Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| 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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=22; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 539.04 | Gross profit | 759.21 | Gross loss | -220.17 |
| Profit factor | 3.45 | Expected payoff | 25.67 | ||
| Absolute drawdown | 15.81 | Maximal drawdown | 153.96 (1.44%) | Relative drawdown | 1.44% (153.96) |
| Total trades | 21 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
| Largest | profit trade | 78.34 | loss trade | -77.65 | |
| Average | profit trade | 47.45 | loss trade | -44.03 | |
| Maximum | consecutive wins (profit in money) | 5 (257.74) | consecutive losses (loss in money) | 2 (-84.16) | |
| Maximal | consecutive profit (count of wins) | 257.74 (5) | consecutive loss (count of losses) | -84.16 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.22 17:00 | sell | 1 | 0.10 | 92.103 | 0.000 | 0.000 | ||
| 2 | 2023.05.22 17:00 | modify | 1 | 0.10 | 92.103 | 93.203 | 90.903 | ||
| 3 | 2023.05.23 19:00 | sell | 2 | 0.10 | 91.555 | 0.000 | 0.000 | ||
| 4 | 2023.05.23 19:00 | modify | 2 | 0.10 | 91.555 | 92.043 | 90.903 | ||
| 5 | 2023.05.23 19:00 | modify | 1 | 0.10 | 92.103 | 92.043 | 90.903 | ||
| 6 | 2023.05.24 11:00 | t/p | 1 | 0.10 | 90.903 | 92.043 | 90.903 | 74.61 | 10074.61 |
| 7 | 2023.05.24 11:00 | t/p | 2 | 0.10 | 90.903 | 92.043 | 90.903 | 40.63 | 10115.24 |
| 8 | 2023.05.30 17:00 | buy | 3 | 0.10 | 91.118 | 0.000 | 0.000 | ||
| 9 | 2023.05.30 17:00 | modify | 3 | 0.10 | 91.118 | 90.018 | 92.318 | ||
| 10 | 2023.06.02 06:00 | buy | 4 | 0.10 | 91.859 | 0.000 | 0.000 | ||
| 11 | 2023.06.02 06:00 | modify | 4 | 0.10 | 91.859 | 91.658 | 92.318 | ||
| 12 | 2023.06.02 06:00 | modify | 3 | 0.10 | 91.118 | 91.658 | 92.318 | ||
| 13 | 2023.06.02 14:00 | t/p | 3 | 0.10 | 92.318 | 91.658 | 92.318 | 78.33 | 10193.57 |
| 14 | 2023.06.02 14:00 | t/p | 4 | 0.10 | 92.318 | 91.658 | 92.318 | 29.34 | 10222.91 |
| 15 | 2023.06.02 18:00 | sell | 5 | 0.10 | 92.483 | 0.000 | 0.000 | ||
| 16 | 2023.06.02 18:00 | modify | 5 | 0.10 | 92.483 | 93.583 | 91.283 | ||
| 17 | 2023.06.09 07:00 | s/l | 5 | 0.10 | 93.583 | 93.583 | 91.283 | -77.65 | 10145.26 |
| 18 | 2023.07.31 16:00 | sell | 6 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 19 | 2023.07.31 16:00 | modify | 6 | 0.10 | 95.677 | 96.777 | 94.477 | ||
| 20 | 2023.08.01 08:00 | sell | 7 | 0.10 | 94.825 | 0.000 | 0.000 | ||
| 21 | 2023.08.01 08:00 | modify | 7 | 0.10 | 94.825 | 95.257 | 94.477 | ||
| 22 | 2023.08.01 08:00 | modify | 6 | 0.10 | 95.677 | 95.257 | 94.477 | ||
| 23 | 2023.08.02 04:00 | t/p | 6 | 0.10 | 94.477 | 95.257 | 94.477 | 74.61 | 10219.87 |
| 24 | 2023.08.02 04:00 | t/p | 7 | 0.10 | 94.477 | 95.257 | 94.477 | 21.20 | 10241.07 |
| 25 | 2023.09.28 18:00 | sell | 8 | 0.10 | 95.857 | 0.000 | 0.000 | ||
| 26 | 2023.09.28 18:00 | modify | 8 | 0.10 | 95.857 | 96.957 | 94.657 | ||
| 27 | 2023.10.02 23:00 | sell | 9 | 0.10 | 95.313 | 0.000 | 0.000 | ||
| 28 | 2023.10.02 23:00 | modify | 9 | 0.10 | 95.313 | 95.797 | 94.657 | ||
| 29 | 2023.10.02 23:00 | modify | 8 | 0.10 | 95.857 | 95.797 | 94.657 | ||
| 30 | 2023.10.03 06:00 | t/p | 8 | 0.10 | 94.657 | 95.797 | 94.657 | 73.56 | 10314.64 |
| 31 | 2023.10.03 06:00 | t/p | 9 | 0.10 | 94.657 | 95.797 | 94.657 | 40.88 | 10355.52 |
