Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7225 | Ticks modelled | 13449 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 551.18 | Gross profit | 1177.15 | Gross loss | -625.97 |
| Profit factor | 1.88 | Expected payoff | 17.22 | ||
| Absolute drawdown | 124.03 | Maximal drawdown | 202.17 (1.90%) | Relative drawdown | 1.90% (202.17) |
| Total trades | 32 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 18 (56.25%) | Loss trades (% of total) | 14 (43.75%) | ||
| Largest | profit trade | 116.20 | loss trade | -83.66 | |
| Average | profit trade | 65.40 | loss trade | -44.71 | |
| Maximum | consecutive wins (profit in money) | 3 (220.25) | consecutive losses (loss in money) | 2 (-110.87) | |
| Maximal | consecutive profit (count of wins) | 220.25 (3) | consecutive loss (count of losses) | -110.87 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.02.01 17:00 | buy | 1 | 0.10 | 129.303 | 0.000 | 0.000 | ||
| 2 | 2023.02.01 17:00 | modify | 1 | 0.10 | 129.303 | 128.403 | 130.803 | ||
| 3 | 2023.02.02 01:00 | s/l | 1 | 0.10 | 128.403 | 128.403 | 130.803 | -66.59 | 9933.41 |
| 4 | 2023.02.17 10:00 | sell | 2 | 0.10 | 134.828 | 0.000 | 0.000 | ||
| 5 | 2023.02.17 10:00 | modify | 2 | 0.10 | 134.828 | 135.728 | 133.328 | ||
| 6 | 2023.02.20 03:00 | sell | 3 | 0.10 | 134.293 | 0.000 | 0.000 | ||
| 7 | 2023.02.20 03:00 | modify | 3 | 0.10 | 134.293 | 134.603 | 133.328 | ||
| 8 | 2023.02.20 03:00 | modify | 2 | 0.10 | 134.828 | 134.603 | 133.328 | ||
| 9 | 2023.02.20 12:00 | sell | 4 | 0.10 | 134.001 | 0.000 | 0.000 | ||
| 10 | 2023.02.20 12:00 | modify | 4 | 0.10 | 134.001 | 134.378 | 133.328 | ||
| 11 | 2023.02.20 12:00 | modify | 3 | 0.10 | 134.293 | 134.378 | 133.328 | ||
| 12 | 2023.02.20 12:00 | modify | 2 | 0.10 | 134.828 | 134.378 | 133.328 | ||
| 13 | 2023.02.21 01:00 | s/l | 2 | 0.10 | 134.378 | 134.378 | 133.328 | 30.11 | 9963.53 |
| 14 | 2023.02.21 01:00 | s/l | 3 | 0.10 | 134.378 | 134.378 | 133.328 | -8.03 | 9955.49 |
| 15 | 2023.02.21 01:00 | s/l | 4 | 0.10 | 134.378 | 134.378 | 133.328 | -29.78 | 9925.71 |
| 16 | 2023.02.26 22:00 | sell | 5 | 0.10 | 136.414 | 0.000 | 0.000 | ||
| 17 | 2023.02.26 22:00 | modify | 5 | 0.10 | 136.414 | 137.314 | 134.914 | ||
| 18 | 2023.03.01 12:00 | sell | 6 | 0.10 | 135.338 | 0.000 | 0.000 | ||
| 19 | 2023.03.01 12:00 | modify | 6 | 0.10 | 135.338 | 135.814 | 134.914 | ||
| 20 | 2023.03.01 12:00 | modify | 5 | 0.10 | 136.414 | 135.814 | 134.914 | ||
