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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 6548 | Ticks modelled | 40181309 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 885.40 | Gross profit | 1223.43 | Gross loss | -338.03 |
| Profit factor | 3.62 | Expected payoff | 23.93 | ||
| Absolute drawdown | 201.08 | Maximal drawdown | 252.48 (2.51%) | Relative drawdown | 2.51% (252.48) |
| Total trades | 37 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 27 (72.97%) | Loss trades (% of total) | 10 (27.03%) | ||
| Largest | profit trade | 85.44 | loss trade | -102.67 | |
| Average | profit trade | 45.31 | loss trade | -33.80 | |
| Maximum | consecutive wins (profit in money) | 13 (646.48) | consecutive losses (loss in money) | 3 (-139.33) | |
| Maximal | consecutive profit (count of wins) | 646.48 (13) | consecutive loss (count of losses) | -139.33 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | 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 14:03 | buy | 2 | 0.10 | 130.695 | 0.000 | 0.000 | ||
| 4 | 2023.03.24 14:03 | modify | 2 | 0.10 | 130.695 | 130.334 | 131.354 | ||
| 5 | 2023.03.24 14:03 | buy | 3 | 0.10 | 130.695 | 0.000 | 0.000 | ||
| 6 | 2023.03.24 14:03 | modify | 3 | 0.10 | 130.695 | 130.454 | 131.354 | ||
| 7 | 2023.03.24 14:03 | modify | 1 | 0.10 | 130.154 | 130.454 | 131.354 | ||
| 8 | 2023.03.24 14:03 | modify | 2 | 0.10 | 130.695 | 130.454 | 131.354 | ||
| 9 | 2023.03.24 14:09 | s/l | 1 | 0.10 | 130.454 | 130.454 | 131.354 | 23.00 | 10023.00 |
| 10 | 2023.03.24 14:09 | s/l | 2 | 0.10 | 130.454 | 130.454 | 131.354 | -18.47 | 10004.53 |
| 11 | 2023.03.24 14:09 | s/l | 3 | 0.10 | 130.454 | 130.454 | 131.354 | -18.47 | 9986.06 |
| 12 | 2023.03.28 05:00 | buy | 4 | 0.10 | 130.647 | 0.000 | 0.000 | ||
| 13 | 2023.03.28 05:00 | modify | 4 | 0.10 | 130.647 | 129.347 | 131.847 | ||
| 14 | 2023.03.28 07:40 | buy | 5 | 0.10 | 131.187 | 0.000 | 0.000 | ||
| 15 | 2023.03.28 07:40 | modify | 5 | 0.10 | 131.187 | 130.827 | 131.847 | ||
| 16 | 2023.03.28 07:40 | buy | 6 | 0.10 | 131.187 | 0.000 | 0.000 | ||
| 17 | 2023.03.28 07:40 | modify | 6 | 0.10 | 131.187 | 130.947 | 131.847 | ||
| 18 | 2023.03.28 07:40 | modify | 4 | 0.10 | 130.647 | 130.947 | 131.847 | ||
| 19 | 2023.03.28 07:40 | modify | 5 | 0.10 | 131.187 | 130.947 | 131.847 | ||
| 20 | 2023.03.28 09:46 | s/l | 4 | 0.10 | 130.947 | 130.947 | 131.847 | 22.91 | 10008.97 |
| 21 | 2023.03.28 09:46 | s/l | 5 | 0.10 | 130.947 | 130.947 | 131.847 | -18.33 | 9990.64 |
