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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=120; IT_TakeProfit=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 830.98 | Gross profit | 1460.62 | Gross loss | -629.64 |
| Profit factor | 2.32 | Expected payoff | 28.65 | ||
| Absolute drawdown | 37.86 | Maximal drawdown | 153.33 (1.50%) | Relative drawdown | 1.50% (153.33) |
| Total trades | 29 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
| Largest | profit trade | 99.57 | loss trade | -84.44 | |
| Average | profit trade | 73.03 | loss trade | -69.96 | |
| Maximum | consecutive wins (profit in money) | 5 (315.18) | consecutive losses (loss in money) | 1 (-84.44) | |
| Maximal | consecutive profit (count of wins) | 355.90 (4) | consecutive loss (count of losses) | -84.44 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.10.10 08:00 | buy | 1 | 0.10 | 91.785 | 0.000 | 0.000 | ||
| 2 | 2022.10.10 08:00 | modify | 1 | 0.10 | 91.785 | 90.585 | 93.185 | ||
| 3 | 2022.10.14 04:00 | t/p | 1 | 0.10 | 93.185 | 90.585 | 93.185 | 96.84 | 10096.84 |
| 4 | 2022.12.02 08:00 | buy | 2 | 0.10 | 91.845 | 0.000 | 0.000 | ||
| 5 | 2022.12.02 08:00 | modify | 2 | 0.10 | 91.845 | 90.645 | 93.245 | ||
| 6 | 2022.12.08 20:00 | buy | 3 | 0.10 | 92.567 | 0.000 | 0.000 | ||
| 7 | 2022.12.08 20:00 | modify | 3 | 0.10 | 92.567 | 92.125 | 93.245 | ||
| 8 | 2022.12.08 20:00 | modify | 2 | 0.10 | 91.845 | 92.125 | 93.245 | ||
| 9 | 2022.12.09 12:00 | s/l | 2 | 0.10 | 92.125 | 92.125 | 93.245 | 22.01 | 10118.85 |
| 10 | 2022.12.09 12:00 | s/l | 3 | 0.10 | 92.125 | 92.125 | 93.245 | -29.26 | 10089.58 |
| 11 | 2022.12.13 08:00 | sell | 4 | 0.10 | 93.124 | 0.000 | 0.000 | ||
| 12 | 2022.12.13 08:00 | modify | 4 | 0.10 | 93.124 | 94.324 | 91.724 | ||
| 13 | 2022.12.15 12:00 | sell | 5 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 14 | 2022.12.15 12:00 | modify | 5 | 0.10 | 92.353 | 92.774 | 91.724 | ||
| 15 | 2022.12.15 12:00 | modify | 4 | 0.10 | 93.124 | 92.774 | 91.724 | ||
| 16 | 2022.12.16 12:00 | t/p | 4 | 0.10 | 91.724 | 92.774 | 91.724 | 90.96 | 10180.54 |
| 17 | 2022.12.16 12:00 | t/p | 5 | 0.10 | 91.724 | 92.774 | 91.724 | 41.65 | 10222.19 |
| 18 | 2023.01.02 08:00 | buy | 6 | 0.10 | 89.068 | 0.000 | 0.000 | ||
| 19 | 2023.01.02 08:00 | modify | 6 | 0.10 | 89.068 | 87.868 | 90.468 | ||
| 20 | 2023.01.03 12:00 | s/l | 6 | 0.10 | 87.868 | 87.868 | 90.468 | -80.20 | 10141.99 |
| 21 | 2023.01.09 08:00 | sell | 7 | 0.10 | 91.448 | 0.000 | 0.000 | ||
| 22 | 2023.01.09 08:00 | modify | 7 | 0.10 | 91.448 | 92.648 | 90.048 | ||
| 23 | 2023.01.12 16:00 | t/p | 7 | 0.10 | 90.048 | 92.648 | 90.048 | 90.95 | 10232.94 |
| 24 | 2023.01.23 12:00 | sell | 8 | 0.10 | 91.093 | 0.000 | 0.000 | ||
| 25 | 2023.01.23 12:00 | modify | 8 | 0.10 | 91.093 | 92.293 | 89.693 | ||
| 26 | 2023.01.25 04:00 | s/l | 8 | 0.10 | 92.293 | 92.293 | 89.693 | -81.92 | 10151.02 |
