Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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 | 7215 | Ticks modelled | 13430 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 422.72 | Gross profit | 630.38 | Gross loss | -207.66 |
| Profit factor | 3.04 | Expected payoff | 24.87 | ||
| Absolute drawdown | 37.23 | Maximal drawdown | 213.50 (14.83%) | Relative drawdown | 14.83% (213.50) |
| Total trades | 17 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
| Largest | profit trade | 93.86 | loss trade | -106.48 | |
| Average | profit trade | 57.31 | loss trade | -34.61 | |
| Maximum | consecutive wins (profit in money) | 6 (394.14) | consecutive losses (loss in money) | 2 (-141.18) | |
| Maximal | consecutive profit (count of wins) | 394.14 (6) | consecutive loss (count of losses) | -141.18 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.07 15:00 | sell | 1 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 2 | 2024.06.07 15:00 | modify | 1 | 0.10 | 156.869 | 158.369 | 155.469 | ||
| 3 | 2024.06.12 13:00 | sell | 2 | 0.10 | 156.161 | 0.000 | 0.000 | ||
| 4 | 2024.06.12 13:00 | modify | 2 | 0.10 | 156.161 | 156.379 | 155.469 | ||
| 5 | 2024.06.12 13:00 | modify | 1 | 0.10 | 156.869 | 156.379 | 155.469 | ||
| 6 | 2024.06.12 19:00 | s/l | 1 | 0.10 | 156.379 | 156.379 | 155.469 | 27.09 | 1027.09 |
| 7 | 2024.06.12 19:00 | s/l | 2 | 0.10 | 156.379 | 156.379 | 155.469 | -13.92 | 1013.17 |
| 8 | 2024.07.17 10:00 | buy | 3 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 9 | 2024.07.17 10:00 | modify | 3 | 0.10 | 156.442 | 154.942 | 157.842 | ||
| 10 | 2024.07.18 19:00 | buy | 4 | 0.10 | 157.311 | 0.000 | 0.000 | ||
| 11 | 2024.07.18 19:00 | modify | 4 | 0.10 | 157.311 | 156.792 | 157.842 | ||
| 12 | 2024.07.18 19:00 | modify | 3 | 0.10 | 156.442 | 156.792 | 157.842 | ||
| 13 | 2024.07.19 06:00 | t/p | 3 | 0.10 | 157.842 | 156.792 | 157.842 | 91.11 | 1104.28 |
| 14 | 2024.07.19 06:00 | t/p | 4 | 0.10 | 157.842 | 156.792 | 157.842 | 34.25 | 1138.53 |
| 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 | 151.913 | 154.813 | ||
| 17 | 2024.07.29 13:00 | buy | 6 | 0.10 | 153.915 | 0.000 | 0.000 | ||
| 18 | 2024.07.29 13:00 | modify | 6 | 0.10 | 153.915 | 153.483 | 154.813 | ||
| 19 | 2024.07.29 13:00 | modify | 5 | 0.10 | 153.413 | 153.483 | 154.813 | ||
| 20 | 2024.07.30 07:00 | t/p | 5 | 0.10 | 154.813 | 153.483 | 154.813 | 93.86 | 1232.39 |
| 21 | 2024.07.30 07:00 | t/p | 6 | 0.10 | 154.813 | 153.483 | 154.813 | 58.51 | 1290.90 |
| 22 | 2024.08.15 15:00 | sell | 7 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 23 | 2024.08.15 15:00 | modify | 7 | 0.10 | 149.033 | 150.533 | 147.633 | ||
| 24 | 2024.08.18 21:00 | t/p | 7 | 0.10 | 147.633 | 150.533 | 147.633 | 93.46 | 1384.36 |
| 25 | 2024.09.20 12:00 | sell | 8 | 0.10 | 144.217 | 0.000 | 0.000 | ||
