Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7239 | Ticks modelled | 13478 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 567.84 | Gross profit | 860.83 | Gross loss | -292.99 |
| Profit factor | 2.94 | Expected payoff | 21.03 | ||
| Absolute drawdown | 84.43 | Maximal drawdown | 106.16 (6.92%) | Relative drawdown | 8.90% (89.40) |
| Total trades | 27 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
| Largest | profit trade | 91.61 | loss trade | -36.46 | |
| Average | profit trade | 50.64 | loss trade | -29.30 | |
| Maximum | consecutive wins (profit in money) | 4 (234.41) | consecutive losses (loss in money) | 2 (-68.71) | |
| Maximal | consecutive profit (count of wins) | 234.41 (4) | consecutive loss (count of losses) | -68.71 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 13:00 | sell | 1 | 0.10 | 162.629 | 0.000 | 0.000 | ||
| 2 | 2023.11.14 13:00 | modify | 1 | 0.10 | 162.629 | 163.129 | 161.229 | ||
| 3 | 2023.11.14 14:00 | s/l | 1 | 0.10 | 163.129 | 163.129 | 161.229 | -32.25 | 967.75 |
| 4 | 2023.12.28 15:00 | buy | 2 | 0.10 | 156.315 | 0.000 | 0.000 | ||
| 5 | 2023.12.28 15:00 | modify | 2 | 0.10 | 156.315 | 155.815 | 157.715 | ||
| 6 | 2023.12.29 10:00 | buy | 3 | 0.10 | 156.819 | 0.000 | 0.000 | ||
| 7 | 2023.12.29 10:00 | modify | 3 | 0.10 | 156.819 | 156.455 | 157.715 | ||
| 8 | 2023.12.29 10:00 | modify | 2 | 0.10 | 156.315 | 156.455 | 157.715 | ||
| 9 | 2023.12.29 13:00 | s/l | 2 | 0.10 | 156.455 | 156.455 | 157.715 | 9.68 | 977.43 |
| 10 | 2023.12.29 13:00 | s/l | 3 | 0.10 | 156.455 | 156.455 | 157.715 | -23.48 | 953.95 |
| 11 | 2024.01.10 14:00 | sell | 4 | 0.10 | 158.957 | 0.000 | 0.000 | ||
| 12 | 2024.01.10 14:00 | modify | 4 | 0.10 | 158.957 | 159.457 | 157.557 | ||
| 13 | 2024.01.10 16:00 | s/l | 4 | 0.10 | 159.457 | 159.457 | 157.557 | -32.25 | 921.70 |
| 14 | 2024.01.12 15:00 | buy | 5 | 0.10 | 158.669 | 0.000 | 0.000 | ||
| 15 | 2024.01.12 15:00 | modify | 5 | 0.10 | 158.669 | 158.169 | 160.069 | ||
| 16 | 2024.01.15 05:00 | buy | 6 | 0.10 | 159.175 | 0.000 | 0.000 | ||
| 17 | 2024.01.15 05:00 | modify | 6 | 0.10 | 159.175 | 158.809 | 160.069 | ||
| 18 | 2024.01.15 05:00 | modify | 5 | 0.10 | 158.669 | 158.809 | 160.069 | ||
| 19 | 2024.01.16 02:00 | buy | 7 | 0.10 | 159.461 | 0.000 | 0.000 | ||
| 20 | 2024.01.16 02:00 | modify | 7 | 0.10 | 159.461 | 159.019 | 160.069 | ||
| 21 | 2024.01.16 02:00 | modify | 6 | 0.10 | 159.175 | 159.019 | 160.069 | ||
| 22 | 2024.01.16 02:00 | modify | 5 | 0.10 | 158.669 | 159.019 | 160.069 | ||
| 23 | 2024.01.16 16:00 | buy | 8 | 0.10 | 159.725 | 0.000 | 0.000 | ||
| 24 | 2024.01.16 16:00 | modify | 8 | 0.10 | 159.725 | 159.229 | 160.069 | ||
| 25 | 2024.01.16 16:00 | modify | 7 | 0.10 | 159.461 | 159.229 | 160.069 | ||
| 26 | 2024.01.16 16:00 | modify | 6 | 0.10 | 159.175 | 159.229 | 160.069 | ||
| 27 | 2024.01.16 16:00 | modify | 5 | 0.10 | 158.669 | 159.229 | 160.069 | ||
