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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6518 | Ticks modelled | 35030405 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 321.47 | Gross profit | 615.05 | Gross loss | -293.58 |
| Profit factor | 2.10 | Expected payoff | 12.86 | ||
| Absolute drawdown | 29.07 | Maximal drawdown | 207.22 (1.97%) | Relative drawdown | 1.97% (207.22) |
| Total trades | 25 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
| Largest | profit trade | 101.60 | loss trade | -34.56 | |
| Average | profit trade | 47.31 | loss trade | -24.46 | |
| Maximum | consecutive wins (profit in money) | 5 (272.69) | consecutive losses (loss in money) | 4 (-95.18) | |
| Maximal | consecutive profit (count of wins) | 275.44 (4) | consecutive loss (count of losses) | -102.15 (3) | |
| Average | consecutive wins | 3 | 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 14:12 | sell | 2 | 0.10 | 149.318 | 0.000 | 0.000 | ||
| 4 | 2023.10.03 14:12 | modify | 2 | 0.10 | 149.318 | 149.705 | 148.280 | ||
| 5 | 2023.10.03 14:12 | modify | 1 | 0.10 | 149.780 | 149.705 | 148.280 | ||
| 6 | 2023.10.03 14:12 | sell | 3 | 0.10 | 149.092 | 0.000 | 0.000 | ||
| 7 | 2023.10.03 14:12 | modify | 3 | 0.10 | 149.092 | 149.330 | 148.280 | ||
| 8 | 2023.10.03 14:12 | modify | 2 | 0.10 | 149.318 | 149.330 | 148.280 | ||
| 9 | 2023.10.03 14:12 | modify | 1 | 0.10 | 149.780 | 149.330 | 148.280 | ||
| 10 | 2023.10.03 14:12 | sell | 4 | 0.10 | 148.926 | 0.000 | 0.000 | ||
| 11 | 2023.10.03 14:12 | modify | 4 | 0.10 | 148.926 | 149.255 | 148.280 | ||
| 12 | 2023.10.03 14:12 | modify | 3 | 0.10 | 149.092 | 149.255 | 148.280 | ||
| 13 | 2023.10.03 14:12 | modify | 2 | 0.10 | 149.318 | 149.255 | 148.280 | ||
| 14 | 2023.10.03 14:12 | modify | 1 | 0.10 | 149.780 | 149.255 | 148.280 | ||
| 15 | 2023.10.03 14:12 | t/p | 1 | 0.10 | 148.280 | 149.255 | 148.280 | 99.34 | 10099.34 |
| 16 | 2023.10.03 14:12 | t/p | 2 | 0.10 | 148.280 | 149.255 | 148.280 | 70.02 | 10169.36 |
| 17 | 2023.10.03 14:12 | t/p | 3 | 0.10 | 148.280 | 149.255 | 148.280 | 54.77 | 10224.13 |
| 18 | 2023.10.03 14:12 | t/p | 4 | 0.10 | 148.280 | 149.255 | 148.280 | 43.57 | 10267.70 |
| 19 | 2023.10.26 04:00 | sell | 5 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 20 | 2023.10.26 04:00 | modify | 5 | 0.10 | 150.418 | 150.918 | 148.918 | ||
| 21 | 2023.10.26 06:47 | sell | 6 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 22 | 2023.10.26 06:47 | modify | 6 | 0.10 | 149.967 | 150.343 | 148.918 | ||
| 23 | 2023.10.26 06:47 | modify | 5 | 0.10 | 150.418 | 150.343 | 148.918 | ||
| 24 | 2023.10.26 06:47 | s/l | 5 | 0.10 | 150.343 | 150.343 | 148.918 | 4.99 | 10272.69 |
| 25 | 2023.10.26 06:47 | s/l | 6 | 0.10 | 150.343 | 150.343 | 148.918 | -25.01 | 10247.68 |
