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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6523 | Ticks modelled | 48602014 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 586.01 | Gross profit | 1054.67 | Gross loss | -468.66 |
| Profit factor | 2.25 | Expected payoff | 15.03 | ||
| Absolute drawdown | 154.26 | Maximal drawdown | 260.63 (2.40%) | Relative drawdown | 2.40% (260.63) |
| Total trades | 39 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
| Largest | profit trade | 95.84 | loss trade | -92.12 | |
| Average | profit trade | 42.19 | loss trade | -33.48 | |
| Maximum | consecutive wins (profit in money) | 9 (470.62) | consecutive losses (loss in money) | 3 (-135.82) | |
| Maximal | consecutive profit (count of wins) | 470.62 (9) | consecutive loss (count of losses) | -135.82 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 13:16 | 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 09:30 | sell | 3 | 0.10 | 140.301 | 0.000 | 0.000 | ||
| 7 | 2023.01.18 09:30 | modify | 3 | 0.10 | 140.301 | 140.728 | 139.398 | ||
| 8 | 2023.01.18 09:30 | modify | 2 | 0.10 | 140.798 | 140.728 | 139.398 | ||
| 9 | 2023.01.18 11:32 | sell | 4 | 0.10 | 139.957 | 0.000 | 0.000 | ||
| 10 | 2023.01.18 11:32 | modify | 4 | 0.10 | 139.957 | 140.448 | 139.398 | ||
| 11 | 2023.01.18 11:32 | sell | 5 | 0.10 | 139.957 | 0.000 | 0.000 | ||
| 12 | 2023.01.18 11:32 | modify | 5 | 0.10 | 139.957 | 140.308 | 139.398 | ||
| 13 | 2023.01.18 11:32 | modify | 3 | 0.10 | 140.301 | 140.308 | 139.398 | ||
| 14 | 2023.01.18 11:32 | modify | 2 | 0.10 | 140.798 | 140.308 | 139.398 | ||
| 15 | 2023.01.18 11:32 | modify | 4 | 0.10 | 139.957 | 140.308 | 139.398 | ||
| 16 | 2023.01.18 13:30 | t/p | 2 | 0.10 | 139.398 | 140.308 | 139.398 | 95.07 | 10002.95 |
| 17 | 2023.01.18 13:30 | t/p | 3 | 0.10 | 139.398 | 140.308 | 139.398 | 61.32 | 10064.27 |
| 18 | 2023.01.18 13:30 | t/p | 4 | 0.10 | 139.398 | 140.308 | 139.398 | 37.96 | 10102.23 |
| 19 | 2023.01.18 13:30 | t/p | 5 | 0.10 | 139.398 | 140.308 | 139.398 | 37.96 | 10140.19 |
| 20 | 2023.02.02 15:00 | buy | 6 | 0.10 | 140.356 | 0.000 | 0.000 | ||
| 21 | 2023.02.02 15:00 | modify | 6 | 0.10 | 140.356 | 139.056 | 141.756 | ||
| 22 | 2023.02.03 13:40 | buy | 7 | 0.10 | 140.846 | 0.000 | 0.000 | ||
| 23 | 2023.02.03 13:40 | modify | 7 | 0.10 | 140.846 | 140.426 | 141.756 | ||
| 24 | 2023.02.03 13:40 | modify | 6 | 0.10 | 140.356 | 140.426 | 141.756 | ||
| 25 | 2023.02.03 14:15 | buy | 8 | 0.10 | 141.197 | 0.000 | 0.000 | ||
