Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 703.58 | Gross profit | 1422.78 | Gross loss | -719.20 |
| Profit factor | 1.98 | Expected payoff | 25.13 | ||
| Absolute drawdown | 45.20 | Maximal drawdown | 280.41 (2.63%) | Relative drawdown | 2.63% (280.41) |
| Total trades | 28 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 106.56 | loss trade | -103.21 | |
| Average | profit trade | 79.04 | loss trade | -71.92 | |
| Maximum | consecutive wins (profit in money) | 5 (383.45) | consecutive losses (loss in money) | 3 (-271.33) | |
| Maximal | consecutive profit (count of wins) | 383.45 (5) | consecutive loss (count of losses) | -271.33 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 90.872 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 90.872 | 89.572 | 92.372 | ||
| 3 | 2022.08.03 04:00 | t/p | 1 | 0.10 | 92.372 | 89.572 | 92.372 | 105.14 | 10105.14 |
| 4 | 2022.08.08 12:00 | sell | 2 | 0.10 | 94.048 | 0.000 | 0.000 | ||
| 5 | 2022.08.08 12:00 | modify | 2 | 0.10 | 94.048 | 95.348 | 92.548 | ||
| 6 | 2022.08.25 12:00 | s/l | 2 | 0.10 | 95.348 | 95.348 | 92.548 | -103.21 | 10001.93 |
| 7 | 2022.09.09 08:00 | sell | 3 | 0.10 | 97.668 | 0.000 | 0.000 | ||
| 8 | 2022.09.09 08:00 | modify | 3 | 0.10 | 97.668 | 98.968 | 96.168 | ||
| 9 | 2022.09.14 16:00 | t/p | 3 | 0.10 | 96.168 | 98.968 | 96.168 | 102.67 | 10104.60 |
| 10 | 2022.10.14 08:00 | sell | 4 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 11 | 2022.10.14 08:00 | modify | 4 | 0.10 | 93.262 | 94.562 | 91.762 | ||
| 12 | 2022.10.16 20:00 | sell | 5 | 0.10 | 92.200 | 0.000 | 0.000 | ||
| 13 | 2022.10.16 20:00 | modify | 5 | 0.10 | 92.200 | 92.587 | 91.762 | ||
| 14 | 2022.10.16 20:00 | modify | 4 | 0.10 | 93.262 | 92.587 | 91.762 | ||
| 15 | 2022.10.17 04:00 | s/l | 4 | 0.10 | 92.587 | 92.587 | 91.762 | 46.43 | 10151.03 |
| 16 | 2022.10.17 04:00 | s/l | 5 | 0.10 | 92.587 | 92.587 | 91.762 | -27.66 | 10123.37 |
| 17 | 2022.11.03 16:00 | buy | 6 | 0.10 | 93.286 | 0.000 | 0.000 | ||
| 18 | 2022.11.03 16:00 | modify | 6 | 0.10 | 93.286 | 91.986 | 94.786 | ||
| 19 | 2022.11.04 16:00 | t/p | 6 | 0.10 | 94.786 | 91.986 | 94.786 | 105.14 | 10228.51 |
| 20 | 2022.11.10 12:00 | buy | 7 | 0.10 | 93.694 | 0.000 | 0.000 | ||
| 21 | 2022.11.10 12:00 | modify | 7 | 0.10 | 93.694 | 92.394 | 95.194 | ||
| 22 | 2022.11.28 08:00 | s/l | 7 | 0.10 | 92.394 | 92.394 | 95.194 | -83.10 | 10145.41 |
| 23 | 2022.12.13 12:00 | sell | 8 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 24 | 2022.12.13 12:00 | modify | 8 | 0.10 | 93.104 | 94.404 | 91.604 | ||
| 25 | 2022.12.15 12:00 | sell | 9 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 26 | 2022.12.15 12:00 | modify | 9 | 0.10 | 92.353 | 92.804 | 91.604 | ||
