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 23:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6548 | Ticks modelled | 47431402 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 813.26 | Gross profit | 1159.46 | Gross loss | -346.20 |
| Profit factor | 3.35 | Expected payoff | 21.40 | ||
| Absolute drawdown | 28.59 | Maximal drawdown | 304.38 (2.84%) | Relative drawdown | 2.84% (304.38) |
| Total trades | 38 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
| Largest | profit trade | 90.25 | loss trade | -80.52 | |
| Average | profit trade | 44.59 | loss trade | -28.85 | |
| Maximum | consecutive wins (profit in money) | 5 (246.54) | consecutive losses (loss in money) | 5 (-208.15) | |
| Maximal | consecutive profit (count of wins) | 246.54 (5) | consecutive loss (count of losses) | -208.15 (5) | |
| Average | consecutive wins | 4 | 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 | 2023.03.21 14:25 | sell | 2 | 0.10 | 141.995 | 0.000 | 0.000 | ||
| 4 | 2023.03.21 14:25 | modify | 2 | 0.10 | 141.995 | 142.320 | 141.215 | ||
| 5 | 2023.03.21 14:25 | modify | 1 | 0.10 | 142.515 | 142.320 | 141.215 | ||
| 6 | 2023.03.21 15:17 | s/l | 1 | 0.10 | 142.320 | 142.320 | 141.215 | 13.07 | 10013.07 |
| 7 | 2023.03.21 15:17 | s/l | 2 | 0.10 | 142.320 | 142.320 | 141.215 | -21.80 | 9991.27 |
| 8 | 2023.03.24 11:00 | buy | 3 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 9 | 2023.03.24 11:00 | modify | 3 | 0.10 | 139.368 | 138.168 | 140.668 | ||
| 10 | 2023.03.24 12:37 | buy | 4 | 0.10 | 139.889 | 0.000 | 0.000 | ||
| 11 | 2023.03.24 12:37 | modify | 4 | 0.10 | 139.889 | 139.563 | 140.668 | ||
| 12 | 2023.03.24 12:37 | modify | 3 | 0.10 | 139.368 | 139.563 | 140.668 | ||
| 13 | 2023.03.24 13:29 | buy | 5 | 0.10 | 140.148 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 13:29 | modify | 5 | 0.10 | 140.148 | 139.953 | 140.668 | ||
| 15 | 2023.03.24 13:29 | buy | 6 | 0.10 | 140.148 | 0.000 | 0.000 | ||
| 16 | 2023.03.24 13:29 | modify | 6 | 0.10 | 140.148 | 139.823 | 140.668 | ||
| 17 | 2023.03.24 13:29 | modify | 4 | 0.10 | 139.889 | 139.823 | 140.668 | ||
| 18 | 2023.03.24 13:29 | modify | 3 | 0.10 | 139.368 | 139.823 | 140.668 | ||
| 19 | 2023.03.24 13:29 | modify | 5 | 0.10 | 140.148 | 139.823 | 140.668 | ||
| 20 | 2023.03.24 16:01 | t/p | 3 | 0.10 | 140.668 | 139.823 | 140.668 | 87.23 | 10078.50 |
| 21 | 2023.03.24 16:01 | t/p | 4 | 0.10 | 140.668 | 139.823 | 140.668 | 52.27 | 10130.77 |
| 22 | 2023.03.24 16:01 | t/p | 5 | 0.10 | 140.668 | 139.823 | 140.668 | 34.89 | 10165.66 |
