Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; 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=7; 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 | 7248 | Ticks modelled | 157432 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1091.43 | Gross profit | 1253.57 | Gross loss | -162.14 |
| Profit factor | 7.73 | Expected payoff | 35.21 | ||
| Absolute drawdown | 71.06 | Maximal drawdown | 147.72 (1.32%) | Relative drawdown | 1.39% (144.18) |
| Total trades | 31 | Short positions (won %) | 15 (93.33%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
| Largest | profit trade | 85.45 | loss trade | -94.79 | |
| Average | profit trade | 52.23 | loss trade | -23.16 | |
| Maximum | consecutive wins (profit in money) | 13 (664.81) | consecutive losses (loss in money) | 3 (-35.19) | |
| Maximal | consecutive profit (count of wins) | 664.81 (13) | consecutive loss (count of losses) | -94.79 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 05:00 | sell | 1 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 05:00 | modify | 1 | 0.10 | 136.850 | 138.150 | 135.650 | ||
| 3 | 2023.05.03 01:15 | sell | 2 | 0.10 | 136.293 | 0.000 | 0.000 | ||
| 4 | 2023.05.03 01:15 | modify | 2 | 0.10 | 136.293 | 136.610 | 135.650 | ||
| 5 | 2023.05.03 01:15 | modify | 1 | 0.10 | 136.850 | 136.610 | 135.650 | ||
| 6 | 2023.05.03 01:27 | sell | 3 | 0.10 | 136.222 | 0.000 | 0.000 | ||
| 7 | 2023.05.03 01:27 | modify | 3 | 0.10 | 136.222 | 136.490 | 135.650 | ||
| 8 | 2023.05.03 01:27 | sell | 4 | 0.10 | 136.222 | 0.000 | 0.000 | ||
| 9 | 2023.05.03 01:27 | modify | 4 | 0.10 | 136.222 | 136.430 | 135.650 | ||
| 10 | 2023.05.03 01:27 | modify | 2 | 0.10 | 136.293 | 136.430 | 135.650 | ||
| 11 | 2023.05.03 01:27 | modify | 1 | 0.10 | 136.850 | 136.430 | 135.650 | ||
| 12 | 2023.05.03 01:30 | modify | 3 | 0.10 | 136.222 | 136.430 | 135.650 | ||
| 13 | 2023.05.03 08:20 | t/p | 1 | 0.10 | 135.650 | 136.430 | 135.650 | 84.58 | 10084.58 |
| 14 | 2023.05.03 08:20 | t/p | 2 | 0.10 | 135.650 | 136.430 | 135.650 | 47.44 | 10132.02 |
| 15 | 2023.05.03 08:20 | t/p | 3 | 0.10 | 135.650 | 136.430 | 135.650 | 42.20 | 10174.22 |
| 16 | 2023.05.03 08:20 | t/p | 4 | 0.10 | 135.650 | 136.430 | 135.650 | 42.20 | 10216.42 |
| 17 | 2023.06.15 06:00 | sell | 5 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 18 | 2023.06.15 06:00 | modify | 5 | 0.10 | 141.213 | 142.513 | 140.013 | ||
| 19 | 2023.06.15 12:50 | sell | 6 | 0.10 | 140.654 | 0.000 | 0.000 | ||
| 20 | 2023.06.15 12:50 | modify | 6 | 0.10 | 140.654 | 140.973 | 140.013 | ||
| 21 | 2023.06.15 12:50 | modify | 5 | 0.10 | 141.213 | 140.973 | 140.013 | ||
| 22 | 2023.06.15 13:40 | sell | 7 | 0.10 | 140.593 | 0.000 | 0.000 | ||
