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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 361.00 | Gross profit | 1043.14 | Gross loss | -682.14 |
| Profit factor | 1.53 | Expected payoff | 10.94 | ||
| Absolute drawdown | 56.86 | Maximal drawdown | 316.22 (3.00%) | Relative drawdown | 3.00% (316.22) |
| Total trades | 33 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 20 (50.00%) |
| Profit trades (% of total) | 16 (48.48%) | Loss trades (% of total) | 17 (51.52%) | ||
| Largest | profit trade | 114.24 | loss trade | -73.53 | |
| Average | profit trade | 65.20 | loss trade | -40.13 | |
| Maximum | consecutive wins (profit in money) | 7 (518.11) | consecutive losses (loss in money) | 4 (-187.63) | |
| Maximal | consecutive profit (count of wins) | 518.11 (7) | consecutive loss (count of losses) | -187.63 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 05:00 | buy | 1 | 0.10 | 94.270 | 0.000 | 0.000 | ||
| 2 | 2023.09.05 05:00 | modify | 1 | 0.10 | 94.270 | 93.470 | 95.770 | ||
| 3 | 2023.09.14 12:00 | buy | 2 | 0.10 | 94.972 | 0.000 | 0.000 | ||
| 4 | 2023.09.14 12:00 | modify | 2 | 0.10 | 94.972 | 94.720 | 95.770 | ||
| 5 | 2023.09.14 12:00 | modify | 1 | 0.10 | 94.270 | 94.720 | 95.770 | ||
| 6 | 2023.09.14 13:00 | s/l | 1 | 0.10 | 94.720 | 94.720 | 95.770 | 36.73 | 10036.73 |
| 7 | 2023.09.14 13:00 | s/l | 2 | 0.10 | 94.720 | 94.720 | 95.770 | -17.86 | 10018.87 |
| 8 | 2023.09.20 12:00 | sell | 3 | 0.10 | 95.915 | 0.000 | 0.000 | ||
| 9 | 2023.09.20 12:00 | modify | 3 | 0.10 | 95.915 | 96.715 | 94.415 | ||
| 10 | 2023.09.21 02:00 | sell | 4 | 0.10 | 95.232 | 0.000 | 0.000 | ||
| 11 | 2023.09.21 02:00 | modify | 4 | 0.10 | 95.232 | 95.465 | 94.415 | ||
| 12 | 2023.09.21 02:00 | modify | 3 | 0.10 | 95.915 | 95.465 | 94.415 | ||
| 13 | 2023.09.21 08:00 | sell | 5 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 14 | 2023.09.21 08:00 | modify | 5 | 0.10 | 95.073 | 95.390 | 94.415 | ||
| 15 | 2023.09.21 08:00 | modify | 4 | 0.10 | 95.232 | 95.390 | 94.415 | ||
| 16 | 2023.09.21 08:00 | modify | 3 | 0.10 | 95.915 | 95.390 | 94.415 | ||
| 17 | 2023.09.22 08:00 | s/l | 3 | 0.10 | 95.390 | 95.390 | 94.415 | 32.40 | 10051.28 |
| 18 | 2023.09.22 08:00 | s/l | 4 | 0.10 | 95.390 | 95.390 | 94.415 | -12.40 | 10038.87 |
| 19 | 2023.09.22 08:00 | s/l | 5 | 0.10 | 95.390 | 95.390 | 94.415 | -23.67 | 10015.20 |
| 20 | 2023.09.22 12:00 | sell | 6 | 0.10 | 95.647 | 0.000 | 0.000 | ||
| 21 | 2023.09.22 12:00 | modify | 6 | 0.10 | 95.647 | 96.447 | 94.147 | ||
