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=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=70; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=6; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 762.89 | Gross profit | 1326.77 | Gross loss | -563.88 |
| Profit factor | 2.35 | Expected payoff | 24.61 | ||
| Absolute drawdown | 48.28 | Maximal drawdown | 169.87 (1.60%) | Relative drawdown | 1.60% (169.87) |
| Total trades | 31 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 106.23 | loss trade | -52.06 | |
| Average | profit trade | 69.83 | loss trade | -46.99 | |
| Maximum | consecutive wins (profit in money) | 7 (373.04) | consecutive losses (loss in money) | 3 (-140.33) | |
| Maximal | consecutive profit (count of wins) | 394.05 (4) | consecutive loss (count of losses) | -140.33 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | 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 | 93.962 | 91.762 | ||
| 3 | 2022.10.18 04:00 | s/l | 1 | 0.10 | 93.962 | 93.962 | 91.762 | -48.28 | 9951.72 |
| 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 | 92.586 | 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 | 101.23 | 10052.94 |
| 10 | 2022.11.04 16:00 | t/p | 3 | 0.10 | 94.786 | 93.811 | 94.786 | 38.49 | 10091.43 |
| 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 | 92.994 | 95.194 | ||
| 13 | 2022.11.10 16:00 | s/l | 4 | 0.10 | 92.994 | 92.994 | 95.194 | -47.02 | 10044.41 |
| 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 | 93.804 | 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 | 97.62 | 10142.03 |
| 20 | 2022.12.16 16:00 | t/p | 6 | 0.10 | 91.604 | 92.879 | 91.604 | 49.69 | 10191.72 |
| 21 | 2022.12.20 12:00 | buy | 7 | 0.10 | 88.507 | 0.000 | 0.000 | ||
| 22 | 2022.12.20 12:00 | modify | 7 | 0.10 | 88.507 | 87.807 | 90.007 | ||
| 23 | 2022.12.20 16:00 | s/l | 7 | 0.10 | 87.807 | 87.807 | 90.007 | -47.02 | 10144.70 |
| 24 | 2022.12.27 12:00 | sell | 8 | 0.10 | 89.803 | 0.000 | 0.000 | ||
| 25 | 2022.12.27 12:00 | modify | 8 | 0.10 | 89.803 | 90.503 | 88.303 | ||
| 26 | 2022.12.28 04:00 | s/l | 8 | 0.10 | 90.503 | 90.503 | 88.303 | -47.65 | 10097.05 |
| 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 | 92.298 | 90.098 | ||
| 29 | 2023.01.12 16:00 | t/p | 9 | 0.10 | 90.098 | 92.298 | 90.098 | 97.61 | 10194.66 |
| 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 | 92.120 | 89.920 | ||
| 32 | 2023.01.18 20:00 | t/p | 10 | 0.10 | 89.920 | 92.120 | 89.920 | 100.76 | 10295.42 |
| 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 | 93.253 | 91.053 | ||
| 35 | 2023.02.02 20:00 | t/p | 11 | 0.10 | 91.053 | 93.253 | 91.053 | 94.46 | 10389.88 |
| 36 | 2023.02.10 12:00 | buy | 12 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 37 | 2023.02.10 12:00 | modify | 12 | 0.10 | 90.613 | 89.913 | 92.113 | ||