| 21 | 2023.03.01 14:00 | s/l | 5 | 0.10 | 135.814 | 135.814 | 134.914 | 39.08 | 9964.79 |
| 22 | 2023.03.01 14:00 | s/l | 6 | 0.10 | 135.814 | 135.814 | 134.914 | -35.06 | 9929.73 |
| 23 | 2023.03.21 13:00 | sell | 7 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 24 | 2023.03.21 13:00 | modify | 7 | 0.10 | 132.233 | 133.133 | 130.733 | ||
| 25 | 2023.03.23 03:00 | t/p | 7 | 0.10 | 130.733 | 133.133 | 130.733 | 107.96 | 10037.68 |
| 26 | 2023.05.01 07:00 | sell | 8 | 0.10 | 136.907 | 0.000 | 0.000 | ||
| 27 | 2023.05.01 07:00 | modify | 8 | 0.10 | 136.907 | 137.807 | 135.407 | ||
| 28 | 2023.05.03 13:00 | t/p | 8 | 0.10 | 135.407 | 137.807 | 135.407 | 107.35 | 10145.04 |
| 29 | 2023.05.03 14:00 | buy | 9 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 30 | 2023.05.03 14:00 | modify | 9 | 0.10 | 135.463 | 134.563 | 136.963 | ||
| 31 | 2023.05.03 22:00 | s/l | 9 | 0.10 | 134.563 | 134.563 | 136.963 | -66.87 | 10078.17 |
| 32 | 2023.05.10 14:00 | buy | 10 | 0.10 | 134.451 | 0.000 | 0.000 | ||
| 33 | 2023.05.10 14:00 | modify | 10 | 0.10 | 134.451 | 133.551 | 135.951 | ||
| 34 | 2023.05.12 13:00 | buy | 11 | 0.10 | 135.004 | 0.000 | 0.000 | ||
| 35 | 2023.05.12 13:00 | modify | 11 | 0.10 | 135.004 | 134.676 | 135.951 | ||
| 36 | 2023.05.12 13:00 | modify | 10 | 0.10 | 134.451 | 134.676 | 135.951 | ||
| 37 | 2023.05.15 01:00 | t/p | 10 | 0.10 | 135.951 | 134.676 | 135.951 | 116.20 | 10194.36 |
| 38 | 2023.05.15 01:00 | t/p | 11 | 0.10 | 135.951 | 134.676 | 135.951 | 70.85 | 10265.21 |
| 39 | 2023.06.09 10:00 | sell | 12 | 0.10 | 139.645 | 0.000 | 0.000 | ||
| 40 | 2023.06.09 10:00 | modify | 12 | 0.10 | 139.645 | 140.545 | 138.145 | ||
| 41 | 2023.06.15 02:00 | s/l | 12 | 0.10 | 140.545 | 140.545 | 138.145 | -74.04 | 10191.17 |
| 42 | 2023.06.15 09:00 | sell | 13 | 0.10 | 141.268 | 0.000 | 0.000 | ||
| 43 | 2023.06.15 09:00 | modify | 13 | 0.10 | 141.268 | 142.168 | 139.768 | ||
| 44 | 2023.06.15 14:00 | sell | 14 | 0.10 | 140.422 | 0.000 | 0.000 | ||
| 45 | 2023.06.15 14:00 | modify | 14 | 0.10 | 140.422 | 140.818 | 139.768 | ||
| 46 | 2023.06.15 14:00 | modify | 13 | 0.10 | 141.268 | 140.818 | 139.768 | ||
| 47 | 2023.06.16 06:00 | s/l | 13 | 0.10 | 140.818 | 140.818 | 139.768 | 30.27 | 10221.44 |
| 48 | 2023.06.16 06:00 | s/l | 14 | 0.10 | 140.818 | 140.818 | 139.768 | -29.84 | 10191.60 |
| 49 | 2023.08.01 15:00 | sell | 15 | 0.10 | 143.266 | 0.000 | 0.000 | ||
