Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
| 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=60; 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=40; 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=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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 694.33 | Gross profit | 1098.62 | Gross loss | -404.29 |
| Profit factor | 2.72 | Expected payoff | 25.72 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 177.16 (1.64%) | Relative drawdown | 1.64% (177.16) |
| Total trades | 27 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 106.97 | loss trade | -43.92 | |
| Average | profit trade | 73.24 | loss trade | -33.69 | |
| Maximum | consecutive wins (profit in money) | 3 (237.90) | consecutive losses (loss in money) | 3 (-123.60) | |
| Maximal | consecutive profit (count of wins) | 237.90 (3) | consecutive loss (count of losses) | -123.60 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.13 12:00 | sell | 1 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 2 | 2022.12.13 12:00 | modify | 1 | 0.10 | 93.104 | 93.704 | 91.604 | ||
| 3 | 2022.12.15 12:00 | sell | 2 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 4 | 2022.12.15 12:00 | modify | 2 | 0.10 | 92.353 | 92.879 | 91.604 | ||
| 5 | 2022.12.15 12:00 | modify | 1 | 0.10 | 93.104 | 92.879 | 91.604 | ||
| 6 | 2022.12.16 16:00 | t/p | 1 | 0.10 | 91.604 | 92.879 | 91.604 | 99.13 | 10099.13 |
| 7 | 2022.12.16 16:00 | t/p | 2 | 0.10 | 91.604 | 92.879 | 91.604 | 50.78 | 10149.90 |
| 8 | 2022.12.20 12:00 | buy | 3 | 0.10 | 88.507 | 0.000 | 0.000 | ||
| 9 | 2022.12.20 12:00 | modify | 3 | 0.10 | 88.507 | 87.907 | 90.007 | ||
| 10 | 2022.12.20 16:00 | s/l | 3 | 0.10 | 87.907 | 87.907 | 90.007 | -41.42 | 10108.48 |
| 11 | 2023.01.09 16:00 | sell | 4 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 12 | 2023.01.09 16:00 | modify | 4 | 0.10 | 91.598 | 92.198 | 90.098 | ||
| 13 | 2023.01.12 16:00 | t/p | 4 | 0.10 | 90.098 | 92.198 | 90.098 | 99.13 | 10207.61 |
| 14 | 2023.01.18 08:00 | sell | 5 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 15 | 2023.01.18 08:00 | modify | 5 | 0.10 | 91.420 | 92.020 | 89.920 | ||
| 16 | 2023.01.18 20:00 | t/p | 5 | 0.10 | 89.920 | 92.020 | 89.920 | 103.40 | 10311.01 |
| 17 | 2023.01.25 08:00 | sell | 6 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 18 | 2023.01.25 08:00 | modify | 6 | 0.10 | 92.553 | 93.153 | 91.053 | ||
| 19 | 2023.02.01 04:00 | sell | 7 | 0.10 | 91.725 | 0.000 | 0.000 | ||
| 20 | 2023.02.01 04:00 | modify | 7 | 0.10 | 91.725 | 91.953 | 91.053 | ||
| 21 | 2023.02.01 04:00 | modify | 6 | 0.10 | 92.553 | 91.953 | 91.053 | ||
| 22 | 2023.02.01 08:00 | s/l | 6 | 0.10 | 91.953 | 91.953 | 91.053 | 35.38 | 10346.39 |
