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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=150; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 461.16 | Gross profit | 1167.10 | Gross loss | -705.94 |
| Profit factor | 1.65 | Expected payoff | 21.96 | ||
| Absolute drawdown | 325.97 | Maximal drawdown | 409.05 (4.06%) | Relative drawdown | 4.06% (409.05) |
| Total trades | 21 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
| Largest | profit trade | 116.60 | loss trade | -121.09 | |
| Average | profit trade | 89.78 | loss trade | -88.24 | |
| Maximum | consecutive wins (profit in money) | 10 (851.88) | consecutive losses (loss in money) | 3 (-141.31) | |
| Maximal | consecutive profit (count of wins) | 851.88 (10) | consecutive loss (count of losses) | -233.72 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.05 02:00 | sell | 1 | 0.10 | 136.330 | 0.000 | 0.000 | ||
| 2 | 2022.07.05 02:00 | modify | 1 | 0.10 | 136.330 | 137.830 | 134.830 | ||
| 3 | 2022.07.13 15:00 | s/l | 1 | 0.10 | 137.830 | 137.830 | 134.830 | -121.09 | 9878.91 |
| 4 | 2022.07.29 04:00 | buy | 2 | 0.10 | 133.196 | 0.000 | 0.000 | ||
| 5 | 2022.07.29 04:00 | modify | 2 | 0.10 | 133.196 | 131.696 | 134.696 | ||
| 6 | 2022.08.01 16:00 | s/l | 2 | 0.10 | 131.696 | 131.696 | 134.696 | -112.64 | 9766.28 |
| 7 | 2022.08.02 02:00 | buy | 3 | 0.10 | 130.711 | 0.000 | 0.000 | ||
| 8 | 2022.08.02 02:00 | modify | 3 | 0.10 | 130.711 | 129.211 | 132.211 | ||
| 9 | 2022.08.02 16:00 | t/p | 3 | 0.10 | 132.211 | 129.211 | 132.211 | 113.37 | 9879.65 |
| 10 | 2022.08.29 05:00 | sell | 4 | 0.10 | 138.860 | 0.000 | 0.000 | ||
| 11 | 2022.08.29 05:00 | modify | 4 | 0.10 | 138.860 | 140.360 | 137.360 | ||
| 12 | 2022.09.02 05:00 | s/l | 4 | 0.10 | 140.360 | 140.360 | 137.360 | -115.67 | 9763.97 |
| 13 | 2022.09.07 03:00 | sell | 5 | 0.10 | 143.689 | 0.000 | 0.000 | ||
| 14 | 2022.09.07 03:00 | modify | 5 | 0.10 | 143.689 | 145.189 | 142.189 | ||
| 15 | 2022.09.09 08:00 | t/p | 5 | 0.10 | 142.189 | 145.189 | 142.189 | 99.48 | 9863.45 |
| 16 | 2022.10.27 06:00 | buy | 6 | 0.10 | 145.278 | 0.000 | 0.000 | ||
| 17 | 2022.10.27 06:00 | modify | 6 | 0.10 | 145.278 | 143.778 | 146.778 | ||
| 18 | 2022.10.27 13:00 | t/p | 6 | 0.10 | 146.778 | 143.778 | 146.778 | 102.37 | 9965.82 |
| 19 | 2022.11.24 02:00 | buy | 7 | 0.10 | 138.810 | 0.000 | 0.000 | ||
| 20 | 2022.11.24 02:00 | modify | 7 | 0.10 | 138.810 | 137.310 | 140.310 | ||
| 21 | 2022.12.01 00:00 | s/l | 7 | 0.10 | 137.310 | 137.310 | 140.310 | -101.06 | 9864.76 |
| 22 | 2022.12.20 04:00 | buy | 8 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 23 | 2022.12.20 04:00 | modify | 8 | 0.10 | 133.470 | 131.970 | 134.970 | ||
| 24 | 2022.12.20 16:00 | s/l | 8 | 0.10 | 131.970 | 131.970 | 134.970 | -114.17 | 9750.59 |
| 25 | 2022.12.28 03:00 | sell | 9 | 0.10 | 134.052 | 0.000 | 0.000 | ||
| 26 | 2022.12.28 03:00 | modify | 9 | 0.10 | 134.052 | 135.552 | 132.552 | ||
| 27 | 2022.12.30 00:00 | sell | 10 | 0.10 | 132.918 | 0.000 | 0.000 | ||
| 28 | 2022.12.30 00:00 | modify | 10 | 0.10 | 132.918 | 133.452 | 132.552 | ||
| 29 | 2022.12.30 00:00 | modify | 9 | 0.10 | 134.052 | 133.452 | 132.552 | ||
| 30 | 2022.12.30 01:00 | t/p | 9 | 0.10 | 132.552 | 133.452 | 132.552 | 107.36 | 9857.94 |
