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 20:00 (2022.04.01 - 2023.04.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 158180 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1219.78 | Gross profit | 1634.59 | Gross loss | -414.81 |
| Profit factor | 3.94 | Expected payoff | 32.10 | ||
| Absolute drawdown | 44.92 | Maximal drawdown | 185.29 (1.72%) | Relative drawdown | 1.72% (185.29) |
| Total trades | 38 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 26 (65.38%) |
| Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
| Largest | profit trade | 109.44 | loss trade | -60.47 | |
| Average | profit trade | 58.38 | loss trade | -41.48 | |
| Maximum | consecutive wins (profit in money) | 11 (658.01) | consecutive losses (loss in money) | 3 (-167.46) | |
| Maximal | consecutive profit (count of wins) | 658.01 (11) | consecutive loss (count of losses) | -167.46 (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 02:10 | buy | 2 | 0.10 | 129.120 | 0.000 | 0.000 | ||
| 4 | 2022.05.13 02:10 | modify | 2 | 0.10 | 129.120 | 128.469 | 129.379 | ||
| 5 | 2022.05.13 02:10 | modify | 1 | 0.10 | 127.979 | 128.469 | 129.379 | ||
| 6 | 2022.05.13 06:17 | buy | 3 | 0.10 | 128.757 | 0.000 | 0.000 | ||
| 7 | 2022.05.13 06:17 | modify | 3 | 0.10 | 128.757 | 128.399 | 129.379 | ||
| 8 | 2022.05.13 06:20 | modify | 3 | 0.10 | 128.757 | 128.469 | 129.379 | ||
| 9 | 2022.05.13 06:56 | buy | 4 | 0.10 | 128.693 | 0.000 | 0.000 | ||
| 10 | 2022.05.13 06:56 | modify | 4 | 0.10 | 128.693 | 128.049 | 129.379 | ||
| 11 | 2022.05.13 06:59 | modify | 4 | 0.10 | 128.693 | 128.469 | 129.379 | ||
| 12 | 2022.05.13 13:50 | t/p | 1 | 0.10 | 129.379 | 128.469 | 129.379 | 109.44 | 10109.44 |
| 13 | 2022.05.13 13:50 | t/p | 2 | 0.10 | 129.379 | 128.469 | 129.379 | 20.02 | 10129.46 |
| 14 | 2022.05.13 13:50 | t/p | 3 | 0.10 | 129.379 | 128.469 | 129.379 | 48.07 | 10177.53 |
| 15 | 2022.05.13 13:50 | t/p | 4 | 0.10 | 129.379 | 128.469 | 129.379 | 53.02 | 10230.55 |
| 16 | 2022.06.16 16:00 | buy | 5 | 0.10 | 131.698 | 0.000 | 0.000 | ||
| 17 | 2022.06.16 16:00 | modify | 5 | 0.10 | 131.698 | 130.898 | 133.098 | ||
| 18 | 2022.06.16 22:20 | buy | 6 | 0.10 | 132.416 | 0.000 | 0.000 | ||
| 19 | 2022.06.16 22:20 | modify | 6 | 0.10 | 132.416 | 131.768 | 133.098 | ||
| 20 | 2022.06.16 22:20 | modify | 5 | 0.10 | 131.698 | 131.768 | 133.098 | ||
| 21 | 2022.06.17 00:10 | buy | 7 | 0.10 | 132.483 | 0.000 | 0.000 | ||
| 22 | 2022.06.17 00:10 | modify | 7 | 0.10 | 132.483 | 132.118 | 133.098 | ||
