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=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 | 158374 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1191.92 | Gross profit | 1498.24 | Gross loss | -306.32 |
| Profit factor | 4.89 | Expected payoff | 37.25 | ||
| Absolute drawdown | 155.14 | Maximal drawdown | 217.16 (2.13%) | Relative drawdown | 2.13% (217.16) |
| Total trades | 32 | Short positions (won %) | 27 (81.48%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
| Largest | profit trade | 113.47 | loss trade | -105.94 | |
| Average | profit trade | 62.43 | loss trade | -38.29 | |
| Maximum | consecutive wins (profit in money) | 8 (555.36) | consecutive losses (loss in money) | 3 (-126.98) | |
| Maximal | consecutive profit (count of wins) | 555.36 (8) | consecutive loss (count of losses) | -126.98 (3) | |
| Average | consecutive wins | 5 | 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 10:33 | s/l | 1 | 0.10 | 133.988 | 133.988 | 131.088 | -105.94 | 9894.06 |
| 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 | 2022.06.09 10:25 | sell | 3 | 0.10 | 133.297 | 0.000 | 0.000 | ||
| 7 | 2022.06.09 10:25 | modify | 3 | 0.10 | 133.297 | 133.607 | 132.482 | ||
| 8 | 2022.06.09 10:25 | modify | 2 | 0.10 | 133.982 | 133.607 | 132.482 | ||
| 9 | 2022.06.09 11:45 | s/l | 2 | 0.10 | 133.607 | 133.607 | 132.482 | 23.63 | 9917.70 |
| 10 | 2022.06.09 11:45 | s/l | 3 | 0.10 | 133.607 | 133.607 | 132.482 | -23.19 | 9894.51 |
| 11 | 2022.07.14 09:00 | sell | 4 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 12 | 2022.07.14 09:00 | modify | 4 | 0.10 | 139.075 | 140.475 | 137.575 | ||
| 13 | 2022.07.15 14:37 | sell | 5 | 0.10 | 138.385 | 0.000 | 0.000 | ||
| 14 | 2022.07.15 14:37 | modify | 5 | 0.10 | 138.385 | 138.700 | 137.575 | ||
| 15 | 2022.07.15 14:37 | modify | 4 | 0.10 | 139.075 | 138.700 | 137.575 | ||
| 16 | 2022.07.18 00:10 | sell | 6 | 0.10 | 138.299 | 0.000 | 0.000 | ||
| 17 | 2022.07.18 00:10 | modify | 6 | 0.10 | 138.299 | 138.550 | 137.575 | ||
| 18 | 2022.07.18 00:10 | modify | 5 | 0.10 | 138.385 | 138.550 | 137.575 | ||
| 19 | 2022.07.18 00:10 | modify | 4 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 20 | 2022.07.18 00:20 | sell | 7 | 0.10 | 138.242 | 0.000 | 0.000 | ||
| 21 | 2022.07.18 00:20 | modify | 7 | 0.10 | 138.242 | 138.700 | 137.575 | ||
| 22 | 2022.07.18 00:22 | modify | 7 | 0.10 | 138.242 | 138.550 | 137.575 | ||
| 23 | 2022.07.19 10:20 | t/p | 4 | 0.10 | 137.575 | 138.550 | 137.575 | 104.65 | 9999.16 |
| 24 | 2022.07.19 10:20 | t/p | 5 | 0.10 | 137.575 | 138.550 | 137.575 | 55.95 | 10055.11 |
| 25 | 2022.07.19 10:20 | t/p | 6 | 0.10 | 137.575 | 138.550 | 137.575 | 51.17 | 10106.28 |
| 26 | 2022.07.19 10:20 | t/p | 7 | 0.10 | 137.575 | 138.550 | 137.575 | 47.03 | 10153.32 |
| 27 | 2022.08.29 06:00 | sell | 8 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 28 | 2022.08.29 06:00 | modify | 8 | 0.10 | 138.817 | 140.217 | 137.317 | ||
| 29 | 2022.08.30 08:20 | sell | 9 | 0.10 | 138.131 | 0.000 | 0.000 | ||
| 30 | 2022.08.30 08:20 | modify | 9 | 0.10 | 138.131 | 138.442 | 137.317 | ||
| 31 | 2022.08.30 08:20 | modify | 8 | 0.10 | 138.817 | 138.442 | 137.317 | ||
| 32 | 2022.08.30 11:20 | sell | 10 | 0.10 | 138.050 | 0.000 | 0.000 | ||
| 33 | 2022.08.30 11:20 | modify | 10 | 0.10 | 138.050 | 138.292 | 137.317 | ||
| 34 | 2022.08.30 11:20 | modify | 9 | 0.10 | 138.131 | 138.292 | 137.317 | ||
| 35 | 2022.08.30 11:20 | modify | 8 | 0.10 | 138.817 | 138.292 | 137.317 | ||
| 36 | 2022.08.30 11:50 | s/l | 8 | 0.10 | 138.292 | 138.292 | 137.317 | 36.50 | 10189.82 |
