Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:00 (2024.05.01 - 2025.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 6517 | Ticks modelled | 59515753 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 184.36 | Gross profit | 209.12 | Gross loss | -24.76 |
| Profit factor | 8.45 | Expected payoff | 30.73 | ||
| Absolute drawdown | 12.55 | Maximal drawdown | 82.52 (7.67%) | Relative drawdown | 7.67% (82.52) |
| Total trades | 6 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 81.67 | loss trade | -24.76 | |
| Average | profit trade | 41.82 | loss trade | -24.76 | |
| Maximum | consecutive wins (profit in money) | 5 (209.12) | consecutive losses (loss in money) | 1 (-24.76) | |
| Maximal | consecutive profit (count of wins) | 209.12 (5) | consecutive loss (count of losses) | -24.76 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 17:00 | sell | 1 | 0.10 | 169.259 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 17:00 | modify | 1 | 0.10 | 169.259 | 170.759 | 168.059 | ||
| 3 | 2024.05.15 08:33 | sell | 2 | 0.10 | 168.719 | 0.000 | 0.000 | ||
| 4 | 2024.05.15 08:33 | modify | 2 | 0.10 | 168.719 | 169.079 | 168.059 | ||
| 5 | 2024.05.15 08:33 | modify | 1 | 0.10 | 169.259 | 169.079 | 168.059 | ||
| 6 | 2024.05.15 08:37 | sell | 3 | 0.10 | 168.597 | 0.000 | 0.000 | ||
| 7 | 2024.05.15 08:37 | modify | 3 | 0.10 | 168.597 | 168.959 | 168.059 | ||
| 8 | 2024.05.15 08:37 | sell | 4 | 0.10 | 168.597 | 0.000 | 0.000 | ||
| 9 | 2024.05.15 08:37 | modify | 4 | 0.10 | 168.597 | 168.839 | 168.059 | ||
| 10 | 2024.05.15 08:37 | modify | 2 | 0.10 | 168.719 | 168.839 | 168.059 | ||
| 11 | 2024.05.15 08:37 | modify | 1 | 0.10 | 169.259 | 168.839 | 168.059 | ||
| 12 | 2024.05.15 08:37 | modify | 3 | 0.10 | 168.597 | 168.839 | 168.059 | ||
| 13 | 2024.05.15 12:30 | t/p | 1 | 0.10 | 168.059 | 168.839 | 168.059 | 81.67 | 1081.67 |
| 14 | 2024.05.15 12:30 | t/p | 2 | 0.10 | 168.059 | 168.839 | 168.059 | 45.39 | 1127.06 |
| 15 | 2024.05.15 12:30 | t/p | 3 | 0.10 | 168.059 | 168.839 | 168.059 | 37.00 | 1164.06 |
| 16 | 2024.05.15 12:30 | t/p | 4 | 0.10 | 168.059 | 168.839 | 168.059 | 37.00 | 1201.06 |
| 17 | 2024.07.03 10:00 | sell | 5 | 0.10 | 174.089 | 0.000 | 0.000 | ||
| 18 | 2024.07.03 10:00 | modify | 5 | 0.10 | 174.089 | 175.589 | 172.889 | ||
| 19 | 2024.07.08 02:41 | sell | 6 | 0.10 | 173.549 | 0.000 | 0.000 | ||
| 20 | 2024.07.08 02:41 | modify | 6 | 0.10 | 173.549 | 173.909 | 172.889 | ||
| 21 | 2024.07.08 02:41 | modify | 5 | 0.10 | 174.089 | 173.909 | 172.889 | ||
| 22 | 2024.07.08 03:42 | s/l | 5 | 0.10 | 173.909 | 173.909 | 172.889 | 8.06 | 1209.12 |
| 23 | 2024.07.08 03:42 | s/l | 6 | 0.10 | 173.909 | 173.909 | 172.889 | -24.76 | 1184.36 |