Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 7257 | Ticks modelled | 158293 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1170.57 | Gross profit | 1403.83 | Gross loss | -233.26 |
| Profit factor | 6.02 | Expected payoff | 46.82 | ||
| Absolute drawdown | 124.89 | Maximal drawdown | 162.47 (1.62%) | Relative drawdown | 1.62% (162.47) |
| Total trades | 25 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
| Largest | profit trade | 115.83 | loss trade | -100.93 | |
| Average | profit trade | 66.85 | loss trade | -58.32 | |
| Maximum | consecutive wins (profit in money) | 9 (530.22) | consecutive losses (loss in money) | 1 (-100.93) | |
| Maximal | consecutive profit (count of wins) | 530.22 (9) | consecutive loss (count of losses) | -100.93 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.11 03:00 | sell | 1 | 0.10 | 137.032 | 0.000 | 0.000 | ||
| 2 | 2022.07.11 03:00 | modify | 1 | 0.10 | 137.032 | 138.332 | 135.532 | ||
| 3 | 2022.07.14 05:10 | s/l | 1 | 0.10 | 138.332 | 138.332 | 135.532 | -100.93 | 9899.07 |
| 4 | 2022.07.14 09:00 | sell | 2 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 5 | 2022.07.14 09:00 | modify | 2 | 0.10 | 139.075 | 140.375 | 137.575 | ||
| 6 | 2022.07.18 00:10 | sell | 3 | 0.10 | 138.299 | 0.000 | 0.000 | ||
| 7 | 2022.07.18 00:10 | modify | 3 | 0.10 | 138.299 | 138.550 | 137.575 | ||
| 8 | 2022.07.18 00:10 | modify | 2 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 9 | 2022.07.18 00:20 | sell | 4 | 0.10 | 138.242 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 00:20 | modify | 4 | 0.10 | 138.242 | 138.700 | 137.575 | ||
| 11 | 2022.07.18 00:20 | sell | 5 | 0.10 | 138.242 | 0.000 | 0.000 | ||
| 12 | 2022.07.18 00:20 | modify | 5 | 0.10 | 138.242 | 138.550 | 137.575 | ||
| 13 | 2022.07.18 00:22 | modify | 4 | 0.10 | 138.242 | 138.550 | 137.575 | ||
| 14 | 2022.07.19 10:20 | t/p | 2 | 0.10 | 137.575 | 138.550 | 137.575 | 104.88 | 10003.95 |
| 15 | 2022.07.19 10:20 | t/p | 3 | 0.10 | 137.575 | 138.550 | 137.575 | 51.25 | 10055.20 |
| 16 | 2022.07.19 10:20 | t/p | 4 | 0.10 | 137.575 | 138.550 | 137.575 | 47.11 | 10102.31 |
| 17 | 2022.07.19 10:20 | t/p | 5 | 0.10 | 137.575 | 138.550 | 137.575 | 47.11 | 10149.41 |
| 18 | 2022.09.07 05:00 | sell | 6 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 19 | 2022.09.07 05:00 | modify | 6 | 0.10 | 143.988 | 145.288 | 142.488 | ||
| 20 | 2022.09.09 03:25 | sell | 7 | 0.10 | 143.134 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 03:25 | modify | 7 | 0.10 | 143.134 | 143.613 | 142.488 | ||
| 22 | 2022.09.09 03:25 | sell | 8 | 0.10 | 143.134 | 0.000 | 0.000 | ||
| 23 | 2022.09.09 03:25 | modify | 8 | 0.10 | 143.134 | 143.463 | 142.488 | ||
| 24 | 2022.09.09 03:25 | modify | 6 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 25 | 2022.09.09 03:27 | modify | 7 | 0.10 | 143.134 | 143.463 | 142.488 | ||
| 26 | 2022.09.09 03:40 | sell | 9 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 27 | 2022.09.09 03:40 | modify | 9 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 28 | 2022.09.09 04:20 | t/p | 6 | 0.10 | 142.488 | 143.463 | 142.488 | 99.71 | 10249.13 |
| 29 | 2022.09.09 04:20 | t/p | 7 | 0.10 | 142.488 | 143.463 | 142.488 | 45.34 | 10294.47 |
| 30 | 2022.09.09 04:20 | t/p | 8 | 0.10 | 142.488 | 143.463 | 142.488 | 45.34 | 10339.81 |
| 31 | 2022.09.09 04:20 | t/p | 9 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10392.45 |
| 32 | 2022.09.09 10:00 | buy | 10 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 33 | 2022.09.09 10:00 | modify | 10 | 0.10 | 142.033 | 140.733 | 143.533 | ||
| 34 | 2022.09.09 18:02 | buy | 11 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 35 | 2022.09.09 18:02 | modify | 11 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 36 | 2022.09.09 18:02 | modify | 10 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 37 | 2022.09.09 20:50 | s/l | 10 | 0.10 | 142.558 | 142.558 | 143.533 | 36.84 | 10429.29 |