| 23 | 2023.02.01 08:00 | s/l | 7 | 0.10 | 91.953 | 91.953 | 91.053 | -15.71 | 10330.68 |
| 24 | 2023.02.10 12:00 | buy | 8 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 25 | 2023.02.10 12:00 | modify | 8 | 0.10 | 90.613 | 90.013 | 92.113 | ||
| 26 | 2023.02.13 16:00 | t/p | 8 | 0.10 | 92.113 | 90.013 | 92.113 | 104.06 | 10434.73 |
| 27 | 2023.03.06 16:00 | buy | 9 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 28 | 2023.03.06 16:00 | modify | 9 | 0.10 | 91.560 | 90.960 | 93.060 | ||
| 29 | 2023.03.07 12:00 | s/l | 9 | 0.10 | 90.960 | 90.960 | 93.060 | -40.94 | 10393.79 |
| 30 | 2023.04.21 12:00 | buy | 10 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 31 | 2023.04.21 12:00 | modify | 10 | 0.10 | 89.598 | 88.998 | 91.098 | ||
| 32 | 2023.04.25 16:00 | s/l | 10 | 0.10 | 88.998 | 88.998 | 91.098 | -40.45 | 10353.34 |
| 33 | 2023.05.01 08:00 | sell | 11 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 34 | 2023.05.01 08:00 | modify | 11 | 0.10 | 90.777 | 91.377 | 89.277 | ||
| 35 | 2023.05.02 08:00 | s/l | 11 | 0.10 | 91.377 | 91.377 | 89.277 | -42.21 | 10311.13 |
| 36 | 2023.05.02 12:00 | sell | 12 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 37 | 2023.05.02 12:00 | modify | 12 | 0.10 | 92.043 | 92.643 | 90.543 | ||
| 38 | 2023.05.03 08:00 | t/p | 12 | 0.10 | 90.543 | 92.643 | 90.543 | 102.55 | 10413.67 |
| 39 | 2023.07.07 12:00 | buy | 13 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 40 | 2023.07.07 12:00 | modify | 13 | 0.10 | 95.073 | 94.473 | 96.573 | ||
| 41 | 2023.07.10 12:00 | s/l | 13 | 0.10 | 94.473 | 94.473 | 96.573 | -40.94 | 10372.73 |
| 42 | 2023.07.11 16:00 | buy | 14 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 43 | 2023.07.11 16:00 | modify | 14 | 0.10 | 93.651 | 93.051 | 95.151 | ||
| 44 | 2023.07.13 04:00 | buy | 15 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 45 | 2023.07.13 04:00 | modify | 15 | 0.10 | 94.420 | 93.876 | 95.151 | ||
| 46 | 2023.07.13 04:00 | modify | 14 | 0.10 | 93.651 | 93.876 | 95.151 | ||
| 47 | 2023.07.13 16:00 | t/p | 14 | 0.10 | 95.151 | 93.876 | 95.151 | 105.51 | 10478.24 |
| 48 | 2023.07.13 16:00 | t/p | 15 | 0.10 | 95.151 | 93.876 | 95.151 | 50.47 | 10528.71 |
| 49 | 2023.07.13 16:00 | sell | 16 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 50 | 2023.07.13 16:00 | modify | 16 | 0.10 | 94.924 | 95.524 | 93.424 | ||
| 51 | 2023.07.18 08:00 | sell | 17 | 0.10 | 94.086 | 0.000 | 0.000 | ||
| 52 | 2023.07.18 08:00 | modify | 17 | 0.10 | 94.086 | 94.324 | 93.424 | ||
| 53 | 2023.07.18 08:00 | modify | 16 | 0.10 | 94.924 | 94.324 | 93.424 | ||
| 54 | 2023.07.18 16:00 | s/l | 16 | 0.10 | 94.324 | 94.324 | 93.424 | 38.80 | 10567.50 |
| 55 | 2023.07.18 16:00 | s/l | 17 | 0.10 | 94.324 | 94.324 | 93.424 | -16.40 | 10551.10 |
