Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| 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=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 678.52 | Gross profit | 1423.52 | Gross loss | -745.00 |
| Profit factor | 1.91 | Expected payoff | 18.34 | ||
| Absolute drawdown | 207.51 | Maximal drawdown | 297.40 (2.90%) | Relative drawdown | 2.90% (297.40) |
| Total trades | 37 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
| Largest | profit trade | 104.22 | loss trade | -105.84 | |
| Average | profit trade | 61.89 | loss trade | -53.21 | |
| Maximum | consecutive wins (profit in money) | 5 (422.24) | consecutive losses (loss in money) | 4 (-171.36) | |
| Maximal | consecutive profit (count of wins) | 422.24 (5) | consecutive loss (count of losses) | -171.36 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.13 18:00 | buy | 1 | 0.10 | 97.601 | 0.000 | 0.000 | ||
| 2 | 2022.09.13 18:00 | modify | 1 | 0.10 | 97.601 | 96.101 | 99.101 | ||
| 3 | 2022.09.14 13:00 | s/l | 1 | 0.10 | 96.101 | 96.101 | 99.101 | -101.03 | 9898.97 |
| 4 | 2022.09.27 18:00 | buy | 2 | 0.10 | 93.060 | 0.000 | 0.000 | ||
| 5 | 2022.09.27 18:00 | modify | 2 | 0.10 | 93.060 | 91.560 | 94.560 | ||
| 6 | 2022.09.28 16:00 | buy | 3 | 0.10 | 93.889 | 0.000 | 0.000 | ||
| 7 | 2022.09.28 16:00 | modify | 3 | 0.10 | 93.889 | 93.435 | 94.560 | ||
| 8 | 2022.09.28 16:00 | modify | 2 | 0.10 | 93.060 | 93.435 | 94.560 | ||
| 9 | 2022.09.29 03:00 | s/l | 2 | 0.10 | 93.435 | 93.435 | 94.560 | 27.19 | 9926.16 |
| 10 | 2022.09.29 03:00 | s/l | 3 | 0.10 | 93.435 | 93.435 | 94.560 | -29.35 | 9896.80 |
| 11 | 2022.10.03 20:00 | sell | 4 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 12 | 2022.10.03 20:00 | modify | 4 | 0.10 | 94.241 | 95.741 | 92.741 | ||
| 13 | 2022.10.05 11:00 | sell | 5 | 0.10 | 93.411 | 0.000 | 0.000 | ||
| 14 | 2022.10.05 11:00 | modify | 5 | 0.10 | 93.411 | 93.866 | 92.741 | ||
| 15 | 2022.10.05 11:00 | modify | 4 | 0.10 | 94.241 | 93.866 | 92.741 | ||
| 16 | 2022.10.05 17:00 | sell | 6 | 0.10 | 93.557 | 0.000 | 0.000 | ||
| 17 | 2022.10.05 17:00 | modify | 6 | 0.10 | 93.557 | 93.941 | 92.741 | ||
| 18 | 2022.10.05 18:00 | modify | 6 | 0.10 | 93.557 | 93.866 | 92.741 | ||
| 19 | 2022.10.05 19:00 | s/l | 4 | 0.10 | 93.866 | 93.866 | 92.741 | 24.10 | 9920.90 |
| 20 | 2022.10.05 19:00 | s/l | 5 | 0.10 | 93.866 | 93.866 | 92.741 | -30.76 | 9890.14 |
| 21 | 2022.10.05 19:00 | s/l | 6 | 0.10 | 93.866 | 93.866 | 92.741 | -20.89 | 9869.25 |
| 22 | 2022.10.05 20:00 | sell | 7 | 0.10 | 93.959 | 0.000 | 0.000 | ||
| 23 | 2022.10.05 20:00 | modify | 7 | 0.10 | 93.959 | 95.459 | 92.459 | ||
| 24 | 2022.10.07 20:00 | t/p | 7 | 0.10 | 92.459 | 95.459 | 92.459 | 98.91 | 9968.16 |
| 25 | 2022.10.12 17:00 | sell | 8 | 0.10 | 92.108 | 0.000 | 0.000 | ||
