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 20:00 (2023.09.01 - 2024.09.01) | ||||
| 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=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 | 156634 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 939.17 | Gross profit | 1154.47 | Gross loss | -215.30 |
| Profit factor | 5.36 | Expected payoff | 37.57 | ||
| Absolute drawdown | 29.07 | Maximal drawdown | 153.56 (1.50%) | Relative drawdown | 1.50% (153.56) |
| Total trades | 25 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 101.58 | loss trade | -34.56 | |
| Average | profit trade | 64.14 | loss trade | -30.76 | |
| Maximum | consecutive wins (profit in money) | 9 (633.70) | consecutive losses (loss in money) | 3 (-102.08) | |
| Maximal | consecutive profit (count of wins) | 633.70 (9) | consecutive loss (count of losses) | -102.08 (3) | |
| Average | consecutive wins | 5 | 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 14:20 | t/p | 1 | 0.10 | 148.280 | 150.280 | 148.280 | 99.99 | 10099.99 |
| 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 | 2023.10.27 12:40 | sell | 3 | 0.10 | 149.943 | 0.000 | 0.000 | ||
| 7 | 2023.10.27 12:40 | modify | 3 | 0.10 | 149.943 | 150.343 | 148.918 | ||
| 8 | 2023.10.27 12:40 | modify | 2 | 0.10 | 150.418 | 150.343 | 148.918 | ||
| 9 | 2023.10.27 12:50 | sell | 4 | 0.10 | 149.724 | 0.000 | 0.000 | ||
| 10 | 2023.10.27 12:50 | modify | 4 | 0.10 | 149.724 | 149.968 | 148.918 | ||
| 11 | 2023.10.27 12:50 | modify | 3 | 0.10 | 149.943 | 149.968 | 148.918 | ||
| 12 | 2023.10.27 12:50 | modify | 2 | 0.10 | 150.418 | 149.968 | 148.918 | ||
| 13 | 2023.10.27 14:50 | sell | 5 | 0.10 | 149.582 | 0.000 | 0.000 | ||
| 14 | 2023.10.27 14:50 | modify | 5 | 0.10 | 149.582 | 149.893 | 148.918 | ||
| 15 | 2023.10.27 14:50 | modify | 4 | 0.10 | 149.724 | 149.893 | 148.918 | ||
| 16 | 2023.10.27 14:50 | modify | 3 | 0.10 | 149.943 | 149.893 | 148.918 | ||
| 17 | 2023.10.27 14:50 | modify | 2 | 0.10 | 150.418 | 149.893 | 148.918 | ||
| 18 | 2023.10.30 15:20 | t/p | 2 | 0.10 | 148.918 | 149.893 | 148.918 | 97.10 | 10197.09 |
| 19 | 2023.10.30 15:20 | t/p | 3 | 0.10 | 148.918 | 149.893 | 148.918 | 67.03 | 10264.11 |
| 20 | 2023.10.30 15:20 | t/p | 4 | 0.10 | 148.918 | 149.893 | 148.918 | 52.32 | 10316.43 |
| 21 | 2023.10.30 15:20 | t/p | 5 | 0.10 | 148.918 | 149.893 | 148.918 | 42.78 | 10359.21 |
| 22 | 2023.11.21 05:00 | buy | 6 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 23 | 2023.11.21 05:00 | modify | 6 | 0.10 | 147.465 | 146.965 | 148.965 | ||
| 24 | 2023.11.21 17:05 | buy | 7 | 0.10 | 147.920 | 0.000 | 0.000 | ||
| 25 | 2023.11.21 17:05 | modify | 7 | 0.10 | 147.920 | 147.540 | 148.965 | ||
| 26 | 2023.11.21 17:05 | modify | 6 | 0.10 | 147.465 | 147.540 | 148.965 | ||
| 27 | 2023.11.21 18:20 | buy | 8 | 0.10 | 148.298 | 0.000 | 0.000 | ||
| 28 | 2023.11.21 18:20 | modify | 8 | 0.10 | 148.298 | 147.990 | 148.965 | ||
