Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=17; 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 | 7201 | Ticks modelled | 13401 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 195.59 | Gross profit | 1009.20 | Gross loss | -813.61 |
| Profit factor | 1.24 | Expected payoff | 4.45 | ||
| Absolute drawdown | 51.49 | Maximal drawdown | 406.27 (3.89%) | Relative drawdown | 3.89% (406.27) |
| Total trades | 44 | Short positions (won %) | 29 (27.59%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 15 (34.09%) | Loss trades (% of total) | 29 (65.91%) | ||
| Largest | profit trade | 106.07 | loss trade | -48.74 | |
| Average | profit trade | 67.28 | loss trade | -28.06 | |
| Maximum | consecutive wins (profit in money) | 3 (194.18) | consecutive losses (loss in money) | 9 (-247.07) | |
| Maximal | consecutive profit (count of wins) | 194.18 (3) | consecutive loss (count of losses) | -247.07 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.08.01 15:00 | sell | 1 | 0.10 | 143.266 | 0.000 | 0.000 | ||
| 2 | 2023.08.01 15:00 | modify | 1 | 0.10 | 143.266 | 143.666 | 141.766 | ||
| 3 | 2023.08.03 05:00 | s/l | 1 | 0.10 | 143.666 | 143.666 | 141.766 | -35.87 | 9964.13 |
| 4 | 2023.08.04 15:00 | buy | 2 | 0.10 | 141.823 | 0.000 | 0.000 | ||
| 5 | 2023.08.04 15:00 | modify | 2 | 0.10 | 141.823 | 141.423 | 143.323 | ||
| 6 | 2023.08.07 20:00 | buy | 3 | 0.10 | 142.507 | 0.000 | 0.000 | ||
| 7 | 2023.08.07 20:00 | modify | 3 | 0.10 | 142.507 | 142.198 | 143.323 | ||
| 8 | 2023.08.07 20:00 | modify | 2 | 0.10 | 141.823 | 142.198 | 143.323 | ||
| 9 | 2023.08.08 02:00 | t/p | 2 | 0.10 | 143.323 | 142.198 | 143.323 | 106.07 | 10070.20 |
| 10 | 2023.08.08 02:00 | t/p | 3 | 0.10 | 143.323 | 142.198 | 143.323 | 57.65 | 10127.85 |
| 11 | 2023.08.21 16:00 | sell | 4 | 0.10 | 146.262 | 0.000 | 0.000 | ||
| 12 | 2023.08.21 16:00 | modify | 4 | 0.10 | 146.262 | 146.662 | 144.762 | ||
| 13 | 2023.08.22 10:00 | sell | 5 | 0.10 | 145.558 | 0.000 | 0.000 | ||
| 14 | 2023.08.22 10:00 | modify | 5 | 0.10 | 145.558 | 145.887 | 144.762 | ||
| 15 | 2023.08.22 10:00 | modify | 4 | 0.10 | 146.262 | 145.887 | 144.762 | ||
| 16 | 2023.08.22 13:00 | s/l | 4 | 0.10 | 145.887 | 145.887 | 144.762 | 23.68 | 10151.53 |
| 17 | 2023.08.22 13:00 | s/l | 5 | 0.10 | 145.887 | 145.887 | 144.762 | -22.54 | 10128.99 |
| 18 | 2023.08.23 15:00 | buy | 6 | 0.10 | 144.787 | 0.000 | 0.000 | ||
| 19 | 2023.08.23 15:00 | modify | 6 | 0.10 | 144.787 | 144.387 | 146.287 | ||
| 20 | 2023.08.24 11:00 | buy | 7 | 0.10 | 145.470 | 0.000 | 0.000 | ||
