Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=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 | 7237 | Ticks modelled | 13473 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 514.96 | Gross profit | 1540.45 | Gross loss | -1025.48 |
| Profit factor | 1.50 | Expected payoff | 13.20 | ||
| Absolute drawdown | 72.91 | Maximal drawdown | 319.30 (3.04%) | Relative drawdown | 3.04% (319.30) |
| Total trades | 39 | Short positions (won %) | 26 (42.31%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 112.08 | loss trade | -83.10 | |
| Average | profit trade | 77.02 | loss trade | -53.97 | |
| Maximum | consecutive wins (profit in money) | 5 (437.30) | consecutive losses (loss in money) | 4 (-196.51) | |
| Maximal | consecutive profit (count of wins) | 437.30 (5) | consecutive loss (count of losses) | -243.22 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.12 15:00 | sell | 1 | 0.10 | 146.840 | 0.000 | 0.000 | ||
| 2 | 2022.10.12 15:00 | modify | 1 | 0.10 | 146.840 | 147.840 | 145.340 | ||
| 3 | 2022.10.14 12:00 | s/l | 1 | 0.10 | 147.840 | 147.840 | 145.340 | -72.91 | 9927.09 |
| 4 | 2022.10.21 13:00 | sell | 2 | 0.10 | 151.473 | 0.000 | 0.000 | ||
| 5 | 2022.10.21 13:00 | modify | 2 | 0.10 | 151.473 | 152.473 | 149.973 | ||
| 6 | 2022.10.21 15:00 | t/p | 2 | 0.10 | 149.973 | 152.473 | 149.973 | 99.92 | 10027.01 |
| 7 | 2022.10.25 15:00 | buy | 3 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 8 | 2022.10.25 15:00 | modify | 3 | 0.10 | 147.852 | 146.852 | 149.352 | ||
| 9 | 2022.10.26 09:00 | s/l | 3 | 0.10 | 146.852 | 146.852 | 149.352 | -66.99 | 9960.02 |
| 10 | 2022.11.09 15:00 | sell | 4 | 0.10 | 146.399 | 0.000 | 0.000 | ||
| 11 | 2022.11.09 15:00 | modify | 4 | 0.10 | 146.399 | 147.399 | 144.899 | ||
| 12 | 2022.11.10 14:00 | t/p | 4 | 0.10 | 144.899 | 147.399 | 144.899 | 100.41 | 10060.43 |
| 13 | 2022.11.17 15:00 | sell | 5 | 0.10 | 140.486 | 0.000 | 0.000 | ||
| 14 | 2022.11.17 15:00 | modify | 5 | 0.10 | 140.486 | 141.486 | 138.986 | ||
| 15 | 2022.11.18 04:00 | sell | 6 | 0.10 | 139.710 | 0.000 | 0.000 | ||
| 16 | 2022.11.18 04:00 | modify | 6 | 0.10 | 139.710 | 140.411 | 138.986 | ||
| 17 | 2022.11.18 04:00 | sell | 7 | 0.10 | 139.710 | 0.000 | 0.000 | ||
| 18 | 2022.11.18 04:00 | modify | 7 | 0.10 | 139.710 | 140.036 | 138.986 | ||
| 19 | 2022.11.18 04:00 | modify | 5 | 0.10 | 140.486 | 140.036 | 138.986 | ||
| 20 | 2022.11.18 05:00 | modify | 6 | 0.10 | 139.710 | 140.036 | 138.986 | ||
| 21 | 2022.11.18 06:00 | s/l | 5 | 0.10 | 140.036 | 140.036 | 138.986 | 30.86 | 10091.29 |
| 22 | 2022.11.18 06:00 | s/l | 6 | 0.10 | 140.036 | 140.036 | 138.986 | -23.32 | 10067.97 |
| 23 | 2022.11.18 06:00 | s/l | 7 | 0.10 | 140.036 | 140.036 | 138.986 | -23.32 | 10044.65 |
| 24 | 2022.11.28 10:00 | buy | 8 | 0.10 | 137.799 | 0.000 | 0.000 | ||
| 25 | 2022.11.28 10:00 | modify | 8 | 0.10 | 137.799 | 136.799 | 139.299 | ||
