Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 472.69 | Gross profit | 991.38 | Gross loss | -518.69 |
| Profit factor | 1.91 | Expected payoff | 13.90 | ||
| Absolute drawdown | 61.12 | Maximal drawdown | 199.87 (1.88%) | Relative drawdown | 1.88% (199.87) |
| Total trades | 34 | Short positions (won %) | 23 (39.13%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 16 (47.06%) | Loss trades (% of total) | 18 (52.94%) | ||
| Largest | profit trade | 105.34 | loss trade | -41.92 | |
| Average | profit trade | 61.96 | loss trade | -28.82 | |
| Maximum | consecutive wins (profit in money) | 4 (231.54) | consecutive losses (loss in money) | 4 (-84.48) | |
| Maximal | consecutive profit (count of wins) | 231.54 (4) | consecutive loss (count of losses) | -84.48 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.17 14:00 | sell | 1 | 0.10 | 93.315 | 0.000 | 0.000 | ||
| 2 | 2022.10.17 14:00 | modify | 1 | 0.10 | 93.315 | 93.815 | 91.815 | ||
| 3 | 2022.10.17 16:00 | s/l | 1 | 0.10 | 93.815 | 93.815 | 91.815 | -33.59 | 9966.41 |
| 4 | 2022.11.04 14:00 | sell | 2 | 0.10 | 94.775 | 0.000 | 0.000 | ||
| 5 | 2022.11.04 14:00 | modify | 2 | 0.10 | 94.775 | 95.275 | 93.275 | ||
| 6 | 2022.11.10 15:00 | t/p | 2 | 0.10 | 93.275 | 95.275 | 93.275 | 97.00 | 10063.41 |
| 7 | 2022.11.14 13:00 | sell | 3 | 0.10 | 93.811 | 0.000 | 0.000 | ||
| 8 | 2022.11.14 13:00 | modify | 3 | 0.10 | 93.811 | 94.311 | 92.311 | ||
| 9 | 2022.11.14 16:00 | s/l | 3 | 0.10 | 94.311 | 94.311 | 92.311 | -33.59 | 10029.82 |
| 10 | 2022.12.01 13:00 | buy | 4 | 0.10 | 92.677 | 0.000 | 0.000 | ||
| 11 | 2022.12.01 13:00 | modify | 4 | 0.10 | 92.677 | 92.177 | 94.177 | ||
| 12 | 2022.12.01 18:00 | s/l | 4 | 0.10 | 92.177 | 92.177 | 94.177 | -33.60 | 9996.22 |
| 13 | 2023.01.09 07:00 | sell | 5 | 0.10 | 91.389 | 0.000 | 0.000 | ||
| 14 | 2023.01.09 07:00 | modify | 5 | 0.10 | 91.389 | 91.889 | 89.889 | ||
| 15 | 2023.01.12 15:00 | sell | 6 | 0.10 | 90.169 | 0.000 | 0.000 | ||
| 16 | 2023.01.12 15:00 | modify | 6 | 0.10 | 90.169 | 90.789 | 89.889 | ||
| 17 | 2023.01.12 15:00 | modify | 5 | 0.10 | 91.389 | 90.789 | 89.889 | ||
| 18 | 2023.01.13 01:00 | t/p | 5 | 0.10 | 89.889 | 90.789 | 89.889 | 97.00 | 10093.22 |
| 19 | 2023.01.13 01:00 | t/p | 6 | 0.10 | 89.889 | 90.789 | 89.889 | 18.18 | 10111.40 |
| 20 | 2023.01.23 12:00 | sell | 7 | 0.10 | 91.093 | 0.000 | 0.000 | ||
| 21 | 2023.01.23 12:00 | modify | 7 | 0.10 | 91.093 | 91.593 | 89.593 | ||
| 22 | 2023.01.23 16:00 | s/l | 7 | 0.10 | 91.593 | 91.593 | 89.593 | -33.59 | 10077.81 |
