Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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 | 13496 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 600.77 | Gross profit | 741.24 | Gross loss | -140.46 |
| Profit factor | 5.28 | Expected payoff | 37.55 | ||
| Absolute drawdown | 64.29 | Maximal drawdown | 120.78 (1.13%) | Relative drawdown | 1.13% (120.78) |
| Total trades | 16 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 85.43 | loss trade | -94.81 | |
| Average | profit trade | 61.77 | loss trade | -35.12 | |
| Maximum | consecutive wins (profit in money) | 6 (365.87) | consecutive losses (loss in money) | 2 (-25.48) | |
| Maximal | consecutive profit (count of wins) | 365.87 (6) | consecutive loss (count of losses) | -94.81 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 05:00 | sell | 1 | 0.10 | 136.850 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 05:00 | modify | 1 | 0.10 | 136.850 | 138.150 | 135.650 | ||
| 3 | 2023.05.03 09:00 | t/p | 1 | 0.10 | 135.650 | 138.150 | 135.650 | 84.48 | 10084.48 |
| 4 | 2023.06.15 06:00 | sell | 2 | 0.10 | 141.213 | 0.000 | 0.000 | ||
| 5 | 2023.06.15 06:00 | modify | 2 | 0.10 | 141.213 | 142.513 | 140.013 | ||
| 6 | 2023.06.16 02:00 | t/p | 2 | 0.10 | 140.013 | 142.513 | 140.013 | 83.74 | 10168.22 |
| 7 | 2023.07.20 03:00 | buy | 3 | 0.10 | 139.244 | 0.000 | 0.000 | ||
| 8 | 2023.07.20 03:00 | modify | 3 | 0.10 | 139.244 | 137.944 | 140.444 | ||
| 9 | 2023.07.20 13:00 | buy | 4 | 0.10 | 139.863 | 0.000 | 0.000 | ||
| 10 | 2023.07.20 13:00 | modify | 4 | 0.10 | 139.863 | 139.604 | 140.444 | ||
| 11 | 2023.07.20 13:00 | buy | 5 | 0.10 | 139.863 | 0.000 | 0.000 | ||
| 12 | 2023.07.20 13:00 | modify | 5 | 0.10 | 139.863 | 139.664 | 140.444 | ||
| 13 | 2023.07.20 13:00 | modify | 3 | 0.10 | 139.244 | 139.664 | 140.444 | ||
| 14 | 2023.07.20 14:00 | modify | 4 | 0.10 | 139.863 | 139.664 | 140.444 | ||
| 15 | 2023.07.20 17:00 | t/p | 3 | 0.10 | 140.444 | 139.664 | 140.444 | 85.43 | 10253.65 |
| 16 | 2023.07.20 17:00 | t/p | 4 | 0.10 | 140.444 | 139.664 | 140.444 | 41.36 | 10295.01 |
| 17 | 2023.07.20 17:00 | t/p | 5 | 0.10 | 140.444 | 139.664 | 140.444 | 41.36 | 10336.37 |
| 18 | 2023.09.11 06:00 | buy | 6 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 19 | 2023.09.11 06:00 | modify | 6 | 0.10 | 146.241 | 144.941 | 147.441 | ||
| 20 | 2023.09.12 06:00 | buy | 7 | 0.10 | 146.848 | 0.000 | 0.000 | ||
| 21 | 2023.09.12 06:00 | modify | 7 | 0.10 | 146.848 | 146.601 | 147.441 | ||
| 22 | 2023.09.12 06:00 | buy | 8 | 0.10 | 146.848 | 0.000 | 0.000 | ||
| 23 | 2023.09.12 06:00 | modify | 8 | 0.10 | 146.848 | 146.661 | 147.441 | ||