| 26 | 2023.11.21 05:00 | buy | 7 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 27 | 2023.11.21 05:00 | modify | 7 | 0.10 | 147.465 | 146.965 | 148.965 | ||
| 28 | 2023.11.21 16:14 | buy | 8 | 0.10 | 147.915 | 0.000 | 0.000 | ||
| 29 | 2023.11.21 16:14 | modify | 8 | 0.10 | 147.915 | 147.540 | 148.965 | ||
| 30 | 2023.11.21 16:14 | modify | 7 | 0.10 | 147.465 | 147.540 | 148.965 | ||
| 31 | 2023.11.21 18:16 | buy | 9 | 0.10 | 148.140 | 0.000 | 0.000 | ||
| 32 | 2023.11.21 18:16 | modify | 9 | 0.10 | 148.140 | 147.915 | 148.965 | ||
| 33 | 2023.11.21 18:16 | modify | 8 | 0.10 | 147.915 | 147.915 | 148.965 | ||
| 34 | 2023.11.21 18:16 | modify | 7 | 0.10 | 147.465 | 147.915 | 148.965 | ||
| 35 | 2023.11.21 18:29 | buy | 10 | 0.10 | 148.291 | 0.000 | 0.000 | ||
| 36 | 2023.11.21 18:29 | modify | 10 | 0.10 | 148.291 | 147.990 | 148.965 | ||
| 37 | 2023.11.21 18:29 | modify | 9 | 0.10 | 148.140 | 147.990 | 148.965 | ||
| 38 | 2023.11.21 18:29 | modify | 8 | 0.10 | 147.915 | 147.990 | 148.965 | ||
| 39 | 2023.11.21 18:29 | modify | 7 | 0.10 | 147.465 | 147.990 | 148.965 | ||
| 40 | 2023.11.22 06:18 | t/p | 7 | 0.10 | 148.965 | 147.990 | 148.965 | 101.60 | 10349.27 |
| 41 | 2023.11.22 06:18 | t/p | 8 | 0.10 | 148.965 | 147.990 | 148.965 | 71.40 | 10420.67 |
| 42 | 2023.11.22 06:18 | t/p | 9 | 0.10 | 148.965 | 147.990 | 148.965 | 56.29 | 10476.96 |
| 43 | 2023.11.22 06:18 | t/p | 10 | 0.10 | 148.965 | 147.990 | 148.965 | 46.16 | 10523.12 |
| 44 | 2023.12.11 03:00 | sell | 11 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 45 | 2023.12.11 03:00 | modify | 11 | 0.10 | 145.408 | 145.908 | 143.908 | ||
| 46 | 2023.12.11 07:40 | s/l | 11 | 0.10 | 145.908 | 145.908 | 143.908 | -34.27 | 10488.85 |
| 47 | 2024.01.10 04:00 | sell | 12 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 48 | 2024.01.10 04:00 | modify | 12 | 0.10 | 144.848 | 145.348 | 143.348 | ||
| 49 | 2024.01.10 13:05 | s/l | 12 | 0.10 | 145.348 | 145.348 | 143.348 | -34.40 | 10454.45 |
| 50 | 2024.02.29 04:00 | buy | 13 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 51 | 2024.02.29 04:00 | modify | 13 | 0.10 | 149.842 | 149.342 | 151.342 | ||
| 52 | 2024.02.29 15:01 | s/l | 13 | 0.10 | 149.342 | 149.342 | 151.342 | -33.48 | 10420.97 |
| 53 | 2024.03.01 03:00 | sell | 14 | 0.10 | 150.353 | 0.000 | 0.000 | ||
| 54 | 2024.03.01 03:00 | modify | 14 | 0.10 | 150.353 | 150.853 | 148.853 | ||
| 55 | 2024.03.04 00:35 | sell | 15 | 0.10 | 149.902 | 0.000 | 0.000 | ||
| 56 | 2024.03.04 00:35 | modify | 15 | 0.10 | 149.902 | 150.278 | 148.853 | ||
| 57 | 2024.03.04 00:35 | modify | 14 | 0.10 | 150.353 | 150.278 | 148.853 | ||
| 58 | 2024.03.04 04:55 | s/l | 14 | 0.10 | 150.278 | 150.278 | 148.853 | 3.15 | 10424.12 |
| 59 | 2024.03.04 04:55 | s/l | 15 | 0.10 | 150.278 | 150.278 | 148.853 | -25.02 | 10399.10 |
