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=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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=2; 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 | 7257 | Ticks modelled | 13514 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 867.05 | Gross profit | 1212.36 | Gross loss | -345.31 |
| Profit factor | 3.51 | Expected payoff | 32.11 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 241.51 (2.29%) | Relative drawdown | 2.29% (241.51) |
| Total trades | 27 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 92.10 | loss trade | -106.01 | |
| Average | profit trade | 63.81 | loss trade | -43.16 | |
| Maximum | consecutive wins (profit in money) | 9 (574.56) | consecutive losses (loss in money) | 3 (-150.40) | |
| Maximal | consecutive profit (count of wins) | 574.56 (9) | consecutive loss (count of losses) | -150.40 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | 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 | 137.730 | 135.130 | ||
| 3 | 2022.07.05 18:00 | sell | 2 | 0.10 | 135.711 | 0.000 | 0.000 | ||
| 4 | 2022.07.05 18:00 | modify | 2 | 0.10 | 135.711 | 136.150 | 135.130 | ||
| 5 | 2022.07.05 18:00 | sell | 3 | 0.10 | 135.711 | 0.000 | 0.000 | ||
| 6 | 2022.07.05 18:00 | modify | 3 | 0.10 | 135.711 | 136.030 | 135.130 | ||
| 7 | 2022.07.05 18:00 | modify | 1 | 0.10 | 136.330 | 136.030 | 135.130 | ||
| 8 | 2022.07.05 19:00 | modify | 2 | 0.10 | 135.711 | 136.030 | 135.130 | ||
| 9 | 2022.07.06 07:00 | t/p | 1 | 0.10 | 135.130 | 136.030 | 135.130 | 87.22 | 10087.22 |
| 10 | 2022.07.06 07:00 | t/p | 2 | 0.10 | 135.130 | 136.030 | 135.130 | 41.51 | 10128.73 |
| 11 | 2022.07.06 07:00 | t/p | 3 | 0.10 | 135.130 | 136.030 | 135.130 | 41.51 | 10170.23 |
| 12 | 2022.07.29 04:00 | buy | 4 | 0.10 | 133.196 | 0.000 | 0.000 | ||
| 13 | 2022.07.29 04:00 | modify | 4 | 0.10 | 133.196 | 131.796 | 134.396 | ||
| 14 | 2022.07.29 14:00 | t/p | 4 | 0.10 | 134.396 | 131.796 | 134.396 | 89.48 | 10259.71 |
| 15 | 2022.08.02 02:00 | buy | 5 | 0.10 | 130.711 | 0.000 | 0.000 | ||
| 16 | 2022.08.02 02:00 | modify | 5 | 0.10 | 130.711 | 129.311 | 131.911 | ||
| 17 | 2022.08.02 16:00 | t/p | 5 | 0.10 | 131.911 | 129.311 | 131.911 | 90.70 | 10350.41 |
| 18 | 2022.08.29 05:00 | sell | 6 | 0.10 | 138.860 | 0.000 | 0.000 | ||
| 19 | 2022.08.29 05:00 | modify | 6 | 0.10 | 138.860 | 140.260 | 137.660 | ||
| 20 | 2022.08.30 11:00 | sell | 7 | 0.10 | 138.250 | 0.000 | 0.000 | ||
| 21 | 2022.08.30 11:00 | modify | 7 | 0.10 | 138.250 | 138.680 | 137.660 | ||
| 22 | 2022.08.30 11:00 | sell | 8 | 0.10 | 138.250 | 0.000 | 0.000 | ||
| 23 | 2022.08.30 11:00 | modify | 8 | 0.10 | 138.250 | 138.560 | 137.660 | ||
| 24 | 2022.08.30 11:00 | modify | 6 | 0.10 | 138.860 | 138.560 | 137.660 | ||
