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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 157386 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1049.20 | Gross profit | 1415.50 | Gross loss | -366.29 |
| Profit factor | 3.86 | Expected payoff | 24.98 | ||
| Absolute drawdown | 56.60 | Maximal drawdown | 186.94 (9.97%) | Relative drawdown | 14.37% (164.53) |
| Total trades | 42 | Short positions (won %) | 32 (68.75%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 27 (64.29%) | Loss trades (% of total) | 15 (35.71%) | ||
| Largest | profit trade | 95.98 | loss trade | -27.66 | |
| Average | profit trade | 52.43 | loss trade | -24.42 | |
| Maximum | consecutive wins (profit in money) | 4 (239.54) | consecutive losses (loss in money) | 3 (-81.47) | |
| Maximal | consecutive profit (count of wins) | 239.54 (4) | consecutive loss (count of losses) | -81.47 (3) | |
| Average | consecutive wins | 3 | 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 19:33 | s/l | 1 | 0.10 | 150.447 | 150.447 | 152.247 | -26.59 | 973.41 |
| 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 14:40 | s/l | 2 | 0.10 | 144.653 | 144.653 | 146.453 | -27.66 | 945.75 |
| 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 | 2023.12.19 14:17 | sell | 4 | 0.10 | 144.355 | 0.000 | 0.000 | ||
| 10 | 2023.12.19 14:17 | modify | 4 | 0.10 | 144.355 | 144.652 | 143.392 | ||
| 11 | 2023.12.19 14:17 | modify | 3 | 0.10 | 144.792 | 144.652 | 143.392 | ||
| 12 | 2023.12.19 14:55 | sell | 5 | 0.10 | 144.009 | 0.000 | 0.000 | ||
| 13 | 2023.12.19 14:55 | modify | 5 | 0.10 | 144.009 | 144.302 | 143.392 | ||
| 14 | 2023.12.19 14:55 | modify | 4 | 0.10 | 144.355 | 144.302 | 143.392 | ||
| 15 | 2023.12.19 14:55 | modify | 3 | 0.10 | 144.792 | 144.302 | 143.392 | ||
| 16 | 2023.12.19 15:10 | sell | 6 | 0.10 | 143.942 | 0.000 | 0.000 | ||
| 17 | 2023.12.19 15:10 | modify | 6 | 0.10 | 143.942 | 144.162 | 143.392 | ||
| 18 | 2023.12.19 15:12 | modify | 6 | 0.10 | 143.942 | 144.302 | 143.392 | ||
| 19 | 2023.12.20 07:20 | t/p | 3 | 0.10 | 143.392 | 144.302 | 143.392 | 95.98 | 1041.73 |
| 20 | 2023.12.20 07:20 | t/p | 4 | 0.10 | 143.392 | 144.302 | 143.392 | 65.50 | 1107.22 |
| 21 | 2023.12.20 07:20 | t/p | 5 | 0.10 | 143.392 | 144.302 | 143.392 | 41.37 | 1148.59 |
| 22 | 2023.12.20 07:20 | t/p | 6 | 0.10 | 143.392 | 144.302 | 143.392 | 36.70 | 1185.29 |
| 23 | 2024.01.16 12:00 | sell | 7 | 0.10 | 146.603 | 0.000 | 0.000 | ||
| 24 | 2024.01.16 12:00 | modify | 7 | 0.10 | 146.603 | 147.003 | 145.203 | ||
| 25 | 2024.01.16 16:15 | s/l | 7 | 0.10 | 147.003 | 147.003 | 145.203 | -27.19 | 1158.10 |
