Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 818.42 | Gross profit | 1333.59 | Gross loss | -515.17 |
| Profit factor | 2.59 | Expected payoff | 25.58 | ||
| Absolute drawdown | 80.36 | Maximal drawdown | 254.81 (2.42%) | Relative drawdown | 2.42% (254.81) |
| Total trades | 32 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 16 (81.25%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 92.78 | loss trade | -109.09 | |
| Average | profit trade | 60.62 | loss trade | -51.52 | |
| Maximum | consecutive wins (profit in money) | 9 (584.92) | consecutive losses (loss in money) | 3 (-165.42) | |
| Maximal | consecutive profit (count of wins) | 584.92 (9) | consecutive loss (count of losses) | -165.42 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.14 06:00 | sell | 1 | 0.10 | 133.840 | 0.000 | 0.000 | ||
| 2 | 2023.03.14 06:00 | modify | 1 | 0.10 | 133.840 | 135.240 | 132.640 | ||
| 3 | 2023.03.15 13:00 | t/p | 1 | 0.10 | 132.640 | 135.240 | 132.640 | 88.80 | 10088.80 |
| 4 | 2023.03.21 13:00 | sell | 2 | 0.10 | 132.233 | 0.000 | 0.000 | ||
| 5 | 2023.03.21 13:00 | modify | 2 | 0.10 | 132.233 | 133.633 | 131.033 | ||
| 6 | 2023.03.22 21:00 | t/p | 2 | 0.10 | 131.033 | 133.633 | 131.033 | 89.68 | 10178.49 |
| 7 | 2023.03.24 06:00 | buy | 3 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 8 | 2023.03.24 06:00 | modify | 3 | 0.10 | 130.154 | 128.754 | 131.354 | ||
| 9 | 2023.03.27 00:00 | buy | 4 | 0.10 | 130.879 | 0.000 | 0.000 | ||
| 10 | 2023.03.27 00:00 | modify | 4 | 0.10 | 130.879 | 130.454 | 131.354 | ||
| 11 | 2023.03.27 00:00 | modify | 3 | 0.10 | 130.154 | 130.454 | 131.354 | ||
| 12 | 2023.03.27 08:00 | t/p | 3 | 0.10 | 131.354 | 130.454 | 131.354 | 92.78 | 10271.26 |
| 13 | 2023.03.27 08:00 | t/p | 4 | 0.10 | 131.354 | 130.454 | 131.354 | 36.28 | 10307.54 |
| 14 | 2023.04.10 09:00 | buy | 5 | 0.10 | 132.107 | 0.000 | 0.000 | ||
| 15 | 2023.04.10 09:00 | modify | 5 | 0.10 | 132.107 | 130.707 | 133.307 | ||
| 16 | 2023.04.10 12:00 | buy | 6 | 0.10 | 132.889 | 0.000 | 0.000 | ||
| 17 | 2023.04.10 12:00 | modify | 6 | 0.10 | 132.889 | 132.647 | 133.307 | ||
| 18 | 2023.04.10 12:00 | modify | 5 | 0.10 | 132.107 | 132.647 | 133.307 | ||
| 19 | 2023.04.10 13:00 | t/p | 5 | 0.10 | 133.307 | 132.647 | 133.307 | 90.00 | 10397.54 |
| 20 | 2023.04.10 13:00 | t/p | 6 | 0.10 | 133.307 | 132.647 | 133.307 | 31.35 | 10428.89 |
| 21 | 2023.05.01 05:00 | sell | 7 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 22 | 2023.05.01 05:00 | modify | 7 | 0.10 | 136.850 | 138.250 | 135.650 | ||
| 23 | 2023.05.03 09:00 | t/p | 7 | 0.10 | 135.650 | 138.250 | 135.650 | 85.16 | 10514.05 |
| 24 | 2023.05.03 14:00 | buy | 8 | 0.10 | 135.463 | 0.000 | 0.000 | ||
| 25 | 2023.05.03 14:00 | modify | 8 | 0.10 | 135.463 | 134.063 | 136.663 | ||
| 26 | 2023.05.04 15:00 | s/l | 8 | 0.10 | 134.063 | 134.063 | 136.663 | -101.21 | 10412.83 |
| 27 | 2023.05.05 14:00 | sell | 9 | 0.10 | 134.838 | 0.000 | 0.000 | ||
| 28 | 2023.05.05 14:00 | modify | 9 | 0.10 | 134.838 | 136.238 | 133.638 | ||
| 29 | 2023.05.10 22:00 | sell | 10 | 0.10 | 134.283 | 0.000 | 0.000 | ||
| 30 | 2023.05.10 22:00 | modify | 10 | 0.10 | 134.283 | 134.598 | 133.638 | ||
| 31 | 2023.05.10 22:00 | modify | 9 | 0.10 | 134.838 | 134.598 | 133.638 | ||
