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 23:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 157676 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1146.67 | Gross profit | 1413.82 | Gross loss | -267.15 |
| Profit factor | 5.29 | Expected payoff | 33.73 | ||
| Absolute drawdown | 39.80 | Maximal drawdown | 252.50 (2.45%) | Relative drawdown | 2.45% (252.50) |
| Total trades | 34 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 18 (77.78%) |
| Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
| Largest | profit trade | 92.47 | loss trade | -102.66 | |
| Average | profit trade | 50.49 | loss trade | -44.53 | |
| Maximum | consecutive wins (profit in money) | 12 (607.90) | consecutive losses (loss in money) | 3 (-139.50) | |
| Maximal | consecutive profit (count of wins) | 607.90 (12) | consecutive loss (count of losses) | -139.50 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.24 06:00 | buy | 1 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 2 | 2023.03.24 06:00 | modify | 1 | 0.10 | 130.154 | 128.854 | 131.354 | ||
| 3 | 2023.03.24 16:10 | buy | 2 | 0.10 | 130.698 | 0.000 | 0.000 | ||
| 4 | 2023.03.24 16:10 | modify | 2 | 0.10 | 130.698 | 130.334 | 131.354 | ||
| 5 | 2023.03.24 16:10 | buy | 3 | 0.10 | 130.698 | 0.000 | 0.000 | ||
| 6 | 2023.03.24 16:10 | modify | 3 | 0.10 | 130.698 | 130.454 | 131.354 | ||
| 7 | 2023.03.24 16:10 | modify | 1 | 0.10 | 130.154 | 130.454 | 131.354 | ||
| 8 | 2023.03.24 16:12 | modify | 2 | 0.10 | 130.698 | 130.454 | 131.354 | ||
| 9 | 2023.03.27 05:45 | buy | 4 | 0.10 | 130.934 | 0.000 | 0.000 | ||
| 10 | 2023.03.27 05:45 | modify | 4 | 0.10 | 130.934 | 130.574 | 131.354 | ||
| 11 | 2023.03.27 05:45 | modify | 3 | 0.10 | 130.698 | 130.574 | 131.354 | ||
| 12 | 2023.03.27 05:45 | modify | 2 | 0.10 | 130.698 | 130.574 | 131.354 | ||
| 13 | 2023.03.27 05:45 | modify | 1 | 0.10 | 130.154 | 130.574 | 131.354 | ||
| 14 | 2023.03.27 07:07 | t/p | 1 | 0.10 | 131.354 | 130.574 | 131.354 | 92.47 | 10092.47 |
| 15 | 2023.03.27 07:07 | t/p | 2 | 0.10 | 131.354 | 130.574 | 131.354 | 51.05 | 10143.51 |
| 16 | 2023.03.27 07:07 | t/p | 3 | 0.10 | 131.354 | 130.574 | 131.354 | 51.05 | 10194.56 |
| 17 | 2023.03.27 07:07 | t/p | 4 | 0.10 | 131.354 | 130.574 | 131.354 | 31.97 | 10226.53 |
| 18 | 2023.03.28 05:00 | buy | 5 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 19 | 2023.03.28 05:00 | modify | 5 | 0.10 | 130.647 | 129.347 | 131.847 | ||
| 20 | 2023.03.28 07:45 | buy | 6 | 0.10 | 131.188 | 0.000 | 0.000 | ||
| 21 | 2023.03.28 07:45 | modify | 6 | 0.10 | 131.188 | 130.827 | 131.847 | ||
| 22 | 2023.03.28 07:45 | buy | 7 | 0.10 | 131.188 | 0.000 | 0.000 | ||
| 23 | 2023.03.28 07:45 | modify | 7 | 0.10 | 131.188 | 130.947 | 131.847 | ||
| 24 | 2023.03.28 07:45 | modify | 5 | 0.10 | 130.647 | 130.947 | 131.847 | ||
| 25 | 2023.03.28 07:47 | modify | 6 | 0.10 | 131.188 | 130.947 | 131.847 | ||
| 26 | 2023.03.28 09:50 | s/l | 5 | 0.10 | 130.947 | 130.947 | 131.847 | 22.92 | 10249.45 |
