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=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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=6; 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 | 410.75 | Gross profit | 635.74 | Gross loss | -224.99 |
| Profit factor | 2.83 | Expected payoff | 24.16 | ||
| Absolute drawdown | 16.71 | Maximal drawdown | 141.86 (1.35%) | Relative drawdown | 1.35% (141.86) |
| Total trades | 17 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 9 (52.94%) | Loss trades (% of total) | 8 (47.06%) | ||
| Largest | profit trade | 101.62 | loss trade | -34.63 | |
| Average | profit trade | 70.64 | loss trade | -28.12 | |
| Maximum | consecutive wins (profit in money) | 4 (341.83) | consecutive losses (loss in money) | 3 (-101.96) | |
| Maximal | consecutive profit (count of wins) | 341.83 (4) | consecutive loss (count of losses) | -101.96 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.10.02 04:00 | sell | 1 | 0.10 | 149.780 | 0.000 | 0.000 | ||
| 2 | 2023.10.02 04:00 | modify | 1 | 0.10 | 149.780 | 150.280 | 148.280 | ||
| 3 | 2023.10.03 15:00 | t/p | 1 | 0.10 | 148.280 | 150.280 | 148.280 | 98.78 | 10098.78 |
| 4 | 2023.10.26 04:00 | sell | 2 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 5 | 2023.10.26 04:00 | modify | 2 | 0.10 | 150.418 | 150.918 | 148.918 | ||
| 6 | 2023.10.30 04:00 | sell | 3 | 0.10 | 149.581 | 0.000 | 0.000 | ||
| 7 | 2023.10.30 04:00 | modify | 3 | 0.10 | 149.581 | 149.893 | 148.918 | ||
| 8 | 2023.10.30 04:00 | modify | 2 | 0.10 | 150.418 | 149.893 | 148.918 | ||
| 9 | 2023.10.30 16:00 | t/p | 2 | 0.10 | 148.918 | 149.893 | 148.918 | 96.95 | 10195.73 |
| 10 | 2023.10.30 16:00 | t/p | 3 | 0.10 | 148.918 | 149.893 | 148.918 | 44.48 | 10240.21 |
| 11 | 2023.11.21 05:00 | buy | 4 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 12 | 2023.11.21 05:00 | modify | 4 | 0.10 | 147.465 | 146.965 | 148.965 | ||
| 13 | 2023.11.22 07:00 | t/p | 4 | 0.10 | 148.965 | 146.965 | 148.965 | 101.62 | 10341.83 |
| 14 | 2023.12.11 03:00 | sell | 5 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 15 | 2023.12.11 03:00 | modify | 5 | 0.10 | 145.408 | 145.908 | 143.908 | ||
| 16 | 2023.12.11 08:00 | s/l | 5 | 0.10 | 145.908 | 145.908 | 143.908 | -34.15 | 10307.68 |
| 17 | 2024.01.10 04:00 | sell | 6 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 18 | 2024.01.10 04:00 | modify | 6 | 0.10 | 144.848 | 145.348 | 143.348 | ||
| 19 | 2024.01.10 14:00 | s/l | 6 | 0.10 | 145.348 | 145.348 | 143.348 | -34.40 | 10273.28 |
| 20 | 2024.02.29 04:00 | buy | 7 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 21 | 2024.02.29 04:00 | modify | 7 | 0.10 | 149.842 | 149.342 | 151.342 | ||
| 22 | 2024.02.29 16:00 | s/l | 7 | 0.10 | 149.342 | 149.342 | 151.342 | -33.41 | 10239.87 |
| 23 | 2024.03.01 03:00 | sell | 8 | 0.10 | 150.353 | 0.000 | 0.000 | ||
