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=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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 | 340.77 | Gross profit | 661.49 | Gross loss | -320.73 |
| Profit factor | 2.06 | Expected payoff | 15.49 | ||
| Absolute drawdown | 118.55 | Maximal drawdown | 118.55 (11.86%) | Relative drawdown | 11.86% (118.55) |
| Total trades | 22 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 9 (40.91%) | Loss trades (% of total) | 13 (59.09%) | ||
| Largest | profit trade | 101.92 | loss trade | -29.07 | |
| Average | profit trade | 73.50 | loss trade | -24.67 | |
| Maximum | consecutive wins (profit in money) | 3 (235.28) | consecutive losses (loss in money) | 4 (-109.76) | |
| Maximal | consecutive profit (count of wins) | 235.28 (3) | consecutive loss (count of losses) | -109.76 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.02 15:00 | sell | 1 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 2 | 2024.02.02 15:00 | modify | 1 | 0.10 | 147.886 | 148.286 | 146.386 | ||
| 3 | 2024.02.02 16:00 | s/l | 1 | 0.10 | 148.286 | 148.286 | 146.386 | -26.97 | 973.03 |
| 4 | 2024.03.05 15:00 | buy | 2 | 0.10 | 150.149 | 0.000 | 0.000 | ||
| 5 | 2024.03.05 15:00 | modify | 2 | 0.10 | 150.149 | 149.749 | 151.649 | ||
| 6 | 2024.03.05 16:00 | s/l | 2 | 0.10 | 149.749 | 149.749 | 151.649 | -26.67 | 946.36 |
| 7 | 2024.04.15 15:00 | sell | 3 | 0.10 | 154.329 | 0.000 | 0.000 | ||
| 8 | 2024.04.15 15:00 | modify | 3 | 0.10 | 154.329 | 154.729 | 152.829 | ||
| 9 | 2024.04.16 12:00 | s/l | 3 | 0.10 | 154.729 | 154.729 | 152.829 | -27.48 | 918.88 |
| 10 | 2024.06.07 15:00 | sell | 4 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 11 | 2024.06.07 15:00 | modify | 4 | 0.10 | 156.869 | 157.269 | 155.369 | ||
| 12 | 2024.06.11 01:00 | s/l | 4 | 0.10 | 157.269 | 157.269 | 155.369 | -28.65 | 890.24 |
| 13 | 2024.06.12 16:00 | buy | 5 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 14 | 2024.06.12 16:00 | modify | 5 | 0.10 | 155.911 | 155.511 | 157.411 | ||
| 15 | 2024.06.14 04:00 | t/p | 5 | 0.10 | 157.411 | 155.511 | 157.411 | 98.97 | 989.20 |
| 16 | 2024.07.11 16:00 | buy | 6 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 17 | 2024.07.11 16:00 | modify | 6 | 0.10 | 158.612 | 158.212 | 160.112 | ||
| 18 | 2024.07.11 23:00 | buy | 7 | 0.10 | 159.291 | 0.000 | 0.000 | ||
| 19 | 2024.07.11 23:00 | modify | 7 | 0.10 | 159.291 | 159.062 | 160.112 | ||
| 20 | 2024.07.11 23:00 | modify | 6 | 0.10 | 158.612 | 159.062 | 160.112 | ||
| 21 | 2024.07.12 00:00 | s/l | 6 | 0.10 | 159.062 | 159.062 | 160.112 | 29.41 | 1018.61 |
| 22 | 2024.07.12 00:00 | s/l | 7 | 0.10 | 159.062 | 159.062 | 160.112 | -13.49 | 1005.12 |
| 23 | 2024.07.24 16:00 | buy | 8 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 24 | 2024.07.24 16:00 | modify | 8 | 0.10 | 153.413 | 153.013 | 154.913 | ||
| 25 | 2024.07.25 01:00 | s/l | 8 | 0.10 | 153.013 | 153.013 | 154.913 | -23.16 | 981.96 |
| 26 | 2024.08.15 15:00 | sell | 9 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 27 | 2024.08.15 15:00 | modify | 9 | 0.10 | 149.033 | 149.433 | 147.533 | ||
| 28 | 2024.08.16 09:00 | sell | 10 | 0.10 | 148.711 | 0.000 | 0.000 | ||
| 29 | 2024.08.16 09:00 | modify | 10 | 0.10 | 148.711 | 148.883 | 147.533 | ||
| 30 | 2024.08.16 09:00 | modify | 9 | 0.10 | 149.033 | 148.883 | 147.533 | ||
