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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=80; 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=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=35; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 705.96 | Gross profit | 1534.40 | Gross loss | -828.44 |
| Profit factor | 1.85 | Expected payoff | 16.42 | ||
| Absolute drawdown | 65.68 | Maximal drawdown | 357.82 (20.45%) | Relative drawdown | 20.45% (357.82) |
| Total trades | 43 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 24 (55.81%) | Loss trades (% of total) | 19 (44.19%) | ||
| Largest | profit trade | 102.88 | loss trade | -57.12 | |
| Average | profit trade | 63.93 | loss trade | -43.60 | |
| Maximum | consecutive wins (profit in money) | 10 (628.09) | consecutive losses (loss in money) | 6 (-212.33) | |
| Maximal | consecutive profit (count of wins) | 628.09 (10) | consecutive loss (count of losses) | -212.33 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 05:00 | buy | 1 | 0.10 | 96.770 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 05:00 | modify | 1 | 0.10 | 96.770 | 95.970 | 98.270 | ||
| 3 | 2023.11.15 15:00 | t/p | 1 | 0.10 | 98.270 | 95.970 | 98.270 | 100.11 | 1100.11 |
| 4 | 2023.11.22 09:00 | sell | 2 | 0.10 | 97.635 | 0.000 | 0.000 | ||
| 5 | 2023.11.22 09:00 | modify | 2 | 0.10 | 97.635 | 98.435 | 96.135 | ||
| 6 | 2023.11.24 15:00 | s/l | 2 | 0.10 | 98.435 | 98.435 | 96.135 | -56.03 | 1044.08 |
| 7 | 2023.12.05 07:00 | buy | 3 | 0.10 | 96.732 | 0.000 | 0.000 | ||
| 8 | 2023.12.05 07:00 | modify | 3 | 0.10 | 96.732 | 95.932 | 98.232 | ||
| 9 | 2023.12.07 03:00 | s/l | 3 | 0.10 | 95.932 | 95.932 | 98.232 | -50.12 | 993.96 |
| 10 | 2023.12.19 08:00 | sell | 4 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 11 | 2023.12.19 08:00 | modify | 4 | 0.10 | 96.768 | 97.568 | 95.268 | ||
| 12 | 2023.12.19 11:00 | s/l | 4 | 0.10 | 97.568 | 97.568 | 95.268 | -51.69 | 942.27 |
| 13 | 2023.12.27 05:00 | sell | 5 | 0.10 | 97.477 | 0.000 | 0.000 | ||
| 14 | 2023.12.27 05:00 | modify | 5 | 0.10 | 97.477 | 98.277 | 95.977 | ||
| 15 | 2023.12.28 21:00 | sell | 6 | 0.10 | 96.573 | 0.000 | 0.000 | ||
| 16 | 2023.12.28 21:00 | modify | 6 | 0.10 | 96.573 | 96.952 | 95.977 | ||
| 17 | 2023.12.28 21:00 | modify | 5 | 0.10 | 97.477 | 96.952 | 95.977 | ||
| 18 | 2023.12.29 06:00 | sell | 7 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 19 | 2023.12.29 06:00 | modify | 7 | 0.10 | 96.702 | 97.402 | 95.977 | ||