| 23 | 2022.06.17 00:10 | modify | 6 | 0.10 | 132.416 | 132.118 | 133.098 | ||
| 24 | 2022.06.17 00:10 | modify | 5 | 0.10 | 131.698 | 132.118 | 133.098 | ||
| 25 | 2022.06.17 00:40 | t/p | 5 | 0.10 | 133.098 | 132.118 | 133.098 | 106.40 | 10336.95 |
| 26 | 2022.06.17 00:40 | t/p | 6 | 0.10 | 133.098 | 132.118 | 133.098 | 52.47 | 10389.42 |
| 27 | 2022.06.17 00:40 | t/p | 7 | 0.10 | 133.098 | 132.118 | 133.098 | 46.20 | 10435.62 |
| 28 | 2022.07.22 14:00 | buy | 8 | 0.10 | 136.052 | 0.000 | 0.000 | ||
| 29 | 2022.07.22 14:00 | modify | 8 | 0.10 | 136.052 | 135.252 | 137.452 | ||
| 30 | 2022.07.25 12:20 | buy | 9 | 0.10 | 136.774 | 0.000 | 0.000 | ||
| 31 | 2022.07.25 12:20 | modify | 9 | 0.10 | 136.774 | 136.122 | 137.452 | ||
| 32 | 2022.07.25 12:20 | modify | 8 | 0.10 | 136.052 | 136.122 | 137.452 | ||
| 33 | 2022.07.26 19:20 | buy | 10 | 0.10 | 136.839 | 0.000 | 0.000 | ||
| 34 | 2022.07.26 19:20 | modify | 10 | 0.10 | 136.839 | 136.472 | 137.452 | ||
| 35 | 2022.07.26 19:20 | modify | 9 | 0.10 | 136.774 | 136.472 | 137.452 | ||
| 36 | 2022.07.26 19:20 | modify | 8 | 0.10 | 136.052 | 136.472 | 137.452 | ||
| 37 | 2022.07.27 14:20 | buy | 11 | 0.10 | 137.188 | 0.000 | 0.000 | ||
| 38 | 2022.07.27 14:20 | modify | 11 | 0.10 | 137.188 | 136.542 | 137.452 | ||
| 39 | 2022.07.27 14:20 | modify | 10 | 0.10 | 136.839 | 136.542 | 137.452 | ||
| 40 | 2022.07.27 14:20 | modify | 9 | 0.10 | 136.774 | 136.542 | 137.452 | ||
| 41 | 2022.07.27 14:20 | modify | 8 | 0.10 | 136.052 | 136.542 | 137.452 | ||
| 42 | 2022.07.27 18:37 | t/p | 8 | 0.10 | 137.452 | 136.542 | 137.452 | 105.56 | 10541.18 |
| 43 | 2022.07.27 18:37 | t/p | 9 | 0.10 | 137.452 | 136.542 | 137.452 | 51.80 | 10592.98 |
| 44 | 2022.07.27 18:37 | t/p | 10 | 0.10 | 137.452 | 136.542 | 137.452 | 45.83 | 10638.81 |
| 45 | 2022.07.27 18:37 | t/p | 11 | 0.10 | 137.452 | 136.542 | 137.452 | 19.20 | 10658.01 |
| 46 | 2022.08.10 13:00 | buy | 12 | 0.10 | 133.172 | 0.000 | 0.000 | ||
| 47 | 2022.08.10 13:00 | modify | 12 | 0.10 | 133.172 | 132.372 | 134.572 | ||
| 48 | 2022.08.10 14:15 | s/l | 12 | 0.10 | 132.372 | 132.372 | 134.572 | -60.47 | 10597.54 |
| 49 | 2022.09.09 11:00 | buy | 13 | 0.10 | 141.709 | 0.000 | 0.000 | ||
| 50 | 2022.09.09 11:00 | modify | 13 | 0.10 | 141.709 | 140.909 | 143.109 | ||
| 51 | 2022.09.09 12:16 | buy | 14 | 0.10 | 142.851 | 0.000 | 0.000 | ||
| 52 | 2022.09.09 12:16 | modify | 14 | 0.10 | 142.851 | 142.199 | 143.109 | ||
| 53 | 2022.09.09 12:16 | modify | 13 | 0.10 | 141.709 | 142.199 | 143.109 | ||
