Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 7239 | Ticks modelled | 13478 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 267.65 | Gross profit | 749.01 | Gross loss | -481.36 |
| Profit factor | 1.56 | Expected payoff | 8.36 | ||
| Absolute drawdown | 47.42 | Maximal drawdown | 216.09 (14.56%) | Relative drawdown | 14.56% (216.09) |
| Total trades | 32 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 17 (53.12%) | Loss trades (% of total) | 15 (46.88%) | ||
| Largest | profit trade | 78.09 | loss trade | -97.34 | |
| Average | profit trade | 44.06 | loss trade | -32.09 | |
| Maximum | consecutive wins (profit in money) | 5 (282.25) | consecutive losses (loss in money) | 2 (-109.86) | |
| Maximal | consecutive profit (count of wins) | 282.25 (5) | consecutive loss (count of losses) | -109.86 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 19:00 | sell | 1 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 2 | 2023.11.14 19:00 | modify | 1 | 0.10 | 163.627 | 165.027 | 162.427 | ||
| 3 | 2023.11.17 10:00 | t/p | 1 | 0.10 | 162.427 | 165.027 | 162.427 | 70.42 | 1070.42 |
| 4 | 2023.12.07 14:00 | buy | 2 | 0.10 | 156.309 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 14:00 | modify | 2 | 0.10 | 156.309 | 154.909 | 157.509 | ||
| 6 | 2023.12.07 18:00 | s/l | 2 | 0.10 | 154.909 | 154.909 | 157.509 | -90.34 | 980.08 |
| 7 | 2023.12.07 19:00 | buy | 3 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 8 | 2023.12.07 19:00 | modify | 3 | 0.10 | 155.085 | 153.685 | 156.285 | ||
| 9 | 2023.12.07 22:00 | buy | 4 | 0.10 | 155.588 | 0.000 | 0.000 | ||
| 10 | 2023.12.07 22:00 | modify | 4 | 0.10 | 155.588 | 155.385 | 156.285 | ||
| 11 | 2023.12.07 22:00 | modify | 3 | 0.10 | 155.085 | 155.385 | 156.285 | ||
| 12 | 2023.12.08 00:00 | s/l | 3 | 0.10 | 155.385 | 155.385 | 156.285 | 20.01 | 1000.09 |
| 13 | 2023.12.08 00:00 | s/l | 4 | 0.10 | 155.385 | 155.385 | 156.285 | -12.45 | 987.65 |
| 14 | 2023.12.11 09:00 | sell | 5 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 15 | 2023.12.11 09:00 | modify | 5 | 0.10 | 157.419 | 158.819 | 156.219 | ||
| 16 | 2023.12.12 11:00 | sell | 6 | 0.10 | 156.926 | 0.000 | 0.000 | ||
| 17 | 2023.12.12 11:00 | modify | 6 | 0.10 | 156.926 | 157.119 | 156.219 | ||
| 18 | 2023.12.12 11:00 | modify | 5 | 0.10 | 157.419 | 157.119 | 156.219 | ||
| 19 | 2023.12.12 12:00 | sell | 7 | 0.10 | 156.734 | 0.000 | 0.000 | ||
| 20 | 2023.12.12 12:00 | modify | 7 | 0.10 | 156.734 | 156.939 | 156.219 | ||
| 21 | 2023.12.12 12:00 | modify | 6 | 0.10 | 156.926 | 156.939 | 156.219 | ||
| 22 | 2023.12.12 12:00 | modify | 5 | 0.10 | 157.419 | 156.939 | 156.219 | ||
