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 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 7239 | Ticks modelled | 13478 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 392.35 | Gross profit | 755.92 | Gross loss | -363.58 |
| Profit factor | 2.08 | Expected payoff | 15.69 | ||
| Absolute drawdown | 54.27 | Maximal drawdown | 98.68 (9.34%) | Relative drawdown | 9.34% (98.68) |
| Total trades | 25 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 11 (44.00%) | Loss trades (% of total) | 14 (56.00%) | ||
| Largest | profit trade | 95.85 | loss trade | -28.76 | |
| Average | profit trade | 68.72 | loss trade | -25.97 | |
| Maximum | consecutive wins (profit in money) | 3 (187.42) | consecutive losses (loss in money) | 3 (-81.72) | |
| Maximal | consecutive profit (count of wins) | 187.42 (3) | consecutive loss (count of losses) | -81.72 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.14 16:00 | buy | 1 | 0.10 | 150.847 | 0.000 | 0.000 | ||
| 2 | 2023.11.14 16:00 | modify | 1 | 0.10 | 150.847 | 150.447 | 152.247 | ||
| 3 | 2023.11.14 20:00 | s/l | 1 | 0.10 | 150.447 | 150.447 | 152.247 | -26.61 | 973.39 |
| 4 | 2023.12.07 12:00 | buy | 2 | 0.10 | 145.053 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 12:00 | modify | 2 | 0.10 | 145.053 | 144.653 | 146.453 | ||
| 6 | 2023.12.07 15:00 | s/l | 2 | 0.10 | 144.653 | 144.653 | 146.453 | -27.66 | 945.73 |
| 7 | 2023.12.19 12:00 | sell | 3 | 0.10 | 144.792 | 0.000 | 0.000 | ||
| 8 | 2023.12.19 12:00 | modify | 3 | 0.10 | 144.792 | 145.192 | 143.392 | ||
| 9 | 2023.12.20 08:00 | t/p | 3 | 0.10 | 143.392 | 145.192 | 143.392 | 95.85 | 1041.58 |
| 10 | 2024.01.16 12:00 | sell | 4 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 11 | 2024.01.16 12:00 | modify | 4 | 0.10 | 146.603 | 147.003 | 145.203 | ||
| 12 | 2024.01.16 17:00 | s/l | 4 | 0.10 | 147.003 | 147.003 | 145.203 | -27.20 | 1014.38 |
| 13 | 2024.02.02 15:00 | sell | 5 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 14 | 2024.02.02 15:00 | modify | 5 | 0.10 | 147.886 | 148.286 | 146.486 | ||
| 15 | 2024.02.02 16:00 | s/l | 5 | 0.10 | 148.286 | 148.286 | 146.486 | -26.97 | 987.41 |
| 16 | 2024.03.08 12:00 | buy | 6 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 17 | 2024.03.08 12:00 | modify | 6 | 0.10 | 147.128 | 146.728 | 148.528 | ||
| 18 | 2024.03.08 14:00 | s/l | 6 | 0.10 | 146.728 | 146.728 | 148.528 | -27.21 | 960.20 |
| 19 | 2024.03.20 14:00 | sell | 7 | 0.10 | 151.741 | 0.000 | 0.000 | ||
| 20 | 2024.03.20 14:00 | modify | 7 | 0.10 | 151.741 | 152.141 | 150.341 | ||
| 21 | 2024.03.21 02:00 | t/p | 7 | 0.10 | 150.341 | 152.141 | 150.341 | 88.01 | 1048.21 |
| 22 | 2024.04.15 15:00 | sell | 8 | 0.10 | 154.329 | 0.000 | 0.000 | ||
| 23 | 2024.04.15 15:00 | modify | 8 | 0.10 | 154.329 | 154.729 | 152.929 | ||
| 24 | 2024.04.16 12:00 | s/l | 8 | 0.10 | 154.729 | 154.729 | 152.929 | -27.53 | 1020.67 |
| 25 | 2024.04.26 12:00 | sell | 9 | 0.10 | 156.816 | 0.000 | 0.000 | ||
| 26 | 2024.04.26 12:00 | modify | 9 | 0.10 | 156.816 | 157.216 | 155.416 | ||
| 27 | 2024.04.26 15:00 | s/l | 9 | 0.10 | 157.216 | 157.216 | 155.416 | -25.43 | 995.24 |
| 28 | 2024.06.07 15:00 | sell | 10 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 29 | 2024.06.07 15:00 | modify | 10 | 0.10 | 156.869 | 157.269 | 155.469 | ||
| 30 | 2024.06.11 01:00 | s/l | 10 | 0.10 | 157.269 | 157.269 | 155.469 | -28.76 | 966.49 |
| 31 | 2024.06.12 16:00 | buy | 11 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 32 | 2024.06.12 16:00 | modify | 11 | 0.10 | 155.911 | 155.511 | 157.311 | ||
| 33 | 2024.06.13 09:00 | t/p | 11 | 0.10 | 157.311 | 155.511 | 157.311 | 91.92 | 1058.41 |
| 34 | 2024.07.11 16:00 | buy | 12 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 35 | 2024.07.11 16:00 | modify | 12 | 0.10 | 158.612 | 158.212 | 160.012 | ||
