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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158055 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 987.17 | Gross profit | 1291.78 | Gross loss | -304.61 |
| Profit factor | 4.24 | Expected payoff | 25.98 | ||
| Absolute drawdown | 62.34 | Maximal drawdown | 182.43 (1.68%) | Relative drawdown | 1.68% (182.43) |
| Total trades | 38 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 17 (58.82%) |
| Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
| Largest | profit trade | 96.21 | loss trade | -88.44 | |
| Average | profit trade | 49.68 | loss trade | -25.38 | |
| Maximum | consecutive wins (profit in money) | 10 (552.12) | consecutive losses (loss in money) | 2 (-102.72) | |
| Maximal | consecutive profit (count of wins) | 552.12 (10) | consecutive loss (count of losses) | -102.72 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 19:47 | buy | 2 | 0.10 | 141.040 | 0.000 | 0.000 | ||
| 4 | 2023.03.15 19:47 | modify | 2 | 0.10 | 141.040 | 140.828 | 141.668 | ||
| 5 | 2023.03.15 19:47 | modify | 1 | 0.10 | 140.268 | 140.828 | 141.668 | ||
| 6 | 2023.03.15 20:10 | buy | 3 | 0.10 | 140.986 | 0.000 | 0.000 | ||
| 7 | 2023.03.15 20:10 | modify | 3 | 0.10 | 140.986 | 140.338 | 141.668 | ||
| 8 | 2023.03.15 20:12 | modify | 3 | 0.10 | 140.986 | 140.828 | 141.668 | ||
| 9 | 2023.03.15 23:20 | s/l | 1 | 0.10 | 140.828 | 140.828 | 141.668 | 37.58 | 10037.58 |
| 10 | 2023.03.15 23:20 | s/l | 2 | 0.10 | 140.828 | 140.828 | 141.668 | -14.23 | 10023.35 |
| 11 | 2023.03.15 23:20 | s/l | 3 | 0.10 | 140.828 | 140.828 | 141.668 | -10.60 | 10012.75 |
| 12 | 2023.03.21 13:00 | sell | 4 | 0.10 | 142.557 | 0.000 | 0.000 | ||
| 13 | 2023.03.21 13:00 | modify | 4 | 0.10 | 142.557 | 143.857 | 141.157 | ||
| 14 | 2023.03.23 19:52 | sell | 5 | 0.10 | 141.555 | 0.000 | 0.000 | ||
| 15 | 2023.03.23 19:52 | modify | 5 | 0.10 | 141.555 | 142.067 | 141.157 | ||
| 16 | 2023.03.23 19:52 | modify | 4 | 0.10 | 142.557 | 142.067 | 141.157 | ||
| 17 | 2023.03.23 20:52 | sell | 6 | 0.10 | 141.774 | 0.000 | 0.000 | ||
| 18 | 2023.03.23 20:52 | modify | 6 | 0.10 | 141.774 | 141.997 | 141.157 | ||
| 19 | 2023.03.23 20:55 | modify | 6 | 0.10 | 141.774 | 142.067 | 141.157 | ||
| 20 | 2023.03.24 01:15 | t/p | 4 | 0.10 | 141.157 | 142.067 | 141.157 | 87.59 | 10100.34 |
| 21 | 2023.03.24 01:15 | t/p | 5 | 0.10 | 141.157 | 142.067 | 141.157 | 25.43 | 10125.77 |
| 22 | 2023.03.24 01:15 | t/p | 6 | 0.10 | 141.157 | 142.067 | 141.157 | 40.12 | 10165.89 |
| 23 | 2023.03.24 11:00 | buy | 7 | 0.10 | 139.368 | 0.000 | 0.000 | ||
