Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 602.67 | Gross profit | 1214.80 | Gross loss | -612.13 |
| Profit factor | 1.98 | Expected payoff | 17.73 | ||
| Absolute drawdown | 23.87 | Maximal drawdown | 204.81 (1.93%) | Relative drawdown | 1.93% (204.81) |
| Total trades | 34 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
| Largest | profit trade | 106.14 | loss trade | -95.35 | |
| Average | profit trade | 63.94 | loss trade | -40.81 | |
| Maximum | consecutive wins (profit in money) | 4 (201.10) | consecutive losses (loss in money) | 2 (-134.39) | |
| Maximal | consecutive profit (count of wins) | 250.55 (3) | consecutive loss (count of losses) | -134.39 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.12 06:00 | sell | 1 | 0.10 | 94.828 | 0.000 | 0.000 | ||
| 2 | 2022.08.12 06:00 | modify | 1 | 0.10 | 94.828 | 96.128 | 93.328 | ||
| 3 | 2022.08.15 13:00 | t/p | 1 | 0.10 | 93.328 | 96.128 | 93.328 | 104.04 | 10104.04 |
| 4 | 2022.08.17 03:00 | buy | 2 | 0.10 | 93.860 | 0.000 | 0.000 | ||
| 5 | 2022.08.17 03:00 | modify | 2 | 0.10 | 93.860 | 92.560 | 95.360 | ||
| 6 | 2022.08.22 11:00 | buy | 3 | 0.10 | 94.696 | 0.000 | 0.000 | ||
| 7 | 2022.08.22 11:00 | modify | 3 | 0.10 | 94.696 | 94.385 | 95.360 | ||
| 8 | 2022.08.22 11:00 | modify | 2 | 0.10 | 93.860 | 94.385 | 95.360 | ||
| 9 | 2022.08.22 15:00 | s/l | 2 | 0.10 | 94.385 | 94.385 | 95.360 | 39.02 | 10143.06 |
| 10 | 2022.08.22 15:00 | s/l | 3 | 0.10 | 94.385 | 94.385 | 95.360 | -21.71 | 10121.35 |
| 11 | 2022.08.24 04:00 | buy | 4 | 0.10 | 94.449 | 0.000 | 0.000 | ||
| 12 | 2022.08.24 04:00 | modify | 4 | 0.10 | 94.449 | 93.149 | 95.949 | ||
| 13 | 2022.08.25 08:00 | buy | 5 | 0.10 | 95.279 | 0.000 | 0.000 | ||
| 14 | 2022.08.25 08:00 | modify | 5 | 0.10 | 95.279 | 94.974 | 95.949 | ||
| 15 | 2022.08.25 08:00 | modify | 4 | 0.10 | 94.449 | 94.974 | 95.949 | ||
| 16 | 2022.08.25 09:00 | buy | 6 | 0.10 | 95.364 | 0.000 | 0.000 | ||
| 17 | 2022.08.25 09:00 | modify | 6 | 0.10 | 95.364 | 95.049 | 95.949 | ||
| 18 | 2022.08.25 09:00 | modify | 5 | 0.10 | 95.279 | 95.049 | 95.949 | ||
| 19 | 2022.08.25 09:00 | modify | 4 | 0.10 | 94.449 | 95.049 | 95.949 | ||
| 20 | 2022.08.26 01:00 | s/l | 4 | 0.10 | 95.049 | 95.049 | 95.949 | 43.78 | 10165.13 |
| 21 | 2022.08.26 01:00 | s/l | 5 | 0.10 | 95.049 | 95.049 | 95.949 | -15.58 | 10149.55 |
| 22 | 2022.08.26 01:00 | s/l | 6 | 0.10 | 95.049 | 95.049 | 95.949 | -21.51 | 10128.03 |
| 23 | 2022.09.09 02:00 | sell | 7 | 0.10 | 97.542 | 0.000 | 0.000 | ||