| 26 | 2022.10.12 17:00 | modify | 8 | 0.10 | 92.108 | 93.608 | 90.608 | ||
| 27 | 2022.10.17 15:00 | s/l | 8 | 0.10 | 93.608 | 93.608 | 90.608 | -104.59 | 9863.57 |
| 28 | 2022.10.25 16:00 | sell | 9 | 0.10 | 94.533 | 0.000 | 0.000 | ||
| 29 | 2022.10.25 16:00 | modify | 9 | 0.10 | 94.533 | 96.033 | 93.033 | ||
| 30 | 2022.11.02 21:00 | sell | 10 | 0.10 | 93.842 | 0.000 | 0.000 | ||
| 31 | 2022.11.02 21:00 | modify | 10 | 0.10 | 93.842 | 94.233 | 93.033 | ||
| 32 | 2022.11.02 21:00 | modify | 9 | 0.10 | 94.533 | 94.233 | 93.033 | ||
| 33 | 2022.11.03 15:00 | t/p | 9 | 0.10 | 93.033 | 94.233 | 93.033 | 94.51 | 9958.08 |
| 34 | 2022.11.03 15:00 | t/p | 10 | 0.10 | 93.033 | 94.233 | 93.033 | 52.82 | 10010.90 |
| 35 | 2022.12.09 18:00 | sell | 11 | 0.10 | 92.803 | 0.000 | 0.000 | ||
| 36 | 2022.12.09 18:00 | modify | 11 | 0.10 | 92.803 | 94.303 | 91.303 | ||
| 37 | 2022.12.16 02:00 | sell | 12 | 0.10 | 92.111 | 0.000 | 0.000 | ||
| 38 | 2022.12.16 02:00 | modify | 12 | 0.10 | 92.111 | 92.503 | 91.303 | ||
| 39 | 2022.12.16 02:00 | modify | 11 | 0.10 | 92.803 | 92.503 | 91.303 | ||
| 40 | 2022.12.16 05:00 | sell | 13 | 0.10 | 91.976 | 0.000 | 0.000 | ||
| 41 | 2022.12.16 05:00 | modify | 13 | 0.10 | 91.976 | 92.428 | 91.303 | ||
| 42 | 2022.12.16 05:00 | modify | 12 | 0.10 | 92.111 | 92.428 | 91.303 | ||
| 43 | 2022.12.16 05:00 | modify | 11 | 0.10 | 92.803 | 92.428 | 91.303 | ||
| 44 | 2022.12.16 16:00 | t/p | 11 | 0.10 | 91.303 | 92.428 | 91.303 | 97.02 | 10107.92 |
| 45 | 2022.12.16 16:00 | t/p | 12 | 0.10 | 91.303 | 92.428 | 91.303 | 54.64 | 10162.56 |
| 46 | 2022.12.16 16:00 | t/p | 13 | 0.10 | 91.303 | 92.428 | 91.303 | 45.51 | 10208.07 |
| 47 | 2023.01.09 22:00 | buy | 14 | 0.10 | 91.137 | 0.000 | 0.000 | ||
| 48 | 2023.01.09 22:00 | modify | 14 | 0.10 | 91.137 | 89.637 | 92.637 | ||
| 49 | 2023.01.13 07:00 | s/l | 14 | 0.10 | 89.637 | 89.637 | 92.637 | -98.77 | 10109.30 |
| 50 | 2023.01.13 16:00 | buy | 15 | 0.10 | 88.768 | 0.000 | 0.000 | ||
| 51 | 2023.01.13 16:00 | modify | 15 | 0.10 | 88.768 | 87.268 | 90.268 | ||
| 52 | 2023.01.16 02:00 | buy | 16 | 0.10 | 89.594 | 0.000 | 0.000 | ||
| 53 | 2023.01.16 02:00 | modify | 16 | 0.10 | 89.594 | 89.143 | 90.268 | ||
| 54 | 2023.01.16 02:00 | modify | 15 | 0.10 | 88.768 | 89.143 | 90.268 | ||
| 55 | 2023.01.16 05:00 | s/l | 15 | 0.10 | 89.143 | 89.143 | 90.268 | 25.83 | 10135.12 |
| 56 | 2023.01.16 05:00 | s/l | 16 | 0.10 | 89.143 | 89.143 | 90.268 | -30.52 | 10104.60 |
| 57 | 2023.01.18 21:00 | buy | 17 | 0.10 | 89.417 | 0.000 | 0.000 | ||
| 58 | 2023.01.18 21:00 | modify | 17 | 0.10 | 89.417 | 87.917 | 90.917 | ||
| 59 | 2023.01.23 08:00 | t/p | 17 | 0.10 | 90.917 | 87.917 | 90.917 | 103.77 | 10208.37 |
| 60 | 2023.01.23 17:00 | sell | 18 | 0.10 | 91.795 | 0.000 | 0.000 | ||
