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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 845.44 | Gross profit | 1311.28 | Gross loss | -465.85 |
| Profit factor | 2.81 | Expected payoff | 30.19 | ||
| Absolute drawdown | 211.06 | Maximal drawdown | 236.34 (2.36%) | Relative drawdown | 2.36% (236.34) |
| Total trades | 28 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 105.86 | loss trade | -71.21 | |
| Average | profit trade | 69.01 | loss trade | -51.76 | |
| Maximum | consecutive wins (profit in money) | 10 (674.94) | consecutive losses (loss in money) | 3 (-54.89) | |
| Maximal | consecutive profit (count of wins) | 674.94 (10) | consecutive loss (count of losses) | -139.93 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.11 07:00 | sell | 1 | 0.10 | 89.005 | 0.000 | 0.000 | ||
| 2 | 2023.04.11 07:00 | modify | 1 | 0.10 | 89.005 | 90.005 | 87.505 | ||
| 3 | 2023.04.13 18:00 | s/l | 1 | 0.10 | 90.005 | 90.005 | 87.505 | -70.38 | 9929.62 |
| 4 | 2023.05.01 01:00 | sell | 2 | 0.10 | 90.457 | 0.000 | 0.000 | ||
| 5 | 2023.05.01 01:00 | modify | 2 | 0.10 | 90.457 | 91.457 | 88.957 | ||
| 6 | 2023.05.02 05:00 | s/l | 2 | 0.10 | 91.457 | 91.457 | 88.957 | -67.90 | 9861.72 |
| 7 | 2023.05.02 05:00 | sell | 3 | 0.10 | 92.171 | 0.000 | 0.000 | ||
| 8 | 2023.05.02 05:00 | modify | 3 | 0.10 | 92.171 | 93.171 | 90.671 | ||
| 9 | 2023.05.03 06:00 | t/p | 3 | 0.10 | 90.671 | 93.171 | 90.671 | 99.76 | 9961.48 |
| 10 | 2023.06.02 09:00 | sell | 4 | 0.10 | 92.021 | 0.000 | 0.000 | ||
| 11 | 2023.06.02 09:00 | modify | 4 | 0.10 | 92.021 | 93.021 | 90.521 | ||
| 12 | 2023.06.06 05:00 | s/l | 4 | 0.10 | 93.021 | 93.021 | 90.521 | -68.72 | 9892.76 |
| 13 | 2023.06.06 05:00 | sell | 5 | 0.10 | 92.942 | 0.000 | 0.000 | ||
| 14 | 2023.06.06 05:00 | modify | 5 | 0.10 | 92.942 | 93.942 | 91.442 | ||
| 15 | 2023.06.09 14:00 | s/l | 5 | 0.10 | 93.942 | 93.942 | 91.442 | -71.21 | 9821.55 |
| 16 | 2023.07.11 08:00 | buy | 6 | 0.10 | 93.803 | 0.000 | 0.000 | ||
| 17 | 2023.07.11 08:00 | modify | 6 | 0.10 | 93.803 | 92.803 | 95.303 | ||
| 18 | 2023.07.13 15:00 | t/p | 6 | 0.10 | 95.303 | 92.803 | 95.303 | 102.55 | 9924.10 |
| 19 | 2023.07.26 09:00 | buy | 7 | 0.10 | 94.968 | 0.000 | 0.000 | ||
| 20 | 2023.07.26 09:00 | modify | 7 | 0.10 | 94.968 | 93.968 | 96.468 | ||
| 21 | 2023.07.27 18:00 | s/l | 7 | 0.10 | 93.968 | 93.968 | 96.468 | -65.69 | 9858.41 |
| 22 | 2023.09.29 02:00 | sell | 8 | 0.10 | 96.201 | 0.000 | 0.000 | ||
| 23 | 2023.09.29 02:00 | modify | 8 | 0.10 | 96.201 | 97.201 | 94.701 | ||
| 24 | 2023.10.02 17:00 | sell | 9 | 0.10 | 95.364 | 0.000 | 0.000 | ||
| 25 | 2023.10.02 17:00 | modify | 9 | 0.10 | 95.364 | 95.826 | 94.701 | ||
| 26 | 2023.10.02 17:00 | modify | 8 | 0.10 | 96.201 | 95.826 | 94.701 | ||
| 27 | 2023.10.03 05:00 | t/p | 8 | 0.10 | 94.701 | 95.826 | 94.701 | 98.93 | 9957.34 |