| 22 | 2023.09.29 03:00 | s/l | 6 | 0.10 | 96.447 | 96.447 | 94.147 | -65.11 | 9950.09 |
| 23 | 2023.09.29 10:00 | sell | 7 | 0.10 | 96.790 | 0.000 | 0.000 | ||
| 24 | 2023.09.29 10:00 | modify | 7 | 0.10 | 96.790 | 97.590 | 95.290 | ||
| 25 | 2023.10.02 22:00 | t/p | 7 | 0.10 | 95.290 | 97.590 | 95.290 | 105.12 | 10055.21 |
| 26 | 2023.10.03 05:00 | buy | 8 | 0.10 | 94.710 | 0.000 | 0.000 | ||
| 27 | 2023.10.03 05:00 | modify | 8 | 0.10 | 94.710 | 93.910 | 96.210 | ||
| 28 | 2023.10.03 15:00 | s/l | 8 | 0.10 | 93.910 | 93.910 | 96.210 | -56.71 | 9998.50 |
| 29 | 2023.10.25 01:00 | sell | 9 | 0.10 | 95.802 | 0.000 | 0.000 | ||
| 30 | 2023.10.25 01:00 | modify | 9 | 0.10 | 95.802 | 96.602 | 94.302 | ||
| 31 | 2023.10.26 01:00 | t/p | 9 | 0.10 | 94.302 | 96.602 | 94.302 | 102.70 | 10101.20 |
| 32 | 2023.12.05 04:00 | buy | 10 | 0.10 | 96.799 | 0.000 | 0.000 | ||
| 33 | 2023.12.05 04:00 | modify | 10 | 0.10 | 96.799 | 95.999 | 98.299 | ||
| 34 | 2023.12.07 03:00 | s/l | 10 | 0.10 | 95.999 | 95.999 | 98.299 | -54.95 | 10046.25 |
| 35 | 2023.12.19 03:00 | sell | 11 | 0.10 | 96.544 | 0.000 | 0.000 | ||
| 36 | 2023.12.19 03:00 | modify | 11 | 0.10 | 96.544 | 97.344 | 95.044 | ||
| 37 | 2023.12.19 09:00 | s/l | 11 | 0.10 | 97.344 | 97.344 | 95.044 | -56.70 | 9989.55 |
| 38 | 2024.01.16 01:00 | buy | 12 | 0.10 | 96.664 | 0.000 | 0.000 | ||
| 39 | 2024.01.16 01:00 | modify | 12 | 0.10 | 96.664 | 95.864 | 98.164 | ||
| 40 | 2024.01.18 21:00 | buy | 13 | 0.10 | 97.353 | 0.000 | 0.000 | ||
| 41 | 2024.01.18 21:00 | modify | 13 | 0.10 | 97.353 | 97.114 | 98.164 | ||
| 42 | 2024.01.18 21:00 | modify | 12 | 0.10 | 96.664 | 97.114 | 98.164 | ||
| 43 | 2024.01.22 15:00 | buy | 14 | 0.10 | 97.492 | 0.000 | 0.000 | ||
| 44 | 2024.01.22 15:00 | modify | 14 | 0.10 | 97.492 | 97.189 | 98.164 | ||
| 45 | 2024.01.22 15:00 | modify | 13 | 0.10 | 97.353 | 97.189 | 98.164 | ||
| 46 | 2024.01.22 15:00 | modify | 12 | 0.10 | 96.664 | 97.189 | 98.164 | ||
| 47 | 2024.01.22 23:00 | s/l | 12 | 0.10 | 97.189 | 97.189 | 98.164 | 39.86 | 10029.40 |
| 48 | 2024.01.22 23:00 | s/l | 13 | 0.10 | 97.189 | 97.189 | 98.164 | -10.74 | 10018.66 |
| 49 | 2024.01.22 23:00 | s/l | 14 | 0.10 | 97.189 | 97.189 | 98.164 | -21.48 | 9997.18 |
| 50 | 2024.02.01 06:00 | buy | 15 | 0.10 | 96.045 | 0.000 | 0.000 | ||
| 51 | 2024.02.01 06:00 | modify | 15 | 0.10 | 96.045 | 95.245 | 97.545 | ||
| 52 | 2024.02.02 10:00 | buy | 16 | 0.10 | 96.879 | 0.000 | 0.000 | ||
