Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=19; 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 | 7264 | Ticks modelled | 13526 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1480.31 | Gross profit | 2111.82 | Gross loss | -631.51 |
| Profit factor | 3.34 | Expected payoff | 37.01 | ||
| Absolute drawdown | 80.19 | Maximal drawdown | 204.53 (1.79%) | Relative drawdown | 1.90% (193.12) |
| Total trades | 40 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 20 (80.00%) |
| Profit trades (% of total) | 29 (72.50%) | Loss trades (% of total) | 11 (27.50%) | ||
| Largest | profit trade | 118.85 | loss trade | -119.99 | |
| Average | profit trade | 72.82 | loss trade | -57.41 | |
| Maximum | consecutive wins (profit in money) | 10 (709.78) | consecutive losses (loss in money) | 2 (-147.12) | |
| Maximal | consecutive profit (count of wins) | 709.78 (10) | consecutive loss (count of losses) | -147.12 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.27 15:00 | sell | 1 | 0.10 | 133.461 | 0.000 | 0.000 | ||
| 2 | 2022.12.27 15:00 | modify | 1 | 0.10 | 133.461 | 134.861 | 131.961 | ||
| 3 | 2022.12.30 06:00 | sell | 2 | 0.10 | 132.621 | 0.000 | 0.000 | ||
| 4 | 2022.12.30 06:00 | modify | 2 | 0.10 | 132.621 | 133.011 | 131.961 | ||
| 5 | 2022.12.30 06:00 | modify | 1 | 0.10 | 133.461 | 133.011 | 131.961 | ||
| 6 | 2022.12.30 09:00 | t/p | 1 | 0.10 | 131.961 | 133.011 | 131.961 | 105.78 | 10105.78 |
| 7 | 2022.12.30 09:00 | t/p | 2 | 0.10 | 131.961 | 133.011 | 131.961 | 50.10 | 10155.88 |
| 8 | 2023.01.20 07:00 | sell | 3 | 0.10 | 129.168 | 0.000 | 0.000 | ||
| 9 | 2023.01.20 07:00 | modify | 3 | 0.10 | 129.168 | 130.568 | 127.668 | ||
| 10 | 2023.01.20 14:00 | s/l | 3 | 0.10 | 130.568 | 130.568 | 127.668 | -107.17 | 10048.71 |
| 11 | 2023.02.01 17:00 | buy | 4 | 0.10 | 129.303 | 0.000 | 0.000 | ||
| 12 | 2023.02.01 17:00 | modify | 4 | 0.10 | 129.303 | 127.903 | 130.803 | ||
| 13 | 2023.02.03 16:00 | t/p | 4 | 0.10 | 130.803 | 127.903 | 130.803 | 118.85 | 10167.56 |
| 14 | 2023.02.09 11:00 | buy | 5 | 0.10 | 130.872 | 0.000 | 0.000 | ||
| 15 | 2023.02.09 11:00 | modify | 5 | 0.10 | 130.872 | 129.472 | 132.372 | ||
| 16 | 2023.02.09 21:00 | buy | 6 | 0.10 | 131.647 | 0.000 | 0.000 | ||
| 17 | 2023.02.09 21:00 | modify | 6 | 0.10 | 131.647 | 130.947 | 132.372 | ||
| 18 | 2023.02.09 21:00 | modify | 5 | 0.10 | 130.872 | 130.947 | 132.372 | ||
| 19 | 2023.02.10 03:00 | buy | 7 | 0.10 | 131.716 | 0.000 | 0.000 | ||
| 20 | 2023.02.10 03:00 | modify | 7 | 0.10 | 131.716 | 131.322 | 132.372 | ||
