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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 506.75 | Gross profit | 931.44 | Gross loss | -424.69 |
| Profit factor | 2.19 | Expected payoff | 23.03 | ||
| Absolute drawdown | 78.76 | Maximal drawdown | 238.05 (2.32%) | Relative drawdown | 2.32% (238.05) |
| Total trades | 22 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 9 (40.91%) | Loss trades (% of total) | 13 (59.09%) | ||
| Largest | profit trade | 118.10 | loss trade | -38.86 | |
| Average | profit trade | 103.49 | loss trade | -32.67 | |
| Maximum | consecutive wins (profit in money) | 3 (338.03) | consecutive losses (loss in money) | 3 (-110.25) | |
| Maximal | consecutive profit (count of wins) | 338.03 (3) | consecutive loss (count of losses) | -110.25 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.05.31 01:00 | sell | 1 | 0.10 | 128.192 | 0.000 | 0.000 | ||
| 2 | 2022.05.31 01:00 | modify | 1 | 0.10 | 128.192 | 128.692 | 126.692 | ||
| 3 | 2022.05.31 13:00 | s/l | 1 | 0.10 | 128.692 | 128.692 | 126.692 | -38.86 | 9961.14 |
| 4 | 2022.06.01 07:00 | sell | 2 | 0.10 | 129.386 | 0.000 | 0.000 | ||
| 5 | 2022.06.01 07:00 | modify | 2 | 0.10 | 129.386 | 129.886 | 127.886 | ||
| 6 | 2022.06.01 15:00 | s/l | 2 | 0.10 | 129.886 | 129.886 | 127.886 | -38.47 | 9922.67 |
| 7 | 2022.07.01 07:00 | buy | 3 | 0.10 | 134.950 | 0.000 | 0.000 | ||
| 8 | 2022.07.01 07:00 | modify | 3 | 0.10 | 134.950 | 134.450 | 136.450 | ||
| 9 | 2022.07.08 13:00 | t/p | 3 | 0.10 | 136.450 | 134.450 | 136.450 | 118.10 | 10040.77 |
| 10 | 2022.07.14 06:00 | sell | 4 | 0.10 | 138.421 | 0.000 | 0.000 | ||
| 11 | 2022.07.14 06:00 | modify | 4 | 0.10 | 138.421 | 138.921 | 136.921 | ||
| 12 | 2022.07.14 08:00 | s/l | 4 | 0.10 | 138.921 | 138.921 | 136.921 | -35.94 | 10004.83 |
| 13 | 2022.07.29 04:00 | buy | 5 | 0.10 | 133.196 | 0.000 | 0.000 | ||
| 14 | 2022.07.29 04:00 | modify | 5 | 0.10 | 133.196 | 132.696 | 134.696 | ||
| 15 | 2022.07.29 07:00 | s/l | 5 | 0.10 | 132.696 | 132.696 | 134.696 | -37.72 | 9967.11 |
| 16 | 2022.07.29 07:00 | buy | 6 | 0.10 | 132.600 | 0.000 | 0.000 | ||
| 17 | 2022.07.29 07:00 | modify | 6 | 0.10 | 132.600 | 132.100 | 134.100 | ||
| 18 | 2022.07.29 13:00 | t/p | 6 | 0.10 | 134.100 | 132.100 | 134.100 | 111.89 | 10079.00 |
| 19 | 2022.08.02 02:00 | buy | 7 | 0.10 | 130.711 | 0.000 | 0.000 | ||
| 20 | 2022.08.02 02:00 | modify | 7 | 0.10 | 130.711 | 130.211 | 132.211 | ||
| 21 | 2022.08.02 16:00 | t/p | 7 | 0.10 | 132.211 | 130.211 | 132.211 | 113.37 | 10192.37 |
| 22 | 2022.08.03 01:00 | sell | 8 | 0.10 | 133.793 | 0.000 | 0.000 | ||
| 23 | 2022.08.03 01:00 | modify | 8 | 0.10 | 133.793 | 134.293 | 132.293 | ||
| 24 | 2022.08.03 15:00 | s/l | 8 | 0.10 | 134.293 | 134.293 | 132.293 | -37.20 | 10155.17 |
| 25 | 2022.08.29 02:00 | sell | 9 | 0.10 | 138.506 | 0.000 | 0.000 | ||
| 26 | 2022.08.29 02:00 | modify | 9 | 0.10 | 138.506 | 139.006 | 137.006 | ||
| 27 | 2022.08.29 06:00 | s/l | 9 | 0.10 | 139.006 | 139.006 | 137.006 | -36.01 | 10119.16 |
| 28 | 2022.09.07 03:00 | sell | 10 | 0.10 | 143.689 | 0.000 | 0.000 | ||
| 29 | 2022.09.07 03:00 | modify | 10 | 0.10 | 143.689 | 144.189 | 142.189 | ||
