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=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 | 158293 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1329.30 | Gross profit | 1513.15 | Gross loss | -183.85 |
| Profit factor | 8.23 | Expected payoff | 41.54 | ||
| Absolute drawdown | 23.96 | Maximal drawdown | 196.33 (1.90%) | Relative drawdown | 1.90% (196.33) |
| 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 | 113.55 | loss trade | -77.01 | |
| Average | profit trade | 63.05 | loss trade | -22.98 | |
| Maximum | consecutive wins (profit in money) | 9 (592.90) | consecutive losses (loss in money) | 3 (-106.15) | |
| Maximal | consecutive profit (count of wins) | 592.90 (9) | consecutive loss (count of losses) | -106.15 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | 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 | 2022.07.15 14:37 | sell | 2 | 0.10 | 138.385 | 0.000 | 0.000 | ||
| 4 | 2022.07.15 14:37 | modify | 2 | 0.10 | 138.385 | 138.700 | 137.575 | ||
| 5 | 2022.07.15 14:37 | modify | 1 | 0.10 | 139.075 | 138.700 | 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 | 138.385 | 138.550 | 137.575 | ||
| 9 | 2022.07.18 00:10 | modify | 1 | 0.10 | 139.075 | 138.550 | 137.575 | ||
| 10 | 2022.07.18 00:20 | sell | 4 | 0.10 | 138.242 | 0.000 | 0.000 | ||
| 11 | 2022.07.18 00:20 | modify | 4 | 0.10 | 138.242 | 138.550 | 137.575 | ||
| 12 | 2022.07.19 10:20 | t/p | 1 | 0.10 | 137.575 | 138.550 | 137.575 | 104.88 | 10104.88 |
| 13 | 2022.07.19 10:20 | t/p | 2 | 0.10 | 137.575 | 138.550 | 137.575 | 56.11 | 10160.99 |
| 14 | 2022.07.19 10:20 | t/p | 3 | 0.10 | 137.575 | 138.550 | 137.575 | 51.25 | 10212.24 |
| 15 | 2022.07.19 10:20 | t/p | 4 | 0.10 | 137.575 | 138.550 | 137.575 | 47.11 | 10259.34 |
| 16 | 2022.08.29 06:00 | sell | 5 | 0.10 | 138.817 | 0.000 | 0.000 | ||
| 17 | 2022.08.29 06:00 | modify | 5 | 0.10 | 138.817 | 139.917 | 137.317 | ||
| 18 | 2022.08.30 08:20 | sell | 6 | 0.10 | 138.131 | 0.000 | 0.000 | ||
| 19 | 2022.08.30 08:20 | modify | 6 | 0.10 | 138.131 | 138.442 | 137.317 | ||
| 20 | 2022.08.30 08:20 | modify | 5 | 0.10 | 138.817 | 138.442 | 137.317 | ||
| 21 | 2022.08.30 11:20 | sell | 7 | 0.10 | 138.050 | 0.000 | 0.000 | ||
| 22 | 2022.08.30 11:20 | modify | 7 | 0.10 | 138.050 | 138.292 | 137.317 | ||
| 23 | 2022.08.30 11:20 | modify | 6 | 0.10 | 138.131 | 138.292 | 137.317 | ||
| 24 | 2022.08.30 11:20 | modify | 5 | 0.10 | 138.817 | 138.292 | 137.317 | ||
| 25 | 2022.08.30 11:50 | s/l | 5 | 0.10 | 138.292 | 138.292 | 137.317 | 36.58 | 10295.92 |
| 26 | 2022.08.30 11:50 | s/l | 6 | 0.10 | 138.292 | 138.292 | 137.317 | -11.64 | 10284.28 |
| 27 | 2022.08.30 11:50 | s/l | 7 | 0.10 | 138.292 | 138.292 | 137.317 | -17.50 | 10266.78 |
| 28 | 2022.09.06 10:00 | sell | 8 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 29 | 2022.09.06 10:00 | modify | 8 | 0.10 | 141.660 | 142.760 | 140.160 | ||
| 30 | 2022.09.06 14:15 | s/l | 8 | 0.10 | 142.760 | 142.760 | 140.160 | -77.01 | 10189.77 |
| 31 | 2022.09.07 05:00 | sell | 9 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 32 | 2022.09.07 05:00 | modify | 9 | 0.10 | 143.988 | 145.088 | 142.488 | ||
| 33 | 2022.09.09 03:15 | sell | 10 | 0.10 | 143.309 | 0.000 | 0.000 | ||
| 34 | 2022.09.09 03:15 | modify | 10 | 0.10 | 143.309 | 143.613 | 142.488 | ||
| 35 | 2022.09.09 03:15 | modify | 9 | 0.10 | 143.988 | 143.613 | 142.488 | ||
| 36 | 2022.09.09 03:25 | sell | 11 | 0.10 | 143.134 | 0.000 | 0.000 | ||
