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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6557 | Ticks modelled | 46424707 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1349.07 | Gross profit | 1643.13 | Gross loss | -294.06 |
| Profit factor | 5.59 | Expected payoff | 39.68 | ||
| Absolute drawdown | 124.90 | Maximal drawdown | 194.14 (1.73%) | Relative drawdown | 1.73% (194.14) |
| Total trades | 34 | Short positions (won %) | 23 (91.30%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 27 (79.41%) | Loss trades (% of total) | 7 (20.59%) | ||
| Largest | profit trade | 115.85 | loss trade | -100.94 | |
| Average | profit trade | 60.86 | loss trade | -42.01 | |
| Maximum | consecutive wins (profit in money) | 9 (534.79) | consecutive losses (loss in money) | 3 (-62.94) | |
| Maximal | consecutive profit (count of wins) | 534.79 (9) | consecutive loss (count of losses) | -100.94 (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 05:06 | s/l | 1 | 0.10 | 138.332 | 138.332 | 135.532 | -100.94 | 9899.06 |
| 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 | 2022.07.17 23:42 | sell | 3 | 0.10 | 138.318 | 0.000 | 0.000 | ||
| 7 | 2022.07.17 23:42 | modify | 3 | 0.10 | 138.318 | 138.550 | 137.575 | ||
| 8 | 2022.07.17 23:42 | modify | 2 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 9 | 2022.07.18 00:21 | sell | 4 | 0.10 | 138.250 | 0.000 | 0.000 | ||
| 10 | 2022.07.18 00:21 | modify | 4 | 0.10 | 138.250 | 138.700 | 137.575 | ||
| 11 | 2022.07.18 00:21 | sell | 5 | 0.10 | 138.250 | 0.000 | 0.000 | ||
| 12 | 2022.07.18 00:21 | modify | 5 | 0.10 | 138.250 | 138.550 | 137.575 | ||
| 13 | 2022.07.18 00:21 | modify | 4 | 0.10 | 138.250 | 138.550 | 137.575 | ||
| 14 | 2022.07.19 10:06 | t/p | 2 | 0.10 | 137.575 | 138.550 | 137.575 | 104.85 | 10003.91 |
| 15 | 2022.07.19 10:06 | t/p | 3 | 0.10 | 137.575 | 138.550 | 137.575 | 51.23 | 10055.14 |
| 16 | 2022.07.19 10:06 | t/p | 4 | 0.10 | 137.575 | 138.550 | 137.575 | 47.68 | 10102.81 |
| 17 | 2022.07.19 10:06 | t/p | 5 | 0.10 | 137.575 | 138.550 | 137.575 | 47.68 | 10150.49 |
| 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 03:22 | sell | 7 | 0.10 | 143.230 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 03:22 | modify | 7 | 0.10 | 143.230 | 143.463 | 142.488 | ||
| 22 | 2022.09.09 03:22 | modify | 6 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 23 | 2022.09.09 03:25 | sell | 8 | 0.10 | 143.163 | 0.000 | 0.000 | ||
| 24 | 2022.09.09 03:25 | modify | 8 | 0.10 | 143.163 | 143.613 | 142.488 | ||
| 25 | 2022.09.09 03:25 | sell | 9 | 0.10 | 143.163 | 0.000 | 0.000 | ||
| 26 | 2022.09.09 03:25 | modify | 9 | 0.10 | 143.163 | 143.463 | 142.488 | ||
| 27 | 2022.09.09 03:25 | modify | 8 | 0.10 | 143.163 | 143.463 | 142.488 | ||
| 28 | 2022.09.09 04:14 | t/p | 6 | 0.10 | 142.488 | 143.463 | 142.488 | 99.71 | 10250.20 |
| 29 | 2022.09.09 04:14 | t/p | 7 | 0.10 | 142.488 | 143.463 | 142.488 | 52.08 | 10302.28 |
| 30 | 2022.09.09 04:14 | t/p | 8 | 0.10 | 142.488 | 143.463 | 142.488 | 47.37 | 10349.65 |
| 31 | 2022.09.09 04:14 | t/p | 9 | 0.10 | 142.488 | 143.463 | 142.488 | 47.37 | 10397.02 |
| 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 12:03 | buy | 11 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 35 | 2022.09.09 12:03 | modify | 11 | 0.10 | 142.786 | 142.558 | 143.533 | ||
