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 20:00 (2023.07.01 - 2024.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6500 | Ticks modelled | 42373570 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 840.40 | Gross profit | 1080.27 | Gross loss | -239.87 |
| Profit factor | 4.50 | Expected payoff | 21.01 | ||
| Absolute drawdown | 15.10 | Maximal drawdown | 188.68 (1.71%) | Relative drawdown | 1.71% (188.68) |
| Total trades | 40 | Short positions (won %) | 27 (66.67%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 28 (70.00%) | Loss trades (% of total) | 12 (30.00%) | ||
| Largest | profit trade | 83.45 | loss trade | -69.30 | |
| Average | profit trade | 38.58 | loss trade | -19.99 | |
| Maximum | consecutive wins (profit in money) | 5 (209.34) | consecutive losses (loss in money) | 3 (-61.79) | |
| Maximal | consecutive profit (count of wins) | 209.34 (5) | consecutive loss (count of losses) | -69.30 (1) | |
| Average | consecutive wins | 3 | 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 | 2023.08.11 14:00 | sell | 2 | 0.10 | 158.485 | 0.000 | 0.000 | ||
| 4 | 2023.08.11 14:00 | modify | 2 | 0.10 | 158.485 | 158.702 | 157.792 | ||
| 5 | 2023.08.11 14:00 | modify | 1 | 0.10 | 159.092 | 158.702 | 157.792 | ||
| 6 | 2023.08.11 14:00 | s/l | 1 | 0.10 | 158.702 | 158.702 | 157.792 | 23.20 | 10023.20 |
| 7 | 2023.08.11 14:00 | s/l | 2 | 0.10 | 158.702 | 158.702 | 157.792 | -13.67 | 10009.53 |
| 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 05:00 | buy | 4 | 0.10 | 157.843 | 0.000 | 0.000 | ||
| 11 | 2023.08.24 05:00 | modify | 4 | 0.10 | 157.843 | 157.648 | 158.558 | ||
| 12 | 2023.08.24 05:00 | modify | 3 | 0.10 | 157.258 | 157.648 | 158.558 | ||
| 13 | 2023.08.24 06:16 | s/l | 3 | 0.10 | 157.648 | 157.648 | 158.558 | 26.13 | 10035.65 |
| 14 | 2023.08.24 06:16 | s/l | 4 | 0.10 | 157.648 | 157.648 | 158.558 | -12.28 | 10023.37 |
| 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 06:38 | buy | 6 | 0.10 | 157.433 | 0.000 | 0.000 | ||
| 18 | 2023.09.15 06:38 | modify | 6 | 0.10 | 157.433 | 157.238 | 158.148 | ||
| 19 | 2023.09.15 06:38 | modify | 5 | 0.10 | 156.848 | 157.238 | 158.148 | ||
| 20 | 2023.09.15 07:55 | buy | 7 | 0.10 | 157.564 | 0.000 | 0.000 | ||
| 21 | 2023.09.15 07:55 | modify | 7 | 0.10 | 157.564 | 157.238 | 158.148 | ||
| 22 | 2023.09.15 16:06 | buy | 8 | 0.10 | 157.888 | 0.000 | 0.000 | ||
| 23 | 2023.09.15 16:06 | modify | 8 | 0.10 | 157.888 | 157.303 | 158.148 | ||
| 24 | 2023.09.15 16:06 | modify | 7 | 0.10 | 157.564 | 157.303 | 158.148 | ||
| 25 | 2023.09.15 16:06 | modify | 6 | 0.10 | 157.433 | 157.303 | 158.148 | ||
