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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 865.84 | Gross profit | 1273.35 | Gross loss | -407.50 |
| Profit factor | 3.12 | Expected payoff | 34.63 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 167.48 (1.57%) | Relative drawdown | 1.57% (167.48) |
| Total trades | 25 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 109.50 | loss trade | -67.74 | |
| Average | profit trade | 70.74 | loss trade | -58.21 | |
| Maximum | consecutive wins (profit in money) | 6 (445.55) | consecutive losses (loss in money) | 3 (-167.48) | |
| Maximal | consecutive profit (count of wins) | 445.55 (6) | consecutive loss (count of losses) | -167.48 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.12 14:00 | buy | 1 | 0.10 | 127.979 | 0.000 | 0.000 | ||
| 2 | 2022.05.12 14:00 | modify | 1 | 0.10 | 127.979 | 127.179 | 129.379 | ||
| 3 | 2022.05.13 04:00 | buy | 2 | 0.10 | 129.113 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 04:00 | modify | 2 | 0.10 | 129.113 | 128.469 | 129.379 | ||
| 5 | 2022.05.13 04:00 | modify | 1 | 0.10 | 127.979 | 128.469 | 129.379 | ||
| 6 | 2022.05.13 14:00 | t/p | 1 | 0.10 | 129.379 | 128.469 | 129.379 | 109.50 | 10109.50 |
| 7 | 2022.05.13 14:00 | t/p | 2 | 0.10 | 129.379 | 128.469 | 129.379 | 20.57 | 10130.07 |
| 8 | 2022.06.16 16:00 | buy | 3 | 0.10 | 131.698 | 0.000 | 0.000 | ||
| 9 | 2022.06.16 16:00 | modify | 3 | 0.10 | 131.698 | 130.898 | 133.098 | ||
| 10 | 2022.06.17 01:00 | t/p | 3 | 0.10 | 133.098 | 130.898 | 133.098 | 106.33 | 10236.40 |
| 11 | 2022.07.22 14:00 | buy | 4 | 0.10 | 136.052 | 0.000 | 0.000 | ||
| 12 | 2022.07.22 14:00 | modify | 4 | 0.10 | 136.052 | 135.252 | 137.452 | ||
| 13 | 2022.07.25 16:00 | buy | 5 | 0.10 | 136.755 | 0.000 | 0.000 | ||
| 14 | 2022.07.25 16:00 | modify | 5 | 0.10 | 136.755 | 136.122 | 137.452 | ||
| 15 | 2022.07.25 16:00 | modify | 4 | 0.10 | 136.052 | 136.122 | 137.452 | ||
| 16 | 2022.07.27 19:00 | t/p | 4 | 0.10 | 137.452 | 136.122 | 137.452 | 106.36 | 10342.76 |
| 17 | 2022.07.27 19:00 | t/p | 5 | 0.10 | 137.452 | 136.122 | 137.452 | 53.58 | 10396.34 |
| 18 | 2022.08.10 13:00 | buy | 6 | 0.10 | 133.172 | 0.000 | 0.000 | ||
| 19 | 2022.08.10 13:00 | modify | 6 | 0.10 | 133.172 | 132.372 | 134.572 | ||
| 20 | 2022.08.10 15:00 | s/l | 6 | 0.10 | 132.372 | 132.372 | 134.572 | -60.56 | 10335.78 |
| 21 | 2022.09.09 11:00 | buy | 7 | 0.10 | 141.709 | 0.000 | 0.000 | ||
| 22 | 2022.09.09 11:00 | modify | 7 | 0.10 | 141.709 | 140.909 | 143.109 | ||
| 23 | 2022.09.11 22:00 | buy | 8 | 0.10 | 142.416 | 0.000 | 0.000 | ||