| 60 | 2024.05.08 04:00 | sell | 16 | 0.10 | 155.161 | 0.000 | 0.000 | ||
| 61 | 2024.05.08 04:00 | modify | 16 | 0.10 | 155.161 | 155.661 | 153.661 | ||
| 62 | 2024.05.08 12:34 | s/l | 16 | 0.10 | 155.661 | 155.661 | 153.661 | -32.12 | 10366.98 |
| 63 | 2024.07.05 05:00 | buy | 17 | 0.10 | 160.673 | 0.000 | 0.000 | ||
| 64 | 2024.07.05 05:00 | modify | 17 | 0.10 | 160.673 | 160.173 | 162.173 | ||
| 65 | 2024.07.05 12:37 | buy | 18 | 0.10 | 161.125 | 0.000 | 0.000 | ||
| 66 | 2024.07.05 12:37 | modify | 18 | 0.10 | 161.125 | 160.748 | 162.173 | ||
| 67 | 2024.07.05 12:37 | modify | 17 | 0.10 | 160.673 | 160.748 | 162.173 | ||
| 68 | 2024.07.05 13:58 | buy | 19 | 0.10 | 161.348 | 0.000 | 0.000 | ||
| 69 | 2024.07.05 13:58 | modify | 19 | 0.10 | 161.348 | 161.123 | 162.173 | ||
| 70 | 2024.07.05 13:58 | modify | 18 | 0.10 | 161.125 | 161.123 | 162.173 | ||
| 71 | 2024.07.05 13:58 | modify | 17 | 0.10 | 160.673 | 161.123 | 162.173 | ||
| 72 | 2024.07.05 14:22 | s/l | 17 | 0.10 | 161.123 | 161.123 | 162.173 | 27.93 | 10394.91 |
| 73 | 2024.07.05 14:22 | s/l | 18 | 0.10 | 161.123 | 161.123 | 162.173 | -0.13 | 10394.78 |
| 74 | 2024.07.05 14:22 | s/l | 19 | 0.10 | 161.123 | 161.123 | 162.173 | -13.97 | 10380.81 |
| 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 05:00 | sell | 21 | 0.10 | 158.179 | 0.000 | 0.000 | ||
| 78 | 2024.07.17 05:00 | modify | 21 | 0.10 | 158.179 | 158.558 | 157.133 | ||
| 79 | 2024.07.17 05:00 | modify | 20 | 0.10 | 158.633 | 158.558 | 157.133 | ||
| 80 | 2024.07.17 05:53 | sell | 22 | 0.10 | 157.958 | 0.000 | 0.000 | ||
| 81 | 2024.07.17 05:53 | modify | 22 | 0.10 | 157.958 | 158.183 | 157.133 | ||
| 82 | 2024.07.17 05:53 | modify | 21 | 0.10 | 158.179 | 158.183 | 157.133 | ||
| 83 | 2024.07.17 05:53 | modify | 20 | 0.10 | 158.633 | 158.183 | 157.133 | ||
| 84 | 2024.07.17 06:00 | sell | 23 | 0.10 | 157.807 | 0.000 | 0.000 | ||
| 85 | 2024.07.17 06:00 | modify | 23 | 0.10 | 157.807 | 158.108 | 157.133 | ||
| 86 | 2024.07.17 06:00 | modify | 22 | 0.10 | 157.958 | 158.108 | 157.133 | ||
| 87 | 2024.07.17 06:00 | modify | 21 | 0.10 | 158.179 | 158.108 | 157.133 | ||
| 88 | 2024.07.17 06:00 | modify | 20 | 0.10 | 158.633 | 158.108 | 157.133 | ||
| 89 | 2024.07.17 06:16 | s/l | 20 | 0.10 | 158.108 | 158.108 | 157.133 | 31.36 | 10412.16 |
| 90 | 2024.07.17 06:16 | s/l | 21 | 0.10 | 158.108 | 158.108 | 157.133 | 4.49 | 10416.65 |
| 91 | 2024.07.17 06:16 | s/l | 22 | 0.10 | 158.108 | 158.108 | 157.133 | -9.49 | 10407.16 |
| 92 | 2024.07.17 06:16 | s/l | 23 | 0.10 | 158.108 | 158.108 | 157.133 | -19.04 | 10388.12 |
| 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 08:35 | s/l | 24 | 0.10 | 155.834 | 155.834 | 157.834 | -32.09 | 10356.03 |
| 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 03:12 | s/l | 25 | 0.10 | 144.663 | 144.663 | 146.663 | -34.56 | 10321.47 |