Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 552.02 | Gross profit | 1271.34 | Gross loss | -719.31 |
| Profit factor | 1.77 | Expected payoff | 17.81 | ||
| Absolute drawdown | 71.71 | Maximal drawdown | 294.72 (19.84%) | Relative drawdown | 19.84% (294.72) |
| Total trades | 31 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 96.30 | loss trade | -65.67 | |
| Average | profit trade | 66.91 | loss trade | -59.94 | |
| Maximum | consecutive wins (profit in money) | 8 (468.37) | consecutive losses (loss in money) | 4 (-244.98) | |
| Maximal | consecutive profit (count of wins) | 468.37 (8) | consecutive loss (count of losses) | -244.98 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 06:00 | buy | 1 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 06:00 | modify | 1 | 0.10 | 96.778 | 95.878 | 98.178 | ||
| 3 | 2023.11.15 14:00 | t/p | 1 | 0.10 | 98.178 | 95.878 | 98.178 | 93.54 | 1093.54 |
| 4 | 2023.11.16 05:00 | buy | 2 | 0.10 | 97.890 | 0.000 | 0.000 | ||
| 5 | 2023.11.16 05:00 | modify | 2 | 0.10 | 97.890 | 96.990 | 99.290 | ||
| 6 | 2023.11.17 10:00 | s/l | 2 | 0.10 | 96.990 | 96.990 | 99.290 | -57.69 | 1035.85 |
| 7 | 2023.11.22 11:00 | sell | 3 | 0.10 | 97.701 | 0.000 | 0.000 | ||
| 8 | 2023.11.22 11:00 | modify | 3 | 0.10 | 97.701 | 98.601 | 96.301 | ||
| 9 | 2023.12.05 14:00 | t/p | 3 | 0.10 | 96.301 | 98.601 | 96.301 | 76.27 | 1112.12 |
| 10 | 2023.12.07 07:00 | buy | 4 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 11 | 2023.12.07 07:00 | modify | 4 | 0.10 | 95.789 | 94.889 | 97.189 | ||
| 12 | 2023.12.07 16:00 | s/l | 4 | 0.10 | 94.889 | 94.889 | 97.189 | -58.09 | 1054.03 |
| 13 | 2023.12.18 11:00 | sell | 5 | 0.10 | 95.854 | 0.000 | 0.000 | ||
| 14 | 2023.12.18 11:00 | modify | 5 | 0.10 | 95.854 | 96.754 | 94.454 | ||
| 15 | 2023.12.19 08:00 | s/l | 5 | 0.10 | 96.754 | 96.754 | 94.454 | -59.17 | 994.86 |
| 16 | 2024.01.10 05:00 | sell | 6 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 17 | 2024.01.10 05:00 | modify | 6 | 0.10 | 97.057 | 97.957 | 95.657 | ||
| 18 | 2024.02.01 02:00 | sell | 7 | 0.10 | 96.337 | 0.000 | 0.000 | ||
| 19 | 2024.02.01 02:00 | modify | 7 | 0.10 | 96.337 | 96.917 | 95.657 | ||
| 20 | 2024.02.01 02:00 | sell | 8 | 0.10 | 96.337 | 0.000 | 0.000 | ||
| 21 | 2024.02.01 02:00 | modify | 8 | 0.10 | 96.337 | 96.707 | 95.657 | ||
| 22 | 2024.02.01 02:00 | modify | 6 | 0.10 | 97.057 | 96.707 | 95.657 | ||
| 23 | 2024.02.01 03:00 | modify | 7 | 0.10 | 96.337 | 96.707 | 95.657 | ||
| 24 | 2024.02.01 05:00 | sell | 9 | 0.10 | 96.192 | 0.000 | 0.000 | ||
| 25 | 2024.02.01 05:00 | modify | 9 | 0.10 | 96.192 | 96.567 | 95.657 | ||
| 26 | 2024.02.01 05:00 | modify | 8 | 0.10 | 96.337 | 96.567 | 95.657 | ||
| 27 | 2024.02.01 05:00 | modify | 7 | 0.10 | 96.337 | 96.567 | 95.657 | ||
| 28 | 2024.02.01 05:00 | modify | 6 | 0.10 | 97.057 | 96.567 | 95.657 | ||
| 29 | 2024.02.01 11:00 | t/p | 6 | 0.10 | 95.657 | 96.567 | 95.657 | 64.36 | 1059.21 |
| 30 | 2024.02.01 11:00 | t/p | 7 | 0.10 | 95.657 | 96.567 | 95.657 | 43.89 | 1103.10 |