| 26 | 2023.02.03 14:15 | modify | 8 | 0.10 | 141.197 | 140.706 | 141.756 | ||
| 27 | 2023.02.03 14:15 | buy | 9 | 0.10 | 141.197 | 0.000 | 0.000 | ||
| 28 | 2023.02.03 14:15 | modify | 9 | 0.10 | 141.197 | 140.846 | 141.756 | ||
| 29 | 2023.02.03 14:15 | modify | 7 | 0.10 | 140.846 | 140.846 | 141.756 | ||
| 30 | 2023.02.03 14:15 | modify | 6 | 0.10 | 140.356 | 140.846 | 141.756 | ||
| 31 | 2023.02.03 14:15 | modify | 8 | 0.10 | 141.197 | 140.846 | 141.756 | ||
| 32 | 2023.02.03 15:00 | t/p | 6 | 0.10 | 141.756 | 140.846 | 141.756 | 95.84 | 10236.04 |
| 33 | 2023.02.03 15:00 | t/p | 7 | 0.10 | 141.756 | 140.846 | 141.756 | 61.80 | 10297.84 |
| 34 | 2023.02.03 15:00 | t/p | 8 | 0.10 | 141.756 | 140.846 | 141.756 | 37.96 | 10335.80 |
| 35 | 2023.02.03 15:00 | t/p | 9 | 0.10 | 141.756 | 140.846 | 141.756 | 37.96 | 10373.76 |
| 36 | 2023.02.03 16:00 | sell | 10 | 0.10 | 142.320 | 0.000 | 0.000 | ||
| 37 | 2023.02.03 16:00 | modify | 10 | 0.10 | 142.320 | 143.620 | 140.920 | ||
| 38 | 2023.02.03 17:58 | sell | 11 | 0.10 | 141.828 | 0.000 | 0.000 | ||
| 39 | 2023.02.03 17:58 | modify | 11 | 0.10 | 141.828 | 142.250 | 140.920 | ||
| 40 | 2023.02.03 17:58 | modify | 10 | 0.10 | 142.320 | 142.250 | 140.920 | ||
| 41 | 2023.02.05 22:00 | s/l | 10 | 0.10 | 142.250 | 142.250 | 140.920 | 4.75 | 10378.51 |
| 42 | 2023.02.05 22:00 | s/l | 11 | 0.10 | 142.250 | 142.250 | 140.920 | -28.66 | 10349.85 |
| 43 | 2023.02.10 09:00 | buy | 12 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 44 | 2023.02.10 09:00 | modify | 12 | 0.10 | 140.024 | 138.724 | 141.424 | ||
| 45 | 2023.02.10 09:18 | buy | 13 | 0.10 | 140.517 | 0.000 | 0.000 | ||
| 46 | 2023.02.10 09:18 | modify | 13 | 0.10 | 140.517 | 140.094 | 141.424 | ||
| 47 | 2023.02.10 09:18 | modify | 12 | 0.10 | 140.024 | 140.094 | 141.424 | ||
| 48 | 2023.02.10 09:20 | buy | 14 | 0.10 | 140.864 | 0.000 | 0.000 | ||
| 49 | 2023.02.10 09:20 | modify | 14 | 0.10 | 140.864 | 140.374 | 141.424 | ||
| 50 | 2023.02.10 09:20 | buy | 15 | 0.10 | 140.864 | 0.000 | 0.000 | ||
| 51 | 2023.02.10 09:20 | modify | 15 | 0.10 | 140.864 | 140.514 | 141.424 | ||
| 52 | 2023.02.10 09:20 | modify | 13 | 0.10 | 140.517 | 140.514 | 141.424 | ||
| 53 | 2023.02.10 09:20 | modify | 12 | 0.10 | 140.024 | 140.514 | 141.424 | ||
| 54 | 2023.02.10 09:20 | modify | 14 | 0.10 | 140.864 | 140.514 | 141.424 | ||
| 55 | 2023.02.10 09:27 | s/l | 12 | 0.10 | 140.514 | 140.514 | 141.424 | 33.28 | 10383.13 |
| 56 | 2023.02.10 09:27 | s/l | 13 | 0.10 | 140.514 | 140.514 | 141.424 | -0.21 | 10382.92 |
