Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=50; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7263 | Ticks modelled | 158469 | Modelling quality | n/a |
| Mismatched charts errors | 24 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 954.45 | Gross profit | 1143.42 | Gross loss | -188.97 |
| Profit factor | 6.05 | Expected payoff | 32.91 | ||
| Absolute drawdown | 91.89 | Maximal drawdown | 166.62 (1.59%) | Relative drawdown | 1.59% (166.62) |
| Total trades | 29 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
| Largest | profit trade | 99.00 | loss trade | -97.81 | |
| Average | profit trade | 54.45 | loss trade | -23.62 | |
| Maximum | consecutive wins (profit in money) | 10 (567.73) | consecutive losses (loss in money) | 2 (-112.49) | |
| Maximal | consecutive profit (count of wins) | 567.73 (10) | consecutive loss (count of losses) | -112.49 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.13 09:00 | buy | 1 | 0.10 | 139.339 | 0.000 | 0.000 | ||
| 2 | 2023.01.13 09:00 | modify | 1 | 0.10 | 139.339 | 137.939 | 140.739 | ||
| 3 | 2023.01.18 02:50 | t/p | 1 | 0.10 | 140.739 | 137.939 | 140.739 | 99.00 | 10099.00 |
| 4 | 2023.03.15 15:00 | buy | 2 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 5 | 2023.03.15 15:00 | modify | 2 | 0.10 | 140.268 | 138.868 | 141.668 | ||
| 6 | 2023.03.15 19:47 | buy | 3 | 0.10 | 141.040 | 0.000 | 0.000 | ||
| 7 | 2023.03.15 19:47 | modify | 3 | 0.10 | 141.040 | 140.828 | 141.668 | ||
| 8 | 2023.03.15 19:47 | modify | 2 | 0.10 | 140.268 | 140.828 | 141.668 | ||
| 9 | 2023.03.15 20:10 | buy | 4 | 0.10 | 140.986 | 0.000 | 0.000 | ||
| 10 | 2023.03.15 20:10 | modify | 4 | 0.10 | 140.986 | 140.478 | 141.668 | ||
| 11 | 2023.03.15 20:12 | modify | 4 | 0.10 | 140.986 | 140.828 | 141.668 | ||
| 12 | 2023.03.15 23:20 | s/l | 2 | 0.10 | 140.828 | 140.828 | 141.668 | 38.66 | 10137.66 |
| 13 | 2023.03.15 23:20 | s/l | 3 | 0.10 | 140.828 | 140.828 | 141.668 | -14.64 | 10123.02 |
| 14 | 2023.03.15 23:20 | s/l | 4 | 0.10 | 140.828 | 140.828 | 141.668 | -10.91 | 10112.11 |
| 15 | 2023.03.21 13:00 | sell | 5 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 16 | 2023.03.21 13:00 | modify | 5 | 0.10 | 142.557 | 143.957 | 141.157 | ||
| 17 | 2023.03.23 19:52 | sell | 6 | 0.10 | 141.555 | 0.000 | 0.000 | ||
| 18 | 2023.03.23 19:52 | modify | 6 | 0.10 | 141.555 | 142.067 | 141.157 | ||
| 19 | 2023.03.23 19:52 | modify | 5 | 0.10 | 142.557 | 142.067 | 141.157 | ||
| 20 | 2023.03.23 20:52 | sell | 7 | 0.10 | 141.774 | 0.000 | 0.000 | ||
| 21 | 2023.03.23 20:52 | modify | 7 | 0.10 | 141.774 | 141.997 | 141.157 | ||