| 26 | 2022.11.29 02:00 | t/p | 8 | 0.10 | 139.299 | 136.799 | 139.299 | 109.15 | 10153.81 |
| 27 | 2022.12.09 03:00 | buy | 9 | 0.10 | 136.159 | 0.000 | 0.000 | ||
| 28 | 2022.12.09 03:00 | modify | 9 | 0.10 | 136.159 | 135.159 | 137.659 | ||
| 29 | 2022.12.12 03:00 | buy | 10 | 0.10 | 136.923 | 0.000 | 0.000 | ||
| 30 | 2022.12.12 03:00 | modify | 10 | 0.10 | 136.923 | 136.234 | 137.659 | ||
| 31 | 2022.12.12 03:00 | buy | 11 | 0.10 | 136.923 | 0.000 | 0.000 | ||
| 32 | 2022.12.12 03:00 | modify | 11 | 0.10 | 136.923 | 136.609 | 137.659 | ||
| 33 | 2022.12.12 03:00 | modify | 9 | 0.10 | 136.159 | 136.609 | 137.659 | ||
| 34 | 2022.12.12 04:00 | modify | 10 | 0.10 | 136.923 | 136.609 | 137.659 | ||
| 35 | 2022.12.12 18:00 | t/p | 9 | 0.10 | 137.659 | 136.609 | 137.659 | 110.08 | 10263.89 |
| 36 | 2022.12.12 18:00 | t/p | 10 | 0.10 | 137.659 | 136.609 | 137.659 | 53.50 | 10317.39 |
| 37 | 2022.12.12 18:00 | t/p | 11 | 0.10 | 137.659 | 136.609 | 137.659 | 53.50 | 10370.89 |
| 38 | 2022.12.19 15:00 | sell | 12 | 0.10 | 136.639 | 0.000 | 0.000 | ||
| 39 | 2022.12.19 15:00 | modify | 12 | 0.10 | 136.639 | 137.639 | 135.139 | ||
| 40 | 2022.12.20 04:00 | t/p | 12 | 0.10 | 135.139 | 137.639 | 135.139 | 111.06 | 10481.96 |
| 41 | 2022.12.26 12:00 | sell | 13 | 0.10 | 133.111 | 0.000 | 0.000 | ||
| 42 | 2022.12.26 12:00 | modify | 13 | 0.10 | 133.111 | 134.111 | 131.611 | ||
| 43 | 2022.12.28 03:00 | s/l | 13 | 0.10 | 134.111 | 134.111 | 131.611 | -77.21 | 10404.74 |
| 44 | 2023.02.17 03:00 | sell | 14 | 0.10 | 134.593 | 0.000 | 0.000 | ||
| 45 | 2023.02.17 03:00 | modify | 14 | 0.10 | 134.593 | 135.593 | 133.093 | ||
| 46 | 2023.02.24 13:00 | s/l | 14 | 0.10 | 135.593 | 135.593 | 133.093 | -82.91 | 10321.83 |
| 47 | 2023.02.28 09:00 | sell | 15 | 0.10 | 136.705 | 0.000 | 0.000 | ||
| 48 | 2023.02.28 09:00 | modify | 15 | 0.10 | 136.705 | 137.705 | 135.205 | ||
| 49 | 2023.03.08 04:00 | s/l | 15 | 0.10 | 137.705 | 137.705 | 135.205 | -83.10 | 10238.73 |
| 50 | 2023.03.21 13:00 | sell | 16 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 51 | 2023.03.21 13:00 | modify | 16 | 0.10 | 132.233 | 133.233 | 130.733 | ||
| 52 | 2023.03.23 03:00 | t/p | 16 | 0.10 | 130.733 | 133.233 | 130.733 | 109.51 | 10348.24 |
| 53 | 2023.03.24 06:00 | buy | 17 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 54 | 2023.03.24 06:00 | modify | 17 | 0.10 | 130.154 | 129.154 | 131.654 | ||
| 55 | 2023.03.27 02:00 | buy | 18 | 0.10 | 130.905 | 0.000 | 0.000 | ||
| 56 | 2023.03.27 02:00 | modify | 18 | 0.10 | 130.905 | 130.229 | 131.654 | ||
| 57 | 2023.03.27 02:00 | buy | 19 | 0.10 | 130.905 | 0.000 | 0.000 | ||
| 58 | 2023.03.27 02:00 | modify | 19 | 0.10 | 130.905 | 130.604 | 131.654 | ||
| 59 | 2023.03.27 02:00 | modify | 17 | 0.10 | 130.154 | 130.604 | 131.654 | ||
| 60 | 2023.03.27 03:00 | modify | 18 | 0.10 | 130.905 | 130.604 | 131.654 | ||
