Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 661.88 | Gross profit | 1310.82 | Gross loss | -648.94 |
| Profit factor | 2.02 | Expected payoff | 15.39 | ||
| Absolute drawdown | 60.54 | Maximal drawdown | 193.69 (1.82%) | Relative drawdown | 1.82% (193.69) |
| Total trades | 43 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 27 (55.56%) |
| Profit trades (% of total) | 23 (53.49%) | Loss trades (% of total) | 20 (46.51%) | ||
| Largest | profit trade | 106.07 | loss trade | -54.55 | |
| Average | profit trade | 56.99 | loss trade | -32.45 | |
| Maximum | consecutive wins (profit in money) | 6 (402.58) | consecutive losses (loss in money) | 3 (-145.58) | |
| Maximal | consecutive profit (count of wins) | 402.58 (6) | consecutive loss (count of losses) | -145.58 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 18:00 | buy | 1 | 0.10 | 142.177 | 0.000 | 0.000 | ||
| 2 | 2023.07.07 18:00 | modify | 1 | 0.10 | 142.177 | 141.477 | 143.677 | ||
| 3 | 2023.07.10 17:00 | s/l | 1 | 0.10 | 141.477 | 141.477 | 143.677 | -48.78 | 9951.22 |
| 4 | 2023.07.21 12:00 | sell | 2 | 0.10 | 141.770 | 0.000 | 0.000 | ||
| 5 | 2023.07.21 12:00 | modify | 2 | 0.10 | 141.770 | 142.470 | 140.270 | ||
| 6 | 2023.07.24 12:00 | sell | 3 | 0.10 | 140.995 | 0.000 | 0.000 | ||
| 7 | 2023.07.24 12:00 | modify | 3 | 0.10 | 140.995 | 141.320 | 140.270 | ||
| 8 | 2023.07.24 12:00 | modify | 2 | 0.10 | 141.770 | 141.320 | 140.270 | ||
| 9 | 2023.07.24 15:00 | s/l | 2 | 0.10 | 141.320 | 141.320 | 140.270 | 29.86 | 9981.08 |
| 10 | 2023.07.24 15:00 | s/l | 3 | 0.10 | 141.320 | 141.320 | 140.270 | -23.02 | 9958.06 |
| 11 | 2023.08.01 15:00 | sell | 4 | 0.10 | 143.266 | 0.000 | 0.000 | ||
| 12 | 2023.08.01 15:00 | modify | 4 | 0.10 | 143.266 | 143.966 | 141.766 | ||
| 13 | 2023.08.02 09:00 | sell | 5 | 0.10 | 142.338 | 0.000 | 0.000 | ||
| 14 | 2023.08.02 09:00 | modify | 5 | 0.10 | 142.338 | 142.741 | 141.766 | ||
| 15 | 2023.08.02 09:00 | modify | 4 | 0.10 | 143.266 | 142.741 | 141.766 | ||
| 16 | 2023.08.02 11:00 | s/l | 4 | 0.10 | 142.741 | 142.741 | 141.766 | 34.76 | 9992.82 |
| 17 | 2023.08.02 11:00 | s/l | 5 | 0.10 | 142.741 | 142.741 | 141.766 | -28.23 | 9964.59 |
| 18 | 2023.08.04 15:00 | buy | 6 | 0.10 | 141.823 | 0.000 | 0.000 | ||
| 19 | 2023.08.04 15:00 | modify | 6 | 0.10 | 141.823 | 141.123 | 143.323 | ||
| 20 | 2023.08.07 20:00 | buy | 7 | 0.10 | 142.507 | 0.000 | 0.000 | ||
| 21 | 2023.08.07 20:00 | modify | 7 | 0.10 | 142.507 | 142.348 | 143.323 | ||
| 22 | 2023.08.07 20:00 | modify | 6 | 0.10 | 141.823 | 142.348 | 143.323 | ||