| 21 | 2023.08.24 11:00 | modify | 7 | 0.10 | 145.470 | 145.162 | 146.287 | ||
| 22 | 2023.08.24 11:00 | modify | 6 | 0.10 | 144.787 | 145.162 | 146.287 | ||
| 23 | 2023.08.25 15:00 | t/p | 6 | 0.10 | 146.287 | 145.162 | 146.287 | 105.14 | 10234.12 |
| 24 | 2023.08.25 15:00 | t/p | 7 | 0.10 | 146.287 | 145.162 | 146.287 | 56.45 | 10290.57 |
| 25 | 2023.09.11 06:00 | buy | 8 | 0.10 | 146.241 | 0.000 | 0.000 | ||
| 26 | 2023.09.11 06:00 | modify | 8 | 0.10 | 146.241 | 145.841 | 147.741 | ||
| 27 | 2023.09.11 11:00 | buy | 9 | 0.10 | 146.928 | 0.000 | 0.000 | ||
| 28 | 2023.09.11 11:00 | modify | 9 | 0.10 | 146.928 | 146.616 | 147.741 | ||
| 29 | 2023.09.11 11:00 | modify | 8 | 0.10 | 146.241 | 146.616 | 147.741 | ||
| 30 | 2023.09.11 13:00 | s/l | 8 | 0.10 | 146.616 | 146.616 | 147.741 | 25.60 | 10316.17 |
| 31 | 2023.09.11 13:00 | s/l | 9 | 0.10 | 146.616 | 146.616 | 147.741 | -21.30 | 10294.87 |
| 32 | 2023.09.12 15:00 | sell | 10 | 0.10 | 147.207 | 0.000 | 0.000 | ||
| 33 | 2023.09.12 15:00 | modify | 10 | 0.10 | 147.207 | 147.607 | 145.707 | ||
| 34 | 2023.09.13 13:00 | s/l | 10 | 0.10 | 147.607 | 147.607 | 145.707 | -29.14 | 10265.73 |
| 35 | 2023.09.27 16:00 | sell | 11 | 0.10 | 149.484 | 0.000 | 0.000 | ||
| 36 | 2023.09.27 16:00 | modify | 11 | 0.10 | 149.484 | 149.884 | 147.984 | ||
| 37 | 2023.10.02 14:00 | s/l | 11 | 0.10 | 149.884 | 149.884 | 147.984 | -36.75 | 10228.98 |
| 38 | 2023.10.06 14:00 | sell | 12 | 0.10 | 149.371 | 0.000 | 0.000 | ||
| 39 | 2023.10.06 14:00 | modify | 12 | 0.10 | 149.371 | 149.771 | 147.871 | ||
| 40 | 2023.10.10 20:00 | sell | 13 | 0.10 | 148.683 | 0.000 | 0.000 | ||
| 41 | 2023.10.10 20:00 | modify | 13 | 0.10 | 148.683 | 148.996 | 147.871 | ||
| 42 | 2023.10.10 20:00 | modify | 12 | 0.10 | 149.371 | 148.996 | 147.871 | ||
| 43 | 2023.10.11 07:00 | s/l | 12 | 0.10 | 148.996 | 148.996 | 147.871 | 19.15 | 10248.13 |
| 44 | 2023.10.11 07:00 | s/l | 13 | 0.10 | 148.996 | 148.996 | 147.871 | -23.03 | 10225.10 |
| 45 | 2023.10.12 16:00 | sell | 14 | 0.10 | 149.716 | 0.000 | 0.000 | ||
| 46 | 2023.10.12 16:00 | modify | 14 | 0.10 | 149.716 | 150.116 | 148.216 | ||
| 47 | 2023.10.25 21:00 | s/l | 14 | 0.10 | 150.116 | 150.116 | 148.216 | -48.74 | 10176.35 |
| 48 | 2023.10.26 04:00 | sell | 15 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 49 | 2023.10.26 04:00 | modify | 15 | 0.10 | 150.418 | 150.818 | 148.918 | ||
| 50 | 2023.10.30 03:00 | sell | 16 | 0.10 | 149.645 | 0.000 | 0.000 | ||