| 20 | 2023.12.29 06:00 | sell | 8 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 21 | 2023.12.29 06:00 | modify | 8 | 0.10 | 96.702 | 97.027 | 95.977 | ||
| 22 | 2023.12.29 07:00 | modify | 8 | 0.10 | 96.702 | 96.952 | 95.977 | ||
| 23 | 2023.12.29 07:00 | modify | 7 | 0.10 | 96.702 | 96.952 | 95.977 | ||
| 24 | 2024.01.01 22:00 | t/p | 5 | 0.10 | 95.977 | 96.952 | 95.977 | 91.51 | 1033.78 |
| 25 | 2024.01.01 22:00 | t/p | 6 | 0.10 | 95.977 | 96.952 | 95.977 | 36.34 | 1070.13 |
| 26 | 2024.01.01 22:00 | t/p | 7 | 0.10 | 95.977 | 96.952 | 95.977 | 45.77 | 1115.89 |
| 27 | 2024.01.01 22:00 | t/p | 8 | 0.10 | 95.977 | 96.952 | 95.977 | 45.77 | 1161.66 |
| 28 | 2024.01.04 06:00 | sell | 9 | 0.10 | 96.903 | 0.000 | 0.000 | ||
| 29 | 2024.01.04 06:00 | modify | 9 | 0.10 | 96.903 | 97.703 | 95.403 | ||
| 30 | 2024.01.10 22:00 | s/l | 9 | 0.10 | 97.703 | 97.703 | 95.403 | -56.03 | 1105.62 |
| 31 | 2024.02.01 05:00 | buy | 10 | 0.10 | 96.222 | 0.000 | 0.000 | ||
| 32 | 2024.02.01 05:00 | modify | 10 | 0.10 | 96.222 | 95.422 | 97.722 | ||
| 33 | 2024.02.14 19:00 | t/p | 10 | 0.10 | 97.722 | 95.422 | 97.722 | 101.31 | 1206.93 |
| 34 | 2024.02.22 09:00 | sell | 11 | 0.10 | 98.940 | 0.000 | 0.000 | ||
| 35 | 2024.02.22 09:00 | modify | 11 | 0.10 | 98.940 | 99.740 | 97.440 | ||
| 36 | 2024.02.28 04:00 | sell | 12 | 0.10 | 98.174 | 0.000 | 0.000 | ||
| 37 | 2024.02.28 04:00 | modify | 12 | 0.10 | 98.174 | 98.865 | 97.440 | ||
| 38 | 2024.02.28 04:00 | sell | 13 | 0.10 | 98.174 | 0.000 | 0.000 | ||
| 39 | 2024.02.28 04:00 | modify | 13 | 0.10 | 98.174 | 98.490 | 97.440 | ||
| 40 | 2024.02.28 04:00 | modify | 11 | 0.10 | 98.940 | 98.490 | 97.440 | ||
| 41 | 2024.02.28 05:00 | modify | 12 | 0.10 | 98.174 | 98.490 | 97.440 | ||
| 42 | 2024.02.29 09:00 | t/p | 11 | 0.10 | 97.440 | 98.490 | 97.440 | 89.36 | 1296.29 |
| 43 | 2024.02.29 09:00 | t/p | 12 | 0.10 | 97.440 | 98.490 | 97.440 | 44.19 | 1340.48 |
| 44 | 2024.02.29 09:00 | t/p | 13 | 0.10 | 97.440 | 98.490 | 97.440 | 44.19 | 1384.67 |
| 45 | 2024.03.05 07:00 | buy | 14 | 0.10 | 97.556 | 0.000 | 0.000 | ||
| 46 | 2024.03.05 07:00 | modify | 14 | 0.10 | 97.556 | 96.756 | 99.056 | ||
| 47 | 2024.03.19 15:00 | buy | 15 | 0.10 | 98.474 | 0.000 | 0.000 | ||
| 48 | 2024.03.19 15:00 | modify | 15 | 0.10 | 98.474 | 98.081 | 99.056 | ||
| 49 | 2024.03.19 15:00 | modify | 14 | 0.10 | 97.556 | 98.081 | 99.056 | ||
| 50 | 2024.03.20 18:00 | t/p | 14 | 0.10 | 99.056 | 98.081 | 99.056 | 102.88 | 1487.55 |
| 51 | 2024.03.20 18:00 | t/p | 15 | 0.10 | 99.056 | 98.081 | 99.056 | 38.01 | 1525.55 |