| 22 | 2023.03.28 09:46 | s/l | 6 | 0.10 | 130.947 | 130.947 | 131.847 | -18.33 | 9972.31 |
| 23 | 2023.03.29 04:00 | sell | 7 | 0.10 | 131.675 | 0.000 | 0.000 | ||
| 24 | 2023.03.29 04:00 | modify | 7 | 0.10 | 131.675 | 132.975 | 130.475 | ||
| 25 | 2023.03.30 13:12 | s/l | 7 | 0.10 | 132.975 | 132.975 | 130.475 | -102.67 | 9869.64 |
| 26 | 2023.05.01 05:00 | sell | 8 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 27 | 2023.05.01 05:00 | modify | 8 | 0.10 | 136.850 | 138.150 | 135.650 | ||
| 28 | 2023.05.03 01:23 | sell | 9 | 0.10 | 136.309 | 0.000 | 0.000 | ||
| 29 | 2023.05.03 01:23 | modify | 9 | 0.10 | 136.309 | 136.670 | 135.650 | ||
| 30 | 2023.05.03 01:23 | sell | 10 | 0.10 | 136.309 | 0.000 | 0.000 | ||
| 31 | 2023.05.03 01:23 | modify | 10 | 0.10 | 136.309 | 136.550 | 135.650 | ||
| 32 | 2023.05.03 01:23 | modify | 8 | 0.10 | 136.850 | 136.550 | 135.650 | ||
| 33 | 2023.05.03 01:23 | modify | 9 | 0.10 | 136.309 | 136.550 | 135.650 | ||
| 34 | 2023.05.03 01:46 | sell | 11 | 0.10 | 136.069 | 0.000 | 0.000 | ||
| 35 | 2023.05.03 01:46 | modify | 11 | 0.10 | 136.069 | 136.430 | 135.650 | ||
| 36 | 2023.05.03 01:46 | modify | 10 | 0.10 | 136.309 | 136.430 | 135.650 | ||
| 37 | 2023.05.03 01:46 | modify | 9 | 0.10 | 136.309 | 136.430 | 135.650 | ||
| 38 | 2023.05.03 01:46 | modify | 8 | 0.10 | 136.850 | 136.430 | 135.650 | ||
| 39 | 2023.05.03 08:14 | t/p | 8 | 0.10 | 135.650 | 136.430 | 135.650 | 85.19 | 9954.82 |
| 40 | 2023.05.03 08:14 | t/p | 9 | 0.10 | 135.650 | 136.430 | 135.650 | 48.58 | 10003.40 |
| 41 | 2023.05.03 08:14 | t/p | 10 | 0.10 | 135.650 | 136.430 | 135.650 | 48.58 | 10051.98 |
| 42 | 2023.05.03 08:14 | t/p | 11 | 0.10 | 135.650 | 136.430 | 135.650 | 30.89 | 10082.87 |
| 43 | 2023.06.15 06:00 | sell | 12 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 44 | 2023.06.15 06:00 | modify | 12 | 0.10 | 141.213 | 142.513 | 140.013 | ||
| 45 | 2023.06.15 12:54 | sell | 13 | 0.10 | 140.673 | 0.000 | 0.000 | ||
| 46 | 2023.06.15 12:54 | modify | 13 | 0.10 | 140.673 | 141.033 | 140.013 | ||
| 47 | 2023.06.15 12:54 | sell | 14 | 0.10 | 140.673 | 0.000 | 0.000 | ||
| 48 | 2023.06.15 12:54 | modify | 14 | 0.10 | 140.673 | 140.913 | 140.013 | ||
| 49 | 2023.06.15 12:54 | modify | 12 | 0.10 | 141.213 | 140.913 | 140.013 | ||
| 50 | 2023.06.15 12:54 | modify | 13 | 0.10 | 140.673 | 140.913 | 140.013 | ||
| 51 | 2023.06.15 13:19 | sell | 15 | 0.10 | 140.433 | 0.000 | 0.000 | ||
| 52 | 2023.06.15 13:19 | modify | 15 | 0.10 | 140.433 | 140.793 | 140.013 | ||
