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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6560 | Ticks modelled | 47445684 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1168.15 | Gross profit | 1703.67 | Gross loss | -535.52 |
| Profit factor | 3.18 | Expected payoff | 28.49 | ||
| Absolute drawdown | 148.13 | Maximal drawdown | 206.78 (1.96%) | Relative drawdown | 1.96% (206.78) |
| Total trades | 41 | Short positions (won %) | 26 (80.77%) | Long positions (won %) | 15 (40.00%) |
| Profit trades (% of total) | 27 (65.85%) | Loss trades (% of total) | 14 (34.15%) | ||
| Largest | profit trade | 113.55 | loss trade | -79.85 | |
| Average | profit trade | 63.10 | loss trade | -38.25 | |
| Maximum | consecutive wins (profit in money) | 8 (560.03) | consecutive losses (loss in money) | 4 (-127.82) | |
| Maximal | consecutive profit (count of wins) | 560.03 (8) | consecutive loss (count of losses) | -127.82 (4) | |
| Average | consecutive wins | 4 | 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 14:00 | s/l | 1 | 0.10 | 142.760 | 142.760 | 140.160 | -77.04 | 9922.96 |
| 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 03:22 | sell | 3 | 0.10 | 143.230 | 0.000 | 0.000 | ||
| 7 | 2022.09.09 03:22 | modify | 3 | 0.10 | 143.230 | 143.688 | 142.488 | ||
| 8 | 2022.09.09 03:22 | sell | 4 | 0.10 | 143.230 | 0.000 | 0.000 | ||
| 9 | 2022.09.09 03:22 | modify | 4 | 0.10 | 143.230 | 143.463 | 142.488 | ||
| 10 | 2022.09.09 03:22 | sell | 5 | 0.10 | 143.230 | 0.000 | 0.000 | ||
| 11 | 2022.09.09 03:22 | modify | 5 | 0.10 | 143.230 | 143.463 | 142.488 | ||
| 12 | 2022.09.09 03:22 | modify | 2 | 0.10 | 143.988 | 143.463 | 142.488 | ||
| 13 | 2022.09.09 03:22 | modify | 3 | 0.10 | 143.230 | 143.463 | 142.488 | ||
| 14 | 2022.09.09 04:14 | t/p | 2 | 0.10 | 142.488 | 143.463 | 142.488 | 99.79 | 10022.75 |
| 15 | 2022.09.09 04:14 | t/p | 3 | 0.10 | 142.488 | 143.463 | 142.488 | 52.08 | 10074.83 |
| 16 | 2022.09.09 04:14 | t/p | 4 | 0.10 | 142.488 | 143.463 | 142.488 | 52.08 | 10126.91 |
| 17 | 2022.09.09 04:14 | t/p | 5 | 0.10 | 142.488 | 143.463 | 142.488 | 52.08 | 10178.99 |
| 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 12:03 | buy | 7 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 12:03 | modify | 7 | 0.10 | 142.786 | 142.333 | 143.533 | ||
| 22 | 2022.09.09 12:03 | buy | 8 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 23 | 2022.09.09 12:03 | modify | 8 | 0.10 | 142.786 | 142.558 | 143.533 | ||
| 24 | 2022.09.09 12:03 | buy | 9 | 0.10 | 142.786 | 0.000 | 0.000 | ||
| 25 | 2022.09.09 12:03 | modify | 9 | 0.10 | 142.786 | 142.558 | 143.533 | ||
| 26 | 2022.09.09 12:03 | modify | 6 | 0.10 | 142.033 | 142.558 | 143.533 | ||
| 27 | 2022.09.09 12:03 | modify | 7 | 0.10 | 142.786 | 142.558 | 143.533 | ||
| 28 | 2022.09.09 12:30 | s/l | 6 | 0.10 | 142.558 | 142.558 | 143.533 | 36.83 | 10215.82 |
| 29 | 2022.09.09 12:30 | s/l | 7 | 0.10 | 142.558 | 142.558 | 143.533 | -15.99 | 10199.83 |
| 30 | 2022.09.09 12:30 | s/l | 8 | 0.10 | 142.558 | 142.558 | 143.533 | -15.99 | 10183.84 |
