Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| 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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7239 | Ticks modelled | 13478 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 394.36 | Gross profit | 418.82 | Gross loss | -24.46 |
| Profit factor | 17.12 | Expected payoff | 43.82 | ||
| Absolute drawdown | 20.62 | Maximal drawdown | 102.36 (8.52%) | Relative drawdown | 8.52% (102.36) |
| Total trades | 9 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 84.19 | loss trade | -12.34 | |
| Average | profit trade | 59.83 | loss trade | -12.23 | |
| Maximum | consecutive wins (profit in money) | 4 (261.71) | consecutive losses (loss in money) | 1 (-12.34) | |
| Maximal | consecutive profit (count of wins) | 261.71 (4) | consecutive loss (count of losses) | -12.34 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 19:00 | buy | 1 | 0.10 | 143.526 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 19:00 | modify | 1 | 0.10 | 143.526 | 142.026 | 144.726 | ||
| 3 | 2023.12.08 06:00 | buy | 2 | 0.10 | 143.960 | 0.000 | 0.000 | ||
| 4 | 2023.12.08 06:00 | modify | 2 | 0.10 | 143.960 | 143.646 | 144.726 | ||
| 5 | 2023.12.08 06:00 | modify | 1 | 0.10 | 143.526 | 143.646 | 144.726 | ||
| 6 | 2023.12.08 14:00 | t/p | 1 | 0.10 | 144.726 | 143.646 | 144.726 | 84.19 | 1084.19 |
| 7 | 2023.12.08 14:00 | t/p | 2 | 0.10 | 144.726 | 143.646 | 144.726 | 53.13 | 1137.32 |
| 8 | 2024.07.11 16:00 | buy | 3 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 9 | 2024.07.11 16:00 | modify | 3 | 0.10 | 158.612 | 157.112 | 159.812 | ||
| 10 | 2024.07.12 01:00 | buy | 4 | 0.10 | 159.105 | 0.000 | 0.000 | ||
| 11 | 2024.07.12 01:00 | modify | 4 | 0.10 | 159.105 | 158.912 | 159.812 | ||
| 12 | 2024.07.12 01:00 | modify | 3 | 0.10 | 158.612 | 158.912 | 159.812 | ||
| 13 | 2024.07.12 03:00 | s/l | 3 | 0.10 | 158.912 | 158.912 | 159.812 | 19.79 | 1157.12 |
| 14 | 2024.07.12 03:00 | s/l | 4 | 0.10 | 158.912 | 158.912 | 159.812 | -12.12 | 1145.00 |
| 15 | 2024.07.17 10:00 | buy | 5 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 16 | 2024.07.17 10:00 | modify | 5 | 0.10 | 156.442 | 154.942 | 157.642 | ||
| 17 | 2024.07.19 06:00 | t/p | 5 | 0.10 | 157.642 | 154.942 | 157.642 | 79.91 | 1224.91 |
| 18 | 2024.08.05 07:00 | buy | 6 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 19 | 2024.08.05 07:00 | modify | 6 | 0.10 | 142.781 | 141.281 | 143.981 | ||
| 20 | 2024.08.05 08:00 | t/p | 6 | 0.10 | 143.981 | 141.281 | 143.981 | 83.64 | 1308.55 |
| 21 | 2024.08.15 15:00 | sell | 7 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 22 | 2024.08.15 15:00 | modify | 7 | 0.10 | 149.033 | 150.533 | 147.833 | ||
| 23 | 2024.08.16 13:00 | t/p | 7 | 0.10 | 147.833 | 150.533 | 147.833 | 79.58 | 1388.12 |
| 24 | 2024.10.04 14:00 | sell | 8 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 25 | 2024.10.04 14:00 | modify | 8 | 0.10 | 148.403 | 149.903 | 147.203 | ||
| 26 | 2024.10.07 14:00 | sell | 9 | 0.10 | 147.920 | 0.000 | 0.000 | ||
| 27 | 2024.10.07 14:00 | modify | 9 | 0.10 | 147.920 | 148.103 | 147.203 | ||
| 28 | 2024.10.07 14:00 | modify | 8 | 0.10 | 148.403 | 148.103 | 147.203 | ||
| 29 | 2024.10.07 15:00 | s/l | 8 | 0.10 | 148.103 | 148.103 | 147.203 | 18.58 | 1406.70 |
| 30 | 2024.10.07 15:00 | s/l | 9 | 0.10 | 148.103 | 148.103 | 147.203 | -12.34 | 1394.36 |