Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 699.43 | Gross profit | 940.59 | Gross loss | -241.16 |
| Profit factor | 3.90 | Expected payoff | 23.31 | ||
| Absolute drawdown | 6.01 | Maximal drawdown | 193.12 (1.78%) | Relative drawdown | 1.78% (193.12) |
| Total trades | 30 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 18 (60.00%) | Loss trades (% of total) | 12 (40.00%) | ||
| Largest | profit trade | 99.58 | loss trade | -75.13 | |
| Average | profit trade | 52.26 | loss trade | -20.10 | |
| Maximum | consecutive wins (profit in money) | 6 (409.67) | consecutive losses (loss in money) | 4 (-158.68) | |
| Maximal | consecutive profit (count of wins) | 409.67 (6) | consecutive loss (count of losses) | -158.68 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.31 16:00 | sell | 1 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 2 | 2023.07.31 16:00 | modify | 1 | 0.10 | 95.677 | 96.777 | 94.177 | ||
| 3 | 2023.08.01 16:00 | sell | 2 | 0.10 | 94.748 | 0.000 | 0.000 | ||
| 4 | 2023.08.01 16:00 | modify | 2 | 0.10 | 94.748 | 95.002 | 94.177 | ||
| 5 | 2023.08.01 16:00 | modify | 1 | 0.10 | 95.677 | 95.002 | 94.177 | ||
| 6 | 2023.08.02 05:00 | t/p | 1 | 0.10 | 94.177 | 95.002 | 94.177 | 92.62 | 10092.62 |
| 7 | 2023.08.02 05:00 | t/p | 2 | 0.10 | 94.177 | 95.002 | 94.177 | 35.02 | 10127.64 |
| 8 | 2023.09.28 18:00 | sell | 3 | 0.10 | 95.857 | 0.000 | 0.000 | ||
| 9 | 2023.09.28 18:00 | modify | 3 | 0.10 | 95.857 | 96.957 | 94.357 | ||
| 10 | 2023.10.02 19:00 | sell | 4 | 0.10 | 95.318 | 0.000 | 0.000 | ||
| 11 | 2023.10.02 19:00 | modify | 4 | 0.10 | 95.318 | 95.707 | 94.357 | ||
| 12 | 2023.10.02 19:00 | modify | 3 | 0.10 | 95.857 | 95.707 | 94.357 | ||
| 13 | 2023.10.03 15:00 | t/p | 3 | 0.10 | 94.357 | 95.707 | 94.357 | 91.66 | 10219.31 |
| 14 | 2023.10.03 15:00 | t/p | 4 | 0.10 | 94.357 | 95.707 | 94.357 | 59.61 | 10278.92 |
| 15 | 2023.10.12 20:00 | buy | 5 | 0.10 | 94.622 | 0.000 | 0.000 | ||
| 16 | 2023.10.12 20:00 | modify | 5 | 0.10 | 94.622 | 93.522 | 96.122 | ||
| 17 | 2023.10.31 19:00 | t/p | 5 | 0.10 | 96.122 | 93.522 | 96.122 | 99.58 | 10378.50 |
| 18 | 2023.11.03 20:00 | sell | 6 | 0.10 | 97.293 | 0.000 | 0.000 | ||
| 19 | 2023.11.03 20:00 | modify | 6 | 0.10 | 97.293 | 98.393 | 95.793 | ||
| 20 | 2023.11.07 05:00 | sell | 7 | 0.10 | 96.740 | 0.000 | 0.000 | ||
| 21 | 2023.11.07 05:00 | modify | 7 | 0.10 | 96.740 | 97.143 | 95.793 | ||