| 26 | 2024.02.02 15:00 | sell | 8 | 0.10 | 147.886 | 0.000 | 0.000 | ||
| 27 | 2024.02.02 15:00 | modify | 8 | 0.10 | 147.886 | 148.286 | 146.486 | ||
| 28 | 2024.02.02 15:45 | s/l | 8 | 0.10 | 148.286 | 148.286 | 146.486 | -26.97 | 1131.13 |
| 29 | 2024.03.08 12:00 | buy | 9 | 0.10 | 147.128 | 0.000 | 0.000 | ||
| 30 | 2024.03.08 12:00 | modify | 9 | 0.10 | 147.128 | 146.728 | 148.528 | ||
| 31 | 2024.03.08 13:50 | s/l | 9 | 0.10 | 146.728 | 146.728 | 148.528 | -27.31 | 1103.82 |
| 32 | 2024.03.20 14:00 | sell | 10 | 0.10 | 151.741 | 0.000 | 0.000 | ||
| 33 | 2024.03.20 14:00 | modify | 10 | 0.10 | 151.741 | 152.141 | 150.341 | ||
| 34 | 2024.03.20 20:40 | sell | 11 | 0.10 | 151.304 | 0.000 | 0.000 | ||
| 35 | 2024.03.20 20:40 | modify | 11 | 0.10 | 151.304 | 151.601 | 150.341 | ||
| 36 | 2024.03.20 20:40 | modify | 10 | 0.10 | 151.741 | 151.601 | 150.341 | ||
| 37 | 2024.03.20 22:20 | sell | 12 | 0.10 | 150.962 | 0.000 | 0.000 | ||
| 38 | 2024.03.20 22:20 | modify | 12 | 0.10 | 150.962 | 151.251 | 150.341 | ||
| 39 | 2024.03.20 22:20 | modify | 11 | 0.10 | 151.304 | 151.251 | 150.341 | ||
| 40 | 2024.03.20 22:20 | modify | 10 | 0.10 | 151.741 | 151.251 | 150.341 | ||
| 41 | 2024.03.20 23:10 | sell | 13 | 0.10 | 150.890 | 0.000 | 0.000 | ||
| 42 | 2024.03.20 23:10 | modify | 13 | 0.10 | 150.890 | 151.111 | 150.341 | ||
| 43 | 2024.03.20 23:12 | modify | 13 | 0.10 | 150.890 | 151.251 | 150.341 | ||
| 44 | 2024.03.21 01:20 | t/p | 10 | 0.10 | 150.341 | 151.251 | 150.341 | 88.16 | 1191.98 |
| 45 | 2024.03.21 01:20 | t/p | 11 | 0.10 | 150.341 | 151.251 | 150.341 | 59.08 | 1251.06 |
| 46 | 2024.03.21 01:20 | t/p | 12 | 0.10 | 150.341 | 151.251 | 150.341 | 36.33 | 1287.39 |
| 47 | 2024.03.21 01:20 | t/p | 13 | 0.10 | 150.341 | 151.251 | 150.341 | 31.54 | 1318.93 |
| 48 | 2024.04.15 15:00 | sell | 14 | 0.10 | 154.329 | 0.000 | 0.000 | ||
| 49 | 2024.04.15 15:00 | modify | 14 | 0.10 | 154.329 | 154.729 | 152.929 | ||
| 50 | 2024.04.16 11:20 | s/l | 14 | 0.10 | 154.729 | 154.729 | 152.929 | -27.51 | 1291.42 |
| 51 | 2024.04.26 12:00 | sell | 15 | 0.10 | 156.816 | 0.000 | 0.000 | ||
| 52 | 2024.04.26 12:00 | modify | 15 | 0.10 | 156.816 | 157.216 | 155.416 | ||
| 53 | 2024.04.26 14:45 | s/l | 15 | 0.10 | 157.216 | 157.216 | 155.416 | -25.44 | 1265.98 |
| 54 | 2024.06.07 15:00 | sell | 16 | 0.10 | 156.869 | 0.000 | 0.000 | ||
| 55 | 2024.06.07 15:00 | modify | 16 | 0.10 | 156.869 | 157.269 | 155.469 | ||
| 56 | 2024.06.07 15:32 | sell | 17 | 0.10 | 156.446 | 0.000 | 0.000 | ||
| 57 | 2024.06.07 15:32 | modify | 17 | 0.10 | 156.446 | 156.729 | 155.469 | ||
| 58 | 2024.06.07 15:32 | modify | 16 | 0.10 | 156.869 | 156.729 | 155.469 | ||
