Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 | 7260 | Ticks modelled | 158374 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1293.72 | Gross profit | 1514.86 | Gross loss | -221.14 |
| Profit factor | 6.85 | Expected payoff | 38.05 | ||
| Absolute drawdown | 23.96 | Maximal drawdown | 199.25 (1.83%) | Relative drawdown | 1.83% (199.25) |
| Total trades | 34 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 25 (73.53%) | Loss trades (% of total) | 9 (26.47%) | ||
| Largest | profit trade | 112.85 | loss trade | -33.11 | |
| Average | profit trade | 60.59 | loss trade | -24.57 | |
| Maximum | consecutive wins (profit in money) | 12 (720.56) | consecutive losses (loss in money) | 2 (-54.95) | |
| Maximal | consecutive profit (count of wins) | 720.56 (12) | consecutive loss (count of losses) | -54.95 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 09:00 | sell | 1 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 09:00 | modify | 1 | 0.10 | 139.075 | 140.375 | 137.575 | ||
| 3 | 2022.07.18 00:10 | sell | 2 | 0.10 | 138.299 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 00:10 | modify | 2 | 0.10 | 138.299 | 139.000 | 137.575 | ||
| 5 | 2022.07.18 00:10 | sell | 3 | 0.10 | 138.299 | 0.000 | 0.000 | ||
| 6 | 2022.07.18 00:10 | modify | 3 | 0.10 | 138.299 | 138.625 | 137.575 | ||
| 7 | 2022.07.18 00:10 | modify | 1 | 0.10 | 139.075 | 138.625 | 137.575 | ||
| 8 | 2022.07.18 00:12 | modify | 2 | 0.10 | 138.299 | 138.625 | 137.575 | ||
| 9 | 2022.07.19 04:02 | sell | 4 | 0.10 | 137.949 | 0.000 | 0.000 | ||
| 10 | 2022.07.19 04:02 | modify | 4 | 0.10 | 137.949 | 138.400 | 137.575 | ||
| 11 | 2022.07.19 04:02 | modify | 3 | 0.10 | 138.299 | 138.400 | 137.575 | ||
| 12 | 2022.07.19 04:02 | modify | 2 | 0.10 | 138.299 | 138.400 | 137.575 | ||
| 13 | 2022.07.19 04:02 | modify | 1 | 0.10 | 139.075 | 138.400 | 137.575 | ||
| 14 | 2022.07.19 10:20 | t/p | 1 | 0.10 | 137.575 | 138.400 | 137.575 | 104.65 | 10104.65 |
| 15 | 2022.07.19 10:20 | t/p | 2 | 0.10 | 137.575 | 138.400 | 137.575 | 51.17 | 10155.83 |
| 16 | 2022.07.19 10:20 | t/p | 3 | 0.10 | 137.575 | 138.400 | 137.575 | 51.17 | 10207.00 |
| 17 | 2022.07.19 10:20 | t/p | 4 | 0.10 | 137.575 | 138.400 | 137.575 | 27.19 | 10234.19 |
| 18 | 2022.08.15 14:00 | buy | 5 | 0.10 | 132.769 | 0.000 | 0.000 | ||
| 19 | 2022.08.15 14:00 | modify | 5 | 0.10 | 132.769 | 131.469 | 134.269 | ||
| 20 | 2022.08.16 04:50 | buy | 6 | 0.10 | 133.523 | 0.000 | 0.000 | ||
| 21 | 2022.08.16 04:50 | modify | 6 | 0.10 | 133.523 | 132.844 | 134.269 | ||
| 22 | 2022.08.16 04:50 | buy | 7 | 0.10 | 133.523 | 0.000 | 0.000 | ||
| 23 | 2022.08.16 04:50 | modify | 7 | 0.10 | 133.523 | 133.219 | 134.269 | ||
| 24 | 2022.08.16 04:50 | modify | 5 | 0.10 | 132.769 | 133.219 | 134.269 | ||
| 25 | 2022.08.16 04:52 | modify | 6 | 0.10 | 133.523 | 133.219 | 134.269 | ||
| 26 | 2022.08.16 08:45 | buy | 8 | 0.10 | 133.919 | 0.000 | 0.000 | ||
