Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7260 | Ticks modelled | 13520 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1462.51 | Gross profit | 2162.74 | Gross loss | -700.23 |
| Profit factor | 3.09 | Expected payoff | 39.53 | ||
| Absolute drawdown | 72.33 | Maximal drawdown | 241.14 (2.26%) | Relative drawdown | 2.26% (241.14) |
| Total trades | 37 | Short positions (won %) | 24 (75.00%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 28 (75.68%) | Loss trades (% of total) | 9 (24.32%) | ||
| Largest | profit trade | 115.02 | loss trade | -116.24 | |
| Average | profit trade | 77.24 | loss trade | -77.80 | |
| Maximum | consecutive wins (profit in money) | 13 (949.01) | consecutive losses (loss in money) | 2 (-221.67) | |
| Maximal | consecutive profit (count of wins) | 949.01 (13) | consecutive loss (count of losses) | -221.67 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.15 14:00 | buy | 1 | 0.10 | 132.769 | 0.000 | 0.000 | ||
| 2 | 2022.08.15 14:00 | modify | 1 | 0.10 | 132.769 | 131.269 | 134.269 | ||
| 3 | 2022.08.16 12:00 | t/p | 1 | 0.10 | 134.269 | 131.269 | 134.269 | 112.75 | 10112.75 |
| 4 | 2022.08.17 10:00 | sell | 2 | 0.10 | 134.789 | 0.000 | 0.000 | ||
| 5 | 2022.08.17 10:00 | modify | 2 | 0.10 | 134.789 | 136.289 | 133.289 | ||
| 6 | 2022.08.19 01:00 | s/l | 2 | 0.10 | 136.289 | 136.289 | 133.289 | -115.77 | 9996.98 |
| 7 | 2022.09.07 05:00 | sell | 3 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 8 | 2022.09.07 05:00 | modify | 3 | 0.10 | 143.988 | 145.488 | 142.488 | ||
| 9 | 2022.09.09 04:00 | sell | 4 | 0.10 | 143.148 | 0.000 | 0.000 | ||
| 10 | 2022.09.09 04:00 | modify | 4 | 0.10 | 143.148 | 143.538 | 142.488 | ||
| 11 | 2022.09.09 04:00 | modify | 3 | 0.10 | 143.988 | 143.538 | 142.488 | ||
| 12 | 2022.09.09 05:00 | t/p | 3 | 0.10 | 142.488 | 143.538 | 142.488 | 99.28 | 10096.26 |
| 13 | 2022.09.09 05:00 | t/p | 4 | 0.10 | 142.488 | 143.538 | 142.488 | 46.20 | 10142.46 |
| 14 | 2022.09.13 14:00 | sell | 5 | 0.10 | 144.110 | 0.000 | 0.000 | ||
| 15 | 2022.09.13 14:00 | modify | 5 | 0.10 | 144.110 | 145.610 | 142.610 | ||
| 16 | 2022.09.14 15:00 | t/p | 5 | 0.10 | 142.610 | 145.610 | 142.610 | 103.71 | 10246.17 |
| 17 | 2022.10.21 13:00 | sell | 6 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 18 | 2022.10.21 13:00 | modify | 6 | 0.10 | 151.473 | 152.973 | 149.973 | ||
| 19 | 2022.10.21 15:00 | t/p | 6 | 0.10 | 149.973 | 152.973 | 149.973 | 99.92 | 10346.09 |
| 20 | 2022.10.25 15:00 | buy | 7 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 21 | 2022.10.25 15:00 | modify | 7 | 0.10 | 147.852 | 146.352 | 149.352 | ||
| 22 | 2022.10.26 17:00 | s/l | 7 | 0.10 | 146.352 | 146.352 | 149.352 | -101.31 | 10244.78 |
| 23 | 2022.11.09 15:00 | sell | 8 | 0.10 | 146.399 | 0.000 | 0.000 | ||
| 24 | 2022.11.09 15:00 | modify | 8 | 0.10 | 146.399 | 147.899 | 144.899 | ||