| 30 | 2022.09.07 05:00 | s/l | 10 | 0.10 | 144.189 | 144.189 | 142.189 | -34.71 | 10084.45 |
| 31 | 2022.10.27 06:00 | buy | 11 | 0.10 | 145.278 | 0.000 | 0.000 | ||
| 32 | 2022.10.27 06:00 | modify | 11 | 0.10 | 145.278 | 144.778 | 146.778 | ||
| 33 | 2022.10.27 13:00 | t/p | 11 | 0.10 | 146.778 | 144.778 | 146.778 | 102.37 | 10186.82 |
| 34 | 2022.11.24 01:00 | buy | 12 | 0.10 | 139.230 | 0.000 | 0.000 | ||
| 35 | 2022.11.24 01:00 | modify | 12 | 0.10 | 139.230 | 138.730 | 140.730 | ||
| 36 | 2022.11.24 03:00 | s/l | 12 | 0.10 | 138.730 | 138.730 | 140.730 | -36.00 | 10150.82 |
| 37 | 2022.12.01 06:00 | buy | 13 | 0.10 | 136.429 | 0.000 | 0.000 | ||
| 38 | 2022.12.01 06:00 | modify | 13 | 0.10 | 136.429 | 135.929 | 137.929 | ||
| 39 | 2022.12.01 08:00 | s/l | 13 | 0.10 | 135.929 | 135.929 | 137.929 | -36.63 | 10114.19 |
| 40 | 2022.12.20 04:00 | buy | 14 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 41 | 2022.12.20 04:00 | modify | 14 | 0.10 | 133.470 | 132.970 | 134.970 | ||
| 42 | 2022.12.20 06:00 | s/l | 14 | 0.10 | 132.970 | 132.970 | 134.970 | -37.62 | 10076.57 |
| 43 | 2022.12.28 03:00 | sell | 15 | 0.10 | 134.052 | 0.000 | 0.000 | ||
| 44 | 2022.12.28 03:00 | modify | 15 | 0.10 | 134.052 | 134.552 | 132.552 | ||
| 45 | 2022.12.30 01:00 | t/p | 15 | 0.10 | 132.552 | 134.552 | 132.552 | 107.36 | 10183.92 |
| 46 | 2023.01.03 03:00 | buy | 16 | 0.10 | 129.952 | 0.000 | 0.000 | ||
| 47 | 2023.01.03 03:00 | modify | 16 | 0.10 | 129.952 | 129.452 | 131.452 | ||
| 48 | 2023.01.03 11:00 | buy | 17 | 0.10 | 130.718 | 0.000 | 0.000 | ||
| 49 | 2023.01.03 11:00 | modify | 17 | 0.10 | 130.718 | 130.327 | 131.452 | ||
| 50 | 2023.01.03 11:00 | buy | 18 | 0.10 | 130.718 | 0.000 | 0.000 | ||
| 51 | 2023.01.03 11:00 | modify | 18 | 0.10 | 130.718 | 130.477 | 131.452 | ||
| 52 | 2023.01.03 11:00 | buy | 19 | 0.10 | 130.718 | 0.000 | 0.000 | ||
| 53 | 2023.01.03 11:00 | modify | 19 | 0.10 | 130.718 | 130.477 | 131.452 | ||
| 54 | 2023.01.03 11:00 | modify | 16 | 0.10 | 129.952 | 130.477 | 131.452 | ||
| 55 | 2023.01.03 12:00 | modify | 17 | 0.10 | 130.718 | 130.477 | 131.452 | ||
| 56 | 2023.01.03 15:00 | s/l | 16 | 0.10 | 130.477 | 130.477 | 131.452 | 40.33 | 10224.25 |
| 57 | 2023.01.03 15:00 | s/l | 17 | 0.10 | 130.477 | 130.477 | 131.452 | -18.51 | 10205.74 |
| 58 | 2023.01.03 15:00 | s/l | 18 | 0.10 | 130.477 | 130.477 | 131.452 | -18.51 | 10187.23 |
| 59 | 2023.01.03 15:00 | s/l | 19 | 0.10 | 130.477 | 130.477 | 131.452 | -18.51 | 10168.72 |
| 60 | 2023.01.18 04:00 | sell | 20 | 0.10 | 131.139 | 0.000 | 0.000 | ||
| 61 | 2023.01.18 04:00 | modify | 20 | 0.10 | 131.139 | 131.639 | 129.639 | ||
| 62 | 2023.01.18 09:00 | t/p | 20 | 0.10 | 129.639 | 131.639 | 129.639 | 115.66 | 10284.38 |
| 63 | 2023.02.02 01:00 | buy | 21 | 0.10 | 128.486 | 0.000 | 0.000 | ||
| 64 | 2023.02.02 01:00 | modify | 21 | 0.10 | 128.486 | 127.986 | 129.986 | ||
| 65 | 2023.02.03 14:00 | t/p | 21 | 0.10 | 129.986 | 127.986 | 129.986 | 116.60 | 10400.99 |
| 66 | 2023.03.08 03:00 | sell | 22 | 0.10 | 137.621 | 0.000 | 0.000 | ||
| 67 | 2023.03.08 03:00 | modify | 22 | 0.10 | 137.621 | 138.121 | 136.121 | ||
| 68 | 2023.03.09 11:00 | t/p | 22 | 0.10 | 136.121 | 138.121 | 136.121 | 105.76 | 10506.75 |