| 37 | 2022.08.30 11:50 | s/l | 9 | 0.10 | 138.292 | 138.292 | 137.317 | -11.64 | 10178.18 |
| 38 | 2022.08.30 11:50 | s/l | 10 | 0.10 | 138.292 | 138.292 | 137.317 | -17.50 | 10160.68 |
| 39 | 2022.09.06 10:00 | sell | 11 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 40 | 2022.09.06 10:00 | modify | 11 | 0.10 | 141.660 | 143.060 | 140.160 | ||
| 41 | 2022.09.06 16:50 | s/l | 11 | 0.10 | 143.060 | 143.060 | 140.160 | -97.84 | 10062.84 |
| 42 | 2022.09.07 05:00 | sell | 12 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 43 | 2022.09.07 05:00 | modify | 12 | 0.10 | 143.988 | 145.388 | 142.488 | ||
| 44 | 2022.09.09 03:15 | sell | 13 | 0.10 | 143.309 | 0.000 | 0.000 | ||
| 45 | 2022.09.09 03:15 | modify | 13 | 0.10 | 143.309 | 143.613 | 142.488 | ||
| 46 | 2022.09.09 03:15 | modify | 12 | 0.10 | 143.988 | 143.613 | 142.488 | ||
| 47 | 2022.09.09 03:25 | sell | 14 | 0.10 | 143.134 | 0.000 | 0.000 | ||
| 48 | 2022.09.09 03:25 | modify | 14 | 0.10 | 143.134 | 143.613 | 142.488 | ||
| 49 | 2022.09.09 03:40 | sell | 15 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 50 | 2022.09.09 03:40 | modify | 15 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 51 | 2022.09.09 03:40 | modify | 14 | 0.10 | 143.134 | 143.463 | 142.488 | ||
| 52 | 2022.09.09 03:40 | modify | 13 | 0.10 | 143.309 | 143.463 | 142.488 | ||
| 53 | 2022.09.09 03:40 | modify | 12 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 54 | 2022.09.09 04:20 | t/p | 12 | 0.10 | 142.488 | 143.463 | 142.488 | 99.41 | 10162.24 |
| 55 | 2022.09.09 04:20 | t/p | 13 | 0.10 | 142.488 | 143.463 | 142.488 | 57.62 | 10219.86 |
| 56 | 2022.09.09 04:20 | t/p | 14 | 0.10 | 142.488 | 143.463 | 142.488 | 45.34 | 10265.20 |
| 57 | 2022.09.09 04:20 | t/p | 15 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10317.84 |
| 58 | 2022.09.09 10:00 | buy | 16 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 59 | 2022.09.09 10:00 | modify | 16 | 0.10 | 142.033 | 140.633 | 143.533 | ||
| 60 | 2022.09.09 16:20 | buy | 17 | 0.10 | 142.718 | 0.000 | 0.000 | ||
| 61 | 2022.09.09 16:20 | modify | 17 | 0.10 | 142.718 | 142.408 | 143.533 | ||
| 62 | 2022.09.09 16:20 | modify | 16 | 0.10 | 142.033 | 142.408 | 143.533 | ||
| 63 | 2022.09.09 18:02 | buy | 18 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 64 | 2022.09.09 18:02 | modify | 18 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 65 | 2022.09.09 18:02 | modify | 17 | 0.10 | 142.718 | 142.558 | 143.533 | ||
| 66 | 2022.09.09 18:02 | modify | 16 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 67 | 2022.09.09 20:50 | s/l | 16 | 0.10 | 142.558 | 142.558 | 143.533 | 36.84 | 10354.68 |
| 68 | 2022.09.09 20:50 | s/l | 17 | 0.10 | 142.558 | 142.558 | 143.533 | -11.23 | 10343.45 |
| 69 | 2022.09.09 20:50 | s/l | 18 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10327.38 |
| 70 | 2022.10.21 13:00 | sell | 19 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 71 | 2022.10.21 13:00 | modify | 19 | 0.10 | 151.473 | 152.873 | 149.973 | ||
| 72 | 2022.10.21 14:45 | t/p | 19 | 0.10 | 149.973 | 152.873 | 149.973 | 100.03 | 10427.41 |
| 73 | 2022.11.21 11:00 | sell | 20 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 74 | 2022.11.21 11:00 | modify | 20 | 0.10 | 141.650 | 143.050 | 140.150 | ||
| 75 | 2022.11.23 14:15 | sell | 21 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 76 | 2022.11.23 14:15 | modify | 21 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 77 | 2022.11.23 14:15 | modify | 20 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 78 | 2022.11.23 14:32 | sell | 22 | 0.10 | 140.808 | 0.000 | 0.000 | ||
