Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
| 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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7241 | Ticks modelled | 13481 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 84.36 | Gross profit | 554.07 | Gross loss | -469.71 |
| Profit factor | 1.18 | Expected payoff | 3.24 | ||
| Absolute drawdown | 208.13 | Maximal drawdown | 297.79 (27.33%) | Relative drawdown | 27.33% (297.79) |
| Total trades | 26 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 13 (50.00%) | Loss trades (% of total) | 13 (50.00%) | ||
| Largest | profit trade | 64.91 | loss trade | -40.17 | |
| Average | profit trade | 42.62 | loss trade | -36.13 | |
| Maximum | consecutive wins (profit in money) | 6 (278.10) | consecutive losses (loss in money) | 6 (-206.49) | |
| Maximal | consecutive profit (count of wins) | 278.10 (6) | consecutive loss (count of losses) | -206.49 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.10 15:00 | buy | 1 | 0.10 | 99.714 | 0.000 | 0.000 | ||
| 2 | 2024.04.10 15:00 | modify | 1 | 0.10 | 99.714 | 99.114 | 100.714 | ||
| 3 | 2024.04.12 13:00 | s/l | 1 | 0.10 | 99.114 | 99.114 | 100.714 | -36.42 | 963.58 |
| 4 | 2024.04.26 09:00 | sell | 2 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 5 | 2024.04.26 09:00 | modify | 2 | 0.10 | 102.518 | 103.118 | 101.518 | ||
| 6 | 2024.04.26 19:00 | s/l | 2 | 0.10 | 103.118 | 103.118 | 101.518 | -38.00 | 925.58 |
| 7 | 2024.05.16 03:00 | buy | 3 | 0.10 | 103.091 | 0.000 | 0.000 | ||
| 8 | 2024.05.16 03:00 | modify | 3 | 0.10 | 103.091 | 102.491 | 104.091 | ||
| 9 | 2024.05.16 20:00 | buy | 4 | 0.10 | 103.816 | 0.000 | 0.000 | ||
| 10 | 2024.05.16 20:00 | modify | 4 | 0.10 | 103.816 | 103.491 | 104.091 | ||
| 11 | 2024.05.16 20:00 | modify | 3 | 0.10 | 103.091 | 103.491 | 104.091 | ||
| 12 | 2024.05.17 18:00 | t/p | 3 | 0.10 | 104.091 | 103.491 | 104.091 | 63.73 | 989.31 |
| 13 | 2024.05.17 18:00 | t/p | 4 | 0.10 | 104.091 | 103.491 | 104.091 | 17.81 | 1007.12 |
| 14 | 2024.06.04 12:00 | buy | 5 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 15 | 2024.06.04 12:00 | modify | 5 | 0.10 | 102.867 | 102.267 | 103.867 | ||
| 16 | 2024.06.05 03:00 | buy | 6 | 0.10 | 103.580 | 0.000 | 0.000 | ||
| 17 | 2024.06.05 03:00 | modify | 6 | 0.10 | 103.580 | 103.267 | 103.867 | ||
| 18 | 2024.06.05 03:00 | modify | 5 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 19 | 2024.06.05 08:00 | t/p | 5 | 0.10 | 103.867 | 103.267 | 103.867 | 63.74 | 1070.85 |
| 20 | 2024.06.05 08:00 | t/p | 6 | 0.10 | 103.867 | 103.267 | 103.867 | 18.18 | 1089.03 |
