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 20:59 (2022.07.01 - 2023.07.01) | ||||
| 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=110; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 | 7257 | Ticks modelled | 13514 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 539.59 | Gross profit | 823.57 | Gross loss | -283.97 |
| Profit factor | 2.90 | Expected payoff | 33.72 | ||
| Absolute drawdown | 80.20 | Maximal drawdown | 273.38 (2.68%) | Relative drawdown | 2.68% (273.38) |
| Total trades | 16 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
| Largest | profit trade | 113.46 | loss trade | -85.49 | |
| Average | profit trade | 74.87 | loss trade | -56.79 | |
| Maximum | consecutive wins (profit in money) | 4 (295.62) | consecutive losses (loss in money) | 2 (-162.56) | |
| Maximal | consecutive profit (count of wins) | 295.62 (4) | consecutive loss (count of losses) | -162.56 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.07.14 09:00 | sell | 1 | 0.10 | 139.075 | 0.000 | 0.000 | ||
| 2 | 2022.07.14 09:00 | modify | 1 | 0.10 | 139.075 | 140.175 | 137.575 | ||
| 3 | 2022.07.18 14:00 | sell | 2 | 0.10 | 138.237 | 0.000 | 0.000 | ||
| 4 | 2022.07.18 14:00 | modify | 2 | 0.10 | 138.237 | 138.550 | 137.575 | ||
| 5 | 2022.07.18 14:00 | modify | 1 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 6 | 2022.07.19 11:00 | t/p | 1 | 0.10 | 137.575 | 138.550 | 137.575 | 104.91 | 10104.91 |
| 7 | 2022.07.19 11:00 | t/p | 2 | 0.10 | 137.575 | 138.550 | 137.575 | 46.76 | 10151.67 |
| 8 | 2022.08.29 06:00 | sell | 3 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 9 | 2022.08.29 06:00 | modify | 3 | 0.10 | 138.817 | 139.917 | 137.317 | ||
| 10 | 2022.09.01 15:00 | s/l | 3 | 0.10 | 139.917 | 139.917 | 137.317 | -85.49 | 10066.18 |
| 11 | 2022.09.06 10:00 | sell | 4 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 12 | 2022.09.06 10:00 | modify | 4 | 0.10 | 141.660 | 142.760 | 140.160 | ||
| 13 | 2022.09.06 15:00 | s/l | 4 | 0.10 | 142.760 | 142.760 | 140.160 | -77.07 | 9989.11 |
| 14 | 2022.09.07 05:00 | sell | 5 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 15 | 2022.09.07 05:00 | modify | 5 | 0.10 | 143.988 | 145.088 | 142.488 | ||
| 16 | 2022.09.09 04:00 | sell | 6 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 17 | 2022.09.09 04:00 | modify | 6 | 0.10 | 143.148 | 143.463 | 142.488 | ||
| 18 | 2022.09.09 04:00 | modify | 5 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 19 | 2022.09.09 05:00 | t/p | 5 | 0.10 | 142.488 | 143.463 | 142.488 | 99.43 | 10088.54 |
| 20 | 2022.09.09 05:00 | t/p | 6 | 0.10 | 142.488 | 143.463 | 142.488 | 46.20 | 10134.74 |
| 21 | 2022.09.09 10:00 | buy | 7 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 22 | 2022.09.09 10:00 | modify | 7 | 0.10 | 142.033 | 140.933 | 143.533 | ||
| 23 | 2022.09.09 18:00 | buy | 8 | 0.10 | 142.720 | 0.000 | 0.000 | ||
| 24 | 2022.09.09 18:00 | modify | 8 | 0.10 | 142.720 | 142.408 | 143.533 | ||
| 25 | 2022.09.09 18:00 | modify | 7 | 0.10 | 142.033 | 142.408 | 143.533 | ||
| 26 | 2022.09.11 21:00 | s/l | 7 | 0.10 | 142.408 | 142.408 | 143.533 | 26.39 | 10161.13 |
| 27 | 2022.09.11 21:00 | s/l | 8 | 0.10 | 142.408 | 142.408 | 143.533 | -21.96 | 10139.17 |
| 28 | 2022.10.21 13:00 | sell | 9 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 29 | 2022.10.21 13:00 | modify | 9 | 0.10 | 151.473 | 152.573 | 149.973 | ||
| 30 | 2022.10.21 15:00 | t/p | 9 | 0.10 | 149.973 | 152.573 | 149.973 | 99.92 | 10239.09 |
| 31 | 2022.11.21 11:00 | sell | 10 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 32 | 2022.11.21 11:00 | modify | 10 | 0.10 | 141.650 | 142.750 | 140.150 | ||
| 33 | 2022.11.23 15:00 | t/p | 10 | 0.10 | 140.150 | 142.750 | 140.150 | 104.34 | 10343.43 |
| 34 | 2022.11.24 03:00 | buy | 11 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 35 | 2022.11.24 03:00 | modify | 11 | 0.10 | 138.904 | 137.804 | 140.404 | ||
| 36 | 2022.11.28 08:00 | s/l | 11 | 0.10 | 137.804 | 137.804 | 140.404 | -77.32 | 10266.10 |
| 37 | 2023.02.06 03:00 | sell | 12 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 38 | 2023.02.06 03:00 | modify | 12 | 0.10 | 132.038 | 133.138 | 130.538 | ||
| 39 | 2023.02.07 18:00 | t/p | 12 | 0.10 | 130.538 | 133.138 | 130.538 | 113.46 | 10379.56 |
| 40 | 2023.05.01 05:00 | sell | 13 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 41 | 2023.05.01 05:00 | modify | 13 | 0.10 | 136.850 | 137.950 | 135.350 | ||
| 42 | 2023.05.03 02:00 | sell | 14 | 0.10 | 136.014 | 0.000 | 0.000 | ||
| 43 | 2023.05.03 02:00 | modify | 14 | 0.10 | 136.014 | 136.325 | 135.350 | ||
| 44 | 2023.05.03 02:00 | modify | 13 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 45 | 2023.05.03 14:00 | t/p | 13 | 0.10 | 135.350 | 136.325 | 135.350 | 107.95 | 10487.51 |
| 46 | 2023.05.03 14:00 | t/p | 14 | 0.10 | 135.350 | 136.325 | 135.350 | 49.02 | 10536.53 |
| 47 | 2023.06.15 06:00 | sell | 15 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 48 | 2023.06.15 06:00 | modify | 15 | 0.10 | 141.213 | 142.313 | 139.713 | ||
| 49 | 2023.06.16 04:00 | sell | 16 | 0.10 | 140.526 | 0.000 | 0.000 | ||
| 50 | 2023.06.16 04:00 | modify | 16 | 0.10 | 140.526 | 140.838 | 139.713 | ||
| 51 | 2023.06.16 04:00 | modify | 15 | 0.10 | 141.213 | 140.838 | 139.713 | ||
| 52 | 2023.06.16 07:00 | s/l | 15 | 0.10 | 140.838 | 140.838 | 139.713 | 25.20 | 10561.72 |
| 53 | 2023.06.16 07:00 | s/l | 16 | 0.10 | 140.838 | 140.838 | 139.713 | -22.13 | 10539.59 |