Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; 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=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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7218 | Ticks modelled | 13436 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 146.19 | Gross profit | 876.55 | Gross loss | -730.36 |
| Profit factor | 1.20 | Expected payoff | 3.95 | ||
| Absolute drawdown | 22.37 | Maximal drawdown | 286.45 (2.79%) | Relative drawdown | 2.79% (286.45) |
| Total trades | 37 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 20 (40.00%) |
| Profit trades (% of total) | 18 (48.65%) | Loss trades (% of total) | 19 (51.35%) | ||
| Largest | profit trade | 106.51 | loss trade | -63.37 | |
| Average | profit trade | 48.70 | loss trade | -38.44 | |
| Maximum | consecutive wins (profit in money) | 2 (127.92) | consecutive losses (loss in money) | 3 (-187.17) | |
| Maximal | consecutive profit (count of wins) | 127.92 (2) | consecutive loss (count of losses) | -187.17 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.21 16:00 | buy | 1 | 0.10 | 147.448 | 0.000 | 0.000 | ||
| 2 | 2023.09.21 16:00 | modify | 1 | 0.10 | 147.448 | 146.548 | 148.948 | ||
| 3 | 2023.09.25 15:00 | t/p | 1 | 0.10 | 148.948 | 146.548 | 148.948 | 102.54 | 10102.54 |
| 4 | 2023.10.06 14:00 | sell | 2 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 5 | 2023.10.06 14:00 | modify | 2 | 0.10 | 149.371 | 150.271 | 147.871 | ||
| 6 | 2023.10.08 21:00 | sell | 3 | 0.10 | 149.062 | 0.000 | 0.000 | ||
| 7 | 2023.10.08 21:00 | modify | 3 | 0.10 | 149.062 | 149.221 | 147.871 | ||
| 8 | 2023.10.08 21:00 | modify | 2 | 0.10 | 149.371 | 149.221 | 147.871 | ||
| 9 | 2023.10.08 23:00 | s/l | 2 | 0.10 | 149.221 | 149.221 | 147.871 | 10.06 | 10112.60 |
| 10 | 2023.10.08 23:00 | s/l | 3 | 0.10 | 149.221 | 149.221 | 147.871 | -10.65 | 10101.95 |
| 11 | 2023.10.30 17:00 | buy | 4 | 0.10 | 149.045 | 0.000 | 0.000 | ||
| 12 | 2023.10.30 17:00 | modify | 4 | 0.10 | 149.045 | 148.145 | 150.545 | ||
| 13 | 2023.10.31 10:00 | t/p | 4 | 0.10 | 150.545 | 148.145 | 150.545 | 100.46 | 10202.41 |
| 14 | 2023.11.14 16:00 | buy | 5 | 0.10 | 150.847 | 0.000 | 0.000 | ||
| 15 | 2023.11.14 16:00 | modify | 5 | 0.10 | 150.847 | 149.947 | 152.347 | ||
| 16 | 2023.11.17 09:00 | s/l | 5 | 0.10 | 149.947 | 149.947 | 152.347 | -55.55 | 10146.86 |
| 17 | 2023.11.22 17:00 | sell | 6 | 0.10 | 149.678 | 0.000 | 0.000 | ||
| 18 | 2023.11.22 17:00 | modify | 6 | 0.10 | 149.678 | 150.578 | 148.178 | ||
| 19 | 2023.11.27 20:00 | sell | 7 | 0.10 | 148.606 | 0.000 | 0.000 | ||
| 20 | 2023.11.27 20:00 | modify | 7 | 0.10 | 148.606 | 149.153 | 148.178 | ||
| 21 | 2023.11.27 20:00 | modify | 6 | 0.10 | 149.678 | 149.153 | 148.178 | ||