| 22 | 2023.11.07 05:00 | modify | 6 | 0.10 | 97.293 | 97.143 | 95.793 | ||
| 23 | 2023.11.07 10:00 | sell | 8 | 0.10 | 96.595 | 0.000 | 0.000 | ||
| 24 | 2023.11.07 10:00 | modify | 8 | 0.10 | 96.595 | 96.768 | 95.793 | ||
| 25 | 2023.11.07 10:00 | modify | 7 | 0.10 | 96.740 | 96.768 | 95.793 | ||
| 26 | 2023.11.07 10:00 | modify | 6 | 0.10 | 97.293 | 96.768 | 95.793 | ||
| 27 | 2023.11.07 20:00 | s/l | 6 | 0.10 | 96.768 | 96.768 | 95.793 | 31.17 | 10409.67 |
| 28 | 2023.11.07 20:00 | s/l | 7 | 0.10 | 96.768 | 96.768 | 95.793 | -1.76 | 10407.91 |
| 29 | 2023.11.07 20:00 | s/l | 8 | 0.10 | 96.768 | 96.768 | 95.793 | -10.90 | 10397.01 |
| 30 | 2023.11.09 21:00 | buy | 9 | 0.10 | 96.405 | 0.000 | 0.000 | ||
| 31 | 2023.11.09 21:00 | modify | 9 | 0.10 | 96.405 | 95.305 | 97.905 | ||
| 32 | 2023.11.14 17:00 | t/p | 9 | 0.10 | 97.905 | 95.305 | 97.905 | 95.45 | 10492.46 |
| 33 | 2023.11.14 18:00 | sell | 10 | 0.10 | 97.814 | 0.000 | 0.000 | ||
| 34 | 2023.11.14 18:00 | modify | 10 | 0.10 | 97.814 | 98.914 | 96.314 | ||
| 35 | 2023.11.17 15:00 | sell | 11 | 0.10 | 97.122 | 0.000 | 0.000 | ||
| 36 | 2023.11.17 15:00 | modify | 11 | 0.10 | 97.122 | 97.289 | 96.314 | ||
| 37 | 2023.11.17 15:00 | modify | 10 | 0.10 | 97.814 | 97.289 | 96.314 | ||
| 38 | 2023.11.17 16:00 | s/l | 10 | 0.10 | 97.289 | 97.289 | 96.314 | 28.27 | 10520.73 |
| 39 | 2023.11.17 16:00 | s/l | 11 | 0.10 | 97.289 | 97.289 | 96.314 | -10.52 | 10510.21 |
| 40 | 2023.12.22 18:00 | sell | 12 | 0.10 | 96.934 | 0.000 | 0.000 | ||
| 41 | 2023.12.22 18:00 | modify | 12 | 0.10 | 96.934 | 98.034 | 95.434 | ||
| 42 | 2023.12.29 11:00 | sell | 13 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 43 | 2023.12.29 11:00 | modify | 13 | 0.10 | 96.400 | 96.784 | 95.434 | ||
| 44 | 2023.12.29 11:00 | modify | 12 | 0.10 | 96.934 | 96.784 | 95.434 | ||
| 45 | 2023.12.29 12:00 | sell | 14 | 0.10 | 96.254 | 0.000 | 0.000 | ||
| 46 | 2023.12.29 12:00 | modify | 14 | 0.10 | 96.254 | 96.409 | 95.434 | ||
| 47 | 2023.12.29 12:00 | modify | 13 | 0.10 | 96.400 | 96.409 | 95.434 | ||
| 48 | 2023.12.29 12:00 | modify | 12 | 0.10 | 96.934 | 96.409 | 95.434 | ||
| 49 | 2023.12.29 15:00 | s/l | 12 | 0.10 | 96.409 | 96.409 | 95.434 | 26.34 | 10536.55 |
| 50 | 2023.12.29 15:00 | s/l | 13 | 0.10 | 96.409 | 96.409 | 95.434 | -0.57 | 10535.98 |
| 51 | 2023.12.29 15:00 | s/l | 14 | 0.10 | 96.409 | 96.409 | 95.434 | -9.77 | 10526.21 |