| 57 | 2023.02.10 09:27 | s/l | 14 | 0.10 | 140.514 | 140.514 | 141.424 | -23.77 | 10359.15 |
| 58 | 2023.02.10 09:27 | s/l | 15 | 0.10 | 140.514 | 140.514 | 141.424 | -23.77 | 10335.38 |
| 59 | 2023.03.24 10:00 | buy | 16 | 0.10 | 139.207 | 0.000 | 0.000 | ||
| 60 | 2023.03.24 10:00 | modify | 16 | 0.10 | 139.207 | 137.907 | 140.607 | ||
| 61 | 2023.03.24 11:19 | buy | 17 | 0.10 | 139.697 | 0.000 | 0.000 | ||
| 62 | 2023.03.24 11:19 | modify | 17 | 0.10 | 139.697 | 139.277 | 140.607 | ||
| 63 | 2023.03.24 11:19 | modify | 16 | 0.10 | 139.207 | 139.277 | 140.607 | ||
| 64 | 2023.03.24 12:58 | buy | 18 | 0.10 | 140.048 | 0.000 | 0.000 | ||
| 65 | 2023.03.24 12:58 | modify | 18 | 0.10 | 140.048 | 139.557 | 140.607 | ||
| 66 | 2023.03.24 12:58 | buy | 19 | 0.10 | 140.048 | 0.000 | 0.000 | ||
| 67 | 2023.03.24 12:58 | modify | 19 | 0.10 | 140.048 | 139.697 | 140.607 | ||
| 68 | 2023.03.24 12:58 | modify | 17 | 0.10 | 139.697 | 139.697 | 140.607 | ||
| 69 | 2023.03.24 12:58 | modify | 16 | 0.10 | 139.207 | 139.697 | 140.607 | ||
| 70 | 2023.03.24 12:58 | modify | 18 | 0.10 | 140.048 | 139.697 | 140.607 | ||
| 71 | 2023.03.24 14:03 | t/p | 16 | 0.10 | 140.607 | 139.697 | 140.607 | 95.08 | 10430.46 |
| 72 | 2023.03.24 14:03 | t/p | 17 | 0.10 | 140.607 | 139.697 | 140.607 | 61.80 | 10492.26 |
| 73 | 2023.03.24 14:03 | t/p | 18 | 0.10 | 140.607 | 139.697 | 140.607 | 37.97 | 10530.23 |
| 74 | 2023.03.24 14:03 | t/p | 19 | 0.10 | 140.607 | 139.697 | 140.607 | 37.97 | 10568.20 |
| 75 | 2023.04.28 07:00 | sell | 20 | 0.10 | 149.446 | 0.000 | 0.000 | ||
| 76 | 2023.04.28 07:00 | modify | 20 | 0.10 | 149.446 | 150.746 | 148.046 | ||
| 77 | 2023.04.28 08:04 | sell | 21 | 0.10 | 148.956 | 0.000 | 0.000 | ||
| 78 | 2023.04.28 08:04 | modify | 21 | 0.10 | 148.956 | 149.376 | 148.046 | ||
| 79 | 2023.04.28 08:04 | modify | 20 | 0.10 | 149.446 | 149.376 | 148.046 | ||
| 80 | 2023.04.28 09:33 | s/l | 20 | 0.10 | 149.376 | 149.376 | 148.046 | 4.75 | 10572.95 |
| 81 | 2023.04.28 09:33 | s/l | 21 | 0.10 | 149.376 | 149.376 | 148.046 | -28.52 | 10544.43 |
| 82 | 2023.05.04 15:00 | buy | 22 | 0.10 | 147.326 | 0.000 | 0.000 | ||
| 83 | 2023.05.04 15:00 | modify | 22 | 0.10 | 147.326 | 146.026 | 148.726 | ||
| 84 | 2023.05.04 17:34 | buy | 23 | 0.10 | 147.816 | 0.000 | 0.000 | ||
| 85 | 2023.05.04 17:34 | modify | 23 | 0.10 | 147.816 | 147.396 | 148.726 | ||
| 86 | 2023.05.04 17:34 | modify | 22 | 0.10 | 147.326 | 147.396 | 148.726 | ||
| 87 | 2023.05.05 12:30 | buy | 24 | 0.10 | 148.183 | 0.000 | 0.000 | ||