| 31 | 2024.02.01 11:00 | t/p | 8 | 0.10 | 95.657 | 96.567 | 95.657 | 43.89 | 1146.99 |
| 32 | 2024.02.01 11:00 | t/p | 9 | 0.10 | 95.657 | 96.567 | 95.657 | 34.53 | 1181.52 |
| 33 | 2024.03.05 08:00 | buy | 10 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 34 | 2024.03.05 08:00 | modify | 10 | 0.10 | 97.567 | 96.667 | 98.967 | ||
| 35 | 2024.03.20 07:00 | t/p | 10 | 0.10 | 98.967 | 96.667 | 98.967 | 96.30 | 1277.82 |
| 36 | 2024.03.22 09:00 | buy | 11 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 37 | 2024.03.22 09:00 | modify | 11 | 0.10 | 98.763 | 97.863 | 100.163 | ||
| 38 | 2024.04.03 16:00 | buy | 12 | 0.10 | 99.485 | 0.000 | 0.000 | ||
| 39 | 2024.04.03 16:00 | modify | 12 | 0.10 | 99.485 | 98.903 | 100.163 | ||
| 40 | 2024.04.03 16:00 | buy | 13 | 0.10 | 99.485 | 0.000 | 0.000 | ||
| 41 | 2024.04.03 16:00 | modify | 13 | 0.10 | 99.485 | 99.113 | 100.163 | ||
| 42 | 2024.04.03 16:00 | modify | 11 | 0.10 | 98.763 | 99.113 | 100.163 | ||
| 43 | 2024.04.03 17:00 | modify | 12 | 0.10 | 99.485 | 99.113 | 100.163 | ||
| 44 | 2024.04.04 10:00 | t/p | 11 | 0.10 | 100.163 | 99.113 | 100.163 | 95.51 | 1373.33 |
| 45 | 2024.04.04 10:00 | t/p | 12 | 0.10 | 100.163 | 99.113 | 100.163 | 44.95 | 1418.28 |
| 46 | 2024.04.04 10:00 | t/p | 13 | 0.10 | 100.163 | 99.113 | 100.163 | 44.95 | 1463.23 |
| 47 | 2024.04.24 03:00 | sell | 14 | 0.10 | 100.892 | 0.000 | 0.000 | ||
| 48 | 2024.04.24 03:00 | modify | 14 | 0.10 | 100.892 | 101.792 | 99.492 | ||
| 49 | 2024.04.26 04:00 | s/l | 14 | 0.10 | 101.792 | 101.792 | 99.492 | -62.41 | 1400.82 |
| 50 | 2024.04.26 09:00 | sell | 15 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 51 | 2024.04.26 09:00 | modify | 15 | 0.10 | 102.518 | 103.418 | 101.118 | ||
| 52 | 2024.04.28 21:00 | s/l | 15 | 0.10 | 103.418 | 103.418 | 101.118 | -58.08 | 1342.74 |
| 53 | 2024.05.06 05:00 | sell | 16 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 54 | 2024.05.06 05:00 | modify | 16 | 0.10 | 101.815 | 102.715 | 100.415 | ||
| 55 | 2024.05.09 13:00 | s/l | 16 | 0.10 | 102.715 | 102.715 | 100.415 | -63.50 | 1279.24 |
| 56 | 2024.05.16 03:00 | buy | 17 | 0.10 | 103.091 | 0.000 | 0.000 | ||
| 57 | 2024.05.16 03:00 | modify | 17 | 0.10 | 103.091 | 102.191 | 104.491 | ||
| 58 | 2024.05.16 20:00 | buy | 18 | 0.10 | 103.816 | 0.000 | 0.000 | ||
| 59 | 2024.05.16 20:00 | modify | 18 | 0.10 | 103.816 | 103.231 | 104.491 | ||
| 60 | 2024.05.16 20:00 | buy | 19 | 0.10 | 103.816 | 0.000 | 0.000 | ||
| 61 | 2024.05.16 20:00 | modify | 19 | 0.10 | 103.816 | 103.441 | 104.491 | ||
| 62 | 2024.05.16 20:00 | modify | 17 | 0.10 | 103.091 | 103.441 | 104.491 | ||
| 63 | 2024.05.16 21:00 | modify | 18 | 0.10 | 103.816 | 103.441 | 104.491 | ||
| 64 | 2024.05.20 02:00 | t/p | 17 | 0.10 | 104.491 | 103.441 | 104.491 | 91.15 | 1370.39 |
| 65 | 2024.05.20 02:00 | t/p | 18 | 0.10 | 104.491 | 103.441 | 104.491 | 44.35 | 1414.74 |
| 66 | 2024.05.20 02:00 | t/p | 19 | 0.10 | 104.491 | 103.441 | 104.491 | 44.35 | 1459.10 |
| 67 | 2024.06.05 04:00 | sell | 20 | 0.10 | 103.537 | 0.000 | 0.000 | ||
