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 21:00 (2023.01.01 - 2024.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157503 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1075.99 | Gross profit | 1373.08 | Gross loss | -297.09 |
| Profit factor | 4.62 | Expected payoff | 34.71 | ||
| Absolute drawdown | 154.25 | Maximal drawdown | 164.53 (1.46%) | Relative drawdown | 1.59% (159.41) |
| Total trades | 31 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 16 (87.50%) |
| Profit trades (% of total) | 25 (80.65%) | Loss trades (% of total) | 6 (19.35%) | ||
| Largest | profit trade | 95.84 | loss trade | -92.12 | |
| Average | profit trade | 54.92 | loss trade | -49.52 | |
| Maximum | consecutive wins (profit in money) | 11 (703.42) | consecutive losses (loss in money) | 1 (-92.12) | |
| Maximal | consecutive profit (count of wins) | 703.42 (11) | 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 13:20 | 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 09:55 | sell | 3 | 0.10 | 140.300 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 09:55 | modify | 3 | 0.10 | 140.300 | 140.728 | 139.398 | ||
| 8 | 2023.01.18 09:55 | modify | 2 | 0.10 | 140.798 | 140.728 | 139.398 | ||
| 9 | 2023.01.18 13:40 | t/p | 2 | 0.10 | 139.398 | 140.728 | 139.398 | 95.07 | 10002.95 |
| 10 | 2023.01.18 13:40 | t/p | 3 | 0.10 | 139.398 | 140.728 | 139.398 | 61.25 | 10064.20 |
| 11 | 2023.02.02 15:00 | buy | 4 | 0.10 | 140.356 | 0.000 | 0.000 | ||
| 12 | 2023.02.02 15:00 | modify | 4 | 0.10 | 140.356 | 139.056 | 141.756 | ||
| 13 | 2023.02.03 15:10 | t/p | 4 | 0.10 | 141.756 | 139.056 | 141.756 | 95.83 | 10160.04 |
| 14 | 2023.02.03 16:00 | sell | 5 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 15 | 2023.02.03 16:00 | modify | 5 | 0.10 | 142.320 | 143.620 | 140.920 | ||
| 16 | 2023.02.03 17:50 | sell | 6 | 0.10 | 141.826 | 0.000 | 0.000 | ||
| 17 | 2023.02.03 17:50 | modify | 6 | 0.10 | 141.826 | 142.250 | 140.920 | ||
| 18 | 2023.02.03 17:50 | modify | 5 | 0.10 | 142.320 | 142.250 | 140.920 | ||
| 19 | 2023.02.05 22:00 | s/l | 5 | 0.10 | 142.250 | 142.250 | 140.920 | 4.75 | 10164.79 |
| 20 | 2023.02.05 22:00 | s/l | 6 | 0.10 | 142.250 | 142.250 | 140.920 | -28.79 | 10136.00 |
| 21 | 2023.02.10 09:00 | buy | 7 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 22 | 2023.02.10 09:00 | modify | 7 | 0.10 | 140.024 | 138.724 | 141.424 | ||
| 23 | 2023.02.13 01:22 | buy | 8 | 0.10 | 140.522 | 0.000 | 0.000 | ||
| 24 | 2023.02.13 01:22 | modify | 8 | 0.10 | 140.522 | 140.094 | 141.424 | ||
| 25 | 2023.02.13 01:22 | modify | 7 | 0.10 | 140.024 | 140.094 | 141.424 | ||
| 26 | 2023.02.13 03:55 | buy | 9 | 0.10 | 140.883 | 0.000 | 0.000 | ||
| 27 | 2023.02.13 03:55 | modify | 9 | 0.10 | 140.883 | 140.374 | 141.424 | ||
| 28 | 2023.02.13 03:55 | buy | 10 | 0.10 | 140.883 | 0.000 | 0.000 | ||
| 29 | 2023.02.13 03:55 | modify | 10 | 0.10 | 140.883 | 140.514 | 141.424 | ||
| 30 | 2023.02.13 03:55 | modify | 8 | 0.10 | 140.522 | 140.514 | 141.424 | ||
| 31 | 2023.02.13 03:55 | modify | 7 | 0.10 | 140.024 | 140.514 | 141.424 | ||
| 32 | 2023.02.13 03:57 | modify | 9 | 0.10 | 140.883 | 140.514 | 141.424 | ||
| 33 | 2023.02.13 08:32 | t/p | 7 | 0.10 | 141.424 | 140.514 | 141.424 | 95.84 | 10231.84 |
| 34 | 2023.02.13 08:32 | t/p | 8 | 0.10 | 141.424 | 140.514 | 141.424 | 61.26 | 10293.10 |
