Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7242 | Ticks modelled | 13483 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 220.37 | Gross profit | 352.99 | Gross loss | -132.62 |
| Profit factor | 2.66 | Expected payoff | 24.49 | ||
| Absolute drawdown | 8.79 | Maximal drawdown | 201.76 (16.03%) | Relative drawdown | 16.03% (201.76) |
| Total trades | 9 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
| Largest | profit trade | 104.04 | loss trade | -77.82 | |
| Average | profit trade | 70.60 | loss trade | -33.15 | |
| Maximum | consecutive wins (profit in money) | 2 (204.01) | consecutive losses (loss in money) | 2 (-29.94) | |
| Maximal | consecutive profit (count of wins) | 204.01 (2) | consecutive loss (count of losses) | -77.82 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.12 16:00 | buy | 1 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 2 | 2024.06.12 16:00 | modify | 1 | 0.10 | 155.911 | 154.611 | 157.411 | ||
| 3 | 2024.06.14 04:00 | t/p | 1 | 0.10 | 157.411 | 154.611 | 157.411 | 98.97 | 1098.97 |
| 4 | 2024.07.17 10:00 | buy | 2 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 5 | 2024.07.17 10:00 | modify | 2 | 0.10 | 156.442 | 155.142 | 157.942 | ||
| 6 | 2024.07.18 18:00 | buy | 3 | 0.10 | 157.218 | 0.000 | 0.000 | ||
| 7 | 2024.07.18 18:00 | modify | 3 | 0.10 | 157.218 | 156.817 | 157.942 | ||
| 8 | 2024.07.18 18:00 | buy | 4 | 0.10 | 157.218 | 0.000 | 0.000 | ||
| 9 | 2024.07.18 18:00 | modify | 4 | 0.10 | 157.218 | 156.967 | 157.942 | ||
| 10 | 2024.07.18 18:00 | modify | 2 | 0.10 | 156.442 | 156.967 | 157.942 | ||
| 11 | 2024.07.18 19:00 | modify | 3 | 0.10 | 157.218 | 156.967 | 157.942 | ||
| 12 | 2024.07.19 08:00 | s/l | 2 | 0.10 | 156.967 | 156.967 | 157.942 | 37.29 | 1136.25 |
| 13 | 2024.07.19 08:00 | s/l | 3 | 0.10 | 156.967 | 156.967 | 157.942 | -14.97 | 1121.28 |
| 14 | 2024.07.19 08:00 | s/l | 4 | 0.10 | 156.967 | 156.967 | 157.942 | -14.97 | 1106.31 |
| 15 | 2024.07.24 16:00 | buy | 5 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 16 | 2024.07.24 16:00 | modify | 5 | 0.10 | 153.413 | 152.113 | 154.913 | ||
| 17 | 2024.07.25 00:00 | buy | 6 | 0.10 | 153.944 | 0.000 | 0.000 | ||
| 18 | 2024.07.25 00:00 | modify | 6 | 0.10 | 153.944 | 153.563 | 154.913 | ||
| 19 | 2024.07.25 00:00 | modify | 5 | 0.10 | 153.413 | 153.563 | 154.913 | ||
| 20 | 2024.07.25 01:00 | s/l | 5 | 0.10 | 153.563 | 153.563 | 154.913 | 12.73 | 1119.04 |
| 21 | 2024.07.25 01:00 | s/l | 6 | 0.10 | 153.563 | 153.563 | 154.913 | -24.86 | 1094.18 |
| 22 | 2024.08.05 07:00 | buy | 7 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 23 | 2024.08.05 07:00 | modify | 7 | 0.10 | 142.781 | 141.481 | 144.281 | ||
| 24 | 2024.08.05 17:00 | t/p | 7 | 0.10 | 144.281 | 141.481 | 144.281 | 104.04 | 1198.22 |
| 25 | 2024.08.15 15:00 | sell | 8 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 26 | 2024.08.15 15:00 | modify | 8 | 0.10 | 149.033 | 150.333 | 147.533 | ||
| 27 | 2024.08.18 22:00 | t/p | 8 | 0.10 | 147.533 | 150.333 | 147.533 | 99.97 | 1298.19 |
| 28 | 2024.12.19 11:00 | sell | 9 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 29 | 2024.12.19 11:00 | modify | 9 | 0.10 | 156.949 | 158.249 | 155.449 | ||
| 30 | 2024.12.31 21:59 | close at stop | 9 | 0.10 | 157.924 | 158.249 | 155.449 | -77.82 | 1220.37 |