| 59 | 2024.06.07 17:02 | s/l | 16 | 0.10 | 156.729 | 156.729 | 155.469 | 8.93 | 1274.91 |
| 60 | 2024.06.07 17:02 | s/l | 17 | 0.10 | 156.729 | 156.729 | 155.469 | -18.05 | 1256.86 |
| 61 | 2024.06.12 16:00 | buy | 18 | 0.10 | 155.911 | 0.000 | 0.000 | ||
| 62 | 2024.06.12 16:00 | modify | 18 | 0.10 | 155.911 | 155.511 | 157.311 | ||
| 63 | 2024.06.12 19:10 | buy | 19 | 0.10 | 156.697 | 0.000 | 0.000 | ||
| 64 | 2024.06.12 19:10 | modify | 19 | 0.10 | 156.697 | 156.401 | 157.311 | ||
| 65 | 2024.06.12 19:10 | modify | 18 | 0.10 | 155.911 | 156.401 | 157.311 | ||
| 66 | 2024.06.12 19:15 | buy | 20 | 0.10 | 156.779 | 0.000 | 0.000 | ||
| 67 | 2024.06.12 19:15 | modify | 20 | 0.10 | 156.779 | 156.541 | 157.311 | ||
| 68 | 2024.06.12 19:17 | modify | 20 | 0.10 | 156.779 | 156.401 | 157.311 | ||
| 69 | 2024.06.13 08:07 | t/p | 18 | 0.10 | 157.311 | 156.401 | 157.311 | 91.89 | 1348.74 |
| 70 | 2024.06.13 08:07 | t/p | 19 | 0.10 | 157.311 | 156.401 | 157.311 | 41.92 | 1390.66 |
| 71 | 2024.06.13 08:07 | t/p | 20 | 0.10 | 157.311 | 156.401 | 157.311 | 36.71 | 1427.37 |
| 72 | 2024.07.11 16:00 | buy | 21 | 0.10 | 158.612 | 0.000 | 0.000 | ||
| 73 | 2024.07.11 16:00 | modify | 21 | 0.10 | 158.612 | 158.212 | 160.012 | ||
| 74 | 2024.07.11 23:07 | buy | 22 | 0.10 | 159.475 | 0.000 | 0.000 | ||
| 75 | 2024.07.11 23:07 | modify | 22 | 0.10 | 159.475 | 159.242 | 160.012 | ||
| 76 | 2024.07.11 23:07 | modify | 21 | 0.10 | 158.612 | 159.242 | 160.012 | ||
| 77 | 2024.07.11 23:10 | s/l | 21 | 0.10 | 159.242 | 159.242 | 160.012 | 39.67 | 1467.04 |
| 78 | 2024.07.11 23:10 | s/l | 22 | 0.10 | 159.242 | 159.242 | 160.012 | -14.67 | 1452.37 |
| 79 | 2024.07.24 16:00 | buy | 23 | 0.10 | 153.413 | 0.000 | 0.000 | ||
| 80 | 2024.07.24 16:00 | modify | 23 | 0.10 | 153.413 | 153.013 | 154.813 | ||
| 81 | 2024.07.24 17:59 | buy | 24 | 0.10 | 153.855 | 0.000 | 0.000 | ||
| 82 | 2024.07.24 17:59 | modify | 24 | 0.10 | 153.855 | 153.553 | 154.813 | ||
| 83 | 2024.07.24 17:59 | modify | 23 | 0.10 | 153.413 | 153.553 | 154.813 | ||
| 84 | 2024.07.24 21:50 | s/l | 23 | 0.10 | 153.553 | 153.553 | 154.813 | 9.12 | 1461.49 |
| 85 | 2024.07.24 21:50 | s/l | 24 | 0.10 | 153.553 | 153.553 | 154.813 | -19.67 | 1441.82 |
| 86 | 2024.08.15 15:00 | sell | 25 | 0.10 | 149.033 | 0.000 | 0.000 | ||
| 87 | 2024.08.15 15:00 | modify | 25 | 0.10 | 149.033 | 149.433 | 147.633 | ||
| 88 | 2024.08.16 09:20 | sell | 26 | 0.10 | 148.596 | 0.000 | 0.000 | ||
| 89 | 2024.08.16 09:20 | modify | 26 | 0.10 | 148.596 | 148.893 | 147.633 | ||
| 90 | 2024.08.16 09:20 | modify | 25 | 0.10 | 149.033 | 148.893 | 147.633 | ||