| 23 | 2023.08.08 02:00 | t/p | 6 | 0.10 | 143.323 | 142.348 | 143.323 | 106.07 | 10070.66 |
| 24 | 2023.08.08 02:00 | t/p | 7 | 0.10 | 143.323 | 142.348 | 143.323 | 57.65 | 10128.30 |
| 25 | 2023.08.23 15:00 | buy | 8 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 26 | 2023.08.23 15:00 | modify | 8 | 0.10 | 144.787 | 144.087 | 146.287 | ||
| 27 | 2023.08.24 11:00 | buy | 9 | 0.10 | 145.470 | 0.000 | 0.000 | ||
| 28 | 2023.08.24 11:00 | modify | 9 | 0.10 | 145.470 | 145.312 | 146.287 | ||
| 29 | 2023.08.24 11:00 | modify | 8 | 0.10 | 144.787 | 145.312 | 146.287 | ||
| 30 | 2023.08.24 12:00 | buy | 10 | 0.10 | 145.689 | 0.000 | 0.000 | ||
| 31 | 2023.08.24 12:00 | modify | 10 | 0.10 | 145.689 | 145.312 | 146.287 | ||
| 32 | 2023.08.25 15:00 | t/p | 8 | 0.10 | 146.287 | 145.312 | 146.287 | 105.14 | 10233.44 |
| 33 | 2023.08.25 15:00 | t/p | 9 | 0.10 | 146.287 | 145.312 | 146.287 | 56.45 | 10289.89 |
| 34 | 2023.08.25 15:00 | t/p | 10 | 0.10 | 146.287 | 145.312 | 146.287 | 41.51 | 10331.39 |
| 35 | 2023.09.11 06:00 | buy | 11 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 36 | 2023.09.11 06:00 | modify | 11 | 0.10 | 146.241 | 145.541 | 147.741 | ||
| 37 | 2023.09.11 11:00 | buy | 12 | 0.10 | 146.928 | 0.000 | 0.000 | ||
| 38 | 2023.09.11 11:00 | modify | 12 | 0.10 | 146.928 | 146.766 | 147.741 | ||
| 39 | 2023.09.11 11:00 | modify | 11 | 0.10 | 146.241 | 146.766 | 147.741 | ||
| 40 | 2023.09.11 12:00 | s/l | 11 | 0.10 | 146.766 | 146.766 | 147.741 | 35.77 | 10367.16 |
| 41 | 2023.09.11 12:00 | s/l | 12 | 0.10 | 146.766 | 146.766 | 147.741 | -11.04 | 10356.12 |
| 42 | 2023.09.21 16:00 | buy | 13 | 0.10 | 147.448 | 0.000 | 0.000 | ||
| 43 | 2023.09.21 16:00 | modify | 13 | 0.10 | 147.448 | 146.748 | 148.948 | ||
| 44 | 2023.09.22 04:00 | buy | 14 | 0.10 | 148.142 | 0.000 | 0.000 | ||
| 45 | 2023.09.22 04:00 | modify | 14 | 0.10 | 148.142 | 147.973 | 148.948 | ||
| 46 | 2023.09.22 04:00 | modify | 13 | 0.10 | 147.448 | 147.973 | 148.948 | ||
| 47 | 2023.09.22 05:00 | s/l | 13 | 0.10 | 147.973 | 147.973 | 148.948 | 36.17 | 10392.29 |
| 48 | 2023.09.22 05:00 | s/l | 14 | 0.10 | 147.973 | 147.973 | 148.948 | -11.42 | 10380.87 |
| 49 | 2023.10.06 14:00 | sell | 15 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 50 | 2023.10.06 14:00 | modify | 15 | 0.10 | 149.371 | 150.071 | 147.871 | ||
| 51 | 2023.10.09 19:00 | sell | 16 | 0.10 | 148.457 | 0.000 | 0.000 | ||
| 52 | 2023.10.09 19:00 | modify | 16 | 0.10 | 148.457 | 148.846 | 147.871 | ||
| 53 | 2023.10.09 19:00 | modify | 15 | 0.10 | 149.371 | 148.846 | 147.871 | ||