| 21 | 2024.07.17 10:00 | buy | 7 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 22 | 2024.07.17 10:00 | modify | 7 | 0.10 | 105.655 | 105.055 | 106.655 | ||
| 23 | 2024.07.17 17:00 | s/l | 7 | 0.10 | 105.055 | 105.055 | 106.655 | -38.00 | 1051.03 |
| 24 | 2024.07.24 06:00 | buy | 8 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 25 | 2024.07.24 06:00 | modify | 8 | 0.10 | 101.996 | 101.396 | 102.996 | ||
| 26 | 2024.07.24 14:00 | s/l | 8 | 0.10 | 101.396 | 101.396 | 102.996 | -38.00 | 1013.03 |
| 27 | 2024.07.24 15:00 | buy | 9 | 0.10 | 101.270 | 0.000 | 0.000 | ||
| 28 | 2024.07.24 15:00 | modify | 9 | 0.10 | 101.270 | 100.670 | 102.270 | ||
| 29 | 2024.07.25 01:00 | s/l | 9 | 0.10 | 100.670 | 100.670 | 102.270 | -36.81 | 976.22 |
| 30 | 2024.08.05 03:00 | buy | 10 | 0.10 | 94.385 | 0.000 | 0.000 | ||
| 31 | 2024.08.05 03:00 | modify | 10 | 0.10 | 94.385 | 93.785 | 95.385 | ||
| 32 | 2024.08.05 04:00 | s/l | 10 | 0.10 | 93.785 | 93.785 | 95.385 | -38.00 | 938.22 |
| 33 | 2024.09.02 10:00 | sell | 11 | 0.10 | 99.493 | 0.000 | 0.000 | ||
| 34 | 2024.09.02 10:00 | modify | 11 | 0.10 | 99.493 | 100.093 | 98.493 | ||
| 35 | 2024.09.03 03:00 | sell | 12 | 0.10 | 99.187 | 0.000 | 0.000 | ||
| 36 | 2024.09.03 03:00 | modify | 12 | 0.10 | 99.187 | 99.393 | 98.493 | ||
| 37 | 2024.09.03 03:00 | modify | 11 | 0.10 | 99.493 | 99.393 | 98.493 | ||
| 38 | 2024.09.03 07:00 | t/p | 11 | 0.10 | 98.493 | 99.393 | 98.493 | 62.24 | 1000.46 |
| 39 | 2024.09.03 07:00 | t/p | 12 | 0.10 | 98.493 | 99.393 | 98.493 | 43.95 | 1044.41 |
| 40 | 2024.09.03 08:00 | buy | 13 | 0.10 | 98.518 | 0.000 | 0.000 | ||
| 41 | 2024.09.03 08:00 | modify | 13 | 0.10 | 98.518 | 97.918 | 99.518 | ||
| 42 | 2024.09.03 14:00 | s/l | 13 | 0.10 | 97.918 | 97.918 | 99.518 | -38.00 | 1006.41 |
| 43 | 2024.09.06 07:00 | buy | 14 | 0.10 | 95.964 | 0.000 | 0.000 | ||
| 44 | 2024.09.06 07:00 | modify | 14 | 0.10 | 95.964 | 95.364 | 96.964 | ||
| 45 | 2024.09.06 10:00 | buy | 15 | 0.10 | 96.275 | 0.000 | 0.000 | ||
| 46 | 2024.09.06 10:00 | modify | 15 | 0.10 | 96.275 | 96.064 | 96.964 | ||
| 47 | 2024.09.06 10:00 | modify | 14 | 0.10 | 95.964 | 96.064 | 96.964 | ||
| 48 | 2024.09.06 13:00 | s/l | 14 | 0.10 | 96.064 | 96.064 | 96.964 | 6.33 | 1012.74 |
| 49 | 2024.09.06 13:00 | s/l | 15 | 0.10 | 96.064 | 96.064 | 96.964 | -13.36 | 999.38 |
| 50 | 2024.09.06 17:00 | buy | 16 | 0.10 | 94.996 | 0.000 | 0.000 | ||
| 51 | 2024.09.06 17:00 | modify | 16 | 0.10 | 94.996 | 94.396 | 95.996 | ||
| 52 | 2024.09.11 02:00 | s/l | 16 | 0.10 | 94.396 | 94.396 | 95.996 | -36.81 | 962.57 |
| 53 | 2024.09.17 16:00 | sell | 17 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 54 | 2024.09.17 16:00 | modify | 17 | 0.10 | 95.747 | 96.347 | 94.747 | ||