| 35 | 2023.02.13 08:32 | t/p | 9 | 0.10 | 141.424 | 140.514 | 141.424 | 36.74 | 10329.84 |
| 36 | 2023.02.13 08:32 | t/p | 10 | 0.10 | 141.424 | 140.514 | 141.424 | 36.74 | 10366.58 |
| 37 | 2023.03.24 10:00 | buy | 11 | 0.10 | 139.207 | 0.000 | 0.000 | ||
| 38 | 2023.03.24 10:00 | modify | 11 | 0.10 | 139.207 | 137.907 | 140.607 | ||
| 39 | 2023.03.24 12:50 | buy | 12 | 0.10 | 140.067 | 0.000 | 0.000 | ||
| 40 | 2023.03.24 12:50 | modify | 12 | 0.10 | 140.067 | 139.557 | 140.607 | ||
| 41 | 2023.03.24 12:50 | buy | 13 | 0.10 | 140.067 | 0.000 | 0.000 | ||
| 42 | 2023.03.24 12:50 | modify | 13 | 0.10 | 140.067 | 139.697 | 140.607 | ||
| 43 | 2023.03.24 12:50 | modify | 11 | 0.10 | 139.207 | 139.697 | 140.607 | ||
| 44 | 2023.03.24 12:52 | modify | 12 | 0.10 | 140.067 | 139.697 | 140.607 | ||
| 45 | 2023.03.24 14:07 | t/p | 11 | 0.10 | 140.607 | 139.697 | 140.607 | 95.07 | 10461.65 |
| 46 | 2023.03.24 14:07 | t/p | 12 | 0.10 | 140.607 | 139.697 | 140.607 | 36.67 | 10498.32 |
| 47 | 2023.03.24 14:07 | t/p | 13 | 0.10 | 140.607 | 139.697 | 140.607 | 36.67 | 10534.99 |
| 48 | 2023.04.28 07:00 | sell | 14 | 0.10 | 149.446 | 0.000 | 0.000 | ||
| 49 | 2023.04.28 07:00 | modify | 14 | 0.10 | 149.446 | 150.746 | 148.046 | ||
| 50 | 2023.04.28 09:02 | sell | 15 | 0.10 | 148.956 | 0.000 | 0.000 | ||
| 51 | 2023.04.28 09:02 | modify | 15 | 0.10 | 148.956 | 149.376 | 148.046 | ||
| 52 | 2023.04.28 09:02 | modify | 14 | 0.10 | 149.446 | 149.376 | 148.046 | ||
| 53 | 2023.04.28 09:40 | s/l | 14 | 0.10 | 149.376 | 149.376 | 148.046 | 4.76 | 10539.75 |
| 54 | 2023.04.28 09:40 | s/l | 15 | 0.10 | 149.376 | 149.376 | 148.046 | -28.52 | 10511.23 |
| 55 | 2023.05.04 15:00 | buy | 16 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 56 | 2023.05.04 15:00 | modify | 16 | 0.10 | 147.326 | 146.026 | 148.726 | ||
| 57 | 2023.05.04 17:42 | buy | 17 | 0.10 | 147.838 | 0.000 | 0.000 | ||
| 58 | 2023.05.04 17:42 | modify | 17 | 0.10 | 147.838 | 147.396 | 148.726 | ||
| 59 | 2023.05.04 17:42 | modify | 16 | 0.10 | 147.326 | 147.396 | 148.726 | ||
| 60 | 2023.05.05 12:40 | buy | 18 | 0.10 | 148.191 | 0.000 | 0.000 | ||
| 61 | 2023.05.05 12:40 | modify | 18 | 0.10 | 148.191 | 147.676 | 148.726 | ||
| 62 | 2023.05.05 12:40 | buy | 19 | 0.10 | 148.191 | 0.000 | 0.000 | ||
| 63 | 2023.05.05 12:40 | modify | 19 | 0.10 | 148.191 | 147.816 | 148.726 | ||
| 64 | 2023.05.05 12:40 | modify | 17 | 0.10 | 147.838 | 147.816 | 148.726 | ||
| 65 | 2023.05.05 12:40 | modify | 16 | 0.10 | 147.326 | 147.816 | 148.726 | ||
| 66 | 2023.05.05 12:43 | modify | 18 | 0.10 | 148.191 | 147.816 | 148.726 | ||
| 67 | 2023.05.07 22:20 | t/p | 16 | 0.10 | 148.726 | 147.816 | 148.726 | 95.83 | 10607.07 |
| 68 | 2023.05.07 22:20 | t/p | 17 | 0.10 | 148.726 | 147.816 | 148.726 | 61.06 | 10668.13 |
| 69 | 2023.05.07 22:20 | t/p | 18 | 0.10 | 148.726 | 147.816 | 148.726 | 36.33 | 10704.46 |
| 70 | 2023.05.07 22:20 | t/p | 19 | 0.10 | 148.726 | 147.816 | 148.726 | 36.33 | 10740.79 |
| 71 | 2023.07.21 09:00 | sell | 20 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 72 | 2023.07.21 09:00 | modify | 20 | 0.10 | 157.921 | 159.221 | 156.521 | ||
| 73 | 2023.07.21 14:15 | sell | 21 | 0.10 | 157.402 | 0.000 | 0.000 | ||
| 74 | 2023.07.21 14:15 | modify | 21 | 0.10 | 157.402 | 157.851 | 156.521 | ||
