Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7216 | Ticks modelled | 13432 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 458.52 | Gross profit | 811.71 | Gross loss | -353.19 |
| Profit factor | 2.30 | Expected payoff | 18.34 | ||
| Absolute drawdown | 104.47 | Maximal drawdown | 183.38 (12.95%) | Relative drawdown | 12.95% (183.38) |
| Total trades | 25 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 14 (56.00%) | Loss trades (% of total) | 11 (44.00%) | ||
| Largest | profit trade | 97.21 | loss trade | -42.31 | |
| Average | profit trade | 57.98 | loss trade | -32.11 | |
| Maximum | consecutive wins (profit in money) | 4 (223.65) | consecutive losses (loss in money) | 3 (-107.10) | |
| Maximal | consecutive profit (count of wins) | 223.65 (4) | consecutive loss (count of losses) | -107.10 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 13:00 | buy | 1 | 0.10 | 105.532 | 0.000 | 0.000 | ||
| 2 | 2024.07.17 13:00 | modify | 1 | 0.10 | 105.532 | 104.932 | 106.932 | ||
| 3 | 2024.07.18 00:00 | s/l | 1 | 0.10 | 104.932 | 104.932 | 106.932 | -39.95 | 960.05 |
| 4 | 2024.07.24 15:00 | buy | 2 | 0.10 | 101.270 | 0.000 | 0.000 | ||
| 5 | 2024.07.24 15:00 | modify | 2 | 0.10 | 101.270 | 100.670 | 102.670 | ||
| 6 | 2024.07.25 01:00 | s/l | 2 | 0.10 | 100.670 | 100.670 | 102.670 | -39.96 | 920.08 |
| 7 | 2024.09.02 10:00 | sell | 3 | 0.10 | 99.493 | 0.000 | 0.000 | ||
| 8 | 2024.09.02 10:00 | modify | 3 | 0.10 | 99.493 | 100.093 | 98.093 | ||
| 9 | 2024.09.03 04:00 | sell | 4 | 0.10 | 98.838 | 0.000 | 0.000 | ||
| 10 | 2024.09.03 04:00 | modify | 4 | 0.10 | 98.838 | 99.143 | 98.093 | ||
| 11 | 2024.09.03 04:00 | modify | 3 | 0.10 | 99.493 | 99.143 | 98.093 | ||
| 12 | 2024.09.03 14:00 | t/p | 3 | 0.10 | 98.093 | 99.143 | 98.093 | 95.25 | 1015.34 |
| 13 | 2024.09.03 14:00 | t/p | 4 | 0.10 | 98.093 | 99.143 | 98.093 | 51.24 | 1066.58 |
| 14 | 2024.09.06 17:00 | buy | 5 | 0.10 | 94.996 | 0.000 | 0.000 | ||
| 15 | 2024.09.06 17:00 | modify | 5 | 0.10 | 94.996 | 94.396 | 96.396 | ||
| 16 | 2024.09.09 02:00 | buy | 6 | 0.10 | 95.633 | 0.000 | 0.000 | ||
| 17 | 2024.09.09 02:00 | modify | 6 | 0.10 | 95.633 | 95.346 | 96.396 | ||
| 18 | 2024.09.09 02:00 | modify | 5 | 0.10 | 94.996 | 95.346 | 96.396 | ||
| 19 | 2024.09.09 04:00 | s/l | 5 | 0.10 | 95.346 | 95.346 | 96.396 | 24.52 | 1091.10 |
| 20 | 2024.09.09 04:00 | s/l | 6 | 0.10 | 95.346 | 95.346 | 96.396 | -19.75 | 1071.35 |
| 21 | 2024.09.13 12:00 | buy | 7 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 22 | 2024.09.13 12:00 | modify | 7 | 0.10 | 94.346 | 93.746 | 95.746 | ||