| 32 | 2023.05.11 00:00 | sell | 11 | 0.10 | 134.101 | 0.000 | 0.000 | ||
| 33 | 2023.05.11 00:00 | modify | 11 | 0.10 | 134.101 | 134.538 | 133.638 | ||
| 34 | 2023.05.11 00:00 | modify | 10 | 0.10 | 134.283 | 134.538 | 133.638 | ||
| 35 | 2023.05.11 00:00 | modify | 9 | 0.10 | 134.838 | 134.538 | 133.638 | ||
| 36 | 2023.05.11 08:00 | s/l | 9 | 0.10 | 134.538 | 134.538 | 133.638 | 12.47 | 10425.30 |
| 37 | 2023.05.11 08:00 | s/l | 10 | 0.10 | 134.538 | 134.538 | 133.638 | -23.86 | 10401.44 |
| 38 | 2023.05.11 08:00 | s/l | 11 | 0.10 | 134.538 | 134.538 | 133.638 | -32.47 | 10368.97 |
| 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 | 141.045 | 138.445 | ||
| 41 | 2023.06.15 02:00 | s/l | 12 | 0.10 | 141.045 | 141.045 | 138.445 | -109.09 | 10259.88 |
| 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 | 142.668 | 140.068 | ||
| 44 | 2023.06.15 13:00 | sell | 14 | 0.10 | 140.705 | 0.000 | 0.000 | ||
| 45 | 2023.06.15 13:00 | modify | 14 | 0.10 | 140.705 | 141.028 | 140.068 | ||
| 46 | 2023.06.15 13:00 | modify | 13 | 0.10 | 141.268 | 141.028 | 140.068 | ||
| 47 | 2023.06.16 01:00 | t/p | 13 | 0.10 | 140.068 | 141.028 | 140.068 | 83.97 | 10343.85 |
| 48 | 2023.06.16 01:00 | t/p | 14 | 0.10 | 140.068 | 141.028 | 140.068 | 43.80 | 10387.65 |
| 49 | 2023.07.10 04:00 | sell | 15 | 0.10 | 142.772 | 0.000 | 0.000 | ||
| 50 | 2023.07.10 04:00 | modify | 15 | 0.10 | 142.772 | 144.172 | 141.572 | ||
| 51 | 2023.07.10 16:00 | t/p | 15 | 0.10 | 141.572 | 144.172 | 141.572 | 84.75 | 10472.40 |
| 52 | 2023.07.20 03:00 | buy | 16 | 0.10 | 139.244 | 0.000 | 0.000 | ||
| 53 | 2023.07.20 03:00 | modify | 16 | 0.10 | 139.244 | 137.844 | 140.444 | ||
| 54 | 2023.07.20 17:00 | t/p | 16 | 0.10 | 140.444 | 137.844 | 140.444 | 85.43 | 10557.83 |
| 55 | 2023.08.02 08:00 | buy | 17 | 0.10 | 142.669 | 0.000 | 0.000 | ||
| 56 | 2023.08.02 08:00 | modify | 17 | 0.10 | 142.669 | 141.269 | 143.869 | ||
| 57 | 2023.08.02 15:00 | buy | 18 | 0.10 | 143.394 | 0.000 | 0.000 | ||
| 58 | 2023.08.02 15:00 | modify | 18 | 0.10 | 143.394 | 142.969 | 143.869 | ||
| 59 | 2023.08.02 15:00 | modify | 17 | 0.10 | 142.669 | 142.969 | 143.869 | ||
| 60 | 2023.08.02 18:00 | buy | 19 | 0.10 | 143.221 | 0.000 | 0.000 | ||
| 61 | 2023.08.02 18:00 | modify | 19 | 0.10 | 143.221 | 142.909 | 143.869 | ||
| 62 | 2023.08.02 19:00 | modify | 19 | 0.10 | 143.221 | 142.969 | 143.869 | ||
| 63 | 2023.08.03 06:00 | t/p | 17 | 0.10 | 143.869 | 142.969 | 143.869 | 86.96 | 10644.79 |
| 64 | 2023.08.03 06:00 | t/p | 18 | 0.10 | 143.869 | 142.969 | 143.869 | 36.45 | 10681.24 |
| 65 | 2023.08.03 06:00 | t/p | 19 | 0.10 | 143.869 | 142.969 | 143.869 | 48.50 | 10729.74 |
| 66 | 2023.09.11 06:00 | buy | 20 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 67 | 2023.09.11 06:00 | modify | 20 | 0.10 | 146.241 | 144.841 | 147.441 | ||
| 68 | 2023.09.13 02:00 | t/p | 20 | 0.10 | 147.441 | 144.841 | 147.441 | 83.69 | 10813.43 |
| 69 | 2023.10.06 14:00 | sell | 21 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 70 | 2023.10.06 14:00 | modify | 21 | 0.10 | 149.371 | 150.771 | 148.171 | ||
| 71 | 2023.10.10 09:00 | sell | 22 | 0.10 | 148.829 | 0.000 | 0.000 | ||
| 72 | 2023.10.10 09:00 | modify | 22 | 0.10 | 148.829 | 149.131 | 148.171 | ||
| 73 | 2023.10.10 09:00 | modify | 21 | 0.10 | 149.371 | 149.131 | 148.171 | ||