| 23 | 2023.03.24 16:01 | t/p | 6 | 0.10 | 140.668 | 139.823 | 140.668 | 34.89 | 10200.55 |
| 24 | 2023.03.30 14:00 | sell | 7 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 25 | 2023.03.30 14:00 | modify | 7 | 0.10 | 144.838 | 146.038 | 143.538 | ||
| 26 | 2023.03.30 16:49 | sell | 8 | 0.10 | 144.318 | 0.000 | 0.000 | ||
| 27 | 2023.03.30 16:49 | modify | 8 | 0.10 | 144.318 | 144.643 | 143.538 | ||
| 28 | 2023.03.30 16:49 | modify | 7 | 0.10 | 144.838 | 144.643 | 143.538 | ||
| 29 | 2023.03.30 19:58 | s/l | 7 | 0.10 | 144.643 | 144.643 | 143.538 | 13.07 | 10213.62 |
| 30 | 2023.03.30 19:58 | s/l | 8 | 0.10 | 144.643 | 144.643 | 143.538 | -21.80 | 10191.82 |
| 31 | 2023.04.25 19:00 | buy | 9 | 0.10 | 146.598 | 0.000 | 0.000 | ||
| 32 | 2023.04.25 19:00 | modify | 9 | 0.10 | 146.598 | 145.398 | 147.898 | ||
| 33 | 2023.04.26 06:36 | buy | 10 | 0.10 | 147.118 | 0.000 | 0.000 | ||
| 34 | 2023.04.26 06:36 | modify | 10 | 0.10 | 147.118 | 146.793 | 147.898 | ||
| 35 | 2023.04.26 06:36 | modify | 9 | 0.10 | 146.598 | 146.793 | 147.898 | ||
| 36 | 2023.04.26 08:24 | buy | 11 | 0.10 | 147.379 | 0.000 | 0.000 | ||
| 37 | 2023.04.26 08:24 | modify | 11 | 0.10 | 147.379 | 147.183 | 147.898 | ||
| 38 | 2023.04.26 08:24 | buy | 12 | 0.10 | 147.379 | 0.000 | 0.000 | ||
| 39 | 2023.04.26 08:24 | modify | 12 | 0.10 | 147.379 | 147.053 | 147.898 | ||
| 40 | 2023.04.26 08:24 | modify | 10 | 0.10 | 147.118 | 147.053 | 147.898 | ||
| 41 | 2023.04.26 08:24 | modify | 9 | 0.10 | 146.598 | 147.053 | 147.898 | ||
| 42 | 2023.04.26 08:24 | modify | 11 | 0.10 | 147.379 | 147.053 | 147.898 | ||
| 43 | 2023.04.26 11:44 | t/p | 9 | 0.10 | 147.898 | 147.053 | 147.898 | 87.98 | 10279.80 |
| 44 | 2023.04.26 11:44 | t/p | 10 | 0.10 | 147.898 | 147.053 | 147.898 | 52.34 | 10332.14 |
| 45 | 2023.04.26 11:44 | t/p | 11 | 0.10 | 147.898 | 147.053 | 147.898 | 34.82 | 10366.96 |
| 46 | 2023.04.26 11:44 | t/p | 12 | 0.10 | 147.898 | 147.053 | 147.898 | 34.82 | 10401.78 |
| 47 | 2023.07.31 10:00 | sell | 13 | 0.10 | 156.979 | 0.000 | 0.000 | ||
| 48 | 2023.07.31 10:00 | modify | 13 | 0.10 | 156.979 | 158.179 | 155.679 | ||
| 49 | 2023.07.31 16:20 | sell | 14 | 0.10 | 156.458 | 0.000 | 0.000 | ||
| 50 | 2023.07.31 16:20 | modify | 14 | 0.10 | 156.458 | 156.784 | 155.679 | ||
| 51 | 2023.07.31 16:20 | modify | 13 | 0.10 | 156.979 | 156.784 | 155.679 | ||
| 52 | 2023.08.01 01:42 | s/l | 13 | 0.10 | 156.784 | 156.784 | 155.679 | 11.82 | 10413.60 |
| 53 | 2023.08.01 01:42 | s/l | 14 | 0.10 | 156.784 | 156.784 | 155.679 | -23.12 | 10390.48 |
