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=2; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 726.76 | Gross profit | 1108.87 | Gross loss | -382.11 |
| Profit factor | 2.90 | Expected payoff | 27.95 | ||
| Absolute drawdown | 37.69 | Maximal drawdown | 255.83 (2.49%) | Relative drawdown | 2.49% (255.83) |
| Total trades | 26 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 98.46 | loss trade | -95.99 | |
| Average | profit trade | 58.36 | loss trade | -54.59 | |
| Maximum | consecutive wins (profit in money) | 9 (568.48) | consecutive losses (loss in money) | 3 (-141.41) | |
| Maximal | consecutive profit (count of wins) | 568.48 (9) | consecutive loss (count of losses) | -141.41 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 15:00 | buy | 1 | 0.10 | 140.268 | 0.000 | 0.000 | ||
| 2 | 2023.03.15 15:00 | modify | 1 | 0.10 | 140.268 | 138.968 | 141.668 | ||
| 3 | 2023.03.15 21:00 | buy | 2 | 0.10 | 141.041 | 0.000 | 0.000 | ||
| 4 | 2023.03.15 21:00 | modify | 2 | 0.10 | 141.041 | 140.828 | 141.668 | ||
| 5 | 2023.03.15 21:00 | modify | 1 | 0.10 | 140.268 | 140.828 | 141.668 | ||
| 6 | 2023.03.16 00:00 | s/l | 1 | 0.10 | 140.828 | 140.828 | 141.668 | 39.84 | 10039.84 |
| 7 | 2023.03.16 00:00 | s/l | 2 | 0.10 | 140.828 | 140.828 | 141.668 | -12.03 | 10027.81 |
| 8 | 2023.03.21 13:00 | sell | 3 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 9 | 2023.03.21 13:00 | modify | 3 | 0.10 | 142.557 | 143.857 | 141.157 | ||
| 10 | 2023.03.24 02:00 | t/p | 3 | 0.10 | 141.157 | 143.857 | 141.157 | 87.59 | 10115.40 |
| 11 | 2023.03.24 11:00 | buy | 4 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 12 | 2023.03.24 11:00 | modify | 4 | 0.10 | 139.368 | 138.068 | 140.768 | ||
| 13 | 2023.03.24 17:00 | t/p | 4 | 0.10 | 140.768 | 138.068 | 140.768 | 93.95 | 10209.35 |
| 14 | 2023.03.30 14:00 | sell | 5 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 15 | 2023.03.30 14:00 | modify | 5 | 0.10 | 144.838 | 146.138 | 143.438 | ||
| 16 | 2023.04.03 00:00 | sell | 6 | 0.10 | 144.051 | 0.000 | 0.000 | ||
| 17 | 2023.04.03 00:00 | modify | 6 | 0.10 | 144.051 | 144.278 | 143.438 | ||
| 18 | 2023.04.03 00:00 | modify | 5 | 0.10 | 144.838 | 144.278 | 143.438 | ||
| 19 | 2023.04.03 01:00 | sell | 7 | 0.10 | 143.855 | 0.000 | 0.000 | ||
| 20 | 2023.04.03 01:00 | modify | 7 | 0.10 | 143.855 | 144.348 | 143.438 | ||
| 21 | 2023.04.03 01:00 | modify | 6 | 0.10 | 144.051 | 144.348 | 143.438 | ||
| 22 | 2023.04.03 01:00 | modify | 5 | 0.10 | 144.838 | 144.348 | 143.438 | ||
| 23 | 2023.04.03 07:00 | s/l | 5 | 0.10 | 144.348 | 144.348 | 143.438 | 30.34 | 10239.69 |
| 24 | 2023.04.03 07:00 | s/l | 6 | 0.10 | 144.348 | 144.348 | 143.438 | -19.91 | 10219.78 |
| 25 | 2023.04.03 07:00 | s/l | 7 | 0.10 | 144.348 | 144.348 | 143.438 | -33.06 | 10186.72 |