| 54 | 2022.09.09 12:46 | s/l | 13 | 0.10 | 142.199 | 142.199 | 143.109 | 34.46 | 10632.00 |
| 55 | 2022.09.09 12:46 | s/l | 14 | 0.10 | 142.199 | 142.199 | 143.109 | -45.86 | 10586.14 |
| 56 | 2022.09.13 13:00 | sell | 15 | 0.10 | 144.407 | 0.000 | 0.000 | ||
| 57 | 2022.09.13 13:00 | modify | 15 | 0.10 | 144.407 | 145.207 | 143.007 | ||
| 58 | 2022.09.14 06:15 | sell | 16 | 0.10 | 143.682 | 0.000 | 0.000 | ||
| 59 | 2022.09.14 06:15 | modify | 16 | 0.10 | 143.682 | 144.337 | 143.007 | ||
| 60 | 2022.09.14 06:15 | modify | 15 | 0.10 | 144.407 | 144.337 | 143.007 | ||
| 61 | 2022.09.14 07:20 | sell | 17 | 0.10 | 143.283 | 0.000 | 0.000 | ||
| 62 | 2022.09.14 07:20 | modify | 17 | 0.10 | 143.283 | 143.917 | 143.007 | ||
| 63 | 2022.09.14 07:20 | modify | 16 | 0.10 | 143.682 | 143.917 | 143.007 | ||
| 64 | 2022.09.14 07:20 | modify | 15 | 0.10 | 144.407 | 143.917 | 143.007 | ||
| 65 | 2022.09.14 08:20 | t/p | 15 | 0.10 | 143.007 | 143.917 | 143.007 | 96.39 | 10682.52 |
| 66 | 2022.09.14 08:20 | t/p | 16 | 0.10 | 143.007 | 143.917 | 143.007 | 47.22 | 10729.74 |
| 67 | 2022.09.14 08:20 | t/p | 17 | 0.10 | 143.007 | 143.917 | 143.007 | 19.31 | 10749.05 |
| 68 | 2022.11.10 14:00 | buy | 18 | 0.10 | 143.737 | 0.000 | 0.000 | ||
| 69 | 2022.11.10 14:00 | modify | 18 | 0.10 | 143.737 | 142.937 | 145.137 | ||
| 70 | 2022.11.10 14:40 | s/l | 18 | 0.10 | 142.937 | 142.937 | 145.137 | -56.05 | 10693.00 |
| 71 | 2022.11.11 10:00 | buy | 19 | 0.10 | 140.060 | 0.000 | 0.000 | ||
| 72 | 2022.11.11 10:00 | modify | 19 | 0.10 | 140.060 | 139.260 | 141.460 | ||
| 73 | 2022.11.11 10:20 | s/l | 19 | 0.10 | 139.260 | 139.260 | 141.460 | -57.51 | 10635.49 |
| 74 | 2022.11.23 16:00 | buy | 20 | 0.10 | 139.763 | 0.000 | 0.000 | ||
| 75 | 2022.11.23 16:00 | modify | 20 | 0.10 | 139.763 | 138.963 | 141.163 | ||
| 76 | 2022.11.24 01:20 | s/l | 20 | 0.10 | 138.963 | 138.963 | 141.163 | -53.90 | 10581.59 |
| 77 | 2022.12.02 09:00 | buy | 21 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 78 | 2022.12.02 09:00 | modify | 21 | 0.10 | 133.794 | 132.994 | 135.194 | ||
| 79 | 2022.12.02 13:40 | t/p | 21 | 0.10 | 135.194 | 132.994 | 135.194 | 103.35 | 10684.94 |
| 80 | 2022.12.13 14:00 | buy | 22 | 0.10 | 135.184 | 0.000 | 0.000 | ||
| 81 | 2022.12.13 14:00 | modify | 22 | 0.10 | 135.184 | 134.384 | 136.584 | ||
| 82 | 2022.12.15 05:02 | buy | 23 | 0.10 | 135.893 | 0.000 | 0.000 | ||
| 83 | 2022.12.15 05:02 | modify | 23 | 0.10 | 135.893 | 135.254 | 136.584 | ||
| 84 | 2022.12.15 05:02 | modify | 22 | 0.10 | 135.184 | 135.254 | 136.584 | ||