| 61 | 2023.01.23 17:00 | modify | 18 | 0.10 | 91.795 | 93.295 | 90.295 | ||
| 62 | 2023.01.31 11:00 | sell | 19 | 0.10 | 91.117 | 0.000 | 0.000 | ||
| 63 | 2023.01.31 11:00 | modify | 19 | 0.10 | 91.117 | 91.495 | 90.295 | ||
| 64 | 2023.01.31 11:00 | modify | 18 | 0.10 | 91.795 | 91.495 | 90.295 | ||
| 65 | 2023.01.31 16:00 | s/l | 18 | 0.10 | 91.495 | 91.495 | 90.295 | 15.25 | 10223.62 |
| 66 | 2023.01.31 16:00 | s/l | 19 | 0.10 | 91.495 | 91.495 | 90.295 | -25.56 | 10198.06 |
| 67 | 2023.02.13 17:00 | sell | 20 | 0.10 | 92.406 | 0.000 | 0.000 | ||
| 68 | 2023.02.13 17:00 | modify | 20 | 0.10 | 92.406 | 93.906 | 90.906 | ||
| 69 | 2023.02.24 13:00 | sell | 21 | 0.10 | 91.576 | 0.000 | 0.000 | ||
| 70 | 2023.02.24 13:00 | modify | 21 | 0.10 | 91.576 | 92.031 | 90.906 | ||
| 71 | 2023.02.24 13:00 | modify | 20 | 0.10 | 92.406 | 92.031 | 90.906 | ||
| 72 | 2023.02.27 06:00 | sell | 22 | 0.10 | 91.350 | 0.000 | 0.000 | ||
| 73 | 2023.02.27 06:00 | modify | 22 | 0.10 | 91.350 | 91.881 | 90.906 | ||
| 74 | 2023.02.27 06:00 | modify | 21 | 0.10 | 91.576 | 91.881 | 90.906 | ||
| 75 | 2023.02.27 06:00 | modify | 20 | 0.10 | 92.406 | 91.881 | 90.906 | ||
| 76 | 2023.02.27 23:00 | sell | 23 | 0.10 | 91.720 | 0.000 | 0.000 | ||
| 77 | 2023.02.27 23:00 | modify | 23 | 0.10 | 91.720 | 92.106 | 90.906 | ||
| 78 | 2023.02.28 00:00 | s/l | 20 | 0.10 | 91.881 | 91.881 | 90.906 | 26.06 | 10224.12 |
| 79 | 2023.02.28 00:00 | s/l | 21 | 0.10 | 91.881 | 91.881 | 90.906 | -21.88 | 10202.23 |
| 80 | 2023.02.28 00:00 | s/l | 22 | 0.10 | 91.881 | 91.881 | 90.906 | -36.53 | 10165.70 |
| 81 | 2023.02.28 00:00 | close | 23 | 0.10 | 91.914 | 92.106 | 90.906 | -13.74 | 10151.96 |
| 82 | 2023.03.07 19:00 | buy | 24 | 0.10 | 90.326 | 0.000 | 0.000 | ||
| 83 | 2023.03.07 19:00 | modify | 24 | 0.10 | 90.326 | 88.826 | 91.826 | ||
| 84 | 2023.03.10 19:00 | s/l | 24 | 0.10 | 88.826 | 88.826 | 91.826 | -99.21 | 10052.75 |
| 85 | 2023.03.22 21:00 | buy | 25 | 0.10 | 87.680 | 0.000 | 0.000 | ||
| 86 | 2023.03.22 21:00 | modify | 25 | 0.10 | 87.680 | 86.180 | 89.180 | ||
| 87 | 2023.03.23 09:00 | buy | 26 | 0.10 | 88.369 | 0.000 | 0.000 | ||
| 88 | 2023.03.23 09:00 | modify | 26 | 0.10 | 88.369 | 87.980 | 89.180 | ||
| 89 | 2023.03.23 09:00 | modify | 25 | 0.10 | 87.680 | 87.980 | 89.180 | ||
| 90 | 2023.03.23 14:00 | s/l | 25 | 0.10 | 87.980 | 87.980 | 89.180 | 21.67 | 10074.42 |
| 91 | 2023.03.23 14:00 | s/l | 26 | 0.10 | 87.980 | 87.980 | 89.180 | -26.32 | 10048.10 |
| 92 | 2023.03.23 20:00 | buy | 27 | 0.10 | 87.304 | 0.000 | 0.000 | ||
| 93 | 2023.03.23 20:00 | modify | 27 | 0.10 | 87.304 | 85.804 | 88.804 | ||
| 94 | 2023.03.29 01:00 | buy | 28 | 0.10 | 87.987 | 0.000 | 0.000 | ||
| 95 | 2023.03.29 01:00 | modify | 28 | 0.10 | 87.987 | 87.604 | 88.804 | ||
| 96 | 2023.03.29 01:00 | modify | 27 | 0.10 | 87.304 | 87.604 | 88.804 | ||