| 27 | 2023.02.13 12:00 | sell | 9 | 0.10 | 91.965 | 0.000 | 0.000 | ||
| 28 | 2023.02.13 12:00 | modify | 9 | 0.10 | 91.965 | 93.165 | 90.565 | ||
| 29 | 2023.03.07 16:00 | t/p | 9 | 0.10 | 90.565 | 93.165 | 90.565 | 80.24 | 10231.25 |
| 30 | 2023.03.24 12:00 | buy | 10 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 31 | 2023.03.24 12:00 | modify | 10 | 0.10 | 86.306 | 85.106 | 87.706 | ||
| 32 | 2023.03.28 08:00 | t/p | 10 | 0.10 | 87.706 | 85.106 | 87.706 | 95.02 | 10326.27 |
| 33 | 2023.04.03 12:00 | sell | 11 | 0.10 | 89.866 | 0.000 | 0.000 | ||
| 34 | 2023.04.03 12:00 | modify | 11 | 0.10 | 89.866 | 91.066 | 88.466 | ||
| 35 | 2023.04.05 08:00 | t/p | 11 | 0.10 | 88.466 | 91.066 | 88.466 | 92.85 | 10419.12 |
| 36 | 2023.04.13 12:00 | sell | 12 | 0.10 | 89.817 | 0.000 | 0.000 | ||
| 37 | 2023.04.13 12:00 | modify | 12 | 0.10 | 89.817 | 91.017 | 88.417 | ||
| 38 | 2023.04.25 20:00 | t/p | 12 | 0.10 | 88.417 | 91.017 | 88.417 | 87.80 | 10506.92 |
| 39 | 2023.04.28 12:00 | sell | 13 | 0.10 | 89.657 | 0.000 | 0.000 | ||
| 40 | 2023.04.28 12:00 | modify | 13 | 0.10 | 89.657 | 90.857 | 88.257 | ||
| 41 | 2023.05.01 04:00 | s/l | 13 | 0.10 | 90.857 | 90.857 | 88.257 | -81.29 | 10425.63 |
| 42 | 2023.05.08 08:00 | sell | 14 | 0.10 | 91.578 | 0.000 | 0.000 | ||
| 43 | 2023.05.08 08:00 | modify | 14 | 0.10 | 91.578 | 92.778 | 90.178 | ||
| 44 | 2023.05.11 04:00 | sell | 15 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 45 | 2023.05.11 04:00 | modify | 15 | 0.10 | 90.871 | 91.298 | 90.178 | ||
| 46 | 2023.05.11 04:00 | modify | 14 | 0.10 | 91.578 | 91.298 | 90.178 | ||
| 47 | 2023.05.11 16:00 | t/p | 14 | 0.10 | 90.178 | 91.298 | 90.178 | 90.95 | 10516.58 |
| 48 | 2023.05.11 16:00 | t/p | 15 | 0.10 | 90.178 | 91.298 | 90.178 | 46.58 | 10563.16 |
| 49 | 2023.05.15 12:00 | sell | 16 | 0.10 | 91.071 | 0.000 | 0.000 | ||
| 50 | 2023.05.15 12:00 | modify | 16 | 0.10 | 91.071 | 92.271 | 89.671 | ||
| 51 | 2023.05.19 16:00 | s/l | 16 | 0.10 | 92.271 | 92.271 | 89.671 | -84.44 | 10478.72 |
| 52 | 2023.05.31 08:00 | buy | 17 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 53 | 2023.05.31 08:00 | modify | 17 | 0.10 | 90.532 | 89.332 | 91.932 | ||
| 54 | 2023.06.02 12:00 | t/p | 17 | 0.10 | 91.932 | 89.332 | 91.932 | 95.93 | 10574.65 |
| 55 | 2023.06.12 08:00 | sell | 18 | 0.10 | 94.330 | 0.000 | 0.000 | ||
| 56 | 2023.06.12 08:00 | modify | 18 | 0.10 | 94.330 | 95.530 | 92.930 | ||
| 57 | 2023.06.15 04:00 | s/l | 18 | 0.10 | 95.530 | 95.530 | 92.930 | -83.81 | 10490.84 |
| 58 | 2023.06.16 08:00 | sell | 19 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 59 | 2023.06.16 08:00 | modify | 19 | 0.10 | 97.044 | 98.244 | 95.644 | ||
| 60 | 2023.06.20 16:00 | t/p | 19 | 0.10 | 95.644 | 98.244 | 95.644 | 92.84 | 10583.68 |
| 61 | 2023.07.07 08:00 | buy | 20 | 0.10 | 95.019 | 0.000 | 0.000 | ||