| 37 | 2022.09.09 03:25 | modify | 11 | 0.10 | 143.134 | 143.463 | 142.488 | ||
| 38 | 2022.09.09 03:25 | modify | 10 | 0.10 | 143.309 | 143.463 | 142.488 | ||
| 39 | 2022.09.09 03:25 | modify | 9 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 40 | 2022.09.09 03:40 | sell | 12 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 41 | 2022.09.09 03:40 | modify | 12 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 42 | 2022.09.09 04:20 | t/p | 9 | 0.10 | 142.488 | 143.463 | 142.488 | 99.71 | 10289.48 |
| 43 | 2022.09.09 04:20 | t/p | 10 | 0.10 | 142.488 | 143.463 | 142.488 | 57.62 | 10347.10 |
| 44 | 2022.09.09 04:20 | t/p | 11 | 0.10 | 142.488 | 143.463 | 142.488 | 45.34 | 10392.44 |
| 45 | 2022.09.09 04:20 | t/p | 12 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10445.08 |
| 46 | 2022.09.09 10:00 | buy | 13 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 47 | 2022.09.09 10:00 | modify | 13 | 0.10 | 142.033 | 140.933 | 143.533 | ||
| 48 | 2022.09.09 16:20 | buy | 14 | 0.10 | 142.718 | 0.000 | 0.000 | ||
| 49 | 2022.09.09 16:20 | modify | 14 | 0.10 | 142.718 | 142.408 | 143.533 | ||
| 50 | 2022.09.09 16:20 | modify | 13 | 0.10 | 142.033 | 142.408 | 143.533 | ||
| 51 | 2022.09.09 18:02 | buy | 15 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 52 | 2022.09.09 18:02 | modify | 15 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 53 | 2022.09.09 18:02 | modify | 14 | 0.10 | 142.718 | 142.558 | 143.533 | ||
| 54 | 2022.09.09 18:02 | modify | 13 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 55 | 2022.09.09 20:50 | s/l | 13 | 0.10 | 142.558 | 142.558 | 143.533 | 36.84 | 10481.92 |
| 56 | 2022.09.09 20:50 | s/l | 14 | 0.10 | 142.558 | 142.558 | 143.533 | -11.23 | 10470.69 |
| 57 | 2022.09.09 20:50 | s/l | 15 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10454.62 |
| 58 | 2022.10.21 13:00 | sell | 16 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 59 | 2022.10.21 13:00 | modify | 16 | 0.10 | 151.473 | 152.573 | 149.973 | ||
| 60 | 2022.10.21 14:45 | t/p | 16 | 0.10 | 149.973 | 152.573 | 149.973 | 100.03 | 10554.65 |
| 61 | 2022.11.21 11:00 | sell | 17 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 62 | 2022.11.21 11:00 | modify | 17 | 0.10 | 141.650 | 142.750 | 140.150 | ||
| 63 | 2022.11.23 14:15 | sell | 18 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 64 | 2022.11.23 14:15 | modify | 18 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 65 | 2022.11.23 14:15 | modify | 17 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 66 | 2022.11.23 14:32 | sell | 19 | 0.10 | 140.808 | 0.000 | 0.000 | ||
| 67 | 2022.11.23 14:32 | modify | 19 | 0.10 | 140.808 | 141.125 | 140.150 | ||
| 68 | 2022.11.23 14:50 | t/p | 17 | 0.10 | 140.150 | 141.125 | 140.150 | 104.43 | 10659.08 |
| 69 | 2022.11.23 14:50 | t/p | 18 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10711.75 |
| 70 | 2022.11.23 14:50 | t/p | 19 | 0.10 | 140.150 | 141.125 | 140.150 | 47.03 | 10758.78 |
| 71 | 2022.11.24 03:00 | buy | 20 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 72 | 2022.11.24 03:00 | modify | 20 | 0.10 | 138.904 | 137.804 | 140.404 | ||
| 73 | 2022.11.25 11:55 | buy | 21 | 0.10 | 139.598 | 0.000 | 0.000 | ||
| 74 | 2022.11.25 11:55 | modify | 21 | 0.10 | 139.598 | 139.279 | 140.404 | ||
| 75 | 2022.11.25 11:55 | modify | 20 | 0.10 | 138.904 | 139.279 | 140.404 | ||
| 76 | 2022.11.25 12:45 | s/l | 20 | 0.10 | 139.279 | 139.279 | 140.404 | 28.02 | 10786.80 |