| 26 | 2023.06.15 17:00 | sell | 8 | 0.10 | 153.555 | 0.000 | 0.000 | ||
| 27 | 2023.06.15 17:00 | modify | 8 | 0.10 | 153.555 | 154.855 | 152.155 | ||
| 28 | 2023.06.16 14:00 | s/l | 8 | 0.10 | 154.855 | 154.855 | 152.155 | -88.44 | 10098.28 |
| 29 | 2023.08.10 15:00 | sell | 9 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 30 | 2023.08.10 15:00 | modify | 9 | 0.10 | 159.092 | 160.392 | 157.692 | ||
| 31 | 2023.08.14 07:00 | sell | 10 | 0.10 | 158.363 | 0.000 | 0.000 | ||
| 32 | 2023.08.14 07:00 | modify | 10 | 0.10 | 158.363 | 159.022 | 157.692 | ||
| 33 | 2023.08.14 07:00 | modify | 9 | 0.10 | 159.092 | 159.022 | 157.692 | ||
| 34 | 2023.08.15 07:00 | s/l | 9 | 0.10 | 159.022 | 159.022 | 157.692 | 0.91 | 10099.19 |
| 35 | 2023.08.15 07:00 | s/l | 10 | 0.10 | 159.022 | 159.022 | 157.692 | -45.45 | 10053.73 |
| 36 | 2023.08.23 12:00 | buy | 11 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 37 | 2023.08.23 12:00 | modify | 11 | 0.10 | 157.258 | 155.958 | 158.658 | ||
| 38 | 2023.08.25 17:00 | buy | 12 | 0.10 | 158.031 | 0.000 | 0.000 | ||
| 39 | 2023.08.25 17:00 | modify | 12 | 0.10 | 158.031 | 157.818 | 158.658 | ||
| 40 | 2023.08.25 17:00 | modify | 11 | 0.10 | 157.258 | 157.818 | 158.658 | ||
| 41 | 2023.08.28 00:00 | buy | 13 | 0.10 | 158.249 | 0.000 | 0.000 | ||
| 42 | 2023.08.28 00:00 | modify | 13 | 0.10 | 158.249 | 157.748 | 158.658 | ||
| 43 | 2023.08.28 00:00 | modify | 12 | 0.10 | 158.031 | 157.748 | 158.658 | ||
| 44 | 2023.08.28 00:00 | modify | 11 | 0.10 | 157.258 | 157.748 | 158.658 | ||
| 45 | 2023.08.29 05:00 | t/p | 11 | 0.10 | 158.658 | 157.748 | 158.658 | 98.46 | 10152.19 |
| 46 | 2023.08.29 05:00 | t/p | 12 | 0.10 | 158.658 | 157.748 | 158.658 | 43.58 | 10195.77 |
| 47 | 2023.08.29 05:00 | t/p | 13 | 0.10 | 158.658 | 157.748 | 158.658 | 28.20 | 10223.97 |
| 48 | 2023.09.14 18:00 | buy | 14 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 49 | 2023.09.14 18:00 | modify | 14 | 0.10 | 156.848 | 155.548 | 158.248 | ||
| 50 | 2023.09.15 17:00 | buy | 15 | 0.10 | 157.836 | 0.000 | 0.000 | ||
| 51 | 2023.09.15 17:00 | modify | 15 | 0.10 | 157.836 | 157.338 | 158.248 | ||
| 52 | 2023.09.15 17:00 | modify | 14 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 53 | 2023.09.18 10:00 | buy | 16 | 0.10 | 157.563 | 0.000 | 0.000 | ||
| 54 | 2023.09.18 10:00 | modify | 16 | 0.10 | 157.563 | 156.918 | 158.248 | ||
| 55 | 2023.09.18 11:00 | modify | 16 | 0.10 | 157.563 | 157.338 | 158.248 | ||
| 56 | 2023.09.19 13:00 | t/p | 14 | 0.10 | 158.248 | 157.338 | 158.248 | 96.21 | 10320.18 |
| 57 | 2023.09.19 13:00 | t/p | 15 | 0.10 | 158.248 | 157.338 | 158.248 | 29.16 | 10349.34 |
| 58 | 2023.09.19 13:00 | t/p | 16 | 0.10 | 158.248 | 157.338 | 158.248 | 46.72 | 10396.06 |
| 59 | 2023.10.31 11:00 | sell | 17 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 60 | 2023.10.31 11:00 | modify | 17 | 0.10 | 160.687 | 161.987 | 159.287 | ||