| 36 | 2022.09.09 12:03 | modify | 10 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 37 | 2022.09.09 12:30 | s/l | 10 | 0.10 | 142.558 | 142.558 | 143.533 | 36.83 | 10433.85 |
| 38 | 2022.09.09 12:30 | s/l | 11 | 0.10 | 142.558 | 142.558 | 143.533 | -15.99 | 10417.86 |
| 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 14:39 | sell | 13 | 0.10 | 150.714 | 0.000 | 0.000 | ||
| 42 | 2022.10.21 14:39 | modify | 13 | 0.10 | 150.714 | 150.948 | 149.973 | ||
| 43 | 2022.10.21 14:39 | modify | 12 | 0.10 | 151.473 | 150.948 | 149.973 | ||
| 44 | 2022.10.21 14:39 | sell | 14 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 45 | 2022.10.21 14:39 | modify | 14 | 0.10 | 150.643 | 151.098 | 149.973 | ||
| 46 | 2022.10.21 14:39 | sell | 15 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 47 | 2022.10.21 14:39 | modify | 15 | 0.10 | 150.643 | 150.948 | 149.973 | ||
| 48 | 2022.10.21 14:39 | modify | 14 | 0.10 | 150.643 | 150.948 | 149.973 | ||
| 49 | 2022.10.21 14:49 | t/p | 12 | 0.10 | 149.973 | 150.948 | 149.973 | 100.05 | 10517.91 |
| 50 | 2022.10.21 14:49 | t/p | 13 | 0.10 | 149.973 | 150.948 | 149.973 | 49.42 | 10567.33 |
| 51 | 2022.10.21 14:49 | t/p | 14 | 0.10 | 149.973 | 150.948 | 149.973 | 44.69 | 10612.02 |
| 52 | 2022.10.21 14:49 | t/p | 15 | 0.10 | 149.973 | 150.948 | 149.973 | 44.69 | 10656.71 |
| 53 | 2022.10.28 11:00 | sell | 16 | 0.10 | 147.644 | 0.000 | 0.000 | ||
| 54 | 2022.10.28 11:00 | modify | 16 | 0.10 | 147.644 | 148.944 | 146.144 | ||
| 55 | 2022.11.02 10:56 | sell | 17 | 0.10 | 146.887 | 0.000 | 0.000 | ||
| 56 | 2022.11.02 10:56 | modify | 17 | 0.10 | 146.887 | 147.119 | 146.144 | ||
| 57 | 2022.11.02 10:56 | modify | 16 | 0.10 | 147.644 | 147.119 | 146.144 | ||
| 58 | 2022.11.02 11:30 | s/l | 16 | 0.10 | 147.119 | 147.119 | 146.144 | 31.51 | 10688.23 |
| 59 | 2022.11.02 11:30 | s/l | 17 | 0.10 | 147.119 | 147.119 | 146.144 | -15.77 | 10672.46 |
| 60 | 2022.11.21 11:00 | sell | 18 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 61 | 2022.11.21 11:00 | modify | 18 | 0.10 | 141.650 | 142.950 | 140.150 | ||
| 62 | 2022.11.23 14:07 | sell | 19 | 0.10 | 140.886 | 0.000 | 0.000 | ||
| 63 | 2022.11.23 14:07 | modify | 19 | 0.10 | 140.886 | 141.125 | 140.150 | ||
| 64 | 2022.11.23 14:07 | modify | 18 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 65 | 2022.11.23 14:07 | sell | 20 | 0.10 | 140.822 | 0.000 | 0.000 | ||
| 66 | 2022.11.23 14:07 | modify | 20 | 0.10 | 140.822 | 141.275 | 140.150 | ||
| 67 | 2022.11.23 14:07 | sell | 21 | 0.10 | 140.822 | 0.000 | 0.000 | ||
| 68 | 2022.11.23 14:07 | modify | 21 | 0.10 | 140.822 | 141.125 | 140.150 | ||
| 69 | 2022.11.23 14:07 | modify | 20 | 0.10 | 140.822 | 141.125 | 140.150 | ||
| 70 | 2022.11.23 14:51 | t/p | 18 | 0.10 | 140.150 | 141.125 | 140.150 | 104.26 | 10776.71 |
| 71 | 2022.11.23 14:51 | t/p | 19 | 0.10 | 140.150 | 141.125 | 140.150 | 52.52 | 10829.23 |
| 72 | 2022.11.23 14:51 | t/p | 20 | 0.10 | 140.150 | 141.125 | 140.150 | 47.96 | 10877.19 |
| 73 | 2022.11.23 14:51 | t/p | 21 | 0.10 | 140.150 | 141.125 | 140.150 | 47.96 | 10925.15 |
| 74 | 2022.12.20 07:00 | buy | 22 | 0.10 | 133.382 | 0.000 | 0.000 | ||
| 75 | 2022.12.20 07:00 | modify | 22 | 0.10 | 133.382 | 132.082 | 134.882 | ||
| 76 | 2022.12.20 09:12 | s/l | 22 | 0.10 | 132.082 | 132.082 | 134.882 | -98.42 | 10826.73 |
| 77 | 2023.02.06 02:00 | sell | 23 | 0.10 | 132.277 | 0.000 | 0.000 | ||
