Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 7224 | Ticks modelled | 13447 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 797.39 | Gross profit | 1115.83 | Gross loss | -318.44 |
| Profit factor | 3.50 | Expected payoff | 41.97 | ||
| Absolute drawdown | 142.24 | Maximal drawdown | 179.46 (1.63%) | Relative drawdown | 1.63% (179.46) |
| Total trades | 19 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 96.60 | loss trade | -92.12 | |
| Average | profit trade | 79.70 | loss trade | -63.69 | |
| Maximum | consecutive wins (profit in money) | 7 (512.91) | consecutive losses (loss in money) | 2 (-48.48) | |
| Maximal | consecutive profit (count of wins) | 512.91 (7) | consecutive loss (count of losses) | -92.12 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.04 16:00 | sell | 1 | 0.10 | 139.970 | 0.000 | 0.000 | ||
| 2 | 2023.01.04 16:00 | modify | 1 | 0.10 | 139.970 | 141.270 | 138.570 | ||
| 3 | 2023.01.05 14:00 | s/l | 1 | 0.10 | 141.270 | 141.270 | 138.570 | -92.12 | 9907.88 |
| 4 | 2023.01.18 03:00 | sell | 2 | 0.10 | 140.798 | 0.000 | 0.000 | ||
| 5 | 2023.01.18 03:00 | modify | 2 | 0.10 | 140.798 | 142.098 | 139.398 | ||
| 6 | 2023.01.18 14:00 | t/p | 2 | 0.10 | 139.398 | 142.098 | 139.398 | 95.06 | 10002.94 |
| 7 | 2023.02.02 15:00 | buy | 3 | 0.10 | 140.356 | 0.000 | 0.000 | ||
| 8 | 2023.02.02 15:00 | modify | 3 | 0.10 | 140.356 | 139.056 | 141.756 | ||
| 9 | 2023.02.03 16:00 | t/p | 3 | 0.10 | 141.756 | 139.056 | 141.756 | 95.84 | 10098.79 |
| 10 | 2023.02.03 16:00 | sell | 4 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 11 | 2023.02.03 16:00 | modify | 4 | 0.10 | 142.320 | 143.620 | 140.920 | ||
| 12 | 2023.02.07 16:00 | t/p | 4 | 0.10 | 140.920 | 143.620 | 140.920 | 92.51 | 10191.30 |
| 13 | 2023.02.10 09:00 | buy | 5 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 14 | 2023.02.10 09:00 | modify | 5 | 0.10 | 140.024 | 138.724 | 141.424 | ||
| 15 | 2023.02.13 09:00 | t/p | 5 | 0.10 | 141.424 | 138.724 | 141.424 | 95.83 | 10287.13 |
| 16 | 2023.03.24 10:00 | buy | 6 | 0.10 | 139.207 | 0.000 | 0.000 | ||
| 17 | 2023.03.24 10:00 | modify | 6 | 0.10 | 139.207 | 137.907 | 140.607 | ||
| 18 | 2023.03.24 15:00 | t/p | 6 | 0.10 | 140.607 | 137.907 | 140.607 | 95.07 | 10382.20 |
| 19 | 2023.04.28 07:00 | sell | 7 | 0.10 | 149.446 | 0.000 | 0.000 | ||
| 20 | 2023.04.28 07:00 | modify | 7 | 0.10 | 149.446 | 150.746 | 148.046 | ||
| 21 | 2023.05.01 03:00 | s/l | 7 | 0.10 | 150.746 | 150.746 | 148.046 | -89.56 | 10292.64 |
| 22 | 2023.05.04 15:00 | buy | 8 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 23 | 2023.05.04 15:00 | modify | 8 | 0.10 | 147.326 | 146.026 | 148.726 | ||
| 24 | 2023.05.05 13:00 | buy | 9 | 0.10 | 148.177 | 0.000 | 0.000 | ||
| 25 | 2023.05.05 13:00 | modify | 9 | 0.10 | 148.177 | 147.676 | 148.726 | ||
| 26 | 2023.05.05 13:00 | buy | 10 | 0.10 | 148.177 | 0.000 | 0.000 | ||
| 27 | 2023.05.05 13:00 | modify | 10 | 0.10 | 148.177 | 147.816 | 148.726 | ||