| 25 | 2022.11.10 14:00 | t/p | 8 | 0.10 | 144.899 | 147.899 | 144.899 | 100.07 | 10344.85 |
| 26 | 2022.11.17 15:00 | sell | 9 | 0.10 | 140.486 | 0.000 | 0.000 | ||
| 27 | 2022.11.17 15:00 | modify | 9 | 0.10 | 140.486 | 141.986 | 138.986 | ||
| 28 | 2022.11.18 04:00 | sell | 10 | 0.10 | 139.710 | 0.000 | 0.000 | ||
| 29 | 2022.11.18 04:00 | modify | 10 | 0.10 | 139.710 | 140.336 | 138.986 | ||
| 30 | 2022.11.18 04:00 | modify | 9 | 0.10 | 140.486 | 140.336 | 138.986 | ||
| 31 | 2022.11.18 19:00 | s/l | 9 | 0.10 | 140.336 | 140.336 | 138.986 | 9.26 | 10354.11 |
| 32 | 2022.11.18 19:00 | s/l | 10 | 0.10 | 140.336 | 140.336 | 138.986 | -44.59 | 10309.52 |
| 33 | 2022.11.21 11:00 | sell | 11 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 34 | 2022.11.21 11:00 | modify | 11 | 0.10 | 141.650 | 143.150 | 140.150 | ||
| 35 | 2022.11.23 15:00 | t/p | 11 | 0.10 | 140.150 | 143.150 | 140.150 | 104.26 | 10413.78 |
| 36 | 2022.11.28 10:00 | buy | 12 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 37 | 2022.11.28 10:00 | modify | 12 | 0.10 | 137.799 | 136.299 | 139.299 | ||
| 38 | 2022.11.29 02:00 | t/p | 12 | 0.10 | 139.299 | 136.299 | 139.299 | 109.24 | 10523.02 |
| 39 | 2022.12.05 10:00 | sell | 13 | 0.10 | 135.230 | 0.000 | 0.000 | ||
| 40 | 2022.12.05 10:00 | modify | 13 | 0.10 | 135.230 | 136.730 | 133.730 | ||
| 41 | 2022.12.05 19:00 | s/l | 13 | 0.10 | 136.730 | 136.730 | 133.730 | -109.73 | 10413.29 |
| 42 | 2022.12.19 15:00 | sell | 14 | 0.10 | 136.639 | 0.000 | 0.000 | ||
| 43 | 2022.12.19 15:00 | modify | 14 | 0.10 | 136.639 | 138.139 | 135.139 | ||
| 44 | 2022.12.20 04:00 | t/p | 14 | 0.10 | 135.139 | 138.139 | 135.139 | 110.95 | 10524.24 |
| 45 | 2022.12.26 12:00 | sell | 15 | 0.10 | 133.111 | 0.000 | 0.000 | ||
| 46 | 2022.12.26 12:00 | modify | 15 | 0.10 | 133.111 | 134.611 | 131.611 | ||
| 47 | 2022.12.30 10:00 | t/p | 15 | 0.10 | 131.611 | 134.611 | 131.611 | 104.93 | 10629.17 |
| 48 | 2023.01.20 07:00 | sell | 16 | 0.10 | 129.168 | 0.000 | 0.000 | ||
| 49 | 2023.01.20 07:00 | modify | 16 | 0.10 | 129.168 | 130.668 | 127.668 | ||
| 50 | 2023.01.23 15:00 | s/l | 16 | 0.10 | 130.668 | 130.668 | 127.668 | -116.24 | 10512.93 |
| 51 | 2023.01.25 13:00 | buy | 17 | 0.10 | 129.728 | 0.000 | 0.000 | ||
| 52 | 2023.01.25 13:00 | modify | 17 | 0.10 | 129.728 | 128.228 | 131.228 | ||
| 53 | 2023.02.02 01:00 | s/l | 17 | 0.10 | 128.228 | 128.228 | 131.228 | -105.43 | 10407.50 |
| 54 | 2023.03.01 13:00 | buy | 18 | 0.10 | 135.431 | 0.000 | 0.000 | ||
| 55 | 2023.03.01 13:00 | modify | 18 | 0.10 | 135.431 | 133.931 | 136.931 | ||
| 56 | 2023.03.01 19:00 | buy | 19 | 0.10 | 136.190 | 0.000 | 0.000 | ||
| 57 | 2023.03.01 19:00 | modify | 19 | 0.10 | 136.190 | 135.581 | 136.931 | ||
| 58 | 2023.03.01 19:00 | modify | 18 | 0.10 | 135.431 | 135.581 | 136.931 | ||
