Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| 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=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; 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 | 7242 | Ticks modelled | 13483 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 494.25 | Gross profit | 724.91 | Gross loss | -230.66 |
| Profit factor | 3.14 | Expected payoff | 29.07 | ||
| Absolute drawdown | 116.07 | Maximal drawdown | 209.30 (19.14%) | Relative drawdown | 19.14% (209.30) |
| Total trades | 17 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 100.23 | loss trade | -98.48 | |
| Average | profit trade | 65.90 | loss trade | -38.44 | |
| Maximum | consecutive wins (profit in money) | 4 (318.07) | consecutive losses (loss in money) | 2 (-109.81) | |
| Maximal | consecutive profit (count of wins) | 318.07 (4) | consecutive loss (count of losses) | -109.81 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 17:00 | sell | 1 | 0.10 | 158.418 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 17:00 | modify | 1 | 0.10 | 158.418 | 159.818 | 156.918 | ||
| 3 | 2024.01.09 12:00 | sell | 2 | 0.10 | 157.489 | 0.000 | 0.000 | ||
| 4 | 2024.01.09 12:00 | modify | 2 | 0.10 | 157.489 | 157.668 | 156.918 | ||
| 5 | 2024.01.09 12:00 | modify | 1 | 0.10 | 158.418 | 157.668 | 156.918 | ||
| 6 | 2024.01.09 14:00 | s/l | 1 | 0.10 | 157.668 | 157.668 | 156.918 | 43.29 | 1043.29 |
| 7 | 2024.01.09 14:00 | s/l | 2 | 0.10 | 157.668 | 157.668 | 156.918 | -11.33 | 1031.96 |
| 8 | 2024.01.10 17:00 | sell | 3 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 9 | 2024.01.10 17:00 | modify | 3 | 0.10 | 159.660 | 161.060 | 158.160 | ||
| 10 | 2024.01.17 16:00 | s/l | 3 | 0.10 | 161.060 | 161.060 | 158.160 | -98.48 | 933.49 |
| 11 | 2024.01.17 18:00 | sell | 4 | 0.10 | 161.075 | 0.000 | 0.000 | ||
| 12 | 2024.01.17 18:00 | modify | 4 | 0.10 | 161.075 | 162.475 | 159.575 | ||
| 13 | 2024.01.26 06:00 | sell | 5 | 0.10 | 160.171 | 0.000 | 0.000 | ||
| 14 | 2024.01.26 06:00 | modify | 5 | 0.10 | 160.171 | 160.325 | 159.575 | ||
| 15 | 2024.01.26 06:00 | modify | 4 | 0.10 | 161.075 | 160.325 | 159.575 | ||
| 16 | 2024.01.26 10:00 | s/l | 4 | 0.10 | 160.325 | 160.325 | 159.575 | 32.07 | 965.55 |
| 17 | 2024.01.26 10:00 | s/l | 5 | 0.10 | 160.325 | 160.325 | 159.575 | -9.76 | 955.79 |
| 18 | 2024.03.20 07:00 | sell | 6 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 19 | 2024.03.20 07:00 | modify | 6 | 0.10 | 164.652 | 166.052 | 163.152 | ||
| 20 | 2024.03.28 04:00 | sell | 7 | 0.10 | 163.746 | 0.000 | 0.000 | ||
| 21 | 2024.03.28 04:00 | modify | 7 | 0.10 | 163.746 | 163.902 | 163.152 | ||
| 22 | 2024.03.28 04:00 | modify | 6 | 0.10 | 164.652 | 163.902 | 163.152 | ||
| 23 | 2024.03.29 01:00 | t/p | 6 | 0.10 | 163.152 | 163.902 | 163.152 | 79.57 | 1035.36 |