| 53 | 2023.06.15 13:19 | modify | 14 | 0.10 | 140.673 | 140.793 | 140.013 | ||
| 54 | 2023.06.15 13:19 | modify | 13 | 0.10 | 140.673 | 140.793 | 140.013 | ||
| 55 | 2023.06.15 13:19 | modify | 12 | 0.10 | 141.213 | 140.793 | 140.013 | ||
| 56 | 2023.06.16 01:39 | t/p | 12 | 0.10 | 140.013 | 140.793 | 140.013 | 84.07 | 10166.95 |
| 57 | 2023.06.16 01:39 | t/p | 13 | 0.10 | 140.013 | 140.793 | 140.013 | 45.50 | 10212.45 |
| 58 | 2023.06.16 01:39 | t/p | 14 | 0.10 | 140.013 | 140.793 | 140.013 | 45.50 | 10257.95 |
| 59 | 2023.06.16 01:39 | t/p | 15 | 0.10 | 140.013 | 140.793 | 140.013 | 28.36 | 10286.32 |
| 60 | 2023.07.20 03:00 | buy | 16 | 0.10 | 139.244 | 0.000 | 0.000 | ||
| 61 | 2023.07.20 03:00 | modify | 16 | 0.10 | 139.244 | 137.944 | 140.444 | ||
| 62 | 2023.07.20 12:30 | buy | 17 | 0.10 | 139.784 | 0.000 | 0.000 | ||
| 63 | 2023.07.20 12:30 | modify | 17 | 0.10 | 139.784 | 139.424 | 140.444 | ||
| 64 | 2023.07.20 12:30 | buy | 18 | 0.10 | 139.784 | 0.000 | 0.000 | ||
| 65 | 2023.07.20 12:30 | modify | 18 | 0.10 | 139.784 | 139.544 | 140.444 | ||
| 66 | 2023.07.20 12:30 | modify | 16 | 0.10 | 139.244 | 139.544 | 140.444 | ||
| 67 | 2023.07.20 12:30 | modify | 17 | 0.10 | 139.784 | 139.544 | 140.444 | ||
| 68 | 2023.07.20 14:09 | buy | 19 | 0.10 | 140.024 | 0.000 | 0.000 | ||
| 69 | 2023.07.20 14:09 | modify | 19 | 0.10 | 140.024 | 139.664 | 140.444 | ||
| 70 | 2023.07.20 14:09 | modify | 18 | 0.10 | 139.784 | 139.664 | 140.444 | ||
| 71 | 2023.07.20 14:09 | modify | 17 | 0.10 | 139.784 | 139.664 | 140.444 | ||
| 72 | 2023.07.20 14:09 | modify | 16 | 0.10 | 139.244 | 139.664 | 140.444 | ||
| 73 | 2023.07.20 16:06 | t/p | 16 | 0.10 | 140.444 | 139.664 | 140.444 | 85.44 | 10371.76 |
| 74 | 2023.07.20 16:06 | t/p | 17 | 0.10 | 140.444 | 139.664 | 140.444 | 46.99 | 10418.75 |
| 75 | 2023.07.20 16:06 | t/p | 18 | 0.10 | 140.444 | 139.664 | 140.444 | 46.99 | 10465.74 |
| 76 | 2023.07.20 16:06 | t/p | 19 | 0.10 | 140.444 | 139.664 | 140.444 | 29.91 | 10495.65 |
| 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 10:15 | buy | 21 | 0.10 | 146.782 | 0.000 | 0.000 | ||
| 80 | 2023.09.11 10:15 | modify | 21 | 0.10 | 146.782 | 146.421 | 147.441 | ||
| 81 | 2023.09.11 10:15 | buy | 22 | 0.10 | 146.782 | 0.000 | 0.000 | ||
| 82 | 2023.09.11 10:15 | modify | 22 | 0.10 | 146.782 | 146.541 | 147.441 | ||
| 83 | 2023.09.11 10:15 | modify | 20 | 0.10 | 146.241 | 146.541 | 147.441 | ||
| 84 | 2023.09.11 10:15 | modify | 21 | 0.10 | 146.782 | 146.541 | 147.441 | ||
