Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 6539 | Ticks modelled | 37866308 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 470.17 | Gross profit | 540.51 | Gross loss | -70.34 |
| Profit factor | 7.68 | Expected payoff | 20.44 | ||
| Absolute drawdown | 45.63 | Maximal drawdown | 172.56 (15.31%) | Relative drawdown | 15.31% (172.56) |
| Total trades | 23 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
| Largest | profit trade | 79.97 | loss trade | -12.99 | |
| Average | profit trade | 41.58 | loss trade | -7.03 | |
| Maximum | consecutive wins (profit in money) | 5 (244.73) | consecutive losses (loss in money) | 3 (-17.39) | |
| Maximal | consecutive profit (count of wins) | 244.73 (5) | consecutive loss (count of losses) | -20.72 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 19:00 | buy | 1 | 0.10 | 143.526 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 19:00 | modify | 1 | 0.10 | 143.526 | 142.026 | 144.726 | ||
| 3 | 2023.12.07 21:16 | buy | 2 | 0.10 | 143.948 | 0.000 | 0.000 | ||
| 4 | 2023.12.07 21:16 | modify | 2 | 0.10 | 143.948 | 143.646 | 144.726 | ||
| 5 | 2023.12.07 21:16 | modify | 1 | 0.10 | 143.526 | 143.646 | 144.726 | ||
| 6 | 2023.12.07 21:21 | buy | 3 | 0.10 | 144.007 | 0.000 | 0.000 | ||
| 7 | 2023.12.07 21:21 | modify | 3 | 0.10 | 144.007 | 143.826 | 144.726 | ||
| 8 | 2023.12.07 21:21 | modify | 2 | 0.10 | 143.948 | 143.826 | 144.726 | ||
| 9 | 2023.12.07 21:21 | modify | 1 | 0.10 | 143.526 | 143.826 | 144.726 | ||
| 10 | 2023.12.07 21:35 | buy | 4 | 0.10 | 144.126 | 0.000 | 0.000 | ||
| 11 | 2023.12.07 21:35 | modify | 4 | 0.10 | 144.126 | 143.946 | 144.726 | ||
| 12 | 2023.12.07 21:35 | modify | 3 | 0.10 | 144.007 | 143.946 | 144.726 | ||
| 13 | 2023.12.07 21:35 | modify | 2 | 0.10 | 143.948 | 143.946 | 144.726 | ||
| 14 | 2023.12.07 21:35 | modify | 1 | 0.10 | 143.526 | 143.946 | 144.726 | ||
| 15 | 2023.12.07 22:35 | s/l | 1 | 0.10 | 143.946 | 143.946 | 144.726 | 29.18 | 1029.18 |
| 16 | 2023.12.07 22:35 | s/l | 2 | 0.10 | 143.946 | 143.946 | 144.726 | -0.14 | 1029.04 |
| 17 | 2023.12.07 22:35 | s/l | 3 | 0.10 | 143.946 | 143.946 | 144.726 | -4.24 | 1024.80 |
| 18 | 2023.12.07 22:35 | s/l | 4 | 0.10 | 143.946 | 143.946 | 144.726 | -12.51 | 1012.29 |
| 19 | 2024.07.11 16:00 | buy | 5 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 20 | 2024.07.11 16:00 | modify | 5 | 0.10 | 158.612 | 157.112 | 159.812 | ||
| 21 | 2024.07.11 22:03 | buy | 6 | 0.10 | 159.032 | 0.000 | 0.000 | ||
| 22 | 2024.07.11 22:03 | modify | 6 | 0.10 | 159.032 | 158.732 | 159.812 | ||
| 23 | 2024.07.11 22:03 | modify | 5 | 0.10 | 158.612 | 158.732 | 159.812 | ||
| 24 | 2024.07.11 22:04 | buy | 7 | 0.10 | 159.095 | 0.000 | 0.000 | ||
| 25 | 2024.07.11 22:04 | modify | 7 | 0.10 | 159.095 | 158.912 | 159.812 | ||
| 26 | 2024.07.11 22:04 | modify | 6 | 0.10 | 159.032 | 158.912 | 159.812 | ||
| 27 | 2024.07.11 22:04 | modify | 5 | 0.10 | 158.612 | 158.912 | 159.812 | ||
| 28 | 2024.07.11 22:04 | buy | 8 | 0.10 | 159.213 | 0.000 | 0.000 | ||
