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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6541 | Ticks modelled | 39495493 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 683.83 | Gross profit | 963.93 | Gross loss | -280.11 |
| Profit factor | 3.44 | Expected payoff | 18.48 | ||
| Absolute drawdown | 93.92 | Maximal drawdown | 187.00 (13.11%) | Relative drawdown | 14.87% (177.53) |
| Total trades | 37 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 12 (41.67%) |
| Profit trades (% of total) | 22 (59.46%) | Loss trades (% of total) | 15 (40.54%) | ||
| Largest | profit trade | 101.52 | loss trade | -27.52 | |
| Average | profit trade | 43.82 | loss trade | -18.67 | |
| Maximum | consecutive wins (profit in money) | 5 (270.88) | consecutive losses (loss in money) | 3 (-81.14) | |
| Maximal | consecutive profit (count of wins) | 286.25 (4) | consecutive loss (count of losses) | -81.14 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 15:30 | 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 15:00 | s/l | 2 | 0.10 | 149.749 | 149.749 | 151.649 | -26.71 | 946.32 |
| 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 11:20 | s/l | 3 | 0.10 | 154.729 | 154.729 | 152.829 | -27.46 | 918.86 |
| 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 | 2024.06.07 15:29 | sell | 5 | 0.10 | 156.564 | 0.000 | 0.000 | ||
| 13 | 2024.06.07 15:29 | modify | 5 | 0.10 | 156.564 | 156.719 | 155.369 | ||
| 14 | 2024.06.07 15:29 | modify | 4 | 0.10 | 156.869 | 156.719 | 155.369 | ||
| 15 | 2024.06.07 17:01 | s/l | 4 | 0.10 | 156.719 | 156.719 | 155.369 | 9.57 | 928.43 |
| 16 | 2024.06.07 17:01 | s/l | 5 | 0.10 | 156.719 | 156.719 | 155.369 | -9.89 | 918.54 |
| 17 | 2024.06.12 16:00 | buy | 6 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 18 | 2024.06.12 16:00 | modify | 6 | 0.10 | 155.911 | 155.511 | 157.411 | ||
| 19 | 2024.06.12 18:00 | buy | 7 | 0.10 | 156.235 | 0.000 | 0.000 | ||
| 20 | 2024.06.12 18:00 | modify | 7 | 0.10 | 156.235 | 156.061 | 157.411 | ||
| 21 | 2024.06.12 18:00 | modify | 6 | 0.10 | 155.911 | 156.061 | 157.411 | ||
| 22 | 2024.06.12 18:00 | s/l | 6 | 0.10 | 156.061 | 156.061 | 157.411 | 9.61 | 928.15 |
| 23 | 2024.06.12 18:00 | s/l | 7 | 0.10 | 156.061 | 156.061 | 157.411 | -11.15 | 917.00 |
| 24 | 2024.07.11 16:00 | buy | 8 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 25 | 2024.07.11 16:00 | modify | 8 | 0.10 | 158.612 | 158.212 | 160.112 | ||
| 26 | 2024.07.11 17:53 | buy | 9 | 0.10 | 158.912 | 0.000 | 0.000 | ||
| 27 | 2024.07.11 17:53 | modify | 9 | 0.10 | 158.912 | 158.762 | 160.112 | ||
| 28 | 2024.07.11 17:53 | modify | 8 | 0.10 | 158.612 | 158.762 | 160.112 | ||
| 29 | 2024.07.11 18:03 | s/l | 8 | 0.10 | 158.762 | 158.762 | 160.112 | 9.45 | 926.45 |
| 30 | 2024.07.11 18:03 | s/l | 9 | 0.10 | 158.762 | 158.762 | 160.112 | -9.45 | 917.00 |
| 31 | 2024.07.24 16:00 | buy | 10 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 32 | 2024.07.24 16:00 | modify | 10 | 0.10 | 153.413 | 153.013 | 154.913 | ||
