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=2; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 409.31 | Gross profit | 900.57 | Gross loss | -491.25 |
| Profit factor | 1.83 | Expected payoff | 18.61 | ||
| Absolute drawdown | 2.63 | Maximal drawdown | 356.81 (3.34%) | Relative drawdown | 3.34% (356.81) |
| Total trades | 22 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
| Largest | profit trade | 113.06 | loss trade | -76.98 | |
| Average | profit trade | 69.27 | loss trade | -54.58 | |
| Maximum | consecutive wins (profit in money) | 5 (370.02) | consecutive losses (loss in money) | 3 (-185.24) | |
| Maximal | consecutive profit (count of wins) | 370.02 (5) | consecutive loss (count of losses) | -185.24 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 09:00 | buy | 1 | 0.10 | 93.773 | 0.000 | 0.000 | ||
| 2 | 2023.09.05 09:00 | modify | 1 | 0.10 | 93.773 | 92.773 | 95.273 | ||
| 3 | 2023.09.12 07:00 | buy | 2 | 0.10 | 94.539 | 0.000 | 0.000 | ||
| 4 | 2023.09.12 07:00 | modify | 2 | 0.10 | 94.539 | 93.998 | 95.273 | ||
| 5 | 2023.09.12 07:00 | modify | 1 | 0.10 | 93.773 | 93.998 | 95.273 | ||
| 6 | 2023.09.13 14:00 | buy | 3 | 0.10 | 94.693 | 0.000 | 0.000 | ||
| 7 | 2023.09.13 14:00 | modify | 3 | 0.10 | 94.693 | 94.148 | 95.273 | ||
| 8 | 2023.09.13 14:00 | modify | 2 | 0.10 | 94.539 | 94.148 | 95.273 | ||
| 9 | 2023.09.13 14:00 | modify | 1 | 0.10 | 93.773 | 94.148 | 95.273 | ||
| 10 | 2023.09.15 03:00 | t/p | 1 | 0.10 | 95.273 | 94.148 | 95.273 | 111.74 | 10111.74 |
| 11 | 2023.09.15 03:00 | t/p | 2 | 0.10 | 95.273 | 94.148 | 95.273 | 54.30 | 10166.04 |
| 12 | 2023.09.15 03:00 | t/p | 3 | 0.10 | 95.273 | 94.148 | 95.273 | 42.93 | 10208.97 |
| 13 | 2023.09.29 05:00 | sell | 4 | 0.10 | 96.433 | 0.000 | 0.000 | ||
| 14 | 2023.09.29 05:00 | modify | 4 | 0.10 | 96.433 | 97.433 | 94.933 | ||
| 15 | 2023.10.03 05:00 | t/p | 4 | 0.10 | 94.933 | 97.433 | 94.933 | 104.06 | 10313.03 |
| 16 | 2023.10.19 05:00 | buy | 5 | 0.10 | 94.440 | 0.000 | 0.000 | ||
| 17 | 2023.10.19 05:00 | modify | 5 | 0.10 | 94.440 | 93.440 | 95.940 | ||
| 18 | 2023.10.24 09:00 | buy | 6 | 0.10 | 95.202 | 0.000 | 0.000 | ||
| 19 | 2023.10.24 09:00 | modify | 6 | 0.10 | 95.202 | 94.665 | 95.940 | ||
| 20 | 2023.10.24 09:00 | modify | 5 | 0.10 | 94.440 | 94.665 | 95.940 | ||
| 21 | 2023.10.25 00:00 | buy | 7 | 0.10 | 95.340 | 0.000 | 0.000 | ||
| 22 | 2023.10.25 00:00 | modify | 7 | 0.10 | 95.340 | 94.815 | 95.940 | ||
| 23 | 2023.10.25 00:00 | modify | 6 | 0.10 | 95.202 | 94.815 | 95.940 | ||
| 24 | 2023.10.25 00:00 | modify | 5 | 0.10 | 94.440 | 94.815 | 95.940 | ||
| 25 | 2023.10.25 15:00 | s/l | 5 | 0.10 | 94.815 | 94.815 | 95.940 | 28.38 | 10341.40 |
| 26 | 2023.10.25 15:00 | s/l | 6 | 0.10 | 94.815 | 94.815 | 95.940 | -27.03 | 10314.37 |
| 27 | 2023.10.25 15:00 | s/l | 7 | 0.10 | 94.815 | 94.815 | 95.940 | -37.27 | 10277.10 |
| 28 | 2023.11.07 06:00 | buy | 8 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 29 | 2023.11.07 06:00 | modify | 8 | 0.10 | 96.778 | 95.778 | 98.278 | ||
| 30 | 2023.11.15 15:00 | t/p | 8 | 0.10 | 98.278 | 95.778 | 98.278 | 109.99 | 10387.09 |
| 31 | 2023.12.07 07:00 | buy | 9 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 32 | 2023.12.07 07:00 | modify | 9 | 0.10 | 95.789 | 94.789 | 97.289 | ||
| 33 | 2023.12.07 18:00 | s/l | 9 | 0.10 | 94.789 | 94.789 | 97.289 | -70.98 | 10316.11 |
| 34 | 2024.01.10 05:00 | sell | 10 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 35 | 2024.01.10 05:00 | modify | 10 | 0.10 | 97.057 | 98.057 | 95.557 | ||