| 61 | 2023.03.27 04:00 | s/l | 17 | 0.10 | 130.604 | 130.604 | 131.654 | 35.50 | 10383.74 |
| 62 | 2023.03.27 04:00 | s/l | 18 | 0.10 | 130.604 | 130.604 | 131.654 | -23.05 | 10360.69 |
| 63 | 2023.03.27 04:00 | s/l | 19 | 0.10 | 130.604 | 130.604 | 131.654 | -23.05 | 10337.64 |
| 64 | 2023.04.06 15:00 | sell | 20 | 0.10 | 131.753 | 0.000 | 0.000 | ||
| 65 | 2023.04.06 15:00 | modify | 20 | 0.10 | 131.753 | 132.753 | 130.253 | ||
| 66 | 2023.04.10 02:00 | s/l | 20 | 0.10 | 132.753 | 132.753 | 130.253 | -78.01 | 10259.63 |
| 67 | 2023.04.10 09:00 | buy | 21 | 0.10 | 132.107 | 0.000 | 0.000 | ||
| 68 | 2023.04.10 09:00 | modify | 21 | 0.10 | 132.107 | 131.107 | 133.607 | ||
| 69 | 2023.04.10 15:00 | t/p | 21 | 0.10 | 133.607 | 131.107 | 133.607 | 112.08 | 10371.71 |
| 70 | 2023.05.01 07:00 | sell | 22 | 0.10 | 136.907 | 0.000 | 0.000 | ||
| 71 | 2023.05.01 07:00 | modify | 22 | 0.10 | 136.907 | 137.907 | 135.407 | ||
| 72 | 2023.05.03 13:00 | t/p | 22 | 0.10 | 135.407 | 137.907 | 135.407 | 108.13 | 10479.84 |
| 73 | 2023.05.03 14:00 | buy | 23 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 74 | 2023.05.03 14:00 | modify | 23 | 0.10 | 135.463 | 134.463 | 136.963 | ||
| 75 | 2023.05.03 23:00 | s/l | 23 | 0.10 | 134.463 | 134.463 | 136.963 | -74.31 | 10405.53 |
| 76 | 2023.05.05 14:00 | sell | 24 | 0.10 | 134.838 | 0.000 | 0.000 | ||
| 77 | 2023.05.05 14:00 | modify | 24 | 0.10 | 134.838 | 135.838 | 133.338 | ||
| 78 | 2023.05.11 01:00 | sell | 25 | 0.10 | 134.063 | 0.000 | 0.000 | ||
| 79 | 2023.05.11 01:00 | modify | 25 | 0.10 | 134.063 | 134.763 | 133.338 | ||
| 80 | 2023.05.11 01:00 | sell | 26 | 0.10 | 134.063 | 0.000 | 0.000 | ||
| 81 | 2023.05.11 01:00 | modify | 26 | 0.10 | 134.063 | 134.388 | 133.338 | ||
| 82 | 2023.05.11 01:00 | modify | 24 | 0.10 | 134.838 | 134.388 | 133.338 | ||
| 83 | 2023.05.11 02:00 | modify | 25 | 0.10 | 134.063 | 134.388 | 133.338 | ||
| 84 | 2023.05.11 08:00 | s/l | 24 | 0.10 | 134.388 | 134.388 | 133.338 | 25.54 | 10431.07 |
| 85 | 2023.05.11 08:00 | s/l | 25 | 0.10 | 134.388 | 134.388 | 133.338 | -24.15 | 10406.92 |
| 86 | 2023.05.11 08:00 | s/l | 26 | 0.10 | 134.388 | 134.388 | 133.338 | -24.15 | 10382.77 |
| 87 | 2023.06.09 04:00 | sell | 27 | 0.10 | 139.268 | 0.000 | 0.000 | ||
| 88 | 2023.06.09 04:00 | modify | 27 | 0.10 | 139.268 | 140.268 | 137.768 | ||
| 89 | 2023.06.13 19:00 | s/l | 27 | 0.10 | 140.268 | 140.268 | 137.768 | -73.90 | 10308.87 |
| 90 | 2023.06.15 09:00 | sell | 28 | 0.10 | 141.268 | 0.000 | 0.000 | ||
| 91 | 2023.06.15 09:00 | modify | 28 | 0.10 | 141.268 | 142.268 | 139.768 | ||
| 92 | 2023.06.20 02:00 | s/l | 28 | 0.10 | 142.268 | 142.268 | 139.768 | -74.31 | 10234.56 |
| 93 | 2023.07.10 04:00 | sell | 29 | 0.10 | 142.772 | 0.000 | 0.000 | ||
| 94 | 2023.07.10 04:00 | modify | 29 | 0.10 | 142.772 | 143.772 | 141.272 | ||
