Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=12; 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=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 475.47 | Gross profit | 727.86 | Gross loss | -252.39 |
| Profit factor | 2.88 | Expected payoff | 19.02 | ||
| Absolute drawdown | 23.49 | Maximal drawdown | 122.77 (1.19%) | Relative drawdown | 1.19% (122.77) |
| Total trades | 25 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
| Largest | profit trade | 83.50 | loss trade | -70.70 | |
| Average | profit trade | 42.82 | loss trade | -31.55 | |
| Maximum | consecutive wins (profit in money) | 4 (160.13) | consecutive losses (loss in money) | 1 (-70.70) | |
| Maximal | consecutive profit (count of wins) | 160.13 (4) | consecutive loss (count of losses) | -70.70 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.10 15:00 | sell | 1 | 0.10 | 159.092 | 0.000 | 0.000 | ||
| 2 | 2023.08.10 15:00 | modify | 1 | 0.10 | 159.092 | 160.192 | 157.792 | ||
| 3 | 2023.08.14 07:00 | sell | 2 | 0.10 | 158.363 | 0.000 | 0.000 | ||
| 4 | 2023.08.14 07:00 | modify | 2 | 0.10 | 158.363 | 158.702 | 157.792 | ||
| 5 | 2023.08.14 07:00 | modify | 1 | 0.10 | 159.092 | 158.702 | 157.792 | ||
| 6 | 2023.08.14 09:00 | s/l | 1 | 0.10 | 158.702 | 158.702 | 157.792 | 21.83 | 10021.83 |
| 7 | 2023.08.14 09:00 | s/l | 2 | 0.10 | 158.702 | 158.702 | 157.792 | -21.37 | 10000.46 |
| 8 | 2023.08.23 12:00 | buy | 3 | 0.10 | 157.258 | 0.000 | 0.000 | ||
| 9 | 2023.08.23 12:00 | modify | 3 | 0.10 | 157.258 | 156.158 | 158.558 | ||
| 10 | 2023.08.24 06:00 | buy | 4 | 0.10 | 157.851 | 0.000 | 0.000 | ||
| 11 | 2023.08.24 06:00 | modify | 4 | 0.10 | 157.851 | 157.648 | 158.558 | ||
| 12 | 2023.08.24 06:00 | modify | 3 | 0.10 | 157.258 | 157.648 | 158.558 | ||
| 13 | 2023.08.24 07:00 | s/l | 3 | 0.10 | 157.648 | 157.648 | 158.558 | 26.14 | 10026.60 |
| 14 | 2023.08.24 07:00 | s/l | 4 | 0.10 | 157.648 | 157.648 | 158.558 | -12.80 | 10013.80 |
| 15 | 2023.09.14 18:00 | buy | 5 | 0.10 | 156.848 | 0.000 | 0.000 | ||
| 16 | 2023.09.14 18:00 | modify | 5 | 0.10 | 156.848 | 155.748 | 158.148 | ||
| 17 | 2023.09.15 08:00 | buy | 6 | 0.10 | 157.590 | 0.000 | 0.000 | ||
| 18 | 2023.09.15 08:00 | modify | 6 | 0.10 | 157.590 | 157.238 | 158.148 | ||
| 19 | 2023.09.15 08:00 | modify | 5 | 0.10 | 156.848 | 157.238 | 158.148 | ||
| 20 | 2023.09.18 16:00 | buy | 7 | 0.10 | 157.905 | 0.000 | 0.000 | ||
| 21 | 2023.09.18 16:00 | modify | 7 | 0.10 | 157.905 | 157.303 | 158.148 | ||
| 22 | 2023.09.18 16:00 | modify | 6 | 0.10 | 157.590 | 157.303 | 158.148 | ||
| 23 | 2023.09.18 16:00 | modify | 5 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 24 | 2023.09.19 12:00 | t/p | 5 | 0.10 | 158.148 | 157.303 | 158.148 | 83.50 | 10097.30 |
