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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 324.85 | Gross profit | 513.13 | Gross loss | -188.28 |
| Profit factor | 2.73 | Expected payoff | 16.24 | ||
| Absolute drawdown | 27.18 | Maximal drawdown | 186.20 (13.59%) | Relative drawdown | 13.59% (186.20) |
| Total trades | 20 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 74.94 | loss trade | -59.86 | |
| Average | profit trade | 39.47 | loss trade | -26.90 | |
| Maximum | consecutive wins (profit in money) | 4 (196.10) | consecutive losses (loss in money) | 2 (-72.57) | |
| Maximal | consecutive profit (count of wins) | 196.10 (4) | consecutive loss (count of losses) | -72.57 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 14:00 | sell | 1 | 0.10 | 103.599 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 14:00 | modify | 1 | 0.10 | 103.599 | 104.499 | 102.499 | ||
| 3 | 2024.05.16 02:00 | sell | 2 | 0.10 | 103.031 | 0.000 | 0.000 | ||
| 4 | 2024.05.16 02:00 | modify | 2 | 0.10 | 103.031 | 103.324 | 102.499 | ||
| 5 | 2024.05.16 02:00 | modify | 1 | 0.10 | 103.599 | 103.324 | 102.499 | ||
| 6 | 2024.05.16 09:00 | s/l | 1 | 0.10 | 103.324 | 103.324 | 102.499 | 15.19 | 1015.19 |
| 7 | 2024.05.16 09:00 | s/l | 2 | 0.10 | 103.324 | 103.324 | 102.499 | -19.78 | 995.41 |
| 8 | 2024.06.04 12:00 | buy | 3 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 9 | 2024.06.04 12:00 | modify | 3 | 0.10 | 102.867 | 101.967 | 103.967 | ||
| 10 | 2024.06.05 08:00 | t/p | 3 | 0.10 | 103.967 | 101.967 | 103.967 | 74.62 | 1070.04 |
| 11 | 2024.07.17 13:00 | buy | 4 | 0.10 | 105.532 | 0.000 | 0.000 | ||
| 12 | 2024.07.17 13:00 | modify | 4 | 0.10 | 105.532 | 104.632 | 106.632 | ||
| 13 | 2024.07.18 00:00 | s/l | 4 | 0.10 | 104.632 | 104.632 | 106.632 | -59.86 | 1010.18 |
| 14 | 2024.09.02 14:00 | sell | 5 | 0.10 | 99.625 | 0.000 | 0.000 | ||
| 15 | 2024.09.02 14:00 | modify | 5 | 0.10 | 99.625 | 100.525 | 98.525 | ||
| 16 | 2024.09.03 06:00 | t/p | 5 | 0.10 | 98.525 | 100.525 | 98.525 | 73.44 | 1083.62 |
| 17 | 2024.09.13 12:00 | buy | 6 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 18 | 2024.09.13 12:00 | modify | 6 | 0.10 | 94.346 | 93.446 | 95.446 | ||
| 19 | 2024.09.16 16:00 | buy | 7 | 0.10 | 94.909 | 0.000 | 0.000 | ||
| 20 | 2024.09.16 16:00 | modify | 7 | 0.10 | 94.909 | 94.621 | 95.446 | ||
| 21 | 2024.09.16 16:00 | modify | 6 | 0.10 | 94.346 | 94.621 | 95.446 | ||
| 22 | 2024.09.17 14:00 | t/p | 6 | 0.10 | 95.446 | 94.621 | 95.446 | 74.94 | 1158.55 |
| 23 | 2024.09.17 14:00 | t/p | 7 | 0.10 | 95.446 | 94.621 | 95.446 | 36.58 | 1195.14 |
| 24 | 2024.09.20 12:00 | sell | 8 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 25 | 2024.09.20 12:00 | modify | 8 | 0.10 | 98.213 | 99.113 | 97.113 | ||
| 26 | 2024.09.20 14:00 | sell | 9 | 0.10 | 97.857 | 0.000 | 0.000 | ||
| 27 | 2024.09.20 14:00 | modify | 9 | 0.10 | 97.857 | 98.048 | 97.113 | ||
| 28 | 2024.09.20 14:00 | modify | 8 | 0.10 | 98.213 | 98.048 | 97.113 | ||
| 29 | 2024.09.20 15:00 | s/l | 8 | 0.10 | 98.048 | 98.048 | 97.113 | 11.14 | 1206.28 |