| 59 | 2023.03.02 01:00 | buy | 20 | 0.10 | 136.276 | 0.000 | 0.000 | ||
| 60 | 2023.03.02 01:00 | modify | 20 | 0.10 | 136.276 | 135.881 | 136.931 | ||
| 61 | 2023.03.02 01:00 | modify | 19 | 0.10 | 136.190 | 135.881 | 136.931 | ||
| 62 | 2023.03.02 01:00 | modify | 18 | 0.10 | 135.431 | 135.881 | 136.931 | ||
| 63 | 2023.03.02 10:00 | buy | 21 | 0.10 | 136.499 | 0.000 | 0.000 | ||
| 64 | 2023.03.02 10:00 | modify | 21 | 0.10 | 136.499 | 136.031 | 136.931 | ||
| 65 | 2023.03.02 10:00 | modify | 20 | 0.10 | 136.276 | 136.031 | 136.931 | ||
| 66 | 2023.03.02 10:00 | modify | 19 | 0.10 | 136.190 | 136.031 | 136.931 | ||
| 67 | 2023.03.02 10:00 | modify | 18 | 0.10 | 135.431 | 136.031 | 136.931 | ||
| 68 | 2023.03.02 14:00 | t/p | 18 | 0.10 | 136.931 | 136.031 | 136.931 | 112.85 | 10520.35 |
| 69 | 2023.03.02 14:00 | t/p | 19 | 0.10 | 136.931 | 136.031 | 136.931 | 57.47 | 10577.82 |
| 70 | 2023.03.02 14:00 | t/p | 20 | 0.10 | 136.931 | 136.031 | 136.931 | 47.79 | 10625.61 |
| 71 | 2023.03.02 14:00 | t/p | 21 | 0.10 | 136.931 | 136.031 | 136.931 | 31.52 | 10657.13 |
| 72 | 2023.03.14 06:00 | sell | 22 | 0.10 | 133.840 | 0.000 | 0.000 | ||
| 73 | 2023.03.14 06:00 | modify | 22 | 0.10 | 133.840 | 135.340 | 132.340 | ||
| 74 | 2023.03.15 14:00 | t/p | 22 | 0.10 | 132.340 | 135.340 | 132.340 | 111.55 | 10768.68 |
| 75 | 2023.03.21 13:00 | sell | 23 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 76 | 2023.03.21 13:00 | modify | 23 | 0.10 | 132.233 | 133.733 | 130.733 | ||
| 77 | 2023.03.23 03:00 | t/p | 23 | 0.10 | 130.733 | 133.733 | 130.733 | 109.05 | 10877.73 |
| 78 | 2023.03.24 06:00 | buy | 24 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 79 | 2023.03.24 06:00 | modify | 24 | 0.10 | 130.154 | 128.654 | 131.654 | ||
| 80 | 2023.03.27 02:00 | buy | 25 | 0.10 | 130.905 | 0.000 | 0.000 | ||
| 81 | 2023.03.27 02:00 | modify | 25 | 0.10 | 130.905 | 130.304 | 131.654 | ||
| 82 | 2023.03.27 02:00 | modify | 24 | 0.10 | 130.154 | 130.304 | 131.654 | ||
| 83 | 2023.03.27 13:00 | t/p | 24 | 0.10 | 131.654 | 130.304 | 131.654 | 115.02 | 10992.75 |
| 84 | 2023.03.27 13:00 | t/p | 25 | 0.10 | 131.654 | 130.304 | 131.654 | 56.87 | 11049.62 |
| 85 | 2023.03.28 05:00 | buy | 26 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 86 | 2023.03.28 05:00 | modify | 26 | 0.10 | 130.647 | 129.147 | 132.147 | ||
| 87 | 2023.03.29 12:00 | t/p | 26 | 0.10 | 132.147 | 129.147 | 132.147 | 114.60 | 11164.23 |
| 88 | 2023.05.01 05:00 | sell | 27 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 89 | 2023.05.01 05:00 | modify | 27 | 0.10 | 136.850 | 138.350 | 135.350 | ||
| 90 | 2023.05.03 02:00 | sell | 28 | 0.10 | 136.014 | 0.000 | 0.000 | ||
| 91 | 2023.05.03 02:00 | modify | 28 | 0.10 | 136.014 | 136.400 | 135.350 | ||
| 92 | 2023.05.03 02:00 | modify | 27 | 0.10 | 136.850 | 136.400 | 135.350 | ||
| 93 | 2023.05.03 08:00 | sell | 29 | 0.10 | 135.795 | 0.000 | 0.000 | ||