| 21 | 2023.02.10 03:00 | modify | 6 | 0.10 | 131.647 | 131.322 | 132.372 | ||
| 22 | 2023.02.10 03:00 | modify | 5 | 0.10 | 130.872 | 131.322 | 132.372 | ||
| 23 | 2023.02.10 08:00 | s/l | 5 | 0.10 | 131.322 | 131.322 | 132.372 | 35.60 | 10203.16 |
| 24 | 2023.02.10 08:00 | s/l | 6 | 0.10 | 131.322 | 131.322 | 132.372 | -23.81 | 10179.35 |
| 25 | 2023.02.10 08:00 | s/l | 7 | 0.10 | 131.322 | 131.322 | 132.372 | -30.20 | 10149.15 |
| 26 | 2023.03.01 13:00 | buy | 8 | 0.10 | 135.431 | 0.000 | 0.000 | ||
| 27 | 2023.03.01 13:00 | modify | 8 | 0.10 | 135.431 | 134.031 | 136.931 | ||
| 28 | 2023.03.01 19:00 | buy | 9 | 0.10 | 136.190 | 0.000 | 0.000 | ||
| 29 | 2023.03.01 19:00 | modify | 9 | 0.10 | 136.190 | 135.506 | 136.931 | ||
| 30 | 2023.03.01 19:00 | modify | 8 | 0.10 | 135.431 | 135.506 | 136.931 | ||
| 31 | 2023.03.02 01:00 | buy | 10 | 0.10 | 136.276 | 0.000 | 0.000 | ||
| 32 | 2023.03.02 01:00 | modify | 10 | 0.10 | 136.276 | 135.881 | 136.931 | ||
| 33 | 2023.03.02 01:00 | modify | 9 | 0.10 | 136.190 | 135.881 | 136.931 | ||
| 34 | 2023.03.02 01:00 | modify | 8 | 0.10 | 135.431 | 135.881 | 136.931 | ||
| 35 | 2023.03.02 04:00 | buy | 11 | 0.10 | 136.411 | 0.000 | 0.000 | ||
| 36 | 2023.03.02 04:00 | modify | 11 | 0.10 | 136.411 | 135.956 | 136.931 | ||
| 37 | 2023.03.02 04:00 | modify | 10 | 0.10 | 136.276 | 135.956 | 136.931 | ||
| 38 | 2023.03.02 04:00 | modify | 9 | 0.10 | 136.190 | 135.956 | 136.931 | ||
| 39 | 2023.03.02 04:00 | modify | 8 | 0.10 | 135.431 | 135.956 | 136.931 | ||
| 40 | 2023.03.02 14:00 | t/p | 8 | 0.10 | 136.931 | 135.956 | 136.931 | 112.75 | 10261.90 |
| 41 | 2023.03.02 14:00 | t/p | 9 | 0.10 | 136.931 | 135.956 | 136.931 | 57.37 | 10319.27 |
| 42 | 2023.03.02 14:00 | t/p | 10 | 0.10 | 136.931 | 135.956 | 136.931 | 47.79 | 10367.06 |
| 43 | 2023.03.02 14:00 | t/p | 11 | 0.10 | 136.931 | 135.956 | 136.931 | 37.94 | 10405.00 |
| 44 | 2023.03.07 18:00 | sell | 12 | 0.10 | 136.854 | 0.000 | 0.000 | ||
| 45 | 2023.03.07 18:00 | modify | 12 | 0.10 | 136.854 | 138.254 | 135.354 | ||
| 46 | 2023.03.09 14:00 | sell | 13 | 0.10 | 136.088 | 0.000 | 0.000 | ||
| 47 | 2023.03.09 14:00 | modify | 13 | 0.10 | 136.088 | 136.779 | 135.354 | ||
| 48 | 2023.03.09 14:00 | modify | 12 | 0.10 | 136.854 | 136.779 | 135.354 | ||
| 49 | 2023.03.10 03:00 | s/l | 12 | 0.10 | 136.779 | 136.779 | 135.354 | -2.59 | 10402.41 |
| 50 | 2023.03.10 03:00 | s/l | 13 | 0.10 | 136.779 | 136.779 | 135.354 | -52.14 | 10350.26 |