| 95 | 2023.07.10 14:00 | sell | 30 | 0.10 | 141.714 | 0.000 | 0.000 | ||
| 96 | 2023.07.10 14:00 | modify | 30 | 0.10 | 141.714 | 142.247 | 141.272 | ||
| 97 | 2023.07.10 14:00 | modify | 29 | 0.10 | 142.772 | 142.247 | 141.272 | ||
| 98 | 2023.07.10 23:00 | t/p | 29 | 0.10 | 141.272 | 142.247 | 141.272 | 106.12 | 10340.68 |
| 99 | 2023.07.10 23:00 | t/p | 30 | 0.10 | 141.272 | 142.247 | 141.272 | 31.27 | 10371.95 |
| 100 | 2023.07.19 06:00 | sell | 31 | 0.10 | 139.358 | 0.000 | 0.000 | ||
| 101 | 2023.07.19 06:00 | modify | 31 | 0.10 | 139.358 | 140.358 | 137.858 | ||
| 102 | 2023.07.20 15:00 | s/l | 31 | 0.10 | 140.358 | 140.358 | 137.858 | -75.20 | 10296.75 |
| 103 | 2023.08.01 15:00 | sell | 32 | 0.10 | 143.266 | 0.000 | 0.000 | ||
| 104 | 2023.08.01 15:00 | modify | 32 | 0.10 | 143.266 | 144.266 | 141.766 | ||
| 105 | 2023.08.03 21:00 | sell | 33 | 0.10 | 142.495 | 0.000 | 0.000 | ||
| 106 | 2023.08.03 21:00 | modify | 33 | 0.10 | 142.495 | 143.191 | 141.766 | ||
| 107 | 2023.08.03 21:00 | sell | 34 | 0.10 | 142.495 | 0.000 | 0.000 | ||
| 108 | 2023.08.03 21:00 | modify | 34 | 0.10 | 142.495 | 142.816 | 141.766 | ||
| 109 | 2023.08.03 21:00 | modify | 32 | 0.10 | 143.266 | 142.816 | 141.766 | ||
| 110 | 2023.08.03 22:00 | modify | 33 | 0.10 | 142.495 | 142.816 | 141.766 | ||
| 111 | 2023.08.04 01:00 | s/l | 32 | 0.10 | 142.816 | 142.816 | 141.766 | 24.94 | 10321.69 |
| 112 | 2023.08.04 01:00 | s/l | 33 | 0.10 | 142.816 | 142.816 | 141.766 | -23.80 | 10297.90 |
| 113 | 2023.08.04 01:00 | s/l | 34 | 0.10 | 142.816 | 142.816 | 141.766 | -23.80 | 10274.10 |
| 114 | 2023.08.04 15:00 | buy | 35 | 0.10 | 141.823 | 0.000 | 0.000 | ||
| 115 | 2023.08.04 15:00 | modify | 35 | 0.10 | 141.823 | 140.823 | 143.323 | ||
| 116 | 2023.08.08 02:00 | t/p | 35 | 0.10 | 143.323 | 140.823 | 143.323 | 106.77 | 10380.87 |
| 117 | 2023.08.23 15:00 | buy | 36 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 118 | 2023.08.23 15:00 | modify | 36 | 0.10 | 144.787 | 143.787 | 146.287 | ||
| 119 | 2023.08.25 15:00 | t/p | 36 | 0.10 | 146.287 | 143.787 | 146.287 | 106.52 | 10487.39 |
| 120 | 2023.09.12 15:00 | sell | 37 | 0.10 | 147.207 | 0.000 | 0.000 | ||
| 121 | 2023.09.12 15:00 | modify | 37 | 0.10 | 147.207 | 148.207 | 145.707 | ||
| 122 | 2023.09.20 20:00 | s/l | 37 | 0.10 | 148.207 | 148.207 | 145.707 | -78.00 | 10409.39 |
| 123 | 2023.09.21 16:00 | buy | 38 | 0.10 | 147.448 | 0.000 | 0.000 | ||
| 124 | 2023.09.21 16:00 | modify | 38 | 0.10 | 147.448 | 146.448 | 148.948 | ||
| 125 | 2023.09.25 15:00 | t/p | 38 | 0.10 | 148.948 | 146.448 | 148.948 | 102.81 | 10512.20 |
| 126 | 2023.09.27 16:00 | sell | 39 | 0.10 | 149.484 | 0.000 | 0.000 | ||
| 127 | 2023.09.27 16:00 | modify | 39 | 0.10 | 149.484 | 150.484 | 147.984 | ||
| 128 | 2023.09.29 20:59 | close at stop | 39 | 0.10 | 149.364 | 150.484 | 147.984 | 2.77 | 10514.96 |