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=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=150; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 771.45 | Gross profit | 1416.96 | Gross loss | -645.51 |
| Profit factor | 2.20 | Expected payoff | 20.85 | ||
| Absolute drawdown | 120.47 | Maximal drawdown | 326.08 (20.26%) | Relative drawdown | 20.26% (326.08) |
| Total trades | 37 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
| Largest | profit trade | 103.31 | loss trade | -101.48 | |
| Average | profit trade | 59.04 | loss trade | -49.65 | |
| Maximum | consecutive wins (profit in money) | 8 (436.12) | consecutive losses (loss in money) | 3 (-289.87) | |
| Maximal | consecutive profit (count of wins) | 436.12 (8) | consecutive loss (count of losses) | -289.87 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 06:00 | sell | 1 | 0.10 | 96.903 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 06:00 | modify | 1 | 0.10 | 96.903 | 98.403 | 95.403 | ||
| 3 | 2024.02.01 20:00 | sell | 2 | 0.10 | 96.128 | 0.000 | 0.000 | ||
| 4 | 2024.02.01 20:00 | modify | 2 | 0.10 | 96.128 | 96.828 | 95.403 | ||
| 5 | 2024.02.01 20:00 | sell | 3 | 0.10 | 96.128 | 0.000 | 0.000 | ||
| 6 | 2024.02.01 20:00 | modify | 3 | 0.10 | 96.128 | 96.453 | 95.403 | ||
| 7 | 2024.02.01 20:00 | modify | 1 | 0.10 | 96.903 | 96.453 | 95.403 | ||
| 8 | 2024.02.01 21:00 | modify | 2 | 0.10 | 96.128 | 96.453 | 95.403 | ||
| 9 | 2024.02.02 02:00 | s/l | 1 | 0.10 | 96.453 | 96.453 | 95.403 | -2.93 | 997.07 |
| 10 | 2024.02.02 02:00 | s/l | 2 | 0.10 | 96.453 | 96.453 | 95.403 | -21.66 | 975.40 |
| 11 | 2024.02.02 02:00 | s/l | 3 | 0.10 | 96.453 | 96.453 | 95.403 | -21.66 | 953.74 |
| 12 | 2024.02.28 06:00 | buy | 4 | 0.10 | 98.156 | 0.000 | 0.000 | ||
| 13 | 2024.02.28 06:00 | modify | 4 | 0.10 | 98.156 | 96.656 | 99.656 | ||
| 14 | 2024.03.20 03:00 | buy | 5 | 0.10 | 98.925 | 0.000 | 0.000 | ||
| 15 | 2024.03.20 03:00 | modify | 5 | 0.10 | 98.925 | 98.231 | 99.656 | ||
| 16 | 2024.03.20 03:00 | buy | 6 | 0.10 | 98.925 | 0.000 | 0.000 | ||
| 17 | 2024.03.20 03:00 | modify | 6 | 0.10 | 98.925 | 98.606 | 99.656 | ||
| 18 | 2024.03.20 03:00 | modify | 4 | 0.10 | 98.156 | 98.606 | 99.656 | ||
| 19 | 2024.03.20 04:00 | modify | 5 | 0.10 | 98.925 | 98.606 | 99.656 | ||
| 20 | 2024.03.20 17:00 | buy | 7 | 0.10 | 99.077 | 0.000 | 0.000 | ||
| 21 | 2024.03.20 17:00 | modify | 7 | 0.10 | 99.077 | 98.681 | 99.656 | ||
| 22 | 2024.03.20 17:00 | modify | 6 | 0.10 | 98.925 | 98.681 | 99.656 | ||
| 23 | 2024.03.20 17:00 | modify | 5 | 0.10 | 98.925 | 98.681 | 99.656 | ||
| 24 | 2024.03.20 17:00 | modify | 4 | 0.10 | 98.156 | 98.681 | 99.656 | ||
| 25 | 2024.03.20 21:00 | t/p | 4 | 0.10 | 99.656 | 98.681 | 99.656 | 103.31 | 1057.05 |
| 26 | 2024.03.20 21:00 | t/p | 5 | 0.10 | 99.656 | 98.681 | 99.656 | 46.29 | 1103.34 |