| 33 | 2024.07.24 17:16 | buy | 11 | 0.10 | 153.714 | 0.000 | 0.000 | ||
| 34 | 2024.07.24 17:16 | modify | 11 | 0.10 | 153.714 | 153.563 | 154.913 | ||
| 35 | 2024.07.24 17:16 | modify | 10 | 0.10 | 153.413 | 153.563 | 154.913 | ||
| 36 | 2024.07.24 18:48 | buy | 12 | 0.10 | 154.089 | 0.000 | 0.000 | ||
| 37 | 2024.07.24 18:48 | modify | 12 | 0.10 | 154.089 | 153.863 | 154.913 | ||
| 38 | 2024.07.24 18:48 | modify | 11 | 0.10 | 153.714 | 153.863 | 154.913 | ||
| 39 | 2024.07.24 18:48 | modify | 10 | 0.10 | 153.413 | 153.863 | 154.913 | ||
| 40 | 2024.07.24 20:59 | s/l | 10 | 0.10 | 153.863 | 153.863 | 154.913 | 29.25 | 946.25 |
| 41 | 2024.07.24 20:59 | s/l | 11 | 0.10 | 153.863 | 153.863 | 154.913 | 9.68 | 955.93 |
| 42 | 2024.07.24 20:59 | s/l | 12 | 0.10 | 153.863 | 153.863 | 154.913 | -14.69 | 941.24 |
| 43 | 2024.08.15 15:00 | sell | 13 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 44 | 2024.08.15 15:00 | modify | 13 | 0.10 | 149.033 | 149.433 | 147.533 | ||
| 45 | 2024.08.16 08:30 | sell | 14 | 0.10 | 148.726 | 0.000 | 0.000 | ||
| 46 | 2024.08.16 08:30 | modify | 14 | 0.10 | 148.726 | 148.883 | 147.533 | ||
| 47 | 2024.08.16 08:30 | modify | 13 | 0.10 | 149.033 | 148.883 | 147.533 | ||
| 48 | 2024.08.16 10:52 | sell | 15 | 0.10 | 148.354 | 0.000 | 0.000 | ||
| 49 | 2024.08.16 10:52 | modify | 15 | 0.10 | 148.354 | 148.583 | 147.533 | ||
| 50 | 2024.08.16 10:52 | modify | 14 | 0.10 | 148.726 | 148.583 | 147.533 | ||
| 51 | 2024.08.16 10:52 | modify | 13 | 0.10 | 149.033 | 148.583 | 147.533 | ||
| 52 | 2024.08.16 11:06 | sell | 16 | 0.10 | 148.208 | 0.000 | 0.000 | ||
| 53 | 2024.08.16 11:06 | modify | 16 | 0.10 | 148.208 | 148.433 | 147.533 | ||
| 54 | 2024.08.16 11:06 | modify | 15 | 0.10 | 148.354 | 148.433 | 147.533 | ||
| 55 | 2024.08.16 11:06 | modify | 14 | 0.10 | 148.726 | 148.433 | 147.533 | ||
| 56 | 2024.08.16 11:06 | modify | 13 | 0.10 | 149.033 | 148.433 | 147.533 | ||
| 57 | 2024.08.18 21:10 | t/p | 13 | 0.10 | 147.533 | 148.433 | 147.533 | 100.07 | 1041.31 |
| 58 | 2024.08.18 21:10 | t/p | 14 | 0.10 | 147.533 | 148.433 | 147.533 | 80.87 | 1122.18 |
| 59 | 2024.08.18 21:10 | t/p | 15 | 0.10 | 147.533 | 148.433 | 147.533 | 55.65 | 1177.83 |
| 60 | 2024.08.18 21:10 | t/p | 16 | 0.10 | 147.533 | 148.433 | 147.533 | 45.76 | 1223.59 |
| 61 | 2024.08.20 16:00 | buy | 17 | 0.10 | 145.725 | 0.000 | 0.000 | ||
| 62 | 2024.08.20 16:00 | modify | 17 | 0.10 | 145.725 | 145.325 | 147.225 | ||
| 63 | 2024.08.20 19:42 | s/l | 17 | 0.10 | 145.325 | 145.325 | 147.225 | -27.52 | 1196.07 |
| 64 | 2024.08.22 15:00 | sell | 18 | 0.10 | 146.234 | 0.000 | 0.000 | ||
| 65 | 2024.08.22 15:00 | modify | 18 | 0.10 | 146.234 | 146.634 | 144.734 | ||
| 66 | 2024.08.22 15:43 | sell | 19 | 0.10 | 145.934 | 0.000 | 0.000 | ||
| 67 | 2024.08.22 15:43 | modify | 19 | 0.10 | 145.934 | 146.084 | 144.734 | ||
| 68 | 2024.08.22 15:43 | modify | 18 | 0.10 | 146.234 | 146.084 | 144.734 | ||