| 23 | 2023.12.12 14:00 | s/l | 5 | 0.10 | 156.939 | 156.939 | 156.219 | 29.57 | 1017.21 |
| 24 | 2023.12.12 14:00 | s/l | 6 | 0.10 | 156.939 | 156.939 | 156.219 | -0.84 | 1016.37 |
| 25 | 2023.12.12 14:00 | s/l | 7 | 0.10 | 156.939 | 156.939 | 156.219 | -13.23 | 1003.14 |
| 26 | 2024.01.04 17:00 | sell | 8 | 0.10 | 158.418 | 0.000 | 0.000 | ||
| 27 | 2024.01.04 17:00 | modify | 8 | 0.10 | 158.418 | 159.818 | 157.218 | ||
| 28 | 2024.01.08 07:00 | sell | 9 | 0.10 | 157.805 | 0.000 | 0.000 | ||
| 29 | 2024.01.08 07:00 | modify | 9 | 0.10 | 157.805 | 158.298 | 157.218 | ||
| 30 | 2024.01.08 07:00 | modify | 8 | 0.10 | 158.418 | 158.298 | 157.218 | ||
| 31 | 2024.01.08 10:00 | sell | 10 | 0.10 | 157.746 | 0.000 | 0.000 | ||
| 32 | 2024.01.08 10:00 | modify | 10 | 0.10 | 157.746 | 157.938 | 157.218 | ||
| 33 | 2024.01.08 10:00 | modify | 9 | 0.10 | 157.805 | 157.938 | 157.218 | ||
| 34 | 2024.01.08 10:00 | modify | 8 | 0.10 | 158.418 | 157.938 | 157.218 | ||
| 35 | 2024.01.08 11:00 | s/l | 8 | 0.10 | 157.938 | 157.938 | 157.218 | 28.17 | 1031.31 |
| 36 | 2024.01.08 11:00 | s/l | 9 | 0.10 | 157.938 | 157.938 | 157.218 | -8.58 | 1022.73 |
| 37 | 2024.01.08 11:00 | s/l | 10 | 0.10 | 157.938 | 157.938 | 157.218 | -12.39 | 1010.34 |
| 38 | 2024.01.10 17:00 | sell | 11 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 39 | 2024.01.10 17:00 | modify | 11 | 0.10 | 159.660 | 161.060 | 158.460 | ||
| 40 | 2024.01.12 08:00 | sell | 12 | 0.10 | 159.163 | 0.000 | 0.000 | ||
| 41 | 2024.01.12 08:00 | modify | 12 | 0.10 | 159.163 | 159.360 | 158.460 | ||
| 42 | 2024.01.12 08:00 | modify | 11 | 0.10 | 159.660 | 159.360 | 158.460 | ||
| 43 | 2024.01.12 13:00 | sell | 13 | 0.10 | 158.998 | 0.000 | 0.000 | ||
| 44 | 2024.01.12 13:00 | modify | 13 | 0.10 | 158.998 | 159.180 | 158.460 | ||
| 45 | 2024.01.12 13:00 | modify | 12 | 0.10 | 159.163 | 159.180 | 158.460 | ||
| 46 | 2024.01.12 13:00 | modify | 11 | 0.10 | 159.660 | 159.180 | 158.460 | ||
| 47 | 2024.01.12 14:00 | s/l | 11 | 0.10 | 159.180 | 159.180 | 158.460 | 25.36 | 1035.70 |
| 48 | 2024.01.12 14:00 | s/l | 12 | 0.10 | 159.180 | 159.180 | 158.460 | -1.10 | 1034.60 |
| 49 | 2024.01.12 14:00 | s/l | 13 | 0.10 | 159.180 | 159.180 | 158.460 | -11.75 | 1022.85 |
| 50 | 2024.01.17 18:00 | sell | 14 | 0.10 | 161.075 | 0.000 | 0.000 | ||
| 51 | 2024.01.17 18:00 | modify | 14 | 0.10 | 161.075 | 162.475 | 159.875 | ||
| 52 | 2024.01.23 07:00 | sell | 15 | 0.10 | 160.570 | 0.000 | 0.000 | ||
| 53 | 2024.01.23 07:00 | modify | 15 | 0.10 | 160.570 | 160.775 | 159.875 | ||