| 27 | 2022.08.16 08:45 | modify | 8 | 0.10 | 133.919 | 133.444 | 134.269 | ||
| 28 | 2022.08.16 08:45 | modify | 7 | 0.10 | 133.523 | 133.444 | 134.269 | ||
| 29 | 2022.08.16 08:45 | modify | 6 | 0.10 | 133.523 | 133.444 | 134.269 | ||
| 30 | 2022.08.16 08:45 | modify | 5 | 0.10 | 132.769 | 133.444 | 134.269 | ||
| 31 | 2022.08.16 11:10 | t/p | 5 | 0.10 | 134.269 | 133.444 | 134.269 | 112.85 | 10347.04 |
| 32 | 2022.08.16 11:10 | t/p | 6 | 0.10 | 134.269 | 133.444 | 134.269 | 55.55 | 10402.59 |
| 33 | 2022.08.16 11:10 | t/p | 7 | 0.10 | 134.269 | 133.444 | 134.269 | 55.55 | 10458.14 |
| 34 | 2022.08.16 11:10 | t/p | 8 | 0.10 | 134.269 | 133.444 | 134.269 | 26.06 | 10484.20 |
| 35 | 2022.09.07 05:00 | sell | 9 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 36 | 2022.09.07 05:00 | modify | 9 | 0.10 | 143.988 | 145.288 | 142.488 | ||
| 37 | 2022.09.09 03:40 | sell | 10 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 38 | 2022.09.09 03:40 | modify | 10 | 0.10 | 143.238 | 143.913 | 142.488 | ||
| 39 | 2022.09.09 03:40 | sell | 11 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 40 | 2022.09.09 03:40 | modify | 11 | 0.10 | 143.238 | 143.538 | 142.488 | ||
| 41 | 2022.09.09 03:40 | modify | 9 | 0.10 | 143.988 | 143.538 | 142.488 | ||
| 42 | 2022.09.09 03:42 | modify | 10 | 0.10 | 143.238 | 143.538 | 142.488 | ||
| 43 | 2022.09.09 04:20 | t/p | 9 | 0.10 | 142.488 | 143.538 | 142.488 | 99.41 | 10583.61 |
| 44 | 2022.09.09 04:20 | t/p | 10 | 0.10 | 142.488 | 143.538 | 142.488 | 52.64 | 10636.25 |
| 45 | 2022.09.09 04:20 | t/p | 11 | 0.10 | 142.488 | 143.538 | 142.488 | 52.64 | 10688.89 |
| 46 | 2022.09.09 10:00 | buy | 12 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 47 | 2022.09.09 10:00 | modify | 12 | 0.10 | 142.033 | 140.733 | 143.533 | ||
| 48 | 2022.09.09 18:02 | buy | 13 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 49 | 2022.09.09 18:02 | modify | 13 | 0.10 | 142.787 | 142.108 | 143.533 | ||
| 50 | 2022.09.09 18:02 | buy | 14 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 51 | 2022.09.09 18:02 | modify | 14 | 0.10 | 142.787 | 142.483 | 143.533 | ||
| 52 | 2022.09.09 18:02 | modify | 12 | 0.10 | 142.033 | 142.483 | 143.533 | ||
| 53 | 2022.09.09 18:05 | modify | 13 | 0.10 | 142.787 | 142.483 | 143.533 | ||
| 54 | 2022.09.11 21:00 | s/l | 12 | 0.10 | 142.483 | 142.483 | 143.533 | 31.67 | 10720.56 |
| 55 | 2022.09.11 21:00 | s/l | 13 | 0.10 | 142.483 | 142.483 | 143.533 | -21.40 | 10699.16 |
| 56 | 2022.09.11 21:00 | s/l | 14 | 0.10 | 142.483 | 142.483 | 143.533 | -21.40 | 10677.76 |
| 57 | 2022.09.13 14:00 | sell | 15 | 0.10 | 144.110 | 0.000 | 0.000 | ||
| 58 | 2022.09.13 14:00 | modify | 15 | 0.10 | 144.110 | 145.410 | 142.610 | ||
| 59 | 2022.09.14 08:32 | sell | 16 | 0.10 | 142.960 | 0.000 | 0.000 | ||
| 60 | 2022.09.14 08:32 | modify | 16 | 0.10 | 142.960 | 143.435 | 142.610 | ||