| 91 | 2024.08.16 11:10 | sell | 27 | 0.10 | 148.258 | 0.000 | 0.000 | ||
| 92 | 2024.08.16 11:10 | modify | 27 | 0.10 | 148.258 | 148.543 | 147.633 | ||
| 93 | 2024.08.16 11:10 | modify | 26 | 0.10 | 148.596 | 148.543 | 147.633 | ||
| 94 | 2024.08.16 11:10 | modify | 25 | 0.10 | 149.033 | 148.543 | 147.633 | ||
| 95 | 2024.08.16 11:15 | sell | 28 | 0.10 | 148.186 | 0.000 | 0.000 | ||
| 96 | 2024.08.16 11:15 | modify | 28 | 0.10 | 148.186 | 148.403 | 147.633 | ||
| 97 | 2024.08.16 11:17 | modify | 28 | 0.10 | 148.186 | 148.543 | 147.633 | ||
| 98 | 2024.08.16 20:20 | t/p | 25 | 0.10 | 147.633 | 148.543 | 147.633 | 93.20 | 1535.02 |
| 99 | 2024.08.16 20:20 | t/p | 26 | 0.10 | 147.633 | 148.543 | 147.633 | 65.25 | 1600.27 |
| 100 | 2024.08.16 20:20 | t/p | 27 | 0.10 | 147.633 | 148.543 | 147.633 | 42.35 | 1642.62 |
| 101 | 2024.08.16 20:20 | t/p | 28 | 0.10 | 147.633 | 148.543 | 147.633 | 37.47 | 1680.09 |
| 102 | 2024.08.30 14:00 | sell | 29 | 0.10 | 145.588 | 0.000 | 0.000 | ||
| 103 | 2024.08.30 14:00 | modify | 29 | 0.10 | 145.588 | 145.988 | 144.188 | ||
| 104 | 2024.08.30 15:50 | s/l | 29 | 0.10 | 145.988 | 145.988 | 144.188 | -27.40 | 1652.69 |
| 105 | 2024.09.02 13:00 | sell | 30 | 0.10 | 146.977 | 0.000 | 0.000 | ||
| 106 | 2024.09.02 13:00 | modify | 30 | 0.10 | 146.977 | 147.377 | 145.577 | ||
| 107 | 2024.09.03 03:25 | sell | 31 | 0.10 | 146.539 | 0.000 | 0.000 | ||
| 108 | 2024.09.03 03:25 | modify | 31 | 0.10 | 146.539 | 146.837 | 145.577 | ||
| 109 | 2024.09.03 03:25 | modify | 30 | 0.10 | 146.977 | 146.837 | 145.577 | ||
| 110 | 2024.09.03 05:25 | sell | 32 | 0.10 | 146.181 | 0.000 | 0.000 | ||
| 111 | 2024.09.03 05:25 | modify | 32 | 0.10 | 146.181 | 146.487 | 145.577 | ||
| 112 | 2024.09.03 05:25 | modify | 31 | 0.10 | 146.539 | 146.487 | 145.577 | ||
| 113 | 2024.09.03 05:25 | modify | 30 | 0.10 | 146.977 | 146.487 | 145.577 | ||
| 114 | 2024.09.03 07:17 | sell | 33 | 0.10 | 146.118 | 0.000 | 0.000 | ||
| 115 | 2024.09.03 07:17 | modify | 33 | 0.10 | 146.118 | 146.347 | 145.577 | ||
| 116 | 2024.09.03 07:20 | modify | 33 | 0.10 | 146.118 | 146.487 | 145.577 | ||
| 117 | 2024.09.03 13:45 | t/p | 30 | 0.10 | 145.577 | 146.487 | 145.577 | 94.57 | 1747.26 |
| 118 | 2024.09.03 13:45 | t/p | 31 | 0.10 | 145.577 | 146.487 | 145.577 | 66.13 | 1813.39 |
| 119 | 2024.09.03 13:45 | t/p | 32 | 0.10 | 145.577 | 146.487 | 145.577 | 41.52 | 1854.91 |
| 120 | 2024.09.03 13:45 | t/p | 33 | 0.10 | 145.577 | 146.487 | 145.577 | 37.19 | 1892.10 |
| 121 | 2024.10.02 16:00 | sell | 34 | 0.10 | 146.046 | 0.000 | 0.000 | ||
| 122 | 2024.10.02 16:00 | modify | 34 | 0.10 | 146.046 | 146.446 | 144.646 | ||