| 25 | 2022.08.30 12:00 | modify | 7 | 0.10 | 138.250 | 138.560 | 137.660 | ||
| 26 | 2022.08.30 14:00 | s/l | 6 | 0.10 | 138.560 | 138.560 | 137.660 | 20.28 | 10370.69 |
| 27 | 2022.08.30 14:00 | s/l | 7 | 0.10 | 138.560 | 138.560 | 137.660 | -22.40 | 10348.29 |
| 28 | 2022.08.30 14:00 | s/l | 8 | 0.10 | 138.560 | 138.560 | 137.660 | -22.40 | 10325.89 |
| 29 | 2022.09.07 03:00 | sell | 9 | 0.10 | 143.689 | 0.000 | 0.000 | ||
| 30 | 2022.09.07 03:00 | modify | 9 | 0.10 | 143.689 | 145.089 | 142.489 | ||
| 31 | 2022.09.09 05:00 | t/p | 9 | 0.10 | 142.489 | 145.089 | 142.489 | 78.43 | 10404.32 |
| 32 | 2022.10.27 06:00 | buy | 10 | 0.10 | 145.278 | 0.000 | 0.000 | ||
| 33 | 2022.10.27 06:00 | modify | 10 | 0.10 | 145.278 | 143.878 | 146.478 | ||
| 34 | 2022.10.27 12:00 | t/p | 10 | 0.10 | 146.478 | 143.878 | 146.478 | 81.82 | 10486.14 |
| 35 | 2022.11.24 02:00 | buy | 11 | 0.10 | 138.810 | 0.000 | 0.000 | ||
| 36 | 2022.11.24 02:00 | modify | 11 | 0.10 | 138.810 | 137.410 | 140.010 | ||
| 37 | 2022.11.25 10:00 | buy | 12 | 0.10 | 139.417 | 0.000 | 0.000 | ||
| 38 | 2022.11.25 10:00 | modify | 12 | 0.10 | 139.417 | 138.990 | 140.010 | ||
| 39 | 2022.11.25 10:00 | buy | 13 | 0.10 | 139.417 | 0.000 | 0.000 | ||
| 40 | 2022.11.25 10:00 | modify | 13 | 0.10 | 139.417 | 139.110 | 140.010 | ||
| 41 | 2022.11.25 10:00 | modify | 11 | 0.10 | 138.810 | 139.110 | 140.010 | ||
| 42 | 2022.11.25 11:00 | modify | 12 | 0.10 | 139.417 | 139.110 | 140.010 | ||
| 43 | 2022.11.25 17:00 | s/l | 11 | 0.10 | 139.110 | 139.110 | 140.010 | 22.65 | 10508.80 |
| 44 | 2022.11.25 17:00 | s/l | 12 | 0.10 | 139.110 | 139.110 | 140.010 | -22.05 | 10486.75 |
| 45 | 2022.11.25 17:00 | s/l | 13 | 0.10 | 139.110 | 139.110 | 140.010 | -22.05 | 10464.70 |
| 46 | 2022.12.20 04:00 | buy | 14 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 47 | 2022.12.20 04:00 | modify | 14 | 0.10 | 133.470 | 132.070 | 134.670 | ||
| 48 | 2022.12.20 10:00 | s/l | 14 | 0.10 | 132.070 | 132.070 | 134.670 | -106.01 | 10358.69 |
| 49 | 2022.12.28 03:00 | sell | 15 | 0.10 | 134.052 | 0.000 | 0.000 | ||
| 50 | 2022.12.28 03:00 | modify | 15 | 0.10 | 134.052 | 135.452 | 132.852 | ||
| 51 | 2022.12.30 01:00 | t/p | 15 | 0.10 | 132.852 | 135.452 | 132.852 | 85.01 | 10443.70 |
| 52 | 2023.01.03 03:00 | buy | 16 | 0.10 | 129.952 | 0.000 | 0.000 | ||
| 53 | 2023.01.03 03:00 | modify | 16 | 0.10 | 129.952 | 128.552 | 131.152 | ||
| 54 | 2023.01.03 13:00 | t/p | 16 | 0.10 | 131.152 | 128.552 | 131.152 | 91.62 | 10535.32 |
| 55 | 2023.01.18 05:00 | sell | 17 | 0.10 | 131.336 | 0.000 | 0.000 | ||
| 56 | 2023.01.18 05:00 | modify | 17 | 0.10 | 131.336 | 132.736 | 130.136 | ||
| 57 | 2023.01.18 07:00 | sell | 18 | 0.10 | 130.726 | 0.000 | 0.000 | ||