| 31 | 2022.09.09 12:30 | s/l | 9 | 0.10 | 142.558 | 142.558 | 143.533 | -15.99 | 10167.85 |
| 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 13:33 | s/l | 10 | 0.10 | 147.940 | 147.940 | 145.340 | -79.85 | 10087.99 |
| 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 14:39 | sell | 12 | 0.10 | 150.714 | 0.000 | 0.000 | ||
| 38 | 2022.10.21 14:39 | modify | 12 | 0.10 | 150.714 | 151.173 | 149.973 | ||
| 39 | 2022.10.21 14:39 | sell | 13 | 0.10 | 150.714 | 0.000 | 0.000 | ||
| 40 | 2022.10.21 14:39 | modify | 13 | 0.10 | 150.714 | 150.948 | 149.973 | ||
| 41 | 2022.10.21 14:39 | sell | 14 | 0.10 | 150.714 | 0.000 | 0.000 | ||
| 42 | 2022.10.21 14:39 | modify | 14 | 0.10 | 150.714 | 150.948 | 149.973 | ||
| 43 | 2022.10.21 14:39 | modify | 11 | 0.10 | 151.473 | 150.948 | 149.973 | ||
| 44 | 2022.10.21 14:39 | modify | 12 | 0.10 | 150.714 | 150.948 | 149.973 | ||
| 45 | 2022.10.21 14:49 | t/p | 11 | 0.10 | 149.973 | 150.948 | 149.973 | 100.05 | 10188.04 |
| 46 | 2022.10.21 14:49 | t/p | 12 | 0.10 | 149.973 | 150.948 | 149.973 | 49.42 | 10237.46 |
| 47 | 2022.10.21 14:49 | t/p | 13 | 0.10 | 149.973 | 150.948 | 149.973 | 49.42 | 10286.88 |
| 48 | 2022.10.21 14:49 | t/p | 14 | 0.10 | 149.973 | 150.948 | 149.973 | 49.42 | 10336.30 |
| 49 | 2022.10.25 15:00 | buy | 15 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 50 | 2022.10.25 15:00 | modify | 15 | 0.10 | 147.852 | 146.752 | 149.352 | ||
| 51 | 2022.10.26 09:03 | s/l | 15 | 0.10 | 146.752 | 146.752 | 149.352 | -73.87 | 10262.43 |
| 52 | 2022.11.21 11:00 | sell | 16 | 0.10 | 141.650 | 0.000 | 0.000 | ||
| 53 | 2022.11.21 11:00 | modify | 16 | 0.10 | 141.650 | 142.750 | 140.150 | ||
| 54 | 2022.11.23 14:07 | sell | 17 | 0.10 | 140.886 | 0.000 | 0.000 | ||
| 55 | 2022.11.23 14:07 | modify | 17 | 0.10 | 140.886 | 141.350 | 140.150 | ||
| 56 | 2022.11.23 14:07 | sell | 18 | 0.10 | 140.886 | 0.000 | 0.000 | ||
| 57 | 2022.11.23 14:07 | modify | 18 | 0.10 | 140.886 | 141.125 | 140.150 | ||
| 58 | 2022.11.23 14:07 | sell | 19 | 0.10 | 140.886 | 0.000 | 0.000 | ||
| 59 | 2022.11.23 14:07 | modify | 19 | 0.10 | 140.886 | 141.125 | 140.150 | ||
| 60 | 2022.11.23 14:07 | modify | 16 | 0.10 | 141.650 | 141.125 | 140.150 | ||
| 61 | 2022.11.23 14:07 | modify | 17 | 0.10 | 140.886 | 141.125 | 140.150 | ||
| 62 | 2022.11.23 14:51 | t/p | 16 | 0.10 | 140.150 | 141.125 | 140.150 | 104.29 | 10366.73 |
| 63 | 2022.11.23 14:51 | t/p | 17 | 0.10 | 140.150 | 141.125 | 140.150 | 52.52 | 10419.25 |
| 64 | 2022.11.23 14:51 | t/p | 18 | 0.10 | 140.150 | 141.125 | 140.150 | 52.52 | 10471.77 |
| 65 | 2022.11.23 14:51 | t/p | 19 | 0.10 | 140.150 | 141.125 | 140.150 | 52.52 | 10524.29 |
| 66 | 2022.11.24 03:00 | buy | 20 | 0.10 | 138.904 | 0.000 | 0.000 | ||
| 67 | 2022.11.24 03:00 | modify | 20 | 0.10 | 138.904 | 137.804 | 140.404 | ||
| 68 | 2022.11.28 07:14 | s/l | 20 | 0.10 | 137.804 | 137.804 | 140.404 | -77.65 | 10446.63 |
| 69 | 2022.12.13 16:00 | buy | 21 | 0.10 | 135.221 | 0.000 | 0.000 | ||