| 55 | 2024.09.18 12:00 | s/l | 17 | 0.10 | 96.347 | 96.347 | 94.747 | -39.07 | 923.49 |
| 56 | 2024.09.19 03:00 | sell | 18 | 0.10 | 97.104 | 0.000 | 0.000 | ||
| 57 | 2024.09.19 03:00 | modify | 18 | 0.10 | 97.104 | 97.704 | 96.104 | ||
| 58 | 2024.09.19 10:00 | s/l | 18 | 0.10 | 97.704 | 97.704 | 96.104 | -38.00 | 885.49 |
| 59 | 2024.09.20 12:00 | sell | 19 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 60 | 2024.09.20 12:00 | modify | 19 | 0.10 | 98.213 | 98.813 | 97.213 | ||
| 61 | 2024.09.24 05:00 | s/l | 19 | 0.10 | 98.813 | 98.813 | 97.213 | -40.17 | 845.33 |
| 62 | 2024.09.30 15:00 | sell | 20 | 0.10 | 99.220 | 0.000 | 0.000 | ||
| 63 | 2024.09.30 15:00 | modify | 20 | 0.10 | 99.220 | 99.820 | 98.220 | ||
| 64 | 2024.10.01 04:00 | s/l | 20 | 0.10 | 99.820 | 99.820 | 98.220 | -39.07 | 806.25 |
| 65 | 2024.12.09 15:00 | sell | 21 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 66 | 2024.12.09 15:00 | modify | 21 | 0.10 | 97.498 | 98.098 | 96.498 | ||
| 67 | 2024.12.10 04:00 | t/p | 21 | 0.10 | 96.498 | 98.098 | 96.498 | 62.24 | 868.49 |
| 68 | 2024.12.10 06:00 | buy | 22 | 0.10 | 96.570 | 0.000 | 0.000 | ||
| 69 | 2024.12.10 06:00 | modify | 22 | 0.10 | 96.570 | 95.970 | 97.570 | ||
| 70 | 2024.12.11 23:00 | buy | 23 | 0.10 | 97.145 | 0.000 | 0.000 | ||
| 71 | 2024.12.11 23:00 | modify | 23 | 0.10 | 97.145 | 96.970 | 97.570 | ||
| 72 | 2024.12.11 23:00 | modify | 22 | 0.10 | 96.570 | 96.970 | 97.570 | ||
| 73 | 2024.12.12 01:00 | t/p | 22 | 0.10 | 97.570 | 96.970 | 97.570 | 64.91 | 933.40 |
| 74 | 2024.12.12 01:00 | t/p | 23 | 0.10 | 97.570 | 96.970 | 97.570 | 28.11 | 961.51 |
| 75 | 2024.12.19 17:00 | sell | 24 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 76 | 2024.12.19 17:00 | modify | 24 | 0.10 | 98.580 | 99.180 | 97.580 | ||
| 77 | 2024.12.19 20:00 | sell | 25 | 0.10 | 98.266 | 0.000 | 0.000 | ||
| 78 | 2024.12.19 20:00 | modify | 25 | 0.10 | 98.266 | 98.480 | 97.580 | ||
| 79 | 2024.12.19 20:00 | modify | 24 | 0.10 | 98.580 | 98.480 | 97.580 | ||
| 80 | 2024.12.20 09:00 | sell | 26 | 0.10 | 97.868 | 0.000 | 0.000 | ||
| 81 | 2024.12.20 09:00 | modify | 26 | 0.10 | 97.868 | 98.180 | 97.580 | ||
| 82 | 2024.12.20 09:00 | modify | 25 | 0.10 | 98.266 | 98.180 | 97.580 | ||
| 83 | 2024.12.20 09:00 | modify | 24 | 0.10 | 98.580 | 98.180 | 97.580 | ||
| 84 | 2024.12.20 15:00 | t/p | 24 | 0.10 | 97.580 | 98.180 | 97.580 | 62.25 | 1023.76 |
| 85 | 2024.12.20 15:00 | t/p | 25 | 0.10 | 97.580 | 98.180 | 97.580 | 42.36 | 1066.12 |
| 86 | 2024.12.20 15:00 | t/p | 26 | 0.10 | 97.580 | 98.180 | 97.580 | 18.24 | 1084.36 |