Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
| 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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=8; 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 | 7240 | Ticks modelled | 13479 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 751.30 | Gross profit | 1527.01 | Gross loss | -775.71 |
| Profit factor | 1.97 | Expected payoff | 17.47 | ||
| Absolute drawdown | 264.73 | Maximal drawdown | 297.75 (2.97%) | Relative drawdown | 2.97% (297.75) |
| Total trades | 43 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 23 (60.87%) |
| Profit trades (% of total) | 25 (58.14%) | Loss trades (% of total) | 18 (41.86%) | ||
| Largest | profit trade | 105.85 | loss trade | -72.68 | |
| Average | profit trade | 61.08 | loss trade | -43.09 | |
| Maximum | consecutive wins (profit in money) | 5 (343.80) | consecutive losses (loss in money) | 4 (-167.31) | |
| Maximal | consecutive profit (count of wins) | 343.80 (5) | consecutive loss (count of losses) | -203.09 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.05 15:00 | sell | 1 | 0.10 | 130.242 | 0.000 | 0.000 | ||
| 2 | 2022.05.05 15:00 | modify | 1 | 0.10 | 130.242 | 131.142 | 128.842 | ||
| 3 | 2022.05.09 07:00 | s/l | 1 | 0.10 | 131.142 | 131.142 | 128.842 | -71.48 | 9928.52 |
| 4 | 2022.05.24 16:00 | buy | 2 | 0.10 | 126.587 | 0.000 | 0.000 | ||
| 5 | 2022.05.24 16:00 | modify | 2 | 0.10 | 126.587 | 125.687 | 127.987 | ||
| 6 | 2022.05.25 13:00 | buy | 3 | 0.10 | 127.085 | 0.000 | 0.000 | ||
| 7 | 2022.05.25 13:00 | modify | 3 | 0.10 | 127.085 | 126.657 | 127.987 | ||
| 8 | 2022.05.25 13:00 | modify | 2 | 0.10 | 126.587 | 126.657 | 127.987 | ||
| 9 | 2022.05.26 08:00 | s/l | 2 | 0.10 | 126.657 | 126.657 | 127.987 | 10.19 | 9938.71 |
| 10 | 2022.05.26 08:00 | s/l | 3 | 0.10 | 126.657 | 126.657 | 127.987 | -30.32 | 9908.39 |
| 11 | 2022.05.26 09:00 | buy | 4 | 0.10 | 126.712 | 0.000 | 0.000 | ||
| 12 | 2022.05.26 09:00 | modify | 4 | 0.10 | 126.712 | 125.812 | 128.112 | ||
| 13 | 2022.05.26 13:00 | buy | 5 | 0.10 | 127.205 | 0.000 | 0.000 | ||
| 14 | 2022.05.26 13:00 | modify | 5 | 0.10 | 127.205 | 126.782 | 128.112 | ||
| 15 | 2022.05.26 13:00 | modify | 4 | 0.10 | 126.712 | 126.782 | 128.112 | ||
| 16 | 2022.05.26 15:00 | buy | 6 | 0.10 | 127.354 | 0.000 | 0.000 | ||
| 17 | 2022.05.26 15:00 | modify | 6 | 0.10 | 127.354 | 127.132 | 128.112 | ||
| 18 | 2022.05.26 15:00 | modify | 5 | 0.10 | 127.205 | 127.132 | 128.112 | ||
| 19 | 2022.05.26 15:00 | modify | 4 | 0.10 | 126.712 | 127.132 | 128.112 | ||
| 20 | 2022.05.26 20:00 | s/l | 4 | 0.10 | 127.132 | 127.132 | 128.112 | 33.04 | 9941.43 |