| 52 | 2024.03.21 05:00 | sell | 16 | 0.10 | 99.858 | 0.000 | 0.000 | ||
| 53 | 2024.03.21 05:00 | modify | 16 | 0.10 | 99.858 | 100.658 | 98.358 | ||
| 54 | 2024.03.26 04:00 | sell | 17 | 0.10 | 98.934 | 0.000 | 0.000 | ||
| 55 | 2024.03.26 04:00 | modify | 17 | 0.10 | 98.934 | 99.333 | 98.358 | ||
| 56 | 2024.03.26 04:00 | modify | 16 | 0.10 | 99.858 | 99.333 | 98.358 | ||
| 57 | 2024.03.26 14:00 | sell | 18 | 0.10 | 99.090 | 0.000 | 0.000 | ||
| 58 | 2024.03.26 14:00 | modify | 18 | 0.10 | 99.090 | 99.783 | 98.358 | ||
| 59 | 2024.03.26 14:00 | sell | 19 | 0.10 | 99.090 | 0.000 | 0.000 | ||
| 60 | 2024.03.26 14:00 | modify | 19 | 0.10 | 99.090 | 99.408 | 98.358 | ||
| 61 | 2024.03.26 15:00 | modify | 19 | 0.10 | 99.090 | 99.333 | 98.358 | ||
| 62 | 2024.03.26 15:00 | modify | 18 | 0.10 | 99.090 | 99.333 | 98.358 | ||
| 63 | 2024.03.28 09:00 | t/p | 16 | 0.10 | 98.358 | 99.333 | 98.358 | 89.35 | 1614.90 |
| 64 | 2024.03.28 09:00 | t/p | 17 | 0.10 | 98.358 | 99.333 | 98.358 | 32.89 | 1647.79 |
| 65 | 2024.03.28 09:00 | t/p | 18 | 0.10 | 98.358 | 99.333 | 98.358 | 42.97 | 1690.75 |
| 66 | 2024.03.28 09:00 | t/p | 19 | 0.10 | 98.358 | 99.333 | 98.358 | 42.97 | 1733.72 |
| 67 | 2024.04.25 06:00 | sell | 20 | 0.10 | 101.353 | 0.000 | 0.000 | ||
| 68 | 2024.04.25 06:00 | modify | 20 | 0.10 | 101.353 | 102.153 | 99.853 | ||
| 69 | 2024.04.26 06:00 | s/l | 20 | 0.10 | 102.153 | 102.153 | 99.853 | -52.78 | 1680.93 |
| 70 | 2024.04.26 06:00 | sell | 21 | 0.10 | 102.081 | 0.000 | 0.000 | ||
| 71 | 2024.04.26 06:00 | modify | 21 | 0.10 | 102.081 | 102.881 | 100.581 | ||
| 72 | 2024.04.26 16:00 | s/l | 21 | 0.10 | 102.881 | 102.881 | 100.581 | -51.70 | 1629.23 |
| 73 | 2024.05.30 06:00 | buy | 22 | 0.10 | 103.558 | 0.000 | 0.000 | ||
| 74 | 2024.05.30 06:00 | modify | 22 | 0.10 | 103.558 | 102.758 | 105.058 | ||
| 75 | 2024.05.31 09:00 | buy | 23 | 0.10 | 104.467 | 0.000 | 0.000 | ||
| 76 | 2024.05.31 09:00 | modify | 23 | 0.10 | 104.467 | 104.083 | 105.058 | ||
| 77 | 2024.05.31 09:00 | modify | 22 | 0.10 | 103.558 | 104.083 | 105.058 | ||
| 78 | 2024.06.03 18:00 | s/l | 22 | 0.10 | 104.083 | 104.083 | 105.058 | 34.72 | 1663.96 |
| 79 | 2024.06.03 18:00 | s/l | 23 | 0.10 | 104.083 | 104.083 | 105.058 | -24.42 | 1639.53 |
| 80 | 2024.06.04 08:00 | buy | 24 | 0.10 | 103.556 | 0.000 | 0.000 | ||
| 81 | 2024.06.04 08:00 | modify | 24 | 0.10 | 103.556 | 102.756 | 105.056 | ||
| 82 | 2024.06.04 11:00 | s/l | 24 | 0.10 | 102.756 | 102.756 | 105.056 | -51.70 | 1587.83 |
| 83 | 2024.06.05 08:00 | sell | 25 | 0.10 | 103.950 | 0.000 | 0.000 | ||
