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 21:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157516 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 677.29 | Gross profit | 757.35 | Gross loss | -80.06 |
| Profit factor | 9.46 | Expected payoff | 37.63 | ||
| Absolute drawdown | 12.46 | Maximal drawdown | 315.11 (20.98%) | Relative drawdown | 20.98% (315.11) |
| Total trades | 18 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
| Largest | profit trade | 103.92 | loss trade | -25.55 | |
| Average | profit trade | 54.10 | loss trade | -20.02 | |
| Maximum | consecutive wins (profit in money) | 7 (442.30) | consecutive losses (loss in money) | 2 (-29.76) | |
| Maximal | consecutive profit (count of wins) | 442.30 (7) | consecutive loss (count of losses) | -29.76 (2) | |
| Average | consecutive wins | 5 | 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 | 2024.06.12 18:20 | buy | 2 | 0.10 | 156.447 | 0.000 | 0.000 | ||
| 4 | 2024.06.12 18:20 | modify | 2 | 0.10 | 156.447 | 156.061 | 157.411 | ||
| 5 | 2024.06.12 18:20 | modify | 1 | 0.10 | 155.911 | 156.061 | 157.411 | ||
| 6 | 2024.06.12 18:55 | buy | 3 | 0.10 | 156.664 | 0.000 | 0.000 | ||
| 7 | 2024.06.12 18:55 | modify | 3 | 0.10 | 156.664 | 156.286 | 157.411 | ||
| 8 | 2024.06.12 18:55 | buy | 4 | 0.10 | 156.664 | 0.000 | 0.000 | ||
| 9 | 2024.06.12 18:55 | modify | 4 | 0.10 | 156.664 | 156.436 | 157.411 | ||
| 10 | 2024.06.12 18:55 | modify | 2 | 0.10 | 156.447 | 156.436 | 157.411 | ||
| 11 | 2024.06.12 18:55 | modify | 1 | 0.10 | 155.911 | 156.436 | 157.411 | ||
| 12 | 2024.06.12 18:57 | modify | 3 | 0.10 | 156.664 | 156.436 | 157.411 | ||
| 13 | 2024.06.14 03:15 | t/p | 1 | 0.10 | 157.411 | 156.436 | 157.411 | 99.15 | 1099.15 |
| 14 | 2024.06.14 03:15 | t/p | 2 | 0.10 | 157.411 | 156.436 | 157.411 | 65.12 | 1164.26 |
| 15 | 2024.06.14 03:15 | t/p | 3 | 0.10 | 157.411 | 156.436 | 157.411 | 51.34 | 1215.60 |
| 16 | 2024.06.14 03:15 | t/p | 4 | 0.10 | 157.411 | 156.436 | 157.411 | 51.34 | 1266.93 |
| 17 | 2024.07.17 10:00 | buy | 5 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 18 | 2024.07.17 10:00 | modify | 5 | 0.10 | 156.442 | 155.142 | 157.942 | ||
| 19 | 2024.07.18 16:17 | buy | 6 | 0.10 | 156.967 | 0.000 | 0.000 | ||
| 20 | 2024.07.18 16:17 | modify | 6 | 0.10 | 156.967 | 156.592 | 157.942 | ||
| 21 | 2024.07.18 16:17 | modify | 5 | 0.10 | 156.442 | 156.592 | 157.942 | ||
| 22 | 2024.07.18 17:20 | buy | 7 | 0.10 | 157.216 | 0.000 | 0.000 | ||
| 23 | 2024.07.18 17:20 | modify | 7 | 0.10 | 157.216 | 156.817 | 157.942 | ||
| 24 | 2024.07.18 17:20 | buy | 8 | 0.10 | 157.216 | 0.000 | 0.000 | ||
| 25 | 2024.07.18 17:20 | modify | 8 | 0.10 | 157.216 | 156.967 | 157.942 | ||
| 26 | 2024.07.18 17:20 | modify | 6 | 0.10 | 156.967 | 156.967 | 157.942 | ||
| 27 | 2024.07.18 17:20 | modify | 5 | 0.10 | 156.442 | 156.967 | 157.942 | ||
| 28 | 2024.07.18 17:22 | modify | 7 | 0.10 | 157.216 | 156.967 | 157.942 | ||
| 29 | 2024.07.19 07:07 | s/l | 5 | 0.10 | 156.967 | 156.967 | 157.942 | 37.37 | 1304.30 |
| 30 | 2024.07.19 07:07 | s/l | 6 | 0.10 | 156.967 | 156.967 | 157.942 | 0.98 | 1305.28 |
| 31 | 2024.07.19 07:07 | s/l | 7 | 0.10 | 156.967 | 156.967 | 157.942 | -14.88 | 1290.40 |
