Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; 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=30; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7257 | Ticks modelled | 13514 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 713.92 | Gross profit | 2132.28 | Gross loss | -1418.37 |
| Profit factor | 1.50 | Expected payoff | 17.41 | ||
| Absolute drawdown | 347.05 | Maximal drawdown | 361.67 (3.61%) | Relative drawdown | 3.61% (361.67) |
| Total trades | 41 | Short positions (won %) | 27 (62.96%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
| Largest | profit trade | 120.73 | loss trade | -132.83 | |
| Average | profit trade | 85.29 | loss trade | -88.65 | |
| Maximum | consecutive wins (profit in money) | 5 (506.64) | consecutive losses (loss in money) | 2 (-263.04) | |
| Maximal | consecutive profit (count of wins) | 506.64 (5) | consecutive loss (count of losses) | -263.04 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.01 05:00 | sell | 1 | 0.10 | 122.600 | 0.000 | 0.000 | ||
| 2 | 2022.04.01 05:00 | modify | 1 | 0.10 | 122.600 | 124.100 | 121.100 | ||
| 3 | 2022.04.07 23:00 | s/l | 1 | 0.10 | 124.100 | 124.100 | 121.100 | -130.20 | 9869.80 |
| 4 | 2022.04.19 11:00 | sell | 2 | 0.10 | 128.341 | 0.000 | 0.000 | ||
| 5 | 2022.04.19 11:00 | modify | 2 | 0.10 | 128.341 | 129.841 | 126.841 | ||
| 6 | 2022.04.28 04:00 | s/l | 2 | 0.10 | 129.841 | 129.841 | 126.841 | -132.83 | 9736.96 |
| 7 | 2022.05.05 15:00 | sell | 3 | 0.10 | 130.242 | 0.000 | 0.000 | ||
| 8 | 2022.05.05 15:00 | modify | 3 | 0.10 | 130.242 | 131.742 | 128.742 | ||
| 9 | 2022.05.12 08:00 | t/p | 3 | 0.10 | 128.742 | 131.742 | 128.742 | 105.45 | 9842.41 |
| 10 | 2022.05.26 09:00 | buy | 4 | 0.10 | 126.712 | 0.000 | 0.000 | ||
| 11 | 2022.05.26 09:00 | modify | 4 | 0.10 | 126.712 | 125.212 | 128.212 | ||
| 12 | 2022.05.31 01:00 | t/p | 4 | 0.10 | 128.212 | 125.212 | 128.212 | 120.73 | 9963.14 |
| 13 | 2022.06.07 06:00 | sell | 5 | 0.10 | 132.891 | 0.000 | 0.000 | ||
| 14 | 2022.06.07 06:00 | modify | 5 | 0.10 | 132.891 | 134.391 | 131.391 | ||
| 15 | 2022.06.08 13:00 | s/l | 5 | 0.10 | 134.391 | 134.391 | 131.391 | -113.23 | 9849.91 |
| 16 | 2022.06.15 08:00 | buy | 6 | 0.10 | 134.732 | 0.000 | 0.000 | ||
| 17 | 2022.06.15 08:00 | modify | 6 | 0.10 | 134.732 | 133.232 | 136.232 | ||
| 18 | 2022.06.16 09:00 | s/l | 6 | 0.10 | 133.232 | 133.232 | 136.232 | -108.87 | 9741.04 |
| 19 | 2022.06.21 15:00 | sell | 7 | 0.10 | 136.137 | 0.000 | 0.000 | ||
| 20 | 2022.06.21 15:00 | modify | 7 | 0.10 | 136.137 | 137.637 | 134.637 | ||
| 21 | 2022.06.23 08:00 | sell | 8 | 0.10 | 135.361 | 0.000 | 0.000 | ||
| 22 | 2022.06.23 08:00 | modify | 8 | 0.10 | 135.361 | 136.062 | 134.637 | ||
| 23 | 2022.06.23 08:00 | modify | 7 | 0.10 | 136.137 | 136.062 | 134.637 | ||
| 24 | 2022.06.23 14:00 | t/p | 7 | 0.10 | 134.637 | 136.062 | 134.637 | 105.39 | 9846.43 |
| 25 | 2022.06.23 14:00 | t/p | 8 | 0.10 | 134.637 | 136.062 | 134.637 | 53.89 | 9900.32 |