| 30 | 2024.09.20 15:00 | s/l | 9 | 0.10 | 98.048 | 98.048 | 97.113 | -12.90 | 1193.38 |
| 31 | 2024.10.04 14:00 | sell | 10 | 0.10 | 100.855 | 0.000 | 0.000 | ||
| 32 | 2024.10.04 14:00 | modify | 10 | 0.10 | 100.855 | 101.755 | 99.755 | ||
| 33 | 2024.10.07 14:00 | sell | 11 | 0.10 | 100.303 | 0.000 | 0.000 | ||
| 34 | 2024.10.07 14:00 | modify | 11 | 0.10 | 100.303 | 100.580 | 99.755 | ||
| 35 | 2024.10.07 14:00 | modify | 10 | 0.10 | 100.855 | 100.580 | 99.755 | ||
| 36 | 2024.10.07 23:00 | t/p | 10 | 0.10 | 99.755 | 100.580 | 99.755 | 73.44 | 1266.81 |
| 37 | 2024.10.07 23:00 | t/p | 11 | 0.10 | 99.755 | 100.580 | 99.755 | 37.01 | 1303.82 |
| 38 | 2024.10.10 13:00 | buy | 12 | 0.10 | 100.081 | 0.000 | 0.000 | ||
| 39 | 2024.10.10 13:00 | modify | 12 | 0.10 | 100.081 | 99.181 | 101.181 | ||
| 40 | 2024.10.11 11:00 | buy | 13 | 0.10 | 100.423 | 0.000 | 0.000 | ||
| 41 | 2024.10.11 11:00 | modify | 13 | 0.10 | 100.423 | 100.246 | 101.181 | ||
| 42 | 2024.10.11 11:00 | modify | 12 | 0.10 | 100.081 | 100.246 | 101.181 | ||
| 43 | 2024.10.13 22:00 | s/l | 12 | 0.10 | 100.246 | 100.246 | 101.181 | 11.45 | 1315.28 |
| 44 | 2024.10.13 22:00 | s/l | 13 | 0.10 | 100.246 | 100.246 | 101.181 | -11.96 | 1303.32 |
| 45 | 2024.11.27 13:00 | buy | 14 | 0.10 | 98.221 | 0.000 | 0.000 | ||
| 46 | 2024.11.27 13:00 | modify | 14 | 0.10 | 98.221 | 97.321 | 99.321 | ||
| 47 | 2024.11.28 19:00 | buy | 15 | 0.10 | 98.552 | 0.000 | 0.000 | ||
| 48 | 2024.11.28 19:00 | modify | 15 | 0.10 | 98.552 | 98.386 | 99.321 | ||
| 49 | 2024.11.28 19:00 | modify | 14 | 0.10 | 98.221 | 98.386 | 99.321 | ||
| 50 | 2024.11.28 23:00 | s/l | 14 | 0.10 | 98.386 | 98.386 | 99.321 | 12.09 | 1315.41 |
| 51 | 2024.11.28 23:00 | s/l | 15 | 0.10 | 98.386 | 98.386 | 99.321 | -11.21 | 1304.20 |
| 52 | 2024.12.09 12:00 | sell | 16 | 0.10 | 96.945 | 0.000 | 0.000 | ||
| 53 | 2024.12.09 12:00 | modify | 16 | 0.10 | 96.945 | 97.845 | 95.845 | ||
| 54 | 2024.12.11 05:00 | sell | 17 | 0.10 | 96.587 | 0.000 | 0.000 | ||
| 55 | 2024.12.11 05:00 | modify | 17 | 0.10 | 96.587 | 96.780 | 95.845 | ||
| 56 | 2024.12.11 05:00 | modify | 16 | 0.10 | 96.945 | 96.780 | 95.845 | ||
| 57 | 2024.12.11 10:00 | s/l | 16 | 0.10 | 96.780 | 96.780 | 95.845 | 9.45 | 1313.65 |
| 58 | 2024.12.11 10:00 | s/l | 17 | 0.10 | 96.780 | 96.780 | 95.845 | -13.03 | 1300.62 |
| 59 | 2025.01.08 14:00 | buy | 18 | 0.10 | 98.188 | 0.000 | 0.000 | ||
| 60 | 2025.01.08 14:00 | modify | 18 | 0.10 | 98.188 | 97.288 | 99.288 | ||
| 61 | 2025.01.10 16:00 | s/l | 18 | 0.10 | 97.288 | 97.288 | 99.288 | -59.54 | 1241.08 |
| 62 | 2025.01.22 13:00 | sell | 19 | 0.10 | 97.933 | 0.000 | 0.000 | ||
| 63 | 2025.01.22 13:00 | modify | 19 | 0.10 | 97.933 | 98.833 | 96.833 | ||
| 64 | 2025.01.27 14:00 | sell | 20 | 0.10 | 97.036 | 0.000 | 0.000 | ||
| 65 | 2025.01.27 14:00 | modify | 20 | 0.10 | 97.036 | 97.548 | 96.833 | ||
| 66 | 2025.01.27 14:00 | modify | 19 | 0.10 | 97.933 | 97.548 | 96.833 | ||
| 67 | 2025.01.27 17:00 | t/p | 19 | 0.10 | 96.833 | 97.548 | 96.833 | 70.06 | 1311.14 |
| 68 | 2025.01.27 17:00 | t/p | 20 | 0.10 | 96.833 | 97.548 | 96.833 | 13.71 | 1324.85 |