| 61 | 2022.09.14 08:32 | modify | 15 | 0.10 | 144.110 | 143.435 | 142.610 | ||
| 62 | 2022.09.14 08:50 | s/l | 15 | 0.10 | 143.435 | 143.435 | 142.610 | 45.58 | 10723.34 |
| 63 | 2022.09.14 08:50 | s/l | 16 | 0.10 | 143.435 | 143.435 | 142.610 | -33.11 | 10690.23 |
| 64 | 2022.09.14 09:00 | buy | 17 | 0.10 | 143.366 | 0.000 | 0.000 | ||
| 65 | 2022.09.14 09:00 | modify | 17 | 0.10 | 143.366 | 142.066 | 144.866 | ||
| 66 | 2022.09.21 12:02 | buy | 18 | 0.10 | 144.128 | 0.000 | 0.000 | ||
| 67 | 2022.09.21 12:02 | modify | 18 | 0.10 | 144.128 | 143.441 | 144.866 | ||
| 68 | 2022.09.21 12:02 | buy | 19 | 0.10 | 144.128 | 0.000 | 0.000 | ||
| 69 | 2022.09.21 12:02 | modify | 19 | 0.10 | 144.128 | 143.816 | 144.866 | ||
| 70 | 2022.09.21 12:02 | modify | 17 | 0.10 | 143.366 | 143.816 | 144.866 | ||
| 71 | 2022.09.21 12:05 | modify | 18 | 0.10 | 144.128 | 143.816 | 144.866 | ||
| 72 | 2022.09.21 18:45 | s/l | 17 | 0.10 | 143.816 | 143.816 | 144.866 | 39.44 | 10729.67 |
| 73 | 2022.09.21 18:45 | s/l | 18 | 0.10 | 143.816 | 143.816 | 144.866 | -21.70 | 10707.97 |
| 74 | 2022.09.21 18:45 | s/l | 19 | 0.10 | 143.816 | 143.816 | 144.866 | -21.70 | 10686.27 |
| 75 | 2022.10.21 13:00 | sell | 20 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 76 | 2022.10.21 13:00 | modify | 20 | 0.10 | 151.473 | 152.773 | 149.973 | ||
| 77 | 2022.10.21 14:45 | t/p | 20 | 0.10 | 149.973 | 152.773 | 149.973 | 100.03 | 10786.30 |
| 78 | 2022.10.28 11:00 | sell | 21 | 0.10 | 147.644 | 0.000 | 0.000 | ||
| 79 | 2022.10.28 11:00 | modify | 21 | 0.10 | 147.644 | 148.944 | 146.144 | ||
| 80 | 2022.11.02 18:20 | t/p | 21 | 0.10 | 146.144 | 148.944 | 146.144 | 98.27 | 10884.57 |
| 81 | 2022.11.21 11:00 | sell | 22 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 82 | 2022.11.21 11:00 | modify | 22 | 0.10 | 141.650 | 142.950 | 140.150 | ||
| 83 | 2022.11.23 14:15 | sell | 23 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 84 | 2022.11.23 14:15 | modify | 23 | 0.10 | 140.887 | 141.575 | 140.150 | ||
| 85 | 2022.11.23 14:15 | sell | 24 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 86 | 2022.11.23 14:15 | modify | 24 | 0.10 | 140.887 | 141.200 | 140.150 | ||
| 87 | 2022.11.23 14:15 | modify | 22 | 0.10 | 141.650 | 141.200 | 140.150 | ||
| 88 | 2022.11.23 14:17 | modify | 23 | 0.10 | 140.887 | 141.200 | 140.150 | ||
| 89 | 2022.11.23 14:50 | t/p | 22 | 0.10 | 140.150 | 141.200 | 140.150 | 104.27 | 10988.84 |
| 90 | 2022.11.23 14:50 | t/p | 23 | 0.10 | 140.150 | 141.200 | 140.150 | 52.67 | 11041.51 |
| 91 | 2022.11.23 14:50 | t/p | 24 | 0.10 | 140.150 | 141.200 | 140.150 | 52.67 | 11094.18 |
| 92 | 2022.11.28 10:00 | buy | 25 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 93 | 2022.11.28 10:00 | modify | 25 | 0.10 | 137.799 | 136.499 | 139.299 | ||
| 94 | 2022.11.28 14:42 | buy | 26 | 0.10 | 138.571 | 0.000 | 0.000 | ||
| 95 | 2022.11.28 14:42 | modify | 26 | 0.10 | 138.571 | 137.874 | 139.299 | ||