| 27 | 2023.03.28 09:50 | s/l | 6 | 0.10 | 130.947 | 130.947 | 131.847 | -18.42 | 10231.03 |
| 28 | 2023.03.28 09:50 | s/l | 7 | 0.10 | 130.947 | 130.947 | 131.847 | -18.42 | 10212.61 |
| 29 | 2023.03.29 04:00 | sell | 8 | 0.10 | 131.675 | 0.000 | 0.000 | ||
| 30 | 2023.03.29 04:00 | modify | 8 | 0.10 | 131.675 | 132.975 | 130.475 | ||
| 31 | 2023.03.30 13:20 | s/l | 8 | 0.10 | 132.975 | 132.975 | 130.475 | -102.66 | 10109.95 |
| 32 | 2023.05.01 05:00 | sell | 9 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 33 | 2023.05.01 05:00 | modify | 9 | 0.10 | 136.850 | 138.150 | 135.650 | ||
| 34 | 2023.05.03 01:15 | sell | 10 | 0.10 | 136.293 | 0.000 | 0.000 | ||
| 35 | 2023.05.03 01:15 | modify | 10 | 0.10 | 136.293 | 136.670 | 135.650 | ||
| 36 | 2023.05.03 01:15 | sell | 11 | 0.10 | 136.293 | 0.000 | 0.000 | ||
| 37 | 2023.05.03 01:15 | modify | 11 | 0.10 | 136.293 | 136.550 | 135.650 | ||
| 38 | 2023.05.03 01:15 | modify | 9 | 0.10 | 136.850 | 136.550 | 135.650 | ||
| 39 | 2023.05.03 01:17 | modify | 10 | 0.10 | 136.293 | 136.550 | 135.650 | ||
| 40 | 2023.05.03 02:22 | sell | 12 | 0.10 | 136.043 | 0.000 | 0.000 | ||
| 41 | 2023.05.03 02:22 | modify | 12 | 0.10 | 136.043 | 136.430 | 135.650 | ||
| 42 | 2023.05.03 02:22 | modify | 11 | 0.10 | 136.293 | 136.430 | 135.650 | ||
| 43 | 2023.05.03 02:22 | modify | 10 | 0.10 | 136.293 | 136.430 | 135.650 | ||
| 44 | 2023.05.03 02:22 | modify | 9 | 0.10 | 136.850 | 136.430 | 135.650 | ||
| 45 | 2023.05.03 08:20 | t/p | 9 | 0.10 | 135.650 | 136.430 | 135.650 | 85.26 | 10195.20 |
| 46 | 2023.05.03 08:20 | t/p | 10 | 0.10 | 135.650 | 136.430 | 135.650 | 47.44 | 10242.64 |
| 47 | 2023.05.03 08:20 | t/p | 11 | 0.10 | 135.650 | 136.430 | 135.650 | 47.44 | 10290.08 |
| 48 | 2023.05.03 08:20 | t/p | 12 | 0.10 | 135.650 | 136.430 | 135.650 | 28.99 | 10319.07 |
| 49 | 2023.06.15 06:00 | sell | 13 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 50 | 2023.06.15 06:00 | modify | 13 | 0.10 | 141.213 | 142.513 | 140.013 | ||
| 51 | 2023.06.15 12:50 | sell | 14 | 0.10 | 140.654 | 0.000 | 0.000 | ||
| 52 | 2023.06.15 12:50 | modify | 14 | 0.10 | 140.654 | 141.033 | 140.013 | ||
| 53 | 2023.06.15 12:50 | sell | 15 | 0.10 | 140.654 | 0.000 | 0.000 | ||
| 54 | 2023.06.15 12:50 | modify | 15 | 0.10 | 140.654 | 140.913 | 140.013 | ||
| 55 | 2023.06.15 12:50 | modify | 13 | 0.10 | 141.213 | 140.913 | 140.013 | ||
| 56 | 2023.06.15 12:52 | modify | 14 | 0.10 | 140.654 | 140.913 | 140.013 | ||
| 57 | 2023.06.15 13:20 | sell | 16 | 0.10 | 140.428 | 0.000 | 0.000 | ||
| 58 | 2023.06.15 13:20 | modify | 16 | 0.10 | 140.428 | 140.793 | 140.013 | ||
| 59 | 2023.06.15 13:20 | modify | 15 | 0.10 | 140.654 | 140.793 | 140.013 | ||
| 60 | 2023.06.15 13:20 | modify | 14 | 0.10 | 140.654 | 140.793 | 140.013 | ||
| 61 | 2023.06.15 13:20 | modify | 13 | 0.10 | 141.213 | 140.793 | 140.013 | ||
| 62 | 2023.06.16 01:45 | t/p | 13 | 0.10 | 140.013 | 140.793 | 140.013 | 84.09 | 10403.16 |