| 24 | 2022.09.11 22:00 | modify | 8 | 0.10 | 142.416 | 141.779 | 143.109 | ||
| 25 | 2022.09.11 22:00 | modify | 7 | 0.10 | 141.709 | 141.779 | 143.109 | ||
| 26 | 2022.09.12 01:00 | buy | 9 | 0.10 | 142.830 | 0.000 | 0.000 | ||
| 27 | 2022.09.12 01:00 | modify | 9 | 0.10 | 142.830 | 142.199 | 143.109 | ||
| 28 | 2022.09.12 01:00 | modify | 8 | 0.10 | 142.416 | 142.199 | 143.109 | ||
| 29 | 2022.09.12 01:00 | modify | 7 | 0.10 | 141.709 | 142.199 | 143.109 | ||
| 30 | 2022.09.12 05:00 | t/p | 7 | 0.10 | 143.109 | 142.199 | 143.109 | 99.02 | 10434.80 |
| 31 | 2022.09.12 05:00 | t/p | 8 | 0.10 | 143.109 | 142.199 | 143.109 | 49.64 | 10484.44 |
| 32 | 2022.09.12 05:00 | t/p | 9 | 0.10 | 143.109 | 142.199 | 143.109 | 19.49 | 10503.93 |
| 33 | 2022.09.13 13:00 | sell | 10 | 0.10 | 144.407 | 0.000 | 0.000 | ||
| 34 | 2022.09.13 13:00 | modify | 10 | 0.10 | 144.407 | 145.207 | 143.007 | ||
| 35 | 2022.09.14 07:00 | sell | 11 | 0.10 | 143.611 | 0.000 | 0.000 | ||
| 36 | 2022.09.14 07:00 | modify | 11 | 0.10 | 143.611 | 143.987 | 143.007 | ||
| 37 | 2022.09.14 07:00 | modify | 10 | 0.10 | 144.407 | 143.987 | 143.007 | ||
| 38 | 2022.09.14 09:00 | t/p | 10 | 0.10 | 143.007 | 143.987 | 143.007 | 96.09 | 10600.01 |
| 39 | 2022.09.14 09:00 | t/p | 11 | 0.10 | 143.007 | 143.987 | 143.007 | 42.13 | 10642.14 |
| 40 | 2022.11.10 14:00 | buy | 12 | 0.10 | 143.737 | 0.000 | 0.000 | ||
| 41 | 2022.11.10 14:00 | modify | 12 | 0.10 | 143.737 | 142.937 | 145.137 | ||
| 42 | 2022.11.10 15:00 | s/l | 12 | 0.10 | 142.937 | 142.937 | 145.137 | -56.30 | 10585.84 |
| 43 | 2022.11.11 10:00 | buy | 13 | 0.10 | 140.060 | 0.000 | 0.000 | ||
| 44 | 2022.11.11 10:00 | modify | 13 | 0.10 | 140.060 | 139.260 | 141.460 | ||
| 45 | 2022.11.11 11:00 | s/l | 13 | 0.10 | 139.260 | 139.260 | 141.460 | -57.26 | 10528.58 |
| 46 | 2022.11.23 16:00 | buy | 14 | 0.10 | 139.763 | 0.000 | 0.000 | ||
| 47 | 2022.11.23 16:00 | modify | 14 | 0.10 | 139.763 | 138.963 | 141.163 | ||
| 48 | 2022.11.24 02:00 | s/l | 14 | 0.10 | 138.963 | 138.963 | 141.163 | -53.92 | 10474.66 |
| 49 | 2022.12.02 09:00 | buy | 15 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 50 | 2022.12.02 09:00 | modify | 15 | 0.10 | 133.794 | 132.994 | 135.194 | ||
| 51 | 2022.12.02 14:00 | t/p | 15 | 0.10 | 135.194 | 132.994 | 135.194 | 103.40 | 10578.06 |
| 52 | 2022.12.13 14:00 | buy | 16 | 0.10 | 135.184 | 0.000 | 0.000 | ||
| 53 | 2022.12.13 14:00 | modify | 16 | 0.10 | 135.184 | 134.384 | 136.584 | ||
| 54 | 2022.12.15 08:00 | buy | 17 | 0.10 | 135.892 | 0.000 | 0.000 | ||