| 85 | 2022.12.15 09:10 | t/p | 22 | 0.10 | 136.584 | 135.254 | 136.584 | 107.45 | 10792.39 |
| 86 | 2022.12.15 09:10 | t/p | 23 | 0.10 | 136.584 | 135.254 | 136.584 | 50.59 | 10842.98 |
| 87 | 2022.12.15 17:00 | sell | 24 | 0.10 | 137.918 | 0.000 | 0.000 | ||
| 88 | 2022.12.15 17:00 | modify | 24 | 0.10 | 137.918 | 138.718 | 136.518 | ||
| 89 | 2022.12.16 02:57 | sell | 25 | 0.10 | 137.119 | 0.000 | 0.000 | ||
| 90 | 2022.12.16 02:57 | modify | 25 | 0.10 | 137.119 | 137.498 | 136.518 | ||
| 91 | 2022.12.16 02:57 | modify | 24 | 0.10 | 137.918 | 137.498 | 136.518 | ||
| 92 | 2022.12.16 05:12 | sell | 26 | 0.10 | 137.217 | 0.000 | 0.000 | ||
| 93 | 2022.12.16 05:12 | modify | 26 | 0.10 | 137.217 | 137.848 | 136.518 | ||
| 94 | 2022.12.16 05:15 | modify | 26 | 0.10 | 137.217 | 137.498 | 136.518 | ||
| 95 | 2022.12.16 16:50 | t/p | 24 | 0.10 | 136.518 | 137.498 | 136.518 | 101.06 | 10944.04 |
| 96 | 2022.12.16 16:50 | t/p | 25 | 0.10 | 136.518 | 137.498 | 136.518 | 44.05 | 10988.09 |
| 97 | 2022.12.16 16:50 | t/p | 26 | 0.10 | 136.518 | 137.498 | 136.518 | 51.24 | 11039.33 |
| 98 | 2022.12.20 17:00 | buy | 27 | 0.10 | 131.094 | 0.000 | 0.000 | ||
| 99 | 2022.12.20 17:00 | modify | 27 | 0.10 | 131.094 | 130.294 | 132.494 | ||
| 100 | 2022.12.20 20:45 | buy | 28 | 0.10 | 131.803 | 0.000 | 0.000 | ||
| 101 | 2022.12.20 20:45 | modify | 28 | 0.10 | 131.803 | 131.164 | 132.494 | ||
| 102 | 2022.12.20 20:45 | modify | 27 | 0.10 | 131.094 | 131.164 | 132.494 | ||
| 103 | 2022.12.20 23:10 | buy | 29 | 0.10 | 131.867 | 0.000 | 0.000 | ||
| 104 | 2022.12.20 23:10 | modify | 29 | 0.10 | 131.867 | 131.514 | 132.494 | ||
| 105 | 2022.12.20 23:10 | modify | 28 | 0.10 | 131.803 | 131.514 | 132.494 | ||
| 106 | 2022.12.20 23:10 | modify | 27 | 0.10 | 131.094 | 131.514 | 132.494 | ||
| 107 | 2022.12.21 00:50 | s/l | 27 | 0.10 | 131.514 | 131.514 | 132.494 | 33.18 | 11072.51 |
| 108 | 2022.12.21 00:50 | s/l | 28 | 0.10 | 131.514 | 131.514 | 132.494 | -20.74 | 11051.77 |
| 109 | 2022.12.21 00:50 | s/l | 29 | 0.10 | 131.514 | 131.514 | 132.494 | -25.61 | 11026.15 |
| 110 | 2023.01.12 14:00 | buy | 30 | 0.10 | 129.673 | 0.000 | 0.000 | ||
| 111 | 2023.01.12 14:00 | modify | 30 | 0.10 | 129.673 | 128.873 | 131.073 | ||
| 112 | 2023.01.12 14:40 | buy | 31 | 0.10 | 130.400 | 0.000 | 0.000 | ||
| 113 | 2023.01.12 14:40 | modify | 31 | 0.10 | 130.400 | 129.743 | 131.073 | ||
| 114 | 2023.01.12 14:40 | modify | 30 | 0.10 | 129.673 | 129.743 | 131.073 | ||
| 115 | 2023.01.12 14:50 | buy | 32 | 0.10 | 130.812 | 0.000 | 0.000 | ||
