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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=15; 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 | 412.75 | Gross profit | 2039.53 | Gross loss | -1626.78 |
| Profit factor | 1.25 | Expected payoff | 9.60 | ||
| Absolute drawdown | 441.08 | Maximal drawdown | 620.55 (6.10%) | Relative drawdown | 6.10% (620.55) |
| Total trades | 43 | Short positions (won %) | 29 (51.72%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 24 (55.81%) | Loss trades (% of total) | 19 (44.19%) | ||
| Largest | profit trade | 120.50 | loss trade | -108.87 | |
| Average | profit trade | 84.98 | loss trade | -85.62 | |
| Maximum | consecutive wins (profit in money) | 8 (766.24) | consecutive losses (loss in money) | 5 (-518.54) | |
| Maximal | consecutive profit (count of wins) | 766.24 (8) | consecutive loss (count of losses) | -518.54 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.26 09:00 | buy | 1 | 0.10 | 126.712 | 0.000 | 0.000 | ||
| 2 | 2022.05.26 09:00 | modify | 1 | 0.10 | 126.712 | 125.312 | 128.212 | ||
| 3 | 2022.05.31 01:00 | t/p | 1 | 0.10 | 128.212 | 125.312 | 128.212 | 120.50 | 10120.50 |
| 4 | 2022.06.03 12:00 | sell | 2 | 0.10 | 130.131 | 0.000 | 0.000 | ||
| 5 | 2022.06.03 12:00 | modify | 2 | 0.10 | 130.131 | 131.531 | 128.631 | ||
| 6 | 2022.06.06 16:00 | s/l | 2 | 0.10 | 131.531 | 131.531 | 128.631 | -107.87 | 10012.63 |
| 7 | 2022.06.07 06:00 | sell | 3 | 0.10 | 132.891 | 0.000 | 0.000 | ||
| 8 | 2022.06.07 06:00 | modify | 3 | 0.10 | 132.891 | 134.291 | 131.391 | ||
| 9 | 2022.06.08 13:00 | s/l | 3 | 0.10 | 134.291 | 134.291 | 131.391 | -105.70 | 9906.93 |
| 10 | 2022.06.15 08:00 | buy | 4 | 0.10 | 134.732 | 0.000 | 0.000 | ||
| 11 | 2022.06.15 08:00 | modify | 4 | 0.10 | 134.732 | 133.332 | 136.232 | ||
| 12 | 2022.06.16 09:00 | s/l | 4 | 0.10 | 133.332 | 133.332 | 136.232 | -101.59 | 9805.35 |
| 13 | 2022.06.21 14:00 | sell | 5 | 0.10 | 136.164 | 0.000 | 0.000 | ||
| 14 | 2022.06.21 14:00 | modify | 5 | 0.10 | 136.164 | 137.564 | 134.664 | ||
| 15 | 2022.06.23 03:00 | sell | 6 | 0.10 | 135.317 | 0.000 | 0.000 | ||
| 16 | 2022.06.23 03:00 | modify | 6 | 0.10 | 135.317 | 135.714 | 134.664 | ||
| 17 | 2022.06.23 03:00 | modify | 5 | 0.10 | 136.164 | 135.714 | 134.664 | ||
| 18 | 2022.06.23 07:00 | s/l | 5 | 0.10 | 135.714 | 135.714 | 134.664 | 27.26 | 9832.60 |
| 19 | 2022.06.23 07:00 | s/l | 6 | 0.10 | 135.714 | 135.714 | 134.664 | -29.23 | 9803.37 |
| 20 | 2022.06.29 11:00 | sell | 7 | 0.10 | 136.502 | 0.000 | 0.000 | ||