| 24 | 2023.03.24 11:00 | modify | 7 | 0.10 | 139.368 | 138.068 | 140.768 | ||
| 25 | 2023.03.24 13:20 | buy | 8 | 0.10 | 140.376 | 0.000 | 0.000 | ||
| 26 | 2023.03.24 13:20 | modify | 8 | 0.10 | 140.376 | 139.858 | 140.768 | ||
| 27 | 2023.03.24 13:20 | modify | 7 | 0.10 | 139.368 | 139.858 | 140.768 | ||
| 28 | 2023.03.24 15:27 | buy | 9 | 0.10 | 140.151 | 0.000 | 0.000 | ||
| 29 | 2023.03.24 15:27 | modify | 9 | 0.10 | 140.151 | 139.928 | 140.768 | ||
| 30 | 2023.03.24 15:30 | modify | 9 | 0.10 | 140.151 | 139.858 | 140.768 | ||
| 31 | 2023.03.24 16:20 | t/p | 7 | 0.10 | 140.768 | 139.858 | 140.768 | 93.95 | 10259.84 |
| 32 | 2023.03.24 16:20 | t/p | 8 | 0.10 | 140.768 | 139.858 | 140.768 | 26.31 | 10286.15 |
| 33 | 2023.03.24 16:20 | t/p | 9 | 0.10 | 140.768 | 139.858 | 140.768 | 41.41 | 10327.56 |
| 34 | 2023.03.30 14:00 | sell | 10 | 0.10 | 144.838 | 0.000 | 0.000 | ||
| 35 | 2023.03.30 14:00 | modify | 10 | 0.10 | 144.838 | 146.138 | 143.438 | ||
| 36 | 2023.03.31 19:05 | sell | 11 | 0.10 | 144.065 | 0.000 | 0.000 | ||
| 37 | 2023.03.31 19:05 | modify | 11 | 0.10 | 144.065 | 144.278 | 143.438 | ||
| 38 | 2023.03.31 19:05 | modify | 10 | 0.10 | 144.838 | 144.278 | 143.438 | ||
| 39 | 2023.04.02 21:00 | s/l | 10 | 0.10 | 144.278 | 144.278 | 143.438 | 36.29 | 10363.85 |
| 40 | 2023.04.02 21:00 | s/l | 11 | 0.10 | 144.278 | 144.278 | 143.438 | -14.28 | 10349.57 |
| 41 | 2023.06.15 17:00 | sell | 12 | 0.10 | 153.555 | 0.000 | 0.000 | ||
| 42 | 2023.06.15 17:00 | modify | 12 | 0.10 | 153.555 | 154.855 | 152.155 | ||
| 43 | 2023.06.16 13:32 | s/l | 12 | 0.10 | 154.855 | 154.855 | 152.155 | -88.44 | 10261.13 |
| 44 | 2023.08.10 15:00 | sell | 13 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 45 | 2023.08.10 15:00 | modify | 13 | 0.10 | 159.092 | 160.392 | 157.692 | ||
| 46 | 2023.08.14 01:15 | sell | 14 | 0.10 | 158.375 | 0.000 | 0.000 | ||
| 47 | 2023.08.14 01:15 | modify | 14 | 0.10 | 158.375 | 159.022 | 157.692 | ||
| 48 | 2023.08.14 01:15 | modify | 13 | 0.10 | 159.092 | 159.022 | 157.692 | ||
| 49 | 2023.08.14 06:42 | sell | 15 | 0.10 | 158.322 | 0.000 | 0.000 | ||
| 50 | 2023.08.14 06:42 | modify | 15 | 0.10 | 158.322 | 158.532 | 157.692 | ||
| 51 | 2023.08.14 06:42 | modify | 14 | 0.10 | 158.375 | 158.532 | 157.692 | ||
| 52 | 2023.08.14 06:42 | modify | 13 | 0.10 | 159.092 | 158.532 | 157.692 | ||
| 53 | 2023.08.14 07:15 | s/l | 13 | 0.10 | 158.532 | 158.532 | 157.692 | 35.03 | 10296.16 |
| 54 | 2023.08.14 07:15 | s/l | 14 | 0.10 | 158.532 | 158.532 | 157.692 | -10.53 | 10285.63 |
| 55 | 2023.08.14 07:15 | s/l | 15 | 0.10 | 158.532 | 158.532 | 157.692 | -14.08 | 10271.55 |