| 51 | 2023.03.28 05:00 | buy | 14 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 52 | 2023.03.28 05:00 | modify | 14 | 0.10 | 130.647 | 129.247 | 132.147 | ||
| 53 | 2023.03.29 12:00 | t/p | 14 | 0.10 | 132.147 | 129.247 | 132.147 | 114.57 | 10464.83 |
| 54 | 2023.05.01 05:00 | sell | 15 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 55 | 2023.05.01 05:00 | modify | 15 | 0.10 | 136.850 | 138.250 | 135.350 | ||
| 56 | 2023.05.03 02:00 | sell | 16 | 0.10 | 136.014 | 0.000 | 0.000 | ||
| 57 | 2023.05.03 02:00 | modify | 16 | 0.10 | 136.014 | 136.400 | 135.350 | ||
| 58 | 2023.05.03 02:00 | modify | 15 | 0.10 | 136.850 | 136.400 | 135.350 | ||
| 59 | 2023.05.03 07:00 | sell | 17 | 0.10 | 135.870 | 0.000 | 0.000 | ||
| 60 | 2023.05.03 07:00 | modify | 17 | 0.10 | 135.870 | 136.325 | 135.350 | ||
| 61 | 2023.05.03 07:00 | modify | 16 | 0.10 | 136.014 | 136.325 | 135.350 | ||
| 62 | 2023.05.03 07:00 | modify | 15 | 0.10 | 136.850 | 136.325 | 135.350 | ||
| 63 | 2023.05.03 14:00 | t/p | 15 | 0.10 | 135.350 | 136.325 | 135.350 | 107.50 | 10572.33 |
| 64 | 2023.05.03 14:00 | t/p | 16 | 0.10 | 135.350 | 136.325 | 135.350 | 49.02 | 10621.35 |
| 65 | 2023.05.03 14:00 | t/p | 17 | 0.10 | 135.350 | 136.325 | 135.350 | 38.39 | 10659.74 |
| 66 | 2023.05.03 14:00 | buy | 18 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 67 | 2023.05.03 14:00 | modify | 18 | 0.10 | 135.463 | 134.063 | 136.963 | ||
| 68 | 2023.05.04 15:00 | s/l | 18 | 0.10 | 134.063 | 134.063 | 136.963 | -101.26 | 10558.49 |
| 69 | 2023.05.10 14:00 | buy | 19 | 0.10 | 134.451 | 0.000 | 0.000 | ||
| 70 | 2023.05.10 14:00 | modify | 19 | 0.10 | 134.451 | 133.051 | 135.951 | ||
| 71 | 2023.05.15 01:00 | t/p | 19 | 0.10 | 135.951 | 133.051 | 135.951 | 115.89 | 10674.38 |
| 72 | 2023.05.17 17:00 | sell | 20 | 0.10 | 137.466 | 0.000 | 0.000 | ||
| 73 | 2023.05.17 17:00 | modify | 20 | 0.10 | 137.466 | 138.866 | 135.966 | ||
| 74 | 2023.05.23 02:00 | s/l | 20 | 0.10 | 138.866 | 138.866 | 135.966 | -110.52 | 10563.86 |
| 75 | 2023.06.08 17:00 | buy | 21 | 0.10 | 138.946 | 0.000 | 0.000 | ||
| 76 | 2023.06.08 17:00 | modify | 21 | 0.10 | 138.946 | 137.546 | 140.446 | ||
| 77 | 2023.06.13 14:00 | buy | 22 | 0.10 | 139.783 | 0.000 | 0.000 | ||
| 78 | 2023.06.13 14:00 | modify | 22 | 0.10 | 139.783 | 139.396 | 140.446 | ||
| 79 | 2023.06.13 14:00 | modify | 21 | 0.10 | 138.946 | 139.396 | 140.446 | ||
| 80 | 2023.06.14 15:00 | s/l | 21 | 0.10 | 139.396 | 139.396 | 140.446 | 36.68 | 10600.54 |
| 81 | 2023.06.14 15:00 | s/l | 22 | 0.10 | 139.396 | 139.396 | 140.446 | -26.66 | 10573.88 |
