Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 840.04 | Gross profit | 1356.50 | Gross loss | -516.46 |
| Profit factor | 2.63 | Expected payoff | 30.00 | ||
| Absolute drawdown | 131.93 | Maximal drawdown | 217.71 (20.05%) | Relative drawdown | 20.05% (217.71) |
| Total trades | 28 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
| Largest | profit trade | 105.88 | loss trade | -104.89 | |
| Average | profit trade | 64.60 | loss trade | -73.78 | |
| Maximum | consecutive wins (profit in money) | 10 (656.42) | consecutive losses (loss in money) | 2 (-188.01) | |
| Maximal | consecutive profit (count of wins) | 656.42 (10) | consecutive loss (count of losses) | -188.01 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.26 17:00 | sell | 1 | 0.10 | 160.638 | 0.000 | 0.000 | ||
| 2 | 2024.06.26 17:00 | modify | 1 | 0.10 | 160.638 | 162.038 | 159.138 | ||
| 3 | 2024.07.11 13:00 | t/p | 1 | 0.10 | 159.138 | 162.038 | 159.138 | 70.29 | 1070.29 |
| 4 | 2024.07.24 08:00 | buy | 2 | 0.10 | 154.620 | 0.000 | 0.000 | ||
| 5 | 2024.07.24 08:00 | modify | 2 | 0.10 | 154.620 | 153.220 | 156.120 | ||
| 6 | 2024.07.24 15:00 | s/l | 2 | 0.10 | 153.220 | 153.220 | 156.120 | -91.35 | 978.94 |
| 7 | 2024.08.30 14:00 | sell | 3 | 0.10 | 145.588 | 0.000 | 0.000 | ||
| 8 | 2024.08.30 14:00 | modify | 3 | 0.10 | 145.588 | 146.988 | 144.088 | ||
| 9 | 2024.09.02 12:00 | s/l | 3 | 0.10 | 146.988 | 146.988 | 144.088 | -96.66 | 882.28 |
| 10 | 2024.09.02 14:00 | sell | 4 | 0.10 | 146.963 | 0.000 | 0.000 | ||
| 11 | 2024.09.02 14:00 | modify | 4 | 0.10 | 146.963 | 148.363 | 145.463 | ||
| 12 | 2024.09.03 14:00 | t/p | 4 | 0.10 | 145.463 | 148.363 | 145.463 | 101.69 | 983.97 |
| 13 | 2024.10.04 14:00 | sell | 5 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 14 | 2024.10.04 14:00 | modify | 5 | 0.10 | 148.403 | 149.803 | 146.903 | ||
| 15 | 2024.10.14 13:00 | s/l | 5 | 0.10 | 149.803 | 149.803 | 146.903 | -104.89 | 879.08 |
| 16 | 2024.10.14 16:00 | sell | 6 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 17 | 2024.10.14 16:00 | modify | 6 | 0.10 | 149.825 | 151.225 | 148.325 | ||
| 18 | 2024.10.15 10:00 | sell | 7 | 0.10 | 148.902 | 0.000 | 0.000 | ||
| 19 | 2024.10.15 10:00 | modify | 7 | 0.10 | 148.902 | 149.225 | 148.325 | ||
| 20 | 2024.10.15 10:00 | modify | 6 | 0.10 | 149.825 | 149.225 | 148.325 | ||
| 21 | 2024.10.15 12:00 | s/l | 6 | 0.10 | 149.225 | 149.225 | 148.325 | 38.74 | 917.83 |
| 22 | 2024.10.15 12:00 | s/l | 7 | 0.10 | 149.225 | 149.225 | 148.325 | -21.62 | 896.21 |
| 23 | 2024.10.23 14:00 | sell | 8 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 24 | 2024.10.23 14:00 | modify | 8 | 0.10 | 153.067 | 154.467 | 151.567 | ||
| 25 | 2024.10.25 06:00 | t/p | 8 | 0.10 | 151.567 | 154.467 | 151.567 | 93.15 | 989.35 |
| 26 | 2024.11.27 15:00 | buy | 9 | 0.10 | 151.390 | 0.000 | 0.000 | ||
