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 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6562 | Ticks modelled | 49726715 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 551.25 | Gross profit | 908.14 | Gross loss | -356.89 |
| Profit factor | 2.54 | Expected payoff | 15.31 | ||
| Absolute drawdown | 95.91 | Maximal drawdown | 302.27 (2.96%) | Relative drawdown | 2.96% (302.27) |
| Total trades | 36 | Short positions (won %) | 18 (44.44%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 19 (52.78%) | Loss trades (% of total) | 17 (47.22%) | ||
| Largest | profit trade | 98.99 | loss trade | -97.81 | |
| Average | profit trade | 47.80 | loss trade | -20.99 | |
| Maximum | consecutive wins (profit in money) | 5 (262.66) | consecutive losses (loss in money) | 3 (-122.14) | |
| Maximal | consecutive profit (count of wins) | 262.66 (5) | consecutive loss (count of losses) | -122.14 (3) | |
| Average | consecutive wins | 2 | 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 02:40 | buy | 2 | 0.10 | 140.039 | 0.000 | 0.000 | ||
| 4 | 2023.01.18 02:40 | modify | 2 | 0.10 | 140.039 | 139.549 | 140.739 | ||
| 5 | 2023.01.18 02:40 | modify | 1 | 0.10 | 139.339 | 139.549 | 140.739 | ||
| 6 | 2023.01.18 02:40 | buy | 3 | 0.10 | 140.109 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 02:40 | modify | 3 | 0.10 | 140.109 | 139.899 | 140.739 | ||
| 8 | 2023.01.18 02:40 | modify | 2 | 0.10 | 140.039 | 139.899 | 140.739 | ||
| 9 | 2023.01.18 02:40 | modify | 1 | 0.10 | 139.339 | 139.899 | 140.739 | ||
| 10 | 2023.01.18 02:40 | s/l | 1 | 0.10 | 139.899 | 139.899 | 140.739 | 41.00 | 10041.00 |
| 11 | 2023.01.18 02:40 | s/l | 2 | 0.10 | 139.899 | 139.899 | 140.739 | -9.66 | 10031.34 |
| 12 | 2023.01.18 02:40 | s/l | 3 | 0.10 | 139.899 | 139.899 | 140.739 | -14.50 | 10016.84 |
| 13 | 2023.03.15 15:00 | buy | 4 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 14 | 2023.03.15 15:00 | modify | 4 | 0.10 | 140.268 | 138.868 | 141.668 | ||
| 15 | 2023.03.15 18:27 | buy | 5 | 0.10 | 140.969 | 0.000 | 0.000 | ||
| 16 | 2023.03.15 18:27 | modify | 5 | 0.10 | 140.969 | 140.478 | 141.668 | ||
| 17 | 2023.03.15 18:27 | modify | 4 | 0.10 | 140.268 | 140.478 | 141.668 | ||
| 18 | 2023.03.15 18:27 | buy | 6 | 0.10 | 141.042 | 0.000 | 0.000 | ||
| 19 | 2023.03.15 18:27 | modify | 6 | 0.10 | 141.042 | 140.828 | 141.668 | ||
| 20 | 2023.03.15 18:27 | modify | 5 | 0.10 | 140.969 | 140.828 | 141.668 | ||
| 21 | 2023.03.15 18:27 | modify | 4 | 0.10 | 140.268 | 140.828 | 141.668 | ||
| 22 | 2023.03.15 18:28 | buy | 7 | 0.10 | 141.268 | 0.000 | 0.000 | ||
| 23 | 2023.03.15 18:28 | modify | 7 | 0.10 | 141.268 | 140.758 | 141.668 | ||