| 26 | 2022.06.29 11:00 | sell | 9 | 0.10 | 136.502 | 0.000 | 0.000 | ||
| 27 | 2022.06.29 11:00 | modify | 9 | 0.10 | 136.502 | 138.002 | 135.002 | ||
| 28 | 2022.06.30 17:00 | sell | 10 | 0.10 | 135.669 | 0.000 | 0.000 | ||
| 29 | 2022.06.30 17:00 | modify | 10 | 0.10 | 135.669 | 136.052 | 135.002 | ||
| 30 | 2022.06.30 17:00 | modify | 9 | 0.10 | 136.502 | 136.052 | 135.002 | ||
| 31 | 2022.07.01 06:00 | t/p | 9 | 0.10 | 135.002 | 136.052 | 135.002 | 104.84 | 10005.17 |
| 32 | 2022.07.01 06:00 | t/p | 10 | 0.10 | 135.002 | 136.052 | 135.002 | 47.84 | 10053.00 |
| 33 | 2022.07.22 15:00 | buy | 11 | 0.10 | 136.110 | 0.000 | 0.000 | ||
| 34 | 2022.07.22 15:00 | modify | 11 | 0.10 | 136.110 | 134.610 | 137.610 | ||
| 35 | 2022.07.26 21:00 | buy | 12 | 0.10 | 136.941 | 0.000 | 0.000 | ||
| 36 | 2022.07.26 21:00 | modify | 12 | 0.10 | 136.941 | 136.560 | 137.610 | ||
| 37 | 2022.07.26 21:00 | modify | 11 | 0.10 | 136.110 | 136.560 | 137.610 | ||
| 38 | 2022.07.27 11:00 | s/l | 11 | 0.10 | 136.560 | 136.560 | 137.610 | 36.64 | 10089.64 |
| 39 | 2022.07.27 11:00 | s/l | 12 | 0.10 | 136.560 | 136.560 | 137.610 | -26.63 | 10063.01 |
| 40 | 2022.08.15 14:00 | buy | 13 | 0.10 | 132.769 | 0.000 | 0.000 | ||
| 41 | 2022.08.15 14:00 | modify | 13 | 0.10 | 132.769 | 131.269 | 134.269 | ||
| 42 | 2022.08.16 12:00 | t/p | 13 | 0.10 | 134.269 | 131.269 | 134.269 | 112.86 | 10175.87 |
| 43 | 2022.08.16 14:00 | sell | 14 | 0.10 | 134.508 | 0.000 | 0.000 | ||
| 44 | 2022.08.16 14:00 | modify | 14 | 0.10 | 134.508 | 136.008 | 133.008 | ||
| 45 | 2022.08.19 01:00 | s/l | 14 | 0.10 | 136.008 | 136.008 | 133.008 | -117.86 | 10058.01 |
| 46 | 2022.08.29 06:00 | sell | 15 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 47 | 2022.08.29 06:00 | modify | 15 | 0.10 | 138.817 | 140.317 | 137.317 | ||
| 48 | 2022.09.02 05:00 | s/l | 15 | 0.10 | 140.317 | 140.317 | 137.317 | -116.24 | 9941.77 |
| 49 | 2022.09.07 05:00 | sell | 16 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 50 | 2022.09.07 05:00 | modify | 16 | 0.10 | 143.988 | 145.488 | 142.488 | ||
| 51 | 2022.09.09 04:00 | sell | 17 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 52 | 2022.09.09 04:00 | modify | 17 | 0.10 | 143.148 | 143.538 | 142.488 | ||
| 53 | 2022.09.09 04:00 | modify | 16 | 0.10 | 143.988 | 143.538 | 142.488 | ||
| 54 | 2022.09.09 05:00 | t/p | 16 | 0.10 | 142.488 | 143.538 | 142.488 | 98.74 | 10040.51 |
| 55 | 2022.09.09 05:00 | t/p | 17 | 0.10 | 142.488 | 143.538 | 142.488 | 46.20 | 10086.71 |
| 56 | 2022.09.13 14:00 | sell | 18 | 0.10 | 144.110 | 0.000 | 0.000 | ||
| 57 | 2022.09.13 14:00 | modify | 18 | 0.10 | 144.110 | 145.610 | 142.610 | ||
| 58 | 2022.09.14 15:00 | t/p | 18 | 0.10 | 142.610 | 145.610 | 142.610 | 103.58 | 10190.29 |
| 59 | 2022.10.12 15:00 | sell | 19 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 60 | 2022.10.12 15:00 | modify | 19 | 0.10 | 146.840 | 148.340 | 145.340 | ||
| 61 | 2022.10.14 15:00 | s/l | 19 | 0.10 | 148.340 | 148.340 | 145.340 | -107.34 | 10082.95 |
