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 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157385 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 547.96 | Gross profit | 590.63 | Gross loss | -42.67 |
| Profit factor | 13.84 | Expected payoff | 34.25 | ||
| Absolute drawdown | 42.40 | Maximal drawdown | 146.67 (13.28%) | Relative drawdown | 13.28% (146.67) |
| Total trades | 16 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 83.34 | loss trade | -13.64 | |
| Average | profit trade | 49.22 | loss trade | -10.67 | |
| Maximum | consecutive wins (profit in money) | 10 (535.00) | consecutive losses (loss in money) | 2 (-16.18) | |
| Maximal | consecutive profit (count of wins) | 535.00 (10) | consecutive loss (count of losses) | -16.18 (2) | |
| 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 | 2023.12.07 21:40 | buy | 2 | 0.10 | 144.131 | 0.000 | 0.000 | ||
| 4 | 2023.12.07 21:40 | modify | 2 | 0.10 | 144.131 | 143.946 | 144.726 | ||
| 5 | 2023.12.07 21:40 | modify | 1 | 0.10 | 143.526 | 143.946 | 144.726 | ||
| 6 | 2023.12.07 22:32 | s/l | 1 | 0.10 | 143.946 | 143.946 | 144.726 | 29.19 | 1029.19 |
| 7 | 2023.12.07 22:32 | s/l | 2 | 0.10 | 143.946 | 143.946 | 144.726 | -12.85 | 1016.34 |
| 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 | 2024.07.11 22:10 | buy | 4 | 0.10 | 159.103 | 0.000 | 0.000 | ||
| 11 | 2024.07.11 22:10 | modify | 4 | 0.10 | 159.103 | 158.912 | 159.812 | ||
| 12 | 2024.07.11 22:10 | modify | 3 | 0.10 | 158.612 | 158.912 | 159.812 | ||
| 13 | 2024.07.11 22:40 | buy | 5 | 0.10 | 159.218 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 22:40 | modify | 5 | 0.10 | 159.218 | 159.032 | 159.812 | ||
| 15 | 2024.07.11 22:40 | modify | 4 | 0.10 | 159.103 | 159.032 | 159.812 | ||
| 16 | 2024.07.11 22:40 | modify | 3 | 0.10 | 158.612 | 159.032 | 159.812 | ||
| 17 | 2024.07.11 23:10 | s/l | 3 | 0.10 | 159.032 | 159.032 | 159.812 | 26.44 | 1042.78 |
| 18 | 2024.07.11 23:10 | s/l | 4 | 0.10 | 159.032 | 159.032 | 159.812 | -4.47 | 1038.31 |
| 19 | 2024.07.11 23:10 | s/l | 5 | 0.10 | 159.032 | 159.032 | 159.812 | -11.71 | 1026.60 |
| 20 | 2024.07.17 10:00 | buy | 6 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 21 | 2024.07.17 10:00 | modify | 6 | 0.10 | 156.442 | 154.942 | 157.642 | ||
| 22 | 2024.07.18 15:20 | buy | 7 | 0.10 | 156.872 | 0.000 | 0.000 | ||
| 23 | 2024.07.18 15:20 | modify | 7 | 0.10 | 156.872 | 156.562 | 157.642 | ||
| 24 | 2024.07.18 15:20 | modify | 6 | 0.10 | 156.442 | 156.562 | 157.642 | ||
| 25 | 2024.07.18 15:45 | buy | 8 | 0.10 | 156.948 | 0.000 | 0.000 | ||
| 26 | 2024.07.18 15:45 | modify | 8 | 0.10 | 156.948 | 156.742 | 157.642 | ||
| 27 | 2024.07.18 15:45 | modify | 7 | 0.10 | 156.872 | 156.742 | 157.642 | ||
| 28 | 2024.07.18 15:45 | modify | 6 | 0.10 | 156.442 | 156.742 | 157.642 | ||
| 29 | 2024.07.18 16:07 | buy | 9 | 0.10 | 157.043 | 0.000 | 0.000 | ||