| 53 | 2024.02.02 10:00 | modify | 16 | 0.10 | 96.879 | 96.570 | 97.545 | ||
| 54 | 2024.02.02 10:00 | modify | 15 | 0.10 | 96.045 | 96.570 | 97.545 | ||
| 55 | 2024.02.02 14:00 | s/l | 15 | 0.10 | 96.570 | 96.570 | 97.545 | 37.66 | 10034.84 |
| 56 | 2024.02.02 14:00 | s/l | 16 | 0.10 | 96.570 | 96.570 | 97.545 | -21.90 | 10012.94 |
| 57 | 2024.02.29 03:00 | buy | 17 | 0.10 | 97.580 | 0.000 | 0.000 | ||
| 58 | 2024.02.29 03:00 | modify | 17 | 0.10 | 97.580 | 96.780 | 99.080 | ||
| 59 | 2024.03.19 14:00 | buy | 18 | 0.10 | 98.258 | 0.000 | 0.000 | ||
| 60 | 2024.03.19 14:00 | modify | 18 | 0.10 | 98.258 | 98.030 | 99.080 | ||
| 61 | 2024.03.19 14:00 | modify | 17 | 0.10 | 97.580 | 98.030 | 99.080 | ||
| 62 | 2024.03.20 19:00 | t/p | 17 | 0.10 | 99.080 | 98.030 | 99.080 | 114.24 | 10127.18 |
| 63 | 2024.03.20 19:00 | t/p | 18 | 0.10 | 99.080 | 98.030 | 99.080 | 58.71 | 10185.89 |
| 64 | 2024.03.21 06:00 | sell | 19 | 0.10 | 100.009 | 0.000 | 0.000 | ||
| 65 | 2024.03.21 06:00 | modify | 19 | 0.10 | 100.009 | 100.809 | 98.509 | ||
| 66 | 2024.03.22 06:00 | sell | 20 | 0.10 | 98.870 | 0.000 | 0.000 | ||
| 67 | 2024.03.22 06:00 | modify | 20 | 0.10 | 98.870 | 99.184 | 98.509 | ||
| 68 | 2024.03.22 06:00 | modify | 19 | 0.10 | 100.009 | 99.184 | 98.509 | ||
| 69 | 2024.03.24 21:00 | t/p | 19 | 0.10 | 98.509 | 99.184 | 98.509 | 105.12 | 10291.01 |
| 70 | 2024.03.24 21:00 | t/p | 20 | 0.10 | 98.509 | 99.184 | 98.509 | 25.59 | 10316.60 |
| 71 | 2024.04.19 02:00 | buy | 21 | 0.10 | 98.422 | 0.000 | 0.000 | ||
| 72 | 2024.04.19 02:00 | modify | 21 | 0.10 | 98.422 | 97.622 | 99.922 | ||
| 73 | 2024.04.19 08:00 | buy | 22 | 0.10 | 99.248 | 0.000 | 0.000 | ||
| 74 | 2024.04.19 08:00 | modify | 22 | 0.10 | 99.248 | 98.947 | 99.922 | ||
| 75 | 2024.04.19 08:00 | modify | 21 | 0.10 | 98.422 | 98.947 | 99.922 | ||
| 76 | 2024.04.21 22:00 | buy | 23 | 0.10 | 99.108 | 0.000 | 0.000 | ||
| 77 | 2024.04.21 22:00 | modify | 23 | 0.10 | 99.108 | 98.872 | 99.922 | ||
| 78 | 2024.04.21 23:00 | modify | 23 | 0.10 | 99.108 | 98.947 | 99.922 | ||
| 79 | 2024.04.23 01:00 | t/p | 21 | 0.10 | 99.922 | 98.947 | 99.922 | 107.21 | 10423.81 |
| 80 | 2024.04.23 01:00 | t/p | 22 | 0.10 | 99.922 | 98.947 | 99.922 | 48.66 | 10472.47 |
| 81 | 2024.04.23 01:00 | t/p | 23 | 0.10 | 99.922 | 98.947 | 99.922 | 58.58 | 10531.05 |
| 82 | 2024.04.24 02:00 | sell | 24 | 0.10 | 100.940 | 0.000 | 0.000 | ||
| 83 | 2024.04.24 02:00 | modify | 24 | 0.10 | 100.940 | 101.740 | 99.440 | ||