| 54 | 2023.10.10 07:00 | s/l | 15 | 0.10 | 148.846 | 148.846 | 147.871 | 31.23 | 10412.10 |
| 55 | 2023.10.10 07:00 | s/l | 16 | 0.10 | 148.846 | 148.846 | 147.871 | -28.13 | 10383.97 |
| 56 | 2023.10.30 17:00 | buy | 17 | 0.10 | 149.045 | 0.000 | 0.000 | ||
| 57 | 2023.10.30 17:00 | modify | 17 | 0.10 | 149.045 | 148.345 | 150.545 | ||
| 58 | 2023.10.31 10:00 | t/p | 17 | 0.10 | 150.545 | 148.345 | 150.545 | 100.25 | 10484.21 |
| 59 | 2023.11.14 16:00 | buy | 18 | 0.10 | 150.847 | 0.000 | 0.000 | ||
| 60 | 2023.11.14 16:00 | modify | 18 | 0.10 | 150.847 | 150.147 | 152.347 | ||
| 61 | 2023.11.15 14:00 | s/l | 18 | 0.10 | 150.147 | 150.147 | 152.347 | -45.73 | 10438.48 |
| 62 | 2023.11.21 05:00 | buy | 19 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 63 | 2023.11.21 05:00 | modify | 19 | 0.10 | 147.465 | 146.765 | 148.965 | ||
| 64 | 2023.11.21 19:00 | buy | 20 | 0.10 | 148.373 | 0.000 | 0.000 | ||
| 65 | 2023.11.21 19:00 | modify | 20 | 0.10 | 148.373 | 147.990 | 148.965 | ||
| 66 | 2023.11.21 19:00 | modify | 19 | 0.10 | 147.465 | 147.990 | 148.965 | ||
| 67 | 2023.11.22 07:00 | t/p | 19 | 0.10 | 148.965 | 147.990 | 148.965 | 101.41 | 10539.89 |
| 68 | 2023.11.22 07:00 | t/p | 20 | 0.10 | 148.965 | 147.990 | 148.965 | 40.45 | 10580.33 |
| 69 | 2023.12.07 12:00 | buy | 21 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 70 | 2023.12.07 12:00 | modify | 21 | 0.10 | 145.053 | 144.353 | 146.553 | ||
| 71 | 2023.12.07 16:00 | s/l | 21 | 0.10 | 144.353 | 144.353 | 146.553 | -48.60 | 10531.73 |
| 72 | 2023.12.07 17:00 | buy | 22 | 0.10 | 144.129 | 0.000 | 0.000 | ||
| 73 | 2023.12.07 17:00 | modify | 22 | 0.10 | 144.129 | 143.429 | 145.629 | ||
| 74 | 2023.12.07 18:00 | s/l | 22 | 0.10 | 143.429 | 143.429 | 145.629 | -48.86 | 10482.87 |
| 75 | 2023.12.07 19:00 | buy | 23 | 0.10 | 143.526 | 0.000 | 0.000 | ||
| 76 | 2023.12.07 19:00 | modify | 23 | 0.10 | 143.526 | 142.826 | 145.026 | ||
| 77 | 2023.12.08 02:00 | s/l | 23 | 0.10 | 142.826 | 142.826 | 145.026 | -48.12 | 10434.75 |
| 78 | 2023.12.19 12:00 | sell | 24 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 79 | 2023.12.19 12:00 | modify | 24 | 0.10 | 144.792 | 145.492 | 143.292 | ||
| 80 | 2023.12.19 21:00 | sell | 25 | 0.10 | 143.883 | 0.000 | 0.000 | ||
| 81 | 2023.12.19 21:00 | modify | 25 | 0.10 | 143.883 | 144.267 | 143.292 | ||
| 82 | 2023.12.19 21:00 | modify | 24 | 0.10 | 144.792 | 144.267 | 143.292 | ||
| 83 | 2023.12.20 12:00 | t/p | 24 | 0.10 | 143.292 | 144.267 | 143.292 | 102.59 | 10537.34 |