| 23 | 2023.02.10 09:00 | buy | 8 | 0.10 | 90.645 | 0.000 | 0.000 | ||
| 24 | 2023.02.10 09:00 | modify | 8 | 0.10 | 90.645 | 90.145 | 92.145 | ||
| 25 | 2023.02.13 15:00 | t/p | 8 | 0.10 | 92.145 | 90.145 | 92.145 | 101.25 | 10179.05 |
| 26 | 2023.03.07 10:00 | buy | 9 | 0.10 | 90.719 | 0.000 | 0.000 | ||
| 27 | 2023.03.07 10:00 | modify | 9 | 0.10 | 90.719 | 90.219 | 92.219 | ||
| 28 | 2023.03.07 19:00 | s/l | 9 | 0.10 | 90.219 | 90.219 | 92.219 | -33.59 | 10145.46 |
| 29 | 2023.04.05 14:00 | buy | 10 | 0.10 | 87.917 | 0.000 | 0.000 | ||
| 30 | 2023.04.05 14:00 | modify | 10 | 0.10 | 87.917 | 87.417 | 89.417 | ||
| 31 | 2023.04.12 03:00 | buy | 11 | 0.10 | 89.133 | 0.000 | 0.000 | ||
| 32 | 2023.04.12 03:00 | modify | 11 | 0.10 | 89.133 | 88.517 | 89.417 | ||
| 33 | 2023.04.12 03:00 | modify | 10 | 0.10 | 87.917 | 88.517 | 89.417 | ||
| 34 | 2023.04.13 02:00 | t/p | 10 | 0.10 | 89.417 | 88.517 | 89.417 | 105.34 | 10250.81 |
| 35 | 2023.04.13 02:00 | t/p | 11 | 0.10 | 89.417 | 88.517 | 89.417 | 20.46 | 10271.26 |
| 36 | 2023.04.25 15:00 | buy | 12 | 0.10 | 88.820 | 0.000 | 0.000 | ||
| 37 | 2023.04.25 15:00 | modify | 12 | 0.10 | 88.820 | 88.320 | 90.320 | ||
| 38 | 2023.04.25 19:00 | s/l | 12 | 0.10 | 88.320 | 88.320 | 90.320 | -33.59 | 10237.67 |
| 39 | 2023.05.08 09:00 | sell | 13 | 0.10 | 91.575 | 0.000 | 0.000 | ||
| 40 | 2023.05.08 09:00 | modify | 13 | 0.10 | 91.575 | 92.075 | 90.075 | ||
| 41 | 2023.05.11 14:00 | t/p | 13 | 0.10 | 90.075 | 92.075 | 90.075 | 97.63 | 10335.30 |
| 42 | 2023.05.15 08:00 | sell | 14 | 0.10 | 90.970 | 0.000 | 0.000 | ||
| 43 | 2023.05.15 08:00 | modify | 14 | 0.10 | 90.970 | 91.470 | 89.470 | ||
| 44 | 2023.05.17 14:00 | s/l | 14 | 0.10 | 91.470 | 91.470 | 89.470 | -34.85 | 10300.45 |
| 45 | 2023.05.19 14:00 | sell | 15 | 0.10 | 92.259 | 0.000 | 0.000 | ||
| 46 | 2023.05.19 14:00 | modify | 15 | 0.10 | 92.259 | 92.759 | 90.759 | ||
| 47 | 2023.05.23 12:00 | sell | 16 | 0.10 | 91.572 | 0.000 | 0.000 | ||
| 48 | 2023.05.23 12:00 | modify | 16 | 0.10 | 91.572 | 91.959 | 90.759 | ||
| 49 | 2023.05.23 12:00 | sell | 17 | 0.10 | 91.572 | 0.000 | 0.000 | ||
| 50 | 2023.05.23 12:00 | modify | 17 | 0.10 | 91.572 | 91.884 | 90.759 | ||
| 51 | 2023.05.23 12:00 | modify | 15 | 0.10 | 92.259 | 91.884 | 90.759 | ||
| 52 | 2023.05.23 13:00 | modify | 16 | 0.10 | 91.572 | 91.884 | 90.759 | ||
| 53 | 2023.05.23 16:00 | s/l | 15 | 0.10 | 91.884 | 91.884 | 90.759 | 23.94 | 10324.39 |
| 54 | 2023.05.23 16:00 | s/l | 16 | 0.10 | 91.884 | 91.884 | 90.759 | -20.96 | 10303.43 |
| 55 | 2023.05.23 16:00 | s/l | 17 | 0.10 | 91.884 | 91.884 | 90.759 | -20.96 | 10282.47 |
