Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 698.63 | Gross profit | 1077.91 | Gross loss | -379.28 |
| Profit factor | 2.84 | Expected payoff | 27.95 | ||
| Absolute drawdown | 81.71 | Maximal drawdown | 172.58 (1.60%) | Relative drawdown | 1.60% (172.58) |
| Total trades | 25 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
| Largest | profit trade | 106.32 | loss trade | -56.97 | |
| Average | profit trade | 71.86 | loss trade | -37.93 | |
| Maximum | consecutive wins (profit in money) | 7 (485.55) | consecutive losses (loss in money) | 4 (-93.01) | |
| Maximal | consecutive profit (count of wins) | 485.55 (7) | consecutive loss (count of losses) | -93.01 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.07 10:00 | buy | 1 | 0.10 | 90.719 | 0.000 | 0.000 | ||
| 2 | 2023.03.07 10:00 | modify | 1 | 0.10 | 90.719 | 89.919 | 92.219 | ||
| 3 | 2023.03.09 19:00 | s/l | 1 | 0.10 | 89.919 | 89.919 | 92.219 | -51.79 | 9948.21 |
| 4 | 2023.03.15 15:00 | buy | 2 | 0.10 | 87.964 | 0.000 | 0.000 | ||
| 5 | 2023.03.15 15:00 | modify | 2 | 0.10 | 87.964 | 87.164 | 89.464 | ||
| 6 | 2023.03.16 17:00 | buy | 3 | 0.10 | 88.800 | 0.000 | 0.000 | ||
| 7 | 2023.03.16 17:00 | modify | 3 | 0.10 | 88.800 | 88.339 | 89.464 | ||
| 8 | 2023.03.16 17:00 | modify | 2 | 0.10 | 87.964 | 88.339 | 89.464 | ||
| 9 | 2023.03.17 09:00 | t/p | 2 | 0.10 | 89.464 | 88.339 | 89.464 | 102.55 | 10050.76 |
| 10 | 2023.03.17 09:00 | t/p | 3 | 0.10 | 89.464 | 88.339 | 89.464 | 45.03 | 10095.80 |
| 11 | 2023.04.21 08:00 | buy | 4 | 0.10 | 89.577 | 0.000 | 0.000 | ||
| 12 | 2023.04.21 08:00 | modify | 4 | 0.10 | 89.577 | 88.777 | 91.077 | ||
| 13 | 2023.04.25 14:00 | s/l | 4 | 0.10 | 88.777 | 88.777 | 91.077 | -52.73 | 10043.06 |
| 14 | 2023.04.25 19:00 | buy | 5 | 0.10 | 88.435 | 0.000 | 0.000 | ||
| 15 | 2023.04.25 19:00 | modify | 5 | 0.10 | 88.435 | 87.635 | 89.935 | ||
| 16 | 2023.04.28 15:00 | t/p | 5 | 0.10 | 89.935 | 87.635 | 89.935 | 103.01 | 10146.08 |
| 17 | 2023.05.01 05:00 | sell | 6 | 0.10 | 90.817 | 0.000 | 0.000 | ||
| 18 | 2023.05.01 05:00 | modify | 6 | 0.10 | 90.817 | 91.617 | 89.317 | ||
| 19 | 2023.05.02 05:00 | s/l | 6 | 0.10 | 91.617 | 91.617 | 89.317 | -54.48 | 10091.60 |
| 20 | 2023.05.31 08:00 | buy | 7 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 21 | 2023.05.31 08:00 | modify | 7 | 0.10 | 90.532 | 89.732 | 92.032 | ||
| 22 | 2023.06.01 18:00 | buy | 8 | 0.10 | 91.377 | 0.000 | 0.000 | ||
| 23 | 2023.06.01 18:00 | modify | 8 | 0.10 | 91.377 | 90.907 | 92.032 | ||
| 24 | 2023.06.01 18:00 | modify | 7 | 0.10 | 90.532 | 90.907 | 92.032 | ||