| 27 | 2024.11.27 15:00 | modify | 9 | 0.10 | 151.390 | 149.990 | 152.890 | ||
| 28 | 2024.11.29 02:00 | s/l | 9 | 0.10 | 149.990 | 149.990 | 152.890 | -90.88 | 898.48 |
| 29 | 2024.12.04 14:00 | sell | 10 | 0.10 | 151.070 | 0.000 | 0.000 | ||
| 30 | 2024.12.04 14:00 | modify | 10 | 0.10 | 151.070 | 152.470 | 149.570 | ||
| 31 | 2024.12.04 18:00 | sell | 11 | 0.10 | 150.167 | 0.000 | 0.000 | ||
| 32 | 2024.12.04 18:00 | modify | 11 | 0.10 | 150.167 | 150.470 | 149.570 | ||
| 33 | 2024.12.04 18:00 | modify | 10 | 0.10 | 151.070 | 150.470 | 149.570 | ||
| 34 | 2024.12.04 20:00 | s/l | 10 | 0.10 | 150.470 | 150.470 | 149.570 | 39.88 | 938.36 |
| 35 | 2024.12.04 20:00 | s/l | 11 | 0.10 | 150.470 | 150.470 | 149.570 | -20.13 | 918.23 |
| 36 | 2024.12.17 19:00 | buy | 12 | 0.10 | 153.305 | 0.000 | 0.000 | ||
| 37 | 2024.12.17 19:00 | modify | 12 | 0.10 | 153.305 | 151.905 | 154.805 | ||
| 38 | 2024.12.18 22:00 | t/p | 12 | 0.10 | 154.805 | 151.905 | 154.805 | 97.56 | 1015.79 |
| 39 | 2024.12.20 19:00 | buy | 13 | 0.10 | 156.113 | 0.000 | 0.000 | ||
| 40 | 2024.12.20 19:00 | modify | 13 | 0.10 | 156.113 | 154.713 | 157.613 | ||
| 41 | 2024.12.23 12:00 | buy | 14 | 0.10 | 156.876 | 0.000 | 0.000 | ||
| 42 | 2024.12.23 12:00 | modify | 14 | 0.10 | 156.876 | 156.488 | 157.613 | ||
| 43 | 2024.12.23 12:00 | buy | 15 | 0.10 | 156.876 | 0.000 | 0.000 | ||
| 44 | 2024.12.23 12:00 | modify | 15 | 0.10 | 156.876 | 156.488 | 157.613 | ||
| 45 | 2024.12.23 12:00 | modify | 13 | 0.10 | 156.113 | 156.488 | 157.613 | ||
| 46 | 2024.12.26 13:00 | t/p | 13 | 0.10 | 157.613 | 156.488 | 157.613 | 98.88 | 1114.67 |
| 47 | 2024.12.26 13:00 | t/p | 14 | 0.10 | 157.613 | 156.488 | 157.613 | 49.86 | 1164.53 |
| 48 | 2024.12.26 13:00 | t/p | 15 | 0.10 | 157.613 | 156.488 | 157.613 | 49.86 | 1214.40 |
| 49 | 2024.12.26 17:00 | sell | 16 | 0.10 | 158.014 | 0.000 | 0.000 | ||
| 50 | 2024.12.26 17:00 | modify | 16 | 0.10 | 158.014 | 159.414 | 156.514 | ||
| 51 | 2024.12.30 15:00 | sell | 17 | 0.10 | 157.086 | 0.000 | 0.000 | ||
| 52 | 2024.12.30 15:00 | modify | 17 | 0.10 | 157.086 | 157.414 | 156.514 | ||
| 53 | 2024.12.30 15:00 | modify | 16 | 0.10 | 158.014 | 157.414 | 156.514 | ||
| 54 | 2024.12.31 02:00 | t/p | 16 | 0.10 | 156.514 | 157.414 | 156.514 | 91.58 | 1305.98 |
| 55 | 2024.12.31 02:00 | t/p | 17 | 0.10 | 156.514 | 157.414 | 156.514 | 35.12 | 1341.10 |
| 56 | 2024.12.31 06:00 | buy | 18 | 0.10 | 156.262 | 0.000 | 0.000 | ||
| 57 | 2024.12.31 06:00 | modify | 18 | 0.10 | 156.262 | 154.862 | 157.762 | ||
| 58 | 2024.12.31 14:00 | buy | 19 | 0.10 | 157.037 | 0.000 | 0.000 | ||
| 59 | 2024.12.31 14:00 | modify | 19 | 0.10 | 157.037 | 156.637 | 157.762 | ||
| 60 | 2024.12.31 14:00 | buy | 20 | 0.10 | 157.037 | 0.000 | 0.000 | ||
| 61 | 2024.12.31 14:00 | modify | 20 | 0.10 | 157.037 | 156.637 | 157.762 | ||