| 84 | 2024.06.05 08:00 | modify | 25 | 0.10 | 103.950 | 104.750 | 102.450 | ||
| 85 | 2024.06.09 21:00 | sell | 26 | 0.10 | 103.028 | 0.000 | 0.000 | ||
| 86 | 2024.06.09 21:00 | modify | 26 | 0.10 | 103.028 | 103.425 | 102.450 | ||
| 87 | 2024.06.09 21:00 | modify | 25 | 0.10 | 103.950 | 103.425 | 102.450 | ||
| 88 | 2024.06.10 01:00 | sell | 27 | 0.10 | 103.183 | 0.000 | 0.000 | ||
| 89 | 2024.06.10 01:00 | modify | 27 | 0.10 | 103.183 | 103.875 | 102.450 | ||
| 90 | 2024.06.10 01:00 | sell | 28 | 0.10 | 103.183 | 0.000 | 0.000 | ||
| 91 | 2024.06.10 01:00 | modify | 28 | 0.10 | 103.183 | 103.500 | 102.450 | ||
| 92 | 2024.06.10 02:00 | modify | 28 | 0.10 | 103.183 | 103.425 | 102.450 | ||
| 93 | 2024.06.10 02:00 | modify | 27 | 0.10 | 103.183 | 103.425 | 102.450 | ||
| 94 | 2024.06.10 03:00 | s/l | 25 | 0.10 | 103.425 | 103.425 | 102.450 | 28.51 | 1616.35 |
| 95 | 2024.06.10 03:00 | s/l | 26 | 0.10 | 103.425 | 103.425 | 102.450 | -26.73 | 1589.61 |
| 96 | 2024.06.10 03:00 | s/l | 27 | 0.10 | 103.425 | 103.425 | 102.450 | -15.64 | 1573.97 |
| 97 | 2024.06.10 03:00 | s/l | 28 | 0.10 | 103.425 | 103.425 | 102.450 | -15.64 | 1558.33 |
| 98 | 2024.07.17 08:00 | buy | 29 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 99 | 2024.07.17 08:00 | modify | 29 | 0.10 | 105.815 | 105.015 | 107.315 | ||
| 100 | 2024.07.17 19:00 | s/l | 29 | 0.10 | 105.015 | 105.015 | 107.315 | -51.70 | 1506.63 |
| 101 | 2024.07.22 06:00 | buy | 30 | 0.10 | 104.643 | 0.000 | 0.000 | ||
| 102 | 2024.07.22 06:00 | modify | 30 | 0.10 | 104.643 | 103.843 | 106.143 | ||
| 103 | 2024.07.23 04:00 | s/l | 30 | 0.10 | 103.843 | 103.843 | 106.143 | -51.31 | 1455.32 |
| 104 | 2024.07.23 09:00 | buy | 31 | 0.10 | 103.346 | 0.000 | 0.000 | ||
| 105 | 2024.07.23 09:00 | modify | 31 | 0.10 | 103.346 | 102.546 | 104.846 | ||
| 106 | 2024.07.24 02:00 | s/l | 31 | 0.10 | 102.546 | 102.546 | 104.846 | -51.30 | 1404.01 |
| 107 | 2024.07.25 08:00 | buy | 32 | 0.10 | 99.467 | 0.000 | 0.000 | ||
| 108 | 2024.07.25 08:00 | modify | 32 | 0.10 | 99.467 | 98.667 | 100.967 | ||
| 109 | 2024.07.25 17:00 | t/p | 32 | 0.10 | 100.967 | 98.667 | 100.967 | 96.94 | 1500.95 |
| 110 | 2024.07.30 07:00 | sell | 33 | 0.10 | 101.687 | 0.000 | 0.000 | ||
| 111 | 2024.07.30 07:00 | modify | 33 | 0.10 | 101.687 | 102.487 | 100.187 | ||
| 112 | 2024.07.30 17:00 | t/p | 33 | 0.10 | 100.187 | 102.487 | 100.187 | 96.94 | 1597.89 |
| 113 | 2024.08.12 09:00 | sell | 34 | 0.10 | 97.206 | 0.000 | 0.000 | ||
| 114 | 2024.08.12 09:00 | modify | 34 | 0.10 | 97.206 | 98.006 | 95.706 | ||