| 38 | 2023.02.13 16:00 | t/p | 12 | 0.10 | 92.113 | 89.913 | 92.113 | 101.23 | 10491.11 |
| 39 | 2023.03.06 16:00 | buy | 13 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 40 | 2023.03.06 16:00 | modify | 13 | 0.10 | 91.560 | 90.860 | 93.060 | ||
| 41 | 2023.03.07 12:00 | s/l | 13 | 0.10 | 90.860 | 90.860 | 93.060 | -46.56 | 10444.54 |
| 42 | 2023.04.21 12:00 | buy | 14 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 43 | 2023.04.21 12:00 | modify | 14 | 0.10 | 89.598 | 88.898 | 91.098 | ||
| 44 | 2023.04.25 16:00 | s/l | 14 | 0.10 | 88.898 | 88.898 | 91.098 | -46.12 | 10398.42 |
| 45 | 2023.05.01 08:00 | sell | 15 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 46 | 2023.05.01 08:00 | modify | 15 | 0.10 | 90.777 | 91.477 | 89.277 | ||
| 47 | 2023.05.02 08:00 | s/l | 15 | 0.10 | 91.477 | 91.477 | 89.277 | -47.65 | 10350.77 |
| 48 | 2023.05.02 12:00 | sell | 16 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 49 | 2023.05.02 12:00 | modify | 16 | 0.10 | 92.043 | 92.743 | 90.543 | ||
| 50 | 2023.05.03 08:00 | t/p | 16 | 0.10 | 90.543 | 92.743 | 90.543 | 100.13 | 10450.90 |
| 51 | 2023.07.07 12:00 | buy | 17 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 52 | 2023.07.07 12:00 | modify | 17 | 0.10 | 95.073 | 94.373 | 96.573 | ||
| 53 | 2023.07.10 16:00 | s/l | 17 | 0.10 | 94.373 | 94.373 | 96.573 | -46.56 | 10404.34 |
| 54 | 2023.07.11 16:00 | buy | 18 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 55 | 2023.07.11 16:00 | modify | 18 | 0.10 | 93.651 | 92.951 | 95.151 | ||
| 56 | 2023.07.13 04:00 | buy | 19 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 57 | 2023.07.13 04:00 | modify | 19 | 0.10 | 94.420 | 93.876 | 95.151 | ||
| 58 | 2023.07.13 04:00 | modify | 18 | 0.10 | 93.651 | 93.876 | 95.151 | ||
| 59 | 2023.07.13 16:00 | t/p | 18 | 0.10 | 95.151 | 93.876 | 95.151 | 102.59 | 10506.93 |
| 60 | 2023.07.13 16:00 | t/p | 19 | 0.10 | 95.151 | 93.876 | 95.151 | 49.11 | 10556.04 |
| 61 | 2023.07.13 16:00 | sell | 20 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 62 | 2023.07.13 16:00 | modify | 20 | 0.10 | 94.924 | 95.624 | 93.424 | ||
| 63 | 2023.07.21 12:00 | s/l | 20 | 0.10 | 95.624 | 95.624 | 93.424 | -52.06 | 10503.98 |
| 64 | 2023.08.02 12:00 | buy | 21 | 0.10 | 93.939 | 0.000 | 0.000 | ||
| 65 | 2023.08.02 12:00 | modify | 21 | 0.10 | 93.939 | 93.239 | 95.439 | ||
| 66 | 2023.08.03 12:00 | s/l | 21 | 0.10 | 93.239 | 93.239 | 95.439 | -45.66 | 10458.31 |
| 67 | 2023.08.03 12:00 | buy | 22 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 68 | 2023.08.03 12:00 | modify | 22 | 0.10 | 93.327 | 92.627 | 94.827 | ||
| 69 | 2023.08.09 08:00 | buy | 23 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 70 | 2023.08.09 08:00 | modify | 23 | 0.10 | 94.100 | 93.552 | 94.827 | ||