| 74 | 2023.10.10 16:00 | sell | 23 | 0.10 | 148.622 | 0.000 | 0.000 | ||
| 75 | 2023.10.10 16:00 | modify | 23 | 0.10 | 148.622 | 149.071 | 148.171 | ||
| 76 | 2023.10.10 16:00 | modify | 22 | 0.10 | 148.829 | 149.071 | 148.171 | ||
| 77 | 2023.10.10 16:00 | modify | 21 | 0.10 | 149.371 | 149.071 | 148.171 | ||
| 78 | 2023.10.11 01:00 | sell | 24 | 0.10 | 148.572 | 0.000 | 0.000 | ||
| 79 | 2023.10.11 01:00 | modify | 24 | 0.10 | 148.572 | 148.831 | 148.171 | ||
| 80 | 2023.10.11 01:00 | modify | 23 | 0.10 | 148.622 | 148.831 | 148.171 | ||
| 81 | 2023.10.11 01:00 | modify | 22 | 0.10 | 148.829 | 148.831 | 148.171 | ||
| 82 | 2023.10.11 01:00 | modify | 21 | 0.10 | 149.371 | 148.831 | 148.171 | ||
| 83 | 2023.10.11 04:00 | s/l | 21 | 0.10 | 148.831 | 148.831 | 148.171 | 31.37 | 10844.80 |
| 84 | 2023.10.11 04:00 | s/l | 22 | 0.10 | 148.831 | 148.831 | 148.171 | -1.77 | 10843.03 |
| 85 | 2023.10.11 04:00 | s/l | 23 | 0.10 | 148.831 | 148.831 | 148.171 | -15.68 | 10827.35 |
| 86 | 2023.10.11 04:00 | s/l | 24 | 0.10 | 148.831 | 148.831 | 148.171 | -17.40 | 10809.95 |
| 87 | 2023.11.21 05:00 | buy | 25 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 88 | 2023.11.21 05:00 | modify | 25 | 0.10 | 147.465 | 146.065 | 148.665 | ||
| 89 | 2023.11.22 01:00 | buy | 26 | 0.10 | 148.268 | 0.000 | 0.000 | ||
| 90 | 2023.11.22 01:00 | modify | 26 | 0.10 | 148.268 | 148.005 | 148.665 | ||
| 91 | 2023.11.22 01:00 | modify | 25 | 0.10 | 147.465 | 148.005 | 148.665 | ||
| 92 | 2023.11.22 06:00 | t/p | 25 | 0.10 | 148.665 | 148.005 | 148.665 | 81.79 | 10891.74 |
| 93 | 2023.11.22 06:00 | t/p | 26 | 0.10 | 148.665 | 148.005 | 148.665 | 26.68 | 10918.42 |
| 94 | 2023.11.27 05:00 | buy | 27 | 0.10 | 149.035 | 0.000 | 0.000 | ||
| 95 | 2023.11.27 05:00 | modify | 27 | 0.10 | 149.035 | 147.635 | 150.235 | ||
| 96 | 2023.11.28 17:00 | s/l | 27 | 0.10 | 147.635 | 147.635 | 150.235 | -93.85 | 10824.56 |
| 97 | 2023.12.11 03:00 | sell | 28 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 98 | 2023.12.11 03:00 | modify | 28 | 0.10 | 145.408 | 146.808 | 144.208 | ||
| 99 | 2023.12.13 20:00 | t/p | 28 | 0.10 | 144.208 | 146.808 | 144.208 | 80.55 | 10905.11 |
| 100 | 2023.12.28 09:00 | buy | 29 | 0.10 | 140.901 | 0.000 | 0.000 | ||
| 101 | 2023.12.28 09:00 | modify | 29 | 0.10 | 140.901 | 139.501 | 142.101 | ||
| 102 | 2023.12.29 00:00 | buy | 30 | 0.10 | 141.466 | 0.000 | 0.000 | ||
| 103 | 2023.12.29 00:00 | modify | 30 | 0.10 | 141.466 | 141.141 | 142.101 | ||
| 104 | 2023.12.29 00:00 | modify | 29 | 0.10 | 140.901 | 141.141 | 142.101 | ||
| 105 | 2023.12.29 08:00 | s/l | 29 | 0.10 | 141.141 | 141.141 | 142.101 | 18.09 | 10923.20 |
| 106 | 2023.12.29 08:00 | s/l | 30 | 0.10 | 141.141 | 141.141 | 142.101 | -22.99 | 10900.21 |
| 107 | 2024.01.15 09:00 | sell | 31 | 0.10 | 145.436 | 0.000 | 0.000 | ||
| 108 | 2024.01.15 09:00 | modify | 31 | 0.10 | 145.436 | 146.836 | 144.236 | ||
| 109 | 2024.01.16 17:00 | s/l | 31 | 0.10 | 146.836 | 146.836 | 144.236 | -96.85 | 10803.36 |
| 110 | 2024.02.29 04:00 | buy | 32 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 111 | 2024.02.29 04:00 | modify | 32 | 0.10 | 149.842 | 148.442 | 151.042 | ||
| 112 | 2024.02.29 23:59 | close at stop | 32 | 0.10 | 150.068 | 148.442 | 151.042 | 15.06 | 10818.42 |