| 26 | 2023.09.15 16:06 | modify | 5 | 0.10 | 156.848 | 157.303 | 158.148 | ||
| 27 | 2023.09.19 11:49 | t/p | 5 | 0.10 | 158.148 | 157.303 | 158.148 | 83.45 | 10106.82 |
| 28 | 2023.09.19 11:49 | t/p | 6 | 0.10 | 158.148 | 157.303 | 158.148 | 46.08 | 10152.90 |
| 29 | 2023.09.19 11:49 | t/p | 7 | 0.10 | 158.148 | 157.303 | 158.148 | 37.83 | 10190.73 |
| 30 | 2023.09.19 11:49 | t/p | 8 | 0.10 | 158.148 | 157.303 | 158.148 | 17.42 | 10208.15 |
| 31 | 2023.10.31 11:00 | sell | 9 | 0.10 | 160.687 | 0.000 | 0.000 | ||
| 32 | 2023.10.31 11:00 | modify | 9 | 0.10 | 160.687 | 161.787 | 159.387 | ||
| 33 | 2023.10.31 13:28 | sell | 10 | 0.10 | 160.100 | 0.000 | 0.000 | ||
| 34 | 2023.10.31 13:28 | modify | 10 | 0.10 | 160.100 | 160.297 | 159.387 | ||
| 35 | 2023.10.31 13:28 | modify | 9 | 0.10 | 160.687 | 160.297 | 159.387 | ||
| 36 | 2023.10.31 14:14 | s/l | 9 | 0.10 | 160.297 | 160.297 | 159.387 | 24.57 | 10232.72 |
| 37 | 2023.10.31 14:14 | s/l | 10 | 0.10 | 160.297 | 160.297 | 159.387 | -12.41 | 10220.31 |
| 38 | 2023.11.14 19:00 | sell | 11 | 0.10 | 163.627 | 0.000 | 0.000 | ||
| 39 | 2023.11.14 19:00 | modify | 11 | 0.10 | 163.627 | 164.727 | 162.327 | ||
| 40 | 2023.11.17 07:56 | sell | 12 | 0.10 | 163.040 | 0.000 | 0.000 | ||
| 41 | 2023.11.17 07:56 | modify | 12 | 0.10 | 163.040 | 163.237 | 162.327 | ||
| 42 | 2023.11.17 07:56 | modify | 11 | 0.10 | 163.627 | 163.237 | 162.327 | ||
| 43 | 2023.11.17 08:02 | sell | 13 | 0.10 | 162.910 | 0.000 | 0.000 | ||
| 44 | 2023.11.17 08:02 | modify | 13 | 0.10 | 162.910 | 163.237 | 162.327 | ||
| 45 | 2023.11.17 08:51 | sell | 14 | 0.10 | 162.587 | 0.000 | 0.000 | ||
| 46 | 2023.11.17 08:51 | modify | 14 | 0.10 | 162.587 | 163.172 | 162.327 | ||
| 47 | 2023.11.17 08:51 | modify | 13 | 0.10 | 162.910 | 163.172 | 162.327 | ||
| 48 | 2023.11.17 08:51 | modify | 12 | 0.10 | 163.040 | 163.172 | 162.327 | ||
| 49 | 2023.11.17 08:51 | modify | 11 | 0.10 | 163.627 | 163.172 | 162.327 | ||
| 50 | 2023.11.17 09:09 | t/p | 11 | 0.10 | 162.327 | 163.172 | 162.327 | 75.03 | 10295.34 |
| 51 | 2023.11.17 09:09 | t/p | 12 | 0.10 | 162.327 | 163.172 | 162.327 | 44.92 | 10340.26 |
| 52 | 2023.11.17 09:09 | t/p | 13 | 0.10 | 162.327 | 163.172 | 162.327 | 36.73 | 10376.99 |
| 53 | 2023.11.17 09:09 | t/p | 14 | 0.10 | 162.327 | 163.172 | 162.327 | 16.38 | 10393.37 |
| 54 | 2023.12.07 12:00 | buy | 15 | 0.10 | 156.227 | 0.000 | 0.000 | ||
| 55 | 2023.12.07 12:00 | modify | 15 | 0.10 | 156.227 | 155.127 | 157.527 | ||
| 56 | 2023.12.07 17:43 | s/l | 15 | 0.10 | 155.127 | 155.127 | 157.527 | -69.30 | 10324.07 |