| 27 | 2024.03.20 21:00 | t/p | 6 | 0.10 | 99.656 | 98.681 | 99.656 | 46.29 | 1149.63 |
| 28 | 2024.03.20 21:00 | t/p | 7 | 0.10 | 99.656 | 98.681 | 99.656 | 36.67 | 1186.30 |
| 29 | 2024.03.21 05:00 | sell | 8 | 0.10 | 99.858 | 0.000 | 0.000 | ||
| 30 | 2024.03.21 05:00 | modify | 8 | 0.10 | 99.858 | 101.358 | 98.358 | ||
| 31 | 2024.03.26 04:00 | sell | 9 | 0.10 | 98.934 | 0.000 | 0.000 | ||
| 32 | 2024.03.26 04:00 | modify | 9 | 0.10 | 98.934 | 99.333 | 98.358 | ||
| 33 | 2024.03.26 04:00 | modify | 8 | 0.10 | 99.858 | 99.333 | 98.358 | ||
| 34 | 2024.03.26 14:00 | sell | 10 | 0.10 | 99.090 | 0.000 | 0.000 | ||
| 35 | 2024.03.26 14:00 | modify | 10 | 0.10 | 99.090 | 99.783 | 98.358 | ||
| 36 | 2024.03.26 14:00 | sell | 11 | 0.10 | 99.090 | 0.000 | 0.000 | ||
| 37 | 2024.03.26 14:00 | modify | 11 | 0.10 | 99.090 | 99.408 | 98.358 | ||
| 38 | 2024.03.26 15:00 | modify | 11 | 0.10 | 99.090 | 99.333 | 98.358 | ||
| 39 | 2024.03.26 15:00 | modify | 10 | 0.10 | 99.090 | 99.333 | 98.358 | ||
| 40 | 2024.03.28 09:00 | t/p | 8 | 0.10 | 98.358 | 99.333 | 98.358 | 87.40 | 1273.70 |
| 41 | 2024.03.28 09:00 | t/p | 9 | 0.10 | 98.358 | 99.333 | 98.358 | 32.14 | 1305.83 |
| 42 | 2024.03.28 09:00 | t/p | 10 | 0.10 | 98.358 | 99.333 | 98.358 | 42.02 | 1347.85 |
| 43 | 2024.03.28 09:00 | t/p | 11 | 0.10 | 98.358 | 99.333 | 98.358 | 42.02 | 1389.86 |
| 44 | 2024.04.25 06:00 | sell | 12 | 0.10 | 101.353 | 0.000 | 0.000 | ||
| 45 | 2024.04.25 06:00 | modify | 12 | 0.10 | 101.353 | 102.853 | 99.853 | ||
| 46 | 2024.04.26 16:00 | s/l | 12 | 0.10 | 102.853 | 102.853 | 99.853 | -96.05 | 1293.81 |
| 47 | 2024.05.30 06:00 | buy | 13 | 0.10 | 103.558 | 0.000 | 0.000 | ||
| 48 | 2024.05.30 06:00 | modify | 13 | 0.10 | 103.558 | 102.058 | 105.058 | ||
| 49 | 2024.05.31 09:00 | buy | 14 | 0.10 | 104.467 | 0.000 | 0.000 | ||
| 50 | 2024.05.31 09:00 | modify | 14 | 0.10 | 104.467 | 104.083 | 105.058 | ||
| 51 | 2024.05.31 09:00 | modify | 13 | 0.10 | 103.558 | 104.083 | 105.058 | ||
| 52 | 2024.06.03 18:00 | s/l | 13 | 0.10 | 104.083 | 104.083 | 105.058 | 34.03 | 1327.84 |
| 53 | 2024.06.03 18:00 | s/l | 14 | 0.10 | 104.083 | 104.083 | 105.058 | -23.92 | 1303.92 |
| 54 | 2024.06.04 08:00 | buy | 15 | 0.10 | 103.556 | 0.000 | 0.000 | ||
| 55 | 2024.06.04 08:00 | modify | 15 | 0.10 | 103.556 | 102.056 | 105.056 | ||
| 56 | 2024.06.12 13:00 | buy | 16 | 0.10 | 104.470 | 0.000 | 0.000 | ||
| 57 | 2024.06.12 13:00 | modify | 16 | 0.10 | 104.470 | 104.081 | 105.056 | ||
| 58 | 2024.06.12 13:00 | modify | 15 | 0.10 | 103.556 | 104.081 | 105.056 | ||
| 59 | 2024.06.13 17:00 | s/l | 15 | 0.10 | 104.081 | 104.081 | 105.056 | 37.60 | 1341.52 |
| 60 | 2024.06.13 17:00 | s/l | 16 | 0.10 | 104.081 | 104.081 | 105.056 | -23.45 | 1318.06 |
| 61 | 2024.07.03 04:00 | sell | 17 | 0.10 | 107.919 | 0.000 | 0.000 | ||