| 27 | 2022.12.15 12:00 | modify | 8 | 0.10 | 93.104 | 92.804 | 91.604 | ||
| 28 | 2022.12.16 16:00 | t/p | 8 | 0.10 | 91.604 | 92.804 | 91.604 | 101.36 | 10246.77 |
| 29 | 2022.12.16 16:00 | t/p | 9 | 0.10 | 91.604 | 92.804 | 91.604 | 51.59 | 10298.36 |
| 30 | 2022.12.20 12:00 | buy | 10 | 0.10 | 88.507 | 0.000 | 0.000 | ||
| 31 | 2022.12.20 12:00 | modify | 10 | 0.10 | 88.507 | 87.207 | 90.007 | ||
| 32 | 2022.12.20 20:00 | s/l | 10 | 0.10 | 87.207 | 87.207 | 90.007 | -90.70 | 10207.66 |
| 33 | 2022.12.27 12:00 | sell | 11 | 0.10 | 89.803 | 0.000 | 0.000 | ||
| 34 | 2022.12.27 12:00 | modify | 11 | 0.10 | 89.803 | 91.103 | 88.303 | ||
| 35 | 2023.01.02 08:00 | sell | 12 | 0.10 | 89.038 | 0.000 | 0.000 | ||
| 36 | 2023.01.02 08:00 | modify | 12 | 0.10 | 89.038 | 89.503 | 88.303 | ||
| 37 | 2023.01.02 08:00 | modify | 11 | 0.10 | 89.803 | 89.503 | 88.303 | ||
| 38 | 2023.01.03 04:00 | t/p | 11 | 0.10 | 88.303 | 89.503 | 88.303 | 100.04 | 10307.70 |
| 39 | 2023.01.03 04:00 | t/p | 12 | 0.10 | 88.303 | 89.503 | 88.303 | 50.61 | 10358.31 |
| 40 | 2023.01.09 16:00 | sell | 13 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 41 | 2023.01.09 16:00 | modify | 13 | 0.10 | 91.598 | 92.898 | 90.098 | ||
| 42 | 2023.01.12 16:00 | t/p | 13 | 0.10 | 90.098 | 92.898 | 90.098 | 101.36 | 10459.67 |
| 43 | 2023.01.18 08:00 | sell | 14 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 44 | 2023.01.18 08:00 | modify | 14 | 0.10 | 91.420 | 92.720 | 89.920 | ||
| 45 | 2023.01.18 20:00 | t/p | 14 | 0.10 | 89.920 | 92.720 | 89.920 | 104.65 | 10564.32 |
| 46 | 2023.01.25 08:00 | sell | 15 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 47 | 2023.01.25 08:00 | modify | 15 | 0.10 | 92.553 | 93.853 | 91.053 | ||
| 48 | 2023.02.01 04:00 | sell | 16 | 0.10 | 91.725 | 0.000 | 0.000 | ||
| 49 | 2023.02.01 04:00 | modify | 16 | 0.10 | 91.725 | 92.103 | 91.053 | ||
| 50 | 2023.02.01 04:00 | modify | 15 | 0.10 | 92.553 | 92.103 | 91.053 | ||
| 51 | 2023.02.01 08:00 | s/l | 15 | 0.10 | 92.103 | 92.103 | 91.053 | 26.79 | 10591.11 |
| 52 | 2023.02.01 08:00 | s/l | 16 | 0.10 | 92.103 | 92.103 | 91.053 | -26.37 | 10564.74 |
| 53 | 2023.02.10 12:00 | buy | 17 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 54 | 2023.02.10 12:00 | modify | 17 | 0.10 | 90.613 | 89.313 | 92.113 | ||
| 55 | 2023.02.13 16:00 | t/p | 17 | 0.10 | 92.113 | 89.313 | 92.113 | 105.14 | 10669.88 |
| 56 | 2023.03.06 16:00 | buy | 18 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 57 | 2023.03.06 16:00 | modify | 18 | 0.10 | 91.560 | 90.260 | 93.060 | ||
| 58 | 2023.03.07 20:00 | s/l | 18 | 0.10 | 90.260 | 90.260 | 93.060 | -90.22 | 10579.65 |
| 59 | 2023.04.21 12:00 | buy | 19 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 60 | 2023.04.21 12:00 | modify | 19 | 0.10 | 89.598 | 88.298 | 91.098 | ||