| 28 | 2024.01.16 19:00 | t/p | 5 | 0.10 | 160.069 | 159.229 | 160.069 | 91.61 | 1013.31 |
| 29 | 2024.01.16 19:00 | t/p | 6 | 0.10 | 160.069 | 159.229 | 160.069 | 58.31 | 1071.62 |
| 30 | 2024.01.16 19:00 | t/p | 7 | 0.10 | 160.069 | 159.229 | 160.069 | 39.21 | 1110.83 |
| 31 | 2024.01.16 19:00 | t/p | 8 | 0.10 | 160.069 | 159.229 | 160.069 | 22.19 | 1133.02 |
| 32 | 2024.03.05 15:00 | buy | 9 | 0.10 | 162.818 | 0.000 | 0.000 | ||
| 33 | 2024.03.05 15:00 | modify | 9 | 0.10 | 162.818 | 162.318 | 164.218 | ||
| 34 | 2024.03.06 08:00 | s/l | 9 | 0.10 | 162.318 | 162.318 | 164.218 | -31.60 | 1101.43 |
| 35 | 2024.03.26 13:00 | sell | 10 | 0.10 | 164.354 | 0.000 | 0.000 | ||
| 36 | 2024.03.26 13:00 | modify | 10 | 0.10 | 164.354 | 164.854 | 162.954 | ||
| 37 | 2024.03.27 23:00 | sell | 11 | 0.10 | 163.583 | 0.000 | 0.000 | ||
| 38 | 2024.03.27 23:00 | modify | 11 | 0.10 | 163.583 | 164.004 | 162.954 | ||
| 39 | 2024.03.27 23:00 | modify | 10 | 0.10 | 164.354 | 164.004 | 162.954 | ||
| 40 | 2024.04.01 05:00 | sell | 12 | 0.10 | 163.278 | 0.000 | 0.000 | ||
| 41 | 2024.04.01 05:00 | modify | 12 | 0.10 | 163.278 | 163.794 | 162.954 | ||
| 42 | 2024.04.01 05:00 | modify | 11 | 0.10 | 163.583 | 163.794 | 162.954 | ||
| 43 | 2024.04.01 05:00 | modify | 10 | 0.10 | 164.354 | 163.794 | 162.954 | ||
| 44 | 2024.04.01 15:00 | t/p | 10 | 0.10 | 162.954 | 163.794 | 162.954 | 81.88 | 1183.30 |
| 45 | 2024.04.01 15:00 | t/p | 11 | 0.10 | 162.954 | 163.794 | 162.954 | 33.55 | 1216.85 |
| 46 | 2024.04.01 15:00 | t/p | 12 | 0.10 | 162.954 | 163.794 | 162.954 | 20.89 | 1237.74 |
| 47 | 2024.04.03 13:00 | sell | 13 | 0.10 | 163.665 | 0.000 | 0.000 | ||
| 48 | 2024.04.03 13:00 | modify | 13 | 0.10 | 163.665 | 164.165 | 162.265 | ||
| 49 | 2024.04.03 15:00 | s/l | 13 | 0.10 | 164.165 | 164.165 | 162.265 | -32.25 | 1205.49 |
| 50 | 2024.04.12 14:00 | buy | 14 | 0.10 | 162.777 | 0.000 | 0.000 | ||
| 51 | 2024.04.12 14:00 | modify | 14 | 0.10 | 162.777 | 162.277 | 164.177 | ||
| 52 | 2024.04.15 02:00 | buy | 15 | 0.10 | 163.576 | 0.000 | 0.000 | ||
| 53 | 2024.04.15 02:00 | modify | 15 | 0.10 | 163.576 | 163.127 | 164.177 | ||
| 54 | 2024.04.15 02:00 | modify | 14 | 0.10 | 162.777 | 163.127 | 164.177 | ||
| 55 | 2024.04.15 05:00 | buy | 16 | 0.10 | 163.845 | 0.000 | 0.000 | ||
| 56 | 2024.04.15 05:00 | modify | 16 | 0.10 | 163.845 | 163.337 | 164.177 | ||
| 57 | 2024.04.15 05:00 | modify | 15 | 0.10 | 163.576 | 163.337 | 164.177 | ||
| 58 | 2024.04.15 05:00 | modify | 14 | 0.10 | 162.777 | 163.337 | 164.177 | ||
| 59 | 2024.04.15 13:00 | t/p | 14 | 0.10 | 164.177 | 163.337 | 164.177 | 90.95 | 1296.45 |
| 60 | 2024.04.15 13:00 | t/p | 15 | 0.10 | 164.177 | 163.337 | 164.177 | 38.76 | 1335.21 |
| 61 | 2024.04.15 13:00 | t/p | 16 | 0.10 | 164.177 | 163.337 | 164.177 | 21.41 | 1356.62 |
| 62 | 2024.04.16 13:00 | sell | 17 | 0.10 | 164.524 | 0.000 | 0.000 | ||
| 63 | 2024.04.16 13:00 | modify | 17 | 0.10 | 164.524 | 165.024 | 163.124 | ||