| 21 | 2022.05.26 20:00 | s/l | 5 | 0.10 | 127.132 | 127.132 | 128.112 | -5.75 | 9935.68 |
| 22 | 2022.05.26 20:00 | s/l | 6 | 0.10 | 127.132 | 127.132 | 128.112 | -17.47 | 9918.21 |
| 23 | 2022.05.30 14:00 | sell | 7 | 0.10 | 127.721 | 0.000 | 0.000 | ||
| 24 | 2022.05.30 14:00 | modify | 7 | 0.10 | 127.721 | 128.621 | 126.321 | ||
| 25 | 2022.05.31 13:00 | s/l | 7 | 0.10 | 128.621 | 128.621 | 126.321 | -71.41 | 9846.80 |
| 26 | 2022.06.08 10:00 | sell | 8 | 0.10 | 133.779 | 0.000 | 0.000 | ||
| 27 | 2022.06.08 10:00 | modify | 8 | 0.10 | 133.779 | 134.679 | 132.379 | ||
| 28 | 2022.06.12 23:00 | s/l | 8 | 0.10 | 134.679 | 134.679 | 132.379 | -72.68 | 9774.12 |
| 29 | 2022.06.21 14:00 | sell | 9 | 0.10 | 136.164 | 0.000 | 0.000 | ||
| 30 | 2022.06.21 14:00 | modify | 9 | 0.10 | 136.164 | 137.064 | 134.764 | ||
| 31 | 2022.06.23 14:00 | t/p | 9 | 0.10 | 134.764 | 137.064 | 134.764 | 98.34 | 9872.45 |
| 32 | 2022.07.14 09:00 | sell | 10 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 33 | 2022.07.14 09:00 | modify | 10 | 0.10 | 139.075 | 139.975 | 137.675 | ||
| 34 | 2022.07.15 13:00 | sell | 11 | 0.10 | 138.576 | 0.000 | 0.000 | ||
| 35 | 2022.07.15 13:00 | modify | 11 | 0.10 | 138.576 | 139.005 | 137.675 | ||
| 36 | 2022.07.15 13:00 | modify | 10 | 0.10 | 139.075 | 139.005 | 137.675 | ||
| 37 | 2022.07.17 23:00 | sell | 12 | 0.10 | 138.441 | 0.000 | 0.000 | ||
| 38 | 2022.07.17 23:00 | modify | 12 | 0.10 | 138.441 | 138.655 | 137.675 | ||
| 39 | 2022.07.17 23:00 | modify | 11 | 0.10 | 138.576 | 138.655 | 137.675 | ||
| 40 | 2022.07.17 23:00 | modify | 10 | 0.10 | 139.075 | 138.655 | 137.675 | ||
| 41 | 2022.07.19 09:00 | t/p | 10 | 0.10 | 137.675 | 138.655 | 137.675 | 97.22 | 9969.68 |
| 42 | 2022.07.19 09:00 | t/p | 11 | 0.10 | 137.675 | 138.655 | 137.675 | 62.46 | 10032.14 |
| 43 | 2022.07.19 09:00 | t/p | 12 | 0.10 | 137.675 | 138.655 | 137.675 | 52.66 | 10084.80 |
| 44 | 2022.07.22 15:00 | buy | 13 | 0.10 | 136.110 | 0.000 | 0.000 | ||
| 45 | 2022.07.22 15:00 | modify | 13 | 0.10 | 136.110 | 135.210 | 137.510 | ||
| 46 | 2022.07.25 16:00 | buy | 14 | 0.10 | 136.755 | 0.000 | 0.000 | ||
| 47 | 2022.07.25 16:00 | modify | 14 | 0.10 | 136.755 | 136.530 | 137.510 | ||
| 48 | 2022.07.25 16:00 | modify | 13 | 0.10 | 136.110 | 136.530 | 137.510 | ||
| 49 | 2022.07.26 00:00 | s/l | 13 | 0.10 | 136.530 | 136.530 | 137.510 | 33.12 | 10117.92 |
| 50 | 2022.07.26 00:00 | s/l | 14 | 0.10 | 136.530 | 136.530 | 137.510 | -15.33 | 10102.60 |
| 51 | 2022.08.15 14:00 | buy | 15 | 0.10 | 132.769 | 0.000 | 0.000 | ||
| 52 | 2022.08.15 14:00 | modify | 15 | 0.10 | 132.769 | 131.869 | 134.169 | ||