| 116 | 2023.01.12 14:50 | modify | 32 | 0.10 | 130.812 | 130.163 | 131.073 | ||
| 117 | 2023.01.12 14:50 | modify | 31 | 0.10 | 130.400 | 130.163 | 131.073 | ||
| 118 | 2023.01.12 14:50 | modify | 30 | 0.10 | 129.673 | 130.163 | 131.073 | ||
| 119 | 2023.01.12 15:20 | s/l | 30 | 0.10 | 130.163 | 130.163 | 131.073 | 37.69 | 11063.84 |
| 120 | 2023.01.12 15:20 | s/l | 31 | 0.10 | 130.163 | 130.163 | 131.073 | -18.23 | 11045.61 |
| 121 | 2023.01.12 15:20 | s/l | 32 | 0.10 | 130.163 | 130.163 | 131.073 | -49.92 | 10995.69 |
| 122 | 2023.01.20 14:00 | sell | 33 | 0.10 | 130.602 | 0.000 | 0.000 | ||
| 123 | 2023.01.20 14:00 | modify | 33 | 0.10 | 130.602 | 131.402 | 129.202 | ||
| 124 | 2023.01.20 15:42 | sell | 34 | 0.10 | 129.805 | 0.000 | 0.000 | ||
| 125 | 2023.01.20 15:42 | modify | 34 | 0.10 | 129.805 | 130.182 | 129.202 | ||
| 126 | 2023.01.20 15:42 | modify | 33 | 0.10 | 130.602 | 130.182 | 129.202 | ||
| 127 | 2023.01.20 15:47 | sell | 35 | 0.10 | 129.900 | 0.000 | 0.000 | ||
| 128 | 2023.01.20 15:47 | modify | 35 | 0.10 | 129.900 | 130.532 | 129.202 | ||
| 129 | 2023.01.20 15:50 | modify | 35 | 0.10 | 129.900 | 130.182 | 129.202 | ||
| 130 | 2023.01.20 18:20 | sell | 36 | 0.10 | 129.479 | 0.000 | 0.000 | ||
| 131 | 2023.01.20 18:20 | modify | 36 | 0.10 | 129.479 | 130.112 | 129.202 | ||
| 132 | 2023.01.20 18:20 | modify | 34 | 0.10 | 129.805 | 130.112 | 129.202 | ||
| 133 | 2023.01.20 18:20 | modify | 35 | 0.10 | 129.900 | 130.112 | 129.202 | ||
| 134 | 2023.01.20 18:20 | modify | 33 | 0.10 | 130.602 | 130.112 | 129.202 | ||
| 135 | 2023.01.23 01:20 | t/p | 33 | 0.10 | 129.202 | 130.112 | 129.202 | 106.86 | 11102.55 |
| 136 | 2023.01.23 01:20 | t/p | 34 | 0.10 | 129.202 | 130.112 | 129.202 | 45.14 | 11147.69 |
| 137 | 2023.01.23 01:20 | t/p | 35 | 0.10 | 129.202 | 130.112 | 129.202 | 52.49 | 11200.17 |
| 138 | 2023.01.23 01:20 | t/p | 36 | 0.10 | 129.202 | 130.112 | 129.202 | 19.89 | 11220.06 |
| 139 | 2023.02.24 15:00 | sell | 37 | 0.10 | 136.177 | 0.000 | 0.000 | ||
| 140 | 2023.02.24 15:00 | modify | 37 | 0.10 | 136.177 | 136.977 | 134.777 | ||
| 141 | 2023.03.01 11:20 | sell | 38 | 0.10 | 135.397 | 0.000 | 0.000 | ||
| 142 | 2023.03.01 11:20 | modify | 38 | 0.10 | 135.397 | 135.757 | 134.777 | ||
| 143 | 2023.03.01 11:20 | modify | 37 | 0.10 | 136.177 | 135.757 | 134.777 | ||
| 144 | 2023.03.01 13:20 | s/l | 37 | 0.10 | 135.757 | 135.757 | 134.777 | 26.24 | 11246.30 |
| 145 | 2023.03.01 13:20 | s/l | 38 | 0.10 | 135.757 | 135.757 | 134.777 | -26.52 | 11219.78 |