| 23 | 2023.06.15 13:40 | modify | 7 | 0.10 | 140.593 | 140.853 | 140.013 | ||
| 24 | 2023.06.15 13:40 | sell | 8 | 0.10 | 140.593 | 0.000 | 0.000 | ||
| 25 | 2023.06.15 13:40 | modify | 8 | 0.10 | 140.593 | 140.793 | 140.013 | ||
| 26 | 2023.06.15 13:40 | modify | 6 | 0.10 | 140.654 | 140.793 | 140.013 | ||
| 27 | 2023.06.15 13:40 | modify | 5 | 0.10 | 141.213 | 140.793 | 140.013 | ||
| 28 | 2023.06.15 13:42 | modify | 7 | 0.10 | 140.593 | 140.793 | 140.013 | ||
| 29 | 2023.06.16 01:45 | t/p | 5 | 0.10 | 140.013 | 140.793 | 140.013 | 83.75 | 10300.17 |
| 30 | 2023.06.16 01:45 | t/p | 6 | 0.10 | 140.013 | 140.793 | 140.013 | 43.81 | 10343.98 |
| 31 | 2023.06.16 01:45 | t/p | 7 | 0.10 | 140.013 | 140.793 | 140.013 | 39.46 | 10383.44 |
| 32 | 2023.06.16 01:45 | t/p | 8 | 0.10 | 140.013 | 140.793 | 140.013 | 39.46 | 10422.91 |
| 33 | 2023.07.20 03:00 | buy | 9 | 0.10 | 139.244 | 0.000 | 0.000 | ||
| 34 | 2023.07.20 03:00 | modify | 9 | 0.10 | 139.244 | 137.944 | 140.444 | ||
| 35 | 2023.07.20 12:40 | buy | 10 | 0.10 | 139.795 | 0.000 | 0.000 | ||
| 36 | 2023.07.20 12:40 | modify | 10 | 0.10 | 139.795 | 139.484 | 140.444 | ||
| 37 | 2023.07.20 12:40 | modify | 9 | 0.10 | 139.244 | 139.484 | 140.444 | ||
| 38 | 2023.07.20 12:45 | buy | 11 | 0.10 | 139.871 | 0.000 | 0.000 | ||
| 39 | 2023.07.20 12:45 | modify | 11 | 0.10 | 139.871 | 139.604 | 140.444 | ||
| 40 | 2023.07.20 12:45 | buy | 12 | 0.10 | 139.871 | 0.000 | 0.000 | ||
| 41 | 2023.07.20 12:45 | modify | 12 | 0.10 | 139.871 | 139.664 | 140.444 | ||
| 42 | 2023.07.20 12:45 | modify | 10 | 0.10 | 139.795 | 139.664 | 140.444 | ||
| 43 | 2023.07.20 12:45 | modify | 9 | 0.10 | 139.244 | 139.664 | 140.444 | ||
| 44 | 2023.07.20 12:47 | modify | 11 | 0.10 | 139.871 | 139.664 | 140.444 | ||
| 45 | 2023.07.20 16:15 | t/p | 9 | 0.10 | 140.444 | 139.664 | 140.444 | 85.45 | 10508.36 |
| 46 | 2023.07.20 16:15 | t/p | 10 | 0.10 | 140.444 | 139.664 | 140.444 | 46.21 | 10554.57 |
| 47 | 2023.07.20 16:15 | t/p | 11 | 0.10 | 140.444 | 139.664 | 140.444 | 40.80 | 10595.37 |
| 48 | 2023.07.20 16:15 | t/p | 12 | 0.10 | 140.444 | 139.664 | 140.444 | 40.80 | 10636.17 |
| 49 | 2023.09.11 06:00 | buy | 13 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 50 | 2023.09.11 06:00 | modify | 13 | 0.10 | 146.241 | 144.941 | 147.441 | ||
| 51 | 2023.09.11 11:42 | buy | 14 | 0.10 | 146.855 | 0.000 | 0.000 | ||
| 52 | 2023.09.11 11:42 | modify | 14 | 0.10 | 146.855 | 146.601 | 147.441 | ||
| 53 | 2023.09.11 11:42 | buy | 15 | 0.10 | 146.855 | 0.000 | 0.000 | ||
| 54 | 2023.09.11 11:42 | modify | 15 | 0.10 | 146.855 | 146.661 | 147.441 | ||
| 55 | 2023.09.11 11:42 | modify | 13 | 0.10 | 146.241 | 146.661 | 147.441 | ||