| 53 | 2022.08.16 02:00 | buy | 16 | 0.10 | 133.405 | 0.000 | 0.000 | ||
| 54 | 2022.08.16 02:00 | modify | 16 | 0.10 | 133.405 | 133.189 | 134.169 | ||
| 55 | 2022.08.16 02:00 | modify | 15 | 0.10 | 132.769 | 133.189 | 134.169 | ||
| 56 | 2022.08.16 10:00 | t/p | 15 | 0.10 | 134.169 | 133.189 | 134.169 | 105.52 | 10208.12 |
| 57 | 2022.08.16 10:00 | t/p | 16 | 0.10 | 134.169 | 133.189 | 134.169 | 56.95 | 10265.07 |
| 58 | 2022.08.16 14:00 | sell | 17 | 0.10 | 134.508 | 0.000 | 0.000 | ||
| 59 | 2022.08.16 14:00 | modify | 17 | 0.10 | 134.508 | 135.408 | 133.108 | ||
| 60 | 2022.08.17 13:00 | s/l | 17 | 0.10 | 135.408 | 135.408 | 133.108 | -68.07 | 10197.00 |
| 61 | 2022.08.17 13:00 | sell | 18 | 0.10 | 135.104 | 0.000 | 0.000 | ||
| 62 | 2022.08.17 13:00 | modify | 18 | 0.10 | 135.104 | 136.004 | 133.704 | ||
| 63 | 2022.08.19 01:00 | s/l | 18 | 0.10 | 136.004 | 136.004 | 133.704 | -71.90 | 10125.10 |
| 64 | 2022.09.06 10:00 | sell | 19 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 65 | 2022.09.06 10:00 | modify | 19 | 0.10 | 141.660 | 142.560 | 140.260 | ||
| 66 | 2022.09.06 14:00 | s/l | 19 | 0.10 | 142.560 | 142.560 | 140.260 | -63.12 | 10061.98 |
| 67 | 2022.09.09 10:00 | buy | 20 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 68 | 2022.09.09 10:00 | modify | 20 | 0.10 | 142.033 | 141.133 | 143.433 | ||
| 69 | 2022.09.11 23:00 | buy | 21 | 0.10 | 142.686 | 0.000 | 0.000 | ||
| 70 | 2022.09.11 23:00 | modify | 21 | 0.10 | 142.686 | 142.453 | 143.433 | ||
| 71 | 2022.09.11 23:00 | modify | 20 | 0.10 | 142.033 | 142.453 | 143.433 | ||
| 72 | 2022.09.12 02:00 | s/l | 20 | 0.10 | 142.453 | 142.453 | 143.433 | 30.63 | 10092.61 |
| 73 | 2022.09.12 02:00 | s/l | 21 | 0.10 | 142.453 | 142.453 | 143.433 | -15.19 | 10077.42 |
| 74 | 2022.09.13 14:00 | sell | 22 | 0.10 | 144.110 | 0.000 | 0.000 | ||
| 75 | 2022.09.13 14:00 | modify | 22 | 0.10 | 144.110 | 145.010 | 142.710 | ||
| 76 | 2022.09.14 07:00 | sell | 23 | 0.10 | 143.611 | 0.000 | 0.000 | ||
| 77 | 2022.09.14 07:00 | modify | 23 | 0.10 | 143.611 | 144.040 | 142.710 | ||
| 78 | 2022.09.14 07:00 | modify | 22 | 0.10 | 144.110 | 144.040 | 142.710 | ||
| 79 | 2022.09.14 14:00 | t/p | 22 | 0.10 | 142.710 | 144.040 | 142.710 | 96.48 | 10173.91 |
| 80 | 2022.09.14 14:00 | t/p | 23 | 0.10 | 142.710 | 144.040 | 142.710 | 63.04 | 10236.95 |
| 81 | 2022.10.21 13:00 | sell | 24 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 82 | 2022.10.21 13:00 | modify | 24 | 0.10 | 151.473 | 152.373 | 150.073 | ||
| 83 | 2022.10.21 15:00 | t/p | 24 | 0.10 | 150.073 | 152.373 | 150.073 | 93.26 | 10330.21 |