| 85 | 2023.09.11 12:09 | s/l | 20 | 0.10 | 146.541 | 146.541 | 147.441 | 20.47 | 10516.12 |
| 86 | 2023.09.11 12:09 | s/l | 21 | 0.10 | 146.541 | 146.541 | 147.441 | -16.45 | 10499.67 |
| 87 | 2023.09.11 12:09 | s/l | 22 | 0.10 | 146.541 | 146.541 | 147.441 | -16.45 | 10483.22 |
| 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 14:12 | sell | 24 | 0.10 | 148.985 | 0.000 | 0.000 | ||
| 91 | 2023.10.03 14:12 | modify | 24 | 0.10 | 148.985 | 149.360 | 148.580 | ||
| 92 | 2023.10.03 14:12 | modify | 23 | 0.10 | 149.780 | 149.360 | 148.580 | ||
| 93 | 2023.10.03 14:12 | t/p | 23 | 0.10 | 148.580 | 149.360 | 148.580 | 79.13 | 10562.35 |
| 94 | 2023.10.03 14:12 | t/p | 24 | 0.10 | 148.580 | 149.360 | 148.580 | 27.26 | 10589.61 |
| 95 | 2023.10.26 04:00 | sell | 25 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 96 | 2023.10.26 04:00 | modify | 25 | 0.10 | 150.418 | 151.718 | 149.218 | ||
| 97 | 2023.10.27 12:46 | sell | 26 | 0.10 | 149.876 | 0.000 | 0.000 | ||
| 98 | 2023.10.27 12:46 | modify | 26 | 0.10 | 149.876 | 150.238 | 149.218 | ||
| 99 | 2023.10.27 12:46 | sell | 27 | 0.10 | 149.876 | 0.000 | 0.000 | ||
| 100 | 2023.10.27 12:46 | modify | 27 | 0.10 | 149.876 | 150.118 | 149.218 | ||
| 101 | 2023.10.27 12:46 | modify | 25 | 0.10 | 150.418 | 150.118 | 149.218 | ||
| 102 | 2023.10.27 12:46 | modify | 26 | 0.10 | 149.876 | 150.118 | 149.218 | ||
| 103 | 2023.10.27 13:35 | sell | 28 | 0.10 | 149.637 | 0.000 | 0.000 | ||
| 104 | 2023.10.27 13:35 | modify | 28 | 0.10 | 149.637 | 149.998 | 149.218 | ||
| 105 | 2023.10.27 13:35 | modify | 27 | 0.10 | 149.876 | 149.998 | 149.218 | ||
| 106 | 2023.10.27 13:35 | modify | 26 | 0.10 | 149.876 | 149.998 | 149.218 | ||
| 107 | 2023.10.27 13:35 | modify | 25 | 0.10 | 150.418 | 149.998 | 149.218 | ||
| 108 | 2023.10.30 14:06 | t/p | 25 | 0.10 | 149.218 | 149.998 | 149.218 | 77.15 | 10666.75 |
| 109 | 2023.10.30 14:06 | t/p | 26 | 0.10 | 149.218 | 149.998 | 149.218 | 42.46 | 10709.22 |
| 110 | 2023.10.30 14:06 | t/p | 27 | 0.10 | 149.218 | 149.998 | 149.218 | 42.46 | 10751.68 |
| 111 | 2023.10.30 14:06 | t/p | 28 | 0.10 | 149.218 | 149.998 | 149.218 | 26.44 | 10778.12 |
| 112 | 2023.11.21 05:00 | buy | 29 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 113 | 2023.11.21 05:00 | modify | 29 | 0.10 | 147.465 | 146.165 | 148.665 | ||
| 114 | 2023.11.21 17:18 | buy | 30 | 0.10 | 148.005 | 0.000 | 0.000 | ||
| 115 | 2023.11.21 17:18 | modify | 30 | 0.10 | 148.005 | 147.645 | 148.665 | ||
| 116 | 2023.11.21 17:18 | buy | 31 | 0.10 | 148.005 | 0.000 | 0.000 | ||