| 21 | 2022.06.29 11:00 | modify | 7 | 0.10 | 136.502 | 137.902 | 135.002 | ||
| 22 | 2022.06.30 17:00 | sell | 8 | 0.10 | 135.669 | 0.000 | 0.000 | ||
| 23 | 2022.06.30 17:00 | modify | 8 | 0.10 | 135.669 | 136.052 | 135.002 | ||
| 24 | 2022.06.30 17:00 | modify | 7 | 0.10 | 136.502 | 136.052 | 135.002 | ||
| 25 | 2022.07.01 06:00 | t/p | 7 | 0.10 | 135.002 | 136.052 | 135.002 | 105.23 | 9908.60 |
| 26 | 2022.07.01 06:00 | t/p | 8 | 0.10 | 135.002 | 136.052 | 135.002 | 47.93 | 9956.53 |
| 27 | 2022.07.07 09:00 | sell | 9 | 0.10 | 136.122 | 0.000 | 0.000 | ||
| 28 | 2022.07.07 09:00 | modify | 9 | 0.10 | 136.122 | 137.522 | 134.622 | ||
| 29 | 2022.07.11 13:00 | s/l | 9 | 0.10 | 137.522 | 137.522 | 134.622 | -104.67 | 9851.86 |
| 30 | 2022.07.14 09:00 | sell | 10 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 31 | 2022.07.14 09:00 | modify | 10 | 0.10 | 139.075 | 140.475 | 137.575 | ||
| 32 | 2022.07.18 14:00 | sell | 11 | 0.10 | 138.237 | 0.000 | 0.000 | ||
| 33 | 2022.07.18 14:00 | modify | 11 | 0.10 | 138.237 | 138.625 | 137.575 | ||
| 34 | 2022.07.18 14:00 | modify | 10 | 0.10 | 139.075 | 138.625 | 137.575 | ||
| 35 | 2022.07.19 04:00 | sell | 12 | 0.10 | 137.998 | 0.000 | 0.000 | ||
| 36 | 2022.07.19 04:00 | modify | 12 | 0.10 | 137.998 | 138.550 | 137.575 | ||
| 37 | 2022.07.19 04:00 | modify | 11 | 0.10 | 138.237 | 138.550 | 137.575 | ||
| 38 | 2022.07.19 04:00 | modify | 10 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 39 | 2022.07.19 11:00 | t/p | 10 | 0.10 | 137.575 | 138.550 | 137.575 | 104.68 | 9956.55 |
| 40 | 2022.07.19 11:00 | t/p | 11 | 0.10 | 137.575 | 138.550 | 137.575 | 46.68 | 10003.23 |
| 41 | 2022.07.19 11:00 | t/p | 12 | 0.10 | 137.575 | 138.550 | 137.575 | 30.76 | 10033.99 |
| 42 | 2022.08.15 14:00 | buy | 13 | 0.10 | 132.769 | 0.000 | 0.000 | ||
| 43 | 2022.08.15 14:00 | modify | 13 | 0.10 | 132.769 | 131.369 | 134.269 | ||
| 44 | 2022.08.16 12:00 | t/p | 13 | 0.10 | 134.269 | 131.369 | 134.269 | 112.78 | 10146.77 |
| 45 | 2022.08.16 14:00 | sell | 14 | 0.10 | 134.508 | 0.000 | 0.000 | ||
| 46 | 2022.08.16 14:00 | modify | 14 | 0.10 | 134.508 | 135.908 | 133.008 | ||
| 47 | 2022.08.18 18:00 | s/l | 14 | 0.10 | 135.908 | 135.908 | 133.008 | -108.87 | 10037.90 |
| 48 | 2022.08.26 08:00 | sell | 15 | 0.10 | 137.019 | 0.000 | 0.000 | ||
| 49 | 2022.08.26 08:00 | modify | 15 | 0.10 | 137.019 | 138.419 | 135.519 | ||
| 50 | 2022.08.29 01:00 | s/l | 15 | 0.10 | 138.419 | 138.419 | 135.519 | -102.62 | 9935.28 |