| 54 | 2023.09.14 18:00 | buy | 15 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 55 | 2023.09.14 18:00 | modify | 15 | 0.10 | 156.848 | 155.648 | 158.148 | ||
| 56 | 2023.09.15 06:33 | buy | 16 | 0.10 | 157.368 | 0.000 | 0.000 | ||
| 57 | 2023.09.15 06:33 | modify | 16 | 0.10 | 157.368 | 157.043 | 158.148 | ||
| 58 | 2023.09.15 06:33 | modify | 15 | 0.10 | 156.848 | 157.043 | 158.148 | ||
| 59 | 2023.09.15 08:02 | buy | 17 | 0.10 | 157.629 | 0.000 | 0.000 | ||
| 60 | 2023.09.15 08:02 | modify | 17 | 0.10 | 157.629 | 157.433 | 158.148 | ||
| 61 | 2023.09.15 08:02 | buy | 18 | 0.10 | 157.629 | 0.000 | 0.000 | ||
| 62 | 2023.09.15 08:02 | modify | 18 | 0.10 | 157.629 | 157.303 | 158.148 | ||
| 63 | 2023.09.15 08:02 | modify | 16 | 0.10 | 157.368 | 157.303 | 158.148 | ||
| 64 | 2023.09.15 08:02 | modify | 15 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 65 | 2023.09.15 08:02 | modify | 17 | 0.10 | 157.629 | 157.303 | 158.148 | ||
| 66 | 2023.09.19 11:49 | t/p | 15 | 0.10 | 158.148 | 157.303 | 158.148 | 89.50 | 10479.98 |
| 67 | 2023.09.19 11:49 | t/p | 16 | 0.10 | 158.148 | 157.303 | 158.148 | 53.85 | 10533.83 |
| 68 | 2023.09.19 11:49 | t/p | 17 | 0.10 | 158.148 | 157.303 | 158.148 | 36.34 | 10570.17 |
| 69 | 2023.09.19 11:49 | t/p | 18 | 0.10 | 158.148 | 157.303 | 158.148 | 36.34 | 10606.50 |
| 70 | 2023.10.31 11:00 | sell | 19 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 71 | 2023.10.31 11:00 | modify | 19 | 0.10 | 160.687 | 161.887 | 159.387 | ||
| 72 | 2023.10.31 13:20 | sell | 20 | 0.10 | 160.167 | 0.000 | 0.000 | ||
| 73 | 2023.10.31 13:20 | modify | 20 | 0.10 | 160.167 | 160.492 | 159.387 | ||
| 74 | 2023.10.31 13:20 | modify | 19 | 0.10 | 160.687 | 160.492 | 159.387 | ||
| 75 | 2023.10.31 17:08 | sell | 21 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 76 | 2023.10.31 17:08 | modify | 21 | 0.10 | 159.902 | 160.102 | 159.387 | ||
| 77 | 2023.10.31 17:08 | sell | 22 | 0.10 | 159.902 | 0.000 | 0.000 | ||
| 78 | 2023.10.31 17:08 | modify | 22 | 0.10 | 159.902 | 160.232 | 159.387 | ||
| 79 | 2023.10.31 17:08 | modify | 20 | 0.10 | 160.167 | 160.232 | 159.387 | ||
| 80 | 2023.10.31 17:08 | modify | 19 | 0.10 | 160.687 | 160.232 | 159.387 | ||
| 81 | 2023.10.31 17:08 | modify | 21 | 0.10 | 159.902 | 160.232 | 159.387 | ||
| 82 | 2023.10.31 17:54 | s/l | 19 | 0.10 | 160.232 | 160.232 | 159.387 | 30.52 | 10637.02 |
| 83 | 2023.10.31 17:54 | s/l | 20 | 0.10 | 160.232 | 160.232 | 159.387 | -4.36 | 10632.66 |
| 84 | 2023.10.31 17:54 | s/l | 21 | 0.10 | 160.232 | 160.232 | 159.387 | -22.13 | 10610.53 |