| 77 | 2022.11.25 12:45 | s/l | 21 | 0.10 | 139.279 | 139.279 | 140.404 | -22.91 | 10763.89 |
| 78 | 2023.02.06 03:00 | sell | 22 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 79 | 2023.02.06 03:00 | modify | 22 | 0.10 | 132.038 | 133.138 | 130.538 | ||
| 80 | 2023.02.07 15:55 | sell | 23 | 0.10 | 131.286 | 0.000 | 0.000 | ||
| 81 | 2023.02.07 15:55 | modify | 23 | 0.10 | 131.286 | 131.513 | 130.538 | ||
| 82 | 2023.02.07 15:55 | modify | 22 | 0.10 | 132.038 | 131.513 | 130.538 | ||
| 83 | 2023.02.07 16:12 | sell | 24 | 0.10 | 131.213 | 0.000 | 0.000 | ||
| 84 | 2023.02.07 16:12 | modify | 24 | 0.10 | 131.213 | 131.513 | 130.538 | ||
| 85 | 2023.02.07 16:57 | sell | 25 | 0.10 | 131.349 | 0.000 | 0.000 | ||
| 86 | 2023.02.07 16:57 | modify | 25 | 0.10 | 131.349 | 131.663 | 130.538 | ||
| 87 | 2023.02.07 16:59 | modify | 25 | 0.10 | 131.349 | 131.513 | 130.538 | ||
| 88 | 2023.02.07 17:50 | t/p | 22 | 0.10 | 130.538 | 131.513 | 130.538 | 113.55 | 10877.44 |
| 89 | 2023.02.07 17:50 | t/p | 23 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10934.76 |
| 90 | 2023.02.07 17:50 | t/p | 24 | 0.10 | 130.538 | 131.513 | 130.538 | 51.72 | 10986.48 |
| 91 | 2023.02.07 17:50 | t/p | 25 | 0.10 | 130.538 | 131.513 | 130.538 | 62.14 | 11048.62 |
| 92 | 2023.05.01 05:00 | sell | 26 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 93 | 2023.05.01 05:00 | modify | 26 | 0.10 | 136.850 | 137.950 | 135.350 | ||
| 94 | 2023.05.03 01:40 | sell | 27 | 0.10 | 136.161 | 0.000 | 0.000 | ||
| 95 | 2023.05.03 01:40 | modify | 27 | 0.10 | 136.161 | 136.475 | 135.350 | ||
| 96 | 2023.05.03 01:40 | modify | 26 | 0.10 | 136.850 | 136.475 | 135.350 | ||
| 97 | 2023.05.03 01:45 | sell | 28 | 0.10 | 136.084 | 0.000 | 0.000 | ||
| 98 | 2023.05.03 01:45 | modify | 28 | 0.10 | 136.084 | 136.325 | 135.350 | ||
| 99 | 2023.05.03 01:45 | modify | 27 | 0.10 | 136.161 | 136.325 | 135.350 | ||
| 100 | 2023.05.03 01:45 | modify | 26 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 101 | 2023.05.03 01:55 | sell | 29 | 0.10 | 136.008 | 0.000 | 0.000 | ||
| 102 | 2023.05.03 01:55 | modify | 29 | 0.10 | 136.008 | 136.325 | 135.350 | ||
| 103 | 2023.05.03 13:32 | t/p | 26 | 0.10 | 135.350 | 136.325 | 135.350 | 108.07 | 11156.68 |
| 104 | 2023.05.03 13:32 | t/p | 27 | 0.10 | 135.350 | 136.325 | 135.350 | 59.93 | 11216.61 |
| 105 | 2023.05.03 13:32 | t/p | 28 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11270.85 |
| 106 | 2023.05.03 13:32 | t/p | 29 | 0.10 | 135.350 | 136.325 | 135.350 | 48.63 | 11319.48 |
| 107 | 2023.06.15 06:00 | sell | 30 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 108 | 2023.06.15 06:00 | modify | 30 | 0.10 | 141.213 | 142.313 | 139.713 | ||
| 109 | 2023.06.15 13:25 | sell | 31 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 110 | 2023.06.15 13:25 | modify | 31 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 111 | 2023.06.15 13:25 | modify | 30 | 0.10 | 141.213 | 140.688 | 139.713 | ||
| 112 | 2023.06.15 13:27 | sell | 32 | 0.10 | 140.532 | 0.000 | 0.000 | ||
| 113 | 2023.06.15 13:27 | modify | 32 | 0.10 | 140.532 | 140.838 | 139.713 | ||
| 114 | 2023.06.15 13:30 | modify | 32 | 0.10 | 140.532 | 140.688 | 139.713 | ||
| 115 | 2023.06.15 13:32 | s/l | 30 | 0.10 | 140.688 | 140.688 | 139.713 | 37.31 | 11356.79 |
| 116 | 2023.06.15 13:32 | s/l | 31 | 0.10 | 140.688 | 140.688 | 139.713 | -16.41 | 11340.38 |
| 117 | 2023.06.15 13:32 | s/l | 32 | 0.10 | 140.688 | 140.688 | 139.713 | -11.08 | 11329.30 |