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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 467.80 | Gross profit | 1056.66 | Gross loss | -588.86 |
| Profit factor | 1.79 | Expected payoff | 12.64 | ||
| Absolute drawdown | 59.95 | Maximal drawdown | 301.69 (20.39%) | Relative drawdown | 20.39% (301.69) |
| Total trades | 37 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 26 (57.69%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 95.82 | loss trade | -76.17 | |
| Average | profit trade | 50.32 | loss trade | -36.80 | |
| Maximum | consecutive wins (profit in money) | 7 (464.40) | consecutive losses (loss in money) | 3 (-163.34) | |
| Maximal | consecutive profit (count of wins) | 464.40 (7) | consecutive loss (count of losses) | -163.34 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.11 18:00 | buy | 1 | 0.10 | 97.170 | 0.000 | 0.000 | ||
| 2 | 2024.01.11 18:00 | modify | 1 | 0.10 | 97.170 | 96.070 | 98.570 | ||
| 3 | 2024.01.19 10:00 | buy | 2 | 0.10 | 97.677 | 0.000 | 0.000 | ||
| 4 | 2024.01.19 10:00 | modify | 2 | 0.10 | 97.677 | 97.380 | 98.570 | ||
| 5 | 2024.01.19 10:00 | modify | 1 | 0.10 | 97.170 | 97.380 | 98.570 | ||
| 6 | 2024.01.22 14:00 | s/l | 1 | 0.10 | 97.380 | 97.380 | 98.570 | 16.88 | 1016.88 |
| 7 | 2024.01.22 14:00 | s/l | 2 | 0.10 | 97.380 | 97.380 | 98.570 | -18.41 | 998.46 |
| 8 | 2024.01.31 18:00 | buy | 3 | 0.10 | 96.551 | 0.000 | 0.000 | ||
| 9 | 2024.01.31 18:00 | modify | 3 | 0.10 | 96.551 | 95.451 | 97.951 | ||
| 10 | 2024.02.09 04:00 | buy | 4 | 0.10 | 97.061 | 0.000 | 0.000 | ||
| 11 | 2024.02.09 04:00 | modify | 4 | 0.10 | 97.061 | 96.761 | 97.951 | ||
| 12 | 2024.02.09 04:00 | modify | 3 | 0.10 | 96.551 | 96.761 | 97.951 | ||
| 13 | 2024.02.09 13:00 | buy | 5 | 0.10 | 97.330 | 0.000 | 0.000 | ||
| 14 | 2024.02.09 13:00 | modify | 5 | 0.10 | 97.330 | 97.041 | 97.951 | ||
| 15 | 2024.02.09 13:00 | modify | 4 | 0.10 | 97.061 | 97.041 | 97.951 | ||
| 16 | 2024.02.09 13:00 | modify | 3 | 0.10 | 96.551 | 97.041 | 97.951 | ||
| 17 | 2024.02.16 06:00 | t/p | 3 | 0.10 | 97.951 | 97.041 | 97.951 | 95.82 | 1094.28 |
| 18 | 2024.02.16 06:00 | t/p | 4 | 0.10 | 97.951 | 97.041 | 97.951 | 59.15 | 1153.44 |
| 19 | 2024.02.16 06:00 | t/p | 5 | 0.10 | 97.951 | 97.041 | 97.951 | 42.11 | 1195.55 |
| 20 | 2024.03.14 16:00 | buy | 6 | 0.10 | 97.594 | 0.000 | 0.000 | ||
| 21 | 2024.03.14 16:00 | modify | 6 | 0.10 | 97.594 | 96.494 | 98.994 | ||
| 22 | 2024.03.20 15:00 | t/p | 6 | 0.10 | 98.994 | 96.494 | 98.994 | 90.26 | 1285.81 |
| 23 | 2024.04.01 19:00 | buy | 7 | 0.10 | 98.354 | 0.000 | 0.000 | ||
| 24 | 2024.04.01 19:00 | modify | 7 | 0.10 | 98.354 | 97.254 | 99.754 | ||
| 25 | 2024.04.03 05:00 | buy | 8 | 0.10 | 98.854 | 0.000 | 0.000 | ||
