Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 411.67 | Gross profit | 1283.85 | Gross loss | -872.18 |
| Profit factor | 1.47 | Expected payoff | 11.13 | ||
| Absolute drawdown | 135.29 | Maximal drawdown | 337.26 (28.06%) | Relative drawdown | 28.06% (337.26) |
| Total trades | 37 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 23 (52.17%) |
| Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) | ||
| Largest | profit trade | 103.31 | loss trade | -80.50 | |
| Average | profit trade | 64.19 | loss trade | -51.30 | |
| Maximum | consecutive wins (profit in money) | 6 (377.50) | consecutive losses (loss in money) | 5 (-265.47) | |
| Maximal | consecutive profit (count of wins) | 377.50 (6) | consecutive loss (count of losses) | -265.47 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.19 16:00 | sell | 1 | 0.10 | 163.673 | 0.000 | 0.000 | ||
| 2 | 2024.03.19 16:00 | modify | 1 | 0.10 | 163.673 | 164.773 | 162.173 | ||
| 3 | 2024.03.20 18:00 | s/l | 1 | 0.10 | 164.773 | 164.773 | 162.173 | -75.33 | 924.67 |
| 4 | 2024.04.01 17:00 | buy | 2 | 0.10 | 162.899 | 0.000 | 0.000 | ||
| 5 | 2024.04.01 17:00 | modify | 2 | 0.10 | 162.899 | 161.799 | 164.399 | ||
| 6 | 2024.04.03 11:00 | buy | 3 | 0.10 | 163.505 | 0.000 | 0.000 | ||
| 7 | 2024.04.03 11:00 | modify | 3 | 0.10 | 163.505 | 163.274 | 164.399 | ||
| 8 | 2024.04.03 11:00 | buy | 4 | 0.10 | 163.505 | 0.000 | 0.000 | ||
| 9 | 2024.04.03 11:00 | modify | 4 | 0.10 | 163.505 | 163.274 | 164.399 | ||
| 10 | 2024.04.03 11:00 | modify | 2 | 0.10 | 162.899 | 163.274 | 164.399 | ||
| 11 | 2024.04.04 01:00 | t/p | 2 | 0.10 | 164.399 | 163.274 | 164.399 | 103.31 | 1027.98 |
| 12 | 2024.04.04 01:00 | t/p | 3 | 0.10 | 164.399 | 163.274 | 164.399 | 61.58 | 1089.56 |
| 13 | 2024.04.04 01:00 | t/p | 4 | 0.10 | 164.399 | 163.274 | 164.399 | 61.58 | 1151.14 |
| 14 | 2024.07.12 16:00 | buy | 5 | 0.10 | 172.164 | 0.000 | 0.000 | ||
| 15 | 2024.07.12 16:00 | modify | 5 | 0.10 | 172.164 | 171.064 | 173.664 | ||
| 16 | 2024.07.16 08:00 | buy | 6 | 0.10 | 172.776 | 0.000 | 0.000 | ||
| 17 | 2024.07.16 08:00 | modify | 6 | 0.10 | 172.776 | 172.539 | 173.664 | ||
| 18 | 2024.07.16 08:00 | buy | 7 | 0.10 | 172.776 | 0.000 | 0.000 | ||
| 19 | 2024.07.16 08:00 | modify | 7 | 0.10 | 172.776 | 172.539 | 173.664 | ||
| 20 | 2024.07.16 08:00 | modify | 5 | 0.10 | 172.164 | 172.539 | 173.664 | ||
| 21 | 2024.07.16 10:00 | s/l | 5 | 0.10 | 172.539 | 172.539 | 173.664 | 26.12 | 1177.27 |
| 22 | 2024.07.16 10:00 | s/l | 6 | 0.10 | 172.539 | 172.539 | 173.664 | -16.01 | 1161.26 |
| 23 | 2024.07.16 10:00 | s/l | 7 | 0.10 | 172.539 | 172.539 | 173.664 | -16.01 | 1145.25 |
| 24 | 2024.07.24 16:00 | buy | 8 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 25 | 2024.07.24 16:00 | modify | 8 | 0.10 | 166.491 | 165.391 | 167.991 | ||
