Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 454.34 | Gross profit | 1030.04 | Gross loss | -575.70 |
| Profit factor | 1.79 | Expected payoff | 15.14 | ||
| Absolute drawdown | 145.95 | Maximal drawdown | 236.17 (2.26%) | Relative drawdown | 2.26% (236.17) |
| Total trades | 30 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 17 (56.67%) | Loss trades (% of total) | 13 (43.33%) | ||
| Largest | profit trade | 98.87 | loss trade | -66.30 | |
| Average | profit trade | 60.59 | loss trade | -44.28 | |
| Maximum | consecutive wins (profit in money) | 8 (478.40) | consecutive losses (loss in money) | 3 (-95.27) | |
| Maximal | consecutive profit (count of wins) | 478.40 (8) | consecutive loss (count of losses) | -122.08 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.13 12:00 | sell | 1 | 0.10 | 94.969 | 0.000 | 0.000 | ||
| 2 | 2023.07.13 12:00 | modify | 1 | 0.10 | 94.969 | 95.869 | 93.469 | ||
| 3 | 2023.07.25 07:00 | s/l | 1 | 0.10 | 95.869 | 95.869 | 93.469 | -66.30 | 9933.70 |
| 4 | 2023.07.26 11:00 | buy | 2 | 0.10 | 94.912 | 0.000 | 0.000 | ||
| 5 | 2023.07.26 11:00 | modify | 2 | 0.10 | 94.912 | 94.012 | 96.412 | ||
| 6 | 2023.07.27 18:00 | s/l | 2 | 0.10 | 94.012 | 94.012 | 96.412 | -55.77 | 9877.92 |
| 7 | 2023.07.31 12:00 | sell | 3 | 0.10 | 95.393 | 0.000 | 0.000 | ||
| 8 | 2023.07.31 12:00 | modify | 3 | 0.10 | 95.393 | 96.293 | 93.893 | ||
| 9 | 2023.08.02 07:00 | t/p | 3 | 0.10 | 93.893 | 96.293 | 93.893 | 92.49 | 9970.41 |
| 10 | 2023.09.05 09:00 | buy | 4 | 0.10 | 93.773 | 0.000 | 0.000 | ||
| 11 | 2023.09.05 09:00 | modify | 4 | 0.10 | 93.773 | 92.873 | 95.273 | ||
| 12 | 2023.09.12 07:00 | buy | 5 | 0.10 | 94.539 | 0.000 | 0.000 | ||
| 13 | 2023.09.12 07:00 | modify | 5 | 0.10 | 94.539 | 93.848 | 95.273 | ||
| 14 | 2023.09.12 07:00 | modify | 4 | 0.10 | 93.773 | 93.848 | 95.273 | ||
| 15 | 2023.09.13 00:00 | buy | 6 | 0.10 | 94.624 | 0.000 | 0.000 | ||
| 16 | 2023.09.13 00:00 | modify | 6 | 0.10 | 94.624 | 94.148 | 95.273 | ||
| 17 | 2023.09.13 00:00 | modify | 5 | 0.10 | 94.539 | 94.148 | 95.273 | ||
| 18 | 2023.09.13 00:00 | modify | 4 | 0.10 | 93.773 | 94.148 | 95.273 | ||
| 19 | 2023.09.13 15:00 | buy | 7 | 0.10 | 94.748 | 0.000 | 0.000 | ||
| 20 | 2023.09.13 15:00 | modify | 7 | 0.10 | 94.748 | 94.448 | 95.273 | ||
| 21 | 2023.09.13 15:00 | modify | 6 | 0.10 | 94.624 | 94.448 | 95.273 | ||
| 22 | 2023.09.13 15:00 | modify | 5 | 0.10 | 94.539 | 94.448 | 95.273 | ||
| 23 | 2023.09.13 15:00 | modify | 4 | 0.10 | 93.773 | 94.448 | 95.273 | ||
| 24 | 2023.09.15 03:00 | t/p | 4 | 0.10 | 95.273 | 94.448 | 95.273 | 97.98 | 10068.39 |
| 25 | 2023.09.15 03:00 | t/p | 5 | 0.10 | 95.273 | 94.448 | 95.273 | 47.69 | 10116.07 |
| 26 | 2023.09.15 03:00 | t/p | 6 | 0.10 | 95.273 | 94.448 | 95.273 | 42.04 | 10158.12 |
| 27 | 2023.09.15 03:00 | t/p | 7 | 0.10 | 95.273 | 94.448 | 95.273 | 34.23 | 10192.35 |
| 28 | 2023.09.29 04:00 | sell | 8 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 29 | 2023.09.29 04:00 | modify | 8 | 0.10 | 96.443 | 97.343 | 94.943 | ||
| 30 | 2023.10.02 15:00 | sell | 9 | 0.10 | 95.465 | 0.000 | 0.000 | ||