| 96 | 2022.11.28 14:42 | buy | 27 | 0.10 | 138.571 | 0.000 | 0.000 | ||
| 97 | 2022.11.28 14:42 | modify | 27 | 0.10 | 138.571 | 138.249 | 139.299 | ||
| 98 | 2022.11.28 14:42 | modify | 25 | 0.10 | 137.799 | 138.249 | 139.299 | ||
| 99 | 2022.11.28 14:45 | modify | 26 | 0.10 | 138.571 | 138.249 | 139.299 | ||
| 100 | 2022.11.28 16:20 | buy | 28 | 0.10 | 138.935 | 0.000 | 0.000 | ||
| 101 | 2022.11.28 16:20 | modify | 28 | 0.10 | 138.935 | 138.474 | 139.299 | ||
| 102 | 2022.11.28 16:20 | modify | 27 | 0.10 | 138.571 | 138.474 | 139.299 | ||
| 103 | 2022.11.28 16:20 | modify | 26 | 0.10 | 138.571 | 138.474 | 139.299 | ||
| 104 | 2022.11.28 16:20 | modify | 25 | 0.10 | 137.799 | 138.474 | 139.299 | ||
| 105 | 2022.11.29 01:20 | t/p | 25 | 0.10 | 139.299 | 138.474 | 139.299 | 108.80 | 11202.99 |
| 106 | 2022.11.29 01:20 | t/p | 26 | 0.10 | 139.299 | 138.474 | 139.299 | 53.40 | 11256.39 |
| 107 | 2022.11.29 01:20 | t/p | 27 | 0.10 | 139.299 | 138.474 | 139.299 | 53.40 | 11309.80 |
| 108 | 2022.11.29 01:20 | t/p | 28 | 0.10 | 139.299 | 138.474 | 139.299 | 27.28 | 11337.08 |
| 109 | 2023.03.15 14:00 | buy | 29 | 0.10 | 132.767 | 0.000 | 0.000 | ||
| 110 | 2023.03.15 14:00 | modify | 29 | 0.10 | 132.767 | 131.467 | 134.267 | ||
| 111 | 2023.03.15 19:02 | buy | 30 | 0.10 | 133.529 | 0.000 | 0.000 | ||
| 112 | 2023.03.15 19:02 | modify | 30 | 0.10 | 133.529 | 132.842 | 134.267 | ||
| 113 | 2023.03.15 19:02 | buy | 31 | 0.10 | 133.529 | 0.000 | 0.000 | ||
| 114 | 2023.03.15 19:02 | modify | 31 | 0.10 | 133.529 | 133.217 | 134.267 | ||
| 115 | 2023.03.15 19:02 | modify | 29 | 0.10 | 132.767 | 133.217 | 134.267 | ||
| 116 | 2023.03.15 19:05 | modify | 30 | 0.10 | 133.529 | 133.217 | 134.267 | ||
| 117 | 2023.03.15 19:20 | s/l | 29 | 0.10 | 133.217 | 133.217 | 134.267 | 33.80 | 11370.88 |
| 118 | 2023.03.15 19:20 | s/l | 30 | 0.10 | 133.217 | 133.217 | 134.267 | -23.44 | 11347.44 |
| 119 | 2023.03.15 19:20 | s/l | 31 | 0.10 | 133.217 | 133.217 | 134.267 | -23.44 | 11324.00 |
| 120 | 2023.05.05 14:00 | sell | 32 | 0.10 | 134.838 | 0.000 | 0.000 | ||
| 121 | 2023.05.05 14:00 | modify | 32 | 0.10 | 134.838 | 136.138 | 133.338 | ||
| 122 | 2023.05.10 23:10 | sell | 33 | 0.10 | 134.078 | 0.000 | 0.000 | ||
| 123 | 2023.05.10 23:10 | modify | 33 | 0.10 | 134.078 | 134.763 | 133.338 | ||
| 124 | 2023.05.10 23:10 | sell | 34 | 0.10 | 134.078 | 0.000 | 0.000 | ||
| 125 | 2023.05.10 23:10 | modify | 34 | 0.10 | 134.078 | 134.388 | 133.338 | ||
| 126 | 2023.05.10 23:10 | modify | 32 | 0.10 | 134.838 | 134.388 | 133.338 | ||
| 127 | 2023.05.10 23:13 | modify | 33 | 0.10 | 134.078 | 134.388 | 133.338 | ||
| 128 | 2023.05.11 07:05 | s/l | 32 | 0.10 | 134.388 | 134.388 | 133.338 | 24.67 | 11348.67 |
| 129 | 2023.05.11 07:05 | s/l | 33 | 0.10 | 134.388 | 134.388 | 133.338 | -27.48 | 11321.19 |
| 130 | 2023.05.11 07:05 | s/l | 34 | 0.10 | 134.388 | 134.388 | 133.338 | -27.48 | 11293.72 |