| 56 | 2023.09.11 11:45 | modify | 14 | 0.10 | 146.855 | 146.661 | 147.441 | ||
| 57 | 2023.09.11 11:57 | buy | 16 | 0.10 | 146.789 | 0.000 | 0.000 | ||
| 58 | 2023.09.11 11:57 | modify | 16 | 0.10 | 146.789 | 146.481 | 147.441 | ||
| 59 | 2023.09.11 11:59 | modify | 16 | 0.10 | 146.789 | 146.661 | 147.441 | ||
| 60 | 2023.09.11 12:10 | s/l | 13 | 0.10 | 146.661 | 146.661 | 147.441 | 28.64 | 10664.81 |
| 61 | 2023.09.11 12:10 | s/l | 14 | 0.10 | 146.661 | 146.661 | 147.441 | -13.23 | 10651.58 |
| 62 | 2023.09.11 12:10 | s/l | 15 | 0.10 | 146.661 | 146.661 | 147.441 | -13.23 | 10638.35 |
| 63 | 2023.09.11 12:10 | s/l | 16 | 0.10 | 146.661 | 146.661 | 147.441 | -8.73 | 10629.62 |
| 64 | 2023.10.02 04:00 | sell | 17 | 0.10 | 149.780 | 0.000 | 0.000 | ||
| 65 | 2023.10.02 04:00 | modify | 17 | 0.10 | 149.780 | 151.080 | 148.580 | ||
| 66 | 2023.10.03 14:15 | t/p | 17 | 0.10 | 148.580 | 151.080 | 148.580 | 78.90 | 10708.52 |
| 67 | 2023.10.26 04:00 | sell | 18 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 68 | 2023.10.26 04:00 | modify | 18 | 0.10 | 150.418 | 151.718 | 149.218 | ||
| 69 | 2023.10.27 12:45 | sell | 19 | 0.10 | 149.849 | 0.000 | 0.000 | ||
| 70 | 2023.10.27 12:45 | modify | 19 | 0.10 | 149.849 | 150.178 | 149.218 | ||
| 71 | 2023.10.27 12:45 | modify | 18 | 0.10 | 150.418 | 150.178 | 149.218 | ||
| 72 | 2023.10.30 12:40 | sell | 20 | 0.10 | 149.814 | 0.000 | 0.000 | ||
| 73 | 2023.10.30 12:40 | modify | 20 | 0.10 | 149.814 | 150.058 | 149.218 | ||
| 74 | 2023.10.30 12:40 | sell | 21 | 0.10 | 149.814 | 0.000 | 0.000 | ||
| 75 | 2023.10.30 12:40 | modify | 21 | 0.10 | 149.814 | 149.998 | 149.218 | ||
| 76 | 2023.10.30 12:40 | modify | 19 | 0.10 | 149.849 | 149.998 | 149.218 | ||
| 77 | 2023.10.30 12:40 | modify | 18 | 0.10 | 150.418 | 149.998 | 149.218 | ||
| 78 | 2023.10.30 12:42 | modify | 20 | 0.10 | 149.814 | 149.998 | 149.218 | ||
| 79 | 2023.10.30 14:20 | t/p | 18 | 0.10 | 149.218 | 149.998 | 149.218 | 76.54 | 10785.05 |
| 80 | 2023.10.30 14:20 | t/p | 19 | 0.10 | 149.218 | 149.998 | 149.218 | 40.34 | 10825.40 |
| 81 | 2023.10.30 14:20 | t/p | 20 | 0.10 | 149.218 | 149.998 | 149.218 | 39.97 | 10865.37 |
| 82 | 2023.10.30 14:20 | t/p | 21 | 0.10 | 149.218 | 149.998 | 149.218 | 39.97 | 10905.34 |
| 83 | 2023.11.21 05:00 | buy | 22 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 84 | 2023.11.21 05:00 | modify | 22 | 0.10 | 147.465 | 146.165 | 148.665 | ||
| 85 | 2023.11.21 17:20 | buy | 23 | 0.10 | 148.018 | 0.000 | 0.000 | ||
| 86 | 2023.11.21 17:20 | modify | 23 | 0.10 | 148.018 | 147.705 | 148.665 | ||
| 87 | 2023.11.21 17:20 | modify | 22 | 0.10 | 147.465 | 147.705 | 148.665 | ||
| 88 | 2023.11.21 23:22 | buy | 24 | 0.10 | 148.094 | 0.000 | 0.000 | ||
