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 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 441.16 | Gross profit | 1640.14 | Gross loss | -1198.97 |
| Profit factor | 1.37 | Expected payoff | 14.71 | ||
| Absolute drawdown | 167.39 | Maximal drawdown | 381.07 (3.57%) | Relative drawdown | 3.57% (381.07) |
| Total trades | 30 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 16 (53.33%) | Loss trades (% of total) | 14 (46.67%) | ||
| Largest | profit trade | 116.26 | loss trade | -115.60 | |
| Average | profit trade | 102.51 | loss trade | -85.64 | |
| Maximum | consecutive wins (profit in money) | 5 (514.51) | consecutive losses (loss in money) | 3 (-322.61) | |
| Maximal | consecutive profit (count of wins) | 514.51 (5) | consecutive loss (count of losses) | -322.61 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.06 08:00 | sell | 1 | 0.10 | 141.536 | 0.000 | 0.000 | ||
| 2 | 2022.09.06 08:00 | modify | 1 | 0.10 | 141.536 | 142.936 | 140.036 | ||
| 3 | 2022.09.06 15:00 | s/l | 1 | 0.10 | 142.936 | 142.936 | 140.036 | -98.08 | 9901.92 |
| 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 | 145.388 | 142.488 | ||
| 6 | 2022.09.09 05:00 | t/p | 2 | 0.10 | 142.488 | 145.388 | 142.488 | 99.51 | 10001.43 |
| 7 | 2022.09.09 05:00 | buy | 3 | 0.10 | 142.850 | 0.000 | 0.000 | ||
| 8 | 2022.09.09 05:00 | modify | 3 | 0.10 | 142.850 | 141.450 | 144.350 | ||
| 9 | 2022.09.13 13:00 | t/p | 3 | 0.10 | 144.350 | 141.450 | 144.350 | 106.05 | 10107.47 |
| 10 | 2022.09.13 13:00 | sell | 4 | 0.10 | 144.407 | 0.000 | 0.000 | ||
| 11 | 2022.09.13 13:00 | modify | 4 | 0.10 | 144.407 | 145.807 | 142.907 | ||
| 12 | 2022.09.14 13:00 | t/p | 4 | 0.10 | 142.907 | 145.807 | 142.907 | 103.49 | 10210.96 |
| 13 | 2022.09.22 07:00 | sell | 5 | 0.10 | 145.651 | 0.000 | 0.000 | ||
| 14 | 2022.09.22 07:00 | modify | 5 | 0.10 | 145.651 | 147.051 | 144.151 | ||
| 15 | 2022.09.22 09:00 | t/p | 5 | 0.10 | 144.151 | 147.051 | 144.151 | 105.55 | 10316.51 |
| 16 | 2022.10.21 13:00 | sell | 6 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 17 | 2022.10.21 13:00 | modify | 6 | 0.10 | 151.473 | 152.873 | 149.973 | ||
| 18 | 2022.10.21 15:00 | t/p | 6 | 0.10 | 149.973 | 152.873 | 149.973 | 99.92 | 10416.43 |
| 19 | 2022.10.25 14:00 | buy | 7 | 0.10 | 147.802 | 0.000 | 0.000 | ||
| 20 | 2022.10.25 14:00 | modify | 7 | 0.10 | 147.802 | 146.402 | 149.302 | ||
| 21 | 2022.10.26 16:00 | s/l | 7 | 0.10 | 146.402 | 146.402 | 149.302 | -94.47 | 10321.96 |
| 22 | 2022.10.27 06:00 | buy | 8 | 0.10 | 145.278 | 0.000 | 0.000 | ||
| 23 | 2022.10.27 06:00 | modify | 8 | 0.10 | 145.278 | 143.878 | 146.778 | ||
| 24 | 2022.10.27 13:00 | t/p | 8 | 0.10 | 146.778 | 143.878 | 146.778 | 102.37 | 10424.33 |
| 25 | 2022.11.10 14:00 | buy | 9 | 0.10 | 143.737 | 0.000 | 0.000 | ||