| 61 | 2023.11.01 02:00 | sell | 18 | 0.10 | 159.972 | 0.000 | 0.000 | ||
| 62 | 2023.11.01 02:00 | modify | 18 | 0.10 | 159.972 | 160.617 | 159.287 | ||
| 63 | 2023.11.01 02:00 | modify | 17 | 0.10 | 160.687 | 160.617 | 159.287 | ||
| 64 | 2023.11.01 14:00 | t/p | 17 | 0.10 | 159.287 | 160.617 | 159.287 | 92.63 | 10488.69 |
| 65 | 2023.11.01 14:00 | t/p | 18 | 0.10 | 159.287 | 160.617 | 159.287 | 45.94 | 10534.63 |
| 66 | 2023.11.14 19:00 | sell | 19 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 67 | 2023.11.14 19:00 | modify | 19 | 0.10 | 163.627 | 164.927 | 162.227 | ||
| 68 | 2023.11.17 11:00 | t/p | 19 | 0.10 | 162.227 | 164.927 | 162.227 | 87.58 | 10622.21 |
| 69 | 2023.12.07 12:00 | buy | 20 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 70 | 2023.12.07 12:00 | modify | 20 | 0.10 | 156.227 | 154.927 | 157.627 | ||
| 71 | 2023.12.07 18:00 | s/l | 20 | 0.10 | 154.927 | 154.927 | 157.627 | -87.23 | 10534.98 |
| 72 | 2023.12.07 19:00 | buy | 21 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 73 | 2023.12.07 19:00 | modify | 21 | 0.10 | 155.085 | 153.785 | 156.485 | ||
| 74 | 2023.12.08 21:00 | buy | 22 | 0.10 | 156.091 | 0.000 | 0.000 | ||
| 75 | 2023.12.08 21:00 | modify | 22 | 0.10 | 156.091 | 155.575 | 156.485 | ||
| 76 | 2023.12.08 21:00 | modify | 21 | 0.10 | 155.085 | 155.575 | 156.485 | ||
| 77 | 2023.12.11 01:00 | t/p | 21 | 0.10 | 156.485 | 155.575 | 156.485 | 95.46 | 10630.44 |
| 78 | 2023.12.11 01:00 | t/p | 22 | 0.10 | 156.485 | 155.575 | 156.485 | 27.19 | 10657.63 |
| 79 | 2023.12.19 12:00 | sell | 23 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 80 | 2023.12.19 12:00 | modify | 23 | 0.10 | 158.355 | 159.655 | 156.955 | ||
| 81 | 2023.12.19 17:00 | sell | 24 | 0.10 | 157.648 | 0.000 | 0.000 | ||
| 82 | 2023.12.19 17:00 | modify | 24 | 0.10 | 157.648 | 158.285 | 156.955 | ||
| 83 | 2023.12.19 17:00 | modify | 23 | 0.10 | 158.355 | 158.285 | 156.955 | ||
| 84 | 2023.12.20 05:00 | sell | 25 | 0.10 | 157.362 | 0.000 | 0.000 | ||
| 85 | 2023.12.20 05:00 | modify | 25 | 0.10 | 157.362 | 157.865 | 156.955 | ||
| 86 | 2023.12.20 05:00 | modify | 24 | 0.10 | 157.648 | 157.865 | 156.955 | ||
| 87 | 2023.12.20 05:00 | modify | 23 | 0.10 | 158.355 | 157.865 | 156.955 | ||
| 88 | 2023.12.20 12:00 | t/p | 23 | 0.10 | 156.955 | 157.865 | 156.955 | 92.62 | 10750.25 |
| 89 | 2023.12.20 12:00 | t/p | 24 | 0.10 | 156.955 | 157.865 | 156.955 | 45.21 | 10795.46 |
| 90 | 2023.12.20 12:00 | t/p | 25 | 0.10 | 156.955 | 157.865 | 156.955 | 27.29 | 10822.75 |
| 91 | 2024.01.10 17:00 | sell | 26 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 92 | 2024.01.10 17:00 | modify | 26 | 0.10 | 159.660 | 160.960 | 158.260 | ||
| 93 | 2024.01.17 15:00 | s/l | 26 | 0.10 | 160.960 | 160.960 | 158.260 | -95.99 | 10726.76 |