| 94 | 2023.05.03 08:00 | modify | 29 | 0.10 | 135.795 | 136.250 | 135.350 | ||
| 95 | 2023.05.03 08:00 | modify | 28 | 0.10 | 136.014 | 136.250 | 135.350 | ||
| 96 | 2023.05.03 08:00 | modify | 27 | 0.10 | 136.850 | 136.250 | 135.350 | ||
| 97 | 2023.05.03 14:00 | t/p | 27 | 0.10 | 135.350 | 136.250 | 135.350 | 107.87 | 11272.10 |
| 98 | 2023.05.03 14:00 | t/p | 28 | 0.10 | 135.350 | 136.250 | 135.350 | 49.02 | 11321.12 |
| 99 | 2023.05.03 14:00 | t/p | 29 | 0.10 | 135.350 | 136.250 | 135.350 | 32.85 | 11353.97 |
| 100 | 2023.05.05 14:00 | sell | 30 | 0.10 | 134.838 | 0.000 | 0.000 | ||
| 101 | 2023.05.05 14:00 | modify | 30 | 0.10 | 134.838 | 136.338 | 133.338 | ||
| 102 | 2023.05.11 01:00 | sell | 31 | 0.10 | 134.063 | 0.000 | 0.000 | ||
| 103 | 2023.05.11 01:00 | modify | 31 | 0.10 | 134.063 | 134.688 | 133.338 | ||
| 104 | 2023.05.11 01:00 | modify | 30 | 0.10 | 134.838 | 134.688 | 133.338 | ||
| 105 | 2023.05.11 09:00 | s/l | 30 | 0.10 | 134.688 | 134.688 | 133.338 | 2.55 | 11356.51 |
| 106 | 2023.05.11 09:00 | s/l | 31 | 0.10 | 134.688 | 134.688 | 133.338 | -46.36 | 11310.15 |
| 107 | 2023.06.01 15:00 | buy | 32 | 0.10 | 138.968 | 0.000 | 0.000 | ||
| 108 | 2023.06.01 15:00 | modify | 32 | 0.10 | 138.968 | 137.468 | 140.468 | ||
| 109 | 2023.06.02 18:00 | buy | 33 | 0.10 | 140.020 | 0.000 | 0.000 | ||
| 110 | 2023.06.02 18:00 | modify | 33 | 0.10 | 140.020 | 139.568 | 140.468 | ||
| 111 | 2023.06.02 18:00 | modify | 32 | 0.10 | 138.968 | 139.568 | 140.468 | ||
| 112 | 2023.06.05 15:00 | s/l | 32 | 0.10 | 139.568 | 139.568 | 140.468 | 45.23 | 11355.38 |
| 113 | 2023.06.05 15:00 | s/l | 33 | 0.10 | 139.568 | 139.568 | 140.468 | -31.23 | 11324.15 |
| 114 | 2023.06.15 09:00 | sell | 34 | 0.10 | 141.268 | 0.000 | 0.000 | ||
| 115 | 2023.06.15 09:00 | modify | 34 | 0.10 | 141.268 | 142.768 | 139.768 | ||
| 116 | 2023.06.15 14:00 | sell | 35 | 0.10 | 140.422 | 0.000 | 0.000 | ||
| 117 | 2023.06.15 14:00 | modify | 35 | 0.10 | 140.422 | 140.818 | 139.768 | ||
| 118 | 2023.06.15 14:00 | modify | 34 | 0.10 | 141.268 | 140.818 | 139.768 | ||
| 119 | 2023.06.16 06:00 | s/l | 34 | 0.10 | 140.818 | 140.818 | 139.768 | 30.54 | 11354.69 |
| 120 | 2023.06.16 06:00 | s/l | 35 | 0.10 | 140.818 | 140.818 | 139.768 | -29.57 | 11325.12 |
| 121 | 2023.07.10 04:00 | sell | 36 | 0.10 | 142.772 | 0.000 | 0.000 | ||
| 122 | 2023.07.10 04:00 | modify | 36 | 0.10 | 142.772 | 144.272 | 141.272 | ||
| 123 | 2023.07.10 14:00 | sell | 37 | 0.10 | 141.714 | 0.000 | 0.000 | ||
| 124 | 2023.07.10 14:00 | modify | 37 | 0.10 | 141.714 | 142.172 | 141.272 | ||
| 125 | 2023.07.10 14:00 | modify | 36 | 0.10 | 142.772 | 142.172 | 141.272 | ||
| 126 | 2023.07.10 23:00 | t/p | 36 | 0.10 | 141.272 | 142.172 | 141.272 | 106.12 | 11431.24 |
| 127 | 2023.07.10 23:00 | t/p | 37 | 0.10 | 141.272 | 142.172 | 141.272 | 31.27 | 11462.51 |