| 82 | 2023.06.14 17:00 | buy | 23 | 0.10 | 139.386 | 0.000 | 0.000 | ||
| 83 | 2023.06.14 17:00 | modify | 23 | 0.10 | 139.386 | 137.986 | 140.886 | ||
| 84 | 2023.06.15 02:00 | t/p | 23 | 0.10 | 140.886 | 137.986 | 140.886 | 109.68 | 10683.57 |
| 85 | 2023.06.15 08:00 | sell | 24 | 0.10 | 141.272 | 0.000 | 0.000 | ||
| 86 | 2023.06.15 08:00 | modify | 24 | 0.10 | 141.272 | 142.672 | 139.772 | ||
| 87 | 2023.06.15 14:00 | sell | 25 | 0.10 | 140.422 | 0.000 | 0.000 | ||
| 88 | 2023.06.15 14:00 | modify | 25 | 0.10 | 140.422 | 140.822 | 139.772 | ||
| 89 | 2023.06.15 14:00 | modify | 24 | 0.10 | 141.272 | 140.822 | 139.772 | ||
| 90 | 2023.06.16 06:00 | s/l | 24 | 0.10 | 140.822 | 140.822 | 139.772 | 30.37 | 10713.93 |
| 91 | 2023.06.16 06:00 | s/l | 25 | 0.10 | 140.822 | 140.822 | 139.772 | -30.03 | 10683.90 |
| 92 | 2023.08.01 15:00 | sell | 26 | 0.10 | 143.266 | 0.000 | 0.000 | ||
| 93 | 2023.08.01 15:00 | modify | 26 | 0.10 | 143.266 | 144.666 | 141.766 | ||
| 94 | 2023.08.03 21:00 | sell | 27 | 0.10 | 142.495 | 0.000 | 0.000 | ||
| 95 | 2023.08.03 21:00 | modify | 27 | 0.10 | 142.495 | 143.191 | 141.766 | ||
| 96 | 2023.08.03 21:00 | modify | 26 | 0.10 | 143.266 | 143.191 | 141.766 | ||
| 97 | 2023.08.04 14:00 | t/p | 26 | 0.10 | 141.766 | 143.191 | 141.766 | 97.71 | 10781.60 |
| 98 | 2023.08.04 14:00 | t/p | 27 | 0.10 | 141.766 | 143.191 | 141.766 | 49.80 | 10831.40 |
| 99 | 2023.08.04 15:00 | buy | 28 | 0.10 | 141.823 | 0.000 | 0.000 | ||
| 100 | 2023.08.04 15:00 | modify | 28 | 0.10 | 141.823 | 140.423 | 143.323 | ||
| 101 | 2023.08.08 02:00 | t/p | 28 | 0.10 | 143.323 | 140.423 | 143.323 | 106.88 | 10938.28 |
| 102 | 2023.08.21 16:00 | sell | 29 | 0.10 | 146.262 | 0.000 | 0.000 | ||
| 103 | 2023.08.21 16:00 | modify | 29 | 0.10 | 146.262 | 147.662 | 144.762 | ||
| 104 | 2023.08.23 12:00 | sell | 30 | 0.10 | 145.433 | 0.000 | 0.000 | ||
| 105 | 2023.08.23 12:00 | modify | 30 | 0.10 | 145.433 | 145.812 | 144.762 | ||
| 106 | 2023.08.23 12:00 | modify | 29 | 0.10 | 146.262 | 145.812 | 144.762 | ||
| 107 | 2023.08.23 14:00 | t/p | 29 | 0.10 | 144.762 | 145.812 | 144.762 | 100.38 | 11038.66 |
| 108 | 2023.08.23 14:00 | t/p | 30 | 0.10 | 144.762 | 145.812 | 144.762 | 46.35 | 11085.01 |
| 109 | 2023.08.23 15:00 | buy | 31 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 110 | 2023.08.23 15:00 | modify | 31 | 0.10 | 144.787 | 143.387 | 146.287 | ||
| 111 | 2023.08.24 16:00 | buy | 32 | 0.10 | 145.780 | 0.000 | 0.000 | ||
| 112 | 2023.08.24 16:00 | modify | 32 | 0.10 | 145.780 | 145.312 | 146.287 | ||
