Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
| 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=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 296.60 | Gross profit | 922.92 | Gross loss | -626.31 |
| Profit factor | 1.47 | Expected payoff | 15.61 | ||
| Absolute drawdown | 435.57 | Maximal drawdown | 528.79 (5.24%) | Relative drawdown | 5.24% (528.79) |
| Total trades | 19 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
| Largest | profit trade | 114.07 | loss trade | -116.45 | |
| Average | profit trade | 76.91 | loss trade | -89.47 | |
| Maximum | consecutive wins (profit in money) | 5 (334.96) | consecutive losses (loss in money) | 4 (-435.57) | |
| Maximal | consecutive profit (count of wins) | 334.96 (5) | consecutive loss (count of losses) | -435.57 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.04.05 16:00 | sell | 1 | 0.10 | 93.791 | 0.000 | 0.000 | ||
| 2 | 2022.04.05 16:00 | modify | 1 | 0.10 | 93.791 | 95.191 | 92.291 | ||
| 3 | 2022.04.20 00:00 | s/l | 1 | 0.10 | 95.191 | 95.191 | 92.291 | -116.45 | 9883.55 |
| 4 | 2022.04.22 12:00 | buy | 2 | 0.10 | 93.731 | 0.000 | 0.000 | ||
| 5 | 2022.04.22 12:00 | modify | 2 | 0.10 | 93.731 | 92.331 | 95.231 | ||
| 6 | 2022.04.25 04:00 | s/l | 2 | 0.10 | 92.331 | 92.331 | 95.231 | -105.47 | 9778.08 |
| 7 | 2022.06.01 16:00 | sell | 3 | 0.10 | 93.177 | 0.000 | 0.000 | ||
| 8 | 2022.06.01 16:00 | modify | 3 | 0.10 | 93.177 | 94.577 | 91.677 | ||
| 9 | 2022.06.03 04:00 | s/l | 3 | 0.10 | 94.577 | 94.577 | 91.677 | -108.69 | 9669.39 |
| 10 | 2022.07.29 16:00 | buy | 4 | 0.10 | 93.063 | 0.000 | 0.000 | ||
| 11 | 2022.07.29 16:00 | modify | 4 | 0.10 | 93.063 | 91.663 | 94.563 | ||
| 12 | 2022.08.02 04:00 | s/l | 4 | 0.10 | 91.663 | 91.663 | 94.563 | -104.96 | 9564.43 |
| 13 | 2022.08.02 12:00 | buy | 5 | 0.10 | 90.872 | 0.000 | 0.000 | ||
| 14 | 2022.08.02 12:00 | modify | 5 | 0.10 | 90.872 | 89.472 | 92.372 | ||
| 15 | 2022.08.02 16:00 | buy | 6 | 0.10 | 92.000 | 0.000 | 0.000 | ||
| 16 | 2022.08.02 16:00 | modify | 6 | 0.10 | 92.000 | 91.772 | 92.372 | ||
| 17 | 2022.08.02 16:00 | modify | 5 | 0.10 | 90.872 | 91.772 | 92.372 | ||
| 18 | 2022.08.03 04:00 | t/p | 5 | 0.10 | 92.372 | 91.772 | 92.372 | 114.07 | 9678.50 |
| 19 | 2022.08.03 04:00 | t/p | 6 | 0.10 | 92.372 | 91.772 | 92.372 | 28.67 | 9707.17 |
| 20 | 2022.08.08 12:00 | sell | 7 | 0.10 | 94.048 | 0.000 | 0.000 | ||
| 21 | 2022.08.08 12:00 | modify | 7 | 0.10 | 94.048 | 95.448 | 92.548 | ||
| 22 | 2022.08.16 00:00 | sell | 8 | 0.10 | 93.442 | 0.000 | 0.000 | ||
| 23 | 2022.08.16 00:00 | modify | 8 | 0.10 | 93.442 | 93.973 | 92.548 | ||
| 24 | 2022.08.16 00:00 | modify | 7 | 0.10 | 94.048 | 93.973 | 92.548 | ||
| 25 | 2022.08.16 12:00 | s/l | 7 | 0.10 | 93.973 | 93.973 | 92.548 | 0.04 | 9707.20 |
| 26 | 2022.08.16 12:00 | s/l | 8 | 0.10 | 93.973 | 93.973 | 92.548 | -40.15 | 9667.05 |