| 26 | 2024.04.03 05:00 | modify | 8 | 0.10 | 98.854 | 98.564 | 99.754 | ||
| 27 | 2024.04.03 05:00 | modify | 7 | 0.10 | 98.354 | 98.564 | 99.754 | ||
| 28 | 2024.04.04 02:00 | t/p | 7 | 0.10 | 99.754 | 98.564 | 99.754 | 90.66 | 1376.47 |
| 29 | 2024.04.04 02:00 | t/p | 8 | 0.10 | 99.754 | 98.564 | 99.754 | 58.20 | 1434.67 |
| 30 | 2024.04.10 17:00 | buy | 9 | 0.10 | 99.543 | 0.000 | 0.000 | ||
| 31 | 2024.04.10 17:00 | modify | 9 | 0.10 | 99.543 | 98.443 | 100.943 | ||
| 32 | 2024.04.11 18:00 | buy | 10 | 0.10 | 100.177 | 0.000 | 0.000 | ||
| 33 | 2024.04.11 18:00 | modify | 10 | 0.10 | 100.177 | 99.963 | 100.943 | ||
| 34 | 2024.04.11 18:00 | modify | 9 | 0.10 | 99.543 | 99.963 | 100.943 | ||
| 35 | 2024.04.12 06:00 | s/l | 9 | 0.10 | 99.963 | 99.963 | 100.943 | 28.18 | 1462.86 |
| 36 | 2024.04.12 06:00 | s/l | 10 | 0.10 | 99.963 | 99.963 | 100.943 | -13.16 | 1449.69 |
| 37 | 2024.04.23 19:00 | sell | 11 | 0.10 | 100.385 | 0.000 | 0.000 | ||
| 38 | 2024.04.23 19:00 | modify | 11 | 0.10 | 100.385 | 101.485 | 98.985 | ||
| 39 | 2024.04.25 07:00 | s/l | 11 | 0.10 | 101.485 | 101.485 | 98.985 | -74.00 | 1375.69 |
| 40 | 2024.05.08 17:00 | sell | 12 | 0.10 | 102.300 | 0.000 | 0.000 | ||
| 41 | 2024.05.08 17:00 | modify | 12 | 0.10 | 102.300 | 103.400 | 100.900 | ||
| 42 | 2024.05.14 08:00 | s/l | 12 | 0.10 | 103.400 | 103.400 | 100.900 | -76.17 | 1299.52 |
| 43 | 2024.07.03 17:00 | sell | 13 | 0.10 | 108.459 | 0.000 | 0.000 | ||
| 44 | 2024.07.03 17:00 | modify | 13 | 0.10 | 108.459 | 109.559 | 107.059 | ||
| 45 | 2024.07.11 14:00 | t/p | 13 | 0.10 | 107.059 | 109.559 | 107.059 | 77.83 | 1377.35 |
| 46 | 2024.07.11 18:00 | buy | 14 | 0.10 | 107.347 | 0.000 | 0.000 | ||
| 47 | 2024.07.11 18:00 | modify | 14 | 0.10 | 107.347 | 106.247 | 108.747 | ||
| 48 | 2024.07.12 09:00 | buy | 15 | 0.10 | 107.853 | 0.000 | 0.000 | ||
| 49 | 2024.07.12 09:00 | modify | 15 | 0.10 | 107.853 | 107.557 | 108.747 | ||
| 50 | 2024.07.12 09:00 | modify | 14 | 0.10 | 107.347 | 107.557 | 108.747 | ||
| 51 | 2024.07.12 13:00 | s/l | 14 | 0.10 | 107.557 | 107.557 | 108.747 | 13.70 | 1391.05 |
| 52 | 2024.07.12 13:00 | s/l | 15 | 0.10 | 107.557 | 107.557 | 108.747 | -18.75 | 1372.30 |
| 53 | 2024.07.17 16:00 | buy | 16 | 0.10 | 105.354 | 0.000 | 0.000 | ||
| 54 | 2024.07.17 16:00 | modify | 16 | 0.10 | 105.354 | 104.254 | 106.754 | ||
| 55 | 2024.07.22 07:00 | s/l | 16 | 0.10 | 104.254 | 104.254 | 106.754 | -67.70 | 1304.60 |
| 56 | 2024.07.24 17:00 | buy | 17 | 0.10 | 101.265 | 0.000 | 0.000 | ||
| 57 | 2024.07.24 17:00 | modify | 17 | 0.10 | 101.265 | 100.165 | 102.665 | ||
| 58 | 2024.07.25 03:00 | s/l | 17 | 0.10 | 100.165 | 100.165 | 102.665 | -68.48 | 1236.12 |