| 24 | 2023.03.15 18:28 | modify | 6 | 0.10 | 141.042 | 140.758 | 141.668 | ||
| 25 | 2023.03.15 18:28 | modify | 5 | 0.10 | 140.969 | 140.758 | 141.668 | ||
| 26 | 2023.03.15 18:28 | modify | 4 | 0.10 | 140.268 | 140.758 | 141.668 | ||
| 27 | 2023.03.15 23:50 | s/l | 4 | 0.10 | 140.758 | 140.758 | 141.668 | 33.83 | 10050.67 |
| 28 | 2023.03.15 23:50 | s/l | 5 | 0.10 | 140.758 | 140.758 | 141.668 | -14.57 | 10036.10 |
| 29 | 2023.03.15 23:50 | s/l | 6 | 0.10 | 140.758 | 140.758 | 141.668 | -19.61 | 10016.49 |
| 30 | 2023.03.15 23:50 | s/l | 7 | 0.10 | 140.758 | 140.758 | 141.668 | -35.21 | 9981.28 |
| 31 | 2023.03.21 13:00 | sell | 8 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 32 | 2023.03.21 13:00 | modify | 8 | 0.10 | 142.557 | 143.957 | 141.157 | ||
| 33 | 2023.03.23 18:38 | sell | 9 | 0.10 | 141.856 | 0.000 | 0.000 | ||
| 34 | 2023.03.23 18:38 | modify | 9 | 0.10 | 141.856 | 142.347 | 141.157 | ||
| 35 | 2023.03.23 18:38 | modify | 8 | 0.10 | 142.557 | 142.347 | 141.157 | ||
| 36 | 2023.03.23 18:40 | sell | 10 | 0.10 | 141.787 | 0.000 | 0.000 | ||
| 37 | 2023.03.23 18:40 | modify | 10 | 0.10 | 141.787 | 141.997 | 141.157 | ||
| 38 | 2023.03.23 18:40 | modify | 9 | 0.10 | 141.856 | 141.997 | 141.157 | ||
| 39 | 2023.03.23 18:40 | modify | 8 | 0.10 | 142.557 | 141.997 | 141.157 | ||
| 40 | 2023.03.23 18:53 | sell | 11 | 0.10 | 141.577 | 0.000 | 0.000 | ||
| 41 | 2023.03.23 18:53 | modify | 11 | 0.10 | 141.577 | 142.067 | 141.157 | ||
| 42 | 2023.03.23 18:53 | modify | 10 | 0.10 | 141.787 | 142.067 | 141.157 | ||
| 43 | 2023.03.23 18:53 | modify | 9 | 0.10 | 141.856 | 142.067 | 141.157 | ||
| 44 | 2023.03.23 18:53 | modify | 8 | 0.10 | 142.557 | 142.067 | 141.157 | ||
| 45 | 2023.03.23 19:00 | s/l | 8 | 0.10 | 142.067 | 142.067 | 141.157 | 28.59 | 10009.87 |
| 46 | 2023.03.23 19:00 | s/l | 9 | 0.10 | 142.067 | 142.067 | 141.157 | -14.54 | 9995.33 |
| 47 | 2023.03.23 19:00 | s/l | 10 | 0.10 | 142.067 | 142.067 | 141.157 | -19.30 | 9976.03 |
| 48 | 2023.03.23 19:00 | s/l | 11 | 0.10 | 142.067 | 142.067 | 141.157 | -33.78 | 9942.25 |
| 49 | 2023.03.24 11:00 | buy | 12 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 50 | 2023.03.24 11:00 | modify | 12 | 0.10 | 139.368 | 137.968 | 140.768 | ||
| 51 | 2023.03.24 13:28 | buy | 13 | 0.10 | 140.068 | 0.000 | 0.000 | ||
| 52 | 2023.03.24 13:28 | modify | 13 | 0.10 | 140.068 | 139.578 | 140.768 | ||
| 53 | 2023.03.24 13:28 | modify | 12 | 0.10 | 139.368 | 139.578 | 140.768 | ||
| 54 | 2023.03.24 13:29 | buy | 14 | 0.10 | 140.139 | 0.000 | 0.000 | ||
| 55 | 2023.03.24 13:29 | modify | 14 | 0.10 | 140.139 | 139.928 | 140.768 | ||
| 56 | 2023.03.24 13:29 | modify | 13 | 0.10 | 140.068 | 139.928 | 140.768 | ||