| 85 | 2023.10.31 17:54 | s/l | 22 | 0.10 | 160.232 | 160.232 | 159.387 | -22.13 | 10588.40 |
| 86 | 2023.12.01 19:00 | buy | 23 | 0.10 | 159.834 | 0.000 | 0.000 | ||
| 87 | 2023.12.01 19:00 | modify | 23 | 0.10 | 159.834 | 158.634 | 161.134 | ||
| 88 | 2023.12.05 07:46 | s/l | 23 | 0.10 | 158.634 | 158.634 | 161.134 | -79.01 | 10509.39 |
| 89 | 2023.12.07 12:00 | buy | 24 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 90 | 2023.12.07 12:00 | modify | 24 | 0.10 | 156.227 | 155.027 | 157.527 | ||
| 91 | 2023.12.07 17:46 | s/l | 24 | 0.10 | 155.027 | 155.027 | 157.527 | -80.52 | 10428.87 |
| 92 | 2023.12.11 09:00 | sell | 25 | 0.10 | 157.419 | 0.000 | 0.000 | ||
| 93 | 2023.12.11 09:00 | modify | 25 | 0.10 | 157.419 | 158.619 | 156.119 | ||
| 94 | 2023.12.12 00:33 | sell | 26 | 0.10 | 156.895 | 0.000 | 0.000 | ||
| 95 | 2023.12.12 00:33 | modify | 26 | 0.10 | 156.895 | 157.224 | 156.119 | ||
| 96 | 2023.12.12 00:33 | modify | 25 | 0.10 | 157.419 | 157.224 | 156.119 | ||
| 97 | 2023.12.12 05:07 | sell | 27 | 0.10 | 156.639 | 0.000 | 0.000 | ||
| 98 | 2023.12.12 05:07 | modify | 27 | 0.10 | 156.639 | 156.834 | 156.119 | ||
| 99 | 2023.12.12 05:07 | sell | 28 | 0.10 | 156.639 | 0.000 | 0.000 | ||
| 100 | 2023.12.12 05:07 | modify | 28 | 0.10 | 156.639 | 156.964 | 156.119 | ||
| 101 | 2023.12.12 05:07 | modify | 26 | 0.10 | 156.895 | 156.964 | 156.119 | ||
| 102 | 2023.12.12 05:07 | modify | 25 | 0.10 | 157.419 | 156.964 | 156.119 | ||
| 103 | 2023.12.12 05:07 | modify | 27 | 0.10 | 156.639 | 156.964 | 156.119 | ||
| 104 | 2023.12.12 08:17 | s/l | 25 | 0.10 | 156.964 | 156.964 | 156.119 | 29.25 | 10458.12 |
| 105 | 2023.12.12 08:17 | s/l | 26 | 0.10 | 156.964 | 156.964 | 156.119 | -4.63 | 10453.49 |
| 106 | 2023.12.12 08:17 | s/l | 27 | 0.10 | 156.964 | 156.964 | 156.119 | -21.79 | 10431.70 |
| 107 | 2023.12.12 08:17 | s/l | 28 | 0.10 | 156.964 | 156.964 | 156.119 | -21.79 | 10409.91 |
| 108 | 2023.12.19 12:00 | sell | 29 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 109 | 2023.12.19 12:00 | modify | 29 | 0.10 | 158.355 | 159.555 | 157.055 | ||
| 110 | 2023.12.19 15:12 | sell | 30 | 0.10 | 157.835 | 0.000 | 0.000 | ||
| 111 | 2023.12.19 15:12 | modify | 30 | 0.10 | 157.835 | 158.160 | 157.055 | ||
| 112 | 2023.12.19 15:12 | modify | 29 | 0.10 | 158.355 | 158.160 | 157.055 | ||
| 113 | 2023.12.20 03:54 | sell | 31 | 0.10 | 157.573 | 0.000 | 0.000 | ||
| 114 | 2023.12.20 03:54 | modify | 31 | 0.10 | 157.573 | 157.770 | 157.055 | ||
| 115 | 2023.12.20 03:54 | sell | 32 | 0.10 | 157.573 | 0.000 | 0.000 | ||
| 116 | 2023.12.20 03:54 | modify | 32 | 0.10 | 157.573 | 157.900 | 157.055 | ||