| 57 | 2023.12.07 19:00 | buy | 16 | 0.10 | 155.085 | 0.000 | 0.000 | ||
| 58 | 2023.12.07 19:00 | modify | 16 | 0.10 | 155.085 | 153.985 | 156.385 | ||
| 59 | 2023.12.07 22:45 | buy | 17 | 0.10 | 155.670 | 0.000 | 0.000 | ||
| 60 | 2023.12.07 22:45 | modify | 17 | 0.10 | 155.670 | 155.475 | 156.385 | ||
| 61 | 2023.12.07 22:45 | modify | 16 | 0.10 | 155.085 | 155.475 | 156.385 | ||
| 62 | 2023.12.07 23:03 | s/l | 16 | 0.10 | 155.475 | 155.475 | 156.385 | 24.56 | 10348.63 |
| 63 | 2023.12.07 23:03 | s/l | 17 | 0.10 | 155.475 | 155.475 | 156.385 | -12.29 | 10336.34 |
| 64 | 2023.12.19 10:00 | sell | 18 | 0.10 | 158.139 | 0.000 | 0.000 | ||
| 65 | 2023.12.19 10:00 | modify | 18 | 0.10 | 158.139 | 159.239 | 156.839 | ||
| 66 | 2023.12.20 04:03 | sell | 19 | 0.10 | 157.550 | 0.000 | 0.000 | ||
| 67 | 2023.12.20 04:03 | modify | 19 | 0.10 | 157.550 | 157.749 | 156.839 | ||
| 68 | 2023.12.20 04:03 | modify | 18 | 0.10 | 158.139 | 157.749 | 156.839 | ||
| 69 | 2023.12.20 04:27 | sell | 20 | 0.10 | 157.423 | 0.000 | 0.000 | ||
| 70 | 2023.12.20 04:27 | modify | 20 | 0.10 | 157.423 | 157.749 | 156.839 | ||
| 71 | 2023.12.20 07:30 | sell | 21 | 0.10 | 157.095 | 0.000 | 0.000 | ||
| 72 | 2023.12.20 07:30 | modify | 21 | 0.10 | 157.095 | 157.684 | 156.839 | ||
| 73 | 2023.12.20 07:30 | modify | 20 | 0.10 | 157.423 | 157.684 | 156.839 | ||
| 74 | 2023.12.20 07:30 | modify | 19 | 0.10 | 157.550 | 157.684 | 156.839 | ||
| 75 | 2023.12.20 07:30 | modify | 18 | 0.10 | 158.139 | 157.684 | 156.839 | ||
| 76 | 2023.12.20 11:52 | t/p | 18 | 0.10 | 156.839 | 157.684 | 156.839 | 80.50 | 10416.83 |
| 77 | 2023.12.20 11:52 | t/p | 19 | 0.10 | 156.839 | 157.684 | 156.839 | 44.77 | 10461.60 |
| 78 | 2023.12.20 11:52 | t/p | 20 | 0.10 | 156.839 | 157.684 | 156.839 | 36.78 | 10498.38 |
| 79 | 2023.12.20 11:52 | t/p | 21 | 0.10 | 156.839 | 157.684 | 156.839 | 16.12 | 10514.50 |
| 80 | 2024.01.10 17:00 | sell | 22 | 0.10 | 159.660 | 0.000 | 0.000 | ||
| 81 | 2024.01.10 17:00 | modify | 22 | 0.10 | 159.660 | 160.760 | 158.360 | ||
| 82 | 2024.01.11 23:23 | sell | 23 | 0.10 | 159.075 | 0.000 | 0.000 | ||
| 83 | 2024.01.11 23:23 | modify | 23 | 0.10 | 159.075 | 159.270 | 158.360 | ||
| 84 | 2024.01.11 23:23 | modify | 22 | 0.10 | 159.660 | 159.270 | 158.360 | ||
| 85 | 2024.01.11 23:30 | s/l | 22 | 0.10 | 159.270 | 159.270 | 158.360 | 20.45 | 10534.95 |
| 86 | 2024.01.11 23:30 | s/l | 23 | 0.10 | 159.270 | 159.270 | 158.360 | -12.28 | 10522.67 |
| 87 | 2024.03.20 07:00 | sell | 24 | 0.10 | 164.652 | 0.000 | 0.000 | ||
| 88 | 2024.03.20 07:00 | modify | 24 | 0.10 | 164.652 | 165.752 | 163.352 | ||