| 62 | 2022.10.21 13:00 | sell | 20 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 63 | 2022.10.21 13:00 | modify | 20 | 0.10 | 151.473 | 152.973 | 149.973 | ||
| 64 | 2022.10.21 15:00 | t/p | 20 | 0.10 | 149.973 | 152.973 | 149.973 | 99.92 | 10182.87 |
| 65 | 2022.10.25 15:00 | buy | 21 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 66 | 2022.10.25 15:00 | modify | 21 | 0.10 | 147.852 | 146.352 | 149.352 | ||
| 67 | 2022.10.26 17:00 | s/l | 21 | 0.10 | 146.352 | 146.352 | 149.352 | -101.20 | 10081.67 |
| 68 | 2022.11.09 15:00 | sell | 22 | 0.10 | 146.399 | 0.000 | 0.000 | ||
| 69 | 2022.11.09 15:00 | modify | 22 | 0.10 | 146.399 | 147.899 | 144.899 | ||
| 70 | 2022.11.10 14:00 | t/p | 22 | 0.10 | 144.899 | 147.899 | 144.899 | 99.67 | 10181.34 |
| 71 | 2022.11.17 15:00 | sell | 23 | 0.10 | 140.486 | 0.000 | 0.000 | ||
| 72 | 2022.11.17 15:00 | modify | 23 | 0.10 | 140.486 | 141.986 | 138.986 | ||
| 73 | 2022.11.18 04:00 | sell | 24 | 0.10 | 139.710 | 0.000 | 0.000 | ||
| 74 | 2022.11.18 04:00 | modify | 24 | 0.10 | 139.710 | 140.411 | 138.986 | ||
| 75 | 2022.11.18 04:00 | modify | 23 | 0.10 | 140.486 | 140.411 | 138.986 | ||
| 76 | 2022.11.18 20:00 | s/l | 23 | 0.10 | 140.411 | 140.411 | 138.986 | 3.78 | 10185.12 |
| 77 | 2022.11.18 20:00 | s/l | 24 | 0.10 | 140.411 | 140.411 | 138.986 | -49.92 | 10135.20 |
| 78 | 2022.11.21 11:00 | sell | 25 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 79 | 2022.11.21 11:00 | modify | 25 | 0.10 | 141.650 | 143.150 | 140.150 | ||
| 80 | 2022.11.23 15:00 | t/p | 25 | 0.10 | 140.150 | 143.150 | 140.150 | 103.99 | 10239.19 |
| 81 | 2022.11.28 10:00 | buy | 26 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 82 | 2022.11.28 10:00 | modify | 26 | 0.10 | 137.799 | 136.299 | 139.299 | ||
| 83 | 2022.11.29 02:00 | t/p | 26 | 0.10 | 139.299 | 136.299 | 139.299 | 109.35 | 10348.54 |
| 84 | 2022.12.05 10:00 | sell | 27 | 0.10 | 135.230 | 0.000 | 0.000 | ||
| 85 | 2022.12.05 10:00 | modify | 27 | 0.10 | 135.230 | 136.730 | 133.730 | ||
| 86 | 2022.12.05 19:00 | s/l | 27 | 0.10 | 136.730 | 136.730 | 133.730 | -109.73 | 10238.81 |
| 87 | 2022.12.19 15:00 | sell | 28 | 0.10 | 136.639 | 0.000 | 0.000 | ||
| 88 | 2022.12.19 15:00 | modify | 28 | 0.10 | 136.639 | 138.139 | 135.139 | ||
| 89 | 2022.12.20 04:00 | t/p | 28 | 0.10 | 135.139 | 138.139 | 135.139 | 110.82 | 10349.62 |
| 90 | 2022.12.26 12:00 | sell | 29 | 0.10 | 133.111 | 0.000 | 0.000 | ||
| 91 | 2022.12.26 12:00 | modify | 29 | 0.10 | 133.111 | 134.611 | 131.611 | ||
| 92 | 2022.12.30 10:00 | t/p | 29 | 0.10 | 131.611 | 134.611 | 131.611 | 104.13 | 10453.75 |
| 93 | 2023.01.20 07:00 | sell | 30 | 0.10 | 129.168 | 0.000 | 0.000 | ||
| 94 | 2023.01.20 07:00 | modify | 30 | 0.10 | 129.168 | 130.668 | 127.668 | ||
| 95 | 2023.01.23 15:00 | s/l | 30 | 0.10 | 130.668 | 130.668 | 127.668 | -116.37 | 10337.38 |
| 96 | 2023.01.25 13:00 | buy | 31 | 0.10 | 129.728 | 0.000 | 0.000 | ||
| 97 | 2023.01.25 13:00 | modify | 31 | 0.10 | 129.728 | 128.228 | 131.228 | ||