| 117 | 2023.12.20 03:54 | modify | 30 | 0.10 | 157.835 | 157.900 | 157.055 | ||
| 118 | 2023.12.20 03:54 | modify | 29 | 0.10 | 158.355 | 157.900 | 157.055 | ||
| 119 | 2023.12.20 03:54 | modify | 31 | 0.10 | 157.573 | 157.900 | 157.055 | ||
| 120 | 2023.12.20 10:53 | t/p | 29 | 0.10 | 157.055 | 157.900 | 157.055 | 85.92 | 10495.83 |
| 121 | 2023.12.20 10:53 | t/p | 30 | 0.10 | 157.055 | 157.900 | 157.055 | 51.05 | 10546.88 |
| 122 | 2023.12.20 10:53 | t/p | 31 | 0.10 | 157.055 | 157.900 | 157.055 | 34.74 | 10581.62 |
| 123 | 2023.12.20 10:53 | t/p | 32 | 0.10 | 157.055 | 157.900 | 157.055 | 34.74 | 10616.36 |
| 124 | 2024.01.10 17:00 | sell | 33 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 125 | 2024.01.10 17:00 | modify | 33 | 0.10 | 159.660 | 160.860 | 158.360 | ||
| 126 | 2024.01.11 23:19 | sell | 34 | 0.10 | 159.139 | 0.000 | 0.000 | ||
| 127 | 2024.01.11 23:19 | modify | 34 | 0.10 | 159.139 | 159.465 | 158.360 | ||
| 128 | 2024.01.11 23:19 | modify | 33 | 0.10 | 159.660 | 159.465 | 158.360 | ||
| 129 | 2024.01.12 00:02 | s/l | 33 | 0.10 | 159.465 | 159.465 | 158.360 | 8.04 | 10624.40 |
| 130 | 2024.01.12 00:02 | s/l | 34 | 0.10 | 159.465 | 159.465 | 158.360 | -23.12 | 10601.28 |
| 131 | 2024.01.31 18:00 | buy | 35 | 0.10 | 158.822 | 0.000 | 0.000 | ||
| 132 | 2024.01.31 18:00 | modify | 35 | 0.10 | 158.822 | 157.622 | 160.122 | ||
| 133 | 2024.02.02 05:21 | buy | 36 | 0.10 | 159.344 | 0.000 | 0.000 | ||
| 134 | 2024.02.02 05:21 | modify | 36 | 0.10 | 159.344 | 159.017 | 160.122 | ||
| 135 | 2024.02.02 05:21 | modify | 35 | 0.10 | 158.822 | 159.017 | 160.122 | ||
| 136 | 2024.02.02 07:59 | buy | 37 | 0.10 | 159.604 | 0.000 | 0.000 | ||
| 137 | 2024.02.02 07:59 | modify | 37 | 0.10 | 159.604 | 159.407 | 160.122 | ||
| 138 | 2024.02.02 07:59 | buy | 38 | 0.10 | 159.604 | 0.000 | 0.000 | ||
| 139 | 2024.02.02 07:59 | modify | 38 | 0.10 | 159.604 | 159.277 | 160.122 | ||
| 140 | 2024.02.02 07:59 | modify | 36 | 0.10 | 159.344 | 159.277 | 160.122 | ||
| 141 | 2024.02.02 07:59 | modify | 35 | 0.10 | 158.822 | 159.277 | 160.122 | ||
| 142 | 2024.02.02 07:59 | modify | 37 | 0.10 | 159.604 | 159.277 | 160.122 | ||
| 143 | 2024.02.02 15:50 | t/p | 35 | 0.10 | 160.122 | 159.277 | 160.122 | 90.25 | 10691.53 |
| 144 | 2024.02.02 15:50 | t/p | 36 | 0.10 | 160.122 | 159.277 | 160.122 | 52.21 | 10743.74 |
| 145 | 2024.02.02 15:50 | t/p | 37 | 0.10 | 160.122 | 159.277 | 160.122 | 34.76 | 10778.50 |
| 146 | 2024.02.02 15:50 | t/p | 38 | 0.10 | 160.122 | 159.277 | 160.122 | 34.76 | 10813.26 |