| 23 | 2024.09.17 15:00 | t/p | 7 | 0.10 | 95.746 | 93.746 | 95.746 | 97.21 | 1168.57 |
| 24 | 2024.09.17 16:00 | sell | 8 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 25 | 2024.09.17 16:00 | modify | 8 | 0.10 | 95.747 | 96.347 | 94.347 | ||
| 26 | 2024.09.18 12:00 | s/l | 8 | 0.10 | 96.347 | 96.347 | 94.347 | -42.30 | 1126.27 |
| 27 | 2024.09.20 12:00 | sell | 9 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 28 | 2024.09.20 12:00 | modify | 9 | 0.10 | 98.213 | 98.813 | 96.813 | ||
| 29 | 2024.09.23 08:00 | sell | 10 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 30 | 2024.09.23 08:00 | modify | 10 | 0.10 | 97.785 | 98.073 | 96.813 | ||
| 31 | 2024.09.23 08:00 | modify | 9 | 0.10 | 98.213 | 98.073 | 96.813 | ||
| 32 | 2024.09.23 12:00 | s/l | 9 | 0.10 | 98.073 | 98.073 | 96.813 | 8.59 | 1134.87 |
| 33 | 2024.09.23 12:00 | s/l | 10 | 0.10 | 98.073 | 98.073 | 96.813 | -19.80 | 1115.07 |
| 34 | 2024.09.30 15:00 | sell | 11 | 0.10 | 99.220 | 0.000 | 0.000 | ||
| 35 | 2024.09.30 15:00 | modify | 11 | 0.10 | 99.220 | 99.820 | 97.820 | ||
| 36 | 2024.10.01 04:00 | s/l | 11 | 0.10 | 99.820 | 99.820 | 97.820 | -42.31 | 1072.76 |
| 37 | 2024.10.04 14:00 | sell | 12 | 0.10 | 100.855 | 0.000 | 0.000 | ||
| 38 | 2024.10.04 14:00 | modify | 12 | 0.10 | 100.855 | 101.455 | 99.455 | ||
| 39 | 2024.10.08 03:00 | t/p | 12 | 0.10 | 99.455 | 101.455 | 99.455 | 94.22 | 1166.98 |
| 40 | 2024.11.20 16:00 | buy | 13 | 0.10 | 100.974 | 0.000 | 0.000 | ||
| 41 | 2024.11.20 16:00 | modify | 13 | 0.10 | 100.974 | 100.374 | 102.374 | ||
| 42 | 2024.11.21 10:00 | s/l | 13 | 0.10 | 100.374 | 100.374 | 102.374 | -39.96 | 1127.02 |
| 43 | 2024.12.06 18:00 | buy | 14 | 0.10 | 95.681 | 0.000 | 0.000 | ||
| 44 | 2024.12.06 18:00 | modify | 14 | 0.10 | 95.681 | 95.081 | 97.081 | ||
| 45 | 2024.12.09 13:00 | t/p | 14 | 0.10 | 97.081 | 95.081 | 97.081 | 96.77 | 1223.79 |
| 46 | 2024.12.09 18:00 | sell | 15 | 0.10 | 97.678 | 0.000 | 0.000 | ||
| 47 | 2024.12.09 18:00 | modify | 15 | 0.10 | 97.678 | 98.278 | 96.278 | ||
| 48 | 2024.12.11 08:00 | t/p | 15 | 0.10 | 96.278 | 98.278 | 96.278 | 94.22 | 1318.01 |
| 49 | 2024.12.19 17:00 | sell | 16 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 50 | 2024.12.19 17:00 | modify | 16 | 0.10 | 98.580 | 99.180 | 97.180 | ||
| 51 | 2024.12.19 23:00 | sell | 17 | 0.10 | 98.135 | 0.000 | 0.000 | ||
| 52 | 2024.12.19 23:00 | modify | 17 | 0.10 | 98.135 | 98.440 | 97.180 | ||
| 53 | 2024.12.19 23:00 | modify | 16 | 0.10 | 98.580 | 98.440 | 97.180 | ||