| 32 | 2024.07.19 07:07 | s/l | 8 | 0.10 | 156.967 | 156.967 | 157.942 | -14.88 | 1275.52 |
| 33 | 2024.07.24 16:00 | buy | 9 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 34 | 2024.07.24 16:00 | modify | 9 | 0.10 | 153.413 | 152.113 | 154.913 | ||
| 35 | 2024.07.24 18:15 | buy | 10 | 0.10 | 153.943 | 0.000 | 0.000 | ||
| 36 | 2024.07.24 18:15 | modify | 10 | 0.10 | 153.943 | 153.563 | 154.913 | ||
| 37 | 2024.07.24 18:15 | modify | 9 | 0.10 | 153.413 | 153.563 | 154.913 | ||
| 38 | 2024.07.24 21:50 | s/l | 9 | 0.10 | 153.563 | 153.563 | 154.913 | 9.77 | 1285.29 |
| 39 | 2024.07.24 21:50 | s/l | 10 | 0.10 | 153.563 | 153.563 | 154.913 | -24.75 | 1260.54 |
| 40 | 2024.08.05 07:00 | buy | 11 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 41 | 2024.08.05 07:00 | modify | 11 | 0.10 | 142.781 | 141.481 | 144.281 | ||
| 42 | 2024.08.05 15:20 | buy | 12 | 0.10 | 143.326 | 0.000 | 0.000 | ||
| 43 | 2024.08.05 15:20 | modify | 12 | 0.10 | 143.326 | 142.931 | 144.281 | ||
| 44 | 2024.08.05 15:20 | modify | 11 | 0.10 | 142.781 | 142.931 | 144.281 | ||
| 45 | 2024.08.05 16:10 | t/p | 11 | 0.10 | 144.281 | 142.931 | 144.281 | 103.92 | 1364.46 |
| 46 | 2024.08.05 16:10 | t/p | 12 | 0.10 | 144.281 | 142.931 | 144.281 | 66.16 | 1430.62 |
| 47 | 2024.08.15 15:00 | sell | 13 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 48 | 2024.08.15 15:00 | modify | 13 | 0.10 | 149.033 | 150.333 | 147.533 | ||
| 49 | 2024.08.16 10:27 | sell | 14 | 0.10 | 148.482 | 0.000 | 0.000 | ||
| 50 | 2024.08.16 10:27 | modify | 14 | 0.10 | 148.482 | 148.883 | 147.533 | ||
| 51 | 2024.08.16 10:27 | modify | 13 | 0.10 | 149.033 | 148.883 | 147.533 | ||
| 52 | 2024.08.16 11:10 | sell | 15 | 0.10 | 148.258 | 0.000 | 0.000 | ||
| 53 | 2024.08.16 11:10 | modify | 15 | 0.10 | 148.258 | 148.658 | 147.533 | ||
| 54 | 2024.08.16 11:10 | sell | 16 | 0.10 | 148.258 | 0.000 | 0.000 | ||
| 55 | 2024.08.16 11:10 | modify | 16 | 0.10 | 148.258 | 148.508 | 147.533 | ||
| 56 | 2024.08.16 11:10 | modify | 14 | 0.10 | 148.482 | 148.508 | 147.533 | ||
| 57 | 2024.08.16 11:10 | modify | 13 | 0.10 | 149.033 | 148.508 | 147.533 | ||
| 58 | 2024.08.16 11:12 | modify | 15 | 0.10 | 148.258 | 148.508 | 147.533 | ||
| 59 | 2024.08.18 21:02 | t/p | 13 | 0.10 | 147.533 | 148.508 | 147.533 | 100.06 | 1530.68 |
| 60 | 2024.08.18 21:02 | t/p | 14 | 0.10 | 147.533 | 148.508 | 147.533 | 64.32 | 1595.00 |
| 61 | 2024.08.18 21:02 | t/p | 15 | 0.10 | 147.533 | 148.508 | 147.533 | 49.14 | 1644.14 |
| 62 | 2024.08.18 21:02 | t/p | 16 | 0.10 | 147.533 | 148.508 | 147.533 | 49.14 | 1693.28 |
| 63 | 2024.12.19 11:00 | sell | 17 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 64 | 2024.12.19 11:00 | modify | 17 | 0.10 | 156.949 | 158.249 | 155.449 | ||
| 65 | 2024.12.19 13:37 | sell | 18 | 0.10 | 156.398 | 0.000 | 0.000 | ||
| 66 | 2024.12.19 13:37 | modify | 18 | 0.10 | 156.398 | 156.799 | 155.449 | ||
| 67 | 2024.12.19 13:37 | modify | 17 | 0.10 | 156.949 | 156.799 | 155.449 | ||
| 68 | 2024.12.19 13:45 | s/l | 17 | 0.10 | 156.799 | 156.799 | 155.449 | 9.56 | 1702.84 |
| 69 | 2024.12.19 13:45 | s/l | 18 | 0.10 | 156.799 | 156.799 | 155.449 | -25.55 | 1677.29 |