| 61 | 2023.04.25 20:00 | s/l | 19 | 0.10 | 88.298 | 88.298 | 91.098 | -89.75 | 10489.90 |
| 62 | 2023.05.01 08:00 | sell | 20 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 63 | 2023.05.01 08:00 | modify | 20 | 0.10 | 90.777 | 92.077 | 89.277 | ||
| 64 | 2023.05.02 08:00 | s/l | 20 | 0.10 | 92.077 | 92.077 | 89.277 | -91.36 | 10398.55 |
| 65 | 2023.05.02 12:00 | sell | 21 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 66 | 2023.05.02 12:00 | modify | 21 | 0.10 | 92.043 | 93.343 | 90.543 | ||
| 67 | 2023.05.03 08:00 | t/p | 21 | 0.10 | 90.543 | 93.343 | 90.543 | 103.99 | 10502.54 |
| 68 | 2023.07.07 12:00 | buy | 22 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 69 | 2023.07.07 12:00 | modify | 22 | 0.10 | 95.073 | 93.773 | 96.573 | ||
| 70 | 2023.07.11 08:00 | s/l | 22 | 0.10 | 93.773 | 93.773 | 96.573 | -89.76 | 10412.78 |
| 71 | 2023.07.11 16:00 | buy | 23 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 72 | 2023.07.11 16:00 | modify | 23 | 0.10 | 93.651 | 92.351 | 95.151 | ||
| 73 | 2023.07.13 04:00 | buy | 24 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 74 | 2023.07.13 04:00 | modify | 24 | 0.10 | 94.420 | 93.951 | 95.151 | ||
| 75 | 2023.07.13 04:00 | modify | 23 | 0.10 | 93.651 | 93.951 | 95.151 | ||
| 76 | 2023.07.13 08:00 | buy | 25 | 0.10 | 94.709 | 0.000 | 0.000 | ||
| 77 | 2023.07.13 08:00 | modify | 25 | 0.10 | 94.709 | 94.326 | 95.151 | ||
| 78 | 2023.07.13 08:00 | modify | 24 | 0.10 | 94.420 | 94.326 | 95.151 | ||
| 79 | 2023.07.13 08:00 | modify | 23 | 0.10 | 93.651 | 94.326 | 95.151 | ||
| 80 | 2023.07.13 16:00 | t/p | 23 | 0.10 | 95.151 | 94.326 | 95.151 | 106.56 | 10519.34 |
| 81 | 2023.07.13 16:00 | t/p | 24 | 0.10 | 95.151 | 94.326 | 95.151 | 51.01 | 10570.35 |
| 82 | 2023.07.13 16:00 | t/p | 25 | 0.10 | 95.151 | 94.326 | 95.151 | 30.84 | 10601.19 |
| 83 | 2023.07.13 16:00 | sell | 26 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 84 | 2023.07.13 16:00 | modify | 26 | 0.10 | 94.924 | 96.224 | 93.424 | ||
| 85 | 2023.07.18 08:00 | sell | 27 | 0.10 | 94.086 | 0.000 | 0.000 | ||
| 86 | 2023.07.18 08:00 | modify | 27 | 0.10 | 94.086 | 94.474 | 93.424 | ||
| 87 | 2023.07.18 08:00 | modify | 26 | 0.10 | 94.924 | 94.474 | 93.424 | ||
| 88 | 2023.07.18 16:00 | s/l | 26 | 0.10 | 94.474 | 94.474 | 93.424 | 29.41 | 10630.61 |
| 89 | 2023.07.18 16:00 | s/l | 27 | 0.10 | 94.474 | 94.474 | 93.424 | -27.07 | 10603.54 |
| 90 | 2023.07.20 12:00 | sell | 28 | 0.10 | 95.255 | 0.000 | 0.000 | ||
| 91 | 2023.07.20 12:00 | modify | 28 | 0.10 | 95.255 | 96.555 | 93.755 | ||
| 92 | 2023.07.27 20:00 | t/p | 28 | 0.10 | 93.755 | 96.555 | 93.755 | 100.04 | 10703.58 |