| 89 | 2023.11.21 23:22 | modify | 24 | 0.10 | 148.094 | 147.825 | 148.665 | ||
| 90 | 2023.11.21 23:22 | buy | 25 | 0.10 | 148.094 | 0.000 | 0.000 | ||
| 91 | 2023.11.21 23:22 | modify | 25 | 0.10 | 148.094 | 147.885 | 148.665 | ||
| 92 | 2023.11.21 23:22 | modify | 23 | 0.10 | 148.018 | 147.885 | 148.665 | ||
| 93 | 2023.11.21 23:22 | modify | 22 | 0.10 | 147.465 | 147.885 | 148.665 | ||
| 94 | 2023.11.21 23:25 | modify | 24 | 0.10 | 148.094 | 147.885 | 148.665 | ||
| 95 | 2023.11.22 05:20 | t/p | 22 | 0.10 | 148.665 | 147.885 | 148.665 | 81.61 | 10986.95 |
| 96 | 2023.11.22 05:20 | t/p | 23 | 0.10 | 148.665 | 147.885 | 148.665 | 44.41 | 11031.37 |
| 97 | 2023.11.22 05:20 | t/p | 24 | 0.10 | 148.665 | 147.885 | 148.665 | 39.30 | 11070.67 |
| 98 | 2023.11.22 05:20 | t/p | 25 | 0.10 | 148.665 | 147.885 | 148.665 | 39.30 | 11109.97 |
| 99 | 2023.12.11 03:00 | sell | 26 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 100 | 2023.12.11 03:00 | modify | 26 | 0.10 | 145.408 | 146.708 | 144.208 | ||
| 101 | 2023.12.13 19:16 | t/p | 26 | 0.10 | 144.208 | 146.708 | 144.208 | 79.54 | 11189.51 |
| 102 | 2024.01.10 04:00 | sell | 27 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 103 | 2024.01.10 04:00 | modify | 27 | 0.10 | 144.848 | 146.148 | 143.648 | ||
| 104 | 2024.01.11 13:50 | s/l | 27 | 0.10 | 146.148 | 146.148 | 143.648 | -94.79 | 11094.72 |
| 105 | 2024.02.29 04:00 | buy | 28 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 106 | 2024.02.29 04:00 | modify | 28 | 0.10 | 149.842 | 148.542 | 151.042 | ||
| 107 | 2024.03.01 01:16 | buy | 29 | 0.10 | 150.383 | 0.000 | 0.000 | ||
| 108 | 2024.03.01 01:16 | modify | 29 | 0.10 | 150.383 | 150.082 | 151.042 | ||
| 109 | 2024.03.01 01:16 | modify | 28 | 0.10 | 149.842 | 150.082 | 151.042 | ||
| 110 | 2024.03.01 02:20 | buy | 30 | 0.10 | 150.443 | 0.000 | 0.000 | ||
| 111 | 2024.03.01 02:20 | modify | 30 | 0.10 | 150.443 | 150.202 | 151.042 | ||
| 112 | 2024.03.01 02:20 | buy | 31 | 0.10 | 150.443 | 0.000 | 0.000 | ||
| 113 | 2024.03.01 02:20 | modify | 31 | 0.10 | 150.443 | 150.262 | 151.042 | ||
| 114 | 2024.03.01 02:20 | modify | 29 | 0.10 | 150.383 | 150.262 | 151.042 | ||
| 115 | 2024.03.01 02:20 | modify | 28 | 0.10 | 149.842 | 150.262 | 151.042 | ||
| 116 | 2024.03.01 02:22 | modify | 30 | 0.10 | 150.443 | 150.262 | 151.042 | ||
| 117 | 2024.03.01 15:16 | s/l | 28 | 0.10 | 150.262 | 150.262 | 151.042 | 28.87 | 11123.59 |
| 118 | 2024.03.01 15:16 | s/l | 29 | 0.10 | 150.262 | 150.262 | 151.042 | -8.06 | 11115.53 |
| 119 | 2024.03.01 15:16 | s/l | 30 | 0.10 | 150.262 | 150.262 | 151.042 | -12.05 | 11103.48 |
| 120 | 2024.03.01 15:16 | s/l | 31 | 0.10 | 150.262 | 150.262 | 151.042 | -12.05 | 11091.43 |