| 84 | 2022.10.25 15:00 | buy | 25 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 85 | 2022.10.25 15:00 | modify | 25 | 0.10 | 147.852 | 146.952 | 149.252 | ||
| 86 | 2022.10.26 03:00 | buy | 26 | 0.10 | 148.350 | 0.000 | 0.000 | ||
| 87 | 2022.10.26 03:00 | modify | 26 | 0.10 | 148.350 | 147.922 | 149.252 | ||
| 88 | 2022.10.26 03:00 | modify | 25 | 0.10 | 147.852 | 147.922 | 149.252 | ||
| 89 | 2022.10.26 07:00 | s/l | 25 | 0.10 | 147.922 | 147.922 | 149.252 | 5.89 | 10336.10 |
| 90 | 2022.10.26 07:00 | s/l | 26 | 0.10 | 147.922 | 147.922 | 149.252 | -28.96 | 10307.14 |
| 91 | 2022.11.09 15:00 | sell | 27 | 0.10 | 146.399 | 0.000 | 0.000 | ||
| 92 | 2022.11.09 15:00 | modify | 27 | 0.10 | 146.399 | 147.299 | 144.999 | ||
| 93 | 2022.11.10 14:00 | t/p | 27 | 0.10 | 144.999 | 147.299 | 144.999 | 92.99 | 10400.13 |
| 94 | 2022.11.17 15:00 | sell | 28 | 0.10 | 140.486 | 0.000 | 0.000 | ||
| 95 | 2022.11.17 15:00 | modify | 28 | 0.10 | 140.486 | 141.386 | 139.086 | ||
| 96 | 2022.11.21 10:00 | s/l | 28 | 0.10 | 141.386 | 141.386 | 139.086 | -66.39 | 10333.75 |
| 97 | 2022.11.21 11:00 | sell | 29 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 98 | 2022.11.21 11:00 | modify | 29 | 0.10 | 141.650 | 142.550 | 140.250 | ||
| 99 | 2022.11.23 00:00 | sell | 30 | 0.10 | 141.159 | 0.000 | 0.000 | ||
| 100 | 2022.11.23 00:00 | modify | 30 | 0.10 | 141.159 | 141.580 | 140.250 | ||
| 101 | 2022.11.23 00:00 | modify | 29 | 0.10 | 141.650 | 141.580 | 140.250 | ||
| 102 | 2022.11.23 11:00 | s/l | 29 | 0.10 | 141.580 | 141.580 | 140.250 | 2.01 | 10335.76 |
| 103 | 2022.11.23 11:00 | s/l | 30 | 0.10 | 141.580 | 141.580 | 140.250 | -29.76 | 10306.00 |
| 104 | 2022.11.28 10:00 | buy | 31 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 105 | 2022.11.28 10:00 | modify | 31 | 0.10 | 137.799 | 136.899 | 139.199 | ||
| 106 | 2022.11.28 23:00 | buy | 32 | 0.10 | 138.920 | 0.000 | 0.000 | ||
| 107 | 2022.11.28 23:00 | modify | 32 | 0.10 | 138.920 | 138.289 | 139.199 | ||
| 108 | 2022.11.28 23:00 | modify | 31 | 0.10 | 137.799 | 138.289 | 139.199 | ||
| 109 | 2022.11.29 02:00 | t/p | 31 | 0.10 | 139.199 | 138.289 | 139.199 | 102.06 | 10408.06 |
| 110 | 2022.11.29 02:00 | t/p | 32 | 0.10 | 139.199 | 138.289 | 139.199 | 21.27 | 10429.34 |
| 111 | 2022.12.05 10:00 | sell | 33 | 0.10 | 135.230 | 0.000 | 0.000 | ||
| 112 | 2022.12.05 10:00 | modify | 33 | 0.10 | 135.230 | 136.130 | 133.830 | ||
| 113 | 2022.12.05 16:00 | s/l | 33 | 0.10 | 136.130 | 136.130 | 133.830 | -66.01 | 10363.33 |
| 114 | 2022.12.19 15:00 | sell | 34 | 0.10 | 136.639 | 0.000 | 0.000 | ||
| 115 | 2022.12.19 15:00 | modify | 34 | 0.10 | 136.639 | 137.539 | 135.239 | ||