| 25 | 2023.06.02 00:00 | buy | 9 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 26 | 2023.06.02 00:00 | modify | 9 | 0.10 | 91.286 | 90.757 | 92.032 | ||
| 27 | 2023.06.02 01:00 | modify | 9 | 0.10 | 91.286 | 90.907 | 92.032 | ||
| 28 | 2023.06.02 10:00 | t/p | 7 | 0.10 | 92.032 | 90.907 | 92.032 | 102.55 | 10194.15 |
| 29 | 2023.06.02 10:00 | t/p | 8 | 0.10 | 92.032 | 90.907 | 92.032 | 44.43 | 10238.58 |
| 30 | 2023.06.02 10:00 | t/p | 9 | 0.10 | 92.032 | 90.907 | 92.032 | 50.06 | 10288.64 |
| 31 | 2023.07.26 11:00 | buy | 10 | 0.10 | 94.912 | 0.000 | 0.000 | ||
| 32 | 2023.07.26 11:00 | modify | 10 | 0.10 | 94.912 | 94.112 | 96.412 | ||
| 33 | 2023.07.27 18:00 | s/l | 10 | 0.10 | 94.112 | 94.112 | 96.412 | -52.26 | 10236.38 |
| 34 | 2023.07.31 12:00 | sell | 11 | 0.10 | 95.393 | 0.000 | 0.000 | ||
| 35 | 2023.07.31 12:00 | modify | 11 | 0.10 | 95.393 | 96.193 | 93.893 | ||
| 36 | 2023.08.02 07:00 | t/p | 11 | 0.10 | 93.893 | 96.193 | 93.893 | 98.94 | 10335.32 |
| 37 | 2023.09.05 09:00 | buy | 12 | 0.10 | 93.773 | 0.000 | 0.000 | ||
| 38 | 2023.09.05 09:00 | modify | 12 | 0.10 | 93.773 | 92.973 | 95.273 | ||
| 39 | 2023.09.12 07:00 | buy | 13 | 0.10 | 94.539 | 0.000 | 0.000 | ||
| 40 | 2023.09.12 07:00 | modify | 13 | 0.10 | 94.539 | 93.998 | 95.273 | ||
| 41 | 2023.09.12 07:00 | modify | 12 | 0.10 | 93.773 | 93.998 | 95.273 | ||
| 42 | 2023.09.13 00:00 | buy | 14 | 0.10 | 94.624 | 0.000 | 0.000 | ||
| 43 | 2023.09.13 00:00 | modify | 14 | 0.10 | 94.624 | 94.148 | 95.273 | ||
| 44 | 2023.09.13 00:00 | modify | 13 | 0.10 | 94.539 | 94.148 | 95.273 | ||
| 45 | 2023.09.13 00:00 | modify | 12 | 0.10 | 93.773 | 94.148 | 95.273 | ||
| 46 | 2023.09.13 15:00 | buy | 15 | 0.10 | 94.748 | 0.000 | 0.000 | ||
| 47 | 2023.09.13 15:00 | modify | 15 | 0.10 | 94.748 | 94.448 | 95.273 | ||
| 48 | 2023.09.13 15:00 | modify | 14 | 0.10 | 94.624 | 94.448 | 95.273 | ||
| 49 | 2023.09.13 15:00 | modify | 13 | 0.10 | 94.539 | 94.448 | 95.273 | ||
| 50 | 2023.09.13 15:00 | modify | 12 | 0.10 | 93.773 | 94.448 | 95.273 | ||
| 51 | 2023.09.15 03:00 | t/p | 12 | 0.10 | 95.273 | 94.448 | 95.273 | 106.32 | 10441.64 |
| 52 | 2023.09.15 03:00 | t/p | 13 | 0.10 | 95.273 | 94.448 | 95.273 | 51.61 | 10493.26 |
| 53 | 2023.09.15 03:00 | t/p | 14 | 0.10 | 95.273 | 94.448 | 95.273 | 45.44 | 10538.70 |
| 54 | 2023.09.15 03:00 | t/p | 15 | 0.10 | 95.273 | 94.448 | 95.273 | 37.12 | 10575.82 |
| 55 | 2023.09.29 05:00 | sell | 16 | 0.10 | 96.433 | 0.000 | 0.000 | ||
| 56 | 2023.09.29 05:00 | modify | 16 | 0.10 | 96.433 | 97.233 | 94.933 | ||
| 57 | 2023.10.03 05:00 | t/p | 16 | 0.10 | 94.933 | 97.233 | 94.933 | 98.93 | 10674.75 |
| 58 | 2023.10.12 20:00 | buy | 17 | 0.10 | 94.622 | 0.000 | 0.000 | ||