| 24 | 2024.03.01 03:00 | modify | 8 | 0.10 | 150.353 | 150.853 | 148.853 | ||
| 25 | 2024.03.06 03:00 | sell | 9 | 0.10 | 149.903 | 0.000 | 0.000 | ||
| 26 | 2024.03.06 03:00 | modify | 9 | 0.10 | 149.903 | 150.278 | 148.853 | ||
| 27 | 2024.03.06 03:00 | modify | 8 | 0.10 | 150.353 | 150.278 | 148.853 | ||
| 28 | 2024.03.07 02:00 | t/p | 8 | 0.10 | 148.853 | 150.278 | 148.853 | 89.85 | 10329.71 |
| 29 | 2024.03.07 02:00 | t/p | 9 | 0.10 | 148.853 | 150.278 | 148.853 | 65.11 | 10394.82 |
| 30 | 2024.05.08 04:00 | sell | 10 | 0.10 | 155.161 | 0.000 | 0.000 | ||
| 31 | 2024.05.08 04:00 | modify | 10 | 0.10 | 155.161 | 155.661 | 153.661 | ||
| 32 | 2024.05.08 13:00 | s/l | 10 | 0.10 | 155.661 | 155.661 | 153.661 | -32.13 | 10362.69 |
| 33 | 2024.07.05 05:00 | buy | 11 | 0.10 | 160.673 | 0.000 | 0.000 | ||
| 34 | 2024.07.05 05:00 | modify | 11 | 0.10 | 160.673 | 160.173 | 162.173 | ||
| 35 | 2024.07.09 12:00 | buy | 12 | 0.10 | 161.148 | 0.000 | 0.000 | ||
| 36 | 2024.07.09 12:00 | modify | 12 | 0.10 | 161.148 | 160.748 | 162.173 | ||
| 37 | 2024.07.09 12:00 | modify | 11 | 0.10 | 160.673 | 160.748 | 162.173 | ||
| 38 | 2024.07.09 23:00 | buy | 13 | 0.10 | 161.355 | 0.000 | 0.000 | ||
| 39 | 2024.07.09 23:00 | modify | 13 | 0.10 | 161.355 | 161.123 | 162.173 | ||
| 40 | 2024.07.09 23:00 | modify | 12 | 0.10 | 161.148 | 161.123 | 162.173 | ||
| 41 | 2024.07.09 23:00 | modify | 11 | 0.10 | 160.673 | 161.123 | 162.173 | ||
| 42 | 2024.07.10 08:00 | buy | 14 | 0.10 | 161.526 | 0.000 | 0.000 | ||
| 43 | 2024.07.10 08:00 | modify | 14 | 0.10 | 161.526 | 161.198 | 162.173 | ||
| 44 | 2024.07.10 08:00 | modify | 13 | 0.10 | 161.355 | 161.198 | 162.173 | ||
| 45 | 2024.07.10 08:00 | modify | 12 | 0.10 | 161.148 | 161.198 | 162.173 | ||
| 46 | 2024.07.10 08:00 | modify | 11 | 0.10 | 160.673 | 161.198 | 162.173 | ||
| 47 | 2024.07.11 13:00 | s/l | 11 | 0.10 | 161.198 | 161.198 | 162.173 | 38.54 | 10401.23 |
| 48 | 2024.07.11 13:00 | s/l | 12 | 0.10 | 161.198 | 161.198 | 162.173 | 6.78 | 10408.01 |
| 49 | 2024.07.11 13:00 | s/l | 13 | 0.10 | 161.198 | 161.198 | 162.173 | -6.27 | 10401.75 |
| 50 | 2024.07.11 13:00 | s/l | 14 | 0.10 | 161.198 | 161.198 | 162.173 | -17.95 | 10383.79 |
| 51 | 2024.07.16 04:00 | sell | 15 | 0.10 | 158.633 | 0.000 | 0.000 | ||
| 52 | 2024.07.16 04:00 | modify | 15 | 0.10 | 158.633 | 159.133 | 157.133 | ||
| 53 | 2024.07.17 08:00 | t/p | 15 | 0.10 | 157.133 | 159.133 | 157.133 | 93.64 | 10477.43 |
| 54 | 2024.07.23 05:00 | buy | 16 | 0.10 | 156.334 | 0.000 | 0.000 | ||
| 55 | 2024.07.23 05:00 | modify | 16 | 0.10 | 156.334 | 155.834 | 157.834 | ||
| 56 | 2024.07.23 09:00 | s/l | 16 | 0.10 | 155.834 | 155.834 | 157.834 | -32.05 | 10445.38 |
| 57 | 2024.08.05 03:00 | buy | 17 | 0.10 | 145.163 | 0.000 | 0.000 | ||
| 58 | 2024.08.05 03:00 | modify | 17 | 0.10 | 145.163 | 144.663 | 146.663 | ||
| 59 | 2024.08.05 04:00 | s/l | 17 | 0.10 | 144.663 | 144.663 | 146.663 | -34.63 | 10410.75 |