| 24 | 2022.09.09 02:00 | modify | 7 | 0.10 | 97.542 | 98.842 | 96.042 | ||
| 25 | 2022.09.14 06:00 | sell | 8 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 26 | 2022.09.14 06:00 | modify | 8 | 0.10 | 96.702 | 97.017 | 96.042 | ||
| 27 | 2022.09.14 06:00 | modify | 7 | 0.10 | 97.542 | 97.017 | 96.042 | ||
| 28 | 2022.09.14 15:00 | t/p | 7 | 0.10 | 96.042 | 97.017 | 96.042 | 102.72 | 10230.76 |
| 29 | 2022.09.14 15:00 | t/p | 8 | 0.10 | 96.042 | 97.017 | 96.042 | 46.07 | 10276.83 |
| 30 | 2022.09.23 04:00 | buy | 9 | 0.10 | 94.144 | 0.000 | 0.000 | ||
| 31 | 2022.09.23 04:00 | modify | 9 | 0.10 | 94.144 | 92.844 | 95.644 | ||
| 32 | 2022.09.28 02:00 | s/l | 9 | 0.10 | 92.844 | 92.844 | 95.644 | -89.31 | 10187.52 |
| 33 | 2022.11.03 11:00 | buy | 10 | 0.10 | 93.319 | 0.000 | 0.000 | ||
| 34 | 2022.11.03 11:00 | modify | 10 | 0.10 | 93.319 | 92.019 | 94.819 | ||
| 35 | 2022.11.04 13:00 | t/p | 10 | 0.10 | 94.819 | 92.019 | 94.819 | 105.18 | 10292.69 |
| 36 | 2022.12.30 02:00 | buy | 11 | 0.10 | 89.645 | 0.000 | 0.000 | ||
| 37 | 2022.12.30 02:00 | modify | 11 | 0.10 | 89.645 | 88.345 | 91.145 | ||
| 38 | 2023.01.03 02:00 | s/l | 11 | 0.10 | 88.345 | 88.345 | 91.145 | -89.79 | 10202.90 |
| 39 | 2023.01.11 05:00 | sell | 12 | 0.10 | 91.413 | 0.000 | 0.000 | ||
| 40 | 2023.01.11 05:00 | modify | 12 | 0.10 | 91.413 | 92.713 | 89.913 | ||
| 41 | 2023.01.13 01:00 | t/p | 12 | 0.10 | 89.913 | 92.713 | 89.913 | 102.06 | 10304.96 |
| 42 | 2023.01.13 03:00 | buy | 13 | 0.10 | 89.878 | 0.000 | 0.000 | ||
| 43 | 2023.01.13 03:00 | modify | 13 | 0.10 | 89.878 | 88.578 | 91.378 | ||
| 44 | 2023.01.18 04:00 | t/p | 13 | 0.10 | 91.378 | 88.578 | 91.378 | 106.14 | 10411.10 |
| 45 | 2023.01.24 09:00 | buy | 14 | 0.10 | 91.391 | 0.000 | 0.000 | ||
| 46 | 2023.01.24 09:00 | modify | 14 | 0.10 | 91.391 | 90.091 | 92.891 | ||
| 47 | 2023.01.25 01:00 | buy | 15 | 0.10 | 92.295 | 0.000 | 0.000 | ||
| 48 | 2023.01.25 01:00 | modify | 15 | 0.10 | 92.295 | 91.991 | 92.891 | ||
| 49 | 2023.01.25 01:00 | modify | 14 | 0.10 | 91.391 | 91.991 | 92.891 | ||
| 50 | 2023.01.25 11:00 | s/l | 14 | 0.10 | 91.991 | 91.991 | 92.891 | 42.36 | 10453.45 |
| 51 | 2023.01.25 11:00 | s/l | 15 | 0.10 | 91.991 | 91.991 | 92.891 | -21.22 | 10432.23 |
| 52 | 2023.02.03 13:00 | buy | 16 | 0.10 | 90.632 | 0.000 | 0.000 | ||
| 53 | 2023.02.03 13:00 | modify | 16 | 0.10 | 90.632 | 89.332 | 92.132 | ||
| 54 | 2023.02.03 16:00 | buy | 17 | 0.10 | 91.457 | 0.000 | 0.000 | ||
| 55 | 2023.02.03 16:00 | modify | 17 | 0.10 | 91.457 | 91.157 | 92.132 | ||