| 70 | 2022.12.13 16:00 | modify | 21 | 0.10 | 135.221 | 134.121 | 136.721 | ||
| 71 | 2022.12.14 19:34 | buy | 22 | 0.10 | 135.978 | 0.000 | 0.000 | ||
| 72 | 2022.12.14 19:34 | modify | 22 | 0.10 | 135.978 | 135.521 | 136.721 | ||
| 73 | 2022.12.14 19:34 | buy | 23 | 0.10 | 135.978 | 0.000 | 0.000 | ||
| 74 | 2022.12.14 19:34 | modify | 23 | 0.10 | 135.978 | 135.746 | 136.721 | ||
| 75 | 2022.12.14 19:34 | buy | 24 | 0.10 | 135.978 | 0.000 | 0.000 | ||
| 76 | 2022.12.14 19:34 | modify | 24 | 0.10 | 135.978 | 135.746 | 136.721 | ||
| 77 | 2022.12.14 19:34 | modify | 21 | 0.10 | 135.221 | 135.746 | 136.721 | ||
| 78 | 2022.12.14 19:34 | modify | 22 | 0.10 | 135.978 | 135.746 | 136.721 | ||
| 79 | 2022.12.14 19:43 | s/l | 21 | 0.10 | 135.746 | 135.746 | 136.721 | 39.76 | 10486.39 |
| 80 | 2022.12.14 19:43 | s/l | 22 | 0.10 | 135.746 | 135.746 | 136.721 | -17.09 | 10469.30 |
| 81 | 2022.12.14 19:43 | s/l | 23 | 0.10 | 135.746 | 135.746 | 136.721 | -17.09 | 10452.21 |
| 82 | 2022.12.14 19:43 | s/l | 24 | 0.10 | 135.746 | 135.746 | 136.721 | -17.09 | 10435.12 |
| 83 | 2023.02.06 03:00 | sell | 25 | 0.10 | 132.038 | 0.000 | 0.000 | ||
| 84 | 2023.02.06 03:00 | modify | 25 | 0.10 | 132.038 | 133.138 | 130.538 | ||
| 85 | 2023.02.07 15:57 | sell | 26 | 0.10 | 131.288 | 0.000 | 0.000 | ||
| 86 | 2023.02.07 15:57 | modify | 26 | 0.10 | 131.288 | 131.738 | 130.538 | ||
| 87 | 2023.02.07 15:57 | sell | 27 | 0.10 | 131.288 | 0.000 | 0.000 | ||
| 88 | 2023.02.07 15:57 | modify | 27 | 0.10 | 131.288 | 131.513 | 130.538 | ||
| 89 | 2023.02.07 15:57 | sell | 28 | 0.10 | 131.288 | 0.000 | 0.000 | ||
| 90 | 2023.02.07 15:57 | modify | 28 | 0.10 | 131.288 | 131.513 | 130.538 | ||
| 91 | 2023.02.07 15:57 | modify | 25 | 0.10 | 132.038 | 131.513 | 130.538 | ||
| 92 | 2023.02.07 15:57 | modify | 26 | 0.10 | 131.288 | 131.513 | 130.538 | ||
| 93 | 2023.02.07 17:58 | t/p | 25 | 0.10 | 130.538 | 131.513 | 130.538 | 113.55 | 10548.67 |
| 94 | 2023.02.07 17:58 | t/p | 26 | 0.10 | 130.538 | 131.513 | 130.538 | 57.46 | 10606.13 |
| 95 | 2023.02.07 17:58 | t/p | 27 | 0.10 | 130.538 | 131.513 | 130.538 | 57.46 | 10663.59 |
| 96 | 2023.02.07 17:58 | t/p | 28 | 0.10 | 130.538 | 131.513 | 130.538 | 57.46 | 10721.05 |
| 97 | 2023.05.01 05:00 | sell | 29 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 98 | 2023.05.01 05:00 | modify | 29 | 0.10 | 136.850 | 137.950 | 135.350 | ||
| 99 | 2023.05.03 01:44 | sell | 30 | 0.10 | 136.099 | 0.000 | 0.000 | ||
| 100 | 2023.05.03 01:44 | modify | 30 | 0.10 | 136.099 | 136.550 | 135.350 | ||
| 101 | 2023.05.03 01:44 | sell | 31 | 0.10 | 136.099 | 0.000 | 0.000 | ||
| 102 | 2023.05.03 01:44 | modify | 31 | 0.10 | 136.099 | 136.325 | 135.350 | ||
| 103 | 2023.05.03 01:44 | sell | 32 | 0.10 | 136.099 | 0.000 | 0.000 | ||
| 104 | 2023.05.03 01:44 | modify | 32 | 0.10 | 136.099 | 136.325 | 135.350 | ||
| 105 | 2023.05.03 01:44 | modify | 29 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 106 | 2023.05.03 01:44 | modify | 30 | 0.10 | 136.099 | 136.325 | 135.350 | ||