| 88 | 2023.05.05 12:30 | modify | 24 | 0.10 | 148.183 | 147.676 | 148.726 | ||
| 89 | 2023.05.05 12:30 | buy | 25 | 0.10 | 148.183 | 0.000 | 0.000 | ||
| 90 | 2023.05.05 12:30 | modify | 25 | 0.10 | 148.183 | 147.816 | 148.726 | ||
| 91 | 2023.05.05 12:30 | modify | 23 | 0.10 | 147.816 | 147.816 | 148.726 | ||
| 92 | 2023.05.05 12:30 | modify | 22 | 0.10 | 147.326 | 147.816 | 148.726 | ||
| 93 | 2023.05.05 12:30 | modify | 24 | 0.10 | 148.183 | 147.816 | 148.726 | ||
| 94 | 2023.05.07 22:01 | t/p | 22 | 0.10 | 148.726 | 147.816 | 148.726 | 95.83 | 10640.26 |
| 95 | 2023.05.07 22:01 | t/p | 23 | 0.10 | 148.726 | 147.816 | 148.726 | 62.56 | 10702.83 |
| 96 | 2023.05.07 22:01 | t/p | 24 | 0.10 | 148.726 | 147.816 | 148.726 | 36.87 | 10739.70 |
| 97 | 2023.05.07 22:01 | t/p | 25 | 0.10 | 148.726 | 147.816 | 148.726 | 36.87 | 10776.57 |
| 98 | 2023.07.21 09:00 | sell | 26 | 0.10 | 157.921 | 0.000 | 0.000 | ||
| 99 | 2023.07.21 09:00 | modify | 26 | 0.10 | 157.921 | 159.221 | 156.521 | ||
| 100 | 2023.07.21 09:23 | sell | 27 | 0.10 | 157.428 | 0.000 | 0.000 | ||
| 101 | 2023.07.21 09:23 | modify | 27 | 0.10 | 157.428 | 157.851 | 156.521 | ||
| 102 | 2023.07.21 09:23 | modify | 26 | 0.10 | 157.921 | 157.851 | 156.521 | ||
| 103 | 2023.07.21 09:29 | s/l | 26 | 0.10 | 157.851 | 157.851 | 156.521 | 4.75 | 10781.32 |
| 104 | 2023.07.21 09:29 | s/l | 27 | 0.10 | 157.851 | 157.851 | 156.521 | -28.73 | 10752.59 |
| 105 | 2023.07.27 18:00 | buy | 28 | 0.10 | 153.424 | 0.000 | 0.000 | ||
| 106 | 2023.07.27 18:00 | modify | 28 | 0.10 | 153.424 | 152.124 | 154.824 | ||
| 107 | 2023.07.28 03:30 | buy | 29 | 0.10 | 154.273 | 0.000 | 0.000 | ||
| 108 | 2023.07.28 03:30 | modify | 29 | 0.10 | 154.273 | 153.774 | 154.824 | ||
| 109 | 2023.07.28 03:30 | buy | 30 | 0.10 | 154.273 | 0.000 | 0.000 | ||
| 110 | 2023.07.28 03:30 | modify | 30 | 0.10 | 154.273 | 153.914 | 154.824 | ||
| 111 | 2023.07.28 03:30 | modify | 28 | 0.10 | 153.424 | 153.914 | 154.824 | ||
| 112 | 2023.07.28 03:30 | modify | 29 | 0.10 | 154.273 | 153.914 | 154.824 | ||
| 113 | 2023.07.28 03:30 | s/l | 28 | 0.10 | 153.914 | 153.914 | 154.824 | 34.04 | 10786.63 |
| 114 | 2023.07.28 03:30 | s/l | 29 | 0.10 | 153.914 | 153.914 | 154.824 | -24.38 | 10762.25 |
| 115 | 2023.07.28 03:30 | s/l | 30 | 0.10 | 153.914 | 153.914 | 154.824 | -24.38 | 10737.87 |
| 116 | 2023.10.31 10:00 | sell | 31 | 0.10 | 160.742 | 0.000 | 0.000 | ||
| 117 | 2023.10.31 10:00 | modify | 31 | 0.10 | 160.742 | 162.042 | 159.342 | ||
| 118 | 2023.10.31 12:35 | sell | 32 | 0.10 | 160.252 | 0.000 | 0.000 | ||