| 52 | 2024.01.11 18:00 | buy | 15 | 0.10 | 97.170 | 0.000 | 0.000 | ||
| 53 | 2024.01.11 18:00 | modify | 15 | 0.10 | 97.170 | 96.070 | 98.670 | ||
| 54 | 2024.01.19 02:00 | buy | 16 | 0.10 | 97.695 | 0.000 | 0.000 | ||
| 55 | 2024.01.19 02:00 | modify | 16 | 0.10 | 97.695 | 97.320 | 98.670 | ||
| 56 | 2024.01.19 02:00 | modify | 15 | 0.10 | 97.170 | 97.320 | 98.670 | ||
| 57 | 2024.01.22 14:00 | s/l | 15 | 0.10 | 97.320 | 97.320 | 98.670 | 12.11 | 10538.32 |
| 58 | 2024.01.22 14:00 | s/l | 16 | 0.10 | 97.320 | 97.320 | 98.670 | -23.35 | 10514.97 |
| 59 | 2024.01.31 18:00 | buy | 17 | 0.10 | 96.551 | 0.000 | 0.000 | ||
| 60 | 2024.01.31 18:00 | modify | 17 | 0.10 | 96.551 | 95.451 | 98.051 | ||
| 61 | 2024.02.09 07:00 | buy | 18 | 0.10 | 97.094 | 0.000 | 0.000 | ||
| 62 | 2024.02.09 07:00 | modify | 18 | 0.10 | 97.094 | 96.701 | 98.051 | ||
| 63 | 2024.02.09 07:00 | modify | 17 | 0.10 | 96.551 | 96.701 | 98.051 | ||
| 64 | 2024.02.09 09:00 | buy | 19 | 0.10 | 97.226 | 0.000 | 0.000 | ||
| 65 | 2024.02.09 09:00 | modify | 19 | 0.10 | 97.226 | 97.076 | 98.051 | ||
| 66 | 2024.02.09 09:00 | modify | 18 | 0.10 | 97.094 | 97.076 | 98.051 | ||
| 67 | 2024.02.09 09:00 | modify | 17 | 0.10 | 96.551 | 97.076 | 98.051 | ||
| 68 | 2024.02.09 14:00 | buy | 20 | 0.10 | 97.465 | 0.000 | 0.000 | ||
| 69 | 2024.02.09 14:00 | modify | 20 | 0.10 | 97.465 | 97.226 | 98.051 | ||
| 70 | 2024.02.09 14:00 | modify | 19 | 0.10 | 97.226 | 97.226 | 98.051 | ||
| 71 | 2024.02.09 14:00 | modify | 18 | 0.10 | 97.094 | 97.226 | 98.051 | ||
| 72 | 2024.02.09 14:00 | modify | 17 | 0.10 | 96.551 | 97.226 | 98.051 | ||
| 73 | 2024.02.11 23:00 | s/l | 17 | 0.10 | 97.226 | 97.226 | 98.051 | 45.80 | 10560.77 |
| 74 | 2024.02.11 23:00 | s/l | 18 | 0.10 | 97.226 | 97.226 | 98.051 | 8.32 | 10569.09 |
| 75 | 2024.02.11 23:00 | s/l | 19 | 0.10 | 97.226 | 97.226 | 98.051 | 0.00 | 10569.09 |
| 76 | 2024.02.11 23:00 | s/l | 20 | 0.10 | 97.226 | 97.226 | 98.051 | -15.07 | 10554.02 |
| 77 | 2024.03.14 16:00 | buy | 21 | 0.10 | 97.594 | 0.000 | 0.000 | ||
| 78 | 2024.03.14 16:00 | modify | 21 | 0.10 | 97.594 | 96.494 | 99.094 | ||
| 79 | 2024.03.19 13:00 | buy | 22 | 0.10 | 98.122 | 0.000 | 0.000 | ||
| 80 | 2024.03.19 13:00 | modify | 22 | 0.10 | 98.122 | 97.744 | 99.094 | ||
| 81 | 2024.03.19 13:00 | modify | 21 | 0.10 | 97.594 | 97.744 | 99.094 | ||
| 82 | 2024.03.20 19:00 | t/p | 21 | 0.10 | 99.094 | 97.744 | 99.094 | 95.74 | 10649.76 |
