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 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157016 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 781.60 | Gross profit | 975.68 | Gross loss | -194.07 |
| Profit factor | 5.03 | Expected payoff | 27.91 | ||
| Absolute drawdown | 38.56 | Maximal drawdown | 205.61 (11.47%) | Relative drawdown | 11.47% (205.61) |
| Total trades | 28 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
| Largest | profit trade | 93.46 | loss trade | -106.87 | |
| Average | profit trade | 48.78 | loss trade | -24.26 | |
| Maximum | consecutive wins (profit in money) | 10 (490.14) | consecutive losses (loss in money) | 3 (-123.41) | |
| Maximal | consecutive profit (count of wins) | 490.14 (10) | consecutive loss (count of losses) | -123.41 (3) | |
| Average | consecutive wins | 3 | 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 12:55 | sell | 2 | 0.10 | 156.164 | 0.000 | 0.000 | ||
| 4 | 2024.06.12 12:55 | modify | 2 | 0.10 | 156.164 | 156.379 | 155.469 | ||
| 5 | 2024.06.12 12:55 | modify | 1 | 0.10 | 156.869 | 156.379 | 155.469 | ||
| 6 | 2024.06.12 12:57 | s/l | 1 | 0.10 | 156.379 | 156.379 | 155.469 | 27.12 | 1027.12 |
| 7 | 2024.06.12 12:57 | s/l | 2 | 0.10 | 156.379 | 156.379 | 155.469 | -13.73 | 1013.39 |
| 8 | 2024.06.12 16:00 | buy | 3 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 9 | 2024.06.12 16:00 | modify | 3 | 0.10 | 155.911 | 154.411 | 157.311 | ||
| 10 | 2024.06.12 18:40 | buy | 4 | 0.10 | 156.403 | 0.000 | 0.000 | ||
| 11 | 2024.06.12 18:40 | modify | 4 | 0.10 | 156.403 | 155.981 | 157.311 | ||
| 12 | 2024.06.12 18:40 | modify | 3 | 0.10 | 155.911 | 155.981 | 157.311 | ||
| 13 | 2024.06.12 18:59 | buy | 5 | 0.10 | 156.629 | 0.000 | 0.000 | ||
| 14 | 2024.06.12 18:59 | modify | 5 | 0.10 | 156.629 | 156.401 | 157.311 | ||
| 15 | 2024.06.12 18:59 | modify | 4 | 0.10 | 156.403 | 156.401 | 157.311 | ||
| 16 | 2024.06.12 18:59 | modify | 3 | 0.10 | 155.911 | 156.401 | 157.311 | ||
| 17 | 2024.06.12 19:15 | buy | 6 | 0.10 | 156.779 | 0.000 | 0.000 | ||
| 18 | 2024.06.12 19:15 | modify | 6 | 0.10 | 156.779 | 156.261 | 157.311 | ||
| 19 | 2024.06.12 19:17 | modify | 6 | 0.10 | 156.779 | 156.401 | 157.311 | ||
| 20 | 2024.06.13 08:07 | t/p | 3 | 0.10 | 157.311 | 156.401 | 157.311 | 90.78 | 1104.16 |
| 21 | 2024.06.13 08:07 | t/p | 4 | 0.10 | 157.311 | 156.401 | 157.311 | 59.50 | 1163.66 |
| 22 | 2024.06.13 08:07 | t/p | 5 | 0.10 | 157.311 | 156.401 | 157.311 | 45.13 | 1208.79 |
| 23 | 2024.06.13 08:07 | t/p | 6 | 0.10 | 157.311 | 156.401 | 157.311 | 35.60 | 1244.39 |
| 24 | 2024.07.17 10:00 | buy | 7 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 25 | 2024.07.17 10:00 | modify | 7 | 0.10 | 156.442 | 154.942 | 157.842 | ||
| 26 | 2024.07.18 15:45 | buy | 8 | 0.10 | 156.948 | 0.000 | 0.000 | ||
| 27 | 2024.07.18 15:45 | modify | 8 | 0.10 | 156.948 | 156.512 | 157.842 | ||
| 28 | 2024.07.18 15:45 | modify | 7 | 0.10 | 156.442 | 156.512 | 157.842 | ||
| 29 | 2024.07.18 17:10 | buy | 9 | 0.10 | 157.165 | 0.000 | 0.000 | ||
| 30 | 2024.07.18 17:10 | modify | 9 | 0.10 | 157.165 | 156.932 | 157.842 | ||
| 31 | 2024.07.18 17:10 | modify | 8 | 0.10 | 156.948 | 156.932 | 157.842 | ||