| 27 | 2022.09.09 08:00 | sell | 9 | 0.10 | 97.668 | 0.000 | 0.000 | ||
| 28 | 2022.09.09 08:00 | modify | 9 | 0.10 | 97.668 | 99.068 | 96.168 | ||
| 29 | 2022.09.14 16:00 | t/p | 9 | 0.10 | 96.168 | 99.068 | 96.168 | 111.31 | 9778.37 |
| 30 | 2022.10.14 08:00 | sell | 10 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 31 | 2022.10.14 08:00 | modify | 10 | 0.10 | 93.262 | 94.662 | 91.762 | ||
| 32 | 2022.10.20 16:00 | s/l | 10 | 0.10 | 94.662 | 94.662 | 91.762 | -110.10 | 9668.26 |
| 33 | 2022.11.03 16:00 | buy | 11 | 0.10 | 93.286 | 0.000 | 0.000 | ||
| 34 | 2022.11.03 16:00 | modify | 11 | 0.10 | 93.286 | 91.886 | 94.786 | ||
| 35 | 2022.11.04 12:00 | buy | 12 | 0.10 | 94.213 | 0.000 | 0.000 | ||
| 36 | 2022.11.04 12:00 | modify | 12 | 0.10 | 94.213 | 93.661 | 94.786 | ||
| 37 | 2022.11.04 12:00 | modify | 11 | 0.10 | 93.286 | 93.661 | 94.786 | ||
| 38 | 2022.11.04 16:00 | t/p | 11 | 0.10 | 94.786 | 93.661 | 94.786 | 114.07 | 9782.33 |
| 39 | 2022.11.04 16:00 | t/p | 12 | 0.10 | 94.786 | 93.661 | 94.786 | 43.38 | 9825.71 |
| 40 | 2022.12.27 12:00 | sell | 13 | 0.10 | 89.803 | 0.000 | 0.000 | ||
| 41 | 2022.12.27 12:00 | modify | 13 | 0.10 | 89.803 | 91.203 | 88.303 | ||
| 42 | 2022.12.30 20:00 | sell | 14 | 0.10 | 89.178 | 0.000 | 0.000 | ||
| 43 | 2022.12.30 20:00 | modify | 14 | 0.10 | 89.178 | 89.728 | 88.303 | ||
| 44 | 2022.12.30 20:00 | modify | 13 | 0.10 | 89.803 | 89.728 | 88.303 | ||
| 45 | 2023.01.03 04:00 | t/p | 13 | 0.10 | 88.303 | 89.728 | 88.303 | 108.49 | 9934.20 |
| 46 | 2023.01.03 04:00 | t/p | 14 | 0.10 | 88.303 | 89.728 | 88.303 | 64.76 | 9998.96 |
| 47 | 2023.01.09 16:00 | sell | 15 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 48 | 2023.01.09 16:00 | modify | 15 | 0.10 | 91.598 | 92.998 | 90.098 | ||
| 49 | 2023.01.10 04:00 | sell | 16 | 0.10 | 90.997 | 0.000 | 0.000 | ||
| 50 | 2023.01.10 04:00 | modify | 16 | 0.10 | 90.997 | 91.523 | 90.098 | ||
| 51 | 2023.01.10 04:00 | modify | 15 | 0.10 | 91.598 | 91.523 | 90.098 | ||
| 52 | 2023.01.11 08:00 | s/l | 15 | 0.10 | 91.523 | 91.523 | 90.098 | 4.26 | 10003.22 |
| 53 | 2023.01.11 08:00 | s/l | 16 | 0.10 | 91.523 | 91.523 | 90.098 | -40.49 | 9962.74 |
| 54 | 2023.01.18 08:00 | sell | 17 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 55 | 2023.01.18 08:00 | modify | 17 | 0.10 | 91.420 | 92.820 | 89.920 | ||
| 56 | 2023.01.18 20:00 | t/p | 17 | 0.10 | 89.920 | 92.820 | 89.920 | 113.43 | 10076.17 |
| 57 | 2023.01.25 08:00 | sell | 18 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 58 | 2023.01.25 08:00 | modify | 18 | 0.10 | 92.553 | 93.953 | 91.053 | ||
| 59 | 2023.02.02 20:00 | t/p | 18 | 0.10 | 91.053 | 93.953 | 91.053 | 106.38 | 10182.54 |
| 60 | 2023.02.10 12:00 | buy | 19 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 61 | 2023.02.10 12:00 | modify | 19 | 0.10 | 90.613 | 89.213 | 92.113 | ||
| 62 | 2023.02.13 16:00 | t/p | 19 | 0.10 | 92.113 | 89.213 | 92.113 | 114.06 | 10296.60 |