| 107 | 2023.05.03 13:30 | t/p | 29 | 0.10 | 135.350 | 136.325 | 135.350 | 108.08 | 10829.13 |
| 108 | 2023.05.03 13:30 | t/p | 30 | 0.10 | 135.350 | 136.325 | 135.350 | 55.34 | 10884.47 |
| 109 | 2023.05.03 13:30 | t/p | 31 | 0.10 | 135.350 | 136.325 | 135.350 | 55.34 | 10939.81 |
| 110 | 2023.05.03 13:30 | t/p | 32 | 0.10 | 135.350 | 136.325 | 135.350 | 55.34 | 10995.15 |
| 111 | 2023.05.03 14:00 | buy | 33 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 112 | 2023.05.03 14:00 | modify | 33 | 0.10 | 135.463 | 134.363 | 136.963 | ||
| 113 | 2023.05.04 00:07 | s/l | 33 | 0.10 | 134.363 | 134.363 | 136.963 | -78.60 | 10916.55 |
| 114 | 2023.06.15 06:00 | sell | 34 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 115 | 2023.06.15 06:00 | modify | 34 | 0.10 | 141.213 | 142.313 | 139.713 | ||
| 116 | 2023.06.15 13:18 | sell | 35 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 117 | 2023.06.15 13:18 | modify | 35 | 0.10 | 140.457 | 140.913 | 139.713 | ||
| 118 | 2023.06.15 13:18 | sell | 36 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 119 | 2023.06.15 13:18 | modify | 36 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 120 | 2023.06.15 13:18 | sell | 37 | 0.10 | 140.457 | 0.000 | 0.000 | ||
| 121 | 2023.06.15 13:18 | modify | 37 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 122 | 2023.06.15 13:18 | modify | 34 | 0.10 | 141.213 | 140.688 | 139.713 | ||
| 123 | 2023.06.15 13:18 | modify | 35 | 0.10 | 140.457 | 140.688 | 139.713 | ||
| 124 | 2023.06.15 13:36 | s/l | 34 | 0.10 | 140.688 | 140.688 | 139.713 | 37.32 | 10953.87 |
| 125 | 2023.06.15 13:36 | s/l | 35 | 0.10 | 140.688 | 140.688 | 139.713 | -16.42 | 10937.45 |
| 126 | 2023.06.15 13:36 | s/l | 36 | 0.10 | 140.688 | 140.688 | 139.713 | -16.42 | 10921.03 |
| 127 | 2023.06.15 13:36 | s/l | 37 | 0.10 | 140.688 | 140.688 | 139.713 | -16.42 | 10904.61 |
| 128 | 2023.08.23 15:00 | buy | 38 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 129 | 2023.08.23 15:00 | modify | 38 | 0.10 | 144.787 | 143.687 | 146.287 | ||
| 130 | 2023.08.24 11:22 | buy | 39 | 0.10 | 145.539 | 0.000 | 0.000 | ||
| 131 | 2023.08.24 11:22 | modify | 39 | 0.10 | 145.539 | 145.087 | 146.287 | ||
| 132 | 2023.08.24 11:22 | buy | 40 | 0.10 | 145.539 | 0.000 | 0.000 | ||
| 133 | 2023.08.24 11:22 | modify | 40 | 0.10 | 145.539 | 145.312 | 146.287 | ||
| 134 | 2023.08.24 11:22 | buy | 41 | 0.10 | 145.539 | 0.000 | 0.000 | ||
| 135 | 2023.08.24 11:22 | modify | 41 | 0.10 | 145.539 | 145.312 | 146.287 | ||
| 136 | 2023.08.24 11:22 | modify | 38 | 0.10 | 144.787 | 145.312 | 146.287 | ||
| 137 | 2023.08.24 11:22 | modify | 39 | 0.10 | 145.539 | 145.312 | 146.287 | ||
| 138 | 2023.08.25 14:02 | t/p | 38 | 0.10 | 146.287 | 145.312 | 146.287 | 106.88 | 11011.49 |
| 139 | 2023.08.25 14:02 | t/p | 39 | 0.10 | 146.287 | 145.312 | 146.287 | 52.22 | 11063.71 |
| 140 | 2023.08.25 14:02 | t/p | 40 | 0.10 | 146.287 | 145.312 | 146.287 | 52.22 | 11115.93 |
| 141 | 2023.08.25 14:02 | t/p | 41 | 0.10 | 146.287 | 145.312 | 146.287 | 52.22 | 11168.15 |