| 54 | 2024.01.23 07:00 | modify | 14 | 0.10 | 161.075 | 160.775 | 159.875 | ||
| 55 | 2024.01.23 08:00 | s/l | 14 | 0.10 | 160.775 | 160.775 | 159.875 | 10.95 | 1033.80 |
| 56 | 2024.01.23 08:00 | s/l | 15 | 0.10 | 160.775 | 160.775 | 159.875 | -13.23 | 1020.57 |
| 57 | 2024.03.20 07:00 | sell | 16 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 58 | 2024.03.20 07:00 | modify | 16 | 0.10 | 164.652 | 166.052 | 163.452 | ||
| 59 | 2024.03.25 00:00 | t/p | 16 | 0.10 | 163.452 | 166.052 | 163.452 | 70.42 | 1090.99 |
| 60 | 2024.04.03 16:00 | sell | 17 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 61 | 2024.04.03 16:00 | modify | 17 | 0.10 | 164.214 | 165.614 | 163.014 | ||
| 62 | 2024.04.05 01:00 | sell | 18 | 0.10 | 163.606 | 0.000 | 0.000 | ||
| 63 | 2024.04.05 01:00 | modify | 18 | 0.10 | 163.606 | 164.094 | 163.014 | ||
| 64 | 2024.04.05 01:00 | modify | 17 | 0.10 | 164.214 | 164.094 | 163.014 | ||
| 65 | 2024.04.05 02:00 | sell | 19 | 0.10 | 163.553 | 0.000 | 0.000 | ||
| 66 | 2024.04.05 02:00 | modify | 19 | 0.10 | 163.553 | 163.734 | 163.014 | ||
| 67 | 2024.04.05 02:00 | modify | 18 | 0.10 | 163.606 | 163.734 | 163.014 | ||
| 68 | 2024.04.05 02:00 | modify | 17 | 0.10 | 164.214 | 163.734 | 163.014 | ||
| 69 | 2024.04.05 04:00 | s/l | 17 | 0.10 | 163.734 | 163.734 | 163.014 | 25.37 | 1116.36 |
| 70 | 2024.04.05 04:00 | s/l | 18 | 0.10 | 163.734 | 163.734 | 163.014 | -8.25 | 1108.11 |
| 71 | 2024.04.05 04:00 | s/l | 19 | 0.10 | 163.734 | 163.734 | 163.014 | -11.67 | 1096.44 |
| 72 | 2024.04.12 14:00 | buy | 20 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 73 | 2024.04.12 14:00 | modify | 20 | 0.10 | 162.777 | 161.377 | 163.977 | ||
| 74 | 2024.04.14 23:00 | buy | 21 | 0.10 | 163.259 | 0.000 | 0.000 | ||
| 75 | 2024.04.14 23:00 | modify | 21 | 0.10 | 163.259 | 163.077 | 163.977 | ||
| 76 | 2024.04.14 23:00 | modify | 20 | 0.10 | 162.777 | 163.077 | 163.977 | ||
| 77 | 2024.04.15 01:00 | buy | 22 | 0.10 | 163.396 | 0.000 | 0.000 | ||
| 78 | 2024.04.15 01:00 | modify | 22 | 0.10 | 163.396 | 162.897 | 163.977 | ||
| 79 | 2024.04.15 02:00 | modify | 22 | 0.10 | 163.396 | 163.077 | 163.977 | ||
| 80 | 2024.04.15 07:00 | t/p | 20 | 0.10 | 163.977 | 163.077 | 163.977 | 78.09 | 1174.53 |
| 81 | 2024.04.15 07:00 | t/p | 21 | 0.10 | 163.977 | 163.077 | 163.977 | 46.98 | 1221.51 |
| 82 | 2024.04.15 07:00 | t/p | 22 | 0.10 | 163.977 | 163.077 | 163.977 | 37.49 | 1259.00 |
| 83 | 2024.04.25 08:00 | sell | 23 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 84 | 2024.04.25 08:00 | modify | 23 | 0.10 | 166.852 | 168.252 | 165.652 | ||