| 59 | 2024.08.15 16:00 | sell | 18 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 60 | 2024.08.15 16:00 | modify | 18 | 0.10 | 98.709 | 99.809 | 97.309 | ||
| 61 | 2024.08.16 12:00 | sell | 19 | 0.10 | 98.193 | 0.000 | 0.000 | ||
| 62 | 2024.08.16 12:00 | modify | 19 | 0.10 | 98.193 | 98.499 | 97.309 | ||
| 63 | 2024.08.16 12:00 | modify | 18 | 0.10 | 98.709 | 98.499 | 97.309 | ||
| 64 | 2024.08.16 16:00 | s/l | 18 | 0.10 | 98.499 | 98.499 | 97.309 | 12.22 | 1248.33 |
| 65 | 2024.08.16 16:00 | s/l | 19 | 0.10 | 98.499 | 98.499 | 97.309 | -19.38 | 1228.95 |
| 66 | 2024.08.20 16:00 | buy | 20 | 0.10 | 98.230 | 0.000 | 0.000 | ||
| 67 | 2024.08.20 16:00 | modify | 20 | 0.10 | 98.230 | 97.130 | 99.630 | ||
| 68 | 2024.08.30 12:00 | buy | 21 | 0.10 | 98.889 | 0.000 | 0.000 | ||
| 69 | 2024.08.30 12:00 | modify | 21 | 0.10 | 98.889 | 98.650 | 99.630 | ||
| 70 | 2024.08.30 12:00 | modify | 20 | 0.10 | 98.230 | 98.650 | 99.630 | ||
| 71 | 2024.08.30 14:00 | s/l | 20 | 0.10 | 98.650 | 98.650 | 99.630 | 31.35 | 1260.31 |
| 72 | 2024.08.30 14:00 | s/l | 21 | 0.10 | 98.650 | 98.650 | 99.630 | -15.14 | 1245.17 |
| 73 | 2024.09.02 16:00 | sell | 22 | 0.10 | 99.764 | 0.000 | 0.000 | ||
| 74 | 2024.09.02 16:00 | modify | 22 | 0.10 | 99.764 | 100.864 | 98.364 | ||
| 75 | 2024.09.03 09:00 | t/p | 22 | 0.10 | 98.364 | 100.864 | 98.364 | 87.60 | 1332.77 |
| 76 | 2024.09.06 17:00 | buy | 23 | 0.10 | 94.996 | 0.000 | 0.000 | ||
| 77 | 2024.09.06 17:00 | modify | 23 | 0.10 | 94.996 | 93.896 | 96.396 | ||
| 78 | 2024.09.09 02:00 | buy | 24 | 0.10 | 95.633 | 0.000 | 0.000 | ||
| 79 | 2024.09.09 02:00 | modify | 24 | 0.10 | 95.633 | 95.416 | 96.396 | ||
| 80 | 2024.09.09 02:00 | modify | 23 | 0.10 | 94.996 | 95.416 | 96.396 | ||
| 81 | 2024.09.09 03:00 | s/l | 23 | 0.10 | 95.416 | 95.416 | 96.396 | 27.00 | 1359.76 |
| 82 | 2024.09.09 03:00 | s/l | 24 | 0.10 | 95.416 | 95.416 | 96.396 | -13.75 | 1346.01 |
| 83 | 2024.09.17 16:00 | sell | 25 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 84 | 2024.09.17 16:00 | modify | 25 | 0.10 | 95.747 | 96.847 | 94.347 | ||
| 85 | 2024.09.19 01:00 | s/l | 25 | 0.10 | 96.847 | 96.847 | 94.347 | -74.00 | 1272.01 |
| 86 | 2024.10.07 18:00 | buy | 26 | 0.10 | 100.121 | 0.000 | 0.000 | ||
| 87 | 2024.10.07 18:00 | modify | 26 | 0.10 | 100.121 | 99.021 | 101.521 | ||
| 88 | 2024.10.11 16:00 | buy | 27 | 0.10 | 100.765 | 0.000 | 0.000 | ||
| 89 | 2024.10.11 16:00 | modify | 27 | 0.10 | 100.765 | 100.541 | 101.521 | ||
| 90 | 2024.10.11 16:00 | modify | 26 | 0.10 | 100.121 | 100.541 | 101.521 | ||
| 91 | 2024.10.13 21:00 | s/l | 26 | 0.10 | 100.541 | 100.541 | 101.521 | 28.98 | 1300.98 |
| 92 | 2024.10.13 21:00 | s/l | 27 | 0.10 | 100.541 | 100.541 | 101.521 | -14.19 | 1286.79 |