| 69 | 2024.08.22 16:10 | s/l | 18 | 0.10 | 146.084 | 146.084 | 144.734 | 10.27 | 1206.34 |
| 70 | 2024.08.22 16:10 | s/l | 19 | 0.10 | 146.084 | 146.084 | 144.734 | -10.27 | 1196.07 |
| 71 | 2024.08.29 15:00 | sell | 20 | 0.10 | 145.347 | 0.000 | 0.000 | ||
| 72 | 2024.08.29 15:00 | modify | 20 | 0.10 | 145.347 | 145.747 | 143.847 | ||
| 73 | 2024.08.29 15:55 | sell | 21 | 0.10 | 145.047 | 0.000 | 0.000 | ||
| 74 | 2024.08.29 15:55 | modify | 21 | 0.10 | 145.047 | 145.197 | 143.847 | ||
| 75 | 2024.08.29 15:55 | modify | 20 | 0.10 | 145.347 | 145.197 | 143.847 | ||
| 76 | 2024.08.30 00:54 | sell | 22 | 0.10 | 144.669 | 0.000 | 0.000 | ||
| 77 | 2024.08.30 00:54 | modify | 22 | 0.10 | 144.669 | 144.897 | 143.847 | ||
| 78 | 2024.08.30 00:54 | modify | 21 | 0.10 | 145.047 | 144.897 | 143.847 | ||
| 79 | 2024.08.30 00:54 | modify | 20 | 0.10 | 145.347 | 144.897 | 143.847 | ||
| 80 | 2024.08.30 01:13 | s/l | 20 | 0.10 | 144.897 | 144.897 | 143.847 | 29.45 | 1225.53 |
| 81 | 2024.08.30 01:13 | s/l | 21 | 0.10 | 144.897 | 144.897 | 143.847 | 8.75 | 1234.28 |
| 82 | 2024.08.30 01:13 | s/l | 22 | 0.10 | 144.897 | 144.897 | 143.847 | -15.73 | 1218.55 |
| 83 | 2024.08.30 15:00 | sell | 23 | 0.10 | 145.591 | 0.000 | 0.000 | ||
| 84 | 2024.08.30 15:00 | modify | 23 | 0.10 | 145.591 | 145.991 | 144.091 | ||
| 85 | 2024.08.30 15:53 | s/l | 23 | 0.10 | 145.991 | 145.991 | 144.091 | -27.40 | 1191.15 |
| 86 | 2024.09.02 16:00 | sell | 24 | 0.10 | 146.950 | 0.000 | 0.000 | ||
| 87 | 2024.09.02 16:00 | modify | 24 | 0.10 | 146.950 | 147.350 | 145.450 | ||
| 88 | 2024.09.03 01:51 | sell | 25 | 0.10 | 146.649 | 0.000 | 0.000 | ||
| 89 | 2024.09.03 01:51 | modify | 25 | 0.10 | 146.649 | 146.800 | 145.450 | ||
| 90 | 2024.09.03 01:51 | modify | 24 | 0.10 | 146.950 | 146.800 | 145.450 | ||
| 91 | 2024.09.03 05:18 | sell | 26 | 0.10 | 146.272 | 0.000 | 0.000 | ||
| 92 | 2024.09.03 05:18 | modify | 26 | 0.10 | 146.272 | 146.500 | 145.450 | ||
| 93 | 2024.09.03 05:18 | modify | 25 | 0.10 | 146.649 | 146.500 | 145.450 | ||
| 94 | 2024.09.03 05:18 | modify | 24 | 0.10 | 146.950 | 146.500 | 145.450 | ||
| 95 | 2024.09.03 06:35 | sell | 27 | 0.10 | 146.116 | 0.000 | 0.000 | ||
| 96 | 2024.09.03 06:35 | modify | 27 | 0.10 | 146.116 | 146.350 | 145.450 | ||
| 97 | 2024.09.03 06:35 | modify | 26 | 0.10 | 146.272 | 146.350 | 145.450 | ||
| 98 | 2024.09.03 06:35 | modify | 25 | 0.10 | 146.649 | 146.350 | 145.450 | ||
| 99 | 2024.09.03 06:35 | modify | 24 | 0.10 | 146.950 | 146.350 | 145.450 | ||
| 100 | 2024.09.03 13:46 | t/p | 24 | 0.10 | 145.450 | 146.350 | 145.450 | 101.52 | 1292.67 |
| 101 | 2024.09.03 13:46 | t/p | 25 | 0.10 | 145.450 | 146.350 | 145.450 | 82.43 | 1375.10 |
| 102 | 2024.09.03 13:46 | t/p | 26 | 0.10 | 145.450 | 146.350 | 145.450 | 56.51 | 1431.61 |
| 103 | 2024.09.03 13:46 | t/p | 27 | 0.10 | 145.450 | 146.350 | 145.450 | 45.79 | 1477.40 |
| 104 | 2024.10.02 16:00 | sell | 28 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 105 | 2024.10.02 16:00 | modify | 28 | 0.10 | 146.046 | 146.446 | 144.546 | ||