| 55 | 2022.12.15 08:00 | modify | 17 | 0.10 | 135.892 | 135.254 | 136.584 | ||
| 56 | 2022.12.15 08:00 | modify | 16 | 0.10 | 135.184 | 135.254 | 136.584 | ||
| 57 | 2022.12.15 10:00 | t/p | 16 | 0.10 | 136.584 | 135.254 | 136.584 | 107.48 | 10685.54 |
| 58 | 2022.12.15 10:00 | t/p | 17 | 0.10 | 136.584 | 135.254 | 136.584 | 50.67 | 10736.21 |
| 59 | 2022.12.15 17:00 | sell | 18 | 0.10 | 137.918 | 0.000 | 0.000 | ||
| 60 | 2022.12.15 17:00 | modify | 18 | 0.10 | 137.918 | 138.718 | 136.518 | ||
| 61 | 2022.12.16 11:00 | sell | 19 | 0.10 | 137.127 | 0.000 | 0.000 | ||
| 62 | 2022.12.16 11:00 | modify | 19 | 0.10 | 137.127 | 137.498 | 136.518 | ||
| 63 | 2022.12.16 11:00 | modify | 18 | 0.10 | 137.918 | 137.498 | 136.518 | ||
| 64 | 2022.12.16 17:00 | t/p | 18 | 0.10 | 136.518 | 137.498 | 136.518 | 100.94 | 10837.15 |
| 65 | 2022.12.16 17:00 | t/p | 19 | 0.10 | 136.518 | 137.498 | 136.518 | 44.59 | 10881.74 |
| 66 | 2022.12.20 17:00 | buy | 20 | 0.10 | 131.094 | 0.000 | 0.000 | ||
| 67 | 2022.12.20 17:00 | modify | 20 | 0.10 | 131.094 | 130.294 | 132.494 | ||
| 68 | 2022.12.21 05:00 | buy | 21 | 0.10 | 132.239 | 0.000 | 0.000 | ||
| 69 | 2022.12.21 05:00 | modify | 21 | 0.10 | 132.239 | 131.584 | 132.494 | ||
| 70 | 2022.12.21 05:00 | modify | 20 | 0.10 | 131.094 | 131.584 | 132.494 | ||
| 71 | 2022.12.21 09:00 | s/l | 20 | 0.10 | 131.584 | 131.584 | 132.494 | 38.48 | 10920.22 |
| 72 | 2022.12.21 09:00 | s/l | 21 | 0.10 | 131.584 | 131.584 | 132.494 | -49.78 | 10870.44 |
| 73 | 2023.01.12 14:00 | buy | 22 | 0.10 | 129.673 | 0.000 | 0.000 | ||
| 74 | 2023.01.12 14:00 | modify | 22 | 0.10 | 129.673 | 128.873 | 131.073 | ||
| 75 | 2023.01.12 19:00 | s/l | 22 | 0.10 | 128.873 | 128.873 | 131.073 | -61.94 | 10808.50 |
| 76 | 2023.01.20 14:00 | sell | 23 | 0.10 | 130.602 | 0.000 | 0.000 | ||
| 77 | 2023.01.20 14:00 | modify | 23 | 0.10 | 130.602 | 131.402 | 129.202 | ||
| 78 | 2023.01.22 22:00 | sell | 24 | 0.10 | 129.459 | 0.000 | 0.000 | ||
| 79 | 2023.01.22 22:00 | modify | 24 | 0.10 | 129.459 | 130.112 | 129.202 | ||
| 80 | 2023.01.22 22:00 | modify | 23 | 0.10 | 130.602 | 130.112 | 129.202 | ||
| 81 | 2023.01.23 02:00 | t/p | 23 | 0.10 | 129.202 | 130.112 | 129.202 | 106.77 | 10915.26 |
| 82 | 2023.01.23 02:00 | t/p | 24 | 0.10 | 129.202 | 130.112 | 129.202 | 18.33 | 10933.59 |
| 83 | 2023.02.24 15:00 | sell | 25 | 0.10 | 136.177 | 0.000 | 0.000 | ||
| 84 | 2023.02.24 15:00 | modify | 25 | 0.10 | 136.177 | 136.977 | 134.777 | ||
| 85 | 2023.03.02 14:00 | s/l | 25 | 0.10 | 136.977 | 136.977 | 134.777 | -67.74 | 10865.84 |