| 56 | 2023.08.23 12:00 | buy | 16 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 57 | 2023.08.23 12:00 | modify | 16 | 0.10 | 157.258 | 155.958 | 158.658 | ||
| 58 | 2023.08.24 11:15 | buy | 17 | 0.10 | 157.977 | 0.000 | 0.000 | ||
| 59 | 2023.08.24 11:15 | modify | 17 | 0.10 | 157.977 | 157.328 | 158.658 | ||
| 60 | 2023.08.24 11:15 | modify | 16 | 0.10 | 157.258 | 157.328 | 158.658 | ||
| 61 | 2023.08.24 13:20 | buy | 18 | 0.10 | 158.030 | 0.000 | 0.000 | ||
| 62 | 2023.08.24 13:20 | modify | 18 | 0.10 | 158.030 | 157.818 | 158.658 | ||
| 63 | 2023.08.24 13:20 | modify | 17 | 0.10 | 157.977 | 157.818 | 158.658 | ||
| 64 | 2023.08.24 13:20 | modify | 16 | 0.10 | 157.258 | 157.818 | 158.658 | ||
| 65 | 2023.08.24 14:20 | s/l | 16 | 0.10 | 157.818 | 157.818 | 158.658 | 39.83 | 10311.38 |
| 66 | 2023.08.24 14:20 | s/l | 17 | 0.10 | 157.818 | 157.818 | 158.658 | -10.67 | 10300.71 |
| 67 | 2023.08.24 14:20 | s/l | 18 | 0.10 | 157.818 | 157.818 | 158.658 | -14.23 | 10286.48 |
| 68 | 2023.09.14 18:00 | buy | 19 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 69 | 2023.09.14 18:00 | modify | 19 | 0.10 | 156.848 | 155.548 | 158.248 | ||
| 70 | 2023.09.15 07:45 | buy | 20 | 0.10 | 157.566 | 0.000 | 0.000 | ||
| 71 | 2023.09.15 07:45 | modify | 20 | 0.10 | 157.566 | 156.918 | 158.248 | ||
| 72 | 2023.09.15 07:45 | modify | 19 | 0.10 | 156.848 | 156.918 | 158.248 | ||
| 73 | 2023.09.15 08:15 | buy | 21 | 0.10 | 157.625 | 0.000 | 0.000 | ||
| 74 | 2023.09.15 08:15 | modify | 21 | 0.10 | 157.625 | 157.408 | 158.248 | ||
| 75 | 2023.09.15 08:15 | modify | 20 | 0.10 | 157.566 | 157.408 | 158.248 | ||
| 76 | 2023.09.15 08:15 | modify | 19 | 0.10 | 156.848 | 157.408 | 158.248 | ||
| 77 | 2023.09.15 14:02 | buy | 22 | 0.10 | 157.828 | 0.000 | 0.000 | ||
| 78 | 2023.09.15 14:02 | modify | 22 | 0.10 | 157.828 | 157.338 | 158.248 | ||
| 79 | 2023.09.15 14:02 | modify | 21 | 0.10 | 157.625 | 157.338 | 158.248 | ||
| 80 | 2023.09.15 14:02 | modify | 20 | 0.10 | 157.566 | 157.338 | 158.248 | ||
| 81 | 2023.09.15 14:02 | modify | 19 | 0.10 | 156.848 | 157.338 | 158.248 | ||
| 82 | 2023.09.19 12:20 | t/p | 19 | 0.10 | 158.248 | 157.338 | 158.248 | 96.21 | 10382.69 |
| 83 | 2023.09.19 12:20 | t/p | 20 | 0.10 | 158.248 | 157.338 | 158.248 | 47.28 | 10429.96 |
| 84 | 2023.09.19 12:20 | t/p | 21 | 0.10 | 158.248 | 157.338 | 158.248 | 43.32 | 10473.28 |
| 85 | 2023.09.19 12:20 | t/p | 22 | 0.10 | 158.248 | 157.338 | 158.248 | 29.70 | 10502.97 |
| 86 | 2023.10.31 11:00 | sell | 23 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 87 | 2023.10.31 11:00 | modify | 23 | 0.10 | 160.687 | 161.987 | 159.287 | ||