| 51 | 2022.08.29 06:00 | sell | 16 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 52 | 2022.08.29 06:00 | modify | 16 | 0.10 | 138.817 | 140.217 | 137.317 | ||
| 53 | 2022.09.01 15:00 | s/l | 16 | 0.10 | 140.217 | 140.217 | 137.317 | -107.29 | 9827.99 |
| 54 | 2022.09.02 06:00 | sell | 17 | 0.10 | 140.332 | 0.000 | 0.000 | ||
| 55 | 2022.09.02 06:00 | modify | 17 | 0.10 | 140.332 | 141.732 | 138.832 | ||
| 56 | 2022.09.06 08:00 | s/l | 17 | 0.10 | 141.732 | 141.732 | 138.832 | -101.84 | 9726.15 |
| 57 | 2022.09.06 10:00 | sell | 18 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 58 | 2022.09.06 10:00 | modify | 18 | 0.10 | 141.660 | 143.060 | 140.160 | ||
| 59 | 2022.09.06 17:00 | s/l | 18 | 0.10 | 143.060 | 143.060 | 140.160 | -97.92 | 9628.23 |
| 60 | 2022.09.07 05:00 | sell | 19 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 61 | 2022.09.07 05:00 | modify | 19 | 0.10 | 143.988 | 145.388 | 142.488 | ||
| 62 | 2022.09.09 04:00 | sell | 20 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 63 | 2022.09.09 04:00 | modify | 20 | 0.10 | 143.148 | 143.538 | 142.488 | ||
| 64 | 2022.09.09 04:00 | modify | 19 | 0.10 | 143.988 | 143.538 | 142.488 | ||
| 65 | 2022.09.09 05:00 | t/p | 19 | 0.10 | 142.488 | 143.538 | 142.488 | 99.13 | 9727.35 |
| 66 | 2022.09.09 05:00 | t/p | 20 | 0.10 | 142.488 | 143.538 | 142.488 | 46.20 | 9773.55 |
| 67 | 2022.09.09 10:00 | buy | 21 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 68 | 2022.09.09 10:00 | modify | 21 | 0.10 | 142.033 | 140.633 | 143.533 | ||
| 69 | 2022.09.13 13:00 | t/p | 21 | 0.10 | 143.533 | 140.633 | 143.533 | 106.21 | 9879.76 |
| 70 | 2022.09.13 14:00 | sell | 22 | 0.10 | 144.110 | 0.000 | 0.000 | ||
| 71 | 2022.09.13 14:00 | modify | 22 | 0.10 | 144.110 | 145.510 | 142.610 | ||
| 72 | 2022.09.14 15:00 | t/p | 22 | 0.10 | 142.610 | 145.510 | 142.610 | 103.67 | 9983.43 |
| 73 | 2022.10.21 13:00 | sell | 23 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 74 | 2022.10.21 13:00 | modify | 23 | 0.10 | 151.473 | 152.873 | 149.973 | ||
| 75 | 2022.10.21 15:00 | t/p | 23 | 0.10 | 149.973 | 152.873 | 149.973 | 99.92 | 10083.35 |
| 76 | 2022.10.28 11:00 | sell | 24 | 0.10 | 147.644 | 0.000 | 0.000 | ||
| 77 | 2022.10.28 11:00 | modify | 24 | 0.10 | 147.644 | 149.044 | 146.144 | ||
| 78 | 2022.11.02 19:00 | t/p | 24 | 0.10 | 146.144 | 149.044 | 146.144 | 97.65 | 10181.01 |
| 79 | 2022.11.21 11:00 | sell | 25 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 80 | 2022.11.21 11:00 | modify | 25 | 0.10 | 141.650 | 143.050 | 140.150 | ||