| 57 | 2023.03.24 13:29 | modify | 12 | 0.10 | 139.368 | 139.928 | 140.768 | ||
| 58 | 2023.03.24 13:29 | buy | 15 | 0.10 | 140.349 | 0.000 | 0.000 | ||
| 59 | 2023.03.24 13:29 | modify | 15 | 0.10 | 140.349 | 139.858 | 140.768 | ||
| 60 | 2023.03.24 13:29 | modify | 14 | 0.10 | 140.139 | 139.858 | 140.768 | ||
| 61 | 2023.03.24 13:29 | modify | 13 | 0.10 | 140.068 | 139.858 | 140.768 | ||
| 62 | 2023.03.24 13:29 | modify | 12 | 0.10 | 139.368 | 139.858 | 140.768 | ||
| 63 | 2023.03.24 16:03 | t/p | 12 | 0.10 | 140.768 | 139.858 | 140.768 | 96.66 | 10038.91 |
| 64 | 2023.03.24 16:03 | t/p | 13 | 0.10 | 140.768 | 139.858 | 140.768 | 48.33 | 10087.24 |
| 65 | 2023.03.24 16:03 | t/p | 14 | 0.10 | 140.768 | 139.858 | 140.768 | 43.43 | 10130.67 |
| 66 | 2023.03.24 16:03 | t/p | 15 | 0.10 | 140.768 | 139.858 | 140.768 | 28.93 | 10159.60 |
| 67 | 2023.03.30 14:00 | sell | 16 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 68 | 2023.03.30 14:00 | modify | 16 | 0.10 | 144.838 | 146.238 | 143.438 | ||
| 69 | 2023.03.31 18:39 | sell | 17 | 0.10 | 144.138 | 0.000 | 0.000 | ||
| 70 | 2023.03.31 18:39 | modify | 17 | 0.10 | 144.138 | 144.628 | 143.438 | ||
| 71 | 2023.03.31 18:39 | modify | 16 | 0.10 | 144.838 | 144.628 | 143.438 | ||
| 72 | 2023.03.31 18:52 | sell | 18 | 0.10 | 144.065 | 0.000 | 0.000 | ||
| 73 | 2023.03.31 18:52 | modify | 18 | 0.10 | 144.065 | 144.278 | 143.438 | ||
| 74 | 2023.03.31 18:52 | modify | 17 | 0.10 | 144.138 | 144.278 | 143.438 | ||
| 75 | 2023.03.31 18:52 | modify | 16 | 0.10 | 144.838 | 144.278 | 143.438 | ||
| 76 | 2023.04.02 21:04 | s/l | 16 | 0.10 | 144.278 | 144.278 | 143.438 | 37.31 | 10196.91 |
| 77 | 2023.04.02 21:04 | s/l | 17 | 0.10 | 144.278 | 144.278 | 143.438 | -9.65 | 10187.26 |
| 78 | 2023.04.02 21:04 | s/l | 18 | 0.10 | 144.278 | 144.278 | 143.438 | -14.68 | 10172.58 |
| 79 | 2023.06.15 10:00 | sell | 19 | 0.10 | 152.961 | 0.000 | 0.000 | ||
| 80 | 2023.06.15 10:00 | modify | 19 | 0.10 | 152.961 | 154.361 | 151.561 | ||
| 81 | 2023.06.16 06:38 | s/l | 19 | 0.10 | 154.361 | 154.361 | 151.561 | -97.81 | 10074.77 |
| 82 | 2023.08.10 15:00 | sell | 20 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 83 | 2023.08.10 15:00 | modify | 20 | 0.10 | 159.092 | 160.492 | 157.692 | ||
| 84 | 2023.08.14 01:03 | sell | 21 | 0.10 | 158.379 | 0.000 | 0.000 | ||
| 85 | 2023.08.14 01:03 | modify | 21 | 0.10 | 158.379 | 158.882 | 157.692 | ||
| 86 | 2023.08.14 01:03 | modify | 20 | 0.10 | 159.092 | 158.882 | 157.692 | ||
| 87 | 2023.08.14 01:03 | sell | 22 | 0.10 | 158.322 | 0.000 | 0.000 | ||
| 88 | 2023.08.14 01:03 | modify | 22 | 0.10 | 158.322 | 158.532 | 157.692 | ||
| 89 | 2023.08.14 01:03 | modify | 21 | 0.10 | 158.379 | 158.532 | 157.692 | ||