| 56 | 2023.02.03 16:00 | modify | 16 | 0.10 | 90.632 | 91.157 | 92.132 | ||
| 57 | 2023.02.03 17:00 | s/l | 16 | 0.10 | 91.157 | 91.157 | 92.132 | 36.64 | 10468.87 |
| 58 | 2023.02.03 17:00 | s/l | 17 | 0.10 | 91.157 | 91.157 | 92.132 | -20.94 | 10447.93 |
| 59 | 2023.02.10 09:00 | buy | 18 | 0.10 | 90.645 | 0.000 | 0.000 | ||
| 60 | 2023.02.10 09:00 | modify | 18 | 0.10 | 90.645 | 89.345 | 92.145 | ||
| 61 | 2023.02.13 15:00 | t/p | 18 | 0.10 | 92.145 | 89.345 | 92.145 | 105.19 | 10553.12 |
| 62 | 2023.03.21 11:00 | sell | 19 | 0.10 | 88.331 | 0.000 | 0.000 | ||
| 63 | 2023.03.21 11:00 | modify | 19 | 0.10 | 88.331 | 89.631 | 86.831 | ||
| 64 | 2023.03.22 21:00 | sell | 20 | 0.10 | 87.650 | 0.000 | 0.000 | ||
| 65 | 2023.03.22 21:00 | modify | 20 | 0.10 | 87.650 | 88.181 | 86.831 | ||
| 66 | 2023.03.22 21:00 | modify | 19 | 0.10 | 88.331 | 88.181 | 86.831 | ||
| 67 | 2023.03.23 06:00 | s/l | 19 | 0.10 | 88.181 | 88.181 | 86.831 | 7.84 | 10560.95 |
| 68 | 2023.03.23 06:00 | s/l | 20 | 0.10 | 88.181 | 88.181 | 86.831 | -39.05 | 10521.91 |
| 69 | 2023.04.11 05:00 | sell | 21 | 0.10 | 88.947 | 0.000 | 0.000 | ||
| 70 | 2023.04.11 05:00 | modify | 21 | 0.10 | 88.947 | 90.247 | 87.447 | ||
| 71 | 2023.04.18 02:00 | s/l | 21 | 0.10 | 90.247 | 90.247 | 87.447 | -95.35 | 10426.56 |
| 72 | 2023.04.19 07:00 | sell | 22 | 0.10 | 90.408 | 0.000 | 0.000 | ||
| 73 | 2023.04.19 07:00 | modify | 22 | 0.10 | 90.408 | 91.708 | 88.908 | ||
| 74 | 2023.04.21 17:00 | sell | 23 | 0.10 | 89.717 | 0.000 | 0.000 | ||
| 75 | 2023.04.21 17:00 | modify | 23 | 0.10 | 89.717 | 90.258 | 88.908 | ||
| 76 | 2023.04.21 17:00 | modify | 22 | 0.10 | 90.408 | 90.258 | 88.908 | ||
| 77 | 2023.04.24 07:00 | sell | 24 | 0.10 | 89.483 | 0.000 | 0.000 | ||
| 78 | 2023.04.24 07:00 | modify | 24 | 0.10 | 89.483 | 89.808 | 88.908 | ||
| 79 | 2023.04.24 07:00 | modify | 23 | 0.10 | 89.717 | 89.808 | 88.908 | ||
| 80 | 2023.04.24 07:00 | modify | 22 | 0.10 | 90.408 | 89.808 | 88.908 | ||
| 81 | 2023.04.24 09:00 | s/l | 22 | 0.10 | 89.808 | 89.808 | 88.908 | 38.59 | 10465.15 |
| 82 | 2023.04.24 09:00 | s/l | 23 | 0.10 | 89.808 | 89.808 | 88.908 | -7.01 | 10458.14 |
| 83 | 2023.04.24 09:00 | s/l | 24 | 0.10 | 89.808 | 89.808 | 88.908 | -22.69 | 10435.45 |
| 84 | 2023.05.23 03:00 | sell | 25 | 0.10 | 92.297 | 0.000 | 0.000 | ||
| 85 | 2023.05.23 03:00 | modify | 25 | 0.10 | 92.297 | 93.597 | 90.797 | ||
| 86 | 2023.05.24 15:00 | t/p | 25 | 0.10 | 90.797 | 93.597 | 90.797 | 104.03 | 10539.48 |
| 87 | 2023.06.06 06:00 | sell | 26 | 0.10 | 92.904 | 0.000 | 0.000 | ||
