Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 642.41 | Gross profit | 860.45 | Gross loss | -218.04 |
| Profit factor | 3.95 | Expected payoff | 37.79 | ||
| Absolute drawdown | 8.79 | Maximal drawdown | 175.62 (10.55%) | Relative drawdown | 10.55% (175.62) |
| Total trades | 17 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 98.87 | loss trade | -90.88 | |
| Average | profit trade | 66.19 | loss trade | -54.51 | |
| Maximum | consecutive wins (profit in money) | 4 (321.11) | consecutive losses (loss in money) | 1 (-90.88) | |
| Maximal | consecutive profit (count of wins) | 321.11 (4) | consecutive loss (count of losses) | -90.88 (1) | |
| Average | consecutive wins | 3 | 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 | 154.511 | 157.311 | ||
| 3 | 2024.06.12 19:00 | buy | 2 | 0.10 | 156.632 | 0.000 | 0.000 | ||
| 4 | 2024.06.12 19:00 | modify | 2 | 0.10 | 156.632 | 156.261 | 157.311 | ||
| 5 | 2024.06.12 19:00 | modify | 1 | 0.10 | 155.911 | 156.261 | 157.311 | ||
| 6 | 2024.06.13 09:00 | t/p | 1 | 0.10 | 157.311 | 156.261 | 157.311 | 90.90 | 1090.90 |
| 7 | 2024.06.13 09:00 | t/p | 2 | 0.10 | 157.311 | 156.261 | 157.311 | 45.05 | 1135.95 |
| 8 | 2024.06.26 17:00 | sell | 3 | 0.10 | 160.638 | 0.000 | 0.000 | ||
| 9 | 2024.06.26 17:00 | modify | 3 | 0.10 | 160.638 | 162.038 | 159.238 | ||
| 10 | 2024.07.11 13:00 | t/p | 3 | 0.10 | 159.238 | 162.038 | 159.238 | 63.99 | 1199.93 |
| 11 | 2024.07.11 16:00 | buy | 4 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 12 | 2024.07.11 16:00 | modify | 4 | 0.10 | 158.612 | 157.212 | 160.012 | ||
| 13 | 2024.07.12 02:00 | buy | 5 | 0.10 | 159.388 | 0.000 | 0.000 | ||
| 14 | 2024.07.12 02:00 | modify | 5 | 0.10 | 159.388 | 159.172 | 160.012 | ||
| 15 | 2024.07.12 02:00 | modify | 4 | 0.10 | 158.612 | 159.172 | 160.012 | ||
| 16 | 2024.07.12 03:00 | s/l | 4 | 0.10 | 159.172 | 159.172 | 160.012 | 35.77 | 1235.71 |
| 17 | 2024.07.12 03:00 | s/l | 5 | 0.10 | 159.172 | 159.172 | 160.012 | -13.56 | 1222.15 |
| 18 | 2024.07.17 10:00 | buy | 6 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 19 | 2024.07.17 10:00 | modify | 6 | 0.10 | 156.442 | 155.042 | 157.842 | ||
| 20 | 2024.07.18 16:00 | buy | 7 | 0.10 | 157.002 | 0.000 | 0.000 | ||
| 21 | 2024.07.18 16:00 | modify | 7 | 0.10 | 157.002 | 156.512 | 157.842 | ||
| 22 | 2024.07.18 16:00 | modify | 6 | 0.10 | 156.442 | 156.512 | 157.842 | ||
| 23 | 2024.07.18 18:00 | buy | 8 | 0.10 | 157.218 | 0.000 | 0.000 | ||
| 24 | 2024.07.18 18:00 | modify | 8 | 0.10 | 157.218 | 157.002 | 157.842 | ||
| 25 | 2024.07.18 18:00 | modify | 7 | 0.10 | 157.002 | 157.002 | 157.842 | ||
| 26 | 2024.07.18 18:00 | modify | 6 | 0.10 | 156.442 | 157.002 | 157.842 | ||