| 90 | 2023.08.14 01:03 | modify | 20 | 0.10 | 159.092 | 158.532 | 157.692 | ||
| 91 | 2023.08.14 01:16 | s/l | 20 | 0.10 | 158.532 | 158.532 | 157.692 | 36.00 | 10110.77 |
| 92 | 2023.08.14 01:16 | s/l | 21 | 0.10 | 158.532 | 158.532 | 157.692 | -10.55 | 10100.22 |
| 93 | 2023.08.14 01:16 | s/l | 22 | 0.10 | 158.532 | 158.532 | 157.692 | -14.48 | 10085.74 |
| 94 | 2023.08.23 12:00 | buy | 23 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 95 | 2023.08.23 12:00 | modify | 23 | 0.10 | 157.258 | 155.858 | 158.658 | ||
| 96 | 2023.08.24 11:15 | buy | 24 | 0.10 | 157.959 | 0.000 | 0.000 | ||
| 97 | 2023.08.24 11:15 | modify | 24 | 0.10 | 157.959 | 157.468 | 158.658 | ||
| 98 | 2023.08.24 11:15 | modify | 23 | 0.10 | 157.258 | 157.468 | 158.658 | ||
| 99 | 2023.08.24 13:26 | buy | 25 | 0.10 | 158.028 | 0.000 | 0.000 | ||
| 100 | 2023.08.24 13:26 | modify | 25 | 0.10 | 158.028 | 157.818 | 158.658 | ||
| 101 | 2023.08.24 13:26 | modify | 24 | 0.10 | 157.959 | 157.818 | 158.658 | ||
| 102 | 2023.08.24 13:26 | modify | 23 | 0.10 | 157.258 | 157.818 | 158.658 | ||
| 103 | 2023.08.24 14:13 | s/l | 23 | 0.10 | 157.818 | 157.818 | 158.658 | 41.00 | 10126.74 |
| 104 | 2023.08.24 14:13 | s/l | 24 | 0.10 | 157.818 | 157.818 | 158.658 | -9.73 | 10117.01 |
| 105 | 2023.08.24 14:13 | s/l | 25 | 0.10 | 157.818 | 157.818 | 158.658 | -14.50 | 10102.51 |
| 106 | 2023.09.14 18:00 | buy | 26 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 107 | 2023.09.14 18:00 | modify | 26 | 0.10 | 156.848 | 155.448 | 158.248 | ||
| 108 | 2023.09.15 07:39 | buy | 27 | 0.10 | 157.549 | 0.000 | 0.000 | ||
| 109 | 2023.09.15 07:39 | modify | 27 | 0.10 | 157.549 | 157.058 | 158.248 | ||
| 110 | 2023.09.15 07:39 | modify | 26 | 0.10 | 156.848 | 157.058 | 158.248 | ||
| 111 | 2023.09.15 08:02 | buy | 28 | 0.10 | 157.622 | 0.000 | 0.000 | ||
| 112 | 2023.09.15 08:02 | modify | 28 | 0.10 | 157.622 | 157.408 | 158.248 | ||
| 113 | 2023.09.15 08:02 | modify | 27 | 0.10 | 157.549 | 157.408 | 158.248 | ||
| 114 | 2023.09.15 08:02 | modify | 26 | 0.10 | 156.848 | 157.408 | 158.248 | ||
| 115 | 2023.09.15 14:06 | buy | 29 | 0.10 | 157.829 | 0.000 | 0.000 | ||
| 116 | 2023.09.15 14:06 | modify | 29 | 0.10 | 157.829 | 157.338 | 158.248 | ||
| 117 | 2023.09.15 14:06 | modify | 28 | 0.10 | 157.622 | 157.338 | 158.248 | ||
| 118 | 2023.09.15 14:06 | modify | 27 | 0.10 | 157.549 | 157.338 | 158.248 | ||
| 119 | 2023.09.15 14:06 | modify | 26 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 120 | 2023.09.19 12:06 | t/p | 26 | 0.10 | 158.248 | 157.338 | 158.248 | 98.99 | 10201.50 |
| 121 | 2023.09.19 12:06 | t/p | 27 | 0.10 | 158.248 | 157.338 | 158.248 | 49.81 | 10251.31 |