| 81 | 2022.11.23 15:00 | t/p | 25 | 0.10 | 140.150 | 143.050 | 140.150 | 104.18 | 10285.19 |
| 82 | 2022.11.28 10:00 | buy | 26 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 83 | 2022.11.28 10:00 | modify | 26 | 0.10 | 137.799 | 136.399 | 139.299 | ||
| 84 | 2022.11.29 02:00 | t/p | 26 | 0.10 | 139.299 | 136.399 | 139.299 | 109.27 | 10394.46 |
| 85 | 2022.12.05 10:00 | sell | 27 | 0.10 | 135.230 | 0.000 | 0.000 | ||
| 86 | 2022.12.05 10:00 | modify | 27 | 0.10 | 135.230 | 136.630 | 133.730 | ||
| 87 | 2022.12.05 17:00 | s/l | 27 | 0.10 | 136.630 | 136.630 | 133.730 | -102.50 | 10291.96 |
| 88 | 2022.12.23 06:00 | sell | 28 | 0.10 | 132.702 | 0.000 | 0.000 | ||
| 89 | 2022.12.23 06:00 | modify | 28 | 0.10 | 132.702 | 134.102 | 131.202 | ||
| 90 | 2022.12.28 03:00 | s/l | 28 | 0.10 | 134.102 | 134.102 | 131.202 | -108.82 | 10183.15 |
| 91 | 2023.01.20 07:00 | sell | 29 | 0.10 | 129.168 | 0.000 | 0.000 | ||
| 92 | 2023.01.20 07:00 | modify | 29 | 0.10 | 129.168 | 130.568 | 127.668 | ||
| 93 | 2023.01.20 14:00 | s/l | 29 | 0.10 | 130.568 | 130.568 | 127.668 | -107.17 | 10075.98 |
| 94 | 2023.01.25 13:00 | buy | 30 | 0.10 | 129.728 | 0.000 | 0.000 | ||
| 95 | 2023.01.25 13:00 | modify | 30 | 0.10 | 129.728 | 128.328 | 131.228 | ||
| 96 | 2023.02.02 01:00 | s/l | 30 | 0.10 | 128.328 | 128.328 | 131.228 | -97.34 | 9978.64 |
| 97 | 2023.02.09 11:00 | buy | 31 | 0.10 | 130.872 | 0.000 | 0.000 | ||
| 98 | 2023.02.09 11:00 | modify | 31 | 0.10 | 130.872 | 129.472 | 132.372 | ||
| 99 | 2023.02.09 21:00 | buy | 32 | 0.10 | 131.647 | 0.000 | 0.000 | ||
| 100 | 2023.02.09 21:00 | modify | 32 | 0.10 | 131.647 | 131.097 | 132.372 | ||
| 101 | 2023.02.09 21:00 | modify | 31 | 0.10 | 130.872 | 131.097 | 132.372 | ||
| 102 | 2023.02.10 03:00 | buy | 33 | 0.10 | 131.716 | 0.000 | 0.000 | ||
| 103 | 2023.02.10 03:00 | modify | 33 | 0.10 | 131.716 | 131.322 | 132.372 | ||
| 104 | 2023.02.10 03:00 | modify | 32 | 0.10 | 131.647 | 131.322 | 132.372 | ||
| 105 | 2023.02.10 03:00 | modify | 31 | 0.10 | 130.872 | 131.322 | 132.372 | ||
| 106 | 2023.02.10 08:00 | s/l | 31 | 0.10 | 131.322 | 131.322 | 132.372 | 35.66 | 10014.30 |
| 107 | 2023.02.10 08:00 | s/l | 32 | 0.10 | 131.322 | 131.322 | 132.372 | -23.75 | 9990.56 |
| 108 | 2023.02.10 08:00 | s/l | 33 | 0.10 | 131.322 | 131.322 | 132.372 | -30.20 | 9960.36 |
| 109 | 2023.02.28 09:00 | sell | 34 | 0.10 | 136.705 | 0.000 | 0.000 | ||
| 110 | 2023.02.28 09:00 | modify | 34 | 0.10 | 136.705 | 138.105 | 135.205 | ||