| 31 | 2022.12.30 01:00 | t/p | 10 | 0.10 | 132.552 | 133.452 | 132.552 | 27.63 | 9885.57 |
| 32 | 2023.01.03 03:00 | buy | 11 | 0.10 | 129.952 | 0.000 | 0.000 | ||
| 33 | 2023.01.03 03:00 | modify | 11 | 0.10 | 129.952 | 128.452 | 131.452 | ||
| 34 | 2023.01.03 11:00 | buy | 12 | 0.10 | 130.718 | 0.000 | 0.000 | ||
| 35 | 2023.01.03 11:00 | modify | 12 | 0.10 | 130.718 | 130.027 | 131.452 | ||
| 36 | 2023.01.03 11:00 | modify | 11 | 0.10 | 129.952 | 130.027 | 131.452 | ||
| 37 | 2023.01.04 00:00 | t/p | 11 | 0.10 | 131.452 | 130.027 | 131.452 | 115.40 | 10000.98 |
| 38 | 2023.01.04 00:00 | t/p | 12 | 0.10 | 131.452 | 130.027 | 131.452 | 57.06 | 10058.04 |
| 39 | 2023.01.18 05:00 | sell | 13 | 0.10 | 131.336 | 0.000 | 0.000 | ||
| 40 | 2023.01.18 05:00 | modify | 13 | 0.10 | 131.336 | 132.836 | 129.836 | ||
| 41 | 2023.01.18 09:00 | t/p | 13 | 0.10 | 129.836 | 132.836 | 129.836 | 115.66 | 10173.70 |
| 42 | 2023.02.02 01:00 | buy | 14 | 0.10 | 128.486 | 0.000 | 0.000 | ||
| 43 | 2023.02.02 01:00 | modify | 14 | 0.10 | 128.486 | 126.986 | 129.986 | ||
| 44 | 2023.02.03 14:00 | t/p | 14 | 0.10 | 129.986 | 126.986 | 129.986 | 116.60 | 10290.30 |
| 45 | 2023.03.08 03:00 | sell | 15 | 0.10 | 137.621 | 0.000 | 0.000 | ||
| 46 | 2023.03.08 03:00 | modify | 15 | 0.10 | 137.621 | 139.121 | 136.121 | ||
| 47 | 2023.03.09 05:00 | sell | 16 | 0.10 | 136.792 | 0.000 | 0.000 | ||
| 48 | 2023.03.09 05:00 | modify | 16 | 0.10 | 136.792 | 137.021 | 136.121 | ||
| 49 | 2023.03.09 05:00 | modify | 15 | 0.10 | 137.621 | 137.021 | 136.121 | ||
| 50 | 2023.03.09 11:00 | t/p | 15 | 0.10 | 136.121 | 137.021 | 136.121 | 105.76 | 10396.07 |
| 51 | 2023.03.09 11:00 | t/p | 16 | 0.10 | 136.121 | 137.021 | 136.121 | 49.28 | 10445.35 |
| 52 | 2023.05.01 03:00 | sell | 17 | 0.10 | 136.874 | 0.000 | 0.000 | ||
| 53 | 2023.05.01 03:00 | modify | 17 | 0.10 | 136.874 | 138.374 | 135.374 | ||
| 54 | 2023.05.03 13:00 | t/p | 17 | 0.10 | 135.374 | 138.374 | 135.374 | 107.82 | 10553.17 |
| 55 | 2023.05.04 03:00 | buy | 18 | 0.10 | 134.505 | 0.000 | 0.000 | ||
| 56 | 2023.05.04 03:00 | modify | 18 | 0.10 | 134.505 | 133.005 | 136.005 | ||
| 57 | 2023.05.10 05:00 | buy | 19 | 0.10 | 135.263 | 0.000 | 0.000 | ||
| 58 | 2023.05.10 05:00 | modify | 19 | 0.10 | 135.263 | 134.580 | 136.005 | ||
| 59 | 2023.05.10 05:00 | modify | 18 | 0.10 | 134.505 | 134.580 | 136.005 | ||
| 60 | 2023.05.10 12:00 | buy | 20 | 0.10 | 135.342 | 0.000 | 0.000 | ||
| 61 | 2023.05.10 12:00 | modify | 20 | 0.10 | 135.342 | 135.105 | 136.005 | ||
| 62 | 2023.05.10 12:00 | modify | 19 | 0.10 | 135.263 | 135.105 | 136.005 | ||
| 63 | 2023.05.10 12:00 | modify | 18 | 0.10 | 134.505 | 135.105 | 136.005 | ||
| 64 | 2023.05.10 13:00 | s/l | 18 | 0.10 | 135.105 | 135.105 | 136.005 | 49.30 | 10602.47 |
| 65 | 2023.05.10 13:00 | s/l | 19 | 0.10 | 135.105 | 135.105 | 136.005 | -11.76 | 10590.71 |
| 66 | 2023.05.10 13:00 | s/l | 20 | 0.10 | 135.105 | 135.105 | 136.005 | -17.63 | 10573.08 |
| 67 | 2023.05.15 04:00 | sell | 21 | 0.10 | 136.127 | 0.000 | 0.000 | ||
| 68 | 2023.05.15 04:00 | modify | 21 | 0.10 | 136.127 | 137.627 | 134.627 | ||
| 69 | 2023.05.17 19:00 | s/l | 21 | 0.10 | 137.627 | 137.627 | 134.627 | -111.92 | 10461.16 |