Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
| 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=17; 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 | 158453 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1302.97 | Gross profit | 1787.37 | Gross loss | -484.40 |
| Profit factor | 3.69 | Expected payoff | 34.29 | ||
| Absolute drawdown | 148.10 | Maximal drawdown | 180.01 (1.73%) | Relative drawdown | 1.73% (180.01) |
| Total trades | 38 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
| Largest | profit trade | 114.01 | loss trade | -79.82 | |
| Average | profit trade | 66.20 | loss trade | -44.04 | |
| Maximum | consecutive wins (profit in money) | 12 (830.47) | consecutive losses (loss in money) | 4 (-128.03) | |
| Maximal | consecutive profit (count of wins) | 830.47 (12) | consecutive loss (count of losses) | -128.03 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.06 10:00 | sell | 1 | 0.10 | 141.660 | 0.000 | 0.000 | ||
| 2 | 2022.09.06 10:00 | modify | 1 | 0.10 | 141.660 | 142.760 | 140.160 | ||
| 3 | 2022.09.06 14:15 | s/l | 1 | 0.10 | 142.760 | 142.760 | 140.160 | -77.01 | 9922.99 |
| 4 | 2022.09.07 05:00 | sell | 2 | 0.10 | 143.988 | 0.000 | 0.000 | ||
| 5 | 2022.09.07 05:00 | modify | 2 | 0.10 | 143.988 | 145.088 | 142.488 | ||
| 6 | 2022.09.09 03:40 | sell | 3 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 7 | 2022.09.09 03:40 | modify | 3 | 0.10 | 143.238 | 143.688 | 142.488 | ||
| 8 | 2022.09.09 03:40 | sell | 4 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 9 | 2022.09.09 03:40 | modify | 4 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 10 | 2022.09.09 03:40 | sell | 5 | 0.10 | 143.238 | 0.000 | 0.000 | ||
| 11 | 2022.09.09 03:40 | modify | 5 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 12 | 2022.09.09 03:40 | modify | 2 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 13 | 2022.09.09 03:42 | modify | 3 | 0.10 | 143.238 | 143.463 | 142.488 | ||
| 14 | 2022.09.09 04:20 | t/p | 2 | 0.10 | 142.488 | 143.463 | 142.488 | 99.79 | 10022.78 |
| 15 | 2022.09.09 04:20 | t/p | 3 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10075.42 |
| 16 | 2022.09.09 04:20 | t/p | 4 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10128.06 |
| 17 | 2022.09.09 04:20 | t/p | 5 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10180.70 |
| 18 | 2022.09.09 10:00 | buy | 6 | 0.10 | 142.033 | 0.000 | 0.000 | ||
| 19 | 2022.09.09 10:00 | modify | 6 | 0.10 | 142.033 | 140.933 | 143.533 | ||
| 20 | 2022.09.09 18:02 | buy | 7 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 18:02 | modify | 7 | 0.10 | 142.787 | 142.333 | 143.533 | ||
| 22 | 2022.09.09 18:02 | buy | 8 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 23 | 2022.09.09 18:02 | modify | 8 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 24 | 2022.09.09 18:02 | buy | 9 | 0.10 | 142.787 | 0.000 | 0.000 | ||
| 25 | 2022.09.09 18:02 | modify | 9 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 26 | 2022.09.09 18:02 | modify | 6 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 27 | 2022.09.09 18:05 | modify | 7 | 0.10 | 142.787 | 142.558 | 143.533 | ||
| 28 | 2022.09.09 20:50 | s/l | 6 | 0.10 | 142.558 | 142.558 | 143.533 | 36.84 | 10217.54 |
| 29 | 2022.09.09 20:50 | s/l | 7 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10201.47 |
| 30 | 2022.09.09 20:50 | s/l | 8 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10185.40 |
| 31 | 2022.09.09 20:50 | s/l | 9 | 0.10 | 142.558 | 142.558 | 143.533 | -16.07 | 10169.33 |
| 32 | 2022.10.12 15:00 | sell | 10 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 33 | 2022.10.12 15:00 | modify | 10 | 0.10 | 146.840 | 147.940 | 145.340 | ||
| 34 | 2022.10.14 13:45 | s/l | 10 | 0.10 | 147.940 | 147.940 | 145.340 | -79.82 | 10089.50 |
| 35 | 2022.10.21 13:00 | sell | 11 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 36 | 2022.10.21 13:00 | modify | 11 | 0.10 | 151.473 | 152.573 | 149.973 | ||
| 37 | 2022.10.21 14:45 | t/p | 11 | 0.10 | 149.973 | 152.573 | 149.973 | 100.03 | 10189.53 |
