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 23:59 (2022.06.01 - 2023.06.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 13520 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 252.58 | Gross profit | 797.38 | Gross loss | -544.80 |
| Profit factor | 1.46 | Expected payoff | 15.79 | ||
| Absolute drawdown | 341.44 | Maximal drawdown | 347.25 (3.47%) | Relative drawdown | 3.47% (347.25) |
| Total trades | 16 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
| Largest | profit trade | 113.38 | loss trade | -112.36 | |
| Average | profit trade | 79.74 | loss trade | -90.80 | |
| Maximum | consecutive wins (profit in money) | 3 (270.19) | consecutive losses (loss in money) | 2 (-218.28) | |
| Maximal | consecutive profit (count of wins) | 270.19 (3) | consecutive loss (count of losses) | -218.28 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.07 03:00 | sell | 1 | 0.10 | 132.588 | 0.000 | 0.000 | ||
| 2 | 2022.06.07 03:00 | modify | 1 | 0.10 | 132.588 | 133.988 | 131.088 | ||
| 3 | 2022.06.08 11:00 | s/l | 1 | 0.10 | 133.988 | 133.988 | 131.088 | -105.92 | 9894.08 |
| 4 | 2022.06.08 12:00 | sell | 2 | 0.10 | 133.982 | 0.000 | 0.000 | ||
| 5 | 2022.06.08 12:00 | modify | 2 | 0.10 | 133.982 | 135.382 | 132.482 | ||
| 6 | 2022.06.14 20:00 | s/l | 2 | 0.10 | 135.382 | 135.382 | 132.482 | -112.36 | 9781.72 |
| 7 | 2022.07.14 09:00 | sell | 3 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 8 | 2022.07.14 09:00 | modify | 3 | 0.10 | 139.075 | 140.475 | 137.575 | ||
| 9 | 2022.07.18 14:00 | sell | 4 | 0.10 | 138.237 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 14:00 | modify | 4 | 0.10 | 138.237 | 138.700 | 137.575 | ||
| 11 | 2022.07.18 14:00 | modify | 3 | 0.10 | 139.075 | 138.700 | 137.575 | ||
| 12 | 2022.07.19 11:00 | t/p | 3 | 0.10 | 137.575 | 138.700 | 137.575 | 104.68 | 9886.40 |
| 13 | 2022.07.19 11:00 | t/p | 4 | 0.10 | 137.575 | 138.700 | 137.575 | 46.68 | 9933.09 |
| 14 | 2022.08.29 06:00 | sell | 5 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 15 | 2022.08.29 06:00 | modify | 5 | 0.10 | 138.817 | 140.217 | 137.317 | ||
| 16 | 2022.09.01 15:00 | s/l | 5 | 0.10 | 140.217 | 140.217 | 137.317 | -107.29 | 9825.79 |
| 17 | 2022.09.06 10:00 | sell | 6 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 18 | 2022.09.06 10:00 | modify | 6 | 0.10 | 141.660 | 143.060 | 140.160 | ||
| 19 | 2022.09.06 17:00 | s/l | 6 | 0.10 | 143.060 | 143.060 | 140.160 | -97.92 | 9727.87 |
| 20 | 2022.09.07 05:00 | sell | 7 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 21 | 2022.09.07 05:00 | modify | 7 | 0.10 | 143.988 | 145.388 | 142.488 | ||
| 22 | 2022.09.09 04:00 | sell | 8 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 23 | 2022.09.09 04:00 | modify | 8 | 0.10 | 143.148 | 143.613 | 142.488 | ||
| 24 | 2022.09.09 04:00 | modify | 7 | 0.10 | 143.988 | 143.613 | 142.488 | ||
| 25 | 2022.09.09 05:00 | t/p | 7 | 0.10 | 142.488 | 143.613 | 142.488 | 99.13 | 9827.00 |
| 26 | 2022.09.09 05:00 | t/p | 8 | 0.10 | 142.488 | 143.613 | 142.488 | 46.20 | 9873.20 |
| 27 | 2022.09.09 10:00 | buy | 9 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 28 | 2022.09.09 10:00 | modify | 9 | 0.10 | 142.033 | 140.633 | 143.533 | ||
| 29 | 2022.09.09 18:00 | buy | 10 | 0.10 | 142.720 | 0.000 | 0.000 | ||
| 30 | 2022.09.09 18:00 | modify | 10 | 0.10 | 142.720 | 142.408 | 143.533 | ||
| 31 | 2022.09.09 18:00 | modify | 9 | 0.10 | 142.033 | 142.408 | 143.533 | ||
| 32 | 2022.09.11 21:00 | s/l | 9 | 0.10 | 142.408 | 142.408 | 143.533 | 26.39 | 9899.59 |
| 33 | 2022.09.11 21:00 | s/l | 10 | 0.10 | 142.408 | 142.408 | 143.533 | -21.96 | 9877.63 |
| 34 | 2022.10.21 13:00 | sell | 11 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 35 | 2022.10.21 13:00 | modify | 11 | 0.10 | 151.473 | 152.873 | 149.973 | ||
| 36 | 2022.10.21 15:00 | t/p | 11 | 0.10 | 149.973 | 152.873 | 149.973 | 99.92 | 9977.55 |
| 37 | 2022.11.21 11:00 | sell | 12 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 38 | 2022.11.21 11:00 | modify | 12 | 0.10 | 141.650 | 143.050 | 140.150 | ||
| 39 | 2022.11.23 15:00 | t/p | 12 | 0.10 | 140.150 | 143.050 | 140.150 | 104.18 | 10081.73 |
| 40 | 2022.11.24 03:00 | buy | 13 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 41 | 2022.11.24 03:00 | modify | 13 | 0.10 | 138.904 | 137.504 | 140.404 | ||
| 42 | 2022.11.28 09:00 | s/l | 13 | 0.10 | 137.504 | 137.504 | 140.404 | -99.34 | 9982.39 |
| 43 | 2023.02.06 03:00 | sell | 14 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 44 | 2023.02.06 03:00 | modify | 14 | 0.10 | 132.038 | 133.438 | 130.538 | ||
| 45 | 2023.02.07 18:00 | t/p | 14 | 0.10 | 130.538 | 133.438 | 130.538 | 113.38 | 10095.77 |
| 46 | 2023.05.01 05:00 | sell | 15 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 47 | 2023.05.01 05:00 | modify | 15 | 0.10 | 136.850 | 138.250 | 135.350 | ||
| 48 | 2023.05.03 02:00 | sell | 16 | 0.10 | 136.014 | 0.000 | 0.000 | ||
| 49 | 2023.05.03 02:00 | modify | 16 | 0.10 | 136.014 | 136.475 | 135.350 | ||
| 50 | 2023.05.03 02:00 | modify | 15 | 0.10 | 136.850 | 136.475 | 135.350 | ||
| 51 | 2023.05.03 14:00 | t/p | 15 | 0.10 | 135.350 | 136.475 | 135.350 | 107.79 | 10203.56 |
| 52 | 2023.05.03 14:00 | t/p | 16 | 0.10 | 135.350 | 136.475 | 135.350 | 49.02 | 10252.58 |