Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=18; 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 | 800.30 | Gross profit | 1124.16 | Gross loss | -323.86 |
| Profit factor | 3.47 | Expected payoff | 30.78 | ||
| Absolute drawdown | 68.89 | Maximal drawdown | 104.32 (1.04%) | Relative drawdown | 1.04% (104.32) |
| Total trades | 26 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
| Largest | profit trade | 104.69 | loss trade | -34.45 | |
| Average | profit trade | 74.94 | loss trade | -29.44 | |
| Maximum | consecutive wins (profit in money) | 3 (240.96) | consecutive losses (loss in money) | 3 (-100.10) | |
| Maximal | consecutive profit (count of wins) | 240.96 (3) | consecutive loss (count of losses) | -100.10 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.09.09 08:00 | sell | 1 | 0.10 | 97.668 | 0.000 | 0.000 | ||
| 2 | 2022.09.09 08:00 | modify | 1 | 0.10 | 97.668 | 98.168 | 96.168 | ||
| 3 | 2022.09.12 08:00 | s/l | 1 | 0.10 | 98.168 | 98.168 | 96.168 | -34.45 | 9965.55 |
| 4 | 2022.10.14 08:00 | sell | 2 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 5 | 2022.10.14 08:00 | modify | 2 | 0.10 | 93.262 | 93.762 | 91.762 | ||
| 6 | 2022.10.17 16:00 | s/l | 2 | 0.10 | 93.762 | 93.762 | 91.762 | -34.44 | 9931.11 |
| 7 | 2022.11.03 16:00 | buy | 3 | 0.10 | 93.286 | 0.000 | 0.000 | ||
| 8 | 2022.11.03 16:00 | modify | 3 | 0.10 | 93.286 | 92.786 | 94.786 | ||
| 9 | 2022.11.04 12:00 | buy | 4 | 0.10 | 94.213 | 0.000 | 0.000 | ||
| 10 | 2022.11.04 12:00 | modify | 4 | 0.10 | 94.213 | 93.811 | 94.786 | ||
| 11 | 2022.11.04 12:00 | modify | 3 | 0.10 | 93.286 | 93.811 | 94.786 | ||
| 12 | 2022.11.04 16:00 | t/p | 3 | 0.10 | 94.786 | 93.811 | 94.786 | 101.95 | 10033.05 |
| 13 | 2022.11.04 16:00 | t/p | 4 | 0.10 | 94.786 | 93.811 | 94.786 | 38.77 | 10071.82 |
| 14 | 2022.11.10 12:00 | buy | 5 | 0.10 | 93.694 | 0.000 | 0.000 | ||
| 15 | 2022.11.10 12:00 | modify | 5 | 0.10 | 93.694 | 93.194 | 95.194 | ||
| 16 | 2022.11.10 16:00 | s/l | 5 | 0.10 | 93.194 | 93.194 | 95.194 | -33.83 | 10037.99 |
| 17 | 2022.12.13 12:00 | sell | 6 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 18 | 2022.12.13 12:00 | modify | 6 | 0.10 | 93.104 | 93.604 | 91.604 | ||
| 19 | 2022.12.15 12:00 | sell | 7 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 20 | 2022.12.15 12:00 | modify | 7 | 0.10 | 92.353 | 92.954 | 91.604 | ||
| 21 | 2022.12.15 12:00 | modify | 6 | 0.10 | 93.104 | 92.954 | 91.604 | ||
| 22 | 2022.12.16 16:00 | t/p | 6 | 0.10 | 91.604 | 92.954 | 91.604 | 98.29 | 10136.28 |
| 23 | 2022.12.16 16:00 | t/p | 7 | 0.10 | 91.604 | 92.954 | 91.604 | 50.02 | 10186.30 |
| 24 | 2022.12.20 12:00 | buy | 8 | 0.10 | 88.507 | 0.000 | 0.000 | ||
| 25 | 2022.12.20 12:00 | modify | 8 | 0.10 | 88.507 | 88.007 | 90.007 | ||
| 26 | 2022.12.20 16:00 | s/l | 8 | 0.10 | 88.007 | 88.007 | 90.007 | -33.83 | 10152.47 |
| 27 | 2023.01.09 16:00 | sell | 9 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 28 | 2023.01.09 16:00 | modify | 9 | 0.10 | 91.598 | 92.098 | 90.098 | ||
| 29 | 2023.01.12 16:00 | t/p | 9 | 0.10 | 90.098 | 92.098 | 90.098 | 98.29 | 10250.76 |
| 30 | 2023.01.18 08:00 | sell | 10 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 31 | 2023.01.18 08:00 | modify | 10 | 0.10 | 91.420 | 91.920 | 89.920 | ||
| 32 | 2023.01.18 20:00 | t/p | 10 | 0.10 | 89.920 | 91.920 | 89.920 | 101.43 | 10352.19 |
| 33 | 2023.01.25 08:00 | sell | 11 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 34 | 2023.01.25 08:00 | modify | 11 | 0.10 | 92.553 | 93.053 | 91.053 | ||
| 35 | 2023.02.01 04:00 | sell | 12 | 0.10 | 91.725 | 0.000 | 0.000 | ||
| 36 | 2023.02.01 04:00 | modify | 12 | 0.10 | 91.725 | 91.878 | 91.053 | ||
| 37 | 2023.02.01 04:00 | modify | 11 | 0.10 | 92.553 | 91.878 | 91.053 | ||
| 38 | 2023.02.01 08:00 | s/l | 11 | 0.10 | 91.878 | 91.878 | 91.053 | 41.24 | 10393.43 |
| 39 | 2023.02.01 08:00 | s/l | 12 | 0.10 | 91.878 | 91.878 | 91.053 | -10.35 | 10383.08 |