| 59 | 2023.10.12 20:00 | modify | 17 | 0.10 | 94.622 | 93.822 | 96.122 | ||
| 60 | 2023.10.17 22:00 | buy | 18 | 0.10 | 95.380 | 0.000 | 0.000 | ||
| 61 | 2023.10.17 22:00 | modify | 18 | 0.10 | 95.380 | 94.847 | 96.122 | ||
| 62 | 2023.10.17 22:00 | modify | 17 | 0.10 | 94.622 | 94.847 | 96.122 | ||
| 63 | 2023.10.18 03:00 | buy | 19 | 0.10 | 95.451 | 0.000 | 0.000 | ||
| 64 | 2023.10.18 03:00 | modify | 19 | 0.10 | 95.451 | 94.997 | 96.122 | ||
| 65 | 2023.10.18 03:00 | modify | 18 | 0.10 | 95.380 | 94.997 | 96.122 | ||
| 66 | 2023.10.18 03:00 | modify | 17 | 0.10 | 94.622 | 94.997 | 96.122 | ||
| 67 | 2023.10.18 07:00 | buy | 20 | 0.10 | 95.604 | 0.000 | 0.000 | ||
| 68 | 2023.10.18 07:00 | modify | 20 | 0.10 | 95.604 | 95.297 | 96.122 | ||
| 69 | 2023.10.18 07:00 | modify | 19 | 0.10 | 95.451 | 95.297 | 96.122 | ||
| 70 | 2023.10.18 07:00 | modify | 18 | 0.10 | 95.380 | 95.297 | 96.122 | ||
| 71 | 2023.10.18 07:00 | modify | 17 | 0.10 | 94.622 | 95.297 | 96.122 | ||
| 72 | 2023.10.18 12:00 | s/l | 17 | 0.10 | 95.297 | 95.297 | 96.122 | 47.18 | 10721.93 |
| 73 | 2023.10.18 12:00 | s/l | 18 | 0.10 | 95.297 | 95.297 | 96.122 | -5.10 | 10716.83 |
| 74 | 2023.10.18 12:00 | s/l | 19 | 0.10 | 95.297 | 95.297 | 96.122 | -10.34 | 10706.49 |
| 75 | 2023.10.18 12:00 | s/l | 20 | 0.10 | 95.297 | 95.297 | 96.122 | -20.60 | 10685.89 |
| 76 | 2023.10.31 11:00 | sell | 21 | 0.10 | 95.949 | 0.000 | 0.000 | ||
| 77 | 2023.10.31 11:00 | modify | 21 | 0.10 | 95.949 | 96.749 | 94.449 | ||
| 78 | 2023.11.02 01:00 | s/l | 21 | 0.10 | 96.749 | 96.749 | 94.449 | -56.97 | 10628.92 |
| 79 | 2023.11.07 06:00 | buy | 22 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 80 | 2023.11.07 06:00 | modify | 22 | 0.10 | 96.778 | 95.978 | 98.278 | ||
| 81 | 2023.11.15 15:00 | t/p | 22 | 0.10 | 98.278 | 95.978 | 98.278 | 104.43 | 10733.36 |
| 82 | 2023.12.07 12:00 | buy | 23 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 83 | 2023.12.07 12:00 | modify | 23 | 0.10 | 95.242 | 94.442 | 96.742 | ||
| 84 | 2023.12.07 18:00 | s/l | 23 | 0.10 | 94.442 | 94.442 | 96.742 | -53.68 | 10679.68 |
| 85 | 2023.12.19 12:00 | sell | 24 | 0.10 | 97.483 | 0.000 | 0.000 | ||
| 86 | 2023.12.19 12:00 | modify | 24 | 0.10 | 97.483 | 98.283 | 95.983 | ||
| 87 | 2023.12.25 01:00 | sell | 25 | 0.10 | 96.490 | 0.000 | 0.000 | ||
| 88 | 2023.12.25 01:00 | modify | 25 | 0.10 | 96.490 | 96.808 | 95.983 | ||
| 89 | 2023.12.25 01:00 | modify | 24 | 0.10 | 97.483 | 96.808 | 95.983 | ||
| 90 | 2023.12.25 07:00 | s/l | 24 | 0.10 | 96.808 | 96.808 | 95.983 | 40.28 | 10719.96 |
| 91 | 2023.12.25 07:00 | s/l | 25 | 0.10 | 96.808 | 96.808 | 95.983 | -21.33 | 10698.63 |