| 28 | 2023.10.03 05:00 | t/p | 9 | 0.10 | 94.701 | 95.826 | 94.701 | 43.63 | 10000.97 |
| 29 | 2023.10.19 01:00 | buy | 10 | 0.10 | 94.636 | 0.000 | 0.000 | ||
| 30 | 2023.10.19 01:00 | modify | 10 | 0.10 | 94.636 | 93.636 | 96.136 | ||
| 31 | 2023.10.31 06:00 | buy | 11 | 0.10 | 95.387 | 0.000 | 0.000 | ||
| 32 | 2023.10.31 06:00 | modify | 11 | 0.10 | 95.387 | 94.936 | 96.136 | ||
| 33 | 2023.10.31 06:00 | buy | 12 | 0.10 | 95.387 | 0.000 | 0.000 | ||
| 34 | 2023.10.31 06:00 | modify | 12 | 0.10 | 95.387 | 95.161 | 96.136 | ||
| 35 | 2023.10.31 06:00 | modify | 10 | 0.10 | 94.636 | 95.161 | 96.136 | ||
| 36 | 2023.10.31 07:00 | modify | 11 | 0.10 | 95.387 | 95.161 | 96.136 | ||
| 37 | 2023.10.31 19:00 | t/p | 10 | 0.10 | 96.136 | 95.161 | 96.136 | 105.38 | 10106.35 |
| 38 | 2023.10.31 19:00 | t/p | 11 | 0.10 | 96.136 | 95.161 | 96.136 | 50.26 | 10156.61 |
| 39 | 2023.10.31 19:00 | t/p | 12 | 0.10 | 96.136 | 95.161 | 96.136 | 50.26 | 10206.87 |
| 40 | 2023.11.07 12:00 | buy | 13 | 0.10 | 96.554 | 0.000 | 0.000 | ||
| 41 | 2023.11.07 12:00 | modify | 13 | 0.10 | 96.554 | 95.554 | 98.054 | ||
| 42 | 2023.11.15 08:00 | t/p | 13 | 0.10 | 98.054 | 95.554 | 98.054 | 104.43 | 10311.30 |
| 43 | 2023.11.22 09:00 | sell | 14 | 0.10 | 97.635 | 0.000 | 0.000 | ||
| 44 | 2023.11.22 09:00 | modify | 14 | 0.10 | 97.635 | 98.635 | 96.135 | ||
| 45 | 2023.12.05 06:00 | sell | 15 | 0.10 | 96.788 | 0.000 | 0.000 | ||
| 46 | 2023.12.05 06:00 | modify | 15 | 0.10 | 96.788 | 97.260 | 96.135 | ||
| 47 | 2023.12.05 06:00 | modify | 14 | 0.10 | 97.635 | 97.260 | 96.135 | ||
| 48 | 2023.12.06 08:00 | sell | 16 | 0.10 | 96.881 | 0.000 | 0.000 | ||
| 49 | 2023.12.06 08:00 | modify | 16 | 0.10 | 96.881 | 97.335 | 96.135 | ||
| 50 | 2023.12.06 08:00 | sell | 17 | 0.10 | 96.881 | 0.000 | 0.000 | ||
| 51 | 2023.12.06 08:00 | modify | 17 | 0.10 | 96.881 | 97.110 | 96.135 | ||
| 52 | 2023.12.06 08:00 | modify | 15 | 0.10 | 96.788 | 97.110 | 96.135 | ||
| 53 | 2023.12.06 08:00 | modify | 14 | 0.10 | 97.635 | 97.110 | 96.135 | ||
| 54 | 2023.12.06 09:00 | modify | 16 | 0.10 | 96.881 | 97.110 | 96.135 | ||
| 55 | 2023.12.07 03:00 | t/p | 14 | 0.10 | 96.135 | 97.110 | 96.135 | 86.49 | 10397.79 |
| 56 | 2023.12.07 03:00 | t/p | 15 | 0.10 | 96.135 | 97.110 | 96.135 | 40.48 | 10438.27 |
| 57 | 2023.12.07 03:00 | t/p | 16 | 0.10 | 96.135 | 97.110 | 96.135 | 47.54 | 10485.81 |
| 58 | 2023.12.07 03:00 | t/p | 17 | 0.10 | 96.135 | 97.110 | 96.135 | 47.54 | 10533.35 |
| 59 | 2023.12.19 03:00 | sell | 18 | 0.10 | 96.544 | 0.000 | 0.000 | ||
| 60 | 2023.12.19 03:00 | modify | 18 | 0.10 | 96.544 | 97.544 | 95.044 | ||
| 61 | 2023.12.19 11:00 | s/l | 18 | 0.10 | 97.544 | 97.544 | 95.044 | -67.06 | 10466.29 |
| 62 | 2023.12.27 05:00 | sell | 19 | 0.10 | 97.477 | 0.000 | 0.000 | ||