| 31 | 2023.10.02 15:00 | modify | 9 | 0.10 | 95.465 | 95.768 | 94.943 | ||
| 32 | 2023.10.02 15:00 | modify | 8 | 0.10 | 96.443 | 95.768 | 94.943 | ||
| 33 | 2023.10.03 05:00 | t/p | 8 | 0.10 | 94.943 | 95.768 | 94.943 | 92.49 | 10284.84 |
| 34 | 2023.10.03 05:00 | t/p | 9 | 0.10 | 94.943 | 95.768 | 94.943 | 31.89 | 10316.73 |
| 35 | 2023.10.25 02:00 | sell | 10 | 0.10 | 95.772 | 0.000 | 0.000 | ||
| 36 | 2023.10.25 02:00 | modify | 10 | 0.10 | 95.772 | 96.672 | 94.272 | ||
| 37 | 2023.10.25 10:00 | sell | 11 | 0.10 | 94.932 | 0.000 | 0.000 | ||
| 38 | 2023.10.25 10:00 | modify | 11 | 0.10 | 94.932 | 95.397 | 94.272 | ||
| 39 | 2023.10.25 10:00 | modify | 10 | 0.10 | 95.772 | 95.397 | 94.272 | ||
| 40 | 2023.10.25 17:00 | sell | 12 | 0.10 | 94.771 | 0.000 | 0.000 | ||
| 41 | 2023.10.25 17:00 | modify | 12 | 0.10 | 94.771 | 95.097 | 94.272 | ||
| 42 | 2023.10.25 17:00 | modify | 11 | 0.10 | 94.932 | 95.097 | 94.272 | ||
| 43 | 2023.10.25 17:00 | modify | 10 | 0.10 | 95.772 | 95.097 | 94.272 | ||
| 44 | 2023.10.26 15:00 | s/l | 10 | 0.10 | 95.097 | 95.097 | 94.272 | 39.59 | 10356.32 |
| 45 | 2023.10.26 15:00 | s/l | 11 | 0.10 | 95.097 | 95.097 | 94.272 | -13.28 | 10343.05 |
| 46 | 2023.10.26 15:00 | s/l | 12 | 0.10 | 95.097 | 95.097 | 94.272 | -23.42 | 10319.63 |
| 47 | 2023.10.30 13:00 | sell | 13 | 0.10 | 95.452 | 0.000 | 0.000 | ||
| 48 | 2023.10.30 13:00 | modify | 13 | 0.10 | 95.452 | 96.352 | 93.952 | ||
| 49 | 2023.11.01 15:00 | s/l | 13 | 0.10 | 96.352 | 96.352 | 93.952 | -58.58 | 10261.05 |
| 50 | 2023.11.07 06:00 | buy | 14 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 51 | 2023.11.07 06:00 | modify | 14 | 0.10 | 96.778 | 95.878 | 98.278 | ||
| 52 | 2023.11.15 15:00 | t/p | 14 | 0.10 | 98.278 | 95.878 | 98.278 | 96.79 | 10357.84 |
| 53 | 2023.12.07 12:00 | buy | 15 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 54 | 2023.12.07 12:00 | modify | 15 | 0.10 | 95.242 | 94.342 | 96.742 | ||
| 55 | 2023.12.07 18:00 | s/l | 15 | 0.10 | 94.342 | 94.342 | 96.742 | -56.66 | 10301.18 |
| 56 | 2023.12.19 12:00 | sell | 16 | 0.10 | 97.483 | 0.000 | 0.000 | ||
| 57 | 2023.12.19 12:00 | modify | 16 | 0.10 | 97.483 | 98.383 | 95.983 | ||
| 58 | 2023.12.25 01:00 | sell | 17 | 0.10 | 96.490 | 0.000 | 0.000 | ||
| 59 | 2023.12.25 01:00 | modify | 17 | 0.10 | 96.490 | 96.808 | 95.983 | ||
| 60 | 2023.12.25 01:00 | modify | 16 | 0.10 | 97.483 | 96.808 | 95.983 | ||
| 61 | 2023.12.25 07:00 | s/l | 16 | 0.10 | 96.808 | 96.808 | 95.983 | 36.69 | 10337.87 |
| 62 | 2023.12.25 07:00 | s/l | 17 | 0.10 | 96.808 | 96.808 | 95.983 | -20.02 | 10317.85 |
| 63 | 2024.01.10 05:00 | sell | 18 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 64 | 2024.01.10 05:00 | modify | 18 | 0.10 | 97.057 | 97.957 | 95.557 | ||
| 65 | 2024.02.01 15:00 | t/p | 18 | 0.10 | 95.557 | 97.957 | 95.557 | 71.25 | 10389.10 |
| 66 | 2024.02.02 11:00 | sell | 19 | 0.10 | 96.826 | 0.000 | 0.000 | ||
| 67 | 2024.02.02 11:00 | modify | 19 | 0.10 | 96.826 | 97.726 | 95.326 | ||
| 68 | 2024.02.14 16:00 | s/l | 19 | 0.10 | 97.726 | 97.726 | 95.326 | -66.30 | 10322.79 |