| 56 | 2023.05.31 08:00 | buy | 18 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 57 | 2023.05.31 08:00 | modify | 18 | 0.10 | 90.532 | 90.032 | 92.032 | ||
| 58 | 2023.06.01 22:00 | buy | 19 | 0.10 | 91.228 | 0.000 | 0.000 | ||
| 59 | 2023.06.01 22:00 | modify | 19 | 0.10 | 91.228 | 90.832 | 92.032 | ||
| 60 | 2023.06.01 22:00 | buy | 20 | 0.10 | 91.228 | 0.000 | 0.000 | ||
| 61 | 2023.06.01 22:00 | modify | 20 | 0.10 | 91.228 | 90.907 | 92.032 | ||
| 62 | 2023.06.01 22:00 | modify | 18 | 0.10 | 90.532 | 90.907 | 92.032 | ||
| 63 | 2023.06.01 23:00 | modify | 19 | 0.10 | 91.228 | 90.907 | 92.032 | ||
| 64 | 2023.06.02 03:00 | buy | 21 | 0.10 | 91.735 | 0.000 | 0.000 | ||
| 65 | 2023.06.02 03:00 | modify | 21 | 0.10 | 91.735 | 91.132 | 92.032 | ||
| 66 | 2023.06.02 03:00 | modify | 20 | 0.10 | 91.228 | 91.132 | 92.032 | ||
| 67 | 2023.06.02 03:00 | modify | 19 | 0.10 | 91.228 | 91.132 | 92.032 | ||
| 68 | 2023.06.02 03:00 | modify | 18 | 0.10 | 90.532 | 91.132 | 92.032 | ||
| 69 | 2023.06.02 10:00 | t/p | 18 | 0.10 | 92.032 | 91.132 | 92.032 | 102.61 | 10385.08 |
| 70 | 2023.06.02 10:00 | t/p | 19 | 0.10 | 92.032 | 91.132 | 92.032 | 54.49 | 10439.57 |
| 71 | 2023.06.02 10:00 | t/p | 20 | 0.10 | 92.032 | 91.132 | 92.032 | 54.49 | 10494.05 |
| 72 | 2023.06.02 10:00 | t/p | 21 | 0.10 | 92.032 | 91.132 | 92.032 | 19.96 | 10514.01 |
| 73 | 2023.06.02 11:00 | sell | 22 | 0.10 | 92.017 | 0.000 | 0.000 | ||
| 74 | 2023.06.02 11:00 | modify | 22 | 0.10 | 92.017 | 92.517 | 90.517 | ||
| 75 | 2023.06.02 16:00 | s/l | 22 | 0.10 | 92.517 | 92.517 | 90.517 | -33.59 | 10480.42 |
| 76 | 2023.07.13 14:00 | sell | 23 | 0.10 | 95.176 | 0.000 | 0.000 | ||
| 77 | 2023.07.13 14:00 | modify | 23 | 0.10 | 95.176 | 95.676 | 93.676 | ||
| 78 | 2023.07.18 02:00 | sell | 24 | 0.10 | 94.499 | 0.000 | 0.000 | ||
| 79 | 2023.07.18 02:00 | modify | 24 | 0.10 | 94.499 | 94.876 | 93.676 | ||
| 80 | 2023.07.18 02:00 | sell | 25 | 0.10 | 94.499 | 0.000 | 0.000 | ||
| 81 | 2023.07.18 02:00 | modify | 25 | 0.10 | 94.499 | 94.801 | 93.676 | ||
| 82 | 2023.07.18 02:00 | modify | 23 | 0.10 | 95.176 | 94.801 | 93.676 | ||
| 83 | 2023.07.18 03:00 | modify | 24 | 0.10 | 94.499 | 94.801 | 93.676 | ||
| 84 | 2023.07.18 13:00 | sell | 26 | 0.10 | 93.952 | 0.000 | 0.000 | ||
| 85 | 2023.07.18 13:00 | modify | 26 | 0.10 | 93.952 | 94.576 | 93.676 | ||
| 86 | 2023.07.18 13:00 | modify | 25 | 0.10 | 94.499 | 94.576 | 93.676 | ||
| 87 | 2023.07.18 13:00 | modify | 24 | 0.10 | 94.499 | 94.576 | 93.676 | ||
| 88 | 2023.07.18 13:00 | modify | 23 | 0.10 | 95.176 | 94.576 | 93.676 | ||