| 83 | 2024.03.20 19:00 | t/p | 22 | 0.10 | 99.094 | 97.744 | 99.094 | 61.58 | 10711.34 |
| 84 | 2024.04.01 19:00 | buy | 23 | 0.10 | 98.354 | 0.000 | 0.000 | ||
| 85 | 2024.04.01 19:00 | modify | 23 | 0.10 | 98.354 | 97.254 | 99.854 | ||
| 86 | 2024.04.04 05:00 | t/p | 23 | 0.10 | 99.854 | 97.254 | 99.854 | 96.04 | 10807.37 |
| 87 | 2024.04.10 17:00 | buy | 24 | 0.10 | 99.543 | 0.000 | 0.000 | ||
| 88 | 2024.04.10 17:00 | modify | 24 | 0.10 | 99.543 | 98.443 | 101.043 | ||
| 89 | 2024.04.11 13:00 | buy | 25 | 0.10 | 100.070 | 0.000 | 0.000 | ||
| 90 | 2024.04.11 13:00 | modify | 25 | 0.10 | 100.070 | 99.693 | 101.043 | ||
| 91 | 2024.04.11 13:00 | modify | 24 | 0.10 | 99.543 | 99.693 | 101.043 | ||
| 92 | 2024.04.11 19:00 | buy | 26 | 0.10 | 100.230 | 0.000 | 0.000 | ||
| 93 | 2024.04.11 19:00 | modify | 26 | 0.10 | 100.230 | 100.068 | 101.043 | ||
| 94 | 2024.04.11 19:00 | modify | 25 | 0.10 | 100.070 | 100.068 | 101.043 | ||
| 95 | 2024.04.11 19:00 | modify | 24 | 0.10 | 99.543 | 100.068 | 101.043 | ||
| 96 | 2024.04.11 22:00 | s/l | 24 | 0.10 | 100.068 | 100.068 | 101.043 | 33.98 | 10841.35 |
| 97 | 2024.04.11 22:00 | s/l | 25 | 0.10 | 100.068 | 100.068 | 101.043 | -0.13 | 10841.22 |
| 98 | 2024.04.11 22:00 | s/l | 26 | 0.10 | 100.068 | 100.068 | 101.043 | -10.22 | 10831.00 |
| 99 | 2024.04.23 19:00 | sell | 27 | 0.10 | 100.385 | 0.000 | 0.000 | ||
| 100 | 2024.04.23 19:00 | modify | 27 | 0.10 | 100.385 | 101.485 | 98.885 | ||
| 101 | 2024.04.25 07:00 | s/l | 27 | 0.10 | 101.485 | 101.485 | 98.885 | -73.20 | 10757.80 |
| 102 | 2024.05.08 17:00 | sell | 28 | 0.10 | 102.300 | 0.000 | 0.000 | ||
| 103 | 2024.05.08 17:00 | modify | 28 | 0.10 | 102.300 | 103.400 | 100.800 | ||
| 104 | 2024.05.14 08:00 | s/l | 28 | 0.10 | 103.400 | 103.400 | 100.800 | -75.13 | 10682.67 |
| 105 | 2024.05.17 20:00 | sell | 29 | 0.10 | 104.240 | 0.000 | 0.000 | ||
| 106 | 2024.05.17 20:00 | modify | 29 | 0.10 | 104.240 | 105.340 | 102.740 | ||
| 107 | 2024.05.23 19:00 | sell | 30 | 0.10 | 103.548 | 0.000 | 0.000 | ||
| 108 | 2024.05.23 19:00 | modify | 30 | 0.10 | 103.548 | 103.715 | 102.740 | ||
| 109 | 2024.05.23 19:00 | modify | 29 | 0.10 | 104.240 | 103.715 | 102.740 | ||
| 110 | 2024.05.23 22:00 | s/l | 29 | 0.10 | 103.715 | 103.715 | 102.740 | 27.30 | 10709.96 |
| 111 | 2024.05.23 22:00 | s/l | 30 | 0.10 | 103.715 | 103.715 | 102.740 | -10.53 | 10699.43 |