| 117 | 2023.11.21 17:18 | modify | 31 | 0.10 | 148.005 | 147.765 | 148.665 | ||
| 118 | 2023.11.21 17:18 | modify | 29 | 0.10 | 147.465 | 147.765 | 148.665 | ||
| 119 | 2023.11.21 17:18 | modify | 30 | 0.10 | 148.005 | 147.765 | 148.665 | ||
| 120 | 2023.11.21 18:24 | buy | 32 | 0.10 | 148.248 | 0.000 | 0.000 | ||
| 121 | 2023.11.21 18:24 | modify | 32 | 0.10 | 148.248 | 147.885 | 148.665 | ||
| 122 | 2023.11.21 18:24 | modify | 31 | 0.10 | 148.005 | 147.885 | 148.665 | ||
| 123 | 2023.11.21 18:24 | modify | 30 | 0.10 | 148.005 | 147.885 | 148.665 | ||
| 124 | 2023.11.21 18:24 | modify | 29 | 0.10 | 147.465 | 147.885 | 148.665 | ||
| 125 | 2023.11.22 05:26 | t/p | 29 | 0.10 | 148.665 | 147.885 | 148.665 | 81.84 | 10859.96 |
| 126 | 2023.11.22 05:26 | t/p | 30 | 0.10 | 148.665 | 147.885 | 148.665 | 45.52 | 10905.48 |
| 127 | 2023.11.22 05:26 | t/p | 31 | 0.10 | 148.665 | 147.885 | 148.665 | 45.52 | 10950.99 |
| 128 | 2023.11.22 05:26 | t/p | 32 | 0.10 | 148.665 | 147.885 | 148.665 | 29.17 | 10980.16 |
| 129 | 2023.12.11 03:00 | sell | 33 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 130 | 2023.12.11 03:00 | modify | 33 | 0.10 | 145.408 | 146.708 | 144.208 | ||
| 131 | 2023.12.12 13:31 | sell | 34 | 0.10 | 144.854 | 0.000 | 0.000 | ||
| 132 | 2023.12.12 13:31 | modify | 34 | 0.10 | 144.854 | 145.228 | 144.208 | ||
| 133 | 2023.12.12 13:31 | sell | 35 | 0.10 | 144.854 | 0.000 | 0.000 | ||
| 134 | 2023.12.12 13:31 | modify | 35 | 0.10 | 144.854 | 145.108 | 144.208 | ||
| 135 | 2023.12.12 13:31 | modify | 33 | 0.10 | 145.408 | 145.108 | 144.208 | ||
| 136 | 2023.12.12 13:31 | modify | 34 | 0.10 | 144.854 | 145.108 | 144.208 | ||
| 137 | 2023.12.12 13:33 | s/l | 33 | 0.10 | 145.108 | 145.108 | 144.208 | 19.04 | 10999.20 |
| 138 | 2023.12.12 13:33 | s/l | 34 | 0.10 | 145.108 | 145.108 | 144.208 | -17.50 | 10981.70 |
| 139 | 2023.12.12 13:33 | s/l | 35 | 0.10 | 145.108 | 145.108 | 144.208 | -17.50 | 10964.20 |
| 140 | 2024.01.10 04:00 | sell | 36 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 141 | 2024.01.10 04:00 | modify | 36 | 0.10 | 144.848 | 146.148 | 143.648 | ||
| 142 | 2024.01.11 13:32 | s/l | 36 | 0.10 | 146.148 | 146.148 | 143.648 | -93.86 | 10870.34 |
| 143 | 2024.02.29 04:00 | buy | 37 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 144 | 2024.02.29 04:00 | modify | 37 | 0.10 | 149.842 | 148.542 | 151.042 | ||
| 145 | 2024.02.29 23:59 | close at stop | 37 | 0.10 | 150.068 | 148.542 | 151.042 | 15.06 | 10885.40 |