| 63 | 2023.06.16 01:45 | t/p | 14 | 0.10 | 140.013 | 140.793 | 140.013 | 44.15 | 10447.32 |
| 64 | 2023.06.16 01:45 | t/p | 15 | 0.10 | 140.013 | 140.793 | 140.013 | 44.15 | 10491.47 |
| 65 | 2023.06.16 01:45 | t/p | 16 | 0.10 | 140.013 | 140.793 | 140.013 | 28.01 | 10519.48 |
| 66 | 2023.07.20 03:00 | buy | 17 | 0.10 | 139.244 | 0.000 | 0.000 | ||
| 67 | 2023.07.20 03:00 | modify | 17 | 0.10 | 139.244 | 137.944 | 140.444 | ||
| 68 | 2023.07.20 12:40 | buy | 18 | 0.10 | 139.795 | 0.000 | 0.000 | ||
| 69 | 2023.07.20 12:40 | modify | 18 | 0.10 | 139.795 | 139.424 | 140.444 | ||
| 70 | 2023.07.20 12:40 | buy | 19 | 0.10 | 139.795 | 0.000 | 0.000 | ||
| 71 | 2023.07.20 12:40 | modify | 19 | 0.10 | 139.795 | 139.544 | 140.444 | ||
| 72 | 2023.07.20 12:40 | modify | 17 | 0.10 | 139.244 | 139.544 | 140.444 | ||
| 73 | 2023.07.20 12:42 | modify | 18 | 0.10 | 139.795 | 139.544 | 140.444 | ||
| 74 | 2023.07.20 16:15 | t/p | 17 | 0.10 | 140.444 | 139.544 | 140.444 | 85.45 | 10604.93 |
| 75 | 2023.07.20 16:15 | t/p | 18 | 0.10 | 140.444 | 139.544 | 140.444 | 46.21 | 10651.14 |
| 76 | 2023.07.20 16:15 | t/p | 19 | 0.10 | 140.444 | 139.544 | 140.444 | 46.21 | 10697.35 |
| 77 | 2023.09.11 06:00 | buy | 20 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 78 | 2023.09.11 06:00 | modify | 20 | 0.10 | 146.241 | 144.941 | 147.441 | ||
| 79 | 2023.09.11 11:57 | buy | 21 | 0.10 | 146.789 | 0.000 | 0.000 | ||
| 80 | 2023.09.11 11:57 | modify | 21 | 0.10 | 146.789 | 146.421 | 147.441 | ||
| 81 | 2023.09.11 11:57 | buy | 22 | 0.10 | 146.789 | 0.000 | 0.000 | ||
| 82 | 2023.09.11 11:57 | modify | 22 | 0.10 | 146.789 | 146.541 | 147.441 | ||
| 83 | 2023.09.11 11:57 | modify | 20 | 0.10 | 146.241 | 146.541 | 147.441 | ||
| 84 | 2023.09.11 11:59 | modify | 21 | 0.10 | 146.789 | 146.541 | 147.441 | ||
| 85 | 2023.09.11 12:20 | s/l | 20 | 0.10 | 146.541 | 146.541 | 147.441 | 20.49 | 10717.84 |
| 86 | 2023.09.11 12:20 | s/l | 21 | 0.10 | 146.541 | 146.541 | 147.441 | -16.94 | 10700.90 |
| 87 | 2023.09.11 12:20 | s/l | 22 | 0.10 | 146.541 | 146.541 | 147.441 | -16.94 | 10683.96 |
| 88 | 2023.10.02 04:00 | sell | 23 | 0.10 | 149.780 | 0.000 | 0.000 | ||
| 89 | 2023.10.02 04:00 | modify | 23 | 0.10 | 149.780 | 151.080 | 148.580 | ||
| 90 | 2023.10.03 14:15 | t/p | 23 | 0.10 | 148.580 | 151.080 | 148.580 | 79.24 | 10763.21 |
| 91 | 2023.10.26 04:00 | sell | 24 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 92 | 2023.10.26 04:00 | modify | 24 | 0.10 | 150.418 | 151.718 | 149.218 | ||
| 93 | 2023.10.27 12:45 | sell | 25 | 0.10 | 149.849 | 0.000 | 0.000 | ||
| 94 | 2023.10.27 12:45 | modify | 25 | 0.10 | 149.849 | 150.238 | 149.218 | ||
| 95 | 2023.10.27 12:45 | sell | 26 | 0.10 | 149.849 | 0.000 | 0.000 | ||
| 96 | 2023.10.27 12:45 | modify | 26 | 0.10 | 149.849 | 150.118 | 149.218 | ||
| 97 | 2023.10.27 12:45 | modify | 24 | 0.10 | 150.418 | 150.118 | 149.218 | ||
| 98 | 2023.10.27 12:47 | modify | 25 | 0.10 | 149.849 | 150.118 | 149.218 | ||