| 40 | 2023.02.10 12:00 | buy | 13 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 41 | 2023.02.10 12:00 | modify | 13 | 0.10 | 90.613 | 90.113 | 92.113 | ||
| 42 | 2023.02.13 16:00 | t/p | 13 | 0.10 | 92.113 | 90.113 | 92.113 | 101.95 | 10485.03 |
| 43 | 2023.03.06 16:00 | buy | 14 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 44 | 2023.03.06 16:00 | modify | 14 | 0.10 | 91.560 | 91.060 | 93.060 | ||
| 45 | 2023.03.07 04:00 | s/l | 14 | 0.10 | 91.060 | 91.060 | 93.060 | -33.37 | 10451.65 |
| 46 | 2023.04.21 12:00 | buy | 15 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 47 | 2023.04.21 12:00 | modify | 15 | 0.10 | 89.598 | 89.098 | 91.098 | ||
| 48 | 2023.04.25 16:00 | s/l | 15 | 0.10 | 89.098 | 89.098 | 91.098 | -32.92 | 10418.73 |
| 49 | 2023.05.01 08:00 | sell | 16 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 50 | 2023.05.01 08:00 | modify | 16 | 0.10 | 90.777 | 91.277 | 89.277 | ||
| 51 | 2023.05.01 16:00 | s/l | 16 | 0.10 | 91.277 | 91.277 | 89.277 | -33.81 | 10384.92 |
| 52 | 2023.05.02 12:00 | sell | 17 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 53 | 2023.05.02 12:00 | modify | 17 | 0.10 | 92.043 | 92.543 | 90.543 | ||
| 54 | 2023.05.03 08:00 | t/p | 17 | 0.10 | 90.543 | 92.543 | 90.543 | 100.81 | 10485.73 |
| 55 | 2023.07.07 12:00 | buy | 18 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 56 | 2023.07.07 12:00 | modify | 18 | 0.10 | 95.073 | 94.573 | 96.573 | ||
| 57 | 2023.07.10 08:00 | s/l | 18 | 0.10 | 94.573 | 94.573 | 96.573 | -33.37 | 10452.36 |
| 58 | 2023.07.11 16:00 | buy | 19 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 59 | 2023.07.11 16:00 | modify | 19 | 0.10 | 93.651 | 93.151 | 95.151 | ||
| 60 | 2023.07.13 04:00 | buy | 20 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 61 | 2023.07.13 04:00 | modify | 20 | 0.10 | 94.420 | 93.801 | 95.151 | ||
| 62 | 2023.07.13 04:00 | modify | 19 | 0.10 | 93.651 | 93.801 | 95.151 | ||
| 63 | 2023.07.13 16:00 | t/p | 19 | 0.10 | 95.151 | 93.801 | 95.151 | 103.31 | 10555.67 |
| 64 | 2023.07.13 16:00 | t/p | 20 | 0.10 | 95.151 | 93.801 | 95.151 | 49.46 | 10605.13 |
| 65 | 2023.07.13 16:00 | sell | 21 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 66 | 2023.07.13 16:00 | modify | 21 | 0.10 | 94.924 | 95.424 | 93.424 | ||
| 67 | 2023.07.18 08:00 | sell | 22 | 0.10 | 94.086 | 0.000 | 0.000 | ||
| 68 | 2023.07.18 08:00 | modify | 22 | 0.10 | 94.086 | 94.249 | 93.424 | ||
| 69 | 2023.07.18 08:00 | modify | 21 | 0.10 | 94.924 | 94.249 | 93.424 | ||
| 70 | 2023.07.18 12:00 | s/l | 21 | 0.10 | 94.249 | 94.249 | 93.424 | 43.76 | 10648.89 |
| 71 | 2023.07.18 12:00 | s/l | 22 | 0.10 | 94.249 | 94.249 | 93.424 | -11.02 | 10637.87 |
| 72 | 2023.08.02 12:00 | buy | 23 | 0.10 | 93.939 | 0.000 | 0.000 | ||
| 73 | 2023.08.02 12:00 | modify | 23 | 0.10 | 93.939 | 93.439 | 95.439 | ||
| 74 | 2023.08.03 08:00 | s/l | 23 | 0.10 | 93.439 | 93.439 | 95.439 | -32.46 | 10605.40 |
| 75 | 2023.08.03 12:00 | buy | 24 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 76 | 2023.08.03 12:00 | modify | 24 | 0.10 | 93.327 | 92.827 | 94.827 | ||
| 77 | 2023.08.09 08:00 | buy | 25 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 78 | 2023.08.09 08:00 | modify | 25 | 0.10 | 94.100 | 93.477 | 94.827 | ||
| 79 | 2023.08.09 08:00 | modify | 24 | 0.10 | 93.327 | 93.477 | 94.827 | ||
| 80 | 2023.08.10 08:00 | buy | 26 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 81 | 2023.08.10 08:00 | modify | 26 | 0.10 | 94.241 | 93.852 | 94.827 | ||
| 82 | 2023.08.10 08:00 | modify | 25 | 0.10 | 94.100 | 93.852 | 94.827 | ||
| 83 | 2023.08.10 08:00 | modify | 24 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 84 | 2023.08.10 16:00 | t/p | 24 | 0.10 | 94.827 | 93.852 | 94.827 | 104.69 | 10710.09 |
| 85 | 2023.08.10 16:00 | t/p | 25 | 0.10 | 94.827 | 93.852 | 94.827 | 50.56 | 10760.65 |
| 86 | 2023.08.10 16:00 | t/p | 26 | 0.10 | 94.827 | 93.852 | 94.827 | 39.65 | 10800.30 |