74 | 10232.77 |
| 26 | 2023.12.13 23:00 | buy | 7 | 0.10 | 155.081 | 0.000 | 0.000 | ||
| 27 | 2023.12.13 23:00 | modify | 7 | 0.10 | 155.081 | 153.681 | 156.481 | ||
| 28 | 2023.12.14 14:35 | buy | 8 | 0.10 | 155.509 | 0.000 | 0.000 | ||
| 29 | 2023.12.14 14:35 | modify | 8 | 0.10 | 155.509 | 155.291 | 156.481 | ||
| 30 | 2023.12.14 14:35 | modify | 7 | 0.10 | 155.081 | 155.291 | 156.481 | ||
| 31 | 2023.12.14 17:20 | buy | 9 | 0.10 | 155.935 | 0.000 | 0.000 | ||
| 32 | 2023.12.14 17:20 | modify | 9 | 0.10 | 155.935 | 155.431 | 156.481 | ||
| 33 | 2023.12.14 17:20 | modify | 8 | 0.10 | 155.509 | 155.431 | 156.481 | ||
| 34 | 2023.12.14 17:20 | modify | 7 | 0.10 | 155.081 | 155.431 | 156.481 | ||
| 35 | 2023.12.14 19:50 | buy | 10 | 0.10 | 156.079 | 0.000 | 0.000 | ||
| 36 | 2023.12.14 19:50 | modify | 10 | 0.10 | 156.079 | 155.641 | 156.481 | ||
| 37 | 2023.12.14 19:50 | modify | 9 | 0.10 | 155.935 | 155.641 | 156.481 | ||
| 38 | 2023.12.14 19:50 | modify | 8 | 0.10 | 155.509 | 155.641 | 156.481 | ||
| 39 | 2023.12.14 19:50 | modify | 7 | 0.10 | 155.081 | 155.641 | 156.481 | ||
| 40 | 2023.12.15 00:07 | t/p | 7 | 0.10 | 156.481 | 155.641 | 156.481 | 102.20 | 10334.97 |
| 41 | 2023.12.15 00:07 | t/p | 8 | 0.10 | 156.481 | 155.641 | 156.481 | 69.66 | 10404.63 |
| 42 | 2023.12.15 00:07 | t/p | 9 | 0.10 | 156.481 | 155.641 | 156.481 | 39.45 | 10444.09 |
| 43 | 2023.12.15 00:07 | t/p | 10 | 0.10 | 156.481 | 155.641 | 156.481 | 29.23 | 10473.32 |
| 44 | 2024.05.01 21:00 | buy | 11 | 0.10 | 165.612 | 0.000 | 0.000 | ||
| 45 | 2024.05.01 21:00 | modify | 11 | 0.10 | 165.612 | 164.212 | 167.012 | ||
| 46 | 2024.05.01 22:50 | buy | 12 | 0.10 | 166.612 | 0.000 | 0.000 | ||
| 47 | 2024.05.01 22:50 | modify | 12 | 0.10 | 166.612 | 166.172 | 167.012 | ||
| 48 | 2024.05.01 22:50 | modify | 11 | 0.10 | 165.612 | 166.172 | 167.012 | ||
| 49 | 2024.05.02 00:20 | t/p | 11 | 0.10 | 167.012 | 166.172 | 167.012 | 101.46 | 10574.79 |
| 50 | 2024.05.02 00:20 | t/p | 12 | 0.10 | 167.012 | 166.172 | 167.012 | 30.54 | 10605.33 |
| 51 | 2024.05.02 16:00 | buy | 13 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 52 | 2024.05.02 16:00 | modify | 13 | 0.10 | 164.664 | 163.264 | 166.064 | ||
| 53 | 2024.05.06 02:15 | buy | 14 | 0.10 | 165.526 | 0.000 | 0.000 | ||
| 54 | 2024.05.06 02:15 | modify | 14 | 0.10 | 165.526 | 165.014 | 166.064 | ||
| 55 | 2024.05.06 02:15 | modify | 13 | 0.10 | 164.664 | 165.014 | 166.064 | ||
| 56 | 2024.05.06 04:40 | buy | 15 | 0.10 | 165.673 | 0.000 | 0.000 | ||
