Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 633.84 | Gross profit | 996.06 | Gross loss | -362.22 |
| Profit factor | 2.75 | Expected payoff | 28.81 | ||
| Absolute drawdown | 47.93 | Maximal drawdown | 220.32 (12.90%) | Relative drawdown | 12.90% (220.32) |
| Total trades | 22 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 97.10 | loss trade | -103.87 | |
| Average | profit trade | 66.40 | loss trade | -51.75 | |
| Maximum | consecutive wins (profit in money) | 6 (393.62) | consecutive losses (loss in money) | 2 (-31.06) | |
| Maximal | consecutive profit (count of wins) | 393.62 (6) | consecutive loss (count of losses) | -103.87 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 10:00 | buy | 1 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 2 | 2024.07.17 10:00 | modify | 1 | 0.10 | 156.442 | 154.942 | 157.842 | ||
| 3 | 2024.07.18 16:00 | buy | 2 | 0.10 | 157.002 | 0.000 | 0.000 | ||
| 4 | 2024.07.18 16:00 | modify | 2 | 0.10 | 157.002 | 156.582 | 157.842 | ||
| 5 | 2024.07.18 16:00 | buy | 3 | 0.10 | 157.002 | 0.000 | 0.000 | ||
| 6 | 2024.07.18 16:00 | modify | 3 | 0.10 | 157.002 | 156.792 | 157.842 | ||
| 7 | 2024.07.18 16:00 | modify | 1 | 0.10 | 156.442 | 156.792 | 157.842 | ||
| 8 | 2024.07.18 17:00 | modify | 2 | 0.10 | 157.002 | 156.792 | 157.842 | ||
| 9 | 2024.07.19 06:00 | t/p | 1 | 0.10 | 157.842 | 156.792 | 157.842 | 90.53 | 1090.53 |
| 10 | 2024.07.19 06:00 | t/p | 2 | 0.10 | 157.842 | 156.792 | 157.842 | 53.69 | 1144.22 |
| 11 | 2024.07.19 06:00 | t/p | 3 | 0.10 | 157.842 | 156.792 | 157.842 | 53.69 | 1197.91 |
| 12 | 2024.07.31 09:00 | buy | 4 | 0.10 | 150.947 | 0.000 | 0.000 | ||
| 13 | 2024.07.31 09:00 | modify | 4 | 0.10 | 150.947 | 149.447 | 152.347 | ||
| 14 | 2024.08.01 01:00 | s/l | 4 | 0.10 | 149.447 | 149.447 | 152.347 | -99.04 | 1098.87 |
| 15 | 2024.08.05 07:00 | buy | 5 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 16 | 2024.08.05 07:00 | modify | 5 | 0.10 | 142.781 | 141.281 | 144.181 | ||
| 17 | 2024.08.05 17:00 | t/p | 5 | 0.10 | 144.181 | 141.281 | 144.181 | 97.10 | 1195.97 |
| 18 | 2024.08.15 15:00 | sell | 6 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 19 | 2024.08.15 15:00 | modify | 6 | 0.10 | 149.033 | 150.533 | 147.633 | ||
| 20 | 2024.08.18 21:00 | t/p | 6 | 0.10 | 147.633 | 150.533 | 147.633 | 93.55 | 1289.53 |
| 21 | 2024.10.04 14:00 | sell | 7 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 22 | 2024.10.04 14:00 | modify | 7 | 0.10 | 148.403 | 149.903 | 147.003 | ||
| 23 | 2024.10.08 01:00 | sell | 8 | 0.10 | 147.823 | 0.000 | 0.000 | ||
| 24 | 2024.10.08 01:00 | modify | 8 | 0.10 | 147.823 | 148.263 | 147.003 | ||
| 25 | 2024.10.08 01:00 | sell | 9 | 0.10 | 147.823 | 0.000 | 0.000 | ||
| 26 | 2024.10.08 01:00 | modify | 9 | 0.10 | 147.823 | 148.053 | 147.003 | ||
| 27 | 2024.10.08 01:00 | modify | 7 | 0.10 | 148.403 | 148.053 | 147.003 | ||
| 28 | 2024.10.08 02:00 | modify | 8 | 0.10 | 147.823 | 148.053 | 147.003 | ||
| 29 | 2024.10.08 05:00 | s/l | 7 | 0.10 | 148.053 | 148.053 | 147.003 | 21.02 | 1310.54 |
| 30 | 2024.10.08 05:00 | s/l | 8 | 0.10 | 148.053 | 148.053 | 147.003 | -15.53 | 1295.01 |
| 31 | 2024.10.08 05:00 | s/l | 9 | 0.10 | 148.053 | 148.053 | 147.003 | -15.53 | 1279.48 |
| 32 | 2024.10.31 08:00 | buy | 10 | 0.10 | 152.276 | 0.000 | 0.000 | ||
| 33 | 2024.10.31 08:00 | modify | 10 | 0.10 | 152.276 | 150.776 | 153.676 | ||
