Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1096.52 | Gross profit | 1703.06 | Gross loss | -606.54 |
| Profit factor | 2.81 | Expected payoff | 29.64 | ||
| Absolute drawdown | 18.52 | Maximal drawdown | 393.95 (3.50%) | Relative drawdown | 3.50% (393.95) |
| Total trades | 37 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 29 (62.07%) |
| Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
| Largest | profit trade | 100.96 | loss trade | -77.03 | |
| Average | profit trade | 70.96 | loss trade | -46.66 | |
| Maximum | consecutive wins (profit in money) | 6 (474.82) | consecutive losses (loss in money) | 5 (-213.03) | |
| Maximal | consecutive profit (count of wins) | 474.82 (6) | consecutive loss (count of losses) | -213.03 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 08:00 | sell | 1 | 0.10 | 93.783 | 0.000 | 0.000 | ||
| 2 | 2022.04.05 08:00 | modify | 1 | 0.10 | 93.783 | 94.783 | 92.483 | ||
| 3 | 2022.04.07 05:00 | t/p | 1 | 0.10 | 92.483 | 94.783 | 92.483 | 95.49 | 10095.49 |
| 4 | 2022.04.28 07:00 | sell | 2 | 0.10 | 92.900 | 0.000 | 0.000 | ||
| 5 | 2022.04.28 07:00 | modify | 2 | 0.10 | 92.900 | 93.900 | 91.600 | ||
| 6 | 2022.04.29 15:00 | sell | 3 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 7 | 2022.04.29 15:00 | modify | 3 | 0.10 | 92.226 | 92.575 | 91.600 | ||
| 8 | 2022.04.29 15:00 | modify | 2 | 0.10 | 92.900 | 92.575 | 91.600 | ||
| 9 | 2022.05.02 03:00 | t/p | 2 | 0.10 | 91.600 | 92.575 | 91.600 | 96.90 | 10192.39 |
| 10 | 2022.05.02 03:00 | t/p | 3 | 0.10 | 91.600 | 92.575 | 91.600 | 46.63 | 10239.02 |
| 11 | 2022.05.12 08:00 | buy | 4 | 0.10 | 88.823 | 0.000 | 0.000 | ||
| 12 | 2022.05.12 08:00 | modify | 4 | 0.10 | 88.823 | 87.823 | 90.123 | ||
| 13 | 2022.05.12 14:00 | s/l | 4 | 0.10 | 87.823 | 87.823 | 90.123 | -75.71 | 10163.31 |
| 14 | 2022.05.12 14:00 | buy | 5 | 0.10 | 87.763 | 0.000 | 0.000 | ||
| 15 | 2022.05.12 14:00 | modify | 5 | 0.10 | 87.763 | 86.763 | 89.063 | ||
| 16 | 2022.05.13 02:00 | t/p | 5 | 0.10 | 89.063 | 86.763 | 89.063 | 98.93 | 10262.24 |
| 17 | 2022.05.16 04:00 | buy | 6 | 0.10 | 88.728 | 0.000 | 0.000 | ||
| 18 | 2022.05.16 04:00 | modify | 6 | 0.10 | 88.728 | 87.728 | 90.028 | ||
| 19 | 2022.05.16 09:00 | buy | 7 | 0.10 | 89.518 | 0.000 | 0.000 | ||
| 20 | 2022.05.16 09:00 | modify | 7 | 0.10 | 89.518 | 89.118 | 90.028 | ||
| 21 | 2022.05.16 09:00 | buy | 8 | 0.10 | 89.518 | 0.000 | 0.000 | ||
| 22 | 2022.05.16 09:00 | modify | 8 | 0.10 | 89.518 | 89.183 | 90.028 | ||
| 23 | 2022.05.16 09:00 | modify | 6 | 0.10 | 88.728 | 89.183 | 90.028 | ||
| 24 | 2022.05.16 10:00 | modify | 7 | 0.10 | 89.518 | 89.183 | 90.028 | ||
| 25 | 2022.05.16 19:00 | t/p | 6 | 0.10 | 90.028 | 89.183 | 90.028 | 98.42 | 10360.66 |