| 26 | 2022.11.10 14:00 | modify | 9 | 0.10 | 143.737 | 142.337 | 145.237 | ||
| 27 | 2022.11.10 15:00 | s/l | 9 | 0.10 | 142.337 | 142.337 | 145.237 | -98.53 | 10325.80 |
| 28 | 2022.11.21 10:00 | sell | 10 | 0.10 | 141.835 | 0.000 | 0.000 | ||
| 29 | 2022.11.21 10:00 | modify | 10 | 0.10 | 141.835 | 143.235 | 140.335 | ||
| 30 | 2022.11.23 15:00 | t/p | 10 | 0.10 | 140.335 | 143.235 | 140.335 | 104.36 | 10430.16 |
| 31 | 2022.12.01 06:00 | buy | 11 | 0.10 | 136.429 | 0.000 | 0.000 | ||
| 32 | 2022.12.01 06:00 | modify | 11 | 0.10 | 136.429 | 135.029 | 137.929 | ||
| 33 | 2022.12.02 02:00 | s/l | 11 | 0.10 | 135.029 | 135.029 | 137.929 | -102.52 | 10327.64 |
| 34 | 2022.12.02 09:00 | buy | 12 | 0.10 | 133.794 | 0.000 | 0.000 | ||
| 35 | 2022.12.02 09:00 | modify | 12 | 0.10 | 133.794 | 132.394 | 135.294 | ||
| 36 | 2022.12.02 14:00 | t/p | 12 | 0.10 | 135.294 | 132.394 | 135.294 | 110.79 | 10438.43 |
| 37 | 2022.12.13 14:00 | buy | 13 | 0.10 | 135.184 | 0.000 | 0.000 | ||
| 38 | 2022.12.13 14:00 | modify | 13 | 0.10 | 135.184 | 133.784 | 136.684 | ||
| 39 | 2022.12.15 10:00 | t/p | 13 | 0.10 | 136.684 | 133.784 | 136.684 | 114.19 | 10552.62 |
| 40 | 2022.12.15 10:00 | sell | 14 | 0.10 | 136.566 | 0.000 | 0.000 | ||
| 41 | 2022.12.15 10:00 | modify | 14 | 0.10 | 136.566 | 137.966 | 135.066 | ||
| 42 | 2022.12.15 18:00 | s/l | 14 | 0.10 | 137.966 | 137.966 | 135.066 | -101.36 | 10451.26 |
| 43 | 2022.12.20 04:00 | buy | 15 | 0.10 | 133.470 | 0.000 | 0.000 | ||
| 44 | 2022.12.20 04:00 | modify | 15 | 0.10 | 133.470 | 132.070 | 134.970 | ||
| 45 | 2022.12.20 10:00 | s/l | 15 | 0.10 | 132.070 | 132.070 | 134.970 | -106.01 | 10345.25 |
| 46 | 2023.01.03 05:00 | buy | 16 | 0.10 | 129.622 | 0.000 | 0.000 | ||
| 47 | 2023.01.03 05:00 | modify | 16 | 0.10 | 129.622 | 128.222 | 131.122 | ||
| 48 | 2023.01.03 13:00 | t/p | 16 | 0.10 | 131.122 | 128.222 | 131.122 | 114.52 | 10459.77 |
| 49 | 2023.01.05 14:00 | sell | 17 | 0.10 | 133.684 | 0.000 | 0.000 | ||
| 50 | 2023.01.05 14:00 | modify | 17 | 0.10 | 133.684 | 135.084 | 132.184 | ||
| 51 | 2023.01.06 18:00 | t/p | 17 | 0.10 | 132.184 | 135.084 | 132.184 | 112.15 | 10571.92 |
| 52 | 2023.01.12 14:00 | buy | 18 | 0.10 | 129.673 | 0.000 | 0.000 | ||
| 53 | 2023.01.12 14:00 | modify | 18 | 0.10 | 129.673 | 128.273 | 131.173 | ||
| 54 | 2023.01.13 08:00 | s/l | 18 | 0.10 | 128.273 | 128.273 | 131.173 | -107.97 | 10463.95 |
| 55 | 2023.01.18 03:00 | sell | 19 | 0.10 | 130.531 | 0.000 | 0.000 | ||
| 56 | 2023.01.18 03:00 | modify | 19 | 0.10 | 130.531 | 131.931 | 129.031 | ||
| 57 | 2023.01.18 12:00 | t/p | 19 | 0.10 | 129.031 | 131.931 | 129.031 | 116.26 | 10580.21 |
| 58 | 2023.01.20 13:00 | sell | 20 | 0.10 | 130.109 | 0.000 | 0.000 | ||
| 59 | 2023.01.20 13:00 | modify | 20 | 0.10 | 130.109 | 131.509 | 128.609 | ||