| 62 | 2023.07.07 08:00 | modify | 20 | 0.10 | 95.019 | 93.819 | 96.419 | ||
| 63 | 2023.07.11 08:00 | s/l | 20 | 0.10 | 93.819 | 93.819 | 96.419 | -79.75 | 10503.93 |
| 64 | 2023.07.12 08:00 | buy | 21 | 0.10 | 93.372 | 0.000 | 0.000 | ||
| 65 | 2023.07.12 08:00 | modify | 21 | 0.10 | 93.372 | 92.172 | 94.772 | ||
| 66 | 2023.07.13 12:00 | t/p | 21 | 0.10 | 94.772 | 92.172 | 94.772 | 95.48 | 10599.40 |
| 67 | 2023.07.26 12:00 | buy | 22 | 0.10 | 94.722 | 0.000 | 0.000 | ||
| 68 | 2023.07.26 12:00 | modify | 22 | 0.10 | 94.722 | 93.522 | 96.122 | ||
| 69 | 2023.07.27 20:00 | s/l | 22 | 0.10 | 93.522 | 93.522 | 96.122 | -79.30 | 10520.10 |
| 70 | 2023.08.03 08:00 | buy | 23 | 0.10 | 93.309 | 0.000 | 0.000 | ||
| 71 | 2023.08.03 08:00 | modify | 23 | 0.10 | 93.309 | 92.109 | 94.709 | ||
| 72 | 2023.08.09 08:00 | buy | 24 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 73 | 2023.08.09 08:00 | modify | 24 | 0.10 | 94.100 | 93.659 | 94.709 | ||
| 74 | 2023.08.09 08:00 | modify | 23 | 0.10 | 93.309 | 93.659 | 94.709 | ||
| 75 | 2023.08.09 16:00 | s/l | 23 | 0.10 | 93.659 | 93.659 | 94.709 | 25.35 | 10545.45 |
| 76 | 2023.08.09 16:00 | s/l | 24 | 0.10 | 93.659 | 93.659 | 94.709 | -29.65 | 10515.80 |
| 77 | 2023.09.05 08:00 | buy | 25 | 0.10 | 93.708 | 0.000 | 0.000 | ||
| 78 | 2023.09.05 08:00 | modify | 25 | 0.10 | 93.708 | 92.508 | 95.108 | ||
| 79 | 2023.09.11 12:00 | buy | 26 | 0.10 | 94.410 | 0.000 | 0.000 | ||
| 80 | 2023.09.11 12:00 | modify | 26 | 0.10 | 94.410 | 93.988 | 95.108 | ||
| 81 | 2023.09.11 12:00 | modify | 25 | 0.10 | 93.708 | 93.988 | 95.108 | ||
| 82 | 2023.09.13 12:00 | buy | 27 | 0.10 | 94.494 | 0.000 | 0.000 | ||
| 83 | 2023.09.13 12:00 | modify | 27 | 0.10 | 94.494 | 94.058 | 95.108 | ||
| 84 | 2023.09.13 12:00 | modify | 26 | 0.10 | 94.410 | 94.058 | 95.108 | ||
| 85 | 2023.09.13 12:00 | modify | 25 | 0.10 | 93.708 | 94.058 | 95.108 | ||
| 86 | 2023.09.14 04:00 | buy | 28 | 0.10 | 94.714 | 0.000 | 0.000 | ||
| 87 | 2023.09.14 04:00 | modify | 28 | 0.10 | 94.714 | 94.198 | 95.108 | ||
| 88 | 2023.09.14 04:00 | modify | 27 | 0.10 | 94.494 | 94.198 | 95.108 | ||
| 89 | 2023.09.14 04:00 | modify | 26 | 0.10 | 94.410 | 94.198 | 95.108 | ||
| 90 | 2023.09.14 04:00 | modify | 25 | 0.10 | 93.708 | 94.198 | 95.108 | ||
| 91 | 2023.09.15 04:00 | t/p | 25 | 0.10 | 95.108 | 94.198 | 95.108 | 99.57 | 10615.37 |
| 92 | 2023.09.15 04:00 | t/p | 26 | 0.10 | 95.108 | 94.198 | 95.108 | 49.65 | 10665.03 |
| 93 | 2023.09.15 04:00 | t/p | 27 | 0.10 | 95.108 | 94.198 | 95.108 | 43.09 | 10708.12 |
| 94 | 2023.09.15 04:00 | t/p | 28 | 0.10 | 95.108 | 94.198 | 95.108 | 26.94 | 10735.05 |
| 95 | 2023.09.27 12:00 | buy | 29 | 0.10 | 95.017 | 0.000 | 0.000 | ||
| 96 | 2023.09.27 12:00 | modify | 29 | 0.10 | 95.017 | 93.817 | 96.417 | ||
| 97 | 2023.09.29 04:00 | t/p | 29 | 0.10 | 96.417 | 93.817 | 96.417 | 95.93 | 10830.98 |