| 62 | 2024.12.31 14:00 | modify | 18 | 0.10 | 156.262 | 156.637 | 157.762 | ||
| 63 | 2024.12.31 16:00 | buy | 21 | 0.10 | 157.186 | 0.000 | 0.000 | ||
| 64 | 2024.12.31 16:00 | modify | 21 | 0.10 | 157.186 | 156.862 | 157.762 | ||
| 65 | 2024.12.31 16:00 | modify | 20 | 0.10 | 157.037 | 156.862 | 157.762 | ||
| 66 | 2024.12.31 16:00 | modify | 19 | 0.10 | 157.037 | 156.862 | 157.762 | ||
| 67 | 2024.12.31 16:00 | modify | 18 | 0.10 | 156.262 | 156.862 | 157.762 | ||
| 68 | 2025.01.02 00:00 | t/p | 18 | 0.10 | 157.762 | 156.862 | 157.762 | 97.61 | 1438.71 |
| 69 | 2025.01.02 00:00 | t/p | 19 | 0.10 | 157.762 | 156.862 | 157.762 | 48.46 | 1487.17 |
| 70 | 2025.01.02 00:00 | t/p | 20 | 0.10 | 157.762 | 156.862 | 157.762 | 48.46 | 1535.64 |
| 71 | 2025.01.02 00:00 | t/p | 21 | 0.10 | 157.762 | 156.862 | 157.762 | 39.01 | 1574.65 |
| 72 | 2025.02.13 17:00 | buy | 22 | 0.10 | 153.207 | 0.000 | 0.000 | ||
| 73 | 2025.02.13 17:00 | modify | 22 | 0.10 | 153.207 | 151.807 | 154.707 | ||
| 74 | 2025.02.17 01:00 | s/l | 22 | 0.10 | 151.807 | 151.807 | 154.707 | -90.93 | 1483.71 |
| 75 | 2025.04.21 07:00 | buy | 23 | 0.10 | 140.788 | 0.000 | 0.000 | ||
| 76 | 2025.04.21 07:00 | modify | 23 | 0.10 | 140.788 | 139.388 | 142.288 | ||
| 77 | 2025.04.22 22:00 | t/p | 23 | 0.10 | 142.288 | 139.388 | 142.288 | 105.88 | 1589.60 |
| 78 | 2025.04.25 05:00 | sell | 24 | 0.10 | 143.616 | 0.000 | 0.000 | ||
| 79 | 2025.04.25 05:00 | modify | 24 | 0.10 | 143.616 | 145.016 | 142.116 | ||
| 80 | 2025.04.28 15:00 | sell | 25 | 0.10 | 142.853 | 0.000 | 0.000 | ||
| 81 | 2025.04.28 15:00 | modify | 25 | 0.10 | 142.853 | 143.241 | 142.116 | ||
| 82 | 2025.04.28 15:00 | sell | 26 | 0.10 | 142.853 | 0.000 | 0.000 | ||
| 83 | 2025.04.28 15:00 | modify | 26 | 0.10 | 142.853 | 143.241 | 142.116 | ||
| 84 | 2025.04.28 15:00 | modify | 24 | 0.10 | 143.616 | 143.241 | 142.116 | ||
| 85 | 2025.04.28 16:00 | sell | 27 | 0.10 | 142.703 | 0.000 | 0.000 | ||
| 86 | 2025.04.28 16:00 | modify | 27 | 0.10 | 142.703 | 143.016 | 142.116 | ||
| 87 | 2025.04.28 16:00 | modify | 26 | 0.10 | 142.853 | 143.016 | 142.116 | ||
| 88 | 2025.04.28 16:00 | modify | 25 | 0.10 | 142.853 | 143.016 | 142.116 | ||
| 89 | 2025.04.28 16:00 | modify | 24 | 0.10 | 143.616 | 143.016 | 142.116 | ||
| 90 | 2025.04.28 20:00 | t/p | 24 | 0.10 | 142.116 | 143.016 | 142.116 | 104.13 | 1693.73 |
| 91 | 2025.04.28 20:00 | t/p | 25 | 0.10 | 142.116 | 143.016 | 142.116 | 51.87 | 1745.60 |
| 92 | 2025.04.28 20:00 | t/p | 26 | 0.10 | 142.116 | 143.016 | 142.116 | 51.87 | 1797.47 |
| 93 | 2025.04.28 20:00 | t/p | 27 | 0.10 | 142.116 | 143.016 | 142.116 | 41.31 | 1838.78 |
| 94 | 2025.04.30 11:00 | sell | 28 | 0.10 | 143.067 | 0.000 | 0.000 | ||
| 95 | 2025.04.30 11:00 | modify | 28 | 0.10 | 143.067 | 144.467 | 141.567 | ||
| 96 | 2025.04.30 23:59 | close at stop | 28 | 0.10 | 143.049 | 144.467 | 141.567 | 1.26 | 1840.04 |