| 116 | 2022.12.20 04:00 | t/p | 34 | 0.10 | 135.239 | 137.539 | 135.239 | 103.42 | 10466.75 |
| 117 | 2023.01.18 15:00 | buy | 35 | 0.10 | 128.159 | 0.000 | 0.000 | ||
| 118 | 2023.01.18 15:00 | modify | 35 | 0.10 | 128.159 | 127.259 | 129.559 | ||
| 119 | 2023.01.19 13:00 | buy | 36 | 0.10 | 128.658 | 0.000 | 0.000 | ||
| 120 | 2023.01.19 13:00 | modify | 36 | 0.10 | 128.658 | 128.229 | 129.559 | ||
| 121 | 2023.01.19 13:00 | modify | 35 | 0.10 | 128.159 | 128.229 | 129.559 | ||
| 122 | 2023.01.19 15:00 | s/l | 35 | 0.10 | 128.229 | 128.229 | 129.559 | 8.94 | 10475.69 |
| 123 | 2023.01.19 15:00 | s/l | 36 | 0.10 | 128.229 | 128.229 | 129.559 | -33.43 | 10442.26 |
| 124 | 2023.01.25 13:00 | buy | 37 | 0.10 | 129.728 | 0.000 | 0.000 | ||
| 125 | 2023.01.25 13:00 | modify | 37 | 0.10 | 129.728 | 128.828 | 131.128 | ||
| 126 | 2023.01.30 17:00 | buy | 38 | 0.10 | 130.377 | 0.000 | 0.000 | ||
| 127 | 2023.01.30 17:00 | modify | 38 | 0.10 | 130.377 | 130.148 | 131.128 | ||
| 128 | 2023.01.30 17:00 | modify | 37 | 0.10 | 129.728 | 130.148 | 131.128 | ||
| 129 | 2023.01.31 02:00 | s/l | 37 | 0.10 | 130.148 | 130.148 | 131.128 | 39.25 | 10481.52 |
| 130 | 2023.01.31 02:00 | s/l | 38 | 0.10 | 130.148 | 130.148 | 131.128 | -16.44 | 10465.08 |
| 131 | 2023.03.01 13:00 | buy | 39 | 0.10 | 135.431 | 0.000 | 0.000 | ||
| 132 | 2023.03.01 13:00 | modify | 39 | 0.10 | 135.431 | 134.531 | 136.831 | ||
| 133 | 2023.03.02 08:00 | t/p | 39 | 0.10 | 136.831 | 134.531 | 136.831 | 105.85 | 10570.93 |
| 134 | 2023.03.21 13:00 | sell | 40 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 135 | 2023.03.21 13:00 | modify | 40 | 0.10 | 132.233 | 133.133 | 130.833 | ||
| 136 | 2023.03.23 02:00 | t/p | 40 | 0.10 | 130.833 | 133.133 | 130.833 | 101.07 | 10672.00 |
| 137 | 2023.04.03 16:00 | buy | 41 | 0.10 | 132.388 | 0.000 | 0.000 | ||
| 138 | 2023.04.03 16:00 | modify | 41 | 0.10 | 132.388 | 131.488 | 133.788 | ||
| 139 | 2023.04.04 04:00 | buy | 42 | 0.10 | 132.880 | 0.000 | 0.000 | ||
| 140 | 2023.04.04 04:00 | modify | 42 | 0.10 | 132.880 | 132.458 | 133.788 | ||
| 141 | 2023.04.04 04:00 | modify | 41 | 0.10 | 132.388 | 132.458 | 133.788 | ||
| 142 | 2023.04.04 15:00 | s/l | 41 | 0.10 | 132.458 | 132.458 | 133.788 | 6.47 | 10678.47 |
| 143 | 2023.04.04 15:00 | s/l | 42 | 0.10 | 132.458 | 132.458 | 133.788 | -32.01 | 10646.46 |
| 144 | 2023.04.10 09:00 | buy | 43 | 0.10 | 132.107 | 0.000 | 0.000 | ||
| 145 | 2023.04.10 09:00 | modify | 43 | 0.10 | 132.107 | 131.207 | 133.507 | ||
| 146 | 2023.04.10 14:00 | t/p | 43 | 0.10 | 133.507 | 131.207 | 133.507 | 104.84 | 10751.30 |