| 32 | 2024.07.18 17:10 | modify | 7 | 0.10 | 156.442 | 156.932 | 157.842 | ||
| 33 | 2024.07.18 18:33 | buy | 10 | 0.10 | 157.290 | 0.000 | 0.000 | ||
| 34 | 2024.07.18 18:33 | modify | 10 | 0.10 | 157.290 | 156.792 | 157.842 | ||
| 35 | 2024.07.18 18:36 | modify | 10 | 0.10 | 157.290 | 156.932 | 157.842 | ||
| 36 | 2024.07.19 05:50 | t/p | 7 | 0.10 | 157.842 | 156.932 | 157.842 | 91.05 | 1335.44 |
| 37 | 2024.07.19 05:50 | t/p | 8 | 0.10 | 157.842 | 156.932 | 157.842 | 57.22 | 1392.66 |
| 38 | 2024.07.19 05:50 | t/p | 9 | 0.10 | 157.842 | 156.932 | 157.842 | 43.47 | 1436.14 |
| 39 | 2024.07.19 05:50 | t/p | 10 | 0.10 | 157.842 | 156.932 | 157.842 | 35.55 | 1471.69 |
| 40 | 2024.07.24 16:00 | buy | 11 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 41 | 2024.07.24 16:00 | modify | 11 | 0.10 | 153.413 | 151.913 | 154.813 | ||
| 42 | 2024.07.24 18:10 | buy | 12 | 0.10 | 153.903 | 0.000 | 0.000 | ||
| 43 | 2024.07.24 18:10 | modify | 12 | 0.10 | 153.903 | 153.483 | 154.813 | ||
| 44 | 2024.07.24 18:10 | modify | 11 | 0.10 | 153.413 | 153.483 | 154.813 | ||
| 45 | 2024.07.24 19:07 | buy | 13 | 0.10 | 154.126 | 0.000 | 0.000 | ||
| 46 | 2024.07.24 19:07 | modify | 13 | 0.10 | 154.126 | 153.903 | 154.813 | ||
| 47 | 2024.07.24 19:07 | modify | 12 | 0.10 | 153.903 | 153.903 | 154.813 | ||
| 48 | 2024.07.24 19:07 | modify | 11 | 0.10 | 153.413 | 153.903 | 154.813 | ||
| 49 | 2024.07.24 19:32 | s/l | 11 | 0.10 | 153.903 | 153.903 | 154.813 | 31.84 | 1503.53 |
| 50 | 2024.07.24 19:32 | s/l | 12 | 0.10 | 153.903 | 153.903 | 154.813 | 0.00 | 1503.53 |
| 51 | 2024.07.24 19:32 | s/l | 13 | 0.10 | 153.903 | 153.903 | 154.813 | -14.50 | 1489.03 |
| 52 | 2024.08.15 15:00 | sell | 14 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 53 | 2024.08.15 15:00 | modify | 14 | 0.10 | 149.033 | 150.533 | 147.633 | ||
| 54 | 2024.08.16 10:15 | sell | 15 | 0.10 | 148.529 | 0.000 | 0.000 | ||
| 55 | 2024.08.16 10:15 | modify | 15 | 0.10 | 148.529 | 148.963 | 147.633 | ||
| 56 | 2024.08.16 10:15 | modify | 14 | 0.10 | 149.033 | 148.963 | 147.633 | ||
| 57 | 2024.08.16 10:50 | sell | 16 | 0.10 | 148.323 | 0.000 | 0.000 | ||
| 58 | 2024.08.16 10:50 | modify | 16 | 0.10 | 148.323 | 148.543 | 147.633 | ||
| 59 | 2024.08.16 10:50 | modify | 15 | 0.10 | 148.529 | 148.543 | 147.633 | ||
| 60 | 2024.08.16 10:50 | modify | 14 | 0.10 | 149.033 | 148.543 | 147.633 | ||
| 61 | 2024.08.16 11:15 | sell | 17 | 0.10 | 148.186 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 11:15 | modify | 17 | 0.10 | 148.186 | 148.683 | 147.633 | ||
| 63 | 2024.08.16 11:17 | modify | 17 | 0.10 | 148.186 | 148.543 | 147.633 | ||
| 64 | 2024.08.16 20:20 | t/p | 14 | 0.10 | 147.633 | 148.543 | 147.633 | 93.46 | 1582.49 |
| 65 | 2024.08.16 20:20 | t/p | 15 | 0.10 | 147.633 | 148.543 | 147.633 | 60.71 | 1643.20 |
| 66 | 2024.08.16 20:20 | t/p | 16 | 0.10 | 147.633 | 148.543 | 147.633 | 46.75 | 1689.95 |
| 67 | 2024.08.16 20:20 | t/p | 17 | 0.10 | 147.633 | 148.543 | 147.633 | 37.47 | 1727.42 |
| 68 | 2024.09.20 12:00 | sell | 18 | 0.10 | 144.217 | 0.000 | 0.000 | ||
| 69 | 2024.09.20 12:00 | modify | 18 | 0.10 | 144.217 | 145.717 | 142.817 | ||
| 70 | 2024.09.20 12:45 | sell | 19 | 0.10 | 143.712 | 0.000 | 0.000 | ||
