Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=15; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 861.54 | Gross profit | 1073.20 | Gross loss | -211.66 |
| Profit factor | 5.07 | Expected payoff | 41.03 | ||
| Absolute drawdown | 34.22 | Maximal drawdown | 103.57 (1.03%) | Relative drawdown | 1.03% (103.57) |
| Total trades | 21 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
| Largest | profit trade | 103.99 | loss trade | -35.49 | |
| Average | profit trade | 76.66 | loss trade | -30.24 | |
| Maximum | consecutive wins (profit in money) | 5 (386.70) | consecutive losses (loss in money) | 1 (-35.49) | |
| Maximal | consecutive profit (count of wins) | 386.70 (5) | consecutive loss (count of losses) | -35.49 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.14 08:00 | sell | 1 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 2 | 2022.10.14 08:00 | modify | 1 | 0.10 | 93.262 | 93.762 | 91.762 | ||
| 3 | 2022.10.17 16:00 | s/l | 1 | 0.10 | 93.762 | 93.762 | 91.762 | -34.22 | 9965.78 |
| 4 | 2022.11.03 16:00 | buy | 2 | 0.10 | 93.286 | 0.000 | 0.000 | ||
| 5 | 2022.11.03 16:00 | modify | 2 | 0.10 | 93.286 | 92.786 | 94.786 | ||
| 6 | 2022.11.04 12:00 | buy | 3 | 0.10 | 94.213 | 0.000 | 0.000 | ||
| 7 | 2022.11.04 12:00 | modify | 3 | 0.10 | 94.213 | 93.811 | 94.786 | ||
| 8 | 2022.11.04 12:00 | modify | 2 | 0.10 | 93.286 | 93.811 | 94.786 | ||
| 9 | 2022.11.04 16:00 | t/p | 2 | 0.10 | 94.786 | 93.811 | 94.786 | 101.26 | 10067.04 |
| 10 | 2022.11.04 16:00 | t/p | 3 | 0.10 | 94.786 | 93.811 | 94.786 | 38.50 | 10105.54 |
| 11 | 2022.11.10 12:00 | buy | 4 | 0.10 | 93.694 | 0.000 | 0.000 | ||
| 12 | 2022.11.10 12:00 | modify | 4 | 0.10 | 93.694 | 93.194 | 95.194 | ||
| 13 | 2022.11.10 16:00 | s/l | 4 | 0.10 | 93.194 | 93.194 | 95.194 | -33.60 | 10071.94 |
| 14 | 2022.12.13 12:00 | sell | 5 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 15 | 2022.12.13 12:00 | modify | 5 | 0.10 | 93.104 | 93.604 | 91.604 | ||
| 16 | 2022.12.15 12:00 | sell | 6 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 17 | 2022.12.15 12:00 | modify | 6 | 0.10 | 92.353 | 92.879 | 91.604 | ||
| 18 | 2022.12.15 12:00 | modify | 5 | 0.10 | 93.104 | 92.879 | 91.604 | ||
| 19 | 2022.12.16 16:00 | t/p | 5 | 0.10 | 91.604 | 92.879 | 91.604 | 97.64 | 10169.57 |
| 20 | 2022.12.16 16:00 | t/p | 6 | 0.10 | 91.604 | 92.879 | 91.604 | 49.69 | 10219.26 |
| 21 | 2023.01.09 16:00 | sell | 7 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 22 | 2023.01.09 16:00 | modify | 7 | 0.10 | 91.598 | 92.098 | 90.098 | ||
| 23 | 2023.01.12 16:00 | t/p | 7 | 0.10 | 90.098 | 92.098 | 90.098 | 97.64 | 10316.90 |
| 24 | 2023.01.18 08:00 | sell | 8 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 25 | 2023.01.18 08:00 | modify | 8 | 0.10 | 91.420 | 91.920 | 89.920 | ||
| 26 | 2023.01.18 20:00 | t/p | 8 | 0.10 | 89.920 | 91.920 | 89.920 | 100.79 | 10417.69 |
| 27 | 2023.01.25 08:00 | sell | 9 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 28 | 2023.01.25 08:00 | modify | 9 | 0.10 | 92.553 | 93.053 | 91.053 | ||
| 29 | 2023.02.01 04:00 | sell | 10 | 0.10 | 91.725 | 0.000 | 0.000 | ||
| 30 | 2023.02.01 04:00 | modify | 10 | 0.10 | 91.725 | 91.878 | 91.053 | ||
| 31 | 2023.02.01 04:00 | modify | 9 | 0.10 | 92.553 | 91.878 | 91.053 | ||