| 58 | 2023.01.18 07:00 | modify | 18 | 0.10 | 130.726 | 131.156 | 130.136 | ||
| 59 | 2023.01.18 07:00 | sell | 19 | 0.10 | 130.726 | 0.000 | 0.000 | ||
| 60 | 2023.01.18 07:00 | modify | 19 | 0.10 | 130.726 | 131.036 | 130.136 | ||
| 61 | 2023.01.18 07:00 | modify | 17 | 0.10 | 131.336 | 131.036 | 130.136 | ||
| 62 | 2023.01.18 08:00 | t/p | 17 | 0.10 | 130.136 | 131.036 | 130.136 | 92.10 | 10627.42 |
| 63 | 2023.01.18 08:00 | t/p | 18 | 0.10 | 130.136 | 131.156 | 130.136 | 45.28 | 10672.70 |
| 64 | 2023.01.18 08:00 | t/p | 19 | 0.10 | 130.136 | 131.036 | 130.136 | 45.28 | 10717.98 |
| 65 | 2023.03.08 03:00 | sell | 20 | 0.10 | 137.621 | 0.000 | 0.000 | ||
| 66 | 2023.03.08 03:00 | modify | 20 | 0.10 | 137.621 | 139.021 | 136.421 | ||
| 67 | 2023.03.09 09:00 | t/p | 20 | 0.10 | 136.421 | 139.021 | 136.421 | 83.79 | 10801.77 |
| 68 | 2023.05.01 03:00 | sell | 21 | 0.10 | 136.874 | 0.000 | 0.000 | ||
| 69 | 2023.05.01 03:00 | modify | 21 | 0.10 | 136.874 | 138.274 | 135.674 | ||
| 70 | 2023.05.03 06:00 | sell | 22 | 0.10 | 135.949 | 0.000 | 0.000 | ||
| 71 | 2023.05.03 06:00 | modify | 22 | 0.10 | 135.949 | 136.394 | 135.674 | ||
| 72 | 2023.05.03 06:00 | modify | 21 | 0.10 | 136.874 | 136.394 | 135.674 | ||
| 73 | 2023.05.03 09:00 | t/p | 21 | 0.10 | 135.674 | 136.394 | 135.674 | 85.65 | 10887.41 |
| 74 | 2023.05.03 09:00 | t/p | 22 | 0.10 | 135.674 | 136.394 | 135.674 | 20.27 | 10907.68 |
| 75 | 2023.05.04 03:00 | buy | 23 | 0.10 | 134.505 | 0.000 | 0.000 | ||
| 76 | 2023.05.04 03:00 | modify | 23 | 0.10 | 134.505 | 133.105 | 135.705 | ||
| 77 | 2023.05.09 00:00 | buy | 24 | 0.10 | 135.114 | 0.000 | 0.000 | ||
| 78 | 2023.05.09 00:00 | modify | 24 | 0.10 | 135.114 | 134.685 | 135.705 | ||
| 79 | 2023.05.09 00:00 | buy | 25 | 0.10 | 135.114 | 0.000 | 0.000 | ||
| 80 | 2023.05.09 00:00 | modify | 25 | 0.10 | 135.114 | 134.805 | 135.705 | ||
| 81 | 2023.05.09 00:00 | modify | 23 | 0.10 | 134.505 | 134.805 | 135.705 | ||
| 82 | 2023.05.09 01:00 | modify | 24 | 0.10 | 135.114 | 134.805 | 135.705 | ||
| 83 | 2023.05.09 07:00 | s/l | 23 | 0.10 | 134.805 | 134.805 | 135.705 | 25.56 | 10933.24 |
| 84 | 2023.05.09 07:00 | s/l | 24 | 0.10 | 134.805 | 134.805 | 135.705 | -22.92 | 10910.32 |
| 85 | 2023.05.09 07:00 | s/l | 25 | 0.10 | 134.805 | 134.805 | 135.705 | -22.92 | 10887.40 |
| 86 | 2023.05.15 04:00 | sell | 26 | 0.10 | 136.127 | 0.000 | 0.000 | ||
| 87 | 2023.05.15 04:00 | modify | 26 | 0.10 | 136.127 | 137.527 | 134.927 | ||
| 88 | 2023.05.17 16:00 | s/l | 26 | 0.10 | 137.527 | 137.527 | 134.927 | -104.56 | 10782.84 |
| 89 | 2023.06.15 05:00 | sell | 27 | 0.10 | 141.269 | 0.000 | 0.000 | ||
| 90 | 2023.06.15 05:00 | modify | 27 | 0.10 | 141.269 | 142.669 | 140.069 | ||
| 91 | 2023.06.16 01:00 | t/p | 27 | 0.10 | 140.069 | 142.669 | 140.069 | 84.21 | 10867.05 |