| 71 | 2023.08.09 08:00 | modify | 22 | 0.10 | 93.327 | 93.552 | 94.827 | ||
| 72 | 2023.08.10 08:00 | buy | 24 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 73 | 2023.08.10 08:00 | modify | 24 | 0.10 | 94.241 | 93.852 | 94.827 | ||
| 74 | 2023.08.10 08:00 | modify | 23 | 0.10 | 94.100 | 93.852 | 94.827 | ||
| 75 | 2023.08.10 08:00 | modify | 22 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 76 | 2023.08.10 12:00 | buy | 25 | 0.10 | 94.476 | 0.000 | 0.000 | ||
| 77 | 2023.08.10 12:00 | modify | 25 | 0.10 | 94.476 | 94.077 | 94.827 | ||
| 78 | 2023.08.10 12:00 | modify | 24 | 0.10 | 94.241 | 94.077 | 94.827 | ||
| 79 | 2023.08.10 12:00 | modify | 23 | 0.10 | 94.100 | 94.077 | 94.827 | ||
| 80 | 2023.08.10 12:00 | modify | 22 | 0.10 | 93.327 | 94.077 | 94.827 | ||
| 81 | 2023.08.10 16:00 | t/p | 22 | 0.10 | 94.827 | 94.077 | 94.827 | 103.95 | 10562.26 |
| 82 | 2023.08.10 16:00 | t/p | 23 | 0.10 | 94.827 | 94.077 | 94.827 | 50.20 | 10612.45 |
| 83 | 2023.08.10 16:00 | t/p | 24 | 0.10 | 94.827 | 94.077 | 94.827 | 39.36 | 10651.81 |
| 84 | 2023.08.10 16:00 | t/p | 25 | 0.10 | 94.827 | 94.077 | 94.827 | 23.58 | 10675.39 |
| 85 | 2023.09.05 12:00 | buy | 26 | 0.10 | 93.815 | 0.000 | 0.000 | ||
| 86 | 2023.09.05 12:00 | modify | 26 | 0.10 | 93.815 | 93.115 | 95.315 | ||
| 87 | 2023.09.14 08:00 | buy | 27 | 0.10 | 94.741 | 0.000 | 0.000 | ||
| 88 | 2023.09.14 08:00 | modify | 27 | 0.10 | 94.741 | 94.340 | 95.315 | ||
| 89 | 2023.09.14 08:00 | modify | 26 | 0.10 | 93.815 | 94.340 | 95.315 | ||
| 90 | 2023.09.15 04:00 | t/p | 26 | 0.10 | 95.315 | 94.340 | 95.315 | 106.23 | 10781.63 |
| 91 | 2023.09.15 04:00 | t/p | 27 | 0.10 | 95.315 | 94.340 | 95.315 | 39.02 | 10820.64 |
| 92 | 2023.09.15 12:00 | sell | 28 | 0.10 | 95.435 | 0.000 | 0.000 | ||
| 93 | 2023.09.15 12:00 | modify | 28 | 0.10 | 95.435 | 96.135 | 93.935 | ||
| 94 | 2023.09.21 16:00 | sell | 29 | 0.10 | 94.656 | 0.000 | 0.000 | ||
| 95 | 2023.09.21 16:00 | modify | 29 | 0.10 | 94.656 | 95.210 | 93.935 | ||
| 96 | 2023.09.21 16:00 | modify | 28 | 0.10 | 95.435 | 95.210 | 93.935 | ||
| 97 | 2023.09.22 04:00 | s/l | 28 | 0.10 | 95.210 | 95.210 | 93.935 | 10.71 | 10831.35 |
| 98 | 2023.09.22 04:00 | s/l | 29 | 0.10 | 95.210 | 95.210 | 93.935 | -37.84 | 10793.51 |
| 99 | 2023.09.22 16:00 | sell | 30 | 0.10 | 95.624 | 0.000 | 0.000 | ||
| 100 | 2023.09.22 16:00 | modify | 30 | 0.10 | 95.624 | 96.324 | 94.124 | ||
| 101 | 2023.09.29 04:00 | s/l | 30 | 0.10 | 96.324 | 96.324 | 94.124 | -51.44 | 10742.07 |
| 102 | 2023.09.29 08:00 | sell | 31 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 103 | 2023.09.29 08:00 | modify | 31 | 0.10 | 96.387 | 97.087 | 94.887 | ||
| 104 | 2023.09.29 23:59 | close at stop | 31 | 0.10 | 96.077 | 97.087 | 94.887 | 20.82 | 10762.89 |