| 106 | 2024.10.02 19:35 | s/l | 28 | 0.10 | 146.446 | 146.446 | 144.546 | -27.31 | 1450.09 |
| 107 | 2024.10.14 16:00 | sell | 29 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 108 | 2024.10.14 16:00 | modify | 29 | 0.10 | 149.825 | 150.225 | 148.325 | ||
| 109 | 2024.10.15 01:04 | sell | 30 | 0.10 | 149.525 | 0.000 | 0.000 | ||
| 110 | 2024.10.15 01:04 | modify | 30 | 0.10 | 149.525 | 149.675 | 148.325 | ||
| 111 | 2024.10.15 01:04 | modify | 29 | 0.10 | 149.825 | 149.675 | 148.325 | ||
| 112 | 2024.10.15 02:11 | s/l | 29 | 0.10 | 149.675 | 149.675 | 148.325 | 8.41 | 1458.50 |
| 113 | 2024.10.15 02:11 | s/l | 30 | 0.10 | 149.675 | 149.675 | 148.325 | -10.02 | 1448.48 |
| 114 | 2024.10.23 15:00 | sell | 31 | 0.10 | 153.024 | 0.000 | 0.000 | ||
| 115 | 2024.10.23 15:00 | modify | 31 | 0.10 | 153.024 | 153.424 | 151.524 | ||
| 116 | 2024.10.23 18:00 | sell | 32 | 0.10 | 152.723 | 0.000 | 0.000 | ||
| 117 | 2024.10.23 18:00 | modify | 32 | 0.10 | 152.723 | 152.874 | 151.524 | ||
| 118 | 2024.10.23 18:00 | modify | 31 | 0.10 | 153.024 | 152.874 | 151.524 | ||
| 119 | 2024.10.24 02:49 | sell | 33 | 0.10 | 152.349 | 0.000 | 0.000 | ||
| 120 | 2024.10.24 02:49 | modify | 33 | 0.10 | 152.349 | 152.574 | 151.524 | ||
| 121 | 2024.10.24 02:49 | modify | 32 | 0.10 | 152.723 | 152.574 | 151.524 | ||
| 122 | 2024.10.24 02:49 | modify | 31 | 0.10 | 153.024 | 152.574 | 151.524 | ||
| 123 | 2024.10.24 04:34 | sell | 34 | 0.10 | 152.198 | 0.000 | 0.000 | ||
| 124 | 2024.10.24 04:34 | modify | 34 | 0.10 | 152.198 | 152.424 | 151.524 | ||
| 125 | 2024.10.24 04:34 | modify | 33 | 0.10 | 152.349 | 152.424 | 151.524 | ||
| 126 | 2024.10.24 04:34 | modify | 32 | 0.10 | 152.723 | 152.424 | 151.524 | ||
| 127 | 2024.10.24 04:34 | modify | 31 | 0.10 | 153.024 | 152.424 | 151.524 | ||
| 128 | 2024.10.25 05:14 | t/p | 31 | 0.10 | 151.524 | 152.424 | 151.524 | 92.57 | 1541.05 |
| 129 | 2024.10.25 05:14 | t/p | 32 | 0.10 | 151.524 | 152.424 | 151.524 | 72.70 | 1613.75 |
| 130 | 2024.10.25 05:14 | t/p | 33 | 0.10 | 151.524 | 152.424 | 151.524 | 52.84 | 1666.59 |
| 131 | 2024.10.25 05:14 | t/p | 34 | 0.10 | 151.524 | 152.424 | 151.524 | 42.87 | 1709.47 |
| 132 | 2024.11.27 15:00 | buy | 35 | 0.10 | 151.390 | 0.000 | 0.000 | ||
| 133 | 2024.11.27 15:00 | modify | 35 | 0.10 | 151.390 | 150.990 | 152.890 | ||
| 134 | 2024.11.27 15:12 | buy | 36 | 0.10 | 151.692 | 0.000 | 0.000 | ||
| 135 | 2024.11.27 15:12 | modify | 36 | 0.10 | 151.692 | 151.540 | 152.890 | ||
| 136 | 2024.11.27 15:12 | modify | 35 | 0.10 | 151.390 | 151.540 | 152.890 | ||
| 137 | 2024.11.27 15:36 | s/l | 35 | 0.10 | 151.540 | 151.540 | 152.890 | 9.90 | 1719.37 |
| 138 | 2024.11.27 15:36 | s/l | 36 | 0.10 | 151.540 | 151.540 | 152.890 | -10.03 | 1709.34 |
| 139 | 2024.12.30 16:00 | buy | 37 | 0.10 | 157.204 | 0.000 | 0.000 | ||
| 140 | 2024.12.30 16:00 | modify | 37 | 0.10 | 157.204 | 156.804 | 158.704 | ||
| 141 | 2024.12.30 20:55 | s/l | 37 | 0.10 | 156.804 | 156.804 | 158.704 | -25.51 | 1683.83 |