| 89 | 2024.03.22 06:20 | sell | 25 | 0.10 | 164.064 | 0.000 | 0.000 | ||
| 90 | 2024.03.22 06:20 | modify | 25 | 0.10 | 164.064 | 164.262 | 163.352 | ||
| 91 | 2024.03.22 06:20 | modify | 24 | 0.10 | 164.652 | 164.262 | 163.352 | ||
| 92 | 2024.03.22 06:48 | sell | 26 | 0.10 | 163.936 | 0.000 | 0.000 | ||
| 93 | 2024.03.22 06:48 | modify | 26 | 0.10 | 163.936 | 164.262 | 163.352 | ||
| 94 | 2024.03.22 12:18 | sell | 27 | 0.10 | 163.612 | 0.000 | 0.000 | ||
| 95 | 2024.03.22 12:18 | modify | 27 | 0.10 | 163.612 | 164.197 | 163.352 | ||
| 96 | 2024.03.22 12:18 | modify | 26 | 0.10 | 163.936 | 164.197 | 163.352 | ||
| 97 | 2024.03.22 12:18 | modify | 25 | 0.10 | 164.064 | 164.197 | 163.352 | ||
| 98 | 2024.03.22 12:18 | modify | 24 | 0.10 | 164.652 | 164.197 | 163.352 | ||
| 99 | 2024.03.24 23:13 | t/p | 24 | 0.10 | 163.352 | 164.197 | 163.352 | 76.36 | 10599.03 |
| 100 | 2024.03.24 23:13 | t/p | 25 | 0.10 | 163.352 | 164.197 | 163.352 | 44.83 | 10643.86 |
| 101 | 2024.03.24 23:13 | t/p | 26 | 0.10 | 163.352 | 164.197 | 163.352 | 36.77 | 10680.63 |
| 102 | 2024.03.24 23:13 | t/p | 27 | 0.10 | 163.352 | 164.197 | 163.352 | 16.37 | 10697.00 |
| 103 | 2024.04.03 16:00 | sell | 28 | 0.10 | 164.214 | 0.000 | 0.000 | ||
| 104 | 2024.04.03 16:00 | modify | 28 | 0.10 | 164.214 | 165.314 | 162.914 | ||
| 105 | 2024.04.05 00:15 | sell | 29 | 0.10 | 163.623 | 0.000 | 0.000 | ||
| 106 | 2024.04.05 00:15 | modify | 29 | 0.10 | 163.623 | 163.824 | 162.914 | ||
| 107 | 2024.04.05 00:15 | modify | 28 | 0.10 | 164.214 | 163.824 | 162.914 | ||
| 108 | 2024.04.05 00:15 | sell | 30 | 0.10 | 163.499 | 0.000 | 0.000 | ||
| 109 | 2024.04.05 00:15 | modify | 30 | 0.10 | 163.499 | 163.824 | 162.914 | ||
| 110 | 2024.04.05 04:00 | s/l | 28 | 0.10 | 163.824 | 163.824 | 162.914 | 19.06 | 10716.07 |
| 111 | 2024.04.05 04:00 | s/l | 29 | 0.10 | 163.824 | 163.824 | 162.914 | -12.66 | 10703.41 |
| 112 | 2024.04.05 04:00 | s/l | 30 | 0.10 | 163.824 | 163.824 | 162.914 | -20.47 | 10682.94 |
| 113 | 2024.04.12 14:00 | buy | 31 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 114 | 2024.04.12 14:00 | modify | 31 | 0.10 | 162.777 | 161.677 | 164.077 | ||
| 115 | 2024.04.15 00:54 | buy | 32 | 0.10 | 163.365 | 0.000 | 0.000 | ||
| 116 | 2024.04.15 00:54 | modify | 32 | 0.10 | 163.365 | 163.167 | 164.077 | ||
| 117 | 2024.04.15 00:54 | modify | 31 | 0.10 | 162.777 | 163.167 | 164.077 | ||
| 118 | 2024.04.15 01:05 | buy | 33 | 0.10 | 163.495 | 0.000 | 0.000 | ||
| 119 | 2024.04.15 01:05 | modify | 33 | 0.10 | 163.495 | 163.167 | 164.077 | ||
| 120 | 2024.04.15 04:35 | buy | 34 | 0.10 | 163.819 | 0.000 | 0.000 | ||