| 97 | 2023.03.29 21:00 | t/p | 27 | 0.10 | 88.804 | 87.604 | 88.804 | 103.31 | 10151.41 |
| 98 | 2023.03.29 21:00 | t/p | 28 | 0.10 | 88.804 | 87.604 | 88.804 | 55.28 | 10206.69 |
| 99 | 2023.04.25 19:00 | buy | 29 | 0.10 | 88.435 | 0.000 | 0.000 | ||
| 100 | 2023.04.25 19:00 | modify | 29 | 0.10 | 88.435 | 86.935 | 89.935 | ||
| 101 | 2023.04.28 15:00 | t/p | 29 | 0.10 | 89.935 | 86.935 | 89.935 | 103.77 | 10310.45 |
| 102 | 2023.05.30 17:00 | buy | 30 | 0.10 | 91.118 | 0.000 | 0.000 | ||
| 103 | 2023.05.30 17:00 | modify | 30 | 0.10 | 91.118 | 89.618 | 92.618 | ||
| 104 | 2023.06.02 04:00 | buy | 31 | 0.10 | 91.802 | 0.000 | 0.000 | ||
| 105 | 2023.06.02 04:00 | modify | 31 | 0.10 | 91.802 | 91.418 | 92.618 | ||
| 106 | 2023.06.02 04:00 | modify | 30 | 0.10 | 91.118 | 91.418 | 92.618 | ||
| 107 | 2023.06.05 07:00 | t/p | 30 | 0.10 | 92.618 | 91.418 | 92.618 | 104.22 | 10414.67 |
| 108 | 2023.06.05 07:00 | t/p | 31 | 0.10 | 92.618 | 91.418 | 92.618 | 55.67 | 10470.34 |
| 109 | 2023.06.06 17:00 | sell | 32 | 0.10 | 93.190 | 0.000 | 0.000 | ||
| 110 | 2023.06.06 17:00 | modify | 32 | 0.10 | 93.190 | 94.690 | 91.690 | ||
| 111 | 2023.06.13 08:00 | s/l | 32 | 0.10 | 94.690 | 94.690 | 91.690 | -105.84 | 10364.50 |
| 112 | 2023.06.30 17:00 | sell | 33 | 0.10 | 96.246 | 0.000 | 0.000 | ||
| 113 | 2023.06.30 17:00 | modify | 33 | 0.10 | 96.246 | 97.746 | 94.746 | ||
| 114 | 2023.07.06 22:00 | sell | 34 | 0.10 | 95.410 | 0.000 | 0.000 | ||
| 115 | 2023.07.06 22:00 | modify | 34 | 0.10 | 95.410 | 95.871 | 94.746 | ||
| 116 | 2023.07.06 22:00 | modify | 33 | 0.10 | 96.246 | 95.871 | 94.746 | ||
| 117 | 2023.07.07 13:00 | t/p | 33 | 0.10 | 94.746 | 95.871 | 94.746 | 97.03 | 10461.53 |
| 118 | 2023.07.07 13:00 | t/p | 34 | 0.10 | 94.746 | 95.871 | 94.746 | 44.27 | 10505.80 |
| 119 | 2023.07.31 16:00 | sell | 35 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 120 | 2023.07.31 16:00 | modify | 35 | 0.10 | 95.677 | 97.177 | 94.177 | ||
| 121 | 2023.08.01 08:00 | sell | 36 | 0.10 | 94.825 | 0.000 | 0.000 | ||
| 122 | 2023.08.01 08:00 | modify | 36 | 0.10 | 94.825 | 95.302 | 94.177 | ||
| 123 | 2023.08.01 08:00 | modify | 35 | 0.10 | 95.677 | 95.302 | 94.177 | ||
| 124 | 2023.08.02 03:00 | sell | 37 | 0.10 | 94.611 | 0.000 | 0.000 | ||
| 125 | 2023.08.02 03:00 | modify | 37 | 0.10 | 94.611 | 95.152 | 94.177 | ||
| 126 | 2023.08.02 03:00 | modify | 36 | 0.10 | 94.825 | 95.152 | 94.177 | ||
| 127 | 2023.08.02 03:00 | modify | 35 | 0.10 | 95.677 | 95.152 | 94.177 | ||
| 128 | 2023.08.02 05:00 | t/p | 35 | 0.10 | 94.177 | 95.152 | 94.177 | 100.18 | 10605.98 |
| 129 | 2023.08.02 05:00 | t/p | 36 | 0.10 | 94.177 | 95.152 | 94.177 | 43.19 | 10649.17 |
| 130 | 2023.08.02 05:00 | t/p | 37 | 0.10 | 94.177 | 95.152 | 94.177 | 29.35 | 10678.52 |