| 113 | 2023.08.24 16:00 | modify | 31 | 0.10 | 144.787 | 145.312 | 146.287 | ||
| 114 | 2023.08.25 15:00 | t/p | 31 | 0.10 | 146.287 | 145.312 | 146.287 | 106.75 | 11191.76 |
| 115 | 2023.08.25 15:00 | t/p | 32 | 0.10 | 146.287 | 145.312 | 146.287 | 35.70 | 11227.46 |
| 116 | 2023.09.11 06:00 | buy | 33 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 117 | 2023.09.11 06:00 | modify | 33 | 0.10 | 146.241 | 144.841 | 147.741 | ||
| 118 | 2023.09.12 14:00 | buy | 34 | 0.10 | 147.237 | 0.000 | 0.000 | ||
| 119 | 2023.09.12 14:00 | modify | 34 | 0.10 | 147.237 | 146.766 | 147.741 | ||
| 120 | 2023.09.12 14:00 | modify | 33 | 0.10 | 146.241 | 146.766 | 147.741 | ||
| 121 | 2023.09.13 13:00 | t/p | 33 | 0.10 | 147.741 | 146.766 | 147.741 | 103.94 | 11331.40 |
| 122 | 2023.09.13 13:00 | t/p | 34 | 0.10 | 147.741 | 146.766 | 147.741 | 35.28 | 11366.68 |
| 123 | 2023.10.06 14:00 | sell | 35 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 124 | 2023.10.06 14:00 | modify | 35 | 0.10 | 149.371 | 150.771 | 147.871 | ||
| 125 | 2023.10.09 15:00 | sell | 36 | 0.10 | 148.541 | 0.000 | 0.000 | ||
| 126 | 2023.10.09 15:00 | modify | 36 | 0.10 | 148.541 | 148.921 | 147.871 | ||
| 127 | 2023.10.09 15:00 | modify | 35 | 0.10 | 149.371 | 148.921 | 147.871 | ||
| 128 | 2023.10.10 07:00 | s/l | 35 | 0.10 | 148.921 | 148.921 | 147.871 | 26.99 | 11393.67 |
| 129 | 2023.10.10 07:00 | s/l | 36 | 0.10 | 148.921 | 148.921 | 147.871 | -27.12 | 11366.55 |
| 130 | 2023.10.12 16:00 | sell | 37 | 0.10 | 149.716 | 0.000 | 0.000 | ||
| 131 | 2023.10.12 16:00 | modify | 37 | 0.10 | 149.716 | 151.116 | 148.216 | ||
| 132 | 2023.10.31 15:00 | s/l | 37 | 0.10 | 151.116 | 151.116 | 148.216 | -119.99 | 11246.55 |
| 133 | 2023.10.31 18:00 | sell | 38 | 0.10 | 151.510 | 0.000 | 0.000 | ||
| 134 | 2023.10.31 18:00 | modify | 38 | 0.10 | 151.510 | 152.910 | 150.010 | ||
| 135 | 2023.11.01 23:00 | sell | 39 | 0.10 | 150.659 | 0.000 | 0.000 | ||
| 136 | 2023.11.01 23:00 | modify | 39 | 0.10 | 150.659 | 151.060 | 150.010 | ||
| 137 | 2023.11.01 23:00 | modify | 38 | 0.10 | 151.510 | 151.060 | 150.010 | ||
| 138 | 2023.11.02 13:00 | t/p | 38 | 0.10 | 150.010 | 151.060 | 150.010 | 93.53 | 11340.08 |
| 139 | 2023.11.02 13:00 | t/p | 39 | 0.10 | 150.010 | 151.060 | 150.010 | 38.42 | 11378.50 |
| 140 | 2023.11.21 05:00 | buy | 40 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 141 | 2023.11.21 05:00 | modify | 40 | 0.10 | 147.465 | 146.065 | 148.965 | ||
| 142 | 2023.11.22 07:00 | t/p | 40 | 0.10 | 148.965 | 146.065 | 148.965 | 101.81 | 11480.31 |