| 63 | 2023.12.27 05:00 | modify | 19 | 0.10 | 97.477 | 98.477 | 95.977 | ||
| 64 | 2023.12.29 06:00 | sell | 20 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 65 | 2023.12.29 06:00 | modify | 20 | 0.10 | 96.702 | 97.177 | 95.977 | ||
| 66 | 2023.12.29 06:00 | sell | 21 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 67 | 2023.12.29 06:00 | modify | 21 | 0.10 | 96.702 | 96.952 | 95.977 | ||
| 68 | 2023.12.29 06:00 | modify | 19 | 0.10 | 97.477 | 96.952 | 95.977 | ||
| 69 | 2023.12.29 07:00 | modify | 20 | 0.10 | 96.702 | 96.952 | 95.977 | ||
| 70 | 2024.01.01 22:00 | t/p | 19 | 0.10 | 95.977 | 96.952 | 95.977 | 96.44 | 10562.73 |
| 71 | 2024.01.01 22:00 | t/p | 20 | 0.10 | 95.977 | 96.952 | 95.977 | 47.79 | 10610.52 |
| 72 | 2024.01.01 22:00 | t/p | 21 | 0.10 | 95.977 | 96.952 | 95.977 | 47.79 | 10658.31 |
| 73 | 2024.01.16 01:00 | buy | 22 | 0.10 | 96.664 | 0.000 | 0.000 | ||
| 74 | 2024.01.16 01:00 | modify | 22 | 0.10 | 96.664 | 95.664 | 98.164 | ||
| 75 | 2024.01.22 15:00 | buy | 23 | 0.10 | 97.492 | 0.000 | 0.000 | ||
| 76 | 2024.01.22 15:00 | modify | 23 | 0.10 | 97.492 | 97.039 | 98.164 | ||
| 77 | 2024.01.22 15:00 | modify | 22 | 0.10 | 96.664 | 97.039 | 98.164 | ||
| 78 | 2024.01.23 08:00 | buy | 24 | 0.10 | 97.417 | 0.000 | 0.000 | ||
| 79 | 2024.01.23 08:00 | modify | 24 | 0.10 | 97.417 | 96.964 | 98.164 | ||
| 80 | 2024.01.23 08:00 | buy | 25 | 0.10 | 97.417 | 0.000 | 0.000 | ||
| 81 | 2024.01.23 08:00 | modify | 25 | 0.10 | 97.417 | 97.189 | 98.164 | ||
| 82 | 2024.01.23 08:00 | modify | 23 | 0.10 | 97.492 | 97.189 | 98.164 | ||
| 83 | 2024.01.23 08:00 | modify | 22 | 0.10 | 96.664 | 97.189 | 98.164 | ||
| 84 | 2024.01.23 09:00 | s/l | 22 | 0.10 | 97.189 | 97.189 | 98.164 | 38.54 | 10696.85 |
| 85 | 2024.01.23 09:00 | s/l | 23 | 0.10 | 97.189 | 97.189 | 98.164 | -19.86 | 10677.00 |
| 86 | 2024.01.23 09:00 | s/l | 25 | 0.10 | 97.189 | 97.189 | 98.164 | -15.30 | 10661.70 |
| 87 | 2024.01.23 09:00 | close | 24 | 0.10 | 97.123 | 96.964 | 98.164 | -19.73 | 10641.97 |
| 88 | 2024.02.01 05:00 | buy | 26 | 0.10 | 96.222 | 0.000 | 0.000 | ||
| 89 | 2024.02.01 05:00 | modify | 26 | 0.10 | 96.222 | 95.222 | 97.722 | ||
| 90 | 2024.02.09 04:00 | buy | 27 | 0.10 | 97.061 | 0.000 | 0.000 | ||
| 91 | 2024.02.09 04:00 | modify | 27 | 0.10 | 97.061 | 96.597 | 97.722 | ||
| 92 | 2024.02.09 04:00 | modify | 26 | 0.10 | 96.222 | 96.597 | 97.722 | ||
| 93 | 2024.02.14 19:00 | t/p | 26 | 0.10 | 97.722 | 96.597 | 97.722 | 105.86 | 10747.83 |
| 94 | 2024.02.14 19:00 | t/p | 27 | 0.10 | 97.722 | 96.597 | 97.722 | 45.78 | 10793.61 |
| 95 | 2024.02.20 10:00 | sell | 28 | 0.10 | 98.485 | 0.000 | 0.000 | ||
| 96 | 2024.02.20 10:00 | modify | 28 | 0.10 | 98.485 | 99.485 | 96.985 | ||
| 97 | 2024.02.29 23:59 | close at stop | 28 | 0.10 | 97.576 | 99.485 | 96.985 | 51.83 | 10845.44 |