| 26 | 2022.05.16 19:00 | t/p | 7 | 0.10 | 90.028 | 89.183 | 90.028 | 38.61 | 10399.27 |
| 27 | 2022.05.16 19:00 | t/p | 8 | 0.10 | 90.028 | 89.183 | 90.028 | 38.61 | 10437.88 |
| 28 | 2022.06.07 05:00 | sell | 9 | 0.10 | 95.591 | 0.000 | 0.000 | ||
| 29 | 2022.06.07 05:00 | modify | 9 | 0.10 | 95.591 | 96.591 | 94.291 | ||
| 30 | 2022.06.08 12:00 | s/l | 9 | 0.10 | 96.591 | 96.591 | 94.291 | -76.33 | 10361.56 |
| 31 | 2022.06.13 15:00 | buy | 10 | 0.10 | 92.745 | 0.000 | 0.000 | ||
| 32 | 2022.06.13 15:00 | modify | 10 | 0.10 | 92.745 | 91.745 | 94.045 | ||
| 33 | 2022.06.16 00:00 | t/p | 10 | 0.10 | 94.045 | 91.745 | 94.045 | 100.96 | 10462.51 |
| 34 | 2022.06.16 10:00 | buy | 11 | 0.10 | 92.668 | 0.000 | 0.000 | ||
| 35 | 2022.06.16 10:00 | modify | 11 | 0.10 | 92.668 | 91.668 | 93.968 | ||
| 36 | 2022.06.17 03:00 | t/p | 11 | 0.10 | 93.968 | 91.668 | 93.968 | 98.92 | 10561.43 |
| 37 | 2022.06.17 03:00 | sell | 12 | 0.10 | 93.908 | 0.000 | 0.000 | ||
| 38 | 2022.06.17 03:00 | modify | 12 | 0.10 | 93.908 | 94.908 | 92.608 | ||
| 39 | 2022.06.21 14:00 | s/l | 12 | 0.10 | 94.908 | 94.908 | 92.608 | -77.03 | 10484.40 |
| 40 | 2022.07.01 04:00 | buy | 13 | 0.10 | 92.340 | 0.000 | 0.000 | ||
| 41 | 2022.07.01 04:00 | modify | 13 | 0.10 | 92.340 | 91.340 | 93.640 | ||
| 42 | 2022.07.04 13:00 | buy | 14 | 0.10 | 93.125 | 0.000 | 0.000 | ||
| 43 | 2022.07.04 13:00 | modify | 14 | 0.10 | 93.125 | 92.730 | 93.640 | ||
| 44 | 2022.07.04 13:00 | buy | 15 | 0.10 | 93.125 | 0.000 | 0.000 | ||
| 45 | 2022.07.04 13:00 | modify | 15 | 0.10 | 93.125 | 92.795 | 93.640 | ||
| 46 | 2022.07.04 13:00 | modify | 13 | 0.10 | 92.340 | 92.795 | 93.640 | ||
| 47 | 2022.07.04 14:00 | modify | 14 | 0.10 | 93.125 | 92.795 | 93.640 | ||
| 48 | 2022.07.05 01:00 | t/p | 13 | 0.10 | 93.640 | 92.795 | 93.640 | 99.43 | 10583.83 |
| 49 | 2022.07.05 01:00 | t/p | 14 | 0.10 | 93.640 | 92.795 | 93.640 | 39.50 | 10623.33 |
| 50 | 2022.07.05 01:00 | t/p | 15 | 0.10 | 93.640 | 92.795 | 93.640 | 39.50 | 10662.83 |
| 51 | 2022.07.05 09:00 | buy | 16 | 0.10 | 92.303 | 0.000 | 0.000 | ||
| 52 | 2022.07.05 09:00 | modify | 16 | 0.10 | 92.303 | 91.303 | 93.603 | ||
| 53 | 2022.07.07 09:00 | buy | 17 | 0.10 | 92.953 | 0.000 | 0.000 | ||
| 54 | 2022.07.07 09:00 | modify | 17 | 0.10 | 92.953 | 92.628 | 93.603 | ||
| 55 | 2022.07.07 09:00 | modify | 16 | 0.10 | 92.303 | 92.628 | 93.603 | ||
| 56 | 2022.07.07 10:00 | buy | 18 | 0.10 | 93.084 | 0.000 | 0.000 | ||
| 57 | 2022.07.07 10:00 | modify | 18 | 0.10 | 93.084 | 92.693 | 93.603 | ||
| 58 | 2022.07.07 10:00 | buy | 19 | 0.10 | 93.084 | 0.000 | 0.000 | ||
| 59 | 2022.07.07 10:00 | modify | 19 | 0.10 | 93.084 | 92.758 | 93.603 | ||
| 60 | 2022.07.07 10:00 | modify | 17 | 0.10 | 92.953 | 92.758 | 93.603 | ||