| 69 | 2024.02.20 11:00 | sell | 20 | 0.10 | 98.471 | 0.000 | 0.000 | ||
| 70 | 2024.02.20 11:00 | modify | 20 | 0.10 | 98.471 | 99.371 | 96.971 | ||
| 71 | 2024.02.29 08:00 | sell | 21 | 0.10 | 97.482 | 0.000 | 0.000 | ||
| 72 | 2024.02.29 08:00 | modify | 21 | 0.10 | 97.482 | 97.796 | 96.971 | ||
| 73 | 2024.02.29 08:00 | modify | 20 | 0.10 | 98.471 | 97.796 | 96.971 | ||
| 74 | 2024.03.01 02:00 | s/l | 20 | 0.10 | 97.796 | 97.796 | 96.971 | 30.90 | 10353.70 |
| 75 | 2024.03.01 02:00 | s/l | 21 | 0.10 | 97.796 | 97.796 | 96.971 | -20.74 | 10332.96 |
| 76 | 2024.03.05 08:00 | buy | 22 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 77 | 2024.03.05 08:00 | modify | 22 | 0.10 | 97.567 | 96.667 | 99.067 | ||
| 78 | 2024.03.19 23:00 | buy | 23 | 0.10 | 98.554 | 0.000 | 0.000 | ||
| 79 | 2024.03.19 23:00 | modify | 23 | 0.10 | 98.554 | 98.242 | 99.067 | ||
| 80 | 2024.03.19 23:00 | modify | 22 | 0.10 | 97.567 | 98.242 | 99.067 | ||
| 81 | 2024.03.20 18:00 | t/p | 22 | 0.10 | 99.067 | 98.242 | 99.067 | 98.87 | 10431.84 |
| 82 | 2024.03.20 18:00 | t/p | 23 | 0.10 | 99.067 | 98.242 | 99.067 | 32.60 | 10464.43 |
| 83 | 2024.03.22 09:00 | buy | 24 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 84 | 2024.03.22 09:00 | modify | 24 | 0.10 | 98.763 | 97.863 | 100.263 | ||
| 85 | 2024.04.04 00:00 | buy | 25 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 86 | 2024.04.04 00:00 | modify | 25 | 0.10 | 99.591 | 99.138 | 100.263 | ||
| 87 | 2024.04.04 00:00 | modify | 24 | 0.10 | 98.763 | 99.138 | 100.263 | ||
| 88 | 2024.04.04 11:00 | t/p | 24 | 0.10 | 100.263 | 99.138 | 100.263 | 98.27 | 10562.70 |
| 89 | 2024.04.04 11:00 | t/p | 25 | 0.10 | 100.263 | 99.138 | 100.263 | 42.30 | 10605.00 |
| 90 | 2024.04.24 03:00 | sell | 26 | 0.10 | 100.892 | 0.000 | 0.000 | ||
| 91 | 2024.04.24 03:00 | modify | 26 | 0.10 | 100.892 | 101.792 | 99.392 | ||
| 92 | 2024.04.26 04:00 | s/l | 26 | 0.10 | 101.792 | 101.792 | 99.392 | -60.51 | 10544.49 |
| 93 | 2024.04.26 09:00 | sell | 27 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 94 | 2024.04.26 09:00 | modify | 27 | 0.10 | 102.518 | 103.418 | 101.018 | ||
| 95 | 2024.04.28 21:00 | s/l | 27 | 0.10 | 103.418 | 103.418 | 101.018 | -56.65 | 10487.84 |
| 96 | 2024.06.04 12:00 | buy | 28 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 97 | 2024.06.04 12:00 | modify | 28 | 0.10 | 102.867 | 101.967 | 104.367 | ||
| 98 | 2024.06.05 19:00 | buy | 29 | 0.10 | 103.862 | 0.000 | 0.000 | ||
| 99 | 2024.06.05 19:00 | modify | 29 | 0.10 | 103.862 | 103.542 | 104.367 | ||
| 100 | 2024.06.05 19:00 | modify | 28 | 0.10 | 102.867 | 103.542 | 104.367 | ||
| 101 | 2024.06.07 07:00 | s/l | 28 | 0.10 | 103.542 | 103.542 | 104.367 | 43.97 | 10531.81 |
| 102 | 2024.06.07 07:00 | s/l | 29 | 0.10 | 103.542 | 103.542 | 104.367 | -18.97 | 10512.84 |
| 103 | 2024.06.26 03:00 | sell | 30 | 0.10 | 106.614 | 0.000 | 0.000 | ||
| 104 | 2024.06.26 03:00 | modify | 30 | 0.10 | 106.614 | 107.514 | 105.114 | ||
| 105 | 2024.06.28 20:59 | close at stop | 30 | 0.10 | 107.482 | 107.514 | 105.114 | -58.50 | 10454.34 |