| 24 | 2024.03.29 01:00 | t/p | 7 | 0.10 | 163.152 | 163.902 | 163.152 | 36.22 | 1071.58 |
| 25 | 2024.04.03 16:00 | sell | 8 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 26 | 2024.04.03 16:00 | modify | 8 | 0.10 | 164.214 | 165.614 | 162.714 | ||
| 27 | 2024.04.12 13:00 | t/p | 8 | 0.10 | 162.714 | 165.614 | 162.714 | 79.57 | 1151.14 |
| 28 | 2024.04.12 14:00 | buy | 9 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 29 | 2024.04.12 14:00 | modify | 9 | 0.10 | 162.777 | 161.377 | 164.277 | ||
| 30 | 2024.04.15 14:00 | t/p | 9 | 0.10 | 164.277 | 161.377 | 164.277 | 95.65 | 1246.79 |
| 31 | 2024.04.25 08:00 | sell | 10 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 32 | 2024.04.25 08:00 | modify | 10 | 0.10 | 166.852 | 168.252 | 165.352 | ||
| 33 | 2024.04.26 08:00 | s/l | 10 | 0.10 | 168.252 | 168.252 | 165.352 | -90.06 | 1156.73 |
| 34 | 2024.05.13 18:00 | sell | 11 | 0.10 | 168.593 | 0.000 | 0.000 | ||
| 35 | 2024.05.13 18:00 | modify | 11 | 0.10 | 168.593 | 169.993 | 167.093 | ||
| 36 | 2024.05.16 03:00 | sell | 12 | 0.10 | 167.669 | 0.000 | 0.000 | ||
| 37 | 2024.05.16 03:00 | modify | 12 | 0.10 | 167.669 | 167.843 | 167.093 | ||
| 38 | 2024.05.16 03:00 | modify | 11 | 0.10 | 168.593 | 167.843 | 167.093 | ||
| 39 | 2024.05.16 07:00 | s/l | 11 | 0.10 | 167.843 | 167.843 | 167.093 | 40.48 | 1197.21 |
| 40 | 2024.05.16 07:00 | s/l | 12 | 0.10 | 167.843 | 167.843 | 167.093 | -11.02 | 1186.19 |
| 41 | 2024.07.03 10:00 | sell | 13 | 0.10 | 174.089 | 0.000 | 0.000 | ||
| 42 | 2024.07.03 10:00 | modify | 13 | 0.10 | 174.089 | 175.489 | 172.589 | ||
| 43 | 2024.07.11 13:00 | t/p | 13 | 0.10 | 172.589 | 175.489 | 172.589 | 80.97 | 1267.16 |
| 44 | 2024.09.02 14:00 | sell | 14 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 45 | 2024.09.02 14:00 | modify | 14 | 0.10 | 162.652 | 164.052 | 161.152 | ||
| 46 | 2024.09.03 09:00 | t/p | 14 | 0.10 | 161.152 | 164.052 | 161.152 | 93.59 | 1360.75 |
| 47 | 2024.10.15 08:00 | buy | 15 | 0.10 | 162.669 | 0.000 | 0.000 | ||
| 48 | 2024.10.15 08:00 | modify | 15 | 0.10 | 162.669 | 161.269 | 164.169 | ||
| 49 | 2024.10.23 05:00 | t/p | 15 | 0.10 | 164.169 | 161.269 | 164.169 | 100.23 | 1460.97 |
| 50 | 2024.10.23 15:00 | sell | 16 | 0.10 | 164.875 | 0.000 | 0.000 | ||
| 51 | 2024.10.23 15:00 | modify | 16 | 0.10 | 164.875 | 166.275 | 163.375 | ||
| 52 | 2024.10.24 07:00 | sell | 17 | 0.10 | 163.967 | 0.000 | 0.000 | ||
| 53 | 2024.10.24 07:00 | modify | 17 | 0.10 | 163.967 | 164.125 | 163.375 | ||
| 54 | 2024.10.24 07:00 | modify | 16 | 0.10 | 164.875 | 164.125 | 163.375 | ||
| 55 | 2024.10.24 08:00 | s/l | 16 | 0.10 | 164.125 | 164.125 | 163.375 | 43.28 | 1504.26 |
| 56 | 2024.10.24 08:00 | s/l | 17 | 0.10 | 164.125 | 164.125 | 163.375 | -10.01 | 1494.25 |