| 51 | 2023.10.30 03:00 | modify | 16 | 0.10 | 149.645 | 150.343 | 148.918 | ||
| 52 | 2023.10.30 03:00 | sell | 17 | 0.10 | 149.645 | 0.000 | 0.000 | ||
| 53 | 2023.10.30 03:00 | modify | 17 | 0.10 | 149.645 | 149.893 | 148.918 | ||
| 54 | 2023.10.30 03:00 | modify | 15 | 0.10 | 150.418 | 149.893 | 148.918 | ||
| 55 | 2023.10.30 04:00 | modify | 16 | 0.10 | 149.645 | 149.893 | 148.918 | ||
| 56 | 2023.10.30 16:00 | t/p | 15 | 0.10 | 148.918 | 149.893 | 148.918 | 96.62 | 10272.97 |
| 57 | 2023.10.30 16:00 | t/p | 16 | 0.10 | 148.918 | 149.893 | 148.918 | 48.78 | 10321.75 |
| 58 | 2023.10.30 16:00 | t/p | 17 | 0.10 | 148.918 | 149.893 | 148.918 | 48.78 | 10370.53 |
| 59 | 2023.10.31 07:00 | sell | 18 | 0.10 | 150.201 | 0.000 | 0.000 | ||
| 60 | 2023.10.31 07:00 | modify | 18 | 0.10 | 150.201 | 150.601 | 148.701 | ||
| 61 | 2023.10.31 10:00 | s/l | 18 | 0.10 | 150.601 | 150.601 | 148.701 | -26.54 | 10343.99 |
| 62 | 2023.11.14 16:00 | buy | 19 | 0.10 | 150.847 | 0.000 | 0.000 | ||
| 63 | 2023.11.14 16:00 | modify | 19 | 0.10 | 150.847 | 150.447 | 152.347 | ||
| 64 | 2023.11.14 20:00 | s/l | 19 | 0.10 | 150.447 | 150.447 | 152.347 | -26.61 | 10317.38 |
| 65 | 2023.11.21 05:00 | buy | 20 | 0.10 | 147.465 | 0.000 | 0.000 | ||
| 66 | 2023.11.21 05:00 | modify | 20 | 0.10 | 147.465 | 147.065 | 148.965 | ||
| 67 | 2023.11.22 07:00 | t/p | 20 | 0.10 | 148.965 | 147.065 | 148.965 | 101.41 | 10418.79 |
| 68 | 2023.12.07 12:00 | buy | 21 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 69 | 2023.12.07 12:00 | modify | 21 | 0.10 | 145.053 | 144.653 | 146.553 | ||
| 70 | 2023.12.07 15:00 | s/l | 21 | 0.10 | 144.653 | 144.653 | 146.553 | -27.66 | 10391.13 |
| 71 | 2023.12.12 07:00 | buy | 22 | 0.10 | 145.410 | 0.000 | 0.000 | ||
| 72 | 2023.12.12 07:00 | modify | 22 | 0.10 | 145.410 | 145.010 | 146.910 | ||
| 73 | 2023.12.12 14:00 | s/l | 22 | 0.10 | 145.010 | 145.010 | 146.910 | -27.47 | 10363.66 |
| 74 | 2023.12.19 10:00 | sell | 23 | 0.10 | 144.535 | 0.000 | 0.000 | ||
| 75 | 2023.12.19 10:00 | modify | 23 | 0.10 | 144.535 | 144.935 | 143.035 | ||
| 76 | 2023.12.19 11:00 | s/l | 23 | 0.10 | 144.935 | 144.935 | 143.035 | -27.60 | 10336.06 |
| 77 | 2023.12.19 12:00 | sell | 24 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 78 | 2023.12.19 12:00 | modify | 24 | 0.10 | 144.792 | 145.192 | 143.292 | ||
| 79 | 2023.12.20 12:00 | t/p | 24 | 0.10 | 143.292 | 145.192 | 143.292 | 102.59 | 10438.65 |
| 80 | 2023.12.28 09:00 | buy | 25 | 0.10 | 140.901 | 0.000 | 0.000 | ||