| 38 | 2022.10.25 15:00 | buy | 12 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 39 | 2022.10.25 15:00 | modify | 12 | 0.10 | 147.852 | 146.752 | 149.352 | ||
| 40 | 2022.10.26 09:02 | s/l | 12 | 0.10 | 146.752 | 146.752 | 149.352 | -73.87 | 10115.66 |
| 41 | 2022.11.21 11:00 | sell | 13 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 42 | 2022.11.21 11:00 | modify | 13 | 0.10 | 141.650 | 142.750 | 140.150 | ||
| 43 | 2022.11.23 14:15 | sell | 14 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 44 | 2022.11.23 14:15 | modify | 14 | 0.10 | 140.887 | 141.350 | 140.150 | ||
| 45 | 2022.11.23 14:15 | sell | 15 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 46 | 2022.11.23 14:15 | modify | 15 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 47 | 2022.11.23 14:15 | sell | 16 | 0.10 | 140.887 | 0.000 | 0.000 | ||
| 48 | 2022.11.23 14:15 | modify | 16 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 49 | 2022.11.23 14:15 | modify | 13 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 50 | 2022.11.23 14:17 | modify | 14 | 0.10 | 140.887 | 141.125 | 140.150 | ||
| 51 | 2022.11.23 14:50 | t/p | 13 | 0.10 | 140.150 | 141.125 | 140.150 | 104.46 | 10220.13 |
| 52 | 2022.11.23 14:50 | t/p | 14 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10272.80 |
| 53 | 2022.11.23 14:50 | t/p | 15 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10325.47 |
| 54 | 2022.11.23 14:50 | t/p | 16 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10378.14 |
| 55 | 2022.11.24 03:00 | buy | 17 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 56 | 2022.11.24 03:00 | modify | 17 | 0.10 | 138.904 | 137.804 | 140.404 | ||
| 57 | 2022.11.28 07:20 | s/l | 17 | 0.10 | 137.804 | 137.804 | 140.404 | -77.65 | 10300.48 |
| 58 | 2022.12.13 16:00 | buy | 18 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 59 | 2022.12.13 16:00 | modify | 18 | 0.10 | 135.221 | 134.121 | 136.721 | ||
| 60 | 2022.12.15 08:10 | buy | 19 | 0.10 | 135.991 | 0.000 | 0.000 | ||
| 61 | 2022.12.15 08:10 | modify | 19 | 0.10 | 135.991 | 135.521 | 136.721 | ||
| 62 | 2022.12.15 08:10 | buy | 20 | 0.10 | 135.991 | 0.000 | 0.000 | ||
| 63 | 2022.12.15 08:10 | modify | 20 | 0.10 | 135.991 | 135.746 | 136.721 | ||
| 64 | 2022.12.15 08:10 | buy | 21 | 0.10 | 135.991 | 0.000 | 0.000 | ||
| 65 | 2022.12.15 08:10 | modify | 21 | 0.10 | 135.991 | 135.746 | 136.721 | ||
| 66 | 2022.12.15 08:10 | modify | 18 | 0.10 | 135.221 | 135.746 | 136.721 | ||
| 67 | 2022.12.15 08:12 | modify | 19 | 0.10 | 135.991 | 135.746 | 136.721 | ||
| 68 | 2022.12.15 09:20 | t/p | 18 | 0.10 | 136.721 | 135.746 | 136.721 | 114.01 | 10414.50 |
| 69 | 2022.12.15 09:20 | t/p | 19 | 0.10 | 136.721 | 135.746 | 136.721 | 53.37 | 10467.87 |
| 70 | 2022.12.15 09:20 | t/p | 20 | 0.10 | 136.721 | 135.746 | 136.721 | 53.37 | 10521.24 |
| 71 | 2022.12.15 09:20 | t/p | 21 | 0.10 | 136.721 | 135.746 | 136.721 | 53.37 | 10574.61 |
| 72 | 2023.02.06 03:00 | sell | 22 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 73 | 2023.02.06 03:00 | modify | 22 | 0.10 | 132.038 | 133.138 | 130.538 | ||
| 74 | 2023.02.07 15:55 | sell | 23 | 0.10 | 131.286 | 0.000 | 0.000 | ||
| 75 | 2023.02.07 15:55 | modify | 23 | 0.10 | 131.286 | 131.738 | 130.538 | ||
| 76 | 2023.02.07 15:55 | sell | 24 | 0.10 | 131.286 | 0.000 | 0.000 | ||
| 77 | 2023.02.07 15:55 | modify | 24 | 0.10 | 131.286 | 131.513 | 130.538 | ||
| 78 | 2023.02.07 15:55 | sell | 25 | 0.10 | 131.286 | 0.000 | 0.000 | ||
| 79 | 2023.02.07 15:55 | modify | 25 | 0.10 | 131.286 | 131.513 | 130.538 | ||
| 80 | 2023.02.07 15:55 | modify | 22 | 0.10 | 132.038 | 131.513 | 130.538 | ||
| 81 | 2023.02.07 15:57 | modify | 23 | 0.10 | 131.286 | 131.513 | 130.538 | ||
| 82 | 2023.02.07 17:50 | t/p | 22 | 0.10 | 130.538 | 131.513 | 130.538 | 113.57 | 10688.17 |
| 83 | 2023.02.07 17:50 | t/p | 23 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10745.49 |
| 84 | 2023.02.07 17:50 | t/p | 24 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10802.81 |