| 25 | 2023.09.19 12:00 | t/p | 6 | 0.10 | 158.148 | 157.303 | 158.148 | 36.21 | 10133.51 |
| 26 | 2023.09.19 12:00 | t/p | 7 | 0.10 | 158.148 | 157.303 | 158.148 | 15.84 | 10149.35 |
| 27 | 2023.10.31 11:00 | sell | 8 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 28 | 2023.10.31 11:00 | modify | 8 | 0.10 | 160.687 | 161.787 | 159.387 | ||
| 29 | 2023.10.31 14:00 | sell | 9 | 0.10 | 160.084 | 0.000 | 0.000 | ||
| 30 | 2023.10.31 14:00 | modify | 9 | 0.10 | 160.084 | 160.297 | 159.387 | ||
| 31 | 2023.10.31 14:00 | modify | 8 | 0.10 | 160.687 | 160.297 | 159.387 | ||
| 32 | 2023.10.31 15:00 | s/l | 8 | 0.10 | 160.297 | 160.297 | 159.387 | 24.58 | 10173.93 |
| 33 | 2023.10.31 15:00 | s/l | 9 | 0.10 | 160.297 | 160.297 | 159.387 | -13.43 | 10160.50 |
| 34 | 2023.11.14 19:00 | sell | 10 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 35 | 2023.11.14 19:00 | modify | 10 | 0.10 | 163.627 | 164.727 | 162.327 | ||
| 36 | 2023.11.17 10:00 | t/p | 10 | 0.10 | 162.327 | 164.727 | 162.327 | 75.06 | 10235.55 |
| 37 | 2023.12.07 12:00 | buy | 11 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 38 | 2023.12.07 12:00 | modify | 11 | 0.10 | 156.227 | 155.127 | 157.527 | ||
| 39 | 2023.12.07 18:00 | s/l | 11 | 0.10 | 155.127 | 155.127 | 157.527 | -69.33 | 10166.22 |
| 40 | 2023.12.07 19:00 | buy | 12 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 41 | 2023.12.07 19:00 | modify | 12 | 0.10 | 155.085 | 153.985 | 156.385 | ||
| 42 | 2023.12.07 23:00 | buy | 13 | 0.10 | 155.680 | 0.000 | 0.000 | ||
| 43 | 2023.12.07 23:00 | modify | 13 | 0.10 | 155.680 | 155.475 | 156.385 | ||
| 44 | 2023.12.07 23:00 | modify | 12 | 0.10 | 155.085 | 155.475 | 156.385 | ||
| 45 | 2023.12.08 00:00 | s/l | 12 | 0.10 | 155.475 | 155.475 | 156.385 | 25.10 | 10191.32 |
| 46 | 2023.12.08 00:00 | s/l | 13 | 0.10 | 155.475 | 155.475 | 156.385 | -12.40 | 10178.92 |
| 47 | 2023.12.19 10:00 | sell | 14 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 48 | 2023.12.19 10:00 | modify | 14 | 0.10 | 158.139 | 159.239 | 156.839 | ||
| 49 | 2023.12.20 08:00 | sell | 15 | 0.10 | 157.413 | 0.000 | 0.000 | ||
| 50 | 2023.12.20 08:00 | modify | 15 | 0.10 | 157.413 | 157.749 | 156.839 | ||
| 51 | 2023.12.20 08:00 | modify | 14 | 0.10 | 158.139 | 157.749 | 156.839 | ||
| 52 | 2023.12.20 12:00 | t/p | 14 | 0.10 | 156.839 | 157.749 | 156.839 | 80.56 | 10259.48 |
| 53 | 2023.12.20 12:00 | t/p | 15 | 0.10 | 156.839 | 157.749 | 156.839 | 36.17 | 10295.65 |
| 54 | 2024.01.10 17:00 | sell | 16 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 55 | 2024.01.10 17:00 | modify | 16 | 0.10 | 159.660 | 160.760 | 158.360 | ||