| 36 | 2024.07.12 00:00 | s/l | 12 | 0.10 | 158.212 | 158.212 | 160.012 | -24.31 | 1034.10 |
| 37 | 2024.07.24 16:00 | buy | 13 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 38 | 2024.07.24 16:00 | modify | 13 | 0.10 | 153.413 | 153.013 | 154.813 | ||
| 39 | 2024.07.24 18:00 | buy | 14 | 0.10 | 153.855 | 0.000 | 0.000 | ||
| 40 | 2024.07.24 18:00 | modify | 14 | 0.10 | 153.855 | 153.553 | 154.813 | ||
| 41 | 2024.07.24 18:00 | modify | 13 | 0.10 | 153.413 | 153.553 | 154.813 | ||
| 42 | 2024.07.24 22:00 | s/l | 13 | 0.10 | 153.553 | 153.553 | 154.813 | 9.11 | 1043.21 |
| 43 | 2024.07.24 22:00 | s/l | 14 | 0.10 | 153.553 | 153.553 | 154.813 | -19.65 | 1023.56 |
| 44 | 2024.08.15 15:00 | sell | 15 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 45 | 2024.08.15 15:00 | modify | 15 | 0.10 | 149.033 | 149.433 | 147.633 | ||
| 46 | 2024.08.18 21:00 | t/p | 15 | 0.10 | 147.633 | 149.433 | 147.633 | 93.20 | 1116.76 |
| 47 | 2024.08.30 14:00 | sell | 16 | 0.10 | 145.588 | 0.000 | 0.000 | ||
| 48 | 2024.08.30 14:00 | modify | 16 | 0.10 | 145.588 | 145.988 | 144.188 | ||
| 49 | 2024.08.30 16:00 | s/l | 16 | 0.10 | 145.988 | 145.988 | 144.188 | -27.40 | 1089.36 |
| 50 | 2024.09.02 13:00 | sell | 17 | 0.10 | 146.977 | 0.000 | 0.000 | ||
| 51 | 2024.09.02 13:00 | modify | 17 | 0.10 | 146.977 | 147.377 | 145.577 | ||
| 52 | 2024.09.03 04:00 | sell | 18 | 0.10 | 146.542 | 0.000 | 0.000 | ||
| 53 | 2024.09.03 04:00 | modify | 18 | 0.10 | 146.542 | 146.837 | 145.577 | ||
| 54 | 2024.09.03 04:00 | modify | 17 | 0.10 | 146.977 | 146.837 | 145.577 | ||
| 55 | 2024.09.03 14:00 | t/p | 17 | 0.10 | 145.577 | 146.837 | 145.577 | 94.60 | 1183.95 |
| 56 | 2024.09.03 14:00 | t/p | 18 | 0.10 | 145.577 | 146.837 | 145.577 | 66.35 | 1250.30 |
| 57 | 2024.10.02 16:00 | sell | 19 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 58 | 2024.10.02 16:00 | modify | 19 | 0.10 | 146.046 | 146.446 | 144.646 | ||
| 59 | 2024.10.02 20:00 | s/l | 19 | 0.10 | 146.446 | 146.446 | 144.646 | -27.31 | 1222.99 |
| 60 | 2024.10.04 14:00 | sell | 20 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 61 | 2024.10.04 14:00 | modify | 20 | 0.10 | 148.403 | 148.803 | 147.003 | ||
| 62 | 2024.10.04 17:00 | s/l | 20 | 0.10 | 148.803 | 148.803 | 147.003 | -26.85 | 1196.14 |
| 63 | 2024.10.14 16:00 | sell | 21 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 64 | 2024.10.14 16:00 | modify | 21 | 0.10 | 149.825 | 150.225 | 148.425 | ||
| 65 | 2024.10.16 02:00 | sell | 22 | 0.10 | 149.026 | 0.000 | 0.000 | ||
| 66 | 2024.10.16 02:00 | modify | 22 | 0.10 | 149.026 | 149.335 | 148.425 | ||
| 67 | 2024.10.16 02:00 | modify | 21 | 0.10 | 149.825 | 149.335 | 148.425 | ||
| 68 | 2024.10.16 06:00 | s/l | 21 | 0.10 | 149.335 | 149.335 | 148.425 | 29.47 | 1225.62 |
| 69 | 2024.10.16 06:00 | s/l | 22 | 0.10 | 149.335 | 149.335 | 148.425 | -20.69 | 1204.93 |
| 70 | 2024.10.23 14:00 | sell | 23 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 71 | 2024.10.23 14:00 | modify | 23 | 0.10 | 153.067 | 153.467 | 151.667 | ||
| 72 | 2024.10.24 01:00 | sell | 24 | 0.10 | 152.637 | 0.000 | 0.000 | ||
| 73 | 2024.10.24 01:00 | modify | 24 | 0.10 | 152.637 | 152.927 | 151.667 | ||
| 74 | 2024.10.24 01:00 | modify | 23 | 0.10 | 153.067 | 152.927 | 151.667 | ||
| 75 | 2024.10.24 05:00 | sell | 25 | 0.10 | 152.215 | 0.000 | 0.000 | ||
| 76 | 2024.10.24 05:00 | modify | 25 | 0.10 | 152.215 | 152.437 | 151.667 | ||
| 77 | 2024.10.24 05:00 | modify | 24 | 0.10 | 152.637 | 152.437 | 151.667 | ||
| 78 | 2024.10.24 05:00 | modify | 23 | 0.10 | 153.067 | 152.437 | 151.667 | ||
| 79 | 2024.10.24 18:00 | t/p | 23 | 0.10 | 151.667 | 152.437 | 151.667 | 87.33 | 1292.26 |
| 80 | 2024.10.24 18:00 | t/p | 24 | 0.10 | 151.667 | 152.437 | 151.667 | 63.96 | 1356.22 |
| 81 | 2024.10.24 18:00 | t/p | 25 | 0.10 | 151.667 | 152.437 | 151.667 | 36.13 | 1392.35 |