| 93 | 2024.10.24 18:00 | buy | 28 | 0.10 | 100.648 | 0.000 | 0.000 | ||
| 94 | 2024.10.24 18:00 | modify | 28 | 0.10 | 100.648 | 99.548 | 102.048 | ||
| 95 | 2024.10.28 01:00 | buy | 29 | 0.10 | 101.285 | 0.000 | 0.000 | ||
| 96 | 2024.10.28 01:00 | modify | 29 | 0.10 | 101.285 | 101.068 | 102.048 | ||
| 97 | 2024.10.28 01:00 | modify | 28 | 0.10 | 100.648 | 101.068 | 102.048 | ||
| 98 | 2024.10.28 05:00 | s/l | 28 | 0.10 | 101.068 | 101.068 | 102.048 | 27.40 | 1314.20 |
| 99 | 2024.10.28 05:00 | s/l | 29 | 0.10 | 101.068 | 101.068 | 102.048 | -13.74 | 1300.46 |
| 100 | 2024.11.08 18:00 | buy | 30 | 0.10 | 100.418 | 0.000 | 0.000 | ||
| 101 | 2024.11.08 18:00 | modify | 30 | 0.10 | 100.418 | 99.318 | 101.818 | ||
| 102 | 2024.11.11 04:00 | buy | 31 | 0.10 | 101.209 | 0.000 | 0.000 | ||
| 103 | 2024.11.11 04:00 | modify | 31 | 0.10 | 101.209 | 100.908 | 101.818 | ||
| 104 | 2024.11.11 04:00 | modify | 30 | 0.10 | 100.418 | 100.908 | 101.818 | ||
| 105 | 2024.11.11 19:00 | s/l | 30 | 0.10 | 100.908 | 100.908 | 101.818 | 31.44 | 1331.89 |
| 106 | 2024.11.11 19:00 | s/l | 31 | 0.10 | 100.908 | 100.908 | 101.818 | -19.07 | 1312.82 |
| 107 | 2024.11.26 19:00 | buy | 32 | 0.10 | 99.012 | 0.000 | 0.000 | ||
| 108 | 2024.11.26 19:00 | modify | 32 | 0.10 | 99.012 | 97.912 | 100.412 | ||
| 109 | 2024.11.27 17:00 | s/l | 32 | 0.10 | 97.912 | 97.912 | 100.412 | -69.28 | 1243.54 |
| 110 | 2024.12.06 18:00 | buy | 33 | 0.10 | 95.681 | 0.000 | 0.000 | ||
| 111 | 2024.12.06 18:00 | modify | 33 | 0.10 | 95.681 | 94.581 | 97.081 | ||
| 112 | 2024.12.09 13:00 | t/p | 33 | 0.10 | 97.081 | 94.581 | 97.081 | 89.08 | 1332.62 |
| 113 | 2024.12.09 18:00 | sell | 34 | 0.10 | 97.678 | 0.000 | 0.000 | ||
| 114 | 2024.12.09 18:00 | modify | 34 | 0.10 | 97.678 | 98.778 | 96.278 | ||
| 115 | 2024.12.10 16:00 | sell | 35 | 0.10 | 96.893 | 0.000 | 0.000 | ||
| 116 | 2024.12.10 16:00 | modify | 35 | 0.10 | 96.893 | 97.188 | 96.278 | ||
| 117 | 2024.12.10 16:00 | modify | 34 | 0.10 | 97.678 | 97.188 | 96.278 | ||
| 118 | 2024.12.11 08:00 | t/p | 34 | 0.10 | 96.278 | 97.188 | 96.278 | 86.50 | 1419.12 |
| 119 | 2024.12.11 08:00 | t/p | 35 | 0.10 | 96.278 | 97.188 | 96.278 | 37.87 | 1456.98 |
| 120 | 2024.12.19 17:00 | sell | 36 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 121 | 2024.12.19 17:00 | modify | 36 | 0.10 | 98.580 | 99.680 | 97.180 | ||
| 122 | 2024.12.23 09:00 | sell | 37 | 0.10 | 97.945 | 0.000 | 0.000 | ||
| 123 | 2024.12.23 09:00 | modify | 37 | 0.10 | 97.945 | 98.160 | 97.180 | ||
| 124 | 2024.12.23 09:00 | modify | 36 | 0.10 | 98.580 | 98.160 | 97.180 | ||
| 125 | 2024.12.23 18:00 | s/l | 36 | 0.10 | 98.160 | 98.160 | 97.180 | 24.43 | 1481.42 |
| 126 | 2024.12.23 18:00 | s/l | 37 | 0.10 | 98.160 | 98.160 | 97.180 | -13.62 | 1467.80 |