| 57 | 2024.05.06 04:40 | modify | 15 | 0.10 | 165.673 | 165.224 | 166.064 | ||
| 58 | 2024.05.06 04:40 | modify | 14 | 0.10 | 165.526 | 165.224 | 166.064 | ||
| 59 | 2024.05.06 04:40 | modify | 13 | 0.10 | 164.664 | 165.224 | 166.064 | ||
| 60 | 2024.05.06 23:20 | t/p | 13 | 0.10 | 166.064 | 165.224 | 166.064 | 100.75 | 10706.08 |
| 61 | 2024.05.06 23:20 | t/p | 14 | 0.10 | 166.064 | 165.224 | 166.064 | 38.16 | 10744.24 |
| 62 | 2024.05.06 23:20 | t/p | 15 | 0.10 | 166.064 | 165.224 | 166.064 | 27.74 | 10771.98 |
| 63 | 2024.06.04 11:00 | buy | 16 | 0.10 | 168.379 | 0.000 | 0.000 | ||
| 64 | 2024.06.04 11:00 | modify | 16 | 0.10 | 168.379 | 166.979 | 169.779 | ||
| 65 | 2024.06.04 23:59 | buy | 17 | 0.10 | 168.822 | 0.000 | 0.000 | ||
| 66 | 2024.06.04 23:59 | modify | 17 | 0.10 | 168.822 | 168.589 | 169.779 | ||
| 67 | 2024.06.04 23:59 | modify | 16 | 0.10 | 168.379 | 168.589 | 169.779 | ||
| 68 | 2024.06.05 02:15 | buy | 18 | 0.10 | 169.225 | 0.000 | 0.000 | ||
| 69 | 2024.06.05 02:15 | modify | 18 | 0.10 | 169.225 | 168.729 | 169.779 | ||
| 70 | 2024.06.05 02:15 | modify | 17 | 0.10 | 168.822 | 168.729 | 169.779 | ||
| 71 | 2024.06.05 02:15 | modify | 16 | 0.10 | 168.379 | 168.729 | 169.779 | ||
| 72 | 2024.06.05 05:02 | buy | 19 | 0.10 | 169.382 | 0.000 | 0.000 | ||
| 73 | 2024.06.05 05:02 | modify | 19 | 0.10 | 169.382 | 168.939 | 169.779 | ||
| 74 | 2024.06.05 05:02 | modify | 18 | 0.10 | 169.225 | 168.939 | 169.779 | ||
| 75 | 2024.06.05 05:02 | modify | 17 | 0.10 | 168.822 | 168.939 | 169.779 | ||
| 76 | 2024.06.05 05:02 | modify | 16 | 0.10 | 168.379 | 168.939 | 169.779 | ||
| 77 | 2024.06.05 07:45 | t/p | 16 | 0.10 | 169.779 | 168.939 | 169.779 | 100.01 | 10872.00 |
| 78 | 2024.06.05 07:45 | t/p | 17 | 0.10 | 169.779 | 168.939 | 169.779 | 68.59 | 10940.59 |
| 79 | 2024.06.05 07:45 | t/p | 18 | 0.10 | 169.779 | 168.939 | 169.779 | 39.29 | 10979.88 |
| 80 | 2024.06.05 07:45 | t/p | 19 | 0.10 | 169.779 | 168.939 | 169.779 | 28.16 | 11008.04 |
| 81 | 2024.07.11 13:00 | buy | 20 | 0.10 | 172.748 | 0.000 | 0.000 | ||
| 82 | 2024.07.11 13:00 | modify | 20 | 0.10 | 172.748 | 171.348 | 174.148 | ||
| 83 | 2024.07.12 01:50 | buy | 21 | 0.10 | 173.187 | 0.000 | 0.000 | ||
| 84 | 2024.07.12 01:50 | modify | 21 | 0.10 | 173.187 | 172.958 | 174.148 | ||
| 85 | 2024.07.12 01:50 | modify | 20 | 0.10 | 172.748 | 172.958 | 174.148 | ||
| 86 | 2024.07.12 02:10 | s/l | 20 | 0.10 | 172.958 | 172.958 | 174.148 | 15.61 | 11023.66 |
| 87 | 2024.07.12 02:10 | s/l | 21 | 0.10 | 172.958 | 172.958 | 174.148 | -16.24 | 11007.42 |