| 27 | 2024.07.19 06:00 | t/p | 6 | 0.10 | 157.842 | 157.002 | 157.842 | 91.23 | 1313.38 |
| 28 | 2024.07.19 06:00 | t/p | 7 | 0.10 | 157.842 | 157.002 | 157.842 | 53.86 | 1367.24 |
| 29 | 2024.07.19 06:00 | t/p | 8 | 0.10 | 157.842 | 157.002 | 157.842 | 40.17 | 1407.41 |
| 30 | 2024.07.24 16:00 | buy | 9 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 31 | 2024.07.24 16:00 | modify | 9 | 0.10 | 153.413 | 152.013 | 154.813 | ||
| 32 | 2024.07.25 09:00 | s/l | 9 | 0.10 | 152.013 | 152.013 | 154.813 | -89.82 | 1317.59 |
| 33 | 2024.08.15 15:00 | sell | 10 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 34 | 2024.08.15 15:00 | modify | 10 | 0.10 | 149.033 | 150.433 | 147.633 | ||
| 35 | 2024.08.18 21:00 | t/p | 10 | 0.10 | 147.633 | 150.433 | 147.633 | 93.43 | 1411.03 |
| 36 | 2024.08.30 18:00 | sell | 11 | 0.10 | 146.151 | 0.000 | 0.000 | ||
| 37 | 2024.08.30 18:00 | modify | 11 | 0.10 | 146.151 | 147.551 | 144.751 | ||
| 38 | 2024.09.03 21:00 | sell | 12 | 0.10 | 145.446 | 0.000 | 0.000 | ||
| 39 | 2024.09.03 21:00 | modify | 12 | 0.10 | 145.446 | 145.801 | 144.751 | ||
| 40 | 2024.09.03 21:00 | modify | 11 | 0.10 | 146.151 | 145.801 | 144.751 | ||
| 41 | 2024.09.04 15:00 | t/p | 11 | 0.10 | 144.751 | 145.801 | 144.751 | 92.84 | 1503.87 |
| 42 | 2024.09.04 15:00 | t/p | 12 | 0.10 | 144.751 | 145.801 | 144.751 | 46.79 | 1550.66 |
| 43 | 2024.10.23 14:00 | sell | 13 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 44 | 2024.10.23 14:00 | modify | 13 | 0.10 | 153.067 | 154.467 | 151.667 | ||
| 45 | 2024.10.24 18:00 | t/p | 13 | 0.10 | 151.667 | 154.467 | 151.667 | 88.04 | 1638.70 |
| 46 | 2024.11.27 12:00 | buy | 14 | 0.10 | 151.515 | 0.000 | 0.000 | ||
| 47 | 2024.11.27 12:00 | modify | 14 | 0.10 | 151.515 | 150.115 | 152.915 | ||
| 48 | 2024.11.29 02:00 | s/l | 14 | 0.10 | 150.115 | 150.115 | 152.915 | -90.88 | 1547.83 |
| 49 | 2024.12.19 11:00 | sell | 15 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 50 | 2024.12.19 11:00 | modify | 15 | 0.10 | 156.949 | 158.349 | 155.549 | ||
| 51 | 2024.12.22 22:00 | sell | 16 | 0.10 | 156.249 | 0.000 | 0.000 | ||
| 52 | 2024.12.22 22:00 | modify | 16 | 0.10 | 156.249 | 156.599 | 155.549 | ||
| 53 | 2024.12.22 22:00 | modify | 15 | 0.10 | 156.949 | 156.599 | 155.549 | ||
| 54 | 2024.12.23 01:00 | s/l | 15 | 0.10 | 156.599 | 156.599 | 155.549 | 19.49 | 1567.31 |
| 55 | 2024.12.23 01:00 | s/l | 16 | 0.10 | 156.599 | 156.599 | 155.549 | -23.78 | 1543.54 |
| 56 | 2025.04.21 10:00 | buy | 17 | 0.10 | 140.682 | 0.000 | 0.000 | ||
| 57 | 2025.04.21 10:00 | modify | 17 | 0.10 | 140.682 | 139.282 | 142.082 | ||
| 58 | 2025.04.22 22:00 | t/p | 17 | 0.10 | 142.082 | 139.282 | 142.082 | 98.87 | 1642.41 |