| 30 | 2024.07.18 16:07 | modify | 9 | 0.10 | 157.043 | 156.862 | 157.642 | ||
| 31 | 2024.07.18 16:07 | modify | 8 | 0.10 | 156.948 | 156.862 | 157.642 | ||
| 32 | 2024.07.18 16:07 | modify | 7 | 0.10 | 156.872 | 156.862 | 157.642 | ||
| 33 | 2024.07.18 16:07 | modify | 6 | 0.10 | 156.442 | 156.862 | 157.642 | ||
| 34 | 2024.07.19 05:15 | t/p | 6 | 0.10 | 157.642 | 156.862 | 157.642 | 79.96 | 1106.56 |
| 35 | 2024.07.19 05:15 | t/p | 7 | 0.10 | 157.642 | 156.862 | 157.642 | 49.80 | 1156.36 |
| 36 | 2024.07.19 05:15 | t/p | 8 | 0.10 | 157.642 | 156.862 | 157.642 | 44.98 | 1201.35 |
| 37 | 2024.07.19 05:15 | t/p | 9 | 0.10 | 157.642 | 156.862 | 157.642 | 38.95 | 1240.30 |
| 38 | 2024.08.05 07:00 | buy | 10 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 39 | 2024.08.05 07:00 | modify | 10 | 0.10 | 142.781 | 141.281 | 143.981 | ||
| 40 | 2024.08.05 07:40 | buy | 11 | 0.10 | 143.389 | 0.000 | 0.000 | ||
| 41 | 2024.08.05 07:40 | modify | 11 | 0.10 | 143.389 | 143.201 | 143.981 | ||
| 42 | 2024.08.05 07:40 | modify | 10 | 0.10 | 142.781 | 143.201 | 143.981 | ||
| 43 | 2024.08.05 07:50 | t/p | 10 | 0.10 | 143.981 | 143.201 | 143.981 | 83.34 | 1323.64 |
| 44 | 2024.08.05 07:50 | t/p | 11 | 0.10 | 143.981 | 143.201 | 143.981 | 41.11 | 1364.75 |
| 45 | 2024.08.15 15:00 | sell | 12 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 46 | 2024.08.15 15:00 | modify | 12 | 0.10 | 149.033 | 150.533 | 147.833 | ||
| 47 | 2024.08.16 09:20 | sell | 13 | 0.10 | 148.596 | 0.000 | 0.000 | ||
| 48 | 2024.08.16 09:20 | modify | 13 | 0.10 | 148.596 | 148.913 | 147.833 | ||
| 49 | 2024.08.16 09:20 | modify | 12 | 0.10 | 149.033 | 148.913 | 147.833 | ||
| 50 | 2024.08.16 10:15 | sell | 14 | 0.10 | 148.529 | 0.000 | 0.000 | ||
| 51 | 2024.08.16 10:15 | modify | 14 | 0.10 | 148.529 | 148.733 | 147.833 | ||
| 52 | 2024.08.16 10:15 | modify | 13 | 0.10 | 148.596 | 148.733 | 147.833 | ||
| 53 | 2024.08.16 10:15 | modify | 12 | 0.10 | 149.033 | 148.733 | 147.833 | ||
| 54 | 2024.08.16 12:40 | t/p | 12 | 0.10 | 147.833 | 148.733 | 147.833 | 79.54 | 1444.29 |
| 55 | 2024.08.16 12:40 | t/p | 13 | 0.10 | 147.833 | 148.733 | 147.833 | 51.63 | 1495.92 |
| 56 | 2024.08.16 12:40 | t/p | 14 | 0.10 | 147.833 | 148.733 | 147.833 | 47.10 | 1543.02 |
| 57 | 2024.10.04 14:00 | sell | 15 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 58 | 2024.10.04 14:00 | modify | 15 | 0.10 | 148.403 | 149.903 | 147.203 | ||
| 59 | 2024.10.07 13:25 | sell | 16 | 0.10 | 147.901 | 0.000 | 0.000 | ||
| 60 | 2024.10.07 13:25 | modify | 16 | 0.10 | 147.901 | 148.103 | 147.203 | ||
| 61 | 2024.10.07 13:25 | modify | 15 | 0.10 | 148.403 | 148.103 | 147.203 | ||
| 62 | 2024.10.07 13:32 | s/l | 15 | 0.10 | 148.103 | 148.103 | 147.203 | 18.59 | 1561.60 |
| 63 | 2024.10.07 13:32 | s/l | 16 | 0.10 | 148.103 | 148.103 | 147.203 | -13.64 | 1547.96 |