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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6518 | Ticks modelled | 44484351 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 467.62 | Gross profit | 551.37 | Gross loss | -83.76 |
| Profit factor | 6.58 | Expected payoff | 27.51 | ||
| Absolute drawdown | 56.86 | Maximal drawdown | 168.15 (1.66%) | Relative drawdown | 1.66% (168.15) |
| Total trades | 17 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 100.73 | loss trade | -34.75 | |
| Average | profit trade | 45.95 | loss trade | -16.75 | |
| Maximum | consecutive wins (profit in money) | 9 (493.86) | consecutive losses (loss in money) | 2 (-39.71) | |
| Maximal | consecutive profit (count of wins) | 493.86 (9) | consecutive loss (count of losses) | -39.71 (2) | |
| Average | consecutive wins | 3 | 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 12:34 | sell | 2 | 0.10 | 160.322 | 0.000 | 0.000 | ||
| 4 | 2023.10.31 12:34 | modify | 2 | 0.10 | 160.322 | 160.532 | 159.342 | ||
| 5 | 2023.10.31 12:34 | modify | 1 | 0.10 | 160.742 | 160.532 | 159.342 | ||
| 6 | 2023.10.31 17:08 | sell | 3 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 7 | 2023.10.31 17:08 | modify | 3 | 0.10 | 159.902 | 160.392 | 159.342 | ||
| 8 | 2023.10.31 17:08 | modify | 2 | 0.10 | 160.322 | 160.392 | 159.342 | ||
| 9 | 2023.10.31 17:08 | modify | 1 | 0.10 | 160.742 | 160.392 | 159.342 | ||
| 10 | 2023.10.31 18:54 | s/l | 1 | 0.10 | 160.392 | 160.392 | 159.342 | 24.82 | 10024.82 |
| 11 | 2023.10.31 18:54 | s/l | 2 | 0.10 | 160.392 | 160.392 | 159.342 | -4.96 | 10019.86 |
| 12 | 2023.10.31 18:54 | s/l | 3 | 0.10 | 160.392 | 160.392 | 159.342 | -34.75 | 9985.11 |
| 13 | 2023.12.07 18:00 | buy | 4 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 14 | 2023.12.07 18:00 | modify | 4 | 0.10 | 154.957 | 153.557 | 156.357 | ||
| 15 | 2023.12.07 21:16 | buy | 5 | 0.10 | 155.378 | 0.000 | 0.000 | ||
| 16 | 2023.12.07 21:16 | modify | 5 | 0.10 | 155.378 | 155.167 | 156.357 | ||
| 17 | 2023.12.07 21:16 | modify | 4 | 0.10 | 154.957 | 155.167 | 156.357 | ||
| 18 | 2023.12.08 00:16 | s/l | 4 | 0.10 | 155.167 | 155.167 | 156.357 | 15.61 | 10000.72 |
| 19 | 2023.12.08 00:16 | s/l | 5 | 0.10 | 155.167 | 155.167 | 156.357 | -14.25 | 9986.48 |
| 20 | 2023.12.13 23:00 | buy | 6 | 0.10 | 155.081 | 0.000 | 0.000 | ||
| 21 | 2023.12.13 23:00 | modify | 6 | 0.10 | 155.081 | 153.681 | 156.481 | ||
| 22 | 2023.12.14 00:00 | buy | 7 | 0.10 | 155.501 | 0.000 | 0.000 | ||
| 23 | 2023.12.14 00:00 | modify | 7 | 0.10 | 155.501 | 155.291 | 156.481 | ||
| 24 | 2023.12.14 00:00 | modify | 6 | 0.10 | 155.081 | 155.291 | 156.481 | ||
| 25 | 2023.12.14 00:19 | s/l | 6 | 0.10 | 155.291 | 155.291 | 156.481 | 17.07 | 10003.55 |
| 26 | 2023.12.14 00:19 | s/l | 7 | 0.10 | 155.291 | 155.291 | 156.481 | -14.90 | 9988.65 |
| 27 | 2024.05.02 16:00 | buy | 8 | 0.10 | 164.664 | 0.000 | 0.000 | ||
| 28 | 2024.05.02 16:00 | modify | 8 | 0.10 | 164.664 | 163.264 | 166.064 | ||
| 29 | 2024.05.05 23:33 | buy | 9 | 0.10 | 165.084 | 0.000 | 0.000 | ||
| 30 | 2024.05.05 23:33 | modify | 9 | 0.10 | 165.084 | 164.874 | 166.064 | ||