| 22 | 2023.03.23 20:55 | modify | 7 | 0.10 | 141.774 | 142.067 | 141.157 | ||
| 23 | 2023.03.24 01:15 | t/p | 5 | 0.10 | 141.157 | 142.067 | 141.157 | 90.02 | 10202.13 |
| 24 | 2023.03.24 01:15 | t/p | 6 | 0.10 | 141.157 | 142.067 | 141.157 | 26.14 | 10228.27 |
| 25 | 2023.03.24 01:15 | t/p | 7 | 0.10 | 141.157 | 142.067 | 141.157 | 41.23 | 10269.50 |
| 26 | 2023.03.24 11:00 | buy | 8 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 27 | 2023.03.24 11:00 | modify | 8 | 0.10 | 139.368 | 137.968 | 140.768 | ||
| 28 | 2023.03.24 13:20 | buy | 9 | 0.10 | 140.376 | 0.000 | 0.000 | ||
| 29 | 2023.03.24 13:20 | modify | 9 | 0.10 | 140.376 | 139.858 | 140.768 | ||
| 30 | 2023.03.24 13:20 | modify | 8 | 0.10 | 139.368 | 139.858 | 140.768 | ||
| 31 | 2023.03.24 15:27 | buy | 10 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 32 | 2023.03.24 15:27 | modify | 10 | 0.10 | 140.151 | 139.928 | 140.768 | ||
| 33 | 2023.03.24 15:30 | modify | 10 | 0.10 | 140.151 | 139.858 | 140.768 | ||
| 34 | 2023.03.24 16:20 | t/p | 8 | 0.10 | 140.768 | 139.858 | 140.768 | 96.66 | 10366.16 |
| 35 | 2023.03.24 16:20 | t/p | 9 | 0.10 | 140.768 | 139.858 | 140.768 | 27.07 | 10393.23 |
| 36 | 2023.03.24 16:20 | t/p | 10 | 0.10 | 140.768 | 139.858 | 140.768 | 42.60 | 10435.83 |
| 37 | 2023.03.30 14:00 | sell | 11 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 38 | 2023.03.30 14:00 | modify | 11 | 0.10 | 144.838 | 146.238 | 143.438 | ||
| 39 | 2023.03.31 19:05 | sell | 12 | 0.10 | 144.065 | 0.000 | 0.000 | ||
| 40 | 2023.03.31 19:05 | modify | 12 | 0.10 | 144.065 | 144.278 | 143.438 | ||
| 41 | 2023.03.31 19:05 | modify | 11 | 0.10 | 144.838 | 144.278 | 143.438 | ||
| 42 | 2023.04.02 21:00 | s/l | 11 | 0.10 | 144.278 | 144.278 | 143.438 | 37.31 | 10473.14 |
| 43 | 2023.04.02 21:00 | s/l | 12 | 0.10 | 144.278 | 144.278 | 143.438 | -14.68 | 10458.46 |
| 44 | 2023.06.15 10:00 | sell | 13 | 0.10 | 152.961 | 0.000 | 0.000 | ||
| 45 | 2023.06.15 10:00 | modify | 13 | 0.10 | 152.961 | 154.361 | 151.561 | ||
| 46 | 2023.06.16 06:45 | s/l | 13 | 0.10 | 154.361 | 154.361 | 151.561 | -97.81 | 10360.66 |
| 47 | 2023.08.10 15:00 | sell | 14 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 48 | 2023.08.10 15:00 | modify | 14 | 0.10 | 159.092 | 160.492 | 157.692 | ||
| 49 | 2023.08.14 01:15 | sell | 15 | 0.10 | 158.375 | 0.000 | 0.000 | ||
| 50 | 2023.08.14 01:15 | modify | 15 | 0.10 | 158.375 | 158.882 | 157.692 | ||
| 51 | 2023.08.14 01:15 | modify | 14 | 0.10 | 159.092 | 158.882 | 157.692 | ||