| 34 | 2024.11.06 03:00 | t/p | 10 | 0.10 | 153.676 | 150.776 | 153.676 | 92.67 | 1372.16 |
| 35 | 2024.11.06 04:00 | sell | 11 | 0.10 | 153.934 | 0.000 | 0.000 | ||
| 36 | 2024.11.06 04:00 | modify | 11 | 0.10 | 153.934 | 155.434 | 152.534 | ||
| 37 | 2024.11.08 04:00 | sell | 12 | 0.10 | 152.811 | 0.000 | 0.000 | ||
| 38 | 2024.11.08 04:00 | modify | 12 | 0.10 | 152.811 | 153.444 | 152.534 | ||
| 39 | 2024.11.08 04:00 | modify | 11 | 0.10 | 153.934 | 153.444 | 152.534 | ||
| 40 | 2024.11.08 09:00 | t/p | 11 | 0.10 | 152.534 | 153.444 | 152.534 | 86.65 | 1458.81 |
| 41 | 2024.11.08 09:00 | t/p | 12 | 0.10 | 152.534 | 153.444 | 152.534 | 18.18 | 1476.99 |
| 42 | 2024.11.19 10:00 | buy | 13 | 0.10 | 153.790 | 0.000 | 0.000 | ||
| 43 | 2024.11.19 10:00 | modify | 13 | 0.10 | 153.790 | 152.290 | 155.190 | ||
| 44 | 2024.11.19 17:00 | buy | 14 | 0.10 | 154.377 | 0.000 | 0.000 | ||
| 45 | 2024.11.19 17:00 | modify | 14 | 0.10 | 154.377 | 153.930 | 155.190 | ||
| 46 | 2024.11.19 17:00 | buy | 15 | 0.10 | 154.377 | 0.000 | 0.000 | ||
| 47 | 2024.11.19 17:00 | modify | 15 | 0.10 | 154.377 | 154.140 | 155.190 | ||
| 48 | 2024.11.19 17:00 | modify | 13 | 0.10 | 153.790 | 154.140 | 155.190 | ||
| 49 | 2024.11.19 18:00 | modify | 14 | 0.10 | 154.377 | 154.140 | 155.190 | ||
| 50 | 2024.11.20 07:00 | t/p | 13 | 0.10 | 155.190 | 154.140 | 155.190 | 90.56 | 1567.55 |
| 51 | 2024.11.20 07:00 | t/p | 14 | 0.10 | 155.190 | 154.140 | 155.190 | 52.78 | 1620.32 |
| 52 | 2024.11.20 07:00 | t/p | 15 | 0.10 | 155.190 | 154.140 | 155.190 | 52.78 | 1673.10 |
| 53 | 2024.12.11 11:00 | sell | 16 | 0.10 | 152.591 | 0.000 | 0.000 | ||
| 54 | 2024.12.11 11:00 | modify | 16 | 0.10 | 152.591 | 154.091 | 151.191 | ||
| 55 | 2024.12.16 13:00 | s/l | 16 | 0.10 | 154.091 | 154.091 | 151.191 | -103.87 | 1569.24 |
| 56 | 2024.12.19 11:00 | sell | 17 | 0.10 | 156.949 | 0.000 | 0.000 | ||
| 57 | 2024.12.19 11:00 | modify | 17 | 0.10 | 156.949 | 158.449 | 155.549 | ||
| 58 | 2024.12.31 03:00 | sell | 18 | 0.10 | 156.387 | 0.000 | 0.000 | ||
| 59 | 2024.12.31 03:00 | modify | 18 | 0.10 | 156.387 | 156.809 | 155.549 | ||
| 60 | 2024.12.31 03:00 | sell | 19 | 0.10 | 156.387 | 0.000 | 0.000 | ||
| 61 | 2024.12.31 03:00 | modify | 19 | 0.10 | 156.387 | 156.599 | 155.549 | ||
| 62 | 2024.12.31 03:00 | modify | 17 | 0.10 | 156.949 | 156.599 | 155.549 | ||
| 63 | 2024.12.31 04:00 | modify | 18 | 0.10 | 156.387 | 156.599 | 155.549 | ||
| 64 | 2024.12.31 10:00 | s/l | 17 | 0.10 | 156.599 | 156.599 | 155.549 | 9.27 | 1578.50 |
| 65 | 2024.12.31 10:00 | s/l | 18 | 0.10 | 156.599 | 156.599 | 155.549 | -13.53 | 1564.97 |
| 66 | 2024.12.31 10:00 | s/l | 19 | 0.10 | 156.599 | 156.599 | 155.549 | -13.53 | 1551.44 |
| 67 | 2025.01.27 13:00 | buy | 20 | 0.10 | 154.069 | 0.000 | 0.000 | ||
| 68 | 2025.01.27 13:00 | modify | 20 | 0.10 | 154.069 | 152.569 | 155.469 | ||
| 69 | 2025.01.28 02:00 | t/p | 20 | 0.10 | 155.469 | 152.569 | 155.469 | 90.49 | 1641.93 |
| 70 | 2025.05.12 09:00 | sell | 21 | 0.10 | 147.754 | 0.000 | 0.000 | ||
| 71 | 2025.05.12 09:00 | modify | 21 | 0.10 | 147.754 | 149.254 | 146.354 | ||
| 72 | 2025.05.14 09:00 | t/p | 21 | 0.10 | 146.354 | 149.254 | 146.354 | 93.11 | 1735.04 |
| 73 | 2025.05.14 11:00 | buy | 22 | 0.10 | 145.952 | 0.000 | 0.000 | ||
| 74 | 2025.05.14 11:00 | modify | 22 | 0.10 | 145.952 | 144.452 | 147.352 | ||
| 75 | 2025.05.20 06:00 | s/l | 22 | 0.10 | 144.452 | 144.452 | 147.352 | -101.20 | 1633.84 |