| 61 | 2022.07.07 10:00 | modify | 16 | 0.10 | 92.303 | 92.758 | 93.603 | ||
| 62 | 2022.07.07 11:00 | modify | 18 | 0.10 | 93.084 | 92.758 | 93.603 | ||
| 63 | 2022.07.07 12:00 | s/l | 16 | 0.10 | 92.758 | 92.758 | 93.603 | 36.48 | 10699.31 |
| 64 | 2022.07.07 12:00 | s/l | 17 | 0.10 | 92.758 | 92.758 | 93.603 | -14.76 | 10684.55 |
| 65 | 2022.07.07 12:00 | s/l | 18 | 0.10 | 92.758 | 92.758 | 93.603 | -24.68 | 10659.87 |
| 66 | 2022.07.07 12:00 | s/l | 19 | 0.10 | 92.758 | 92.758 | 93.603 | -24.68 | 10635.19 |
| 67 | 2022.08.02 06:00 | buy | 20 | 0.10 | 90.927 | 0.000 | 0.000 | ||
| 68 | 2022.08.02 06:00 | modify | 20 | 0.10 | 90.927 | 89.927 | 92.227 | ||
| 69 | 2022.08.02 15:00 | buy | 21 | 0.10 | 91.583 | 0.000 | 0.000 | ||
| 70 | 2022.08.02 15:00 | modify | 21 | 0.10 | 91.583 | 91.252 | 92.227 | ||
| 71 | 2022.08.02 15:00 | modify | 20 | 0.10 | 90.927 | 91.252 | 92.227 | ||
| 72 | 2022.08.02 23:00 | t/p | 20 | 0.10 | 92.227 | 91.252 | 92.227 | 98.41 | 10733.60 |
| 73 | 2022.08.02 23:00 | t/p | 21 | 0.10 | 92.227 | 91.252 | 92.227 | 48.75 | 10782.35 |
| 74 | 2022.09.28 16:00 | sell | 22 | 0.10 | 93.859 | 0.000 | 0.000 | ||
| 75 | 2022.09.28 16:00 | modify | 22 | 0.10 | 93.859 | 94.859 | 92.559 | ||
| 76 | 2022.09.30 20:00 | t/p | 22 | 0.10 | 92.559 | 94.859 | 92.559 | 95.48 | 10877.83 |
| 77 | 2022.10.13 13:00 | buy | 23 | 0.10 | 91.407 | 0.000 | 0.000 | ||
| 78 | 2022.10.13 13:00 | modify | 23 | 0.10 | 91.407 | 90.407 | 92.707 | ||
| 79 | 2022.10.13 18:00 | t/p | 23 | 0.10 | 92.707 | 90.407 | 92.707 | 98.42 | 10976.25 |
| 80 | 2022.10.21 14:00 | sell | 24 | 0.10 | 95.599 | 0.000 | 0.000 | ||
| 81 | 2022.10.21 14:00 | modify | 24 | 0.10 | 95.599 | 96.599 | 94.299 | ||
| 82 | 2022.10.21 16:00 | t/p | 24 | 0.10 | 94.299 | 96.599 | 94.299 | 98.30 | 11074.55 |
| 83 | 2022.11.11 11:00 | buy | 25 | 0.10 | 93.150 | 0.000 | 0.000 | ||
| 84 | 2022.11.11 11:00 | modify | 25 | 0.10 | 93.150 | 92.150 | 94.450 | ||
| 85 | 2022.11.14 10:00 | buy | 26 | 0.10 | 93.802 | 0.000 | 0.000 | ||
| 86 | 2022.11.14 10:00 | modify | 26 | 0.10 | 93.802 | 93.475 | 94.450 | ||
| 87 | 2022.11.14 10:00 | modify | 25 | 0.10 | 93.150 | 93.475 | 94.450 | ||
| 88 | 2022.11.15 01:00 | buy | 27 | 0.10 | 93.937 | 0.000 | 0.000 | ||
| 89 | 2022.11.15 01:00 | modify | 27 | 0.10 | 93.937 | 93.540 | 94.450 | ||
| 90 | 2022.11.15 01:00 | buy | 28 | 0.10 | 93.937 | 0.000 | 0.000 | ||
| 91 | 2022.11.15 01:00 | modify | 28 | 0.10 | 93.937 | 93.605 | 94.450 | ||
| 92 | 2022.11.15 01:00 | modify | 26 | 0.10 | 93.802 | 93.605 | 94.450 | ||
| 93 | 2022.11.15 01:00 | modify | 25 | 0.10 | 93.150 | 93.605 | 94.450 | ||
| 94 | 2022.11.15 02:00 | modify | 27 | 0.10 | 93.937 | 93.605 | 94.450 | ||