| 62 | 2024.07.03 04:00 | modify | 17 | 0.10 | 107.919 | 109.419 | 106.419 | ||
| 63 | 2024.07.12 00:00 | sell | 18 | 0.10 | 107.143 | 0.000 | 0.000 | ||
| 64 | 2024.07.12 00:00 | modify | 18 | 0.10 | 107.143 | 107.844 | 106.419 | ||
| 65 | 2024.07.12 00:00 | sell | 19 | 0.10 | 107.143 | 0.000 | 0.000 | ||
| 66 | 2024.07.12 00:00 | modify | 19 | 0.10 | 107.143 | 107.469 | 106.419 | ||
| 67 | 2024.07.12 00:00 | modify | 17 | 0.10 | 107.919 | 107.469 | 106.419 | ||
| 68 | 2024.07.12 01:00 | s/l | 17 | 0.10 | 107.469 | 107.469 | 106.419 | 16.57 | 1334.64 |
| 69 | 2024.07.12 01:00 | s/l | 19 | 0.10 | 107.469 | 107.469 | 106.419 | -20.64 | 1314.00 |
| 70 | 2024.07.12 01:00 | close | 18 | 0.10 | 107.552 | 107.844 | 106.419 | -25.89 | 1288.11 |
| 71 | 2024.07.17 08:00 | buy | 20 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 72 | 2024.07.17 08:00 | modify | 20 | 0.10 | 105.815 | 104.315 | 107.315 | ||
| 73 | 2024.07.22 07:00 | s/l | 20 | 0.10 | 104.315 | 104.315 | 107.315 | -93.01 | 1195.10 |
| 74 | 2024.07.25 08:00 | buy | 21 | 0.10 | 99.467 | 0.000 | 0.000 | ||
| 75 | 2024.07.25 08:00 | modify | 21 | 0.10 | 99.467 | 97.967 | 100.967 | ||
| 76 | 2024.07.25 17:00 | t/p | 21 | 0.10 | 100.967 | 97.967 | 100.967 | 94.98 | 1290.08 |
| 77 | 2024.07.30 07:00 | sell | 22 | 0.10 | 101.687 | 0.000 | 0.000 | ||
| 78 | 2024.07.30 07:00 | modify | 22 | 0.10 | 101.687 | 103.187 | 100.187 | ||
| 79 | 2024.07.30 17:00 | t/p | 22 | 0.10 | 100.187 | 103.187 | 100.187 | 94.98 | 1385.06 |
| 80 | 2024.08.07 04:00 | sell | 23 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 81 | 2024.08.07 04:00 | modify | 23 | 0.10 | 96.543 | 98.043 | 95.043 | ||
| 82 | 2024.08.08 00:00 | t/p | 23 | 0.10 | 95.043 | 98.043 | 95.043 | 91.73 | 1476.79 |
| 83 | 2024.08.19 06:00 | buy | 24 | 0.10 | 97.226 | 0.000 | 0.000 | ||
| 84 | 2024.08.19 06:00 | modify | 24 | 0.10 | 97.226 | 95.726 | 98.726 | ||
| 85 | 2024.08.19 14:00 | buy | 25 | 0.10 | 98.130 | 0.000 | 0.000 | ||
| 86 | 2024.08.19 14:00 | modify | 25 | 0.10 | 98.130 | 97.751 | 98.726 | ||
| 87 | 2024.08.19 14:00 | modify | 24 | 0.10 | 97.226 | 97.751 | 98.726 | ||
| 88 | 2024.08.19 21:00 | t/p | 24 | 0.10 | 98.726 | 97.751 | 98.726 | 94.99 | 1571.78 |
| 89 | 2024.08.19 21:00 | t/p | 25 | 0.10 | 98.726 | 97.751 | 98.726 | 37.74 | 1609.52 |
| 90 | 2024.09.03 06:00 | buy | 26 | 0.10 | 98.648 | 0.000 | 0.000 | ||
| 91 | 2024.09.03 06:00 | modify | 26 | 0.10 | 98.648 | 97.148 | 100.148 | ||
| 92 | 2024.09.04 01:00 | s/l | 26 | 0.10 | 97.148 | 97.148 | 100.148 | -94.59 | 1514.92 |
| 93 | 2024.09.06 06:00 | buy | 27 | 0.10 | 95.921 | 0.000 | 0.000 | ||
| 94 | 2024.09.06 06:00 | modify | 27 | 0.10 | 95.921 | 94.421 | 97.421 | ||
| 95 | 2024.09.11 01:00 | s/l | 27 | 0.10 | 94.421 | 94.421 | 97.421 | -93.79 | 1421.13 |