| 84 | 2023.12.20 12:00 | t/p | 25 | 0.10 | 143.292 | 144.267 | 143.292 | 39.20 | 10576.54 |
| 85 | 2023.12.28 09:00 | buy | 26 | 0.10 | 140.901 | 0.000 | 0.000 | ||
| 86 | 2023.12.28 09:00 | modify | 26 | 0.10 | 140.901 | 140.201 | 142.401 | ||
| 87 | 2023.12.29 01:00 | buy | 27 | 0.10 | 141.661 | 0.000 | 0.000 | ||
| 88 | 2023.12.29 01:00 | modify | 27 | 0.10 | 141.661 | 141.351 | 142.401 | ||
| 89 | 2023.12.29 01:00 | modify | 26 | 0.10 | 140.901 | 141.351 | 142.401 | ||
| 90 | 2023.12.29 03:00 | s/l | 26 | 0.10 | 141.351 | 141.351 | 142.401 | 32.52 | 10609.06 |
| 91 | 2023.12.29 03:00 | s/l | 27 | 0.10 | 141.351 | 141.351 | 142.401 | -21.92 | 10587.14 |
| 92 | 2024.01.03 17:00 | sell | 28 | 0.10 | 143.555 | 0.000 | 0.000 | ||
| 93 | 2024.01.03 17:00 | modify | 28 | 0.10 | 143.555 | 144.255 | 142.055 | ||
| 94 | 2024.01.04 11:00 | s/l | 28 | 0.10 | 144.255 | 144.255 | 142.055 | -54.55 | 10532.58 |
| 95 | 2024.01.17 17:00 | sell | 29 | 0.10 | 148.389 | 0.000 | 0.000 | ||
| 96 | 2024.01.17 17:00 | modify | 29 | 0.10 | 148.389 | 149.089 | 146.889 | ||
| 97 | 2024.01.22 14:00 | sell | 30 | 0.10 | 147.686 | 0.000 | 0.000 | ||
| 98 | 2024.01.22 14:00 | modify | 30 | 0.10 | 147.686 | 147.864 | 146.889 | ||
| 99 | 2024.01.22 14:00 | modify | 29 | 0.10 | 148.389 | 147.864 | 146.889 | ||
| 100 | 2024.01.22 15:00 | s/l | 29 | 0.10 | 147.864 | 147.864 | 146.889 | 25.45 | 10558.03 |
| 101 | 2024.01.22 15:00 | s/l | 30 | 0.10 | 147.864 | 147.864 | 146.889 | -12.04 | 10545.99 |
| 102 | 2024.02.02 15:00 | sell | 31 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 103 | 2024.02.02 15:00 | modify | 31 | 0.10 | 147.886 | 148.586 | 146.386 | ||
| 104 | 2024.02.02 17:00 | s/l | 31 | 0.10 | 148.586 | 148.586 | 146.386 | -47.11 | 10498.88 |
| 105 | 2024.02.02 18:00 | sell | 32 | 0.10 | 148.525 | 0.000 | 0.000 | ||
| 106 | 2024.02.02 18:00 | modify | 32 | 0.10 | 148.525 | 149.225 | 147.025 | ||
| 107 | 2024.02.06 21:00 | sell | 33 | 0.10 | 147.847 | 0.000 | 0.000 | ||
| 108 | 2024.02.06 21:00 | modify | 33 | 0.10 | 147.847 | 148.000 | 147.025 | ||
| 109 | 2024.02.06 21:00 | modify | 32 | 0.10 | 148.525 | 148.000 | 147.025 | ||
| 110 | 2024.02.07 03:00 | s/l | 32 | 0.10 | 148.000 | 148.000 | 147.025 | 29.46 | 10528.34 |
| 111 | 2024.02.07 03:00 | s/l | 33 | 0.10 | 148.000 | 148.000 | 147.025 | -12.35 | 10515.99 |
| 112 | 2024.02.29 05:00 | buy | 34 | 0.10 | 149.852 | 0.000 | 0.000 | ||
| 113 | 2024.02.29 05:00 | modify | 34 | 0.10 | 149.852 | 149.152 | 151.352 | ||
| 114 | 2024.03.01 08:00 | buy | 35 | 0.10 | 150.528 | 0.000 | 0.000 | ||