| 52 | 2023.08.14 06:42 | sell | 16 | 0.10 | 158.322 | 0.000 | 0.000 | ||
| 53 | 2023.08.14 06:42 | modify | 16 | 0.10 | 158.322 | 158.532 | 157.692 | ||
| 54 | 2023.08.14 06:42 | modify | 15 | 0.10 | 158.375 | 158.532 | 157.692 | ||
| 55 | 2023.08.14 06:42 | modify | 14 | 0.10 | 159.092 | 158.532 | 157.692 | ||
| 56 | 2023.08.14 07:15 | s/l | 14 | 0.10 | 158.532 | 158.532 | 157.692 | 36.00 | 10396.66 |
| 57 | 2023.08.14 07:15 | s/l | 15 | 0.10 | 158.532 | 158.532 | 157.692 | -10.83 | 10385.83 |
| 58 | 2023.08.14 07:15 | s/l | 16 | 0.10 | 158.532 | 158.532 | 157.692 | -14.48 | 10371.35 |
| 59 | 2023.08.23 12:00 | buy | 17 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 60 | 2023.08.23 12:00 | modify | 17 | 0.10 | 157.258 | 155.858 | 158.658 | ||
| 61 | 2023.08.24 11:15 | buy | 18 | 0.10 | 157.977 | 0.000 | 0.000 | ||
| 62 | 2023.08.24 11:15 | modify | 18 | 0.10 | 157.977 | 157.468 | 158.658 | ||
| 63 | 2023.08.24 11:15 | modify | 17 | 0.10 | 157.258 | 157.468 | 158.658 | ||
| 64 | 2023.08.24 13:20 | buy | 19 | 0.10 | 158.030 | 0.000 | 0.000 | ||
| 65 | 2023.08.24 13:20 | modify | 19 | 0.10 | 158.030 | 157.818 | 158.658 | ||
| 66 | 2023.08.24 13:20 | modify | 18 | 0.10 | 157.977 | 157.818 | 158.658 | ||
| 67 | 2023.08.24 13:20 | modify | 17 | 0.10 | 157.258 | 157.818 | 158.658 | ||
| 68 | 2023.08.24 14:20 | s/l | 17 | 0.10 | 157.818 | 157.818 | 158.658 | 41.00 | 10412.35 |
| 69 | 2023.08.24 14:20 | s/l | 18 | 0.10 | 157.818 | 157.818 | 158.658 | -10.98 | 10401.37 |
| 70 | 2023.08.24 14:20 | s/l | 19 | 0.10 | 157.818 | 157.818 | 158.658 | -14.64 | 10386.73 |
| 71 | 2023.09.14 18:00 | buy | 20 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 72 | 2023.09.14 18:00 | modify | 20 | 0.10 | 156.848 | 155.448 | 158.248 | ||
| 73 | 2023.09.15 07:45 | buy | 21 | 0.10 | 157.566 | 0.000 | 0.000 | ||
| 74 | 2023.09.15 07:45 | modify | 21 | 0.10 | 157.566 | 157.058 | 158.248 | ||
| 75 | 2023.09.15 07:45 | modify | 20 | 0.10 | 156.848 | 157.058 | 158.248 | ||
| 76 | 2023.09.15 08:15 | buy | 22 | 0.10 | 157.625 | 0.000 | 0.000 | ||
| 77 | 2023.09.15 08:15 | modify | 22 | 0.10 | 157.625 | 157.408 | 158.248 | ||
| 78 | 2023.09.15 08:15 | modify | 21 | 0.10 | 157.566 | 157.408 | 158.248 | ||
| 79 | 2023.09.15 08:15 | modify | 20 | 0.10 | 156.848 | 157.408 | 158.248 | ||
| 80 | 2023.09.15 14:02 | buy | 23 | 0.10 | 157.828 | 0.000 | 0.000 | ||
| 81 | 2023.09.15 14:02 | modify | 23 | 0.10 | 157.828 | 157.338 | 158.248 | ||
| 82 | 2023.09.15 14:02 | modify | 22 | 0.10 | 157.625 | 157.338 | 158.248 | ||
| 83 | 2023.09.15 14:02 | modify | 21 | 0.10 | 157.566 | 157.338 | 158.248 | ||