| 36 | 2024.02.01 08:00 | sell | 11 | 0.10 | 95.904 | 0.000 | 0.000 | ||
| 37 | 2024.02.01 08:00 | modify | 11 | 0.10 | 95.904 | 96.232 | 95.557 | ||
| 38 | 2024.02.01 08:00 | modify | 10 | 0.10 | 97.057 | 96.232 | 95.557 | ||
| 39 | 2024.02.01 15:00 | t/p | 10 | 0.10 | 95.557 | 96.232 | 95.557 | 77.61 | 10393.72 |
| 40 | 2024.02.01 15:00 | t/p | 11 | 0.10 | 95.557 | 96.232 | 95.557 | 24.63 | 10418.35 |
| 41 | 2024.03.05 08:00 | buy | 12 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 42 | 2024.03.05 08:00 | modify | 12 | 0.10 | 97.567 | 96.567 | 99.067 | ||
| 43 | 2024.03.19 15:00 | buy | 13 | 0.10 | 98.474 | 0.000 | 0.000 | ||
| 44 | 2024.03.19 15:00 | modify | 13 | 0.10 | 98.474 | 97.942 | 99.067 | ||
| 45 | 2024.03.19 15:00 | modify | 12 | 0.10 | 97.567 | 97.942 | 99.067 | ||
| 46 | 2024.03.20 18:00 | t/p | 12 | 0.10 | 99.067 | 97.942 | 99.067 | 113.06 | 10531.41 |
| 47 | 2024.03.20 18:00 | t/p | 13 | 0.10 | 99.067 | 97.942 | 99.067 | 42.53 | 10573.94 |
| 48 | 2024.03.22 09:00 | buy | 14 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 49 | 2024.03.22 09:00 | modify | 14 | 0.10 | 98.763 | 97.763 | 100.263 | ||
| 50 | 2024.04.04 11:00 | t/p | 14 | 0.10 | 100.263 | 97.763 | 100.263 | 112.18 | 10686.13 |
| 51 | 2024.04.26 09:00 | sell | 15 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 52 | 2024.04.26 09:00 | modify | 15 | 0.10 | 102.518 | 103.518 | 101.018 | ||
| 53 | 2024.04.28 23:00 | s/l | 15 | 0.10 | 103.518 | 103.518 | 101.018 | -70.97 | 10615.16 |
| 54 | 2024.05.06 05:00 | sell | 16 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 55 | 2024.05.06 05:00 | modify | 16 | 0.10 | 101.815 | 102.815 | 100.315 | ||
| 56 | 2024.05.09 13:00 | s/l | 16 | 0.10 | 102.815 | 102.815 | 100.315 | -76.98 | 10538.17 |
| 57 | 2024.06.05 09:00 | sell | 17 | 0.10 | 103.930 | 0.000 | 0.000 | ||
| 58 | 2024.06.05 09:00 | modify | 17 | 0.10 | 103.930 | 104.930 | 102.430 | ||
| 59 | 2024.06.09 21:00 | sell | 18 | 0.10 | 103.028 | 0.000 | 0.000 | ||
| 60 | 2024.06.09 21:00 | modify | 18 | 0.10 | 103.028 | 103.555 | 102.430 | ||
| 61 | 2024.06.09 21:00 | modify | 17 | 0.10 | 103.930 | 103.555 | 102.430 | ||
| 62 | 2024.06.10 04:00 | s/l | 17 | 0.10 | 103.555 | 103.555 | 102.430 | 20.60 | 10558.77 |
| 63 | 2024.06.10 04:00 | s/l | 18 | 0.10 | 103.555 | 103.555 | 102.430 | -38.60 | 10520.17 |
| 64 | 2024.06.26 07:00 | sell | 19 | 0.10 | 106.773 | 0.000 | 0.000 | ||
| 65 | 2024.06.26 07:00 | modify | 19 | 0.10 | 106.773 | 107.773 | 105.273 | ||
| 66 | 2024.07.01 14:00 | s/l | 19 | 0.10 | 107.773 | 107.773 | 105.273 | -76.98 | 10443.19 |
| 67 | 2024.07.24 06:00 | buy | 20 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 68 | 2024.07.24 06:00 | modify | 20 | 0.10 | 101.996 | 100.996 | 103.496 | ||
| 69 | 2024.07.25 01:00 | s/l | 20 | 0.10 | 100.996 | 100.996 | 103.496 | -69.66 | 10373.53 |
| 70 | 2024.07.25 05:00 | buy | 21 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 71 | 2024.07.25 05:00 | modify | 21 | 0.10 | 99.860 | 98.860 | 101.360 | ||
| 72 | 2024.07.25 17:00 | buy | 22 | 0.10 | 101.006 | 0.000 | 0.000 | ||
| 73 | 2024.07.25 17:00 | modify | 22 | 0.10 | 101.006 | 100.685 | 101.360 | ||
| 74 | 2024.07.25 17:00 | modify | 21 | 0.10 | 99.860 | 100.685 | 101.360 | ||
| 75 | 2024.07.25 18:00 | s/l | 21 | 0.10 | 100.685 | 100.685 | 101.360 | 58.56 | 10432.09 |
| 76 | 2024.07.25 18:00 | s/l | 22 | 0.10 | 100.685 | 100.685 | 101.360 | -22.78 | 10409.31 |