| 85 | 2023.02.07 17:50 | t/p | 25 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10860.13 |
| 86 | 2023.05.01 05:00 | sell | 26 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 87 | 2023.05.01 05:00 | modify | 26 | 0.10 | 136.850 | 137.950 | 135.350 | ||
| 88 | 2023.05.03 01:45 | sell | 27 | 0.10 | 136.084 | 0.000 | 0.000 | ||
| 89 | 2023.05.03 01:45 | modify | 27 | 0.10 | 136.084 | 136.550 | 135.350 | ||
| 90 | 2023.05.03 01:45 | sell | 28 | 0.10 | 136.084 | 0.000 | 0.000 | ||
| 91 | 2023.05.03 01:45 | modify | 28 | 0.10 | 136.084 | 136.325 | 135.350 | ||
| 92 | 2023.05.03 01:45 | sell | 29 | 0.10 | 136.084 | 0.000 | 0.000 | ||
| 93 | 2023.05.03 01:45 | modify | 29 | 0.10 | 136.084 | 136.325 | 135.350 | ||
| 94 | 2023.05.03 01:45 | modify | 26 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 95 | 2023.05.03 01:47 | modify | 27 | 0.10 | 136.084 | 136.325 | 135.350 | ||
| 96 | 2023.05.03 13:32 | t/p | 26 | 0.10 | 135.350 | 136.325 | 135.350 | 108.10 | 10968.24 |
| 97 | 2023.05.03 13:32 | t/p | 27 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11022.48 |
| 98 | 2023.05.03 13:32 | t/p | 28 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11076.72 |
| 99 | 2023.05.03 13:32 | t/p | 29 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11130.96 |
| 100 | 2023.05.03 14:00 | buy | 30 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 101 | 2023.05.03 14:00 | modify | 30 | 0.10 | 135.463 | 134.363 | 136.963 | ||
| 102 | 2023.05.04 00:20 | s/l | 30 | 0.10 | 134.363 | 134.363 | 136.963 | -78.60 | 11052.35 |
| 103 | 2023.06.15 06:00 | sell | 31 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 104 | 2023.06.15 06:00 | modify | 31 | 0.10 | 141.213 | 142.313 | 139.713 | ||
| 105 | 2023.06.15 13:25 | sell | 32 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 106 | 2023.06.15 13:25 | modify | 32 | 0.10 | 140.457 | 140.913 | 139.713 | ||
| 107 | 2023.06.15 13:25 | sell | 33 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 108 | 2023.06.15 13:25 | modify | 33 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 109 | 2023.06.15 13:25 | sell | 34 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 110 | 2023.06.15 13:25 | modify | 34 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 111 | 2023.06.15 13:25 | modify | 31 | 0.10 | 141.213 | 140.688 | 139.713 | ||
| 112 | 2023.06.15 13:27 | modify | 32 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 113 | 2023.06.15 13:32 | s/l | 31 | 0.10 | 140.688 | 140.688 | 139.713 | 37.31 | 11089.66 |
| 114 | 2023.06.15 13:32 | s/l | 32 | 0.10 | 140.688 | 140.688 | 139.713 | -16.41 | 11073.25 |
| 115 | 2023.06.15 13:32 | s/l | 33 | 0.10 | 140.688 | 140.688 | 139.713 | -16.41 | 11056.84 |
| 116 | 2023.06.15 13:32 | s/l | 34 | 0.10 | 140.688 | 140.688 | 139.713 | -16.41 | 11040.43 |
| 117 | 2023.08.23 15:00 | buy | 35 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 118 | 2023.08.23 15:00 | modify | 35 | 0.10 | 144.787 | 143.687 | 146.287 | ||
| 119 | 2023.08.24 11:15 | buy | 36 | 0.10 | 145.543 | 0.000 | 0.000 | ||
| 120 | 2023.08.24 11:15 | modify | 36 | 0.10 | 145.543 | 145.087 | 146.287 | ||
| 121 | 2023.08.24 11:15 | buy | 37 | 0.10 | 145.543 | 0.000 | 0.000 | ||
| 122 | 2023.08.24 11:15 | modify | 37 | 0.10 | 145.543 | 145.312 | 146.287 | ||
| 123 | 2023.08.24 11:15 | buy | 38 | 0.10 | 145.543 | 0.000 | 0.000 | ||
| 124 | 2023.08.24 11:15 | modify | 38 | 0.10 | 145.543 | 145.312 | 146.287 | ||
| 125 | 2023.08.24 11:15 | modify | 35 | 0.10 | 144.787 | 145.312 | 146.287 | ||
| 126 | 2023.08.24 11:17 | modify | 36 | 0.10 | 145.543 | 145.312 | 146.287 | ||
| 127 | 2023.08.25 14:20 | t/p | 35 | 0.10 | 146.287 | 145.312 | 146.287 | 106.81 | 11147.25 |
| 128 | 2023.08.25 14:20 | t/p | 36 | 0.10 | 146.287 | 145.312 | 146.287 | 51.91 | 11199.15 |
| 129 | 2023.08.25 14:20 | t/p | 37 | 0.10 | 146.287 | 145.312 | 146.287 | 51.91 | 11251.06 |
| 130 | 2023.08.25 14:20 | t/p | 38 | 0.10 | 146.287 | 145.312 | 146.287 | 51.91 | 11302.97 |