| 60 | 2023.02.01 20:00 | t/p | 20 | 0.10 | 128.609 | 131.509 | 128.609 | 102.74 | 10682.95 |
| 61 | 2023.02.03 14:00 | sell | 21 | 0.10 | 129.942 | 0.000 | 0.000 | ||
| 62 | 2023.02.03 14:00 | modify | 21 | 0.10 | 129.942 | 131.342 | 128.442 | ||
| 63 | 2023.02.05 22:00 | s/l | 21 | 0.10 | 131.342 | 131.342 | 128.442 | -105.66 | 10577.29 |
| 64 | 2023.02.24 14:00 | sell | 22 | 0.10 | 135.879 | 0.000 | 0.000 | ||
| 65 | 2023.02.24 14:00 | modify | 22 | 0.10 | 135.879 | 137.279 | 134.379 | ||
| 66 | 2023.03.08 00:00 | s/l | 22 | 0.10 | 137.279 | 137.279 | 134.379 | -115.60 | 10461.69 |
| 67 | 2023.03.15 13:00 | buy | 23 | 0.10 | 132.688 | 0.000 | 0.000 | ||
| 68 | 2023.03.15 13:00 | modify | 23 | 0.10 | 132.688 | 131.288 | 134.188 | ||
| 69 | 2023.03.20 07:00 | s/l | 23 | 0.10 | 131.288 | 131.288 | 134.188 | -101.35 | 10360.34 |
| 70 | 2023.04.13 14:00 | buy | 24 | 0.10 | 132.172 | 0.000 | 0.000 | ||
| 71 | 2023.04.13 14:00 | modify | 24 | 0.10 | 132.172 | 130.772 | 133.672 | ||
| 72 | 2023.04.14 16:00 | t/p | 24 | 0.10 | 133.672 | 130.772 | 133.672 | 113.24 | 10473.58 |
| 73 | 2023.05.05 13:00 | sell | 25 | 0.10 | 134.970 | 0.000 | 0.000 | ||
| 74 | 2023.05.05 13:00 | modify | 25 | 0.10 | 134.970 | 136.370 | 133.470 | ||
| 75 | 2023.05.16 15:00 | s/l | 25 | 0.10 | 136.370 | 136.370 | 133.470 | -114.91 | 10358.67 |
| 76 | 2023.06.15 02:00 | sell | 26 | 0.10 | 141.004 | 0.000 | 0.000 | ||
| 77 | 2023.06.15 02:00 | modify | 26 | 0.10 | 141.004 | 142.404 | 139.504 | ||
| 78 | 2023.06.15 21:00 | sell | 27 | 0.10 | 140.252 | 0.000 | 0.000 | ||
| 79 | 2023.06.15 21:00 | modify | 27 | 0.10 | 140.252 | 140.854 | 139.504 | ||
| 80 | 2023.06.15 21:00 | sell | 28 | 0.10 | 140.252 | 0.000 | 0.000 | ||
| 81 | 2023.06.15 21:00 | modify | 28 | 0.10 | 140.252 | 140.629 | 139.504 | ||
| 82 | 2023.06.15 21:00 | sell | 29 | 0.10 | 140.252 | 0.000 | 0.000 | ||
| 83 | 2023.06.15 21:00 | modify | 29 | 0.10 | 140.252 | 140.479 | 139.504 | ||
| 84 | 2023.06.15 21:00 | modify | 26 | 0.10 | 141.004 | 140.479 | 139.504 | ||
| 85 | 2023.06.15 22:00 | modify | 28 | 0.10 | 140.252 | 140.479 | 139.504 | ||
| 86 | 2023.06.15 22:00 | modify | 27 | 0.10 | 140.252 | 140.479 | 139.504 | ||
| 87 | 2023.06.16 03:00 | s/l | 26 | 0.10 | 140.479 | 140.479 | 139.504 | 35.95 | 10394.61 |
| 88 | 2023.06.16 03:00 | s/l | 27 | 0.10 | 140.479 | 140.479 | 139.504 | -17.50 | 10377.11 |
| 89 | 2023.06.16 03:00 | s/l | 28 | 0.10 | 140.479 | 140.479 | 139.504 | -17.50 | 10359.61 |
| 90 | 2023.06.16 03:00 | s/l | 29 | 0.10 | 140.479 | 140.479 | 139.504 | -17.50 | 10342.10 |
| 91 | 2023.07.21 08:00 | sell | 30 | 0.10 | 141.370 | 0.000 | 0.000 | ||
| 92 | 2023.07.21 08:00 | modify | 30 | 0.10 | 141.370 | 142.770 | 139.870 | ||
| 93 | 2023.07.27 02:00 | t/p | 30 | 0.10 | 139.870 | 142.770 | 139.870 | 99.06 | 10441.16 |