| 78 | 2023.02.06 02:00 | modify | 23 | 0.10 | 132.277 | 133.577 | 130.777 | ||
| 79 | 2023.02.07 15:49 | sell | 24 | 0.10 | 131.527 | 0.000 | 0.000 | ||
| 80 | 2023.02.07 15:49 | modify | 24 | 0.10 | 131.527 | 131.752 | 130.777 | ||
| 81 | 2023.02.07 15:49 | modify | 23 | 0.10 | 132.277 | 131.752 | 130.777 | ||
| 82 | 2023.02.07 15:50 | sell | 25 | 0.10 | 131.448 | 0.000 | 0.000 | ||
| 83 | 2023.02.07 15:50 | modify | 25 | 0.10 | 131.448 | 131.902 | 130.777 | ||
| 84 | 2023.02.07 15:50 | sell | 26 | 0.10 | 131.448 | 0.000 | 0.000 | ||
| 85 | 2023.02.07 15:50 | modify | 26 | 0.10 | 131.448 | 131.752 | 130.777 | ||
| 86 | 2023.02.07 15:50 | modify | 25 | 0.10 | 131.448 | 131.752 | 130.777 | ||
| 87 | 2023.02.07 17:47 | t/p | 23 | 0.10 | 130.777 | 131.752 | 130.777 | 113.31 | 10940.04 |
| 88 | 2023.02.07 17:47 | t/p | 24 | 0.10 | 130.777 | 131.752 | 130.777 | 57.35 | 10997.39 |
| 89 | 2023.02.07 17:47 | t/p | 25 | 0.10 | 130.777 | 131.752 | 130.777 | 51.31 | 11048.70 |
| 90 | 2023.02.07 17:47 | t/p | 26 | 0.10 | 130.777 | 131.752 | 130.777 | 51.31 | 11100.01 |
| 91 | 2023.03.15 14:00 | buy | 27 | 0.10 | 132.767 | 0.000 | 0.000 | ||
| 92 | 2023.03.15 14:00 | modify | 27 | 0.10 | 132.767 | 131.467 | 134.267 | ||
| 93 | 2023.03.15 18:28 | buy | 28 | 0.10 | 133.517 | 0.000 | 0.000 | ||
| 94 | 2023.03.15 18:28 | modify | 28 | 0.10 | 133.517 | 133.292 | 134.267 | ||
| 95 | 2023.03.15 18:28 | modify | 27 | 0.10 | 132.767 | 133.292 | 134.267 | ||
| 96 | 2023.03.15 18:28 | buy | 29 | 0.10 | 133.599 | 0.000 | 0.000 | ||
| 97 | 2023.03.15 18:28 | modify | 29 | 0.10 | 133.599 | 133.142 | 134.267 | ||
| 98 | 2023.03.15 18:28 | buy | 30 | 0.10 | 133.599 | 0.000 | 0.000 | ||
| 99 | 2023.03.15 18:28 | modify | 30 | 0.10 | 133.599 | 133.292 | 134.267 | ||
| 100 | 2023.03.15 18:28 | modify | 29 | 0.10 | 133.599 | 133.292 | 134.267 | ||
| 101 | 2023.03.15 19:10 | s/l | 27 | 0.10 | 133.292 | 133.292 | 134.267 | 39.39 | 11139.40 |
| 102 | 2023.03.15 19:10 | s/l | 28 | 0.10 | 133.292 | 133.292 | 134.267 | -16.88 | 11122.52 |
| 103 | 2023.03.15 19:10 | s/l | 29 | 0.10 | 133.292 | 133.292 | 134.267 | -23.03 | 11099.49 |
| 104 | 2023.03.15 19:10 | s/l | 30 | 0.10 | 133.292 | 133.292 | 134.267 | -23.03 | 11076.46 |
| 105 | 2023.05.10 14:00 | buy | 31 | 0.10 | 134.451 | 0.000 | 0.000 | ||
| 106 | 2023.05.10 14:00 | modify | 31 | 0.10 | 134.451 | 133.151 | 135.951 | ||
| 107 | 2023.05.12 14:27 | buy | 32 | 0.10 | 135.201 | 0.000 | 0.000 | ||
| 108 | 2023.05.12 14:27 | modify | 32 | 0.10 | 135.201 | 134.976 | 135.951 | ||
| 109 | 2023.05.12 14:27 | modify | 31 | 0.10 | 134.451 | 134.976 | 135.951 | ||
| 110 | 2023.05.12 14:33 | buy | 33 | 0.10 | 135.283 | 0.000 | 0.000 | ||
| 111 | 2023.05.12 14:33 | modify | 33 | 0.10 | 135.283 | 134.826 | 135.951 | ||
| 112 | 2023.05.12 14:33 | buy | 34 | 0.10 | 135.283 | 0.000 | 0.000 | ||
| 113 | 2023.05.12 14:33 | modify | 34 | 0.10 | 135.283 | 134.976 | 135.951 | ||
| 114 | 2023.05.12 14:33 | modify | 33 | 0.10 | 135.283 | 134.976 | 135.951 | ||
| 115 | 2023.05.15 00:18 | t/p | 31 | 0.10 | 135.951 | 134.976 | 135.951 | 115.85 | 11192.31 |
| 116 | 2023.05.15 00:18 | t/p | 32 | 0.10 | 135.951 | 134.976 | 135.951 | 56.27 | 11248.58 |
| 117 | 2023.05.15 00:18 | t/p | 33 | 0.10 | 135.951 | 134.976 | 135.951 | 50.24 | 11298.82 |
| 118 | 2023.05.15 00:18 | t/p | 34 | 0.10 | 135.951 | 134.976 | 135.951 | 50.24 | 11349.07 |