| 115 | 2024.08.15 13:00 | s/l | 34 | 0.10 | 98.006 | 98.006 | 95.706 | -57.12 | 1540.78 |
| 116 | 2024.08.19 06:00 | buy | 35 | 0.10 | 97.226 | 0.000 | 0.000 | ||
| 117 | 2024.08.19 06:00 | modify | 35 | 0.10 | 97.226 | 96.426 | 98.726 | ||
| 118 | 2024.08.19 14:00 | buy | 36 | 0.10 | 98.130 | 0.000 | 0.000 | ||
| 119 | 2024.08.19 14:00 | modify | 36 | 0.10 | 98.130 | 97.751 | 98.726 | ||
| 120 | 2024.08.19 14:00 | modify | 35 | 0.10 | 97.226 | 97.751 | 98.726 | ||
| 121 | 2024.08.19 21:00 | t/p | 35 | 0.10 | 98.726 | 97.751 | 98.726 | 96.95 | 1637.73 |
| 122 | 2024.08.19 21:00 | t/p | 36 | 0.10 | 98.726 | 97.751 | 98.726 | 38.52 | 1676.25 |
| 123 | 2024.09.03 06:00 | buy | 37 | 0.10 | 98.648 | 0.000 | 0.000 | ||
| 124 | 2024.09.03 06:00 | modify | 37 | 0.10 | 98.648 | 97.848 | 100.148 | ||
| 125 | 2024.09.03 14:00 | s/l | 37 | 0.10 | 97.848 | 97.848 | 100.148 | -51.70 | 1624.55 |
| 126 | 2024.09.06 06:00 | buy | 38 | 0.10 | 95.921 | 0.000 | 0.000 | ||
| 127 | 2024.09.06 06:00 | modify | 38 | 0.10 | 95.921 | 95.121 | 97.421 | ||
| 128 | 2024.09.06 16:00 | s/l | 38 | 0.10 | 95.121 | 95.121 | 97.421 | -51.70 | 1572.85 |
| 129 | 2024.09.23 05:00 | sell | 39 | 0.10 | 98.575 | 0.000 | 0.000 | ||
| 130 | 2024.09.23 05:00 | modify | 39 | 0.10 | 98.575 | 99.375 | 97.075 | ||
| 131 | 2024.09.25 12:00 | s/l | 39 | 0.10 | 99.375 | 99.375 | 97.075 | -53.87 | 1518.98 |
| 132 | 2024.10.15 08:00 | buy | 40 | 0.10 | 100.131 | 0.000 | 0.000 | ||
| 133 | 2024.10.15 08:00 | modify | 40 | 0.10 | 100.131 | 99.331 | 101.631 | ||
| 134 | 2024.10.22 04:00 | buy | 41 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 135 | 2024.10.22 04:00 | modify | 41 | 0.10 | 100.909 | 100.206 | 101.631 | ||
| 136 | 2024.10.22 04:00 | buy | 42 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 137 | 2024.10.22 04:00 | modify | 42 | 0.10 | 100.909 | 100.581 | 101.631 | ||
| 138 | 2024.10.22 04:00 | modify | 40 | 0.10 | 100.131 | 100.581 | 101.631 | ||
| 139 | 2024.10.22 05:00 | modify | 41 | 0.10 | 100.909 | 100.581 | 101.631 | ||
| 140 | 2024.10.23 06:00 | t/p | 40 | 0.10 | 101.631 | 100.581 | 101.631 | 100.11 | 1619.09 |
| 141 | 2024.10.23 06:00 | t/p | 41 | 0.10 | 101.631 | 100.581 | 101.631 | 47.06 | 1666.14 |
| 142 | 2024.10.23 06:00 | t/p | 42 | 0.10 | 101.631 | 100.581 | 101.631 | 47.06 | 1713.20 |
| 143 | 2024.10.31 07:00 | buy | 43 | 0.10 | 100.077 | 0.000 | 0.000 | ||
| 144 | 2024.10.31 07:00 | modify | 43 | 0.10 | 100.077 | 99.277 | 101.577 | ||
| 145 | 2024.10.31 23:59 | close at stop | 43 | 0.10 | 99.965 | 99.277 | 101.577 | -7.24 | 1705.96 |