| 79 | 2022.11.23 14:32 | modify | 22 | 0.10 | 140.808 | 141.275 | 140.150 | ||
| 80 | 2022.11.23 14:35 | modify | 22 | 0.10 | 140.808 | 141.125 | 140.150 | ||
| 81 | 2022.11.23 14:50 | t/p | 20 | 0.10 | 140.150 | 141.125 | 140.150 | 104.27 | 10531.69 |
| 82 | 2022.11.23 14:50 | t/p | 21 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10584.36 |
| 83 | 2022.11.23 14:50 | t/p | 22 | 0.10 | 140.150 | 141.125 | 140.150 | 47.03 | 10631.39 |
| 84 | 2022.11.24 03:00 | buy | 23 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 85 | 2022.11.24 03:00 | modify | 23 | 0.10 | 138.904 | 137.504 | 140.404 | ||
| 86 | 2022.11.25 11:55 | buy | 24 | 0.10 | 139.598 | 0.000 | 0.000 | ||
| 87 | 2022.11.25 11:55 | modify | 24 | 0.10 | 139.598 | 139.279 | 140.404 | ||
| 88 | 2022.11.25 11:55 | modify | 23 | 0.10 | 138.904 | 139.279 | 140.404 | ||
| 89 | 2022.11.25 12:45 | s/l | 23 | 0.10 | 139.279 | 139.279 | 140.404 | 28.08 | 10659.47 |
| 90 | 2022.11.25 12:45 | s/l | 24 | 0.10 | 139.279 | 139.279 | 140.404 | -22.91 | 10636.56 |
| 91 | 2023.02.06 03:00 | sell | 25 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 92 | 2023.02.06 03:00 | modify | 25 | 0.10 | 132.038 | 133.438 | 130.538 | ||
| 93 | 2023.02.07 15:55 | sell | 26 | 0.10 | 131.286 | 0.000 | 0.000 | ||
| 94 | 2023.02.07 15:55 | modify | 26 | 0.10 | 131.286 | 131.513 | 130.538 | ||
| 95 | 2023.02.07 15:55 | modify | 25 | 0.10 | 132.038 | 131.513 | 130.538 | ||
| 96 | 2023.02.07 16:12 | sell | 27 | 0.10 | 131.213 | 0.000 | 0.000 | ||
| 97 | 2023.02.07 16:12 | modify | 27 | 0.10 | 131.213 | 131.663 | 130.538 | ||
| 98 | 2023.02.07 16:15 | modify | 27 | 0.10 | 131.213 | 131.513 | 130.538 | ||
| 99 | 2023.02.07 16:57 | sell | 28 | 0.10 | 131.349 | 0.000 | 0.000 | ||
| 100 | 2023.02.07 16:57 | modify | 28 | 0.10 | 131.349 | 131.663 | 130.538 | ||
| 101 | 2023.02.07 16:59 | modify | 28 | 0.10 | 131.349 | 131.513 | 130.538 | ||
| 102 | 2023.02.07 17:50 | t/p | 25 | 0.10 | 130.538 | 131.513 | 130.538 | 113.47 | 10750.03 |
| 103 | 2023.02.07 17:50 | t/p | 26 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10807.35 |
| 104 | 2023.02.07 17:50 | t/p | 27 | 0.10 | 130.538 | 131.513 | 130.538 | 51.72 | 10859.07 |
| 105 | 2023.02.07 17:50 | t/p | 28 | 0.10 | 130.538 | 131.513 | 130.538 | 62.14 | 10921.21 |
| 106 | 2023.05.01 05:00 | sell | 29 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 107 | 2023.05.01 05:00 | modify | 29 | 0.10 | 136.850 | 138.250 | 135.350 | ||
| 108 | 2023.05.03 01:40 | sell | 30 | 0.10 | 136.161 | 0.000 | 0.000 | ||
| 109 | 2023.05.03 01:40 | modify | 30 | 0.10 | 136.161 | 136.475 | 135.350 | ||
| 110 | 2023.05.03 01:40 | modify | 29 | 0.10 | 136.850 | 136.475 | 135.350 | ||
| 111 | 2023.05.03 01:45 | sell | 31 | 0.10 | 136.084 | 0.000 | 0.000 | ||
| 112 | 2023.05.03 01:45 | modify | 31 | 0.10 | 136.084 | 136.325 | 135.350 | ||
| 113 | 2023.05.03 01:45 | modify | 30 | 0.10 | 136.161 | 136.325 | 135.350 | ||
| 114 | 2023.05.03 01:45 | modify | 29 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 115 | 2023.05.03 01:55 | sell | 32 | 0.10 | 136.008 | 0.000 | 0.000 | ||
| 116 | 2023.05.03 01:55 | modify | 32 | 0.10 | 136.008 | 136.475 | 135.350 | ||
| 117 | 2023.05.03 01:57 | modify | 32 | 0.10 | 136.008 | 136.325 | 135.350 | ||
| 118 | 2023.05.03 13:32 | t/p | 29 | 0.10 | 135.350 | 136.325 | 135.350 | 107.91 | 11029.12 |
| 119 | 2023.05.03 13:32 | t/p | 30 | 0.10 | 135.350 | 136.325 | 135.350 | 59.93 | 11089.05 |
| 120 | 2023.05.03 13:32 | t/p | 31 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11143.29 |
| 121 | 2023.05.03 13:32 | t/p | 32 | 0.10 | 135.350 | 136.325 | 135.350 | 48.63 | 11191.92 |