| 32 | 2023.02.01 08:00 | s/l | 9 | 0.10 | 91.878 | 91.878 | 91.053 | 40.94 | 10458.63 |
| 33 | 2023.02.01 08:00 | s/l | 10 | 0.10 | 91.878 | 91.878 | 91.053 | -10.28 | 10448.35 |
| 34 | 2023.02.10 12:00 | buy | 11 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 35 | 2023.02.10 12:00 | modify | 11 | 0.10 | 90.613 | 90.113 | 92.113 | ||
| 36 | 2023.02.13 16:00 | t/p | 11 | 0.10 | 92.113 | 90.113 | 92.113 | 101.26 | 10549.61 |
| 37 | 2023.04.21 12:00 | buy | 12 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 38 | 2023.04.21 12:00 | modify | 12 | 0.10 | 89.598 | 89.098 | 91.098 | ||
| 39 | 2023.04.25 16:00 | s/l | 12 | 0.10 | 89.098 | 89.098 | 91.098 | -32.69 | 10516.92 |
| 40 | 2023.05.02 12:00 | sell | 13 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 41 | 2023.05.02 12:00 | modify | 13 | 0.10 | 92.043 | 92.543 | 90.543 | ||
| 42 | 2023.05.03 08:00 | t/p | 13 | 0.10 | 90.543 | 92.543 | 90.543 | 100.16 | 10617.08 |
| 43 | 2023.07.07 12:00 | buy | 14 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 44 | 2023.07.07 12:00 | modify | 14 | 0.10 | 95.073 | 94.573 | 96.573 | ||
| 45 | 2023.07.10 08:00 | s/l | 14 | 0.10 | 94.573 | 94.573 | 96.573 | -33.14 | 10583.93 |
| 46 | 2023.07.11 16:00 | buy | 15 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 47 | 2023.07.11 16:00 | modify | 15 | 0.10 | 93.651 | 93.151 | 95.151 | ||
| 48 | 2023.07.13 04:00 | buy | 16 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 49 | 2023.07.13 04:00 | modify | 16 | 0.10 | 94.420 | 93.876 | 95.151 | ||
| 50 | 2023.07.13 04:00 | modify | 15 | 0.10 | 93.651 | 93.876 | 95.151 | ||
| 51 | 2023.07.13 16:00 | t/p | 15 | 0.10 | 95.151 | 93.876 | 95.151 | 102.62 | 10686.55 |
| 52 | 2023.07.13 16:00 | t/p | 16 | 0.10 | 95.151 | 93.876 | 95.151 | 49.12 | 10735.67 |
| 53 | 2023.08.02 12:00 | buy | 17 | 0.10 | 93.939 | 0.000 | 0.000 | ||
| 54 | 2023.08.02 12:00 | modify | 17 | 0.10 | 93.939 | 93.439 | 95.439 | ||
| 55 | 2023.08.03 08:00 | s/l | 17 | 0.10 | 93.439 | 93.439 | 95.439 | -32.23 | 10703.44 |
| 56 | 2023.08.03 12:00 | buy | 18 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 57 | 2023.08.03 12:00 | modify | 18 | 0.10 | 93.327 | 92.827 | 94.827 | ||
| 58 | 2023.08.09 08:00 | buy | 19 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 59 | 2023.08.09 08:00 | modify | 19 | 0.10 | 94.100 | 93.552 | 94.827 | ||
| 60 | 2023.08.09 08:00 | modify | 18 | 0.10 | 93.327 | 93.552 | 94.827 | ||
| 61 | 2023.08.10 08:00 | buy | 20 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 62 | 2023.08.10 08:00 | modify | 20 | 0.10 | 94.241 | 93.852 | 94.827 | ||
| 63 | 2023.08.10 08:00 | modify | 19 | 0.10 | 94.100 | 93.852 | 94.827 | ||
| 64 | 2023.08.10 08:00 | modify | 18 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 65 | 2023.08.10 16:00 | t/p | 18 | 0.10 | 94.827 | 93.852 | 94.827 | 103.99 | 10807.43 |
| 66 | 2023.08.10 16:00 | t/p | 19 | 0.10 | 94.827 | 93.852 | 94.827 | 50.23 | 10857.65 |
| 67 | 2023.08.10 16:00 | t/p | 20 | 0.10 | 94.827 | 93.852 | 94.827 | 39.38 | 10897.03 |
| 68 | 2023.09.15 12:00 | sell | 21 | 0.10 | 95.435 | 0.000 | 0.000 | ||
| 69 | 2023.09.15 12:00 | modify | 21 | 0.10 | 95.435 | 95.935 | 93.935 | ||
| 70 | 2023.09.20 12:00 | s/l | 21 | 0.10 | 95.935 | 95.935 | 93.935 | -35.49 | 10861.54 |