| 22 | 2023.11.28 01:00 | t/p | 6 | 0.10 | 148.178 | 149.153 | 148.178 | 90.18 | 10237.03 |
| 23 | 2023.11.28 01:00 | t/p | 7 | 0.10 | 148.178 | 149.153 | 148.178 | 27.05 | 10264.08 |
| 24 | 2023.12.07 12:00 | buy | 8 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 25 | 2023.12.07 12:00 | modify | 8 | 0.10 | 145.053 | 144.153 | 146.553 | ||
| 26 | 2023.12.07 16:00 | s/l | 8 | 0.10 | 144.153 | 144.153 | 146.553 | -62.49 | 10201.59 |
| 27 | 2023.12.07 17:00 | buy | 9 | 0.10 | 144.129 | 0.000 | 0.000 | ||
| 28 | 2023.12.07 17:00 | modify | 9 | 0.10 | 144.129 | 143.229 | 145.629 | ||
| 29 | 2023.12.07 18:00 | s/l | 9 | 0.10 | 143.229 | 143.229 | 145.629 | -62.82 | 10138.77 |
| 30 | 2023.12.07 19:00 | buy | 10 | 0.10 | 143.526 | 0.000 | 0.000 | ||
| 31 | 2023.12.07 19:00 | modify | 10 | 0.10 | 143.526 | 142.626 | 145.026 | ||
| 32 | 2023.12.08 02:00 | s/l | 10 | 0.10 | 142.626 | 142.626 | 145.026 | -61.86 | 10076.91 |
| 33 | 2023.12.19 12:00 | sell | 11 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 34 | 2023.12.19 12:00 | modify | 11 | 0.10 | 144.792 | 145.692 | 143.292 | ||
| 35 | 2023.12.20 12:00 | t/p | 11 | 0.10 | 143.292 | 145.692 | 143.292 | 102.76 | 10179.66 |
| 36 | 2023.12.21 15:00 | buy | 12 | 0.10 | 142.314 | 0.000 | 0.000 | ||
| 37 | 2023.12.21 15:00 | modify | 12 | 0.10 | 142.314 | 141.414 | 143.814 | ||
| 38 | 2023.12.22 17:00 | buy | 13 | 0.10 | 142.634 | 0.000 | 0.000 | ||
| 39 | 2023.12.22 17:00 | modify | 13 | 0.10 | 142.634 | 142.464 | 143.814 | ||
| 40 | 2023.12.22 17:00 | modify | 12 | 0.10 | 142.314 | 142.464 | 143.814 | ||
| 41 | 2023.12.22 21:00 | s/l | 12 | 0.10 | 142.464 | 142.464 | 143.814 | 11.44 | 10191.10 |
| 42 | 2023.12.22 21:00 | s/l | 13 | 0.10 | 142.464 | 142.464 | 143.814 | -11.93 | 10179.17 |
| 43 | 2023.12.28 09:00 | buy | 14 | 0.10 | 140.901 | 0.000 | 0.000 | ||
| 44 | 2023.12.28 09:00 | modify | 14 | 0.10 | 140.901 | 140.001 | 142.401 | ||
| 45 | 2023.12.29 01:00 | buy | 15 | 0.10 | 141.661 | 0.000 | 0.000 | ||
| 46 | 2023.12.29 01:00 | modify | 15 | 0.10 | 141.661 | 141.351 | 142.401 | ||
| 47 | 2023.12.29 01:00 | modify | 14 | 0.10 | 140.901 | 141.351 | 142.401 | ||
| 48 | 2023.12.29 03:00 | s/l | 14 | 0.10 | 141.351 | 141.351 | 142.401 | 32.73 | 10211.90 |
| 49 | 2023.12.29 03:00 | s/l | 15 | 0.10 | 141.351 | 141.351 | 142.401 | -21.92 | 10189.98 |
| 50 | 2024.01.03 17:00 | sell | 16 | 0.10 | 143.555 | 0.000 | 0.000 | ||
| 51 | 2024.01.03 17:00 | modify | 16 | 0.10 | 143.555 | 144.455 | 142.055 | ||
| 52 | 2024.01.03 20:00 | sell | 17 | 0.10 | 143.237 | 0.000 | 0.000 | ||
| 53 | 2024.01.03 20:00 | modify | 17 | 0.10 | 143.237 | 143.405 | 142.055 | ||
| 54 | 2024.01.03 20:00 | modify | 16 | 0.10 | 143.555 | 143.405 | 142.055 | ||
| 55 | 2024.01.04 02:00 | s/l | 16 | 0.10 | 143.405 | 143.405 | 142.055 | 4.92 | 10194.90 |