| 115 | 2024.03.01 08:00 | modify | 35 | 0.10 | 150.528 | 150.377 | 151.352 | ||
| 116 | 2024.03.01 08:00 | modify | 34 | 0.10 | 149.852 | 150.377 | 151.352 | ||
| 117 | 2024.03.01 11:00 | s/l | 34 | 0.10 | 150.377 | 150.377 | 151.352 | 35.61 | 10551.60 |
| 118 | 2024.03.01 11:00 | s/l | 35 | 0.10 | 150.377 | 150.377 | 151.352 | -10.05 | 10541.55 |
| 119 | 2024.03.07 10:00 | buy | 36 | 0.10 | 148.015 | 0.000 | 0.000 | ||
| 120 | 2024.03.07 10:00 | modify | 36 | 0.10 | 148.015 | 147.315 | 149.515 | ||
| 121 | 2024.03.08 10:00 | s/l | 36 | 0.10 | 147.315 | 147.315 | 149.515 | -46.88 | 10494.66 |
| 122 | 2024.03.08 12:00 | buy | 37 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 123 | 2024.03.08 12:00 | modify | 37 | 0.10 | 147.128 | 146.428 | 148.628 | ||
| 124 | 2024.03.12 18:00 | buy | 38 | 0.10 | 147.821 | 0.000 | 0.000 | ||
| 125 | 2024.03.12 18:00 | modify | 38 | 0.10 | 147.821 | 147.653 | 148.628 | ||
| 126 | 2024.03.12 18:00 | modify | 37 | 0.10 | 147.128 | 147.653 | 148.628 | ||
| 127 | 2024.03.12 19:00 | s/l | 37 | 0.10 | 147.653 | 147.653 | 148.628 | 36.94 | 10531.61 |
| 128 | 2024.03.12 19:00 | s/l | 38 | 0.10 | 147.653 | 147.653 | 148.628 | -11.38 | 10520.23 |
| 129 | 2024.03.19 08:00 | sell | 39 | 0.10 | 150.259 | 0.000 | 0.000 | ||
| 130 | 2024.03.19 08:00 | modify | 39 | 0.10 | 150.259 | 150.959 | 148.759 | ||
| 131 | 2024.03.19 17:00 | s/l | 39 | 0.10 | 150.959 | 150.959 | 148.759 | -46.36 | 10473.87 |
| 132 | 2024.04.30 14:00 | sell | 40 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 133 | 2024.04.30 14:00 | modify | 40 | 0.10 | 157.420 | 158.120 | 155.920 | ||
| 134 | 2024.05.01 21:00 | t/p | 40 | 0.10 | 155.920 | 158.120 | 155.920 | 95.06 | 10568.93 |
| 135 | 2024.06.03 17:00 | buy | 41 | 0.10 | 156.098 | 0.000 | 0.000 | ||
| 136 | 2024.06.03 17:00 | modify | 41 | 0.10 | 156.098 | 155.398 | 157.598 | ||
| 137 | 2024.06.04 08:00 | s/l | 41 | 0.10 | 155.398 | 155.398 | 157.598 | -44.35 | 10524.57 |
| 138 | 2024.06.12 16:00 | buy | 42 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 139 | 2024.06.12 16:00 | modify | 42 | 0.10 | 155.911 | 155.211 | 157.411 | ||
| 140 | 2024.06.12 23:00 | buy | 43 | 0.10 | 156.832 | 0.000 | 0.000 | ||
| 141 | 2024.06.12 23:00 | modify | 43 | 0.10 | 156.832 | 156.436 | 157.411 | ||
| 142 | 2024.06.12 23:00 | modify | 42 | 0.10 | 155.911 | 156.436 | 157.411 | ||
| 143 | 2024.06.14 04:00 | t/p | 42 | 0.10 | 157.411 | 156.436 | 157.411 | 97.84 | 10622.41 |
| 144 | 2024.06.14 04:00 | t/p | 43 | 0.10 | 157.411 | 156.436 | 157.411 | 39.48 | 10661.88 |