| 119 | 2023.10.31 12:35 | modify | 32 | 0.10 | 160.252 | 160.672 | 159.342 | ||
| 120 | 2023.10.31 12:35 | modify | 31 | 0.10 | 160.742 | 160.672 | 159.342 | ||
| 121 | 2023.10.31 17:08 | sell | 33 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 122 | 2023.10.31 17:08 | modify | 33 | 0.10 | 159.902 | 160.392 | 159.342 | ||
| 123 | 2023.10.31 17:08 | sell | 34 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 124 | 2023.10.31 17:08 | modify | 34 | 0.10 | 159.902 | 160.252 | 159.342 | ||
| 125 | 2023.10.31 17:08 | modify | 32 | 0.10 | 160.252 | 160.252 | 159.342 | ||
| 126 | 2023.10.31 17:08 | modify | 31 | 0.10 | 160.742 | 160.252 | 159.342 | ||
| 127 | 2023.10.31 17:08 | modify | 33 | 0.10 | 159.902 | 160.252 | 159.342 | ||
| 128 | 2023.10.31 17:55 | s/l | 31 | 0.10 | 160.252 | 160.252 | 159.342 | 33.27 | 10771.14 |
| 129 | 2023.10.31 17:55 | s/l | 32 | 0.10 | 160.252 | 160.252 | 159.342 | 0.00 | 10771.14 |
| 130 | 2023.10.31 17:55 | s/l | 33 | 0.10 | 160.252 | 160.252 | 159.342 | -23.77 | 10747.37 |
| 131 | 2023.10.31 17:55 | s/l | 34 | 0.10 | 160.252 | 160.252 | 159.342 | -23.77 | 10723.60 |
| 132 | 2023.12.07 11:00 | buy | 35 | 0.10 | 156.050 | 0.000 | 0.000 | ||
| 133 | 2023.12.07 11:00 | modify | 35 | 0.10 | 156.050 | 154.750 | 157.450 | ||
| 134 | 2023.12.07 17:46 | s/l | 35 | 0.10 | 154.750 | 154.750 | 157.450 | -88.28 | 10635.32 |
| 135 | 2023.12.07 18:00 | buy | 36 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 136 | 2023.12.07 18:00 | modify | 36 | 0.10 | 154.957 | 153.657 | 156.357 | ||
| 137 | 2023.12.07 21:26 | buy | 37 | 0.10 | 155.453 | 0.000 | 0.000 | ||
| 138 | 2023.12.07 21:26 | modify | 37 | 0.10 | 155.453 | 155.027 | 156.357 | ||
| 139 | 2023.12.07 21:26 | modify | 36 | 0.10 | 154.957 | 155.027 | 156.357 | ||
| 140 | 2023.12.08 00:18 | s/l | 36 | 0.10 | 155.027 | 155.027 | 156.357 | 5.52 | 10640.84 |
| 141 | 2023.12.08 00:18 | s/l | 37 | 0.10 | 155.027 | 155.027 | 156.357 | -28.17 | 10612.68 |
| 142 | 2023.12.19 09:00 | sell | 38 | 0.10 | 158.209 | 0.000 | 0.000 | ||
| 143 | 2023.12.19 09:00 | modify | 38 | 0.10 | 158.209 | 159.509 | 156.809 | ||
| 144 | 2023.12.19 16:22 | sell | 39 | 0.10 | 157.714 | 0.000 | 0.000 | ||
| 145 | 2023.12.19 16:22 | modify | 39 | 0.10 | 157.714 | 158.139 | 156.809 | ||
| 146 | 2023.12.19 16:22 | modify | 38 | 0.10 | 158.209 | 158.139 | 156.809 | ||
| 147 | 2023.12.20 00:04 | s/l | 38 | 0.10 | 158.139 | 158.139 | 156.809 | 3.47 | 10616.15 |
| 148 | 2023.12.20 00:04 | s/l | 39 | 0.10 | 158.139 | 158.139 | 156.809 | -30.14 | 10586.01 |