| 123 | 2024.10.02 19:45 | s/l | 34 | 0.10 | 146.446 | 146.446 | 144.646 | -27.31 | 1864.79 |
| 124 | 2024.10.04 14:00 | sell | 35 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 125 | 2024.10.04 14:00 | modify | 35 | 0.10 | 148.403 | 148.803 | 147.003 | ||
| 126 | 2024.10.04 16:10 | s/l | 35 | 0.10 | 148.803 | 148.803 | 147.003 | -26.87 | 1837.92 |
| 127 | 2024.10.14 16:00 | sell | 36 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 128 | 2024.10.14 16:00 | modify | 36 | 0.10 | 149.825 | 150.225 | 148.425 | ||
| 129 | 2024.10.15 08:20 | sell | 37 | 0.10 | 149.036 | 0.000 | 0.000 | ||
| 130 | 2024.10.15 08:20 | modify | 37 | 0.10 | 149.036 | 149.335 | 148.425 | ||
| 131 | 2024.10.15 08:20 | modify | 36 | 0.10 | 149.825 | 149.335 | 148.425 | ||
| 132 | 2024.10.15 09:20 | sell | 38 | 0.10 | 148.982 | 0.000 | 0.000 | ||
| 133 | 2024.10.15 09:20 | modify | 38 | 0.10 | 148.982 | 149.195 | 148.425 | ||
| 134 | 2024.10.15 09:22 | modify | 38 | 0.10 | 148.982 | 149.335 | 148.425 | ||
| 135 | 2024.10.15 11:40 | s/l | 36 | 0.10 | 149.335 | 149.335 | 148.425 | 31.15 | 1869.06 |
| 136 | 2024.10.15 11:40 | s/l | 37 | 0.10 | 149.335 | 149.335 | 148.425 | -20.02 | 1849.04 |
| 137 | 2024.10.15 11:40 | s/l | 38 | 0.10 | 149.335 | 149.335 | 148.425 | -23.63 | 1825.41 |
| 138 | 2024.10.23 14:00 | sell | 39 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 139 | 2024.10.23 14:00 | modify | 39 | 0.10 | 153.067 | 153.467 | 151.667 | ||
| 140 | 2024.10.23 18:52 | sell | 40 | 0.10 | 152.642 | 0.000 | 0.000 | ||
| 141 | 2024.10.23 18:52 | modify | 40 | 0.10 | 152.642 | 152.927 | 151.667 | ||
| 142 | 2024.10.23 18:52 | modify | 39 | 0.10 | 153.067 | 152.927 | 151.667 | ||
| 143 | 2024.10.24 04:15 | sell | 41 | 0.10 | 152.293 | 0.000 | 0.000 | ||
| 144 | 2024.10.24 04:15 | modify | 41 | 0.10 | 152.293 | 152.577 | 151.667 | ||
| 145 | 2024.10.24 04:15 | modify | 40 | 0.10 | 152.642 | 152.577 | 151.667 | ||
| 146 | 2024.10.24 04:15 | modify | 39 | 0.10 | 153.067 | 152.577 | 151.667 | ||
| 147 | 2024.10.24 04:40 | sell | 42 | 0.10 | 152.210 | 0.000 | 0.000 | ||
| 148 | 2024.10.24 04:40 | modify | 42 | 0.10 | 152.210 | 152.437 | 151.667 | ||
| 149 | 2024.10.24 04:42 | modify | 42 | 0.10 | 152.210 | 152.577 | 151.667 | ||
| 150 | 2024.10.24 17:20 | t/p | 39 | 0.10 | 151.667 | 152.577 | 151.667 | 87.36 | 1912.77 |
| 151 | 2024.10.24 17:20 | t/p | 40 | 0.10 | 151.667 | 152.577 | 151.667 | 59.32 | 1972.09 |
| 152 | 2024.10.24 17:20 | t/p | 41 | 0.10 | 151.667 | 152.577 | 151.667 | 41.29 | 2013.38 |
| 153 | 2024.10.24 17:20 | t/p | 42 | 0.10 | 151.667 | 152.577 | 151.667 | 35.82 | 2049.20 |