Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 548.95 | Gross profit | 887.32 | Gross loss | -338.38 |
| Profit factor | 2.62 | Expected payoff | 24.95 | ||
| Absolute drawdown | 68.32 | Maximal drawdown | 194.07 (1.83%) | Relative drawdown | 1.83% (194.07) |
| Total trades | 22 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
| Largest | profit trade | 90.25 | loss trade | -89.29 | |
| Average | profit trade | 63.38 | loss trade | -42.30 | |
| Maximum | consecutive wins (profit in money) | 6 (360.43) | consecutive losses (loss in money) | 3 (-52.78) | |
| Maximal | consecutive profit (count of wins) | 360.43 (6) | consecutive loss (count of losses) | -159.53 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.21 14:00 | sell | 1 | 0.10 | 142.515 | 0.000 | 0.000 | ||
| 2 | 2023.03.21 14:00 | modify | 1 | 0.10 | 142.515 | 143.715 | 141.215 | ||
| 3 | 2023.03.23 20:00 | t/p | 1 | 0.10 | 141.215 | 143.715 | 141.215 | 82.14 | 10082.14 |
| 4 | 2023.03.24 11:00 | buy | 2 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 5 | 2023.03.24 11:00 | modify | 2 | 0.10 | 139.368 | 138.168 | 140.668 | ||
| 6 | 2023.03.24 17:00 | t/p | 2 | 0.10 | 140.668 | 138.168 | 140.668 | 87.23 | 10169.37 |
| 7 | 2023.03.30 14:00 | sell | 3 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 8 | 2023.03.30 14:00 | modify | 3 | 0.10 | 144.838 | 146.038 | 143.538 | ||
| 9 | 2023.03.31 17:00 | sell | 4 | 0.10 | 144.298 | 0.000 | 0.000 | ||
| 10 | 2023.03.31 17:00 | modify | 4 | 0.10 | 144.298 | 144.643 | 143.538 | ||
| 11 | 2023.03.31 17:00 | modify | 3 | 0.10 | 144.838 | 144.643 | 143.538 | ||
| 12 | 2023.03.31 19:00 | sell | 5 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 13 | 2023.03.31 19:00 | modify | 5 | 0.10 | 144.032 | 144.253 | 143.538 | ||
| 14 | 2023.03.31 19:00 | sell | 6 | 0.10 | 144.032 | 0.000 | 0.000 | ||
| 15 | 2023.03.31 19:00 | modify | 6 | 0.10 | 144.032 | 144.383 | 143.538 | ||
| 16 | 2023.03.31 19:00 | modify | 4 | 0.10 | 144.298 | 144.383 | 143.538 | ||
| 17 | 2023.03.31 19:00 | modify | 3 | 0.10 | 144.838 | 144.383 | 143.538 | ||
| 18 | 2023.03.31 20:00 | modify | 5 | 0.10 | 144.032 | 144.383 | 143.538 | ||
| 19 | 2023.04.02 22:00 | s/l | 3 | 0.10 | 144.383 | 144.383 | 143.538 | 29.25 | 10198.62 |
| 20 | 2023.04.02 22:00 | s/l | 4 | 0.10 | 144.383 | 144.383 | 143.538 | -5.70 | 10192.92 |
| 21 | 2023.04.02 22:00 | s/l | 5 | 0.10 | 144.383 | 144.383 | 143.538 | -23.54 | 10169.38 |
| 22 | 2023.04.02 22:00 | s/l | 6 | 0.10 | 144.383 | 144.383 | 143.538 | -23.54 | 10145.84 |
| 23 | 2023.04.25 19:00 | buy | 7 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 24 | 2023.04.25 19:00 | modify | 7 | 0.10 | 146.598 | 145.398 | 147.898 | ||
| 25 | 2023.04.26 11:00 | buy | 8 | 0.10 | 147.385 | 0.000 | 0.000 | ||
| 26 | 2023.04.26 11:00 | modify | 8 | 0.10 | 147.385 | 147.183 | 147.898 | ||
| 27 | 2023.04.26 11:00 | buy | 9 | 0.10 | 147.385 | 0.000 | 0.000 | ||
| 28 | 2023.04.26 11:00 | modify | 9 | 0.10 | 147.385 | 147.053 | 147.898 | ||
| 29 | 2023.04.26 11:00 | modify | 7 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 30 | 2023.04.26 12:00 | t/p | 7 | 0.10 | 147.898 | 147.053 | 147.898 | 87.98 | 10233.82 |
| 31 | 2023.04.26 12:00 | s/l | 8 | 0.10 | 147.183 | 147.183 | 147.898 | -13.56 | 10220.26 |
| 32 | 2023.04.26 12:00 | t/p | 9 | 0.10 | 147.898 | 147.053 | 147.898 | 34.42 | 10254.68 |
| 33 | 2023.07.31 10:00 | sell | 10 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 34 | 2023.07.31 10:00 | modify | 10 | 0.10 | 156.979 | 158.179 | 155.679 | ||