| 56 | 2024.01.04 02:00 | s/l | 17 | 0.10 | 143.405 | 143.405 | 142.055 | -17.25 | 10177.65 |
| 57 | 2024.01.17 17:00 | sell | 18 | 0.10 | 148.389 | 0.000 | 0.000 | ||
| 58 | 2024.01.17 17:00 | modify | 18 | 0.10 | 148.389 | 149.289 | 146.889 | ||
| 59 | 2024.01.19 09:00 | sell | 19 | 0.10 | 148.076 | 0.000 | 0.000 | ||
| 60 | 2024.01.19 09:00 | modify | 19 | 0.10 | 148.076 | 148.239 | 146.889 | ||
| 61 | 2024.01.19 09:00 | modify | 18 | 0.10 | 148.389 | 148.239 | 146.889 | ||
| 62 | 2024.01.19 14:00 | s/l | 18 | 0.10 | 148.239 | 148.239 | 146.889 | 2.75 | 10180.40 |
| 63 | 2024.01.19 14:00 | s/l | 19 | 0.10 | 148.239 | 148.239 | 146.889 | -11.00 | 10169.40 |
| 64 | 2024.02.02 15:00 | sell | 20 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 65 | 2024.02.02 15:00 | modify | 20 | 0.10 | 147.886 | 148.786 | 146.386 | ||
| 66 | 2024.02.05 01:00 | s/l | 20 | 0.10 | 148.786 | 148.786 | 146.386 | -62.35 | 10107.04 |
| 67 | 2024.03.07 10:00 | buy | 21 | 0.10 | 148.015 | 0.000 | 0.000 | ||
| 68 | 2024.03.07 10:00 | modify | 21 | 0.10 | 148.015 | 147.115 | 149.515 | ||
| 69 | 2024.03.08 10:00 | s/l | 21 | 0.10 | 147.115 | 147.115 | 149.515 | -60.26 | 10046.78 |
| 70 | 2024.03.08 12:00 | buy | 22 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 71 | 2024.03.08 12:00 | modify | 22 | 0.10 | 147.128 | 146.228 | 148.628 | ||
| 72 | 2024.03.12 03:00 | buy | 23 | 0.10 | 147.450 | 0.000 | 0.000 | ||
| 73 | 2024.03.12 03:00 | modify | 23 | 0.10 | 147.450 | 147.278 | 148.628 | ||
| 74 | 2024.03.12 03:00 | modify | 22 | 0.10 | 147.128 | 147.278 | 148.628 | ||
| 75 | 2024.03.12 07:00 | s/l | 22 | 0.10 | 147.278 | 147.278 | 148.628 | 12.00 | 10058.78 |
| 76 | 2024.03.12 07:00 | s/l | 23 | 0.10 | 147.278 | 147.278 | 148.628 | -11.67 | 10047.11 |
| 77 | 2024.04.30 14:00 | sell | 24 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 78 | 2024.04.30 14:00 | modify | 24 | 0.10 | 157.420 | 158.320 | 155.920 | ||
| 79 | 2024.05.01 19:00 | sell | 25 | 0.10 | 157.116 | 0.000 | 0.000 | ||
| 80 | 2024.05.01 19:00 | modify | 25 | 0.10 | 157.116 | 157.270 | 155.920 | ||
| 81 | 2024.05.01 19:00 | modify | 24 | 0.10 | 157.420 | 157.270 | 155.920 | ||
| 82 | 2024.05.01 20:00 | s/l | 24 | 0.10 | 157.270 | 157.270 | 155.920 | 7.68 | 10054.79 |
| 83 | 2024.05.01 20:00 | s/l | 25 | 0.10 | 157.270 | 157.270 | 155.920 | -9.78 | 10045.01 |
| 84 | 2024.05.02 20:00 | buy | 26 | 0.10 | 153.218 | 0.000 | 0.000 | ||
| 85 | 2024.05.02 20:00 | modify | 26 | 0.10 | 153.218 | 152.318 | 154.718 | ||
| 86 | 2024.05.03 13:00 | s/l | 26 | 0.10 | 152.318 | 152.318 | 154.718 | -58.22 | 9986.78 |
| 87 | 2024.06.03 17:00 | buy | 27 | 0.10 | 156.098 | 0.000 | 0.000 | ||
| 88 | 2024.06.03 17:00 | modify | 27 | 0.10 | 156.098 | 155.198 | 157.598 | ||
| 89 | 2024.06.04 01:00 | buy | 28 | 0.10 | 156.418 | 0.000 | 0.000 | ||
