Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
| 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=10; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 343.40 | Gross profit | 1091.11 | Gross loss | -747.70 |
| Profit factor | 1.46 | Expected payoff | 9.81 | ||
| Absolute drawdown | 13.21 | Maximal drawdown | 558.16 (5.12%) | Relative drawdown | 5.12% (558.16) |
| Total trades | 35 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 20 (57.14%) | Loss trades (% of total) | 15 (42.86%) | ||
| Largest | profit trade | 98.04 | loss trade | -72.33 | |
| Average | profit trade | 54.56 | loss trade | -49.85 | |
| Maximum | consecutive wins (profit in money) | 5 (290.52) | consecutive losses (loss in money) | 8 (-534.87) | |
| Maximal | consecutive profit (count of wins) | 290.52 (5) | consecutive loss (count of losses) | -534.87 (8) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.20 13:00 | sell | 1 | 0.10 | 95.895 | 0.000 | 0.000 | ||
| 2 | 2023.09.20 13:00 | modify | 1 | 0.10 | 95.895 | 96.795 | 94.595 | ||
| 3 | 2023.09.21 02:00 | sell | 2 | 0.10 | 95.232 | 0.000 | 0.000 | ||
| 4 | 2023.09.21 02:00 | modify | 2 | 0.10 | 95.232 | 95.505 | 94.595 | ||
| 5 | 2023.09.21 02:00 | modify | 1 | 0.10 | 95.895 | 95.505 | 94.595 | ||
| 6 | 2023.09.21 13:00 | t/p | 1 | 0.10 | 94.595 | 95.505 | 94.595 | 88.72 | 10088.72 |
| 7 | 2023.09.21 13:00 | t/p | 2 | 0.10 | 94.595 | 95.505 | 94.595 | 45.24 | 10133.96 |
| 8 | 2023.09.22 14:00 | sell | 3 | 0.10 | 95.687 | 0.000 | 0.000 | ||
| 9 | 2023.09.22 14:00 | modify | 3 | 0.10 | 95.687 | 96.587 | 94.387 | ||
| 10 | 2023.09.27 11:00 | sell | 4 | 0.10 | 95.033 | 0.000 | 0.000 | ||
| 11 | 2023.09.27 11:00 | modify | 4 | 0.10 | 95.033 | 95.297 | 94.387 | ||
| 12 | 2023.09.27 11:00 | modify | 3 | 0.10 | 95.687 | 95.297 | 94.387 | ||
| 13 | 2023.09.27 14:00 | s/l | 3 | 0.10 | 95.297 | 95.297 | 94.387 | 24.09 | 10158.06 |
| 14 | 2023.09.27 14:00 | s/l | 4 | 0.10 | 95.297 | 95.297 | 94.387 | -18.75 | 10139.31 |
| 15 | 2023.09.29 04:00 | sell | 5 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 16 | 2023.09.29 04:00 | modify | 5 | 0.10 | 96.443 | 97.343 | 95.143 | ||
| 17 | 2023.10.02 05:00 | sell | 6 | 0.10 | 95.896 | 0.000 | 0.000 | ||
| 18 | 2023.10.02 05:00 | modify | 6 | 0.10 | 95.896 | 96.183 | 95.143 | ||
| 19 | 2023.10.02 05:00 | modify | 5 | 0.10 | 96.443 | 96.183 | 95.143 | ||
| 20 | 2023.10.02 10:00 | sell | 7 | 0.10 | 95.782 | 0.000 | 0.000 | ||
| 21 | 2023.10.02 10:00 | modify | 7 | 0.10 | 95.782 | 96.053 | 95.143 | ||
| 22 | 2023.10.02 10:00 | modify | 6 | 0.10 | 95.896 | 96.053 | 95.143 | ||
| 23 | 2023.10.02 10:00 | modify | 5 | 0.10 | 96.443 | 96.053 | 95.143 | ||
| 24 | 2023.10.03 02:00 | t/p | 5 | 0.10 | 95.143 | 96.053 | 95.143 | 89.93 | 10229.23 |