| 29 | 2024.07.11 22:04 | modify | 8 | 0.10 | 159.213 | 159.032 | 159.812 | ||
| 30 | 2024.07.11 22:04 | modify | 7 | 0.10 | 159.095 | 159.032 | 159.812 | ||
| 31 | 2024.07.11 22:04 | modify | 6 | 0.10 | 159.032 | 159.032 | 159.812 | ||
| 32 | 2024.07.11 22:04 | modify | 5 | 0.10 | 158.612 | 159.032 | 159.812 | ||
| 33 | 2024.07.11 23:28 | s/l | 5 | 0.10 | 159.032 | 159.032 | 159.812 | 26.42 | 1038.71 |
| 34 | 2024.07.11 23:28 | s/l | 6 | 0.10 | 159.032 | 159.032 | 159.812 | 0.00 | 1038.71 |
| 35 | 2024.07.11 23:28 | s/l | 7 | 0.10 | 159.032 | 159.032 | 159.812 | -3.96 | 1034.75 |
| 36 | 2024.07.11 23:28 | s/l | 8 | 0.10 | 159.032 | 159.032 | 159.812 | -11.38 | 1023.37 |
| 37 | 2024.07.17 10:00 | buy | 9 | 0.10 | 156.442 | 0.000 | 0.000 | ||
| 38 | 2024.07.17 10:00 | modify | 9 | 0.10 | 156.442 | 154.942 | 157.642 | ||
| 39 | 2024.07.18 15:01 | buy | 10 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 40 | 2024.07.18 15:01 | modify | 10 | 0.10 | 156.869 | 156.562 | 157.642 | ||
| 41 | 2024.07.18 15:01 | modify | 9 | 0.10 | 156.442 | 156.562 | 157.642 | ||
| 42 | 2024.07.18 15:41 | buy | 11 | 0.10 | 156.925 | 0.000 | 0.000 | ||
| 43 | 2024.07.18 15:41 | modify | 11 | 0.10 | 156.925 | 156.742 | 157.642 | ||
| 44 | 2024.07.18 15:41 | modify | 10 | 0.10 | 156.869 | 156.742 | 157.642 | ||
| 45 | 2024.07.18 15:41 | modify | 9 | 0.10 | 156.442 | 156.742 | 157.642 | ||
| 46 | 2024.07.18 16:01 | buy | 12 | 0.10 | 157.043 | 0.000 | 0.000 | ||
| 47 | 2024.07.18 16:01 | modify | 12 | 0.10 | 157.043 | 156.862 | 157.642 | ||
| 48 | 2024.07.18 16:01 | modify | 11 | 0.10 | 156.925 | 156.862 | 157.642 | ||
| 49 | 2024.07.18 16:01 | modify | 10 | 0.10 | 156.869 | 156.862 | 157.642 | ||
| 50 | 2024.07.18 16:01 | modify | 9 | 0.10 | 156.442 | 156.862 | 157.642 | ||
| 51 | 2024.07.19 05:01 | t/p | 9 | 0.10 | 157.642 | 156.862 | 157.642 | 79.97 | 1103.34 |
| 52 | 2024.07.19 05:01 | t/p | 10 | 0.10 | 157.642 | 156.862 | 157.642 | 50.00 | 1153.34 |
| 53 | 2024.07.19 05:01 | t/p | 11 | 0.10 | 157.642 | 156.862 | 157.642 | 46.45 | 1199.80 |
| 54 | 2024.07.19 05:01 | t/p | 12 | 0.10 | 157.642 | 156.862 | 157.642 | 38.96 | 1238.76 |
| 55 | 2024.08.05 07:00 | buy | 13 | 0.10 | 142.781 | 0.000 | 0.000 | ||
| 56 | 2024.08.05 07:00 | modify | 13 | 0.10 | 142.781 | 141.281 | 143.981 | ||
| 57 | 2024.08.05 07:12 | buy | 14 | 0.10 | 143.202 | 0.000 | 0.000 | ||
| 58 | 2024.08.05 07:12 | modify | 14 | 0.10 | 143.202 | 142.901 | 143.981 | ||
| 59 | 2024.08.05 07:12 | modify | 13 | 0.10 | 142.781 | 142.901 | 143.981 | ||
| 60 | 2024.08.05 07:14 | buy | 15 | 0.10 | 143.263 | 0.000 | 0.000 | ||
| 61 | 2024.08.05 07:14 | modify | 15 | 0.10 | 143.263 | 143.081 | 143.981 | ||
| 62 | 2024.08.05 07:14 | modify | 14 | 0.10 | 143.202 | 143.081 | 143.981 | ||
| 63 | 2024.08.05 07:14 | modify | 13 | 0.10 | 142.781 | 143.081 | 143.981 | ||
| 64 | 2024.08.05 07:16 | buy | 16 | 0.10 | 143.387 | 0.000 | 0.000 | ||
| 65 | 2024.08.05 07:16 | modify | 16 | 0.10 | 143.387 | 143.201 | 143.981 | ||
| 66 | 2024.08.05 07:16 | modify | 15 | 0.10 | 143.263 | 143.201 | 143.981 | ||