| 54 | 2024.12.20 19:00 | sell | 18 | 0.10 | 97.731 | 0.000 | 0.000 | ||
| 55 | 2024.12.20 19:00 | modify | 18 | 0.10 | 97.731 | 98.090 | 97.180 | ||
| 56 | 2024.12.20 19:00 | modify | 17 | 0.10 | 98.135 | 98.090 | 97.180 | ||
| 57 | 2024.12.20 19:00 | modify | 16 | 0.10 | 98.580 | 98.090 | 97.180 | ||
| 58 | 2024.12.23 07:00 | s/l | 16 | 0.10 | 98.090 | 98.090 | 97.180 | 31.63 | 1349.64 |
| 59 | 2024.12.23 07:00 | s/l | 17 | 0.10 | 98.090 | 98.090 | 97.180 | 1.03 | 1350.67 |
| 60 | 2024.12.23 07:00 | s/l | 18 | 0.10 | 98.090 | 98.090 | 97.180 | -25.73 | 1324.94 |
| 61 | 2025.01.27 12:00 | buy | 19 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 62 | 2025.01.27 12:00 | modify | 19 | 0.10 | 97.016 | 96.416 | 98.416 | ||
| 63 | 2025.01.30 02:00 | s/l | 19 | 0.10 | 96.416 | 96.416 | 98.416 | -39.08 | 1285.87 |
| 64 | 2025.03.14 10:00 | sell | 20 | 0.10 | 93.874 | 0.000 | 0.000 | ||
| 65 | 2025.03.14 10:00 | modify | 20 | 0.10 | 93.874 | 94.474 | 92.474 | ||
| 66 | 2025.03.17 09:00 | s/l | 20 | 0.10 | 94.474 | 94.474 | 92.474 | -42.30 | 1243.57 |
| 67 | 2025.03.21 15:00 | buy | 21 | 0.10 | 93.470 | 0.000 | 0.000 | ||
| 68 | 2025.03.21 15:00 | modify | 21 | 0.10 | 93.470 | 92.870 | 94.870 | ||
| 69 | 2025.03.24 07:00 | buy | 22 | 0.10 | 94.127 | 0.000 | 0.000 | ||
| 70 | 2025.03.24 07:00 | modify | 22 | 0.10 | 94.127 | 93.820 | 94.870 | ||
| 71 | 2025.03.24 07:00 | modify | 21 | 0.10 | 93.470 | 93.820 | 94.870 | ||
| 72 | 2025.03.25 02:00 | t/p | 21 | 0.10 | 94.870 | 93.820 | 94.870 | 97.21 | 1340.79 |
| 73 | 2025.03.25 02:00 | t/p | 22 | 0.10 | 94.870 | 93.820 | 94.870 | 51.57 | 1392.36 |
| 74 | 2025.04.29 16:00 | buy | 23 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 75 | 2025.04.29 16:00 | modify | 23 | 0.10 | 90.866 | 90.266 | 92.266 | ||
| 76 | 2025.04.30 22:00 | buy | 24 | 0.10 | 91.511 | 0.000 | 0.000 | ||
| 77 | 2025.04.30 22:00 | modify | 24 | 0.10 | 91.511 | 91.216 | 92.266 | ||
| 78 | 2025.04.30 22:00 | modify | 23 | 0.10 | 90.866 | 91.216 | 92.266 | ||
| 79 | 2025.04.30 23:59 | buy | 25 | 0.10 | 91.711 | 0.000 | 0.000 | ||
| 80 | 2025.04.30 23:59 | modify | 25 | 0.10 | 91.711 | 91.356 | 92.266 | ||
| 81 | 2025.04.30 23:59 | modify | 24 | 0.10 | 91.511 | 91.356 | 92.266 | ||
| 82 | 2025.04.30 23:59 | modify | 23 | 0.10 | 90.866 | 91.356 | 92.266 | ||
| 83 | 2025.04.30 23:59 | close at stop | 25 | 0.10 | 91.681 | 91.356 | 92.266 | -2.06 | 1390.30 |
| 84 | 2025.04.30 23:59 | close at stop | 24 | 0.10 | 91.681 | 91.356 | 92.266 | 11.70 | 1402.00 |
| 85 | 2025.04.30 23:59 | close at stop | 23 | 0.10 | 91.681 | 91.356 | 92.266 | 56.52 | 1458.52 |