| 25 | 2023.10.03 02:00 | t/p | 6 | 0.10 | 95.143 | 96.053 | 95.143 | 52.28 | 10281.51 |
| 26 | 2023.10.03 02:00 | t/p | 7 | 0.10 | 95.143 | 96.053 | 95.143 | 44.18 | 10325.69 |
| 27 | 2023.10.19 05:00 | buy | 8 | 0.10 | 94.440 | 0.000 | 0.000 | ||
| 28 | 2023.10.19 05:00 | modify | 8 | 0.10 | 94.440 | 93.540 | 95.740 | ||
| 29 | 2023.10.23 17:00 | buy | 9 | 0.10 | 94.983 | 0.000 | 0.000 | ||
| 30 | 2023.10.23 17:00 | modify | 9 | 0.10 | 94.983 | 94.700 | 95.740 | ||
| 31 | 2023.10.23 17:00 | modify | 8 | 0.10 | 94.440 | 94.700 | 95.740 | ||
| 32 | 2023.10.23 20:00 | s/l | 8 | 0.10 | 94.700 | 94.700 | 95.740 | 19.35 | 10345.04 |
| 33 | 2023.10.23 20:00 | s/l | 9 | 0.10 | 94.700 | 94.700 | 95.740 | -20.10 | 10324.94 |
| 34 | 2023.10.25 02:00 | sell | 10 | 0.10 | 95.772 | 0.000 | 0.000 | ||
| 35 | 2023.10.25 02:00 | modify | 10 | 0.10 | 95.772 | 96.672 | 94.472 | ||
| 36 | 2023.10.25 09:00 | sell | 11 | 0.10 | 95.237 | 0.000 | 0.000 | ||
| 37 | 2023.10.25 09:00 | modify | 11 | 0.10 | 95.237 | 95.512 | 94.472 | ||
| 38 | 2023.10.25 09:00 | modify | 10 | 0.10 | 95.772 | 95.512 | 94.472 | ||
| 39 | 2023.10.25 23:00 | t/p | 10 | 0.10 | 94.472 | 95.512 | 94.472 | 92.33 | 10417.27 |
| 40 | 2023.10.25 23:00 | t/p | 11 | 0.10 | 94.472 | 95.512 | 94.472 | 54.33 | 10471.60 |
| 41 | 2023.10.30 13:00 | sell | 12 | 0.10 | 95.452 | 0.000 | 0.000 | ||
| 42 | 2023.10.30 13:00 | modify | 12 | 0.10 | 95.452 | 96.352 | 94.152 | ||
| 43 | 2023.10.30 17:00 | sell | 13 | 0.10 | 94.903 | 0.000 | 0.000 | ||
| 44 | 2023.10.30 17:00 | modify | 13 | 0.10 | 94.903 | 95.192 | 94.152 | ||
| 45 | 2023.10.30 17:00 | modify | 12 | 0.10 | 95.452 | 95.192 | 94.152 | ||
| 46 | 2023.10.31 01:00 | s/l | 12 | 0.10 | 95.192 | 95.192 | 94.152 | 17.26 | 10488.86 |
| 47 | 2023.10.31 01:00 | s/l | 13 | 0.10 | 95.192 | 95.192 | 94.152 | -21.73 | 10467.12 |
| 48 | 2023.10.31 11:00 | sell | 14 | 0.10 | 95.949 | 0.000 | 0.000 | ||
| 49 | 2023.10.31 11:00 | modify | 14 | 0.10 | 95.949 | 96.849 | 94.649 | ||
| 50 | 2023.11.02 10:00 | s/l | 14 | 0.10 | 96.849 | 96.849 | 94.649 | -68.73 | 10398.40 |
| 51 | 2023.11.07 06:00 | buy | 15 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 52 | 2023.11.07 06:00 | modify | 15 | 0.10 | 96.778 | 95.878 | 98.078 | ||
| 53 | 2023.11.15 08:00 | t/p | 15 | 0.10 | 98.078 | 95.878 | 98.078 | 95.86 | 10494.25 |
| 54 | 2023.11.22 11:00 | sell | 16 | 0.10 | 97.701 | 0.000 | 0.000 | ||
| 55 | 2023.11.22 11:00 | modify | 16 | 0.10 | 97.701 | 98.601 | 96.401 | ||
| 56 | 2023.12.05 03:00 | sell | 17 | 0.10 | 97.157 | 0.000 | 0.000 | ||
| 57 | 2023.12.05 03:00 | modify | 17 | 0.10 | 97.157 | 97.441 | 96.401 | ||
| 58 | 2023.12.05 03:00 | modify | 16 | 0.10 | 97.701 | 97.441 | 96.401 | ||