| 88 | 2023.10.31 16:02 | sell | 24 | 0.10 | 159.983 | 0.000 | 0.000 | ||
| 89 | 2023.10.31 16:02 | modify | 24 | 0.10 | 159.983 | 160.617 | 159.287 | ||
| 90 | 2023.10.31 16:02 | modify | 23 | 0.10 | 160.687 | 160.617 | 159.287 | ||
| 91 | 2023.11.01 02:40 | sell | 25 | 0.10 | 159.891 | 0.000 | 0.000 | ||
| 92 | 2023.11.01 02:40 | modify | 25 | 0.10 | 159.891 | 160.127 | 159.287 | ||
| 93 | 2023.11.01 02:40 | modify | 24 | 0.10 | 159.983 | 160.127 | 159.287 | ||
| 94 | 2023.11.01 02:40 | modify | 23 | 0.10 | 160.687 | 160.127 | 159.287 | ||
| 95 | 2023.11.01 08:20 | sell | 26 | 0.10 | 159.707 | 0.000 | 0.000 | ||
| 96 | 2023.11.01 08:20 | modify | 26 | 0.10 | 159.707 | 160.197 | 159.287 | ||
| 97 | 2023.11.01 08:20 | modify | 25 | 0.10 | 159.891 | 160.197 | 159.287 | ||
| 98 | 2023.11.01 08:20 | modify | 24 | 0.10 | 159.983 | 160.197 | 159.287 | ||
| 99 | 2023.11.01 08:20 | modify | 23 | 0.10 | 160.687 | 160.197 | 159.287 | ||
| 100 | 2023.11.01 13:45 | t/p | 23 | 0.10 | 159.287 | 160.197 | 159.287 | 92.63 | 10595.60 |
| 101 | 2023.11.01 13:45 | t/p | 24 | 0.10 | 159.287 | 160.197 | 159.287 | 45.42 | 10641.02 |
| 102 | 2023.11.01 13:45 | t/p | 25 | 0.10 | 159.287 | 160.197 | 159.287 | 40.51 | 10681.53 |
| 103 | 2023.11.01 13:45 | t/p | 26 | 0.10 | 159.287 | 160.197 | 159.287 | 28.17 | 10709.70 |
| 104 | 2023.11.14 19:00 | sell | 27 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 105 | 2023.11.14 19:00 | modify | 27 | 0.10 | 163.627 | 164.927 | 162.227 | ||
| 106 | 2023.11.17 08:26 | sell | 28 | 0.10 | 162.843 | 0.000 | 0.000 | ||
| 107 | 2023.11.17 08:26 | modify | 28 | 0.10 | 162.843 | 163.067 | 162.227 | ||
| 108 | 2023.11.17 08:26 | modify | 27 | 0.10 | 163.627 | 163.067 | 162.227 | ||
| 109 | 2023.11.17 10:20 | t/p | 27 | 0.10 | 162.227 | 163.067 | 162.227 | 87.58 | 10797.28 |
| 110 | 2023.11.17 10:20 | t/p | 28 | 0.10 | 162.227 | 163.067 | 162.227 | 41.31 | 10838.59 |
| 111 | 2023.12.07 12:00 | buy | 29 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 112 | 2023.12.07 12:00 | modify | 29 | 0.10 | 156.227 | 154.927 | 157.627 | ||
| 113 | 2023.12.07 17:40 | s/l | 29 | 0.10 | 154.927 | 154.927 | 157.627 | -87.23 | 10751.36 |
| 114 | 2023.12.07 19:00 | buy | 30 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 115 | 2023.12.07 19:00 | modify | 30 | 0.10 | 155.085 | 153.785 | 156.485 | ||
| 116 | 2023.12.08 10:59 | buy | 31 | 0.10 | 155.786 | 0.000 | 0.000 | ||
| 117 | 2023.12.08 10:59 | modify | 31 | 0.10 | 155.786 | 155.155 | 156.485 | ||
| 118 | 2023.12.08 10:59 | modify | 30 | 0.10 | 155.085 | 155.155 | 156.485 | ||
| 119 | 2023.12.08 11:10 | buy | 32 | 0.10 | 155.877 | 0.000 | 0.000 | ||