| 31 | 2024.08.16 11:00 | sell | 11 | 0.10 | 148.353 | 0.000 | 0.000 | ||
| 32 | 2024.08.16 11:00 | modify | 11 | 0.10 | 148.353 | 148.583 | 147.533 | ||
| 33 | 2024.08.16 11:00 | modify | 10 | 0.10 | 148.711 | 148.583 | 147.533 | ||
| 34 | 2024.08.16 11:00 | modify | 9 | 0.10 | 149.033 | 148.583 | 147.533 | ||
| 35 | 2024.08.18 22:00 | t/p | 9 | 0.10 | 147.533 | 148.583 | 147.533 | 99.97 | 1081.93 |
| 36 | 2024.08.18 22:00 | t/p | 10 | 0.10 | 147.533 | 148.583 | 147.533 | 79.78 | 1161.71 |
| 37 | 2024.08.18 22:00 | t/p | 11 | 0.10 | 147.533 | 148.583 | 147.533 | 55.53 | 1217.24 |
| 38 | 2024.08.20 16:00 | buy | 12 | 0.10 | 145.725 | 0.000 | 0.000 | ||
| 39 | 2024.08.20 16:00 | modify | 12 | 0.10 | 145.725 | 145.325 | 147.225 | ||
| 40 | 2024.08.20 20:00 | s/l | 12 | 0.10 | 145.325 | 145.325 | 147.225 | -27.53 | 1189.71 |
| 41 | 2024.08.22 15:00 | sell | 13 | 0.10 | 146.234 | 0.000 | 0.000 | ||
| 42 | 2024.08.22 15:00 | modify | 13 | 0.10 | 146.234 | 146.634 | 144.734 | ||
| 43 | 2024.08.23 16:00 | t/p | 13 | 0.10 | 144.734 | 146.634 | 144.734 | 101.92 | 1291.63 |
| 44 | 2024.08.29 15:00 | sell | 14 | 0.10 | 145.347 | 0.000 | 0.000 | ||
| 45 | 2024.08.29 15:00 | modify | 14 | 0.10 | 145.347 | 145.747 | 143.847 | ||
| 46 | 2024.08.30 13:00 | s/l | 14 | 0.10 | 145.747 | 145.747 | 143.847 | -29.07 | 1262.56 |
| 47 | 2024.08.30 15:00 | sell | 15 | 0.10 | 145.591 | 0.000 | 0.000 | ||
| 48 | 2024.08.30 15:00 | modify | 15 | 0.10 | 145.591 | 145.991 | 144.091 | ||
| 49 | 2024.08.30 16:00 | s/l | 15 | 0.10 | 145.991 | 145.991 | 144.091 | -27.40 | 1235.16 |
| 50 | 2024.09.02 16:00 | sell | 16 | 0.10 | 146.950 | 0.000 | 0.000 | ||
| 51 | 2024.09.02 16:00 | modify | 16 | 0.10 | 146.950 | 147.350 | 145.450 | ||
| 52 | 2024.09.03 14:00 | t/p | 16 | 0.10 | 145.450 | 147.350 | 145.450 | 101.52 | 1336.69 |
| 53 | 2024.10.02 16:00 | sell | 17 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 54 | 2024.10.02 16:00 | modify | 17 | 0.10 | 146.046 | 146.446 | 144.546 | ||
| 55 | 2024.10.02 20:00 | s/l | 17 | 0.10 | 146.446 | 146.446 | 144.546 | -27.31 | 1309.38 |
| 56 | 2024.10.14 16:00 | sell | 18 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 57 | 2024.10.14 16:00 | modify | 18 | 0.10 | 149.825 | 150.225 | 148.325 | ||
| 58 | 2024.10.17 06:00 | sell | 19 | 0.10 | 149.510 | 0.000 | 0.000 | ||
| 59 | 2024.10.17 06:00 | modify | 19 | 0.10 | 149.510 | 149.675 | 148.325 | ||
| 60 | 2024.10.17 06:00 | modify | 18 | 0.10 | 149.825 | 149.675 | 148.325 | ||
| 61 | 2024.10.17 07:00 | s/l | 18 | 0.10 | 149.675 | 149.675 | 148.325 | 1.98 | 1311.36 |
| 62 | 2024.10.17 07:00 | s/l | 19 | 0.10 | 149.675 | 149.675 | 148.325 | -11.03 | 1300.33 |
| 63 | 2024.10.23 15:00 | sell | 20 | 0.10 | 153.024 | 0.000 | 0.000 | ||
| 64 | 2024.10.23 15:00 | modify | 20 | 0.10 | 153.024 | 153.424 | 151.524 | ||
| 65 | 2024.10.25 06:00 | t/p | 20 | 0.10 | 151.524 | 153.424 | 151.524 | 92.41 | 1392.74 |
| 66 | 2024.11.27 15:00 | buy | 21 | 0.10 | 151.390 | 0.000 | 0.000 | ||
| 67 | 2024.11.27 15:00 | modify | 21 | 0.10 | 151.390 | 150.990 | 152.890 | ||
| 68 | 2024.11.27 16:00 | s/l | 21 | 0.10 | 150.990 | 150.990 | 152.890 | -26.47 | 1366.27 |
| 69 | 2024.12.30 16:00 | buy | 22 | 0.10 | 157.204 | 0.000 | 0.000 | ||
| 70 | 2024.12.30 16:00 | modify | 22 | 0.10 | 157.204 | 156.804 | 158.704 | ||
| 71 | 2024.12.30 21:00 | s/l | 22 | 0.10 | 156.804 | 156.804 | 158.704 | -25.50 | 1340.77 |