| 64 | 2024.04.19 03:00 | t/p | 17 | 0.10 | 163.124 | 165.024 | 163.124 | 83.29 | 1439.90 |
| 65 | 2024.08.30 14:00 | sell | 18 | 0.10 | 161.157 | 0.000 | 0.000 | ||
| 66 | 2024.08.30 14:00 | modify | 18 | 0.10 | 161.157 | 161.657 | 159.757 | ||
| 67 | 2024.08.30 18:00 | s/l | 18 | 0.10 | 161.657 | 161.657 | 159.757 | -32.25 | 1407.65 |
| 68 | 2024.09.02 14:00 | sell | 19 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 69 | 2024.09.02 14:00 | modify | 19 | 0.10 | 162.652 | 163.152 | 161.252 | ||
| 70 | 2024.09.03 09:00 | t/p | 19 | 0.10 | 161.252 | 163.152 | 161.252 | 88.90 | 1496.55 |
| 71 | 2024.09.25 13:00 | sell | 20 | 0.10 | 161.473 | 0.000 | 0.000 | ||
| 72 | 2024.09.25 13:00 | modify | 20 | 0.10 | 161.473 | 161.973 | 160.073 | ||
| 73 | 2024.09.26 23:00 | s/l | 20 | 0.10 | 161.973 | 161.973 | 160.073 | -36.46 | 1460.10 |
| 74 | 2024.10.04 14:00 | sell | 21 | 0.10 | 162.852 | 0.000 | 0.000 | ||
| 75 | 2024.10.04 14:00 | modify | 21 | 0.10 | 162.852 | 163.352 | 161.452 | ||
| 76 | 2024.10.04 18:00 | s/l | 21 | 0.10 | 163.352 | 163.352 | 161.452 | -32.25 | 1427.85 |
| 77 | 2024.10.14 15:00 | sell | 22 | 0.10 | 163.547 | 0.000 | 0.000 | ||
| 78 | 2024.10.14 15:00 | modify | 22 | 0.10 | 163.547 | 164.047 | 162.147 | ||
| 79 | 2024.10.15 05:00 | sell | 23 | 0.10 | 163.042 | 0.000 | 0.000 | ||
| 80 | 2024.10.15 05:00 | modify | 23 | 0.10 | 163.042 | 163.407 | 162.147 | ||
| 81 | 2024.10.15 05:00 | modify | 22 | 0.10 | 163.547 | 163.407 | 162.147 | ||
| 82 | 2024.10.15 20:00 | sell | 24 | 0.10 | 162.470 | 0.000 | 0.000 | ||
| 83 | 2024.10.15 20:00 | modify | 24 | 0.10 | 162.470 | 162.987 | 162.147 | ||
| 84 | 2024.10.15 20:00 | modify | 23 | 0.10 | 163.042 | 162.987 | 162.147 | ||
| 85 | 2024.10.15 20:00 | modify | 22 | 0.10 | 163.547 | 162.987 | 162.147 | ||
| 86 | 2024.10.16 02:00 | t/p | 22 | 0.10 | 162.147 | 162.987 | 162.147 | 87.49 | 1515.33 |
| 87 | 2024.10.16 02:00 | t/p | 23 | 0.10 | 162.147 | 162.987 | 162.147 | 56.32 | 1571.65 |
| 88 | 2024.10.16 02:00 | t/p | 24 | 0.10 | 162.147 | 162.987 | 162.147 | 19.43 | 1591.08 |
| 89 | 2024.10.23 15:00 | sell | 25 | 0.10 | 164.875 | 0.000 | 0.000 | ||
| 90 | 2024.10.23 15:00 | modify | 25 | 0.10 | 164.875 | 165.375 | 163.475 | ||
| 91 | 2024.10.24 10:00 | sell | 26 | 0.10 | 164.099 | 0.000 | 0.000 | ||
| 92 | 2024.10.24 10:00 | modify | 26 | 0.10 | 164.099 | 164.525 | 163.475 | ||
| 93 | 2024.10.24 10:00 | modify | 25 | 0.10 | 164.875 | 164.525 | 163.475 | ||
| 94 | 2024.10.24 21:00 | sell | 27 | 0.10 | 164.371 | 0.000 | 0.000 | ||
| 95 | 2024.10.24 21:00 | modify | 27 | 0.10 | 164.371 | 164.735 | 163.475 | ||
| 96 | 2024.10.24 22:00 | modify | 27 | 0.10 | 164.371 | 164.525 | 163.475 | ||
| 97 | 2024.10.25 01:00 | s/l | 25 | 0.10 | 164.525 | 164.525 | 163.475 | 16.97 | 1608.05 |
| 98 | 2024.10.25 01:00 | s/l | 26 | 0.10 | 164.525 | 164.525 | 163.475 | -28.87 | 1579.18 |
| 99 | 2024.10.25 01:00 | s/l | 27 | 0.10 | 164.525 | 164.525 | 163.475 | -11.33 | 1567.84 |