| 84 | 2023.09.15 14:02 | modify | 20 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 85 | 2023.09.19 12:20 | t/p | 20 | 0.10 | 158.248 | 157.338 | 158.248 | 98.99 | 10485.71 |
| 86 | 2023.09.19 12:20 | t/p | 21 | 0.10 | 158.248 | 157.338 | 158.248 | 48.64 | 10534.36 |
| 87 | 2023.09.19 12:20 | t/p | 22 | 0.10 | 158.248 | 157.338 | 158.248 | 44.57 | 10578.93 |
| 88 | 2023.09.19 12:20 | t/p | 23 | 0.10 | 158.248 | 157.338 | 158.248 | 30.55 | 10609.48 |
| 89 | 2023.10.31 11:00 | sell | 24 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 90 | 2023.10.31 11:00 | modify | 24 | 0.10 | 160.687 | 162.087 | 159.287 | ||
| 91 | 2023.10.31 16:02 | sell | 25 | 0.10 | 159.983 | 0.000 | 0.000 | ||
| 92 | 2023.10.31 16:02 | modify | 25 | 0.10 | 159.983 | 160.477 | 159.287 | ||
| 93 | 2023.10.31 16:02 | modify | 24 | 0.10 | 160.687 | 160.477 | 159.287 | ||
| 94 | 2023.11.01 02:40 | sell | 26 | 0.10 | 159.891 | 0.000 | 0.000 | ||
| 95 | 2023.11.01 02:40 | modify | 26 | 0.10 | 159.891 | 160.127 | 159.287 | ||
| 96 | 2023.11.01 02:40 | modify | 25 | 0.10 | 159.983 | 160.127 | 159.287 | ||
| 97 | 2023.11.01 02:40 | modify | 24 | 0.10 | 160.687 | 160.127 | 159.287 | ||
| 98 | 2023.11.01 08:20 | sell | 27 | 0.10 | 159.707 | 0.000 | 0.000 | ||
| 99 | 2023.11.01 08:20 | modify | 27 | 0.10 | 159.707 | 160.197 | 159.287 | ||
| 100 | 2023.11.01 08:20 | modify | 26 | 0.10 | 159.891 | 160.197 | 159.287 | ||
| 101 | 2023.11.01 08:20 | modify | 25 | 0.10 | 159.983 | 160.197 | 159.287 | ||
| 102 | 2023.11.01 08:20 | modify | 24 | 0.10 | 160.687 | 160.197 | 159.287 | ||
| 103 | 2023.11.01 13:45 | t/p | 24 | 0.10 | 159.287 | 160.197 | 159.287 | 95.21 | 10704.69 |
| 104 | 2023.11.01 13:45 | t/p | 25 | 0.10 | 159.287 | 160.197 | 159.287 | 46.68 | 10751.37 |
| 105 | 2023.11.01 13:45 | t/p | 26 | 0.10 | 159.287 | 160.197 | 159.287 | 41.64 | 10793.01 |
| 106 | 2023.11.01 13:45 | t/p | 27 | 0.10 | 159.287 | 160.197 | 159.287 | 28.95 | 10821.96 |
| 107 | 2023.11.14 19:00 | sell | 28 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 108 | 2023.11.14 19:00 | modify | 28 | 0.10 | 163.627 | 165.027 | 162.227 | ||
| 109 | 2023.11.17 08:26 | sell | 29 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 110 | 2023.11.17 08:26 | modify | 29 | 0.10 | 162.843 | 163.067 | 162.227 | ||
| 111 | 2023.11.17 08:26 | modify | 28 | 0.10 | 163.627 | 163.067 | 162.227 | ||
| 112 | 2023.11.17 10:20 | t/p | 28 | 0.10 | 162.227 | 163.067 | 162.227 | 90.02 | 10911.98 |
| 113 | 2023.11.17 10:20 | t/p | 29 | 0.10 | 162.227 | 163.067 | 162.227 | 42.47 | 10954.45 |