| 75 | 2023.07.21 14:15 | modify | 20 | 0.10 | 157.921 | 157.851 | 156.521 | ||
| 76 | 2023.07.24 09:02 | t/p | 20 | 0.10 | 156.521 | 157.851 | 156.521 | 93.79 | 10834.58 |
| 77 | 2023.07.24 09:02 | t/p | 21 | 0.10 | 156.521 | 157.851 | 156.521 | 58.55 | 10893.13 |
| 78 | 2023.07.27 18:00 | buy | 22 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 79 | 2023.07.27 18:00 | modify | 22 | 0.10 | 153.424 | 152.124 | 154.824 | ||
| 80 | 2023.07.28 03:37 | t/p | 22 | 0.10 | 154.824 | 152.124 | 154.824 | 95.83 | 10988.97 |
| 81 | 2023.10.31 10:00 | sell | 23 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 82 | 2023.10.31 10:00 | modify | 23 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 83 | 2023.10.31 12:50 | sell | 24 | 0.10 | 160.223 | 0.000 | 0.000 | ||
| 84 | 2023.10.31 12:50 | modify | 24 | 0.10 | 160.223 | 160.672 | 159.342 | ||
| 85 | 2023.10.31 12:50 | modify | 23 | 0.10 | 160.742 | 160.672 | 159.342 | ||
| 86 | 2023.11.01 02:10 | sell | 25 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 87 | 2023.11.01 02:10 | modify | 25 | 0.10 | 159.882 | 160.392 | 159.342 | ||
| 88 | 2023.11.01 02:10 | sell | 26 | 0.10 | 159.882 | 0.000 | 0.000 | ||
| 89 | 2023.11.01 02:10 | modify | 26 | 0.10 | 159.882 | 160.252 | 159.342 | ||
| 90 | 2023.11.01 02:10 | modify | 24 | 0.10 | 160.223 | 160.252 | 159.342 | ||
| 91 | 2023.11.01 02:10 | modify | 23 | 0.10 | 160.742 | 160.252 | 159.342 | ||
| 92 | 2023.11.01 02:13 | modify | 25 | 0.10 | 159.882 | 160.252 | 159.342 | ||
| 93 | 2023.11.01 13:15 | t/p | 23 | 0.10 | 159.342 | 160.252 | 159.342 | 93.79 | 11082.76 |
| 94 | 2023.11.01 13:15 | t/p | 24 | 0.10 | 159.342 | 160.252 | 159.342 | 58.55 | 11141.31 |
| 95 | 2023.11.01 13:15 | t/p | 25 | 0.10 | 159.342 | 160.252 | 159.342 | 36.67 | 11177.98 |
| 96 | 2023.11.01 13:15 | t/p | 26 | 0.10 | 159.342 | 160.252 | 159.342 | 36.67 | 11214.65 |
| 97 | 2023.12.07 11:00 | buy | 27 | 0.10 | 156.050 | 0.000 | 0.000 | ||
| 98 | 2023.12.07 11:00 | modify | 27 | 0.10 | 156.050 | 154.750 | 157.450 | ||
| 99 | 2023.12.07 17:40 | s/l | 27 | 0.10 | 154.750 | 154.750 | 157.450 | -88.28 | 11126.37 |
| 100 | 2023.12.07 18:00 | buy | 28 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 101 | 2023.12.07 18:00 | modify | 28 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 102 | 2023.12.07 21:25 | buy | 29 | 0.10 | 155.456 | 0.000 | 0.000 | ||
| 103 | 2023.12.07 21:25 | modify | 29 | 0.10 | 155.456 | 155.027 | 156.357 | ||
| 104 | 2023.12.07 21:25 | modify | 28 | 0.10 | 154.957 | 155.027 | 156.357 | ||
| 105 | 2023.12.08 00:20 | s/l | 28 | 0.10 | 155.027 | 155.027 | 156.357 | 5.52 | 11131.89 |
| 106 | 2023.12.08 00:20 | s/l | 29 | 0.10 | 155.027 | 155.027 | 156.357 | -28.37 | 11103.53 |
| 107 | 2023.12.19 09:00 | sell | 30 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 108 | 2023.12.19 09:00 | modify | 30 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 109 | 2023.12.19 16:25 | sell | 31 | 0.10 | 157.701 | 0.000 | 0.000 | ||
| 110 | 2023.12.19 16:25 | modify | 31 | 0.10 | 157.701 | 158.139 | 156.809 | ||
| 111 | 2023.12.19 16:25 | modify | 30 | 0.10 | 158.209 | 158.139 | 156.809 | ||
| 112 | 2023.12.20 00:20 | s/l | 30 | 0.10 | 158.139 | 158.139 | 156.809 | 3.48 | 11107.01 |
| 113 | 2023.12.20 00:20 | s/l | 31 | 0.10 | 158.139 | 158.139 | 156.809 | -31.02 | 11075.99 |