| 120 | 2023.12.08 11:10 | modify | 32 | 0.10 | 155.877 | 155.645 | 156.485 | ||
| 121 | 2023.12.08 11:10 | modify | 31 | 0.10 | 155.786 | 155.645 | 156.485 | ||
| 122 | 2023.12.08 11:10 | modify | 30 | 0.10 | 155.085 | 155.645 | 156.485 | ||
| 123 | 2023.12.08 12:20 | s/l | 30 | 0.10 | 155.645 | 155.645 | 156.485 | 38.33 | 10789.70 |
| 124 | 2023.12.08 12:20 | s/l | 31 | 0.10 | 155.645 | 155.645 | 156.485 | -9.46 | 10780.24 |
| 125 | 2023.12.08 12:20 | s/l | 32 | 0.10 | 155.645 | 155.645 | 156.485 | -15.57 | 10764.67 |
| 126 | 2023.12.19 12:00 | sell | 33 | 0.10 | 158.355 | 0.000 | 0.000 | ||
| 127 | 2023.12.19 12:00 | modify | 33 | 0.10 | 158.355 | 159.655 | 156.955 | ||
| 128 | 2023.12.19 16:59 | sell | 34 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 129 | 2023.12.19 16:59 | modify | 34 | 0.10 | 157.645 | 158.285 | 156.955 | ||
| 130 | 2023.12.19 16:59 | modify | 33 | 0.10 | 158.355 | 158.285 | 156.955 | ||
| 131 | 2023.12.20 03:50 | sell | 35 | 0.10 | 157.568 | 0.000 | 0.000 | ||
| 132 | 2023.12.20 03:50 | modify | 35 | 0.10 | 157.568 | 157.795 | 156.955 | ||
| 133 | 2023.12.20 03:50 | modify | 34 | 0.10 | 157.645 | 157.795 | 156.955 | ||
| 134 | 2023.12.20 03:50 | modify | 33 | 0.10 | 158.355 | 157.795 | 156.955 | ||
| 135 | 2023.12.20 07:52 | sell | 36 | 0.10 | 157.351 | 0.000 | 0.000 | ||
| 136 | 2023.12.20 07:52 | modify | 36 | 0.10 | 157.351 | 157.865 | 156.955 | ||
| 137 | 2023.12.20 07:52 | modify | 35 | 0.10 | 157.568 | 157.865 | 156.955 | ||
| 138 | 2023.12.20 07:52 | modify | 34 | 0.10 | 157.645 | 157.865 | 156.955 | ||
| 139 | 2023.12.20 07:52 | modify | 33 | 0.10 | 158.355 | 157.865 | 156.955 | ||
| 140 | 2023.12.20 11:15 | t/p | 33 | 0.10 | 156.955 | 157.865 | 156.955 | 92.62 | 10857.28 |
| 141 | 2023.12.20 11:15 | t/p | 34 | 0.10 | 156.955 | 157.865 | 156.955 | 45.01 | 10902.29 |
| 142 | 2023.12.20 11:15 | t/p | 35 | 0.10 | 156.955 | 157.865 | 156.955 | 41.10 | 10943.39 |
| 143 | 2023.12.20 11:15 | t/p | 36 | 0.10 | 156.955 | 157.865 | 156.955 | 26.55 | 10969.94 |
| 144 | 2024.01.10 17:00 | sell | 37 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 145 | 2024.01.10 17:00 | modify | 37 | 0.10 | 159.660 | 160.960 | 158.260 | ||
| 146 | 2024.01.12 12:32 | sell | 38 | 0.10 | 158.872 | 0.000 | 0.000 | ||
| 147 | 2024.01.12 12:32 | modify | 38 | 0.10 | 158.872 | 159.100 | 158.260 | ||
| 148 | 2024.01.12 12:32 | modify | 37 | 0.10 | 159.660 | 159.100 | 158.260 | ||
| 149 | 2024.01.12 13:10 | s/l | 37 | 0.10 | 159.100 | 159.100 | 158.260 | 32.52 | 11002.46 |
| 150 | 2024.01.12 13:10 | s/l | 38 | 0.10 | 159.100 | 159.100 | 158.260 | -15.29 | 10987.17 |