Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 517.06 | Gross profit | 1114.97 | Gross loss | -597.91 |
| Profit factor | 1.86 | Expected payoff | 25.85 | ||
| Absolute drawdown | 207.27 | Maximal drawdown | 207.27 (2.07%) | Relative drawdown | 2.07% (207.27) |
| Total trades | 20 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 108.19 | loss trade | -106.02 | |
| Average | profit trade | 85.77 | loss trade | -85.42 | |
| Maximum | consecutive wins (profit in money) | 7 (550.93) | consecutive losses (loss in money) | 2 (-188.23) | |
| Maximal | consecutive profit (count of wins) | 550.93 (7) | consecutive loss (count of losses) | -188.23 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.06.01 16:00 | sell | 1 | 0.10 | 93.177 | 0.000 | 0.000 | ||
| 2 | 2022.06.01 16:00 | modify | 1 | 0.10 | 93.177 | 94.477 | 91.677 | ||
| 3 | 2022.06.03 00:00 | s/l | 1 | 0.10 | 94.477 | 94.477 | 91.677 | -95.87 | 9904.13 |
| 4 | 2022.07.29 16:00 | buy | 2 | 0.10 | 93.063 | 0.000 | 0.000 | ||
| 5 | 2022.07.29 16:00 | modify | 2 | 0.10 | 93.063 | 91.763 | 94.563 | ||
| 6 | 2022.08.02 04:00 | s/l | 2 | 0.10 | 91.763 | 91.763 | 94.563 | -92.36 | 9811.77 |
| 7 | 2022.08.02 12:00 | buy | 3 | 0.10 | 90.872 | 0.000 | 0.000 | ||
| 8 | 2022.08.02 12:00 | modify | 3 | 0.10 | 90.872 | 89.572 | 92.372 | ||
| 9 | 2022.08.02 16:00 | buy | 4 | 0.10 | 92.000 | 0.000 | 0.000 | ||
| 10 | 2022.08.02 16:00 | modify | 4 | 0.10 | 92.000 | 91.622 | 92.372 | ||
| 11 | 2022.08.02 16:00 | modify | 3 | 0.10 | 90.872 | 91.622 | 92.372 | ||
| 12 | 2022.08.03 04:00 | t/p | 3 | 0.10 | 92.372 | 91.622 | 92.372 | 108.19 | 9919.96 |
| 13 | 2022.08.03 04:00 | t/p | 4 | 0.10 | 92.372 | 91.622 | 92.372 | 27.20 | 9947.16 |
| 14 | 2022.08.08 12:00 | sell | 5 | 0.10 | 94.048 | 0.000 | 0.000 | ||
| 15 | 2022.08.08 12:00 | modify | 5 | 0.10 | 94.048 | 95.348 | 92.548 | ||
| 16 | 2022.08.25 12:00 | s/l | 5 | 0.10 | 95.348 | 95.348 | 92.548 | -106.02 | 9841.14 |
| 17 | 2022.09.09 08:00 | sell | 6 | 0.10 | 97.668 | 0.000 | 0.000 | ||
| 18 | 2022.09.09 08:00 | modify | 6 | 0.10 | 97.668 | 98.968 | 96.168 | ||
| 19 | 2022.09.14 16:00 | t/p | 6 | 0.10 | 96.168 | 98.968 | 96.168 | 105.46 | 9946.60 |
| 20 | 2022.10.14 08:00 | sell | 7 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 21 | 2022.10.14 08:00 | modify | 7 | 0.10 | 93.262 | 94.562 | 91.762 | ||
| 22 | 2022.10.20 12:00 | s/l | 7 | 0.10 | 94.562 | 94.562 | 91.762 | -97.22 | 9849.38 |
| 23 | 2022.11.03 16:00 | buy | 8 | 0.10 | 93.286 | 0.000 | 0.000 | ||
| 24 | 2022.11.03 16:00 | modify | 8 | 0.10 | 93.286 | 91.986 | 94.786 | ||
| 25 | 2022.11.04 16:00 | t/p | 8 | 0.10 | 94.786 | 91.986 | 94.786 | 108.19 | 9957.57 |
| 26 | 2022.11.10 12:00 | buy | 9 | 0.10 | 93.694 | 0.000 | 0.000 | ||
| 27 | 2022.11.10 12:00 | modify | 9 | 0.10 | 93.694 | 92.394 | 95.194 | ||
| 28 | 2022.11.28 08:00 | s/l | 9 | 0.10 | 92.394 | 92.394 | 95.194 | -85.51 | 9872.05 |