| 32 | 2023.10.25 19:00 | buy | 10 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 33 | 2023.10.25 19:00 | modify | 10 | 0.10 | 94.671 | 93.571 | 95.871 | ||
| 34 | 2023.10.30 14:00 | buy | 11 | 0.10 | 95.519 | 0.000 | 0.000 | ||
| 35 | 2023.10.30 14:00 | modify | 11 | 0.10 | 95.519 | 95.091 | 95.871 | ||
| 36 | 2023.10.30 14:00 | modify | 10 | 0.10 | 94.671 | 95.091 | 95.871 | ||
| 37 | 2023.10.30 15:00 | s/l | 10 | 0.10 | 95.091 | 95.091 | 95.871 | 28.47 | 10383.99 |
| 38 | 2023.10.30 15:00 | s/l | 11 | 0.10 | 95.091 | 95.091 | 95.871 | -27.36 | 10356.63 |
| 39 | 2023.11.09 21:00 | buy | 12 | 0.10 | 96.405 | 0.000 | 0.000 | ||
| 40 | 2023.11.09 21:00 | modify | 12 | 0.10 | 96.405 | 95.305 | 97.605 | ||
| 41 | 2023.11.14 15:00 | t/p | 12 | 0.10 | 97.605 | 95.305 | 97.605 | 77.69 | 10434.32 |
| 42 | 2023.11.15 17:00 | sell | 13 | 0.10 | 98.457 | 0.000 | 0.000 | ||
| 43 | 2023.11.15 17:00 | modify | 13 | 0.10 | 98.457 | 99.557 | 97.257 | ||
| 44 | 2023.11.17 03:00 | t/p | 13 | 0.10 | 97.257 | 99.557 | 97.257 | 72.51 | 10506.83 |
| 45 | 2024.01.02 17:00 | buy | 14 | 0.10 | 96.100 | 0.000 | 0.000 | ||
| 46 | 2024.01.02 17:00 | modify | 14 | 0.10 | 96.100 | 95.000 | 97.300 | ||
| 47 | 2024.01.04 07:00 | buy | 15 | 0.10 | 96.954 | 0.000 | 0.000 | ||
| 48 | 2024.01.04 07:00 | modify | 15 | 0.10 | 96.954 | 96.520 | 97.300 | ||
| 49 | 2024.01.04 07:00 | modify | 14 | 0.10 | 96.100 | 96.520 | 97.300 | ||
| 50 | 2024.01.05 08:00 | t/p | 14 | 0.10 | 97.300 | 96.520 | 97.300 | 78.34 | 10585.17 |
| 51 | 2024.01.05 08:00 | t/p | 15 | 0.10 | 97.300 | 96.520 | 97.300 | 22.44 | 10607.62 |
| 52 | 2024.01.11 18:00 | buy | 16 | 0.10 | 97.170 | 0.000 | 0.000 | ||
| 53 | 2024.01.11 18:00 | modify | 16 | 0.10 | 97.170 | 96.070 | 98.370 | ||
| 54 | 2024.01.19 13:00 | buy | 17 | 0.10 | 97.720 | 0.000 | 0.000 | ||
| 55 | 2024.01.19 13:00 | modify | 17 | 0.10 | 97.720 | 97.230 | 98.370 | ||
| 56 | 2024.01.19 13:00 | modify | 16 | 0.10 | 97.170 | 97.230 | 98.370 | ||
| 57 | 2024.01.22 23:00 | s/l | 16 | 0.10 | 97.230 | 97.230 | 98.370 | 6.75 | 10614.37 |
| 58 | 2024.01.22 23:00 | s/l | 17 | 0.10 | 97.230 | 97.230 | 98.370 | -31.00 | 10583.37 |
| 59 | 2024.01.31 18:00 | buy | 18 | 0.10 | 96.551 | 0.000 | 0.000 | ||
| 60 | 2024.01.31 18:00 | modify | 18 | 0.10 | 96.551 | 95.451 | 97.751 | ||
| 61 | 2024.02.09 07:00 | buy | 19 | 0.10 | 97.094 | 0.000 | 0.000 | ||
| 62 | 2024.02.09 07:00 | modify | 19 | 0.10 | 97.094 | 96.611 | 97.751 | ||
| 63 | 2024.02.09 07:00 | modify | 18 | 0.10 | 96.551 | 96.611 | 97.751 | ||
| 64 | 2024.02.14 00:00 | buy | 20 | 0.10 | 97.291 | 0.000 | 0.000 | ||
| 65 | 2024.02.14 00:00 | modify | 20 | 0.10 | 97.291 | 97.091 | 97.751 | ||
| 66 | 2024.02.14 00:00 | modify | 19 | 0.10 | 97.094 | 97.091 | 97.751 | ||
| 67 | 2024.02.14 00:00 | modify | 18 | 0.10 | 96.551 | 97.091 | 97.751 | ||
| 68 | 2024.02.14 02:00 | s/l | 18 | 0.10 | 97.091 | 97.091 | 97.751 | 39.05 | 10622.42 |
| 69 | 2024.02.14 02:00 | s/l | 19 | 0.10 | 97.091 | 97.091 | 97.751 | 0.78 | 10623.20 |
| 70 | 2024.02.14 02:00 | s/l | 20 | 0.10 | 97.091 | 97.091 | 97.751 | -12.79 | 10610.41 |
| 71 | 2024.03.19 16:00 | sell | 21 | 0.10 | 98.398 | 0.000 | 0.000 | ||
| 72 | 2024.03.19 16:00 | modify | 21 | 0.10 | 98.398 | 99.498 | 97.198 | ||
| 73 | 2024.03.20 20:00 | s/l | 21 | 0.10 | 99.498 | 99.498 | 97.198 | -71.37 | 10539.04 |