| 59 | 2023.12.05 14:00 | t/p | 16 | 0.10 | 96.401 | 97.441 | 96.401 | 76.70 | 10570.96 |
| 60 | 2023.12.05 14:00 | t/p | 17 | 0.10 | 96.401 | 97.441 | 96.401 | 53.70 | 10624.66 |
| 61 | 2023.12.07 07:00 | buy | 18 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 62 | 2023.12.07 07:00 | modify | 18 | 0.10 | 95.789 | 94.889 | 97.089 | ||
| 63 | 2023.12.07 16:00 | s/l | 18 | 0.10 | 94.889 | 94.889 | 97.089 | -63.92 | 10560.74 |
| 64 | 2023.12.25 02:00 | buy | 19 | 0.10 | 96.460 | 0.000 | 0.000 | ||
| 65 | 2023.12.25 02:00 | modify | 19 | 0.10 | 96.460 | 95.560 | 97.760 | ||
| 66 | 2023.12.26 06:00 | buy | 20 | 0.10 | 96.980 | 0.000 | 0.000 | ||
| 67 | 2023.12.26 06:00 | modify | 20 | 0.10 | 96.980 | 96.720 | 97.760 | ||
| 68 | 2023.12.26 06:00 | modify | 19 | 0.10 | 96.460 | 96.720 | 97.760 | ||
| 69 | 2023.12.26 17:00 | buy | 21 | 0.10 | 97.115 | 0.000 | 0.000 | ||
| 70 | 2023.12.26 17:00 | modify | 21 | 0.10 | 97.115 | 96.850 | 97.760 | ||
| 71 | 2023.12.26 17:00 | modify | 20 | 0.10 | 96.980 | 96.850 | 97.760 | ||
| 72 | 2023.12.26 17:00 | modify | 19 | 0.10 | 96.460 | 96.850 | 97.760 | ||
| 73 | 2023.12.26 20:00 | buy | 22 | 0.10 | 97.251 | 0.000 | 0.000 | ||
| 74 | 2023.12.26 20:00 | modify | 22 | 0.10 | 97.251 | 97.045 | 97.760 | ||
| 75 | 2023.12.26 20:00 | modify | 21 | 0.10 | 97.115 | 97.045 | 97.760 | ||
| 76 | 2023.12.26 20:00 | modify | 20 | 0.10 | 96.980 | 97.045 | 97.760 | ||
| 77 | 2023.12.26 20:00 | modify | 19 | 0.10 | 96.460 | 97.045 | 97.760 | ||
| 78 | 2023.12.26 23:00 | s/l | 19 | 0.10 | 97.045 | 97.045 | 97.760 | 42.00 | 10602.74 |
| 79 | 2023.12.26 23:00 | s/l | 20 | 0.10 | 97.045 | 97.045 | 97.760 | 4.62 | 10607.36 |
| 80 | 2023.12.26 23:00 | s/l | 21 | 0.10 | 97.045 | 97.045 | 97.760 | -4.97 | 10602.39 |
| 81 | 2023.12.26 23:00 | s/l | 22 | 0.10 | 97.045 | 97.045 | 97.760 | -14.63 | 10587.76 |
| 82 | 2024.01.10 05:00 | sell | 23 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 83 | 2024.01.10 05:00 | modify | 23 | 0.10 | 97.057 | 97.957 | 95.757 | ||
| 84 | 2024.01.31 17:00 | sell | 24 | 0.10 | 96.512 | 0.000 | 0.000 | ||
| 85 | 2024.01.31 17:00 | modify | 24 | 0.10 | 96.512 | 96.797 | 95.757 | ||
| 86 | 2024.01.31 17:00 | modify | 23 | 0.10 | 97.057 | 96.797 | 95.757 | ||
| 87 | 2024.01.31 23:00 | sell | 25 | 0.10 | 96.397 | 0.000 | 0.000 | ||
| 88 | 2024.01.31 23:00 | modify | 25 | 0.10 | 96.397 | 96.667 | 95.757 | ||
| 89 | 2024.01.31 23:00 | modify | 24 | 0.10 | 96.512 | 96.667 | 95.757 | ||
| 90 | 2024.01.31 23:00 | modify | 23 | 0.10 | 97.057 | 96.667 | 95.757 | ||
| 91 | 2024.02.01 09:00 | t/p | 23 | 0.10 | 95.757 | 96.667 | 95.757 | 63.48 | 10651.24 |
| 92 | 2024.02.01 09:00 | t/p | 24 | 0.10 | 95.757 | 96.667 | 95.757 | 50.02 | 10701.26 |