| 29 | 2022.12.13 12:00 | sell | 10 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 30 | 2022.12.13 12:00 | modify | 10 | 0.10 | 93.104 | 94.404 | 91.604 | ||
| 31 | 2022.12.15 12:00 | sell | 11 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 32 | 2022.12.15 12:00 | modify | 11 | 0.10 | 92.353 | 92.804 | 91.604 | ||
| 33 | 2022.12.15 12:00 | modify | 10 | 0.10 | 93.104 | 92.804 | 91.604 | ||
| 34 | 2022.12.16 16:00 | t/p | 10 | 0.10 | 91.604 | 92.804 | 91.604 | 104.10 | 9976.16 |
| 35 | 2022.12.16 16:00 | t/p | 11 | 0.10 | 91.604 | 92.804 | 91.604 | 52.99 | 10029.15 |
| 36 | 2022.12.27 12:00 | sell | 12 | 0.10 | 89.803 | 0.000 | 0.000 | ||
| 37 | 2022.12.27 12:00 | modify | 12 | 0.10 | 89.803 | 91.103 | 88.303 | ||
| 38 | 2023.01.02 08:00 | sell | 13 | 0.10 | 89.038 | 0.000 | 0.000 | ||
| 39 | 2023.01.02 08:00 | modify | 13 | 0.10 | 89.038 | 89.503 | 88.303 | ||
| 40 | 2023.01.02 08:00 | modify | 12 | 0.10 | 89.803 | 89.503 | 88.303 | ||
| 41 | 2023.01.03 04:00 | t/p | 12 | 0.10 | 88.303 | 89.503 | 88.303 | 102.74 | 10131.89 |
| 42 | 2023.01.03 04:00 | t/p | 13 | 0.10 | 88.303 | 89.503 | 88.303 | 51.99 | 10183.88 |
| 43 | 2023.01.09 16:00 | sell | 14 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 44 | 2023.01.09 16:00 | modify | 14 | 0.10 | 91.598 | 92.898 | 90.098 | ||
| 45 | 2023.01.12 16:00 | t/p | 14 | 0.10 | 90.098 | 92.898 | 90.098 | 104.10 | 10287.99 |
| 46 | 2023.01.18 08:00 | sell | 15 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 47 | 2023.01.18 08:00 | modify | 15 | 0.10 | 91.420 | 92.720 | 89.920 | ||
| 48 | 2023.01.18 20:00 | t/p | 15 | 0.10 | 89.920 | 92.720 | 89.920 | 107.49 | 10395.48 |
| 49 | 2023.01.25 08:00 | sell | 16 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 50 | 2023.01.25 08:00 | modify | 16 | 0.10 | 92.553 | 93.853 | 91.053 | ||
| 51 | 2023.02.01 04:00 | sell | 17 | 0.10 | 91.725 | 0.000 | 0.000 | ||
| 52 | 2023.02.01 04:00 | modify | 17 | 0.10 | 91.725 | 92.103 | 91.053 | ||
| 53 | 2023.02.01 04:00 | modify | 16 | 0.10 | 92.553 | 92.103 | 91.053 | ||
| 54 | 2023.02.01 08:00 | s/l | 16 | 0.10 | 92.103 | 92.103 | 91.053 | 27.51 | 10422.99 |
| 55 | 2023.02.01 08:00 | s/l | 17 | 0.10 | 92.103 | 92.103 | 91.053 | -27.09 | 10395.90 |
| 56 | 2023.02.10 12:00 | buy | 18 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 57 | 2023.02.10 12:00 | modify | 18 | 0.10 | 90.613 | 89.313 | 92.113 | ||
| 58 | 2023.02.13 16:00 | t/p | 18 | 0.10 | 92.113 | 89.313 | 92.113 | 108.19 | 10504.08 |
| 59 | 2023.05.01 08:00 | sell | 19 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 60 | 2023.05.01 08:00 | modify | 19 | 0.10 | 90.777 | 92.077 | 89.277 | ||
| 61 | 2023.05.02 08:00 | s/l | 19 | 0.10 | 92.077 | 92.077 | 89.277 | -93.84 | 10410.25 |
| 62 | 2023.05.02 12:00 | sell | 20 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 63 | 2023.05.02 12:00 | modify | 20 | 0.10 | 92.043 | 93.343 | 90.543 | ||
| 64 | 2023.05.03 08:00 | t/p | 20 | 0.10 | 90.543 | 93.343 | 90.543 | 106.81 | 10517.06 |