| 88 | 2023.06.06 06:00 | modify | 26 | 0.10 | 92.904 | 94.204 | 91.404 | ||
| 89 | 2023.06.12 07:00 | s/l | 26 | 0.10 | 94.204 | 94.204 | 91.404 | -94.69 | 10444.79 |
| 90 | 2023.06.21 03:00 | sell | 27 | 0.10 | 96.109 | 0.000 | 0.000 | ||
| 91 | 2023.06.21 03:00 | modify | 27 | 0.10 | 96.109 | 97.409 | 94.609 | ||
| 92 | 2023.06.28 02:00 | sell | 28 | 0.10 | 95.418 | 0.000 | 0.000 | ||
| 93 | 2023.06.28 02:00 | modify | 28 | 0.10 | 95.418 | 95.959 | 94.609 | ||
| 94 | 2023.06.28 02:00 | modify | 27 | 0.10 | 96.109 | 95.959 | 94.609 | ||
| 95 | 2023.06.28 23:00 | sell | 29 | 0.10 | 95.283 | 0.000 | 0.000 | ||
| 96 | 2023.06.28 23:00 | modify | 29 | 0.10 | 95.283 | 95.584 | 94.609 | ||
| 97 | 2023.06.28 23:00 | modify | 28 | 0.10 | 95.418 | 95.584 | 94.609 | ||
| 98 | 2023.06.28 23:00 | modify | 27 | 0.10 | 96.109 | 95.584 | 94.609 | ||
| 99 | 2023.06.29 02:00 | s/l | 27 | 0.10 | 95.584 | 95.584 | 94.609 | 30.06 | 10474.85 |
| 100 | 2023.06.29 02:00 | s/l | 28 | 0.10 | 95.584 | 95.584 | 94.609 | -13.57 | 10461.28 |
| 101 | 2023.06.29 02:00 | s/l | 29 | 0.10 | 95.584 | 95.584 | 94.609 | -22.99 | 10438.30 |
| 102 | 2023.07.03 05:00 | sell | 30 | 0.10 | 96.351 | 0.000 | 0.000 | ||
| 103 | 2023.07.03 05:00 | modify | 30 | 0.10 | 96.351 | 97.651 | 94.851 | ||
| 104 | 2023.07.06 15:00 | sell | 31 | 0.10 | 95.450 | 0.000 | 0.000 | ||
| 105 | 2023.07.06 15:00 | modify | 31 | 0.10 | 95.450 | 95.751 | 94.851 | ||
| 106 | 2023.07.06 15:00 | modify | 30 | 0.10 | 96.351 | 95.751 | 94.851 | ||
| 107 | 2023.07.06 19:00 | sell | 32 | 0.10 | 95.504 | 0.000 | 0.000 | ||
| 108 | 2023.07.06 19:00 | modify | 32 | 0.10 | 95.504 | 95.826 | 94.851 | ||
| 109 | 2023.07.06 20:00 | modify | 32 | 0.10 | 95.504 | 95.751 | 94.851 | ||
| 110 | 2023.07.07 13:00 | t/p | 30 | 0.10 | 94.851 | 95.751 | 94.851 | 100.75 | 10539.05 |
| 111 | 2023.07.07 13:00 | t/p | 31 | 0.10 | 94.851 | 95.751 | 94.851 | 41.15 | 10580.20 |
| 112 | 2023.07.07 13:00 | t/p | 32 | 0.10 | 94.851 | 95.751 | 94.851 | 44.92 | 10625.12 |
| 113 | 2023.07.14 02:00 | buy | 33 | 0.10 | 94.737 | 0.000 | 0.000 | ||
| 114 | 2023.07.14 02:00 | modify | 33 | 0.10 | 94.737 | 93.437 | 96.237 | ||
| 115 | 2023.07.21 15:00 | buy | 34 | 0.10 | 95.420 | 0.000 | 0.000 | ||
| 116 | 2023.07.21 15:00 | modify | 34 | 0.10 | 95.420 | 94.887 | 96.237 | ||
| 117 | 2023.07.21 15:00 | modify | 33 | 0.10 | 94.737 | 94.887 | 96.237 | ||
| 118 | 2023.07.24 14:00 | s/l | 33 | 0.10 | 94.887 | 94.887 | 96.237 | 14.27 | 10639.39 |
| 119 | 2023.07.24 14:00 | s/l | 34 | 0.10 | 94.887 | 94.887 | 96.237 | -36.72 | 10602.67 |