| 95 | 2022.11.15 14:00 | s/l | 25 | 0.10 | 93.605 | 93.605 | 94.450 | 35.46 | 11110.01 |
| 96 | 2022.11.15 14:00 | s/l | 26 | 0.10 | 93.605 | 93.605 | 94.450 | -14.41 | 11095.60 |
| 97 | 2022.11.15 14:00 | s/l | 27 | 0.10 | 93.605 | 93.605 | 94.450 | -25.14 | 11070.46 |
| 98 | 2022.11.15 14:00 | s/l | 28 | 0.10 | 93.605 | 93.605 | 94.450 | -25.14 | 11045.32 |
| 99 | 2022.11.28 02:00 | buy | 29 | 0.10 | 92.560 | 0.000 | 0.000 | ||
| 100 | 2022.11.28 02:00 | modify | 29 | 0.10 | 92.560 | 91.560 | 93.860 | ||
| 101 | 2022.12.02 09:00 | s/l | 29 | 0.10 | 91.560 | 91.560 | 93.860 | -72.64 | 10972.67 |
| 102 | 2022.12.20 04:00 | buy | 30 | 0.10 | 89.020 | 0.000 | 0.000 | ||
| 103 | 2022.12.20 04:00 | modify | 30 | 0.10 | 89.020 | 88.020 | 90.320 | ||
| 104 | 2022.12.20 08:00 | s/l | 30 | 0.10 | 88.020 | 88.020 | 90.320 | -75.70 | 10896.97 |
| 105 | 2023.01.18 03:00 | sell | 31 | 0.10 | 91.249 | 0.000 | 0.000 | ||
| 106 | 2023.01.18 03:00 | modify | 31 | 0.10 | 91.249 | 92.249 | 89.949 | ||
| 107 | 2023.01.18 17:00 | t/p | 31 | 0.10 | 89.949 | 92.249 | 89.949 | 98.31 | 10995.28 |
| 108 | 2023.03.13 10:00 | buy | 32 | 0.10 | 88.274 | 0.000 | 0.000 | ||
| 109 | 2023.03.13 10:00 | modify | 32 | 0.10 | 88.274 | 87.274 | 89.574 | ||
| 110 | 2023.03.13 15:00 | buy | 33 | 0.10 | 88.931 | 0.000 | 0.000 | ||
| 111 | 2023.03.13 15:00 | modify | 33 | 0.10 | 88.931 | 88.599 | 89.574 | ||
| 112 | 2023.03.13 15:00 | modify | 32 | 0.10 | 88.274 | 88.599 | 89.574 | ||
| 113 | 2023.03.14 00:00 | s/l | 32 | 0.10 | 88.599 | 88.599 | 89.574 | 25.11 | 11020.39 |
| 114 | 2023.03.14 00:00 | s/l | 33 | 0.10 | 88.599 | 88.599 | 89.574 | -24.62 | 10995.77 |
| 115 | 2023.03.15 11:00 | buy | 34 | 0.10 | 88.728 | 0.000 | 0.000 | ||
| 116 | 2023.03.15 11:00 | modify | 34 | 0.10 | 88.728 | 87.728 | 90.028 | ||
| 117 | 2023.03.15 17:00 | s/l | 34 | 0.10 | 87.728 | 87.728 | 90.028 | -75.70 | 10920.07 |
| 118 | 2023.03.20 07:00 | buy | 35 | 0.10 | 87.566 | 0.000 | 0.000 | ||
| 119 | 2023.03.20 07:00 | modify | 35 | 0.10 | 87.566 | 86.566 | 88.866 | ||
| 120 | 2023.03.21 19:00 | buy | 36 | 0.10 | 88.364 | 0.000 | 0.000 | ||
| 121 | 2023.03.21 19:00 | modify | 36 | 0.10 | 88.364 | 87.956 | 88.866 | ||
| 122 | 2023.03.21 19:00 | buy | 37 | 0.10 | 88.364 | 0.000 | 0.000 | ||
| 123 | 2023.03.21 19:00 | modify | 37 | 0.10 | 88.364 | 88.021 | 88.866 | ||
| 124 | 2023.03.21 19:00 | modify | 35 | 0.10 | 87.566 | 88.021 | 88.866 | ||
| 125 | 2023.03.21 20:00 | modify | 36 | 0.10 | 88.364 | 88.021 | 88.866 | ||
| 126 | 2023.03.22 11:00 | t/p | 35 | 0.10 | 88.866 | 88.021 | 88.866 | 99.43 | 11019.50 |
| 127 | 2023.03.22 11:00 | t/p | 36 | 0.10 | 88.866 | 88.021 | 88.866 | 38.51 | 11058.01 |
| 128 | 2023.03.22 11:00 | t/p | 37 | 0.10 | 88.866 | 88.021 | 88.866 | 38.51 | 11096.52 |