| 26 | 2024.07.25 03:00 | s/l | 8 | 0.10 | 165.391 | 165.391 | 167.991 | -73.12 | 1072.13 |
| 27 | 2024.07.30 19:00 | buy | 9 | 0.10 | 165.713 | 0.000 | 0.000 | ||
| 28 | 2024.07.30 19:00 | modify | 9 | 0.10 | 165.713 | 164.613 | 167.213 | ||
| 29 | 2024.07.31 01:00 | s/l | 9 | 0.10 | 164.613 | 164.613 | 167.213 | -73.91 | 998.21 |
| 30 | 2024.08.15 16:00 | sell | 10 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 31 | 2024.08.15 16:00 | modify | 10 | 0.10 | 163.585 | 164.685 | 162.085 | ||
| 32 | 2024.08.19 03:00 | sell | 11 | 0.10 | 162.533 | 0.000 | 0.000 | ||
| 33 | 2024.08.19 03:00 | modify | 11 | 0.10 | 162.533 | 162.760 | 162.085 | ||
| 34 | 2024.08.19 03:00 | modify | 10 | 0.10 | 163.585 | 162.760 | 162.085 | ||
| 35 | 2024.08.19 04:00 | t/p | 10 | 0.10 | 162.085 | 162.760 | 162.085 | 99.22 | 1097.43 |
| 36 | 2024.08.19 04:00 | t/p | 11 | 0.10 | 162.085 | 162.760 | 162.085 | 30.25 | 1127.68 |
| 37 | 2024.08.20 16:00 | buy | 12 | 0.10 | 161.828 | 0.000 | 0.000 | ||
| 38 | 2024.08.20 16:00 | modify | 12 | 0.10 | 161.828 | 160.728 | 163.328 | ||
| 39 | 2024.08.21 08:00 | buy | 13 | 0.10 | 162.457 | 0.000 | 0.000 | ||
| 40 | 2024.08.21 08:00 | modify | 13 | 0.10 | 162.457 | 162.203 | 163.328 | ||
| 41 | 2024.08.21 08:00 | buy | 14 | 0.10 | 162.457 | 0.000 | 0.000 | ||
| 42 | 2024.08.21 08:00 | modify | 14 | 0.10 | 162.457 | 162.203 | 163.328 | ||
| 43 | 2024.08.21 08:00 | modify | 12 | 0.10 | 161.828 | 162.203 | 163.328 | ||
| 44 | 2024.08.21 13:00 | s/l | 12 | 0.10 | 162.203 | 162.203 | 163.328 | 25.73 | 1153.40 |
| 45 | 2024.08.21 13:00 | s/l | 13 | 0.10 | 162.203 | 162.203 | 163.328 | -17.16 | 1136.24 |
| 46 | 2024.08.21 13:00 | s/l | 14 | 0.10 | 162.203 | 162.203 | 163.328 | -17.16 | 1119.08 |
| 47 | 2024.08.30 18:00 | sell | 15 | 0.10 | 161.529 | 0.000 | 0.000 | ||
| 48 | 2024.08.30 18:00 | modify | 15 | 0.10 | 161.529 | 162.629 | 160.029 | ||
| 49 | 2024.09.02 09:00 | s/l | 15 | 0.10 | 162.629 | 162.629 | 160.029 | -75.32 | 1043.77 |
| 50 | 2024.09.17 16:00 | sell | 16 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 51 | 2024.09.17 16:00 | modify | 16 | 0.10 | 157.615 | 158.715 | 156.115 | ||
| 52 | 2024.09.19 01:00 | s/l | 16 | 0.10 | 158.715 | 158.715 | 156.115 | -78.43 | 965.34 |
| 53 | 2024.10.02 17:00 | sell | 17 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 54 | 2024.10.02 17:00 | modify | 17 | 0.10 | 161.309 | 162.409 | 159.809 | ||
| 55 | 2024.10.03 02:00 | s/l | 17 | 0.10 | 162.409 | 162.409 | 159.809 | -77.40 | 887.93 |
| 56 | 2024.11.08 18:00 | buy | 18 | 0.10 | 163.504 | 0.000 | 0.000 | ||
| 57 | 2024.11.08 18:00 | modify | 18 | 0.10 | 163.504 | 162.404 | 165.004 | ||