| 93 | 2024.02.01 09:00 | t/p | 25 | 0.10 | 95.757 | 96.667 | 95.757 | 41.85 | 10743.11 |
| 94 | 2024.03.22 09:00 | buy | 26 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 95 | 2024.03.22 09:00 | modify | 26 | 0.10 | 98.763 | 97.863 | 100.063 | ||
| 96 | 2024.04.03 23:00 | buy | 27 | 0.10 | 99.559 | 0.000 | 0.000 | ||
| 97 | 2024.04.03 23:00 | modify | 27 | 0.10 | 99.559 | 99.348 | 100.063 | ||
| 98 | 2024.04.03 23:00 | modify | 26 | 0.10 | 98.763 | 99.348 | 100.063 | ||
| 99 | 2024.04.04 08:00 | t/p | 26 | 0.10 | 100.063 | 99.348 | 100.063 | 98.04 | 10841.16 |
| 100 | 2024.04.04 08:00 | t/p | 27 | 0.10 | 100.063 | 99.348 | 100.063 | 37.12 | 10878.28 |
| 101 | 2024.04.24 03:00 | sell | 28 | 0.10 | 100.892 | 0.000 | 0.000 | ||
| 102 | 2024.04.24 03:00 | modify | 28 | 0.10 | 100.892 | 101.792 | 99.592 | ||
| 103 | 2024.04.26 04:00 | s/l | 28 | 0.10 | 101.792 | 101.792 | 99.592 | -68.73 | 10809.55 |
| 104 | 2024.04.26 09:00 | sell | 29 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 105 | 2024.04.26 09:00 | modify | 29 | 0.10 | 102.518 | 103.418 | 101.218 | ||
| 106 | 2024.04.28 21:00 | s/l | 29 | 0.10 | 103.418 | 103.418 | 101.218 | -63.92 | 10745.63 |
| 107 | 2024.05.06 05:00 | sell | 30 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 108 | 2024.05.06 05:00 | modify | 30 | 0.10 | 101.815 | 102.715 | 100.515 | ||
| 109 | 2024.05.09 13:00 | s/l | 30 | 0.10 | 102.715 | 102.715 | 100.515 | -69.93 | 10675.70 |
| 110 | 2024.06.05 06:00 | sell | 31 | 0.10 | 103.624 | 0.000 | 0.000 | ||
| 111 | 2024.06.05 06:00 | modify | 31 | 0.10 | 103.624 | 104.524 | 102.324 | ||
| 112 | 2024.06.12 13:00 | s/l | 31 | 0.10 | 104.524 | 104.524 | 102.324 | -72.33 | 10603.36 |
| 113 | 2024.06.26 03:00 | sell | 32 | 0.10 | 106.614 | 0.000 | 0.000 | ||
| 114 | 2024.06.26 03:00 | modify | 32 | 0.10 | 106.614 | 107.514 | 105.314 | ||
| 115 | 2024.07.01 01:00 | s/l | 32 | 0.10 | 107.514 | 107.514 | 105.314 | -69.93 | 10533.43 |
| 116 | 2024.07.17 13:00 | buy | 33 | 0.10 | 105.532 | 0.000 | 0.000 | ||
| 117 | 2024.07.17 13:00 | modify | 33 | 0.10 | 105.532 | 104.632 | 106.832 | ||
| 118 | 2024.07.18 00:00 | s/l | 33 | 0.10 | 104.632 | 104.632 | 106.832 | -62.61 | 10470.82 |
| 119 | 2024.07.23 10:00 | buy | 34 | 0.10 | 103.352 | 0.000 | 0.000 | ||
| 120 | 2024.07.23 10:00 | modify | 34 | 0.10 | 103.352 | 102.452 | 104.652 | ||
| 121 | 2024.07.24 04:00 | s/l | 34 | 0.10 | 102.452 | 102.452 | 104.652 | -63.49 | 10407.33 |
| 122 | 2024.08.05 03:00 | buy | 35 | 0.10 | 94.385 | 0.000 | 0.000 | ||
| 123 | 2024.08.05 03:00 | modify | 35 | 0.10 | 94.385 | 93.485 | 95.685 | ||
| 124 | 2024.08.05 05:00 | s/l | 35 | 0.10 | 93.485 | 93.485 | 95.685 | -63.93 | 10343.40 |