| 84 | 2024.04.26 04:00 | s/l | 24 | 0.10 | 101.740 | 101.740 | 99.440 | -61.52 | 10469.53 |
| 85 | 2024.05.07 04:00 | sell | 25 | 0.10 | 102.454 | 0.000 | 0.000 | ||
| 86 | 2024.05.07 04:00 | modify | 25 | 0.10 | 102.454 | 103.254 | 100.954 | ||
| 87 | 2024.05.07 07:00 | sell | 26 | 0.10 | 101.751 | 0.000 | 0.000 | ||
| 88 | 2024.05.07 07:00 | modify | 26 | 0.10 | 101.751 | 102.004 | 100.954 | ||
| 89 | 2024.05.07 07:00 | modify | 25 | 0.10 | 102.454 | 102.004 | 100.954 | ||
| 90 | 2024.05.07 11:00 | s/l | 25 | 0.10 | 102.004 | 102.004 | 100.954 | 31.89 | 10501.42 |
| 91 | 2024.05.07 11:00 | s/l | 26 | 0.10 | 102.004 | 102.004 | 100.954 | -17.93 | 10483.49 |
| 92 | 2024.05.15 04:00 | sell | 27 | 0.10 | 103.959 | 0.000 | 0.000 | ||
| 93 | 2024.05.15 04:00 | modify | 27 | 0.10 | 103.959 | 104.759 | 102.459 | ||
| 94 | 2024.05.29 02:00 | s/l | 27 | 0.10 | 104.759 | 104.759 | 102.459 | -73.53 | 10409.96 |
| 95 | 2024.07.18 00:00 | buy | 28 | 0.10 | 104.807 | 0.000 | 0.000 | ||
| 96 | 2024.07.18 00:00 | modify | 28 | 0.10 | 104.807 | 104.007 | 106.307 | ||
| 97 | 2024.07.19 13:00 | buy | 29 | 0.10 | 105.510 | 0.000 | 0.000 | ||
| 98 | 2024.07.19 13:00 | modify | 29 | 0.10 | 105.510 | 105.257 | 106.307 | ||
| 99 | 2024.07.19 13:00 | modify | 28 | 0.10 | 104.807 | 105.257 | 106.307 | ||
| 100 | 2024.07.19 16:00 | s/l | 28 | 0.10 | 105.257 | 105.257 | 106.307 | 32.34 | 10442.30 |
| 101 | 2024.07.19 16:00 | s/l | 29 | 0.10 | 105.257 | 105.257 | 106.307 | -17.94 | 10424.36 |
| 102 | 2024.07.22 06:00 | buy | 30 | 0.10 | 104.643 | 0.000 | 0.000 | ||
| 103 | 2024.07.22 06:00 | modify | 30 | 0.10 | 104.643 | 103.843 | 106.143 | ||
| 104 | 2024.07.23 04:00 | s/l | 30 | 0.10 | 103.843 | 103.843 | 106.143 | -56.27 | 10368.09 |
| 105 | 2024.07.24 02:00 | buy | 31 | 0.10 | 102.596 | 0.000 | 0.000 | ||
| 106 | 2024.07.24 02:00 | modify | 31 | 0.10 | 102.596 | 101.796 | 104.096 | ||
| 107 | 2024.07.24 05:00 | s/l | 31 | 0.10 | 101.796 | 101.796 | 104.096 | -56.71 | 10311.38 |
| 108 | 2024.07.25 01:00 | buy | 32 | 0.10 | 100.617 | 0.000 | 0.000 | ||
| 109 | 2024.07.25 01:00 | modify | 32 | 0.10 | 100.617 | 99.817 | 102.117 | ||
| 110 | 2024.07.25 04:00 | s/l | 32 | 0.10 | 99.817 | 99.817 | 102.117 | -56.71 | 10254.67 |
| 111 | 2024.07.25 08:00 | buy | 33 | 0.10 | 99.467 | 0.000 | 0.000 | ||
| 112 | 2024.07.25 08:00 | modify | 33 | 0.10 | 99.467 | 98.667 | 100.967 | ||
| 113 | 2024.07.25 17:00 | t/p | 33 | 0.10 | 100.967 | 98.667 | 100.967 | 106.33 | 10361.00 |