| 56 | 2024.01.12 14:00 | sell | 17 | 0.10 | 158.614 | 0.000 | 0.000 | ||
| 57 | 2024.01.12 14:00 | modify | 17 | 0.10 | 158.614 | 159.205 | 158.360 | ||
| 58 | 2024.01.12 14:00 | modify | 16 | 0.10 | 159.660 | 159.205 | 158.360 | ||
| 59 | 2024.01.15 06:00 | s/l | 16 | 0.10 | 159.205 | 159.205 | 158.360 | 21.80 | 10317.45 |
| 60 | 2024.01.15 06:00 | s/l | 17 | 0.10 | 159.205 | 159.205 | 158.360 | -38.62 | 10278.82 |
| 61 | 2024.03.20 07:00 | sell | 18 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 62 | 2024.03.20 07:00 | modify | 18 | 0.10 | 164.652 | 165.752 | 163.352 | ||
| 63 | 2024.03.22 17:00 | sell | 19 | 0.10 | 163.587 | 0.000 | 0.000 | ||
| 64 | 2024.03.22 17:00 | modify | 19 | 0.10 | 163.587 | 164.197 | 163.352 | ||
| 65 | 2024.03.22 17:00 | modify | 18 | 0.10 | 164.652 | 164.197 | 163.352 | ||
| 66 | 2024.03.25 00:00 | t/p | 18 | 0.10 | 163.352 | 164.197 | 163.352 | 75.06 | 10353.88 |
| 67 | 2024.03.25 00:00 | t/p | 19 | 0.10 | 163.352 | 164.197 | 163.352 | 13.44 | 10367.32 |
| 68 | 2024.04.03 16:00 | sell | 20 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 69 | 2024.04.03 16:00 | modify | 20 | 0.10 | 164.214 | 165.314 | 162.914 | ||
| 70 | 2024.04.05 01:00 | sell | 21 | 0.10 | 163.606 | 0.000 | 0.000 | ||
| 71 | 2024.04.05 01:00 | modify | 21 | 0.10 | 163.606 | 163.824 | 162.914 | ||
| 72 | 2024.04.05 01:00 | modify | 20 | 0.10 | 164.214 | 163.824 | 162.914 | ||
| 73 | 2024.04.05 05:00 | s/l | 20 | 0.10 | 163.824 | 163.824 | 162.914 | 19.08 | 10386.40 |
| 74 | 2024.04.05 05:00 | s/l | 21 | 0.10 | 163.824 | 163.824 | 162.914 | -13.73 | 10372.67 |
| 75 | 2024.04.12 14:00 | buy | 22 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 76 | 2024.04.12 14:00 | modify | 22 | 0.10 | 162.777 | 161.677 | 164.077 | ||
| 77 | 2024.04.15 05:00 | buy | 23 | 0.10 | 163.845 | 0.000 | 0.000 | ||
| 78 | 2024.04.15 05:00 | modify | 23 | 0.10 | 163.845 | 163.232 | 164.077 | ||
| 79 | 2024.04.15 05:00 | modify | 22 | 0.10 | 162.777 | 163.232 | 164.077 | ||
| 80 | 2024.04.15 08:00 | t/p | 22 | 0.10 | 164.077 | 163.232 | 164.077 | 82.45 | 10455.12 |
| 81 | 2024.04.15 08:00 | t/p | 23 | 0.10 | 164.077 | 163.232 | 164.077 | 14.62 | 10469.74 |
| 82 | 2024.04.25 08:00 | sell | 24 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 83 | 2024.04.25 08:00 | modify | 24 | 0.10 | 166.852 | 167.952 | 165.552 | ||
| 84 | 2024.04.26 07:00 | s/l | 24 | 0.10 | 167.952 | 167.952 | 165.552 | -70.70 | 10399.04 |
| 85 | 2024.05.14 17:00 | sell | 25 | 0.10 | 169.259 | 0.000 | 0.000 | ||
| 86 | 2024.05.14 17:00 | modify | 25 | 0.10 | 169.259 | 170.359 | 167.959 | ||
| 87 | 2024.05.16 00:00 | t/p | 25 | 0.10 | 167.959 | 170.359 | 167.959 | 76.43 | 10475.47 |