| 67 | 2024.08.05 07:16 | modify | 14 | 0.10 | 143.202 | 143.201 | 143.981 | ||
| 68 | 2024.08.05 07:16 | modify | 13 | 0.10 | 142.781 | 143.201 | 143.981 | ||
| 69 | 2024.08.05 07:21 | s/l | 13 | 0.10 | 143.201 | 143.201 | 143.981 | 29.34 | 1268.10 |
| 70 | 2024.08.05 07:21 | s/l | 14 | 0.10 | 143.201 | 143.201 | 143.981 | -0.07 | 1268.03 |
| 71 | 2024.08.05 07:21 | s/l | 15 | 0.10 | 143.201 | 143.201 | 143.981 | -4.33 | 1263.70 |
| 72 | 2024.08.05 07:21 | s/l | 16 | 0.10 | 143.201 | 143.201 | 143.981 | -12.99 | 1250.71 |
| 73 | 2024.08.15 15:00 | sell | 17 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 74 | 2024.08.15 15:00 | modify | 17 | 0.10 | 149.033 | 150.533 | 147.833 | ||
| 75 | 2024.08.16 09:16 | sell | 18 | 0.10 | 148.613 | 0.000 | 0.000 | ||
| 76 | 2024.08.16 09:16 | modify | 18 | 0.10 | 148.613 | 148.913 | 147.833 | ||
| 77 | 2024.08.16 09:16 | modify | 17 | 0.10 | 149.033 | 148.913 | 147.833 | ||
| 78 | 2024.08.16 10:03 | sell | 19 | 0.10 | 148.553 | 0.000 | 0.000 | ||
| 79 | 2024.08.16 10:03 | modify | 19 | 0.10 | 148.553 | 148.733 | 147.833 | ||
| 80 | 2024.08.16 10:03 | modify | 18 | 0.10 | 148.613 | 148.733 | 147.833 | ||
| 81 | 2024.08.16 10:03 | modify | 17 | 0.10 | 149.033 | 148.733 | 147.833 | ||
| 82 | 2024.08.16 10:46 | sell | 20 | 0.10 | 148.433 | 0.000 | 0.000 | ||
| 83 | 2024.08.16 10:46 | modify | 20 | 0.10 | 148.433 | 148.613 | 147.833 | ||
| 84 | 2024.08.16 10:46 | modify | 19 | 0.10 | 148.553 | 148.613 | 147.833 | ||
| 85 | 2024.08.16 10:46 | modify | 18 | 0.10 | 148.613 | 148.613 | 147.833 | ||
| 86 | 2024.08.16 10:46 | modify | 17 | 0.10 | 149.033 | 148.613 | 147.833 | ||
| 87 | 2024.08.16 12:30 | t/p | 17 | 0.10 | 147.833 | 148.613 | 147.833 | 79.52 | 1330.23 |
| 88 | 2024.08.16 12:30 | t/p | 18 | 0.10 | 147.833 | 148.613 | 147.833 | 52.77 | 1383.00 |
| 89 | 2024.08.16 12:30 | t/p | 19 | 0.10 | 147.833 | 148.613 | 147.833 | 48.71 | 1431.71 |
| 90 | 2024.08.16 12:30 | t/p | 20 | 0.10 | 147.833 | 148.613 | 147.833 | 40.59 | 1472.30 |
| 91 | 2024.10.04 14:00 | sell | 21 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 92 | 2024.10.04 14:00 | modify | 21 | 0.10 | 148.403 | 149.903 | 147.203 | ||
| 93 | 2024.10.07 13:07 | sell | 22 | 0.10 | 147.981 | 0.000 | 0.000 | ||
| 94 | 2024.10.07 13:07 | modify | 22 | 0.10 | 147.981 | 148.283 | 147.203 | ||
| 95 | 2024.10.07 13:07 | modify | 21 | 0.10 | 148.403 | 148.283 | 147.203 | ||
| 96 | 2024.10.07 13:07 | sell | 23 | 0.10 | 147.918 | 0.000 | 0.000 | ||
| 97 | 2024.10.07 13:07 | modify | 23 | 0.10 | 147.918 | 148.103 | 147.203 | ||
| 98 | 2024.10.07 13:07 | modify | 22 | 0.10 | 147.981 | 148.103 | 147.203 | ||
| 99 | 2024.10.07 13:07 | modify | 21 | 0.10 | 148.403 | 148.103 | 147.203 | ||
| 100 | 2024.10.07 13:21 | s/l | 21 | 0.10 | 148.103 | 148.103 | 147.203 | 18.60 | 1490.89 |
| 101 | 2024.10.07 13:21 | s/l | 22 | 0.10 | 148.103 | 148.103 | 147.203 | -8.23 | 1482.66 |
| 102 | 2024.10.07 13:21 | s/l | 23 | 0.10 | 148.103 | 148.103 | 147.203 | -12.49 | 1470.17 |