| 90 | 2024.06.04 01:00 | modify | 28 | 0.10 | 156.418 | 156.248 | 157.598 | ||
| 91 | 2024.06.04 01:00 | modify | 27 | 0.10 | 156.098 | 156.248 | 157.598 | ||
| 92 | 2024.06.04 06:00 | s/l | 27 | 0.10 | 156.248 | 156.248 | 157.598 | 10.52 | 9997.30 |
| 93 | 2024.06.04 06:00 | s/l | 28 | 0.10 | 156.248 | 156.248 | 157.598 | -10.88 | 9986.42 |
| 94 | 2024.06.12 16:00 | buy | 29 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 95 | 2024.06.12 16:00 | modify | 29 | 0.10 | 155.911 | 155.011 | 157.411 | ||
| 96 | 2024.06.13 18:00 | buy | 30 | 0.10 | 156.964 | 0.000 | 0.000 | ||
| 97 | 2024.06.13 18:00 | modify | 30 | 0.10 | 156.964 | 156.436 | 157.411 | ||
| 98 | 2024.06.13 18:00 | modify | 29 | 0.10 | 155.911 | 156.436 | 157.411 | ||
| 99 | 2024.06.14 04:00 | t/p | 29 | 0.10 | 157.411 | 156.436 | 157.411 | 98.68 | 10085.11 |
| 100 | 2024.06.14 04:00 | t/p | 30 | 0.10 | 157.411 | 156.436 | 157.411 | 29.24 | 10114.34 |
| 101 | 2024.07.24 16:00 | buy | 31 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 102 | 2024.07.24 16:00 | modify | 31 | 0.10 | 153.413 | 152.513 | 154.913 | ||
| 103 | 2024.07.25 03:00 | s/l | 31 | 0.10 | 152.513 | 152.513 | 154.913 | -56.23 | 10058.11 |
| 104 | 2024.08.15 16:00 | sell | 32 | 0.10 | 148.913 | 0.000 | 0.000 | ||
| 105 | 2024.08.15 16:00 | modify | 32 | 0.10 | 148.913 | 149.813 | 147.413 | ||
| 106 | 2024.08.19 02:00 | t/p | 32 | 0.10 | 147.413 | 149.813 | 147.413 | 98.04 | 10156.15 |
| 107 | 2024.08.20 16:00 | buy | 33 | 0.10 | 145.725 | 0.000 | 0.000 | ||
| 108 | 2024.08.20 16:00 | modify | 33 | 0.10 | 145.725 | 144.825 | 147.225 | ||
| 109 | 2024.08.21 19:00 | s/l | 33 | 0.10 | 144.825 | 144.825 | 147.225 | -61.26 | 10094.89 |
| 110 | 2024.08.22 15:00 | sell | 34 | 0.10 | 146.234 | 0.000 | 0.000 | ||
| 111 | 2024.08.22 15:00 | modify | 34 | 0.10 | 146.234 | 147.134 | 144.734 | ||
| 112 | 2024.08.23 02:00 | sell | 35 | 0.10 | 145.480 | 0.000 | 0.000 | ||
| 113 | 2024.08.23 02:00 | modify | 35 | 0.10 | 145.480 | 145.784 | 144.734 | ||
| 114 | 2024.08.23 02:00 | modify | 34 | 0.10 | 146.234 | 145.784 | 144.734 | ||
| 115 | 2024.08.23 05:00 | s/l | 34 | 0.10 | 145.784 | 145.784 | 144.734 | 29.02 | 10123.91 |
| 116 | 2024.08.23 05:00 | s/l | 35 | 0.10 | 145.784 | 145.784 | 144.734 | -20.85 | 10103.06 |
| 117 | 2024.08.29 14:00 | sell | 36 | 0.10 | 145.371 | 0.000 | 0.000 | ||
| 118 | 2024.08.29 14:00 | modify | 36 | 0.10 | 145.371 | 146.271 | 143.871 | ||
| 119 | 2024.08.30 17:00 | s/l | 36 | 0.10 | 146.271 | 146.271 | 143.871 | -63.37 | 10039.68 |
| 120 | 2024.08.30 18:00 | sell | 37 | 0.10 | 146.151 | 0.000 | 0.000 | ||
| 121 | 2024.08.30 18:00 | modify | 37 | 0.10 | 146.151 | 147.051 | 144.651 | ||
| 122 | 2024.08.30 20:59 | t/p | 37 | 0.10 | 144.651 | 147.051 | 144.651 | 106.51 | 10146.19 |