| 89 | 2023.07.18 15:00 | s/l | 23 | 0.10 | 94.576 | 94.576 | 93.676 | 38.43 | 10518.85 |
| 90 | 2023.07.18 15:00 | s/l | 24 | 0.10 | 94.576 | 94.576 | 93.676 | -5.17 | 10513.68 |
| 91 | 2023.07.18 15:00 | s/l | 25 | 0.10 | 94.576 | 94.576 | 93.676 | -5.17 | 10508.51 |
| 92 | 2023.07.18 15:00 | s/l | 26 | 0.10 | 94.576 | 94.576 | 93.676 | -41.92 | 10466.59 |
| 93 | 2023.07.26 11:00 | buy | 27 | 0.10 | 94.912 | 0.000 | 0.000 | ||
| 94 | 2023.07.26 11:00 | modify | 27 | 0.10 | 94.912 | 94.412 | 96.412 | ||
| 95 | 2023.07.27 18:00 | s/l | 27 | 0.10 | 94.412 | 94.412 | 96.412 | -32.22 | 10434.37 |
| 96 | 2023.07.31 16:00 | sell | 28 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 97 | 2023.07.31 16:00 | modify | 28 | 0.10 | 95.677 | 96.177 | 94.177 | ||
| 98 | 2023.08.02 05:00 | t/p | 28 | 0.10 | 94.177 | 96.177 | 94.177 | 99.52 | 10533.89 |
| 99 | 2023.08.21 14:00 | sell | 29 | 0.10 | 93.662 | 0.000 | 0.000 | ||
| 100 | 2023.08.21 14:00 | modify | 29 | 0.10 | 93.662 | 94.162 | 92.162 | ||
| 101 | 2023.08.24 05:00 | s/l | 29 | 0.10 | 94.162 | 94.162 | 92.162 | -36.75 | 10497.13 |
| 102 | 2023.09.20 13:00 | sell | 30 | 0.10 | 95.895 | 0.000 | 0.000 | ||
| 103 | 2023.09.20 13:00 | modify | 30 | 0.10 | 95.895 | 96.395 | 94.395 | ||
| 104 | 2023.09.21 11:00 | sell | 31 | 0.10 | 94.681 | 0.000 | 0.000 | ||
| 105 | 2023.09.21 11:00 | modify | 31 | 0.10 | 94.681 | 95.295 | 94.395 | ||
| 106 | 2023.09.21 11:00 | modify | 30 | 0.10 | 95.895 | 95.295 | 94.395 | ||
| 107 | 2023.09.22 07:00 | s/l | 30 | 0.10 | 95.295 | 95.295 | 94.395 | 37.79 | 10534.92 |
| 108 | 2023.09.22 07:00 | s/l | 31 | 0.10 | 95.295 | 95.295 | 94.395 | -41.88 | 10493.04 |
| 109 | 2023.09.22 14:00 | sell | 32 | 0.10 | 95.687 | 0.000 | 0.000 | ||
| 110 | 2023.09.22 14:00 | modify | 32 | 0.10 | 95.687 | 96.187 | 94.187 | ||
| 111 | 2023.09.27 12:00 | sell | 33 | 0.10 | 94.987 | 0.000 | 0.000 | ||
| 112 | 2023.09.27 12:00 | modify | 33 | 0.10 | 94.987 | 95.387 | 94.187 | ||
| 113 | 2023.09.27 12:00 | sell | 34 | 0.10 | 94.987 | 0.000 | 0.000 | ||
| 114 | 2023.09.27 12:00 | modify | 34 | 0.10 | 94.987 | 95.312 | 94.187 | ||
| 115 | 2023.09.27 12:00 | modify | 32 | 0.10 | 95.687 | 95.312 | 94.187 | ||
| 116 | 2023.09.27 13:00 | modify | 33 | 0.10 | 94.987 | 95.312 | 94.187 | ||
| 117 | 2023.09.27 14:00 | s/l | 32 | 0.10 | 95.312 | 95.312 | 94.187 | 23.31 | 10516.35 |
| 118 | 2023.09.27 14:00 | s/l | 33 | 0.10 | 95.312 | 95.312 | 94.187 | -21.83 | 10494.52 |
| 119 | 2023.09.27 14:00 | s/l | 34 | 0.10 | 95.312 | 95.312 | 94.187 | -21.83 | 10472.69 |