| 68 | 2024.06.05 04:00 | modify | 20 | 0.10 | 103.537 | 104.437 | 102.137 | ||
| 69 | 2024.06.12 13:00 | s/l | 20 | 0.10 | 104.437 | 104.437 | 102.137 | -65.67 | 1393.42 |
| 70 | 2024.06.26 03:00 | sell | 21 | 0.10 | 106.614 | 0.000 | 0.000 | ||
| 71 | 2024.06.26 03:00 | modify | 21 | 0.10 | 106.614 | 107.514 | 105.214 | ||
| 72 | 2024.07.01 01:00 | s/l | 21 | 0.10 | 107.514 | 107.514 | 105.214 | -63.51 | 1329.91 |
| 73 | 2024.07.23 10:00 | buy | 22 | 0.10 | 103.352 | 0.000 | 0.000 | ||
| 74 | 2024.07.23 10:00 | modify | 22 | 0.10 | 103.352 | 102.452 | 104.752 | ||
| 75 | 2024.07.24 04:00 | s/l | 22 | 0.10 | 102.452 | 102.452 | 104.752 | -57.69 | 1272.22 |
| 76 | 2024.08.05 03:00 | buy | 23 | 0.10 | 94.385 | 0.000 | 0.000 | ||
| 77 | 2024.08.05 03:00 | modify | 23 | 0.10 | 94.385 | 93.485 | 95.785 | ||
| 78 | 2024.08.05 05:00 | s/l | 23 | 0.10 | 93.485 | 93.485 | 95.785 | -58.10 | 1214.12 |
| 79 | 2024.09.02 10:00 | sell | 24 | 0.10 | 99.493 | 0.000 | 0.000 | ||
| 80 | 2024.09.02 10:00 | modify | 24 | 0.10 | 99.493 | 100.393 | 98.093 | ||
| 81 | 2024.09.03 14:00 | t/p | 24 | 0.10 | 98.093 | 100.393 | 98.093 | 89.27 | 1303.39 |
| 82 | 2024.09.06 07:00 | buy | 25 | 0.10 | 95.964 | 0.000 | 0.000 | ||
| 83 | 2024.09.06 07:00 | modify | 25 | 0.10 | 95.964 | 95.064 | 97.364 | ||
| 84 | 2024.09.06 16:00 | s/l | 25 | 0.10 | 95.064 | 95.064 | 97.364 | -58.09 | 1245.30 |
| 85 | 2024.09.13 12:00 | buy | 26 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 86 | 2024.09.13 12:00 | modify | 26 | 0.10 | 94.346 | 93.446 | 95.746 | ||
| 87 | 2024.09.17 15:00 | t/p | 26 | 0.10 | 95.746 | 93.446 | 95.746 | 91.15 | 1336.45 |
| 88 | 2024.10.01 06:00 | sell | 27 | 0.10 | 99.947 | 0.000 | 0.000 | ||
| 89 | 2024.10.01 06:00 | modify | 27 | 0.10 | 99.947 | 100.847 | 98.547 | ||
| 90 | 2024.10.01 14:00 | t/p | 27 | 0.10 | 98.547 | 100.847 | 98.547 | 90.36 | 1426.81 |
| 91 | 2024.10.04 06:00 | buy | 28 | 0.10 | 100.054 | 0.000 | 0.000 | ||
| 92 | 2024.10.04 06:00 | modify | 28 | 0.10 | 100.054 | 99.154 | 101.454 | ||
| 93 | 2024.10.08 03:00 | s/l | 28 | 0.10 | 99.154 | 99.154 | 101.454 | -57.30 | 1369.51 |
| 94 | 2024.10.15 09:00 | buy | 29 | 0.10 | 100.192 | 0.000 | 0.000 | ||
| 95 | 2024.10.15 09:00 | modify | 29 | 0.10 | 100.192 | 99.292 | 101.592 | ||
| 96 | 2024.10.22 04:00 | buy | 30 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 97 | 2024.10.22 04:00 | modify | 30 | 0.10 | 100.909 | 100.332 | 101.592 | ||
| 98 | 2024.10.22 04:00 | buy | 31 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 99 | 2024.10.22 04:00 | modify | 31 | 0.10 | 100.909 | 100.542 | 101.592 | ||
| 100 | 2024.10.22 04:00 | modify | 29 | 0.10 | 100.192 | 100.542 | 101.592 | ||
| 101 | 2024.10.22 05:00 | modify | 30 | 0.10 | 100.909 | 100.542 | 101.592 | ||
| 102 | 2024.10.23 06:00 | t/p | 29 | 0.10 | 101.592 | 100.542 | 101.592 | 93.54 | 1463.05 |
| 103 | 2024.10.23 06:00 | t/p | 30 | 0.10 | 101.592 | 100.542 | 101.592 | 44.49 | 1507.54 |
| 104 | 2024.10.23 06:00 | t/p | 31 | 0.10 | 101.592 | 100.542 | 101.592 | 44.49 | 1552.02 |