| 24 | 2023.09.12 06:00 | modify | 6 | 0.10 | 146.241 | 146.661 | 147.441 | ||
| 25 | 2023.09.12 07:00 | modify | 7 | 0.10 | 146.848 | 146.661 | 147.441 | ||
| 26 | 2023.09.12 09:00 | s/l | 6 | 0.10 | 146.661 | 146.661 | 147.441 | 29.50 | 10365.87 |
| 27 | 2023.09.12 09:00 | s/l | 7 | 0.10 | 146.661 | 146.661 | 147.441 | -12.74 | 10353.13 |
| 28 | 2023.09.12 09:00 | s/l | 8 | 0.10 | 146.661 | 146.661 | 147.441 | -12.74 | 10340.39 |
| 29 | 2023.10.02 04:00 | sell | 9 | 0.10 | 149.780 | 0.000 | 0.000 | ||
| 30 | 2023.10.02 04:00 | modify | 9 | 0.10 | 149.780 | 151.080 | 148.580 | ||
| 31 | 2023.10.03 15:00 | t/p | 9 | 0.10 | 148.580 | 151.080 | 148.580 | 78.51 | 10418.90 |
| 32 | 2023.10.26 04:00 | sell | 10 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 33 | 2023.10.26 04:00 | modify | 10 | 0.10 | 150.418 | 151.718 | 149.218 | ||
| 34 | 2023.10.27 13:00 | sell | 11 | 0.10 | 149.874 | 0.000 | 0.000 | ||
| 35 | 2023.10.27 13:00 | modify | 11 | 0.10 | 149.874 | 150.178 | 149.218 | ||
| 36 | 2023.10.27 13:00 | modify | 10 | 0.10 | 150.418 | 150.178 | 149.218 | ||
| 37 | 2023.10.30 15:00 | t/p | 10 | 0.10 | 149.218 | 150.178 | 149.218 | 76.53 | 10495.43 |
| 38 | 2023.10.30 15:00 | t/p | 11 | 0.10 | 149.218 | 150.178 | 149.218 | 42.02 | 10537.45 |
| 39 | 2023.11.21 05:00 | buy | 12 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 40 | 2023.11.21 05:00 | modify | 12 | 0.10 | 147.465 | 146.165 | 148.665 | ||
| 41 | 2023.11.22 06:00 | t/p | 12 | 0.10 | 148.665 | 146.165 | 148.665 | 81.56 | 10619.02 |
| 42 | 2023.12.11 03:00 | sell | 13 | 0.10 | 145.408 | 0.000 | 0.000 | ||
| 43 | 2023.12.11 03:00 | modify | 13 | 0.10 | 145.408 | 146.708 | 144.208 | ||
| 44 | 2023.12.13 20:00 | t/p | 13 | 0.10 | 144.208 | 146.708 | 144.208 | 79.87 | 10698.88 |
| 45 | 2024.01.10 04:00 | sell | 14 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 46 | 2024.01.10 04:00 | modify | 14 | 0.10 | 144.848 | 146.148 | 143.648 | ||
| 47 | 2024.01.11 14:00 | s/l | 14 | 0.10 | 146.148 | 146.148 | 143.648 | -94.81 | 10604.07 |
| 48 | 2024.02.29 04:00 | buy | 15 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 49 | 2024.02.29 04:00 | modify | 15 | 0.10 | 149.842 | 148.542 | 151.042 | ||
| 50 | 2024.03.01 02:00 | buy | 16 | 0.10 | 150.385 | 0.000 | 0.000 | ||
| 51 | 2024.03.01 02:00 | modify | 16 | 0.10 | 150.385 | 150.082 | 151.042 | ||
| 52 | 2024.03.01 02:00 | modify | 15 | 0.10 | 149.842 | 150.082 | 151.042 | ||
| 53 | 2024.03.01 17:00 | s/l | 15 | 0.10 | 150.082 | 150.082 | 151.042 | 16.87 | 10620.94 |
| 54 | 2024.03.01 17:00 | s/l | 16 | 0.10 | 150.082 | 150.082 | 151.042 | -20.17 | 10600.77 |