| 29 | 2023.11.21 18:20 | modify | 7 | 0.10 | 147.920 | 147.990 | 148.965 | ||
| 30 | 2023.11.21 18:20 | modify | 6 | 0.10 | 147.465 | 147.990 | 148.965 | ||
| 31 | 2023.11.21 23:27 | buy | 9 | 0.10 | 148.141 | 0.000 | 0.000 | ||
| 32 | 2023.11.21 23:27 | modify | 9 | 0.10 | 148.141 | 147.915 | 148.965 | ||
| 33 | 2023.11.21 23:32 | modify | 9 | 0.10 | 148.141 | 147.990 | 148.965 | ||
| 34 | 2023.11.22 06:20 | t/p | 6 | 0.10 | 148.965 | 147.990 | 148.965 | 101.58 | 10460.78 |
| 35 | 2023.11.22 06:20 | t/p | 7 | 0.10 | 148.965 | 147.990 | 148.965 | 71.04 | 10531.82 |
| 36 | 2023.11.22 06:20 | t/p | 8 | 0.10 | 148.965 | 147.990 | 148.965 | 45.67 | 10577.49 |
| 37 | 2023.11.22 06:20 | t/p | 9 | 0.10 | 148.965 | 147.990 | 148.965 | 56.21 | 10633.70 |
| 38 | 2023.12.11 03:00 | sell | 10 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 39 | 2023.12.11 03:00 | modify | 10 | 0.10 | 145.408 | 145.908 | 143.908 | ||
| 40 | 2023.12.11 07:45 | s/l | 10 | 0.10 | 145.908 | 145.908 | 143.908 | -34.20 | 10599.50 |
| 41 | 2024.01.10 04:00 | sell | 11 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 42 | 2024.01.10 04:00 | modify | 11 | 0.10 | 144.848 | 145.348 | 143.348 | ||
| 43 | 2024.01.10 13:07 | s/l | 11 | 0.10 | 145.348 | 145.348 | 143.348 | -34.40 | 10565.10 |
| 44 | 2024.02.29 04:00 | buy | 12 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 45 | 2024.02.29 04:00 | modify | 12 | 0.10 | 149.842 | 149.342 | 151.342 | ||
| 46 | 2024.02.29 15:10 | s/l | 12 | 0.10 | 149.342 | 149.342 | 151.342 | -33.48 | 10531.62 |
| 47 | 2024.03.01 03:00 | sell | 13 | 0.10 | 150.353 | 0.000 | 0.000 | ||
| 48 | 2024.03.01 03:00 | modify | 13 | 0.10 | 150.353 | 150.853 | 148.853 | ||
| 49 | 2024.03.05 15:50 | sell | 14 | 0.10 | 149.883 | 0.000 | 0.000 | ||
| 50 | 2024.03.05 15:50 | modify | 14 | 0.10 | 149.883 | 150.278 | 148.853 | ||
| 51 | 2024.03.05 15:50 | modify | 13 | 0.10 | 150.353 | 150.278 | 148.853 | ||
| 52 | 2024.03.06 12:20 | sell | 15 | 0.10 | 149.654 | 0.000 | 0.000 | ||
| 53 | 2024.03.06 12:20 | modify | 15 | 0.10 | 149.654 | 149.903 | 148.853 | ||
| 54 | 2024.03.06 12:20 | modify | 14 | 0.10 | 149.883 | 149.903 | 148.853 | ||
| 55 | 2024.03.06 12:20 | modify | 13 | 0.10 | 150.353 | 149.903 | 148.853 | ||
| 56 | 2024.03.06 15:40 | sell | 16 | 0.10 | 149.523 | 0.000 | 0.000 | ||
| 57 | 2024.03.06 15:40 | modify | 16 | 0.10 | 149.523 | 149.828 | 148.853 | ||
| 58 | 2024.03.06 15:40 | modify | 15 | 0.10 | 149.654 | 149.828 | 148.853 | ||
| 59 | 2024.03.06 15:40 | modify | 14 | 0.10 | 149.883 | 149.828 | 148.853 | ||
| 60 | 2024.03.06 15:40 | modify | 13 | 0.10 | 150.353 | 149.828 | 148.853 | ||
| 61 | 2024.03.07 01:15 | t/p | 13 | 0.10 | 148.853 | 149.828 | 148.853 | 89.76 | 10621.37 |
| 62 | 2024.03.07 01:15 | t/p | 14 | 0.10 | 148.853 | 149.828 | 148.853 | 61.85 | 10683.23 |
| 63 | 2024.03.07 01:15 | t/p | 15 | 0.10 | 148.853 | 149.828 | 148.853 | 48.31 | 10731.53 |