| 85 | 2024.04.26 08:00 | s/l | 23 | 0.10 | 168.252 | 168.252 | 165.652 | -91.73 | 1167.27 |
| 86 | 2024.05.13 18:00 | sell | 24 | 0.10 | 168.593 | 0.000 | 0.000 | ||
| 87 | 2024.05.13 18:00 | modify | 24 | 0.10 | 168.593 | 169.993 | 167.393 | ||
| 88 | 2024.05.16 01:00 | t/p | 24 | 0.10 | 167.393 | 169.993 | 167.393 | 70.42 | 1237.69 |
| 89 | 2024.07.03 10:00 | sell | 25 | 0.10 | 174.089 | 0.000 | 0.000 | ||
| 90 | 2024.07.03 10:00 | modify | 25 | 0.10 | 174.089 | 175.489 | 172.889 | ||
| 91 | 2024.07.11 13:00 | t/p | 25 | 0.10 | 172.889 | 175.489 | 172.889 | 63.41 | 1301.10 |
| 92 | 2024.09.02 14:00 | sell | 26 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 93 | 2024.09.02 14:00 | modify | 26 | 0.10 | 162.652 | 164.052 | 161.452 | ||
| 94 | 2024.09.03 04:00 | sell | 27 | 0.10 | 162.046 | 0.000 | 0.000 | ||
| 95 | 2024.09.03 04:00 | modify | 27 | 0.10 | 162.046 | 162.532 | 161.452 | ||
| 96 | 2024.09.03 04:00 | modify | 26 | 0.10 | 162.652 | 162.532 | 161.452 | ||
| 97 | 2024.09.03 05:00 | sell | 28 | 0.10 | 161.980 | 0.000 | 0.000 | ||
| 98 | 2024.09.03 05:00 | modify | 28 | 0.10 | 161.980 | 162.172 | 161.452 | ||
| 99 | 2024.09.03 05:00 | modify | 27 | 0.10 | 162.046 | 162.172 | 161.452 | ||
| 100 | 2024.09.03 05:00 | modify | 26 | 0.10 | 162.652 | 162.172 | 161.452 | ||
| 101 | 2024.09.03 08:00 | t/p | 26 | 0.10 | 161.452 | 162.172 | 161.452 | 76.03 | 1377.13 |
| 102 | 2024.09.03 08:00 | t/p | 27 | 0.10 | 161.452 | 162.172 | 161.452 | 38.33 | 1415.46 |
| 103 | 2024.09.03 08:00 | t/p | 28 | 0.10 | 161.452 | 162.172 | 161.452 | 34.07 | 1449.53 |
| 104 | 2024.09.17 19:00 | sell | 29 | 0.10 | 157.725 | 0.000 | 0.000 | ||
| 105 | 2024.09.17 19:00 | modify | 29 | 0.10 | 157.725 | 159.125 | 156.525 | ||
| 106 | 2024.09.19 01:00 | s/l | 29 | 0.10 | 159.125 | 159.125 | 156.525 | -95.94 | 1353.59 |
| 107 | 2024.10.15 08:00 | buy | 30 | 0.10 | 162.669 | 0.000 | 0.000 | ||
| 108 | 2024.10.15 08:00 | modify | 30 | 0.10 | 162.669 | 161.269 | 163.869 | ||
| 109 | 2024.10.22 03:00 | buy | 31 | 0.10 | 163.163 | 0.000 | 0.000 | ||
| 110 | 2024.10.22 03:00 | modify | 31 | 0.10 | 163.163 | 162.969 | 163.869 | ||
| 111 | 2024.10.22 03:00 | modify | 30 | 0.10 | 162.669 | 162.969 | 163.869 | ||
| 112 | 2024.10.22 14:00 | s/l | 30 | 0.10 | 162.969 | 162.969 | 163.869 | 23.92 | 1377.51 |
| 113 | 2024.10.22 14:00 | s/l | 31 | 0.10 | 162.969 | 162.969 | 163.869 | -12.52 | 1364.99 |
| 114 | 2024.10.23 07:00 | sell | 32 | 0.10 | 164.361 | 0.000 | 0.000 | ||
| 115 | 2024.10.23 07:00 | modify | 32 | 0.10 | 164.361 | 165.761 | 163.161 | ||
| 116 | 2024.10.28 02:00 | s/l | 32 | 0.10 | 165.761 | 165.761 | 163.161 | -97.34 | 1267.65 |