| 96 | 2024.09.23 05:00 | sell | 28 | 0.10 | 98.575 | 0.000 | 0.000 | ||
| 97 | 2024.09.23 05:00 | modify | 28 | 0.10 | 98.575 | 100.075 | 97.075 | ||
| 98 | 2024.09.27 00:00 | s/l | 28 | 0.10 | 100.075 | 100.075 | 97.075 | -101.48 | 1319.65 |
| 99 | 2024.10.15 08:00 | buy | 29 | 0.10 | 100.131 | 0.000 | 0.000 | ||
| 100 | 2024.10.15 08:00 | modify | 29 | 0.10 | 100.131 | 98.631 | 101.631 | ||
| 101 | 2024.10.22 04:00 | buy | 30 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 102 | 2024.10.22 04:00 | modify | 30 | 0.10 | 100.909 | 100.206 | 101.631 | ||
| 103 | 2024.10.22 04:00 | buy | 31 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 104 | 2024.10.22 04:00 | modify | 31 | 0.10 | 100.909 | 100.581 | 101.631 | ||
| 105 | 2024.10.22 04:00 | modify | 29 | 0.10 | 100.131 | 100.581 | 101.631 | ||
| 106 | 2024.10.22 05:00 | modify | 30 | 0.10 | 100.909 | 100.581 | 101.631 | ||
| 107 | 2024.10.23 06:00 | t/p | 29 | 0.10 | 101.631 | 100.581 | 101.631 | 98.15 | 1417.80 |
| 108 | 2024.10.23 06:00 | t/p | 30 | 0.10 | 101.631 | 100.581 | 101.631 | 46.12 | 1463.92 |
| 109 | 2024.10.23 06:00 | t/p | 31 | 0.10 | 101.631 | 100.581 | 101.631 | 46.12 | 1510.03 |
| 110 | 2024.10.29 04:00 | buy | 32 | 0.10 | 100.483 | 0.000 | 0.000 | ||
| 111 | 2024.10.29 04:00 | modify | 32 | 0.10 | 100.483 | 98.983 | 101.983 | ||
| 112 | 2024.11.06 09:00 | buy | 33 | 0.10 | 101.408 | 0.000 | 0.000 | ||
| 113 | 2024.11.06 09:00 | modify | 33 | 0.10 | 101.408 | 101.008 | 101.983 | ||
| 114 | 2024.11.06 09:00 | modify | 32 | 0.10 | 100.483 | 101.008 | 101.983 | ||
| 115 | 2024.11.07 03:00 | t/p | 32 | 0.10 | 101.983 | 101.008 | 101.983 | 99.34 | 1609.37 |
| 116 | 2024.11.07 03:00 | t/p | 33 | 0.10 | 101.983 | 101.008 | 101.983 | 37.60 | 1646.97 |
| 117 | 2024.11.20 08:00 | sell | 34 | 0.10 | 101.495 | 0.000 | 0.000 | ||
| 118 | 2024.11.20 08:00 | modify | 34 | 0.10 | 101.495 | 102.995 | 99.995 | ||
| 119 | 2024.11.21 15:00 | sell | 35 | 0.10 | 100.587 | 0.000 | 0.000 | ||
| 120 | 2024.11.21 15:00 | modify | 35 | 0.10 | 100.587 | 100.970 | 99.995 | ||
| 121 | 2024.11.21 15:00 | modify | 34 | 0.10 | 101.495 | 100.970 | 99.995 | ||
| 122 | 2024.11.25 00:00 | s/l | 34 | 0.10 | 100.970 | 100.970 | 99.995 | 27.82 | 1674.79 |
| 123 | 2024.11.25 00:00 | s/l | 35 | 0.10 | 100.970 | 100.970 | 99.995 | -26.42 | 1648.37 |
| 124 | 2024.12.18 05:00 | buy | 36 | 0.10 | 96.897 | 0.000 | 0.000 | ||
| 125 | 2024.12.18 05:00 | modify | 36 | 0.10 | 96.897 | 95.397 | 98.397 | ||
| 126 | 2024.12.19 15:00 | t/p | 36 | 0.10 | 98.397 | 95.397 | 98.397 | 96.17 | 1744.54 |
| 127 | 2024.12.31 04:00 | buy | 37 | 0.10 | 97.228 | 0.000 | 0.000 | ||
| 128 | 2024.12.31 04:00 | modify | 37 | 0.10 | 97.228 | 95.728 | 98.728 | ||
| 129 | 2024.12.31 21:59 | close at stop | 37 | 0.10 | 97.653 | 95.728 | 98.728 | 26.91 | 1771.45 |