| 81 | 2023.12.28 09:00 | modify | 25 | 0.10 | 140.901 | 140.501 | 142.401 | ||
| 82 | 2023.12.28 16:00 | s/l | 25 | 0.10 | 140.501 | 140.501 | 142.401 | -28.39 | 10410.26 |
| 83 | 2024.01.10 04:00 | sell | 26 | 0.10 | 144.848 | 0.000 | 0.000 | ||
| 84 | 2024.01.10 04:00 | modify | 26 | 0.10 | 144.848 | 145.248 | 143.348 | ||
| 85 | 2024.01.10 13:00 | s/l | 26 | 0.10 | 145.248 | 145.248 | 143.348 | -27.53 | 10382.73 |
| 86 | 2024.01.15 12:00 | sell | 27 | 0.10 | 145.670 | 0.000 | 0.000 | ||
| 87 | 2024.01.15 12:00 | modify | 27 | 0.10 | 145.670 | 146.070 | 144.170 | ||
| 88 | 2024.01.16 02:00 | s/l | 27 | 0.10 | 146.070 | 146.070 | 144.170 | -29.42 | 10353.31 |
| 89 | 2024.01.16 12:00 | sell | 28 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 90 | 2024.01.16 12:00 | modify | 28 | 0.10 | 146.603 | 147.003 | 145.103 | ||
| 91 | 2024.01.16 17:00 | s/l | 28 | 0.10 | 147.003 | 147.003 | 145.103 | -27.20 | 10326.11 |
| 92 | 2024.02.02 15:00 | sell | 29 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 93 | 2024.02.02 15:00 | modify | 29 | 0.10 | 147.886 | 148.286 | 146.386 | ||
| 94 | 2024.02.02 16:00 | s/l | 29 | 0.10 | 148.286 | 148.286 | 146.386 | -26.97 | 10299.14 |
| 95 | 2024.02.29 04:00 | buy | 30 | 0.10 | 149.842 | 0.000 | 0.000 | ||
| 96 | 2024.02.29 04:00 | modify | 30 | 0.10 | 149.842 | 149.442 | 151.342 | ||
| 97 | 2024.02.29 16:00 | s/l | 30 | 0.10 | 149.442 | 149.442 | 151.342 | -26.73 | 10272.41 |
| 98 | 2024.03.07 10:00 | buy | 31 | 0.10 | 148.015 | 0.000 | 0.000 | ||
| 99 | 2024.03.07 10:00 | modify | 31 | 0.10 | 148.015 | 147.615 | 149.515 | ||
| 100 | 2024.03.07 14:00 | s/l | 31 | 0.10 | 147.615 | 147.615 | 149.515 | -27.07 | 10245.34 |
| 101 | 2024.03.08 12:00 | buy | 32 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 102 | 2024.03.08 12:00 | modify | 32 | 0.10 | 147.128 | 146.728 | 148.628 | ||
| 103 | 2024.03.08 14:00 | s/l | 32 | 0.10 | 146.728 | 146.728 | 148.628 | -27.21 | 10218.13 |
| 104 | 2024.03.19 08:00 | sell | 33 | 0.10 | 150.259 | 0.000 | 0.000 | ||
| 105 | 2024.03.19 08:00 | modify | 33 | 0.10 | 150.259 | 150.659 | 148.759 | ||
| 106 | 2024.03.19 10:00 | s/l | 33 | 0.10 | 150.659 | 150.659 | 148.759 | -26.55 | 10191.58 |
| 107 | 2024.03.20 07:00 | sell | 34 | 0.10 | 151.472 | 0.000 | 0.000 | ||
| 108 | 2024.03.20 07:00 | modify | 34 | 0.10 | 151.472 | 151.872 | 149.972 | ||
| 109 | 2024.03.20 19:00 | sell | 35 | 0.10 | 150.785 | 0.000 | 0.000 | ||
| 110 | 2024.03.20 19:00 | modify | 35 | 0.10 | 150.785 | 151.097 | 149.972 | ||
| 111 | 2024.03.20 19:00 | modify | 34 | 0.10 | 151.472 | 151.097 | 149.972 | ||