| 111 | 2023.03.06 14:00 | sell | 35 | 0.10 | 135.872 | 0.000 | 0.000 | ||
| 112 | 2023.03.06 14:00 | modify | 35 | 0.10 | 135.872 | 136.255 | 135.205 | ||
| 113 | 2023.03.06 14:00 | modify | 34 | 0.10 | 136.705 | 136.255 | 135.205 | ||
| 114 | 2023.03.07 13:00 | s/l | 34 | 0.10 | 136.255 | 136.255 | 135.205 | 22.76 | 9983.12 |
| 115 | 2023.03.07 13:00 | s/l | 35 | 0.10 | 136.255 | 136.255 | 135.205 | -29.59 | 9953.53 |
| 116 | 2023.03.14 06:00 | sell | 36 | 0.10 | 133.840 | 0.000 | 0.000 | ||
| 117 | 2023.03.14 06:00 | modify | 36 | 0.10 | 133.840 | 135.240 | 132.340 | ||
| 118 | 2023.03.15 14:00 | t/p | 36 | 0.10 | 132.340 | 135.240 | 132.340 | 111.51 | 10065.04 |
| 119 | 2023.03.15 14:00 | buy | 37 | 0.10 | 132.767 | 0.000 | 0.000 | ||
| 120 | 2023.03.15 14:00 | modify | 37 | 0.10 | 132.767 | 131.367 | 134.267 | ||
| 121 | 2023.03.20 07:00 | s/l | 37 | 0.10 | 131.367 | 131.367 | 134.267 | -100.96 | 9964.08 |
| 122 | 2023.03.21 13:00 | sell | 38 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 123 | 2023.03.21 13:00 | modify | 38 | 0.10 | 132.233 | 133.633 | 130.733 | ||
| 124 | 2023.03.23 03:00 | t/p | 38 | 0.10 | 130.733 | 133.633 | 130.733 | 108.90 | 10072.98 |
| 125 | 2023.03.24 06:00 | buy | 39 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 126 | 2023.03.24 06:00 | modify | 39 | 0.10 | 130.154 | 128.754 | 131.654 | ||
| 127 | 2023.03.27 02:00 | buy | 40 | 0.10 | 130.905 | 0.000 | 0.000 | ||
| 128 | 2023.03.27 02:00 | modify | 40 | 0.10 | 130.905 | 130.379 | 131.654 | ||
| 129 | 2023.03.27 02:00 | modify | 39 | 0.10 | 130.154 | 130.379 | 131.654 | ||
| 130 | 2023.03.27 13:00 | t/p | 39 | 0.10 | 131.654 | 130.379 | 131.654 | 115.05 | 10188.03 |
| 131 | 2023.03.27 13:00 | t/p | 40 | 0.10 | 131.654 | 130.379 | 131.654 | 56.87 | 10244.90 |
| 132 | 2023.03.28 05:00 | buy | 41 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 133 | 2023.03.28 05:00 | modify | 41 | 0.10 | 130.647 | 129.247 | 132.147 | ||
| 134 | 2023.03.29 12:00 | t/p | 41 | 0.10 | 132.147 | 129.247 | 132.147 | 114.63 | 10359.53 |
| 135 | 2023.04.10 09:00 | buy | 42 | 0.10 | 132.107 | 0.000 | 0.000 | ||
| 136 | 2023.04.10 09:00 | modify | 42 | 0.10 | 132.107 | 130.707 | 133.607 | ||
| 137 | 2023.04.10 15:00 | t/p | 42 | 0.10 | 133.607 | 130.707 | 133.607 | 112.08 | 10471.61 |
| 138 | 2023.04.28 09:00 | sell | 43 | 0.10 | 135.632 | 0.000 | 0.000 | ||
| 139 | 2023.04.28 09:00 | modify | 43 | 0.10 | 135.632 | 137.032 | 134.132 | ||
| 140 | 2023.04.30 23:59 | close at stop | 43 | 0.10 | 136.435 | 137.032 | 134.132 | -58.86 | 10412.75 |