| 50 | 2023.08.01 15:00 | modify | 15 | 0.10 | 143.266 | 144.166 | 141.766 | ||
| 51 | 2023.08.03 13:00 | sell | 16 | 0.10 | 142.712 | 0.000 | 0.000 | ||
| 52 | 2023.08.03 13:00 | modify | 16 | 0.10 | 142.712 | 143.041 | 141.766 | ||
| 53 | 2023.08.03 13:00 | modify | 15 | 0.10 | 143.266 | 143.041 | 141.766 | ||
| 54 | 2023.08.04 14:00 | t/p | 15 | 0.10 | 141.766 | 143.041 | 141.766 | 97.26 | 10288.86 |
| 55 | 2023.08.04 14:00 | t/p | 16 | 0.10 | 141.766 | 143.041 | 141.766 | 65.01 | 10353.87 |
| 56 | 2023.08.04 15:00 | buy | 17 | 0.10 | 141.823 | 0.000 | 0.000 | ||
| 57 | 2023.08.04 15:00 | modify | 17 | 0.10 | 141.823 | 140.923 | 143.323 | ||
| 58 | 2023.08.07 10:00 | buy | 18 | 0.10 | 142.362 | 0.000 | 0.000 | ||
| 59 | 2023.08.07 10:00 | modify | 18 | 0.10 | 142.362 | 142.048 | 143.323 | ||
| 60 | 2023.08.07 10:00 | modify | 17 | 0.10 | 141.823 | 142.048 | 143.323 | ||
| 61 | 2023.08.07 13:00 | s/l | 17 | 0.10 | 142.048 | 142.048 | 143.323 | 17.00 | 10370.87 |
| 62 | 2023.08.07 13:00 | s/l | 18 | 0.10 | 142.048 | 142.048 | 143.323 | -22.12 | 10348.75 |
| 63 | 2023.08.23 15:00 | buy | 19 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 64 | 2023.08.23 15:00 | modify | 19 | 0.10 | 144.787 | 143.887 | 146.287 | ||
| 65 | 2023.08.25 15:00 | t/p | 19 | 0.10 | 146.287 | 143.887 | 146.287 | 106.99 | 10455.74 |
| 66 | 2023.09.12 15:00 | sell | 20 | 0.10 | 147.207 | 0.000 | 0.000 | ||
| 67 | 2023.09.12 15:00 | modify | 20 | 0.10 | 147.207 | 148.107 | 145.707 | ||
| 68 | 2023.09.20 08:00 | s/l | 20 | 0.10 | 148.107 | 148.107 | 145.707 | -74.37 | 10381.37 |
| 69 | 2023.09.21 16:00 | buy | 21 | 0.10 | 147.448 | 0.000 | 0.000 | ||
| 70 | 2023.09.21 16:00 | modify | 21 | 0.10 | 147.448 | 146.548 | 148.948 | ||
| 71 | 2023.09.25 15:00 | t/p | 21 | 0.10 | 148.948 | 146.548 | 148.948 | 103.04 | 10484.41 |
| 72 | 2023.09.27 16:00 | sell | 22 | 0.10 | 149.484 | 0.000 | 0.000 | ||
| 73 | 2023.09.27 16:00 | modify | 22 | 0.10 | 149.484 | 150.384 | 147.984 | ||
| 74 | 2023.10.03 15:00 | t/p | 22 | 0.10 | 147.984 | 150.384 | 147.984 | 90.40 | 10574.81 |
| 75 | 2023.10.06 14:00 | sell | 23 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 76 | 2023.10.06 14:00 | modify | 23 | 0.10 | 149.371 | 150.271 | 147.871 | ||
| 77 | 2023.10.09 15:00 | sell | 24 | 0.10 | 148.541 | 0.000 | 0.000 | ||
| 78 | 2023.10.09 15:00 | modify | 24 | 0.10 | 148.541 | 148.921 | 147.871 | ||
| 79 | 2023.10.09 15:00 | modify | 23 | 0.10 | 149.371 | 148.921 | 147.871 | ||
