Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=25; 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=4; 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 | 7214 | Ticks modelled | 13428 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 212.79 | Gross profit | 444.47 | Gross loss | -231.68 |
| Profit factor | 1.92 | Expected payoff | 14.19 | ||
| Absolute drawdown | 111.79 | Maximal drawdown | 146.95 (14.20%) | Relative drawdown | 14.20% (146.95) |
| Total trades | 15 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 67.87 | loss trade | -57.41 | |
| Average | profit trade | 44.45 | loss trade | -46.34 | |
| Maximum | consecutive wins (profit in money) | 5 (205.37) | consecutive losses (loss in money) | 2 (-107.16) | |
| Maximal | consecutive profit (count of wins) | 205.37 (5) | consecutive loss (count of losses) | -107.16 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 98.914 | 100.714 | ||
| 3 | 2024.04.12 14:00 | s/l | 1 | 0.10 | 98.914 | 98.914 | 100.714 | -52.78 | 947.22 |
| 4 | 2024.06.04 12:00 | buy | 2 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 5 | 2024.06.04 12:00 | modify | 2 | 0.10 | 102.867 | 102.067 | 103.867 | ||
| 6 | 2024.06.05 03:00 | buy | 3 | 0.10 | 103.580 | 0.000 | 0.000 | ||
| 7 | 2024.06.05 03:00 | modify | 3 | 0.10 | 103.580 | 103.267 | 103.867 | ||
| 8 | 2024.06.05 03:00 | modify | 2 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 9 | 2024.06.05 08:00 | t/p | 2 | 0.10 | 103.867 | 103.267 | 103.867 | 67.87 | 1015.09 |
| 10 | 2024.06.05 08:00 | t/p | 3 | 0.10 | 103.867 | 103.267 | 103.867 | 19.39 | 1034.48 |
| 11 | 2024.07.17 10:00 | buy | 4 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 12 | 2024.07.17 10:00 | modify | 4 | 0.10 | 105.655 | 104.855 | 106.655 | ||
| 13 | 2024.07.18 00:00 | s/l | 4 | 0.10 | 104.855 | 104.855 | 106.655 | -53.11 | 981.38 |
| 14 | 2024.07.24 06:00 | buy | 5 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 15 | 2024.07.24 06:00 | modify | 5 | 0.10 | 101.996 | 101.196 | 102.996 | ||
| 16 | 2024.07.24 15:00 | s/l | 5 | 0.10 | 101.196 | 101.196 | 102.996 | -54.05 | 927.33 |
| 17 | 2024.07.25 05:00 | buy | 6 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 18 | 2024.07.25 05:00 | modify | 6 | 0.10 | 99.860 | 99.060 | 100.860 | ||
| 19 | 2024.07.25 14:00 | t/p | 6 | 0.10 | 100.860 | 99.060 | 100.860 | 67.55 | 994.88 |
| 20 | 2024.08.15 16:00 | sell | 7 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 21 | 2024.08.15 16:00 | modify | 7 | 0.10 | 98.709 | 99.509 | 97.709 | ||
| 22 | 2024.08.19 04:00 | sell | 8 | 0.10 | 97.982 | 0.000 | 0.000 | ||
| 23 | 2024.08.19 04:00 | modify | 8 | 0.10 | 97.982 | 98.309 | 97.709 | ||
| 24 | 2024.08.19 04:00 | modify | 7 | 0.10 | 98.709 | 98.309 | 97.709 | ||
| 25 | 2024.08.19 05:00 | t/p | 7 | 0.10 | 97.709 | 98.309 | 97.709 | 65.84 | 1060.72 |
| 26 | 2024.08.19 05:00 | t/p | 8 | 0.10 | 97.709 | 98.309 | 97.709 | 18.44 | 1079.16 |
| 27 | 2024.09.17 16:00 | sell | 9 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 28 | 2024.09.17 16:00 | modify | 9 | 0.10 | 95.747 | 96.547 | 94.747 | ||
| 29 | 2024.09.19 00:00 | s/l | 9 | 0.10 | 96.547 | 96.547 | 94.747 | -57.41 | 1021.75 |
| 30 | 2024.12.09 15:00 | sell | 10 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 31 | 2024.12.09 15:00 | modify | 10 | 0.10 | 97.498 | 98.298 | 96.498 | ||
| 32 | 2024.12.10 04:00 | t/p | 10 | 0.10 | 96.498 | 98.298 | 96.498 | 66.69 | 1088.43 |
| 33 | 2024.12.19 17:00 | sell | 11 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 34 | 2024.12.19 17:00 | modify | 11 | 0.10 | 98.580 | 99.380 | 97.580 | ||
| 35 | 2024.12.19 20:00 | sell | 12 | 0.10 | 98.266 | 0.000 | 0.000 | ||
| 36 | 2024.12.19 20:00 | modify | 12 | 0.10 | 98.266 | 98.480 | 97.580 | ||
| 37 | 2024.12.19 20:00 | modify | 11 | 0.10 | 98.580 | 98.480 | 97.580 | ||
| 38 | 2024.12.20 09:00 | sell | 13 | 0.10 | 97.868 | 0.000 | 0.000 | ||
| 39 | 2024.12.20 09:00 | modify | 13 | 0.10 | 97.868 | 98.180 | 97.580 | ||
| 40 | 2024.12.20 09:00 | modify | 12 | 0.10 | 98.266 | 98.180 | 97.580 | ||
| 41 | 2024.12.20 09:00 | modify | 11 | 0.10 | 98.580 | 98.180 | 97.580 | ||
| 42 | 2024.12.20 15:00 | t/p | 11 | 0.10 | 97.580 | 98.180 | 97.580 | 66.69 | 1155.12 |
| 43 | 2024.12.20 15:00 | t/p | 12 | 0.10 | 97.580 | 98.180 | 97.580 | 45.49 | 1200.61 |
| 44 | 2024.12.20 15:00 | t/p | 13 | 0.10 | 97.580 | 98.180 | 97.580 | 19.45 | 1220.06 |
| 45 | 2025.01.27 12:00 | buy | 14 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 46 | 2025.01.27 12:00 | modify | 14 | 0.10 | 97.016 | 96.216 | 98.016 | ||
| 47 | 2025.01.28 02:00 | buy | 15 | 0.10 | 97.328 | 0.000 | 0.000 | ||
| 48 | 2025.01.28 02:00 | modify | 15 | 0.10 | 97.328 | 97.116 | 98.016 | ||
| 49 | 2025.01.28 02:00 | modify | 14 | 0.10 | 97.016 | 97.116 | 98.016 | ||
| 50 | 2025.01.28 11:00 | s/l | 14 | 0.10 | 97.116 | 97.116 | 98.016 | 7.06 | 1227.12 |
| 51 | 2025.01.28 11:00 | s/l | 15 | 0.10 | 97.116 | 97.116 | 98.016 | -14.33 | 1212.79 |