| 35 | 2023.08.03 15:00 | t/p | 10 | 0.10 | 155.679 | 158.179 | 155.679 | 80.88 | 10335.56 |
| 36 | 2023.09.14 18:00 | buy | 11 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 37 | 2023.09.14 18:00 | modify | 11 | 0.10 | 156.848 | 155.648 | 158.148 | ||
| 38 | 2023.09.15 09:00 | buy | 12 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 39 | 2023.09.15 09:00 | modify | 12 | 0.10 | 157.651 | 157.433 | 158.148 | ||
| 40 | 2023.09.15 09:00 | buy | 13 | 0.10 | 157.651 | 0.000 | 0.000 | ||
| 41 | 2023.09.15 09:00 | modify | 13 | 0.10 | 157.651 | 157.303 | 158.148 | ||
| 42 | 2023.09.15 09:00 | modify | 11 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 43 | 2023.09.15 10:00 | modify | 12 | 0.10 | 157.651 | 157.303 | 158.148 | ||
| 44 | 2023.09.19 12:00 | t/p | 11 | 0.10 | 158.148 | 157.303 | 158.148 | 89.50 | 10425.06 |
| 45 | 2023.09.19 12:00 | t/p | 12 | 0.10 | 158.148 | 157.303 | 158.148 | 34.86 | 10459.92 |
| 46 | 2023.09.19 12:00 | t/p | 13 | 0.10 | 158.148 | 157.303 | 158.148 | 34.86 | 10494.77 |
| 47 | 2023.10.31 11:00 | sell | 14 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 48 | 2023.10.31 11:00 | modify | 14 | 0.10 | 160.687 | 161.887 | 159.387 | ||
| 49 | 2023.11.01 13:00 | t/p | 14 | 0.10 | 159.387 | 161.887 | 159.387 | 85.92 | 10580.69 |
| 50 | 2023.12.01 19:00 | buy | 15 | 0.10 | 159.834 | 0.000 | 0.000 | ||
| 51 | 2023.12.01 19:00 | modify | 15 | 0.10 | 159.834 | 158.634 | 161.134 | ||
| 52 | 2023.12.05 08:00 | s/l | 15 | 0.10 | 158.634 | 158.634 | 161.134 | -79.01 | 10501.68 |
| 53 | 2023.12.07 12:00 | buy | 16 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 54 | 2023.12.07 12:00 | modify | 16 | 0.10 | 156.227 | 155.027 | 157.527 | ||
| 55 | 2023.12.07 18:00 | s/l | 16 | 0.10 | 155.027 | 155.027 | 157.527 | -80.52 | 10421.16 |
| 56 | 2023.12.11 09:00 | sell | 17 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 57 | 2023.12.11 09:00 | modify | 17 | 0.10 | 157.419 | 158.619 | 156.119 | ||
| 58 | 2023.12.12 02:00 | sell | 18 | 0.10 | 156.878 | 0.000 | 0.000 | ||
| 59 | 2023.12.12 02:00 | modify | 18 | 0.10 | 156.878 | 157.224 | 156.119 | ||
| 60 | 2023.12.12 02:00 | modify | 17 | 0.10 | 157.419 | 157.224 | 156.119 | ||
| 61 | 2023.12.12 18:00 | s/l | 17 | 0.10 | 157.224 | 157.224 | 156.119 | 11.81 | 10432.97 |
| 62 | 2023.12.12 18:00 | s/l | 18 | 0.10 | 157.224 | 157.224 | 156.119 | -23.21 | 10409.76 |
| 63 | 2023.12.19 12:00 | sell | 19 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 64 | 2023.12.19 12:00 | modify | 19 | 0.10 | 158.355 | 159.555 | 157.055 | ||
| 65 | 2023.12.20 01:00 | sell | 20 | 0.10 | 157.835 | 0.000 | 0.000 | ||
| 66 | 2023.12.20 01:00 | modify | 20 | 0.10 | 157.835 | 158.160 | 157.055 | ||
| 67 | 2023.12.20 01:00 | modify | 19 | 0.10 | 158.355 | 158.160 | 157.055 | ||
| 68 | 2023.12.20 11:00 | t/p | 19 | 0.10 | 157.055 | 158.160 | 157.055 | 85.92 | 10495.68 |
| 69 | 2023.12.20 11:00 | t/p | 20 | 0.10 | 157.055 | 158.160 | 157.055 | 52.31 | 10547.99 |
| 70 | 2024.01.10 17:00 | sell | 21 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 71 | 2024.01.10 17:00 | modify | 21 | 0.10 | 159.660 | 160.860 | 158.360 | ||
| 72 | 2024.01.17 08:00 | s/l | 21 | 0.10 | 160.860 | 160.860 | 158.360 | -89.29 | 10458.69 |
| 73 | 2024.01.31 18:00 | buy | 22 | 0.10 | 158.822 | 0.000 | 0.000 | ||
| 74 | 2024.01.31 18:00 | modify | 22 | 0.10 | 158.822 | 157.622 | 160.122 | ||
| 75 | 2024.02.02 16:00 | t/p | 22 | 0.10 | 160.122 | 157.622 | 160.122 | 90.25 | 10548.95 |