| 64 | 2024.03.07 01:15 | t/p | 16 | 0.10 | 148.853 | 149.828 | 148.853 | 39.50 | 10771.03 |
| 65 | 2024.05.08 04:00 | sell | 17 | 0.10 | 155.161 | 0.000 | 0.000 | ||
| 66 | 2024.05.08 04:00 | modify | 17 | 0.10 | 155.161 | 155.661 | 153.661 | ||
| 67 | 2024.05.08 12:40 | s/l | 17 | 0.10 | 155.661 | 155.661 | 153.661 | -32.12 | 10738.91 |
| 68 | 2024.07.05 05:00 | buy | 18 | 0.10 | 160.673 | 0.000 | 0.000 | ||
| 69 | 2024.07.05 05:00 | modify | 18 | 0.10 | 160.673 | 160.173 | 162.173 | ||
| 70 | 2024.07.05 13:50 | buy | 19 | 0.10 | 161.356 | 0.000 | 0.000 | ||
| 71 | 2024.07.05 13:50 | modify | 19 | 0.10 | 161.356 | 161.123 | 162.173 | ||
| 72 | 2024.07.05 13:50 | modify | 18 | 0.10 | 160.673 | 161.123 | 162.173 | ||
| 73 | 2024.07.05 14:20 | s/l | 18 | 0.10 | 161.123 | 161.123 | 162.173 | 27.93 | 10766.84 |
| 74 | 2024.07.05 14:20 | s/l | 19 | 0.10 | 161.123 | 161.123 | 162.173 | -14.46 | 10752.38 |
| 75 | 2024.07.16 04:00 | sell | 20 | 0.10 | 158.633 | 0.000 | 0.000 | ||
| 76 | 2024.07.16 04:00 | modify | 20 | 0.10 | 158.633 | 159.133 | 157.133 | ||
| 77 | 2024.07.17 05:15 | sell | 21 | 0.10 | 158.165 | 0.000 | 0.000 | ||
| 78 | 2024.07.17 05:15 | modify | 21 | 0.10 | 158.165 | 158.558 | 157.133 | ||
| 79 | 2024.07.17 05:15 | modify | 20 | 0.10 | 158.633 | 158.558 | 157.133 | ||
| 80 | 2024.07.17 06:17 | sell | 22 | 0.10 | 157.949 | 0.000 | 0.000 | ||
| 81 | 2024.07.17 06:17 | modify | 22 | 0.10 | 157.949 | 158.183 | 157.133 | ||
| 82 | 2024.07.17 06:17 | modify | 21 | 0.10 | 158.165 | 158.183 | 157.133 | ||
| 83 | 2024.07.17 06:17 | modify | 20 | 0.10 | 158.633 | 158.183 | 157.133 | ||
| 84 | 2024.07.17 06:55 | sell | 23 | 0.10 | 157.794 | 0.000 | 0.000 | ||
| 85 | 2024.07.17 06:55 | modify | 23 | 0.10 | 157.794 | 158.108 | 157.133 | ||
| 86 | 2024.07.17 06:55 | modify | 22 | 0.10 | 157.949 | 158.108 | 157.133 | ||
| 87 | 2024.07.17 06:55 | modify | 21 | 0.10 | 158.165 | 158.108 | 157.133 | ||
| 88 | 2024.07.17 06:55 | modify | 20 | 0.10 | 158.633 | 158.108 | 157.133 | ||
| 89 | 2024.07.17 07:50 | t/p | 20 | 0.10 | 157.133 | 158.108 | 157.133 | 93.67 | 10846.05 |
| 90 | 2024.07.17 07:50 | t/p | 21 | 0.10 | 157.133 | 158.108 | 157.133 | 65.71 | 10911.76 |
| 91 | 2024.07.17 07:50 | t/p | 22 | 0.10 | 157.133 | 158.108 | 157.133 | 51.96 | 10963.72 |
| 92 | 2024.07.17 07:50 | t/p | 23 | 0.10 | 157.133 | 158.108 | 157.133 | 42.09 | 11005.81 |
| 93 | 2024.07.23 05:00 | buy | 24 | 0.10 | 156.334 | 0.000 | 0.000 | ||
| 94 | 2024.07.23 05:00 | modify | 24 | 0.10 | 156.334 | 155.834 | 157.834 | ||
| 95 | 2024.07.23 08:37 | s/l | 24 | 0.10 | 155.834 | 155.834 | 157.834 | -32.08 | 10973.73 |
| 96 | 2024.08.05 03:00 | buy | 25 | 0.10 | 145.163 | 0.000 | 0.000 | ||
| 97 | 2024.08.05 03:00 | modify | 25 | 0.10 | 145.163 | 144.663 | 146.663 | ||
| 98 | 2024.08.05 03:20 | s/l | 25 | 0.10 | 144.663 | 144.663 | 146.663 | -34.56 | 10939.17 |