| 56 | 2023.08.02 12:00 | buy | 18 | 0.10 | 93.939 | 0.000 | 0.000 | ||
| 57 | 2023.08.02 12:00 | modify | 18 | 0.10 | 93.939 | 93.339 | 95.439 | ||
| 58 | 2023.08.03 08:00 | s/l | 18 | 0.10 | 93.339 | 93.339 | 95.439 | -39.96 | 10511.15 |
| 59 | 2023.08.03 12:00 | buy | 19 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 60 | 2023.08.03 12:00 | modify | 19 | 0.10 | 93.327 | 92.727 | 94.827 | ||
| 61 | 2023.08.09 08:00 | buy | 20 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 62 | 2023.08.09 08:00 | modify | 20 | 0.10 | 94.100 | 93.552 | 94.827 | ||
| 63 | 2023.08.09 08:00 | modify | 19 | 0.10 | 93.327 | 93.552 | 94.827 | ||
| 64 | 2023.08.10 08:00 | buy | 21 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 65 | 2023.08.10 08:00 | modify | 21 | 0.10 | 94.241 | 93.852 | 94.827 | ||
| 66 | 2023.08.10 08:00 | modify | 20 | 0.10 | 94.100 | 93.852 | 94.827 | ||
| 67 | 2023.08.10 08:00 | modify | 19 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 68 | 2023.08.10 16:00 | t/p | 19 | 0.10 | 94.827 | 93.852 | 94.827 | 106.97 | 10618.11 |
| 69 | 2023.08.10 16:00 | t/p | 20 | 0.10 | 94.827 | 93.852 | 94.827 | 51.65 | 10669.76 |
| 70 | 2023.08.10 16:00 | t/p | 21 | 0.10 | 94.827 | 93.852 | 94.827 | 40.46 | 10710.22 |
| 71 | 2023.09.15 12:00 | sell | 22 | 0.10 | 95.435 | 0.000 | 0.000 | ||
| 72 | 2023.09.15 12:00 | modify | 22 | 0.10 | 95.435 | 96.035 | 93.935 | ||
| 73 | 2023.09.20 16:00 | s/l | 22 | 0.10 | 96.035 | 96.035 | 93.935 | -43.92 | 10666.30 |
| 74 | 2023.09.29 08:00 | sell | 23 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 75 | 2023.09.29 08:00 | modify | 23 | 0.10 | 96.387 | 96.987 | 94.887 | ||
| 76 | 2023.10.03 08:00 | t/p | 23 | 0.10 | 94.887 | 96.987 | 94.887 | 101.69 | 10767.99 |
| 77 | 2023.11.02 08:00 | sell | 24 | 0.10 | 96.650 | 0.000 | 0.000 | ||
| 78 | 2023.11.02 08:00 | modify | 24 | 0.10 | 96.650 | 97.250 | 95.150 | ||
| 79 | 2023.11.03 20:00 | s/l | 24 | 0.10 | 97.250 | 97.250 | 95.150 | -42.21 | 10725.78 |
| 80 | 2023.11.06 08:00 | sell | 25 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 81 | 2023.11.06 08:00 | modify | 25 | 0.10 | 97.407 | 98.007 | 95.907 | ||
| 82 | 2023.11.09 00:00 | sell | 26 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 83 | 2023.11.09 00:00 | modify | 26 | 0.10 | 96.657 | 97.182 | 95.907 | ||
| 84 | 2023.11.09 00:00 | modify | 25 | 0.10 | 97.407 | 97.182 | 95.907 | ||
| 85 | 2023.11.14 16:00 | s/l | 25 | 0.10 | 97.182 | 97.182 | 95.907 | 8.67 | 10734.45 |
| 86 | 2023.11.14 16:00 | s/l | 26 | 0.10 | 97.182 | 97.182 | 95.907 | -38.75 | 10695.69 |
| 87 | 2023.11.23 12:00 | sell | 27 | 0.10 | 97.991 | 0.000 | 0.000 | ||
| 88 | 2023.11.23 12:00 | modify | 27 | 0.10 | 97.991 | 98.591 | 96.491 | ||
| 89 | 2023.11.30 23:59 | close at stop | 27 | 0.10 | 97.924 | 98.591 | 96.491 | -1.36 | 10694.33 |