| 99 | 2023.10.27 13:50 | sell | 27 | 0.10 | 149.609 | 0.000 | 0.000 | ||
| 100 | 2023.10.27 13:50 | modify | 27 | 0.10 | 149.609 | 149.998 | 149.218 | ||
| 101 | 2023.10.27 13:50 | modify | 26 | 0.10 | 149.849 | 149.998 | 149.218 | ||
| 102 | 2023.10.27 13:50 | modify | 25 | 0.10 | 149.849 | 149.998 | 149.218 | ||
| 103 | 2023.10.27 13:50 | modify | 24 | 0.10 | 150.418 | 149.998 | 149.218 | ||
| 104 | 2023.10.30 14:20 | t/p | 24 | 0.10 | 149.218 | 149.998 | 149.218 | 77.22 | 10840.42 |
| 105 | 2023.10.30 14:20 | t/p | 25 | 0.10 | 149.218 | 149.998 | 149.218 | 40.68 | 10881.10 |
| 106 | 2023.10.30 14:20 | t/p | 26 | 0.10 | 149.218 | 149.998 | 149.218 | 40.68 | 10921.79 |
| 107 | 2023.10.30 14:20 | t/p | 27 | 0.10 | 149.218 | 149.998 | 149.218 | 24.58 | 10946.37 |
| 108 | 2023.11.21 05:00 | buy | 28 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 109 | 2023.11.21 05:00 | modify | 28 | 0.10 | 147.465 | 146.165 | 148.665 | ||
| 110 | 2023.11.21 17:20 | buy | 29 | 0.10 | 148.018 | 0.000 | 0.000 | ||
| 111 | 2023.11.21 17:20 | modify | 29 | 0.10 | 148.018 | 147.645 | 148.665 | ||
| 112 | 2023.11.21 17:20 | buy | 30 | 0.10 | 148.018 | 0.000 | 0.000 | ||
| 113 | 2023.11.21 17:20 | modify | 30 | 0.10 | 148.018 | 147.765 | 148.665 | ||
| 114 | 2023.11.21 17:20 | modify | 28 | 0.10 | 147.465 | 147.765 | 148.665 | ||
| 115 | 2023.11.21 17:22 | modify | 29 | 0.10 | 148.018 | 147.765 | 148.665 | ||
| 116 | 2023.11.21 18:25 | buy | 31 | 0.10 | 148.270 | 0.000 | 0.000 | ||
| 117 | 2023.11.21 18:25 | modify | 31 | 0.10 | 148.270 | 147.885 | 148.665 | ||
| 118 | 2023.11.21 18:25 | modify | 30 | 0.10 | 148.018 | 147.885 | 148.665 | ||
| 119 | 2023.11.21 18:25 | modify | 29 | 0.10 | 148.018 | 147.885 | 148.665 | ||
| 120 | 2023.11.21 18:25 | modify | 28 | 0.10 | 147.465 | 147.885 | 148.665 | ||
| 121 | 2023.11.22 05:20 | t/p | 28 | 0.10 | 148.665 | 147.885 | 148.665 | 81.84 | 11028.21 |
| 122 | 2023.11.22 05:20 | t/p | 29 | 0.10 | 148.665 | 147.885 | 148.665 | 44.64 | 11072.84 |
| 123 | 2023.11.22 05:20 | t/p | 30 | 0.10 | 148.665 | 147.885 | 148.665 | 44.64 | 11117.48 |
| 124 | 2023.11.22 05:20 | t/p | 31 | 0.10 | 148.665 | 147.885 | 148.665 | 27.69 | 11145.16 |
| 125 | 2023.12.11 03:00 | sell | 32 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 126 | 2023.12.11 03:00 | modify | 32 | 0.10 | 145.408 | 146.708 | 144.208 | ||
| 127 | 2023.12.13 19:16 | t/p | 32 | 0.10 | 144.208 | 146.708 | 144.208 | 80.22 | 11225.38 |
| 128 | 2024.01.10 04:00 | sell | 33 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 129 | 2024.01.10 04:00 | modify | 33 | 0.10 | 144.848 | 146.148 | 143.648 | ||
| 130 | 2024.01.11 13:50 | s/l | 33 | 0.10 | 146.148 | 146.148 | 143.648 | -93.77 | 11131.61 |
| 131 | 2024.02.29 04:00 | buy | 34 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 132 | 2024.02.29 04:00 | modify | 34 | 0.10 | 149.842 | 148.542 | 151.042 | ||
| 133 | 2024.02.29 23:59 | close at stop | 34 | 0.10 | 150.068 | 148.542 | 151.042 | 15.06 | 11146.67 |