| 98 | 2023.02.02 01:00 | s/l | 31 | 0.10 | 128.228 | 128.228 | 131.228 | -104.37 | 10233.00 |
| 99 | 2023.02.09 11:00 | buy | 32 | 0.10 | 130.872 | 0.000 | 0.000 | ||
| 100 | 2023.02.09 11:00 | modify | 32 | 0.10 | 130.872 | 129.372 | 132.372 | ||
| 101 | 2023.02.09 21:00 | buy | 33 | 0.10 | 131.647 | 0.000 | 0.000 | ||
| 102 | 2023.02.09 21:00 | modify | 33 | 0.10 | 131.647 | 130.947 | 132.372 | ||
| 103 | 2023.02.09 21:00 | modify | 32 | 0.10 | 130.872 | 130.947 | 132.372 | ||
| 104 | 2023.02.10 03:00 | buy | 34 | 0.10 | 131.716 | 0.000 | 0.000 | ||
| 105 | 2023.02.10 03:00 | modify | 34 | 0.10 | 131.716 | 131.322 | 132.372 | ||
| 106 | 2023.02.10 03:00 | modify | 33 | 0.10 | 131.647 | 131.322 | 132.372 | ||
| 107 | 2023.02.10 03:00 | modify | 32 | 0.10 | 130.872 | 131.322 | 132.372 | ||
| 108 | 2023.02.10 08:00 | s/l | 32 | 0.10 | 131.322 | 131.322 | 132.372 | 35.74 | 10268.74 |
| 109 | 2023.02.10 08:00 | s/l | 33 | 0.10 | 131.322 | 131.322 | 132.372 | -23.67 | 10245.07 |
| 110 | 2023.02.10 08:00 | s/l | 34 | 0.10 | 131.322 | 131.322 | 132.372 | -30.20 | 10214.87 |
| 111 | 2023.02.28 09:00 | sell | 35 | 0.10 | 136.705 | 0.000 | 0.000 | ||
| 112 | 2023.02.28 09:00 | modify | 35 | 0.10 | 136.705 | 138.205 | 135.205 | ||
| 113 | 2023.03.06 14:00 | sell | 36 | 0.10 | 135.872 | 0.000 | 0.000 | ||
| 114 | 2023.03.06 14:00 | modify | 36 | 0.10 | 135.872 | 136.255 | 135.205 | ||
| 115 | 2023.03.06 14:00 | modify | 35 | 0.10 | 136.705 | 136.255 | 135.205 | ||
| 116 | 2023.03.07 13:00 | s/l | 35 | 0.10 | 136.255 | 136.255 | 135.205 | 22.09 | 10236.96 |
| 117 | 2023.03.07 13:00 | s/l | 36 | 0.10 | 136.255 | 136.255 | 135.205 | -29.68 | 10207.28 |
| 118 | 2023.03.14 06:00 | sell | 37 | 0.10 | 133.840 | 0.000 | 0.000 | ||
| 119 | 2023.03.14 06:00 | modify | 37 | 0.10 | 133.840 | 135.340 | 132.340 | ||
| 120 | 2023.03.15 14:00 | t/p | 37 | 0.10 | 132.340 | 135.340 | 132.340 | 111.42 | 10318.69 |
| 121 | 2023.03.21 13:00 | sell | 38 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 122 | 2023.03.21 13:00 | modify | 38 | 0.10 | 132.233 | 133.733 | 130.733 | ||
| 123 | 2023.03.23 03:00 | t/p | 38 | 0.10 | 130.733 | 133.733 | 130.733 | 108.51 | 10427.21 |
| 124 | 2023.03.24 06:00 | buy | 39 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 125 | 2023.03.24 06:00 | modify | 39 | 0.10 | 130.154 | 128.654 | 131.654 | ||
| 126 | 2023.03.27 02:00 | buy | 40 | 0.10 | 130.905 | 0.000 | 0.000 | ||
| 127 | 2023.03.27 02:00 | modify | 40 | 0.10 | 130.905 | 130.229 | 131.654 | ||
| 128 | 2023.03.27 02:00 | modify | 39 | 0.10 | 130.154 | 130.229 | 131.654 | ||
| 129 | 2023.03.27 13:00 | t/p | 39 | 0.10 | 131.654 | 130.229 | 131.654 | 115.13 | 10542.34 |
| 130 | 2023.03.27 13:00 | t/p | 40 | 0.10 | 131.654 | 130.229 | 131.654 | 56.87 | 10599.21 |
| 131 | 2023.03.28 05:00 | buy | 41 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 132 | 2023.03.28 05:00 | modify | 41 | 0.10 | 130.647 | 129.147 | 132.147 | ||
| 133 | 2023.03.29 12:00 | t/p | 41 | 0.10 | 132.147 | 129.147 | 132.147 | 114.71 | 10713.92 |