| 31 | 2024.05.05 23:33 | modify | 8 | 0.10 | 164.664 | 164.874 | 166.064 | ||
| 32 | 2024.05.06 02:05 | buy | 10 | 0.10 | 165.504 | 0.000 | 0.000 | ||
| 33 | 2024.05.06 02:05 | modify | 10 | 0.10 | 165.504 | 165.014 | 166.064 | ||
| 34 | 2024.05.06 02:05 | modify | 9 | 0.10 | 165.084 | 165.014 | 166.064 | ||
| 35 | 2024.05.06 02:05 | modify | 8 | 0.10 | 164.664 | 165.014 | 166.064 | ||
| 36 | 2024.05.06 03:27 | buy | 11 | 0.10 | 165.655 | 0.000 | 0.000 | ||
| 37 | 2024.05.06 03:27 | modify | 11 | 0.10 | 165.655 | 165.224 | 166.064 | ||
| 38 | 2024.05.06 03:27 | modify | 10 | 0.10 | 165.504 | 165.224 | 166.064 | ||
| 39 | 2024.05.06 03:27 | modify | 9 | 0.10 | 165.084 | 165.224 | 166.064 | ||
| 40 | 2024.05.06 03:27 | modify | 8 | 0.10 | 164.664 | 165.224 | 166.064 | ||
| 41 | 2024.05.06 23:18 | t/p | 8 | 0.10 | 166.064 | 165.224 | 166.064 | 100.73 | 10089.38 |
| 42 | 2024.05.06 23:18 | t/p | 9 | 0.10 | 166.064 | 165.224 | 166.064 | 70.22 | 10159.61 |
| 43 | 2024.05.06 23:18 | t/p | 10 | 0.10 | 166.064 | 165.224 | 166.064 | 39.71 | 10199.32 |
| 44 | 2024.05.06 23:18 | t/p | 11 | 0.10 | 166.064 | 165.224 | 166.064 | 29.00 | 10228.32 |
| 45 | 2024.06.04 11:00 | buy | 12 | 0.10 | 168.379 | 0.000 | 0.000 | ||
| 46 | 2024.06.04 11:00 | modify | 12 | 0.10 | 168.379 | 166.979 | 169.779 | ||
| 47 | 2024.06.04 23:40 | buy | 13 | 0.10 | 168.801 | 0.000 | 0.000 | ||
| 48 | 2024.06.04 23:40 | modify | 13 | 0.10 | 168.801 | 168.589 | 169.779 | ||
| 49 | 2024.06.04 23:40 | modify | 12 | 0.10 | 168.379 | 168.589 | 169.779 | ||
| 50 | 2024.06.05 02:01 | buy | 14 | 0.10 | 169.222 | 0.000 | 0.000 | ||
| 51 | 2024.06.05 02:01 | modify | 14 | 0.10 | 169.222 | 168.729 | 169.779 | ||
| 52 | 2024.06.05 02:01 | modify | 13 | 0.10 | 168.801 | 168.729 | 169.779 | ||
| 53 | 2024.06.05 02:01 | modify | 12 | 0.10 | 168.379 | 168.729 | 169.779 | ||
| 54 | 2024.06.05 05:03 | buy | 15 | 0.10 | 169.360 | 0.000 | 0.000 | ||
| 55 | 2024.06.05 05:03 | modify | 15 | 0.10 | 169.360 | 168.939 | 169.779 | ||
| 56 | 2024.06.05 05:03 | modify | 14 | 0.10 | 169.222 | 168.939 | 169.779 | ||
| 57 | 2024.06.05 05:03 | modify | 13 | 0.10 | 168.801 | 168.939 | 169.779 | ||
| 58 | 2024.06.05 05:03 | modify | 12 | 0.10 | 168.379 | 168.939 | 169.779 | ||
| 59 | 2024.06.05 07:42 | t/p | 12 | 0.10 | 169.779 | 168.939 | 169.779 | 100.01 | 10328.33 |
| 60 | 2024.06.05 07:42 | t/p | 13 | 0.10 | 169.779 | 168.939 | 169.779 | 70.08 | 10398.42 |
| 61 | 2024.06.05 07:42 | t/p | 14 | 0.10 | 169.779 | 168.939 | 169.779 | 39.50 | 10437.92 |
| 62 | 2024.06.05 07:42 | t/p | 15 | 0.10 | 169.779 | 168.939 | 169.779 | 29.71 | 10467.63 |
| 63 | 2024.07.11 13:00 | buy | 16 | 0.10 | 172.748 | 0.000 | 0.000 | ||
| 64 | 2024.07.11 13:00 | modify | 16 | 0.10 | 172.748 | 171.348 | 174.148 | ||
| 65 | 2024.07.11 23:05 | buy | 17 | 0.10 | 173.168 | 0.000 | 0.000 | ||
| 66 | 2024.07.11 23:05 | modify | 17 | 0.10 | 173.168 | 172.958 | 174.148 | ||
| 67 | 2024.07.11 23:05 | modify | 16 | 0.10 | 172.748 | 172.958 | 174.148 | ||
| 68 | 2024.07.11 23:28 | s/l | 16 | 0.10 | 172.958 | 172.958 | 174.148 | 14.89 | 10482.52 |
| 69 | 2024.07.11 23:28 | s/l | 17 | 0.10 | 172.958 | 172.958 | 174.148 | -14.90 | 10467.62 |