| 121 | 2024.04.15 04:35 | modify | 34 | 0.10 | 163.819 | 163.232 | 164.077 | ||
| 122 | 2024.04.15 04:35 | modify | 33 | 0.10 | 163.495 | 163.232 | 164.077 | ||
| 123 | 2024.04.15 04:35 | modify | 32 | 0.10 | 163.365 | 163.232 | 164.077 | ||
| 124 | 2024.04.15 04:35 | modify | 31 | 0.10 | 162.777 | 163.232 | 164.077 | ||
| 125 | 2024.04.15 07:29 | t/p | 31 | 0.10 | 164.077 | 163.232 | 164.077 | 82.39 | 10765.33 |
| 126 | 2024.04.15 07:29 | t/p | 32 | 0.10 | 164.077 | 163.232 | 164.077 | 44.84 | 10810.17 |
| 127 | 2024.04.15 07:29 | t/p | 33 | 0.10 | 164.077 | 163.232 | 164.077 | 36.66 | 10846.83 |
| 128 | 2024.04.15 07:29 | t/p | 34 | 0.10 | 164.077 | 163.232 | 164.077 | 16.25 | 10863.08 |
| 129 | 2024.04.25 08:00 | sell | 35 | 0.10 | 166.852 | 0.000 | 0.000 | ||
| 130 | 2024.04.25 08:00 | modify | 35 | 0.10 | 166.852 | 167.952 | 165.552 | ||
| 131 | 2024.04.25 12:58 | sell | 36 | 0.10 | 166.260 | 0.000 | 0.000 | ||
| 132 | 2024.04.25 12:58 | modify | 36 | 0.10 | 166.260 | 166.462 | 165.552 | ||
| 133 | 2024.04.25 12:58 | modify | 35 | 0.10 | 166.852 | 166.462 | 165.552 | ||
| 134 | 2024.04.25 12:58 | s/l | 35 | 0.10 | 166.462 | 166.462 | 165.552 | 24.56 | 10887.64 |
| 135 | 2024.04.25 12:58 | s/l | 36 | 0.10 | 166.462 | 166.462 | 165.552 | -12.72 | 10874.92 |
| 136 | 2024.05.14 17:00 | sell | 37 | 0.10 | 169.259 | 0.000 | 0.000 | ||
| 137 | 2024.05.14 17:00 | modify | 37 | 0.10 | 169.259 | 170.359 | 167.959 | ||
| 138 | 2024.05.15 08:36 | sell | 38 | 0.10 | 168.674 | 0.000 | 0.000 | ||
| 139 | 2024.05.15 08:36 | modify | 38 | 0.10 | 168.674 | 168.869 | 167.959 | ||
| 140 | 2024.05.15 08:36 | modify | 37 | 0.10 | 169.259 | 168.869 | 167.959 | ||
| 141 | 2024.05.15 08:49 | sell | 39 | 0.10 | 168.544 | 0.000 | 0.000 | ||
| 142 | 2024.05.15 08:49 | modify | 39 | 0.10 | 168.544 | 168.869 | 167.959 | ||
| 143 | 2024.05.15 12:30 | sell | 40 | 0.10 | 168.213 | 0.000 | 0.000 | ||
| 144 | 2024.05.15 12:30 | modify | 40 | 0.10 | 168.213 | 168.804 | 167.959 | ||
| 145 | 2024.05.15 12:30 | modify | 39 | 0.10 | 168.544 | 168.804 | 167.959 | ||
| 146 | 2024.05.15 12:30 | modify | 38 | 0.10 | 168.674 | 168.804 | 167.959 | ||
| 147 | 2024.05.15 12:30 | modify | 37 | 0.10 | 169.259 | 168.804 | 167.959 | ||
| 148 | 2024.05.15 13:56 | s/l | 37 | 0.10 | 168.804 | 168.804 | 167.959 | 27.28 | 10902.19 |
| 149 | 2024.05.15 13:56 | s/l | 38 | 0.10 | 168.804 | 168.804 | 167.959 | -8.19 | 10894.00 |
| 150 | 2024.05.15 13:56 | s/l | 39 | 0.10 | 168.804 | 168.804 | 167.959 | -16.38 | 10877.62 |
| 151 | 2024.05.15 13:56 | s/l | 40 | 0.10 | 168.804 | 168.804 | 167.959 | -37.22 | 10840.40 |