| 58 | 2024.11.11 05:00 | buy | 19 | 0.10 | 164.562 | 0.000 | 0.000 | ||
| 59 | 2024.11.11 05:00 | modify | 19 | 0.10 | 164.562 | 164.329 | 165.004 | ||
| 60 | 2024.11.11 05:00 | modify | 18 | 0.10 | 163.504 | 164.329 | 165.004 | ||
| 61 | 2024.11.11 08:00 | s/l | 18 | 0.10 | 164.329 | 164.329 | 165.004 | 56.14 | 944.07 |
| 62 | 2024.11.11 08:00 | s/l | 19 | 0.10 | 164.329 | 164.329 | 165.004 | -15.74 | 928.33 |
| 63 | 2024.11.15 20:00 | buy | 20 | 0.10 | 162.522 | 0.000 | 0.000 | ||
| 64 | 2024.11.15 20:00 | modify | 20 | 0.10 | 162.522 | 161.422 | 164.022 | ||
| 65 | 2024.11.18 03:00 | buy | 21 | 0.10 | 163.139 | 0.000 | 0.000 | ||
| 66 | 2024.11.18 03:00 | modify | 21 | 0.10 | 163.139 | 162.897 | 164.022 | ||
| 67 | 2024.11.18 03:00 | buy | 22 | 0.10 | 163.139 | 0.000 | 0.000 | ||
| 68 | 2024.11.18 03:00 | modify | 22 | 0.10 | 163.139 | 162.897 | 164.022 | ||
| 69 | 2024.11.18 03:00 | modify | 20 | 0.10 | 162.522 | 162.897 | 164.022 | ||
| 70 | 2024.11.18 04:00 | s/l | 20 | 0.10 | 162.897 | 162.897 | 164.022 | 25.74 | 954.07 |
| 71 | 2024.11.18 04:00 | s/l | 21 | 0.10 | 162.897 | 162.897 | 164.022 | -16.34 | 937.73 |
| 72 | 2024.11.18 04:00 | s/l | 22 | 0.10 | 162.897 | 162.897 | 164.022 | -16.34 | 921.39 |
| 73 | 2024.11.19 21:00 | sell | 23 | 0.10 | 163.862 | 0.000 | 0.000 | ||
| 74 | 2024.11.19 21:00 | modify | 23 | 0.10 | 163.862 | 164.962 | 162.362 | ||
| 75 | 2024.11.21 09:00 | sell | 24 | 0.10 | 162.787 | 0.000 | 0.000 | ||
| 76 | 2024.11.21 09:00 | modify | 24 | 0.10 | 162.787 | 163.037 | 162.362 | ||
| 77 | 2024.11.21 09:00 | modify | 23 | 0.10 | 163.862 | 163.037 | 162.362 | ||
| 78 | 2024.11.21 10:00 | t/p | 23 | 0.10 | 162.362 | 163.037 | 162.362 | 97.15 | 1018.54 |
| 79 | 2024.11.21 10:00 | t/p | 24 | 0.10 | 162.362 | 163.037 | 162.362 | 28.70 | 1047.24 |
| 80 | 2024.12.06 18:00 | buy | 25 | 0.10 | 158.250 | 0.000 | 0.000 | ||
| 81 | 2024.12.06 18:00 | modify | 25 | 0.10 | 158.250 | 157.150 | 159.750 | ||
| 82 | 2024.12.09 08:00 | buy | 26 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 83 | 2024.12.09 08:00 | modify | 26 | 0.10 | 158.854 | 158.625 | 159.750 | ||
| 84 | 2024.12.09 08:00 | buy | 27 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 85 | 2024.12.09 08:00 | modify | 27 | 0.10 | 158.854 | 158.625 | 159.750 | ||
| 86 | 2024.12.09 08:00 | modify | 25 | 0.10 | 158.250 | 158.625 | 159.750 | ||
| 87 | 2024.12.09 13:00 | buy | 28 | 0.10 | 159.323 | 0.000 | 0.000 | ||
| 88 | 2024.12.09 13:00 | modify | 28 | 0.10 | 159.323 | 159.075 | 159.750 | ||
| 89 | 2024.12.09 13:00 | modify | 27 | 0.10 | 158.854 | 159.075 | 159.750 | ||
| 90 | 2024.12.09 13:00 | modify | 26 | 0.10 | 158.854 | 159.075 | 159.750 | ||
| 91 | 2024.12.09 13:00 | modify | 25 | 0.10 | 158.250 | 159.075 | 159.750 | ||
