Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 227.80 | Gross profit | 640.22 | Gross loss | -412.41 |
| Profit factor | 1.55 | Expected payoff | 13.40 | ||
| Absolute drawdown | 37.31 | Maximal drawdown | 353.34 (25.13%) | Relative drawdown | 25.13% (353.34) |
| Total trades | 17 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 9 (52.94%) | Loss trades (% of total) | 8 (47.06%) | ||
| Largest | profit trade | 102.73 | loss trade | -70.12 | |
| Average | profit trade | 71.14 | loss trade | -51.55 | |
| Maximum | consecutive wins (profit in money) | 5 (361.56) | consecutive losses (loss in money) | 5 (-313.18) | |
| Maximal | consecutive profit (count of wins) | 361.56 (5) | consecutive loss (count of losses) | -313.18 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 06:00 | buy | 1 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 06:00 | modify | 1 | 0.10 | 96.778 | 95.878 | 98.278 | ||
| 3 | 2023.11.15 15:00 | t/p | 1 | 0.10 | 98.278 | 95.878 | 98.278 | 99.91 | 1099.91 |
| 4 | 2023.12.07 07:00 | buy | 2 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 5 | 2023.12.07 07:00 | modify | 2 | 0.10 | 95.789 | 94.889 | 97.289 | ||
| 6 | 2023.12.07 16:00 | s/l | 2 | 0.10 | 94.889 | 94.889 | 97.289 | -58.02 | 1041.89 |
| 7 | 2024.01.10 05:00 | sell | 3 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 8 | 2024.01.10 05:00 | modify | 3 | 0.10 | 97.057 | 97.957 | 95.557 | ||
| 9 | 2024.02.01 15:00 | t/p | 3 | 0.10 | 95.557 | 97.957 | 95.557 | 70.27 | 1112.16 |
| 10 | 2024.03.05 08:00 | buy | 4 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 11 | 2024.03.05 08:00 | modify | 4 | 0.10 | 97.567 | 96.667 | 99.067 | ||
| 12 | 2024.03.20 18:00 | t/p | 4 | 0.10 | 99.067 | 96.667 | 99.067 | 102.73 | 1214.88 |
| 13 | 2024.03.22 09:00 | buy | 5 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 14 | 2024.03.22 09:00 | modify | 5 | 0.10 | 98.763 | 97.863 | 100.263 | ||
| 15 | 2024.04.04 00:00 | buy | 6 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 16 | 2024.04.04 00:00 | modify | 6 | 0.10 | 99.591 | 99.288 | 100.263 | ||
| 17 | 2024.04.04 00:00 | buy | 7 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 18 | 2024.04.04 00:00 | modify | 7 | 0.10 | 99.591 | 99.288 | 100.263 | ||
| 19 | 2024.04.04 00:00 | modify | 5 | 0.10 | 98.763 | 99.288 | 100.263 | ||
| 20 | 2024.04.04 11:00 | t/p | 5 | 0.10 | 100.263 | 99.288 | 100.263 | 101.92 | 1316.80 |
| 21 | 2024.04.04 11:00 | t/p | 6 | 0.10 | 100.263 | 99.288 | 100.263 | 43.32 | 1360.12 |
| 22 | 2024.04.04 11:00 | t/p | 7 | 0.10 | 100.263 | 99.288 | 100.263 | 43.32 | 1403.44 |
| 23 | 2024.04.26 09:00 | sell | 8 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 24 | 2024.04.26 09:00 | modify | 8 | 0.10 | 102.518 | 103.418 | 101.018 | ||
| 25 | 2024.04.28 21:00 | s/l | 8 | 0.10 | 103.418 | 103.418 | 101.018 | -58.01 | 1345.43 |
| 26 | 2024.05.06 05:00 | sell | 9 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 27 | 2024.05.06 05:00 | modify | 9 | 0.10 | 101.815 | 102.715 | 100.315 | ||
| 28 | 2024.05.09 13:00 | s/l | 9 | 0.10 | 102.715 | 102.715 | 100.315 | -63.51 | 1281.92 |
| 29 | 2024.06.05 09:00 | sell | 10 | 0.10 | 103.930 | 0.000 | 0.000 | ||
| 30 | 2024.06.05 09:00 | modify | 10 | 0.10 | 103.930 | 104.830 | 102.430 | ||
| 31 | 2024.06.14 06:00 | s/l | 10 | 0.10 | 104.830 | 104.830 | 102.430 | -70.12 | 1211.80 |
| 32 | 2024.06.26 07:00 | sell | 11 | 0.10 | 106.773 | 0.000 | 0.000 | ||
| 33 | 2024.06.26 07:00 | modify | 11 | 0.10 | 106.773 | 107.673 | 105.273 | ||
| 34 | 2024.07.01 09:00 | s/l | 11 | 0.10 | 107.673 | 107.673 | 105.273 | -63.51 | 1148.28 |
| 35 | 2024.07.24 06:00 | buy | 12 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 36 | 2024.07.24 06:00 | modify | 12 | 0.10 | 101.996 | 101.096 | 103.496 | ||
| 37 | 2024.07.24 15:00 | s/l | 12 | 0.10 | 101.096 | 101.096 | 103.496 | -58.02 | 1090.26 |
| 38 | 2024.07.25 05:00 | buy | 13 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 39 | 2024.07.25 05:00 | modify | 13 | 0.10 | 99.860 | 98.960 | 101.360 | ||
| 40 | 2024.07.25 15:00 | buy | 14 | 0.10 | 100.711 | 0.000 | 0.000 | ||
| 41 | 2024.07.25 15:00 | modify | 14 | 0.10 | 100.711 | 100.385 | 101.360 | ||
| 42 | 2024.07.25 15:00 | buy | 15 | 0.10 | 100.711 | 0.000 | 0.000 | ||
| 43 | 2024.07.25 15:00 | modify | 15 | 0.10 | 100.711 | 100.385 | 101.360 | ||
| 44 | 2024.07.25 15:00 | modify | 13 | 0.10 | 99.860 | 100.385 | 101.360 | ||
| 45 | 2024.07.26 00:00 | s/l | 13 | 0.10 | 100.385 | 100.385 | 101.360 | 34.25 | 1124.52 |
| 46 | 2024.07.26 00:00 | s/l | 14 | 0.10 | 100.385 | 100.385 | 101.360 | -20.61 | 1103.91 |
| 47 | 2024.07.26 00:00 | s/l | 15 | 0.10 | 100.385 | 100.385 | 101.360 | -20.61 | 1083.30 |
| 48 | 2024.10.01 06:00 | sell | 16 | 0.10 | 99.947 | 0.000 | 0.000 | ||
| 49 | 2024.10.01 06:00 | modify | 16 | 0.10 | 99.947 | 100.847 | 98.447 | ||
| 50 | 2024.10.01 11:00 | sell | 17 | 0.10 | 99.189 | 0.000 | 0.000 | ||
| 51 | 2024.10.01 11:00 | modify | 17 | 0.10 | 99.189 | 99.797 | 98.447 | ||
| 52 | 2024.10.01 11:00 | modify | 16 | 0.10 | 99.947 | 99.797 | 98.447 | ||
| 53 | 2024.10.01 15:00 | t/p | 16 | 0.10 | 98.447 | 99.797 | 98.447 | 96.68 | 1179.98 |
| 54 | 2024.10.01 15:00 | t/p | 17 | 0.10 | 98.447 | 99.797 | 98.447 | 47.82 | 1227.80 |