| 122 | 2023.09.19 12:06 | t/p | 28 | 0.10 | 158.248 | 157.338 | 158.248 | 44.77 | 10296.08 |
| 123 | 2023.09.19 12:06 | t/p | 29 | 0.10 | 158.248 | 157.338 | 158.248 | 30.48 | 10326.56 |
| 124 | 2023.10.31 11:00 | sell | 30 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 125 | 2023.10.31 11:00 | modify | 30 | 0.10 | 160.687 | 162.087 | 159.287 | ||
| 126 | 2023.10.31 16:09 | sell | 31 | 0.10 | 159.986 | 0.000 | 0.000 | ||
| 127 | 2023.10.31 16:09 | modify | 31 | 0.10 | 159.986 | 160.477 | 159.287 | ||
| 128 | 2023.10.31 16:09 | modify | 30 | 0.10 | 160.687 | 160.477 | 159.287 | ||
| 129 | 2023.10.31 17:08 | sell | 32 | 0.10 | 159.915 | 0.000 | 0.000 | ||
| 130 | 2023.10.31 17:08 | modify | 32 | 0.10 | 159.915 | 160.127 | 159.287 | ||
| 131 | 2023.10.31 17:08 | modify | 31 | 0.10 | 159.986 | 160.127 | 159.287 | ||
| 132 | 2023.10.31 17:08 | modify | 30 | 0.10 | 160.687 | 160.127 | 159.287 | ||
| 133 | 2023.10.31 17:20 | s/l | 30 | 0.10 | 160.127 | 160.127 | 159.287 | 38.61 | 10365.17 |
| 134 | 2023.10.31 17:20 | s/l | 31 | 0.10 | 160.127 | 160.127 | 159.287 | -9.71 | 10355.46 |
| 135 | 2023.10.31 17:20 | s/l | 32 | 0.10 | 160.127 | 160.127 | 159.287 | -14.61 | 10340.85 |
| 136 | 2023.11.14 19:00 | sell | 33 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 137 | 2023.11.14 19:00 | modify | 33 | 0.10 | 163.627 | 165.027 | 162.227 | ||
| 138 | 2023.11.17 08:02 | sell | 34 | 0.10 | 162.927 | 0.000 | 0.000 | ||
| 139 | 2023.11.17 08:02 | modify | 34 | 0.10 | 162.927 | 163.417 | 162.227 | ||
| 140 | 2023.11.17 08:02 | modify | 33 | 0.10 | 163.627 | 163.417 | 162.227 | ||
| 141 | 2023.11.17 08:04 | sell | 35 | 0.10 | 162.854 | 0.000 | 0.000 | ||
| 142 | 2023.11.17 08:04 | modify | 35 | 0.10 | 162.854 | 163.067 | 162.227 | ||
| 143 | 2023.11.17 08:04 | modify | 34 | 0.10 | 162.927 | 163.067 | 162.227 | ||
| 144 | 2023.11.17 08:04 | modify | 33 | 0.10 | 163.627 | 163.067 | 162.227 | ||
| 145 | 2023.11.17 08:37 | sell | 36 | 0.10 | 162.646 | 0.000 | 0.000 | ||
| 146 | 2023.11.17 08:37 | modify | 36 | 0.10 | 162.646 | 163.137 | 162.227 | ||
| 147 | 2023.11.17 08:37 | modify | 35 | 0.10 | 162.854 | 163.137 | 162.227 | ||
| 148 | 2023.11.17 08:37 | modify | 34 | 0.10 | 162.927 | 163.137 | 162.227 | ||
| 149 | 2023.11.17 08:37 | modify | 33 | 0.10 | 163.627 | 163.137 | 162.227 | ||
| 150 | 2023.11.17 10:18 | t/p | 33 | 0.10 | 162.227 | 163.137 | 162.227 | 90.02 | 10430.87 |
| 151 | 2023.11.17 10:18 | t/p | 34 | 0.10 | 162.227 | 163.137 | 162.227 | 48.26 | 10479.13 |
| 152 | 2023.11.17 10:18 | t/p | 35 | 0.10 | 162.227 | 163.137 | 162.227 | 43.23 | 10522.36 |
| 153 | 2023.11.17 10:18 | t/p | 36 | 0.10 | 162.227 | 163.137 | 162.227 | 28.89 | 10551.25 |