| 80 | 2023.10.10 07:00 | s/l | 23 | 0.10 | 148.921 | 148.921 | 147.871 | 26.81 | 10601.63 |
| 81 | 2023.10.10 07:00 | s/l | 24 | 0.10 | 148.921 | 148.921 | 147.871 | -27.21 | 10574.41 |
| 82 | 2023.10.12 20:00 | sell | 25 | 0.10 | 149.811 | 0.000 | 0.000 | ||
| 83 | 2023.10.12 20:00 | modify | 25 | 0.10 | 149.811 | 150.711 | 148.311 | ||
| 84 | 2023.10.26 07:00 | s/l | 25 | 0.10 | 150.711 | 150.711 | 148.311 | -83.66 | 10490.75 |
| 85 | 2023.10.27 17:00 | buy | 26 | 0.10 | 149.659 | 0.000 | 0.000 | ||
| 86 | 2023.10.27 17:00 | modify | 26 | 0.10 | 149.659 | 148.759 | 151.159 | ||
| 87 | 2023.10.31 10:00 | buy | 27 | 0.10 | 150.709 | 0.000 | 0.000 | ||
| 88 | 2023.10.31 10:00 | modify | 27 | 0.10 | 150.709 | 150.259 | 151.159 | ||
| 89 | 2023.10.31 10:00 | modify | 26 | 0.10 | 149.659 | 150.259 | 151.159 | ||
| 90 | 2023.10.31 15:00 | t/p | 26 | 0.10 | 151.159 | 150.259 | 151.159 | 101.48 | 10592.24 |
| 91 | 2023.10.31 15:00 | t/p | 27 | 0.10 | 151.159 | 150.259 | 151.159 | 29.75 | 10621.99 |
| 92 | 2023.12.18 17:00 | sell | 28 | 0.10 | 143.046 | 0.000 | 0.000 | ||
| 93 | 2023.12.18 17:00 | modify | 28 | 0.10 | 143.046 | 143.946 | 141.546 | ||
| 94 | 2023.12.19 08:00 | s/l | 28 | 0.10 | 143.946 | 143.946 | 141.546 | -64.12 | 10557.86 |
| 95 | 2023.12.21 17:00 | buy | 29 | 0.10 | 142.192 | 0.000 | 0.000 | ||
| 96 | 2023.12.21 17:00 | modify | 29 | 0.10 | 142.192 | 141.292 | 143.692 | ||
| 97 | 2023.12.27 01:00 | buy | 30 | 0.10 | 142.739 | 0.000 | 0.000 | ||
| 98 | 2023.12.27 01:00 | modify | 30 | 0.10 | 142.739 | 142.417 | 143.692 | ||
| 99 | 2023.12.27 01:00 | modify | 29 | 0.10 | 142.192 | 142.417 | 143.692 | ||
| 100 | 2023.12.27 16:00 | s/l | 29 | 0.10 | 142.417 | 142.417 | 143.692 | 20.46 | 10578.33 |
| 101 | 2023.12.27 16:00 | s/l | 30 | 0.10 | 142.417 | 142.417 | 143.692 | -22.64 | 10555.69 |
| 102 | 2023.12.28 09:00 | buy | 31 | 0.10 | 140.901 | 0.000 | 0.000 | ||
| 103 | 2023.12.28 09:00 | modify | 31 | 0.10 | 140.901 | 140.001 | 142.401 | ||
| 104 | 2023.12.29 08:00 | buy | 32 | 0.10 | 141.431 | 0.000 | 0.000 | ||
| 105 | 2023.12.29 08:00 | modify | 32 | 0.10 | 141.431 | 141.126 | 142.401 | ||
| 106 | 2023.12.29 08:00 | modify | 31 | 0.10 | 140.901 | 141.126 | 142.401 | ||
| 107 | 2023.12.29 16:00 | s/l | 31 | 0.10 | 141.126 | 141.126 | 142.401 | 17.12 | 10572.81 |
| 108 | 2023.12.29 16:00 | s/l | 32 | 0.10 | 141.126 | 141.126 | 142.401 | -21.63 | 10551.18 |