| 71 | 2024.09.20 12:45 | modify | 19 | 0.10 | 143.712 | 144.147 | 142.817 | ||
| 72 | 2024.09.20 12:45 | modify | 18 | 0.10 | 144.217 | 144.147 | 142.817 | ||
| 73 | 2024.09.20 13:02 | sell | 20 | 0.10 | 143.504 | 0.000 | 0.000 | ||
| 74 | 2024.09.20 13:02 | modify | 20 | 0.10 | 143.504 | 143.727 | 142.817 | ||
| 75 | 2024.09.20 13:02 | modify | 19 | 0.10 | 143.712 | 143.727 | 142.817 | ||
| 76 | 2024.09.20 13:02 | modify | 18 | 0.10 | 144.217 | 143.727 | 142.817 | ||
| 77 | 2024.09.20 13:15 | s/l | 18 | 0.10 | 143.727 | 143.727 | 142.817 | 34.08 | 1761.50 |
| 78 | 2024.09.20 13:15 | s/l | 19 | 0.10 | 143.727 | 143.727 | 142.817 | -1.04 | 1760.46 |
| 79 | 2024.09.20 13:15 | s/l | 20 | 0.10 | 143.727 | 143.727 | 142.817 | -15.50 | 1744.96 |
| 80 | 2024.10.02 16:00 | sell | 21 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 81 | 2024.10.02 16:00 | modify | 21 | 0.10 | 146.046 | 147.546 | 144.646 | ||
| 82 | 2024.10.04 12:45 | s/l | 21 | 0.10 | 147.546 | 147.546 | 144.646 | -106.87 | 1638.09 |
| 83 | 2024.10.04 14:00 | sell | 22 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 84 | 2024.10.04 14:00 | modify | 22 | 0.10 | 148.403 | 149.903 | 147.003 | ||
| 85 | 2024.10.07 13:25 | sell | 23 | 0.10 | 147.901 | 0.000 | 0.000 | ||
| 86 | 2024.10.07 13:25 | modify | 23 | 0.10 | 147.901 | 148.333 | 147.003 | ||
| 87 | 2024.10.07 13:25 | modify | 22 | 0.10 | 148.403 | 148.333 | 147.003 | ||
| 88 | 2024.10.07 22:59 | sell | 24 | 0.10 | 147.695 | 0.000 | 0.000 | ||
| 89 | 2024.10.07 22:59 | modify | 24 | 0.10 | 147.695 | 147.913 | 147.003 | ||
| 90 | 2024.10.07 22:59 | modify | 23 | 0.10 | 147.901 | 147.913 | 147.003 | ||
| 91 | 2024.10.07 22:59 | modify | 22 | 0.10 | 148.403 | 147.913 | 147.003 | ||
| 92 | 2024.10.07 23:15 | s/l | 22 | 0.10 | 147.913 | 147.913 | 147.003 | 31.72 | 1669.81 |
| 93 | 2024.10.07 23:15 | s/l | 23 | 0.10 | 147.913 | 147.913 | 147.003 | -0.81 | 1669.00 |
| 94 | 2024.10.07 23:15 | s/l | 24 | 0.10 | 147.913 | 147.913 | 147.003 | -14.73 | 1654.27 |
| 95 | 2024.12.19 11:00 | sell | 25 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 96 | 2024.12.19 11:00 | modify | 25 | 0.10 | 156.949 | 158.449 | 155.549 | ||
| 97 | 2024.12.19 13:32 | sell | 26 | 0.10 | 156.457 | 0.000 | 0.000 | ||
| 98 | 2024.12.19 13:32 | modify | 26 | 0.10 | 156.457 | 156.879 | 155.549 | ||
| 99 | 2024.12.19 13:32 | modify | 25 | 0.10 | 156.949 | 156.879 | 155.549 | ||
| 100 | 2024.12.19 13:45 | s/l | 25 | 0.10 | 156.879 | 156.879 | 155.549 | 4.46 | 1658.73 |
| 101 | 2024.12.19 13:45 | s/l | 26 | 0.10 | 156.879 | 156.879 | 155.549 | -26.89 | 1631.84 |
| 102 | 2025.01.27 13:00 | buy | 27 | 0.10 | 154.069 | 0.000 | 0.000 | ||
| 103 | 2025.01.27 13:00 | modify | 27 | 0.10 | 154.069 | 152.569 | 155.469 | ||
| 104 | 2025.01.27 18:42 | buy | 28 | 0.10 | 154.559 | 0.000 | 0.000 | ||
| 105 | 2025.01.27 18:42 | modify | 28 | 0.10 | 154.559 | 154.139 | 155.469 | ||
| 106 | 2025.01.27 18:42 | modify | 27 | 0.10 | 154.069 | 154.139 | 155.469 | ||
| 107 | 2025.01.28 01:20 | t/p | 27 | 0.10 | 155.469 | 154.139 | 155.469 | 90.64 | 1722.48 |
| 108 | 2025.01.28 01:20 | t/p | 28 | 0.10 | 155.469 | 154.139 | 155.469 | 59.12 | 1781.60 |