| 92 | 2024.12.09 16:00 | t/p | 25 | 0.10 | 159.750 | 159.075 | 159.750 | 101.74 | 1148.97 |
| 93 | 2024.12.09 16:00 | t/p | 26 | 0.10 | 159.750 | 159.075 | 159.750 | 60.53 | 1209.50 |
| 94 | 2024.12.09 16:00 | t/p | 27 | 0.10 | 159.750 | 159.075 | 159.750 | 60.53 | 1270.03 |
| 95 | 2024.12.09 16:00 | t/p | 28 | 0.10 | 159.750 | 159.075 | 159.750 | 28.85 | 1298.88 |
| 96 | 2024.12.09 17:00 | sell | 29 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 97 | 2024.12.09 17:00 | modify | 29 | 0.10 | 159.861 | 160.961 | 158.361 | ||
| 98 | 2024.12.13 10:00 | s/l | 29 | 0.10 | 160.961 | 160.961 | 158.361 | -80.50 | 1218.38 |
| 99 | 2025.01.10 18:00 | buy | 30 | 0.10 | 161.559 | 0.000 | 0.000 | ||
| 100 | 2025.01.10 18:00 | modify | 30 | 0.10 | 161.559 | 160.459 | 163.059 | ||
| 101 | 2025.01.13 10:00 | s/l | 30 | 0.10 | 160.459 | 160.459 | 163.059 | -73.92 | 1144.45 |
| 102 | 2025.01.14 17:00 | sell | 31 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 103 | 2025.01.14 17:00 | modify | 31 | 0.10 | 162.551 | 163.651 | 161.051 | ||
| 104 | 2025.01.15 06:00 | sell | 32 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 105 | 2025.01.15 06:00 | modify | 32 | 0.10 | 161.929 | 162.176 | 161.051 | ||
| 106 | 2025.01.15 06:00 | sell | 33 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 107 | 2025.01.15 06:00 | modify | 33 | 0.10 | 161.929 | 162.176 | 161.051 | ||
| 108 | 2025.01.15 06:00 | modify | 31 | 0.10 | 162.551 | 162.176 | 161.051 | ||
| 109 | 2025.01.15 17:00 | t/p | 31 | 0.10 | 161.051 | 162.176 | 161.051 | 100.26 | 1244.72 |
| 110 | 2025.01.15 17:00 | t/p | 32 | 0.10 | 161.051 | 162.176 | 161.051 | 59.29 | 1304.01 |
| 111 | 2025.01.15 17:00 | t/p | 33 | 0.10 | 161.051 | 162.176 | 161.051 | 59.29 | 1363.30 |
| 112 | 2025.01.15 18:00 | buy | 34 | 0.10 | 161.050 | 0.000 | 0.000 | ||
| 113 | 2025.01.15 18:00 | modify | 34 | 0.10 | 161.050 | 159.950 | 162.550 | ||
| 114 | 2025.01.16 03:00 | s/l | 34 | 0.10 | 159.950 | 159.950 | 162.550 | -73.12 | 1290.18 |
| 115 | 2025.01.20 16:00 | sell | 35 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 116 | 2025.01.20 16:00 | modify | 35 | 0.10 | 161.923 | 163.023 | 160.423 | ||
| 117 | 2025.01.22 17:00 | s/l | 35 | 0.10 | 163.023 | 163.023 | 160.423 | -76.35 | 1213.82 |
| 118 | 2025.01.22 18:00 | sell | 36 | 0.10 | 163.142 | 0.000 | 0.000 | ||
| 119 | 2025.01.22 18:00 | modify | 36 | 0.10 | 163.142 | 164.242 | 161.642 | ||
| 120 | 2025.01.27 11:00 | t/p | 36 | 0.10 | 161.642 | 164.242 | 161.642 | 96.11 | 1309.93 |
| 121 | 2025.02.10 16:00 | buy | 37 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 122 | 2025.02.10 16:00 | modify | 37 | 0.10 | 156.425 | 155.325 | 157.925 | ||
| 123 | 2025.02.11 20:00 | t/p | 37 | 0.10 | 157.925 | 155.325 | 157.925 | 101.74 | 1411.67 |