| 38 | 2022.09.09 20:50 | s/l | 11 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10413.22 |
| 39 | 2022.10.21 13:00 | sell | 12 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 40 | 2022.10.21 13:00 | modify | 12 | 0.10 | 151.473 | 152.773 | 149.973 | ||
| 41 | 2022.10.21 14:45 | t/p | 12 | 0.10 | 149.973 | 152.773 | 149.973 | 100.03 | 10513.25 |
| 42 | 2022.10.28 11:00 | sell | 13 | 0.10 | 147.644 | 0.000 | 0.000 | ||
| 43 | 2022.10.28 11:00 | modify | 13 | 0.10 | 147.644 | 148.944 | 146.144 | ||
| 44 | 2022.11.02 18:20 | t/p | 13 | 0.10 | 146.144 | 148.944 | 146.144 | 98.50 | 10611.75 |
| 45 | 2022.11.21 11:00 | sell | 14 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 46 | 2022.11.21 11:00 | modify | 14 | 0.10 | 141.650 | 142.950 | 140.150 | ||
| 47 | 2022.11.23 14:15 | sell | 15 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 48 | 2022.11.23 14:15 | modify | 15 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 49 | 2022.11.23 14:15 | modify | 14 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 50 | 2022.11.23 14:32 | sell | 16 | 0.10 | 140.808 | 0.000 | 0.000 | ||
| 51 | 2022.11.23 14:32 | modify | 16 | 0.10 | 140.808 | 141.275 | 140.150 | ||
| 52 | 2022.11.23 14:32 | sell | 17 | 0.10 | 140.808 | 0.000 | 0.000 | ||
| 53 | 2022.11.23 14:32 | modify | 17 | 0.10 | 140.808 | 141.125 | 140.150 | ||
| 54 | 2022.11.23 14:35 | modify | 16 | 0.10 | 140.808 | 141.125 | 140.150 | ||
| 55 | 2022.11.23 14:50 | t/p | 14 | 0.10 | 140.150 | 141.125 | 140.150 | 104.43 | 10716.17 |
| 56 | 2022.11.23 14:50 | t/p | 15 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10768.84 |
| 57 | 2022.11.23 14:50 | t/p | 16 | 0.10 | 140.150 | 141.125 | 140.150 | 47.03 | 10815.87 |
| 58 | 2022.11.23 14:50 | t/p | 17 | 0.10 | 140.150 | 141.125 | 140.150 | 47.03 | 10862.90 |
| 59 | 2022.12.20 07:00 | buy | 18 | 0.10 | 133.382 | 0.000 | 0.000 | ||
| 60 | 2022.12.20 07:00 | modify | 18 | 0.10 | 133.382 | 132.082 | 134.882 | ||
| 61 | 2022.12.20 09:20 | s/l | 18 | 0.10 | 132.082 | 132.082 | 134.882 | -98.48 | 10764.42 |
| 62 | 2023.02.06 02:00 | sell | 19 | 0.10 | 132.277 | 0.000 | 0.000 | ||
| 63 | 2023.02.06 02:00 | modify | 19 | 0.10 | 132.277 | 133.577 | 130.777 | ||
| 64 | 2023.02.07 17:50 | t/p | 19 | 0.10 | 130.777 | 133.577 | 130.777 | 113.55 | 10877.97 |
| 65 | 2023.03.15 14:00 | buy | 20 | 0.10 | 132.767 | 0.000 | 0.000 | ||
| 66 | 2023.03.15 14:00 | modify | 20 | 0.10 | 132.767 | 131.467 | 134.267 | ||
| 67 | 2023.03.15 19:02 | buy | 21 | 0.10 | 133.529 | 0.000 | 0.000 | ||
| 68 | 2023.03.15 19:02 | modify | 21 | 0.10 | 133.529 | 133.292 | 134.267 | ||
| 69 | 2023.03.15 19:02 | modify | 20 | 0.10 | 132.767 | 133.292 | 134.267 | ||
| 70 | 2023.03.15 19:15 | s/l | 20 | 0.10 | 133.292 | 133.292 | 134.267 | 39.39 | 10917.36 |
| 71 | 2023.03.15 19:15 | s/l | 21 | 0.10 | 133.292 | 133.292 | 134.267 | -17.78 | 10899.58 |
| 72 | 2023.05.10 14:00 | buy | 22 | 0.10 | 134.451 | 0.000 | 0.000 | ||
| 73 | 2023.05.10 14:00 | modify | 22 | 0.10 | 134.451 | 133.151 | 135.951 | ||
| 74 | 2023.05.12 14:20 | buy | 23 | 0.10 | 135.204 | 0.000 | 0.000 | ||
| 75 | 2023.05.12 14:20 | modify | 23 | 0.10 | 135.204 | 134.976 | 135.951 | ||
| 76 | 2023.05.12 14:20 | modify | 22 | 0.10 | 134.451 | 134.976 | 135.951 | ||
| 77 | 2023.05.12 14:45 | buy | 24 | 0.10 | 135.292 | 0.000 | 0.000 | ||
| 78 | 2023.05.12 14:45 | modify | 24 | 0.10 | 135.292 | 134.826 | 135.951 | ||
| 79 | 2023.05.12 14:45 | buy | 25 | 0.10 | 135.292 | 0.000 | 0.000 | ||
| 80 | 2023.05.12 14:45 | modify | 25 | 0.10 | 135.292 | 134.976 | 135.951 | ||
| 81 | 2023.05.12 14:47 | modify | 24 | 0.10 | 135.292 | 134.976 | 135.951 | ||
| 82 | 2023.05.15 00:20 | t/p | 22 | 0.10 | 135.951 | 134.976 | 135.951 | 115.83 | 11015.41 |
| 83 | 2023.05.15 00:20 | t/p | 23 | 0.10 | 135.951 | 134.976 | 135.951 | 56.03 | 11071.44 |
| 84 | 2023.05.15 00:20 | t/p | 24 | 0.10 | 135.951 | 134.976 | 135.951 | 49.56 | 11121.01 |
| 85 | 2023.05.15 00:20 | t/p | 25 | 0.10 | 135.951 | 134.976 | 135.951 | 49.56 | 11170.57 |