| 112 | 2024.03.20 20:00 | s/l | 34 | 0.10 | 151.097 | 151.097 | 149.972 | 24.79 | 10216.37 |
| 113 | 2024.03.20 20:00 | s/l | 35 | 0.10 | 151.097 | 151.097 | 149.972 | -20.63 | 10195.74 |
| 114 | 2024.04.15 15:00 | sell | 36 | 0.10 | 154.329 | 0.000 | 0.000 | ||
| 115 | 2024.04.15 15:00 | modify | 36 | 0.10 | 154.329 | 154.729 | 152.829 | ||
| 116 | 2024.04.16 12:00 | s/l | 36 | 0.10 | 154.729 | 154.729 | 152.829 | -27.88 | 10167.86 |
| 117 | 2024.04.25 08:00 | sell | 37 | 0.10 | 155.628 | 0.000 | 0.000 | ||
| 118 | 2024.04.25 08:00 | modify | 37 | 0.10 | 155.628 | 156.028 | 154.128 | ||
| 119 | 2024.04.26 04:00 | s/l | 37 | 0.10 | 156.028 | 156.028 | 154.128 | -27.66 | 10140.19 |
| 120 | 2024.04.26 12:00 | sell | 38 | 0.10 | 156.816 | 0.000 | 0.000 | ||
| 121 | 2024.04.26 12:00 | modify | 38 | 0.10 | 156.816 | 157.216 | 155.316 | ||
| 122 | 2024.04.26 15:00 | s/l | 38 | 0.10 | 157.216 | 157.216 | 155.316 | -25.43 | 10114.76 |
| 123 | 2024.04.30 14:00 | sell | 39 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 124 | 2024.04.30 14:00 | modify | 39 | 0.10 | 157.420 | 157.820 | 155.920 | ||
| 125 | 2024.04.30 21:00 | s/l | 39 | 0.10 | 157.820 | 157.820 | 155.920 | -25.35 | 10089.41 |
| 126 | 2024.05.08 10:00 | sell | 40 | 0.10 | 155.391 | 0.000 | 0.000 | ||
| 127 | 2024.05.08 10:00 | modify | 40 | 0.10 | 155.391 | 155.791 | 153.891 | ||
| 128 | 2024.05.09 07:00 | s/l | 40 | 0.10 | 155.791 | 155.791 | 153.891 | -31.71 | 10057.70 |
| 129 | 2024.05.14 09:00 | sell | 41 | 0.10 | 156.455 | 0.000 | 0.000 | ||
| 130 | 2024.05.14 09:00 | modify | 41 | 0.10 | 156.455 | 156.855 | 154.955 | ||
| 131 | 2024.05.15 13:00 | t/p | 41 | 0.10 | 154.955 | 156.855 | 154.955 | 94.67 | 10152.37 |
| 132 | 2024.06.07 15:00 | sell | 42 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 133 | 2024.06.07 15:00 | modify | 42 | 0.10 | 156.869 | 157.269 | 155.369 | ||
| 134 | 2024.06.11 01:00 | s/l | 42 | 0.10 | 157.269 | 157.269 | 155.369 | -29.45 | 10122.92 |
| 135 | 2024.06.12 16:00 | buy | 43 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 136 | 2024.06.12 16:00 | modify | 43 | 0.10 | 155.911 | 155.511 | 157.411 | ||
| 137 | 2024.06.14 04:00 | t/p | 43 | 0.10 | 157.411 | 155.511 | 157.411 | 97.84 | 10220.76 |
| 138 | 2024.06.20 11:00 | sell | 44 | 0.10 | 158.417 | 0.000 | 0.000 | ||
| 139 | 2024.06.20 11:00 | modify | 44 | 0.10 | 158.417 | 158.817 | 156.917 | ||
| 140 | 2024.06.20 17:00 | s/l | 44 | 0.10 | 158.817 | 158.817 | 156.917 | -25.17 | 10195.59 |