| 26 | 2024.09.20 12:00 | modify | 8 | 0.10 | 144.217 | 145.717 | 142.817 | ||
| 27 | 2024.09.23 11:00 | sell | 9 | 0.10 | 143.368 | 0.000 | 0.000 | ||
| 28 | 2024.09.23 11:00 | modify | 9 | 0.10 | 143.368 | 143.867 | 142.817 | ||
| 29 | 2024.09.23 11:00 | modify | 8 | 0.10 | 144.217 | 143.867 | 142.817 | ||
| 30 | 2024.09.23 13:00 | s/l | 8 | 0.10 | 143.867 | 143.867 | 142.817 | 22.94 | 1407.30 |
| 31 | 2024.09.23 13:00 | s/l | 9 | 0.10 | 143.867 | 143.867 | 142.817 | -34.70 | 1372.60 |
| 32 | 2024.10.02 16:00 | sell | 10 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 33 | 2024.10.02 16:00 | modify | 10 | 0.10 | 146.046 | 147.546 | 144.646 | ||
| 34 | 2024.10.04 13:00 | s/l | 10 | 0.10 | 147.546 | 147.546 | 144.646 | -106.48 | 1266.12 |
| 35 | 2024.10.04 14:00 | sell | 11 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 36 | 2024.10.04 14:00 | modify | 11 | 0.10 | 148.403 | 149.903 | 147.003 | ||
| 37 | 2024.10.07 23:00 | sell | 12 | 0.10 | 147.689 | 0.000 | 0.000 | ||
| 38 | 2024.10.07 23:00 | modify | 12 | 0.10 | 147.689 | 147.913 | 147.003 | ||
| 39 | 2024.10.07 23:00 | modify | 11 | 0.10 | 148.403 | 147.913 | 147.003 | ||
| 40 | 2024.10.08 00:00 | s/l | 11 | 0.10 | 147.913 | 147.913 | 147.003 | 30.27 | 1296.39 |
| 41 | 2024.10.08 00:00 | s/l | 12 | 0.10 | 147.913 | 147.913 | 147.003 | -16.52 | 1279.88 |
| 42 | 2024.12.19 11:00 | sell | 13 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 43 | 2024.12.19 11:00 | modify | 13 | 0.10 | 156.949 | 158.449 | 155.549 | ||
| 44 | 2024.12.20 17:00 | sell | 14 | 0.10 | 156.105 | 0.000 | 0.000 | ||
| 45 | 2024.12.20 17:00 | modify | 14 | 0.10 | 156.105 | 156.599 | 155.549 | ||
| 46 | 2024.12.20 17:00 | modify | 13 | 0.10 | 156.949 | 156.599 | 155.549 | ||
| 47 | 2024.12.22 22:00 | sell | 15 | 0.10 | 156.249 | 0.000 | 0.000 | ||
| 48 | 2024.12.22 22:00 | modify | 15 | 0.10 | 156.249 | 156.459 | 155.549 | ||
| 49 | 2024.12.22 22:00 | modify | 14 | 0.10 | 156.105 | 156.459 | 155.549 | ||
| 50 | 2024.12.22 22:00 | modify | 13 | 0.10 | 156.949 | 156.459 | 155.549 | ||
| 51 | 2024.12.22 23:00 | s/l | 13 | 0.10 | 156.459 | 156.459 | 155.549 | 29.90 | 1309.78 |
| 52 | 2024.12.22 23:00 | s/l | 14 | 0.10 | 156.459 | 156.459 | 155.549 | -22.62 | 1287.16 |
| 53 | 2024.12.22 23:00 | s/l | 15 | 0.10 | 156.459 | 156.459 | 155.549 | -13.42 | 1273.74 |
| 54 | 2025.01.27 13:00 | buy | 16 | 0.10 | 154.069 | 0.000 | 0.000 | ||
| 55 | 2025.01.27 13:00 | modify | 16 | 0.10 | 154.069 | 152.569 | 155.469 | ||
| 56 | 2025.01.27 20:00 | buy | 17 | 0.10 | 154.571 | 0.000 | 0.000 | ||
| 57 | 2025.01.27 20:00 | modify | 17 | 0.10 | 154.571 | 154.139 | 155.469 | ||
| 58 | 2025.01.27 20:00 | modify | 16 | 0.10 | 154.069 | 154.139 | 155.469 | ||
| 59 | 2025.01.28 02:00 | t/p | 16 | 0.10 | 155.469 | 154.139 | 155.469 | 90.63 | 1364.37 |
| 60 | 2025.01.28 02:00 | t/p | 17 | 0.10 | 155.469 | 154.139 | 155.469 | 58.35 | 1422.72 |