| 28 | 2023.05.05 13:00 | modify | 8 | 0.10 | 147.326 | 147.816 | 148.726 | ||
| 29 | 2023.05.05 14:00 | modify | 9 | 0.10 | 148.177 | 147.816 | 148.726 | ||
| 30 | 2023.05.07 23:00 | t/p | 8 | 0.10 | 148.726 | 147.816 | 148.726 | 95.83 | 10388.48 |
| 31 | 2023.05.07 23:00 | t/p | 9 | 0.10 | 148.726 | 147.816 | 148.726 | 37.28 | 10425.76 |
| 32 | 2023.05.07 23:00 | t/p | 10 | 0.10 | 148.726 | 147.816 | 148.726 | 37.28 | 10463.04 |
| 33 | 2023.07.21 09:00 | sell | 11 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 34 | 2023.07.21 09:00 | modify | 11 | 0.10 | 157.921 | 159.221 | 156.521 | ||
| 35 | 2023.07.24 10:00 | t/p | 11 | 0.10 | 156.521 | 159.221 | 156.521 | 93.79 | 10556.83 |
| 36 | 2023.07.27 18:00 | buy | 12 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 37 | 2023.07.27 18:00 | modify | 12 | 0.10 | 153.424 | 152.124 | 154.824 | ||
| 38 | 2023.07.28 04:00 | t/p | 12 | 0.10 | 154.824 | 152.124 | 154.824 | 95.84 | 10652.67 |
| 39 | 2023.10.31 10:00 | sell | 13 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 40 | 2023.10.31 10:00 | modify | 13 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 41 | 2023.10.31 21:00 | sell | 14 | 0.10 | 160.231 | 0.000 | 0.000 | ||
| 42 | 2023.10.31 21:00 | modify | 14 | 0.10 | 160.231 | 160.672 | 159.342 | ||
| 43 | 2023.10.31 21:00 | modify | 13 | 0.10 | 160.742 | 160.672 | 159.342 | ||
| 44 | 2023.11.01 14:00 | t/p | 13 | 0.10 | 159.342 | 160.672 | 159.342 | 93.79 | 10746.46 |
| 45 | 2023.11.01 14:00 | t/p | 14 | 0.10 | 159.342 | 160.672 | 159.342 | 59.09 | 10805.56 |
| 46 | 2023.12.07 11:00 | buy | 15 | 0.10 | 156.050 | 0.000 | 0.000 | ||
| 47 | 2023.12.07 11:00 | modify | 15 | 0.10 | 156.050 | 154.750 | 157.450 | ||
| 48 | 2023.12.07 18:00 | s/l | 15 | 0.10 | 154.750 | 154.750 | 157.450 | -88.28 | 10717.28 |
| 49 | 2023.12.07 18:00 | buy | 16 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 50 | 2023.12.07 18:00 | modify | 16 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 51 | 2023.12.11 01:00 | t/p | 16 | 0.10 | 156.357 | 153.657 | 156.357 | 96.60 | 10813.87 |
| 52 | 2023.12.19 09:00 | sell | 17 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 53 | 2023.12.19 09:00 | modify | 17 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 54 | 2023.12.20 05:00 | sell | 18 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 55 | 2023.12.20 05:00 | modify | 18 | 0.10 | 157.362 | 157.859 | 156.809 | ||
| 56 | 2023.12.20 05:00 | sell | 19 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 57 | 2023.12.20 05:00 | modify | 19 | 0.10 | 157.362 | 157.719 | 156.809 | ||
| 58 | 2023.12.20 05:00 | modify | 17 | 0.10 | 158.209 | 157.719 | 156.809 | ||
| 59 | 2023.12.20 06:00 | modify | 18 | 0.10 | 157.362 | 157.719 | 156.809 | ||
| 60 | 2023.12.20 17:00 | s/l | 17 | 0.10 | 157.719 | 157.719 | 156.809 | 32.00 | 10845.87 |
| 61 | 2023.12.20 17:00 | s/l | 18 | 0.10 | 157.719 | 157.719 | 156.809 | -24.24 | 10821.63 |
| 62 | 2023.12.20 17:00 | s/l | 19 | 0.10 | 157.719 | 157.719 | 156.809 | -24.24 | 10797.39 |