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=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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 693.14 | Gross profit | 1931.61 | Gross loss | -1238.47 |
| Profit factor | 1.56 | Expected payoff | 16.12 | ||
| Absolute drawdown | 43.98 | Maximal drawdown | 345.86 (3.21%) | Relative drawdown | 3.21% (345.86) |
| Total trades | 43 | Short positions (won %) | 24 (62.50%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 27 (62.79%) | Loss trades (% of total) | 16 (37.21%) | ||
| Largest | profit trade | 109.41 | loss trade | -94.69 | |
| Average | profit trade | 71.54 | loss trade | -77.40 | |
| Maximum | consecutive wins (profit in money) | 7 (474.68) | consecutive losses (loss in money) | 3 (-201.28) | |
| Maximal | consecutive profit (count of wins) | 474.68 (7) | consecutive loss (count of losses) | -201.28 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.12.02 08:00 | buy | 1 | 0.10 | 91.845 | 0.000 | 0.000 | ||
| 2 | 2022.12.02 08:00 | modify | 1 | 0.10 | 91.845 | 90.645 | 93.345 | ||
| 3 | 2022.12.09 00:00 | buy | 2 | 0.10 | 92.600 | 0.000 | 0.000 | ||
| 4 | 2022.12.09 00:00 | modify | 2 | 0.10 | 92.600 | 91.920 | 93.345 | ||
| 5 | 2022.12.09 00:00 | modify | 1 | 0.10 | 91.845 | 91.920 | 93.345 | ||
| 6 | 2022.12.09 16:00 | s/l | 1 | 0.10 | 91.920 | 91.920 | 93.345 | 8.59 | 10008.59 |
| 7 | 2022.12.09 16:00 | s/l | 2 | 0.10 | 91.920 | 91.920 | 93.345 | -46.95 | 9961.64 |
| 8 | 2022.12.13 08:00 | sell | 3 | 0.10 | 93.124 | 0.000 | 0.000 | ||
| 9 | 2022.12.13 08:00 | modify | 3 | 0.10 | 93.124 | 94.324 | 91.624 | ||
| 10 | 2022.12.15 12:00 | sell | 4 | 0.10 | 92.353 | 0.000 | 0.000 | ||
| 11 | 2022.12.15 12:00 | modify | 4 | 0.10 | 92.353 | 93.049 | 91.624 | ||
| 12 | 2022.12.15 12:00 | modify | 3 | 0.10 | 93.124 | 93.049 | 91.624 | ||
| 13 | 2022.12.16 12:00 | t/p | 3 | 0.10 | 91.624 | 93.049 | 91.624 | 99.13 | 10060.77 |
| 14 | 2022.12.16 12:00 | t/p | 4 | 0.10 | 91.624 | 93.049 | 91.624 | 49.41 | 10110.17 |
| 15 | 2022.12.20 04:00 | buy | 5 | 0.10 | 89.020 | 0.000 | 0.000 | ||
| 16 | 2022.12.20 04:00 | modify | 5 | 0.10 | 89.020 | 87.820 | 90.520 | ||
| 17 | 2022.12.20 16:00 | s/l | 5 | 0.10 | 87.820 | 87.820 | 90.520 | -82.85 | 10027.32 |
| 18 | 2022.12.28 04:00 | sell | 6 | 0.10 | 90.446 | 0.000 | 0.000 | ||
| 19 | 2022.12.28 04:00 | modify | 6 | 0.10 | 90.446 | 91.646 | 88.946 | ||
| 20 | 2023.01.01 20:00 | t/p | 6 | 0.10 | 88.946 | 91.646 | 88.946 | 99.98 | 10127.30 |
| 21 | 2023.01.02 08:00 | buy | 7 | 0.10 | 89.068 | 0.000 | 0.000 | ||
| 22 | 2023.01.02 08:00 | modify | 7 | 0.10 | 89.068 | 87.868 | 90.568 | ||
| 23 | 2023.01.03 12:00 | s/l | 7 | 0.10 | 87.868 | 87.868 | 90.568 | -82.36 | 10044.94 |
| 24 | 2023.01.09 08:00 | sell | 8 | 0.10 | 91.448 | 0.000 | 0.000 | ||
| 25 | 2023.01.09 08:00 | modify | 8 | 0.10 | 91.448 | 92.648 | 89.948 | ||
| 26 | 2023.01.12 16:00 | t/p | 8 | 0.10 | 89.948 | 92.648 | 89.948 | 99.13 | 10144.06 |
| 27 | 2023.01.13 04:00 | buy | 9 | 0.10 | 89.816 | 0.000 | 0.000 | ||
| 28 | 2023.01.13 04:00 | modify | 9 | 0.10 | 89.816 | 88.616 | 91.316 | ||
| 29 | 2023.01.18 04:00 | t/p | 9 | 0.10 | 91.316 | 88.616 | 91.316 | 105.03 | 10249.10 |
| 30 | 2023.01.18 04:00 | sell | 10 | 0.10 | 91.602 | 0.000 | 0.000 | ||
| 31 | 2023.01.18 04:00 | modify | 10 | 0.10 | 91.602 | 92.802 | 90.102 | ||
| 32 | 2023.01.18 16:00 | t/p | 10 | 0.10 | 90.102 | 92.802 | 90.102 | 103.40 | 10352.50 |
| 33 | 2023.01.23 12:00 | sell | 11 | 0.10 | 91.093 | 0.000 | 0.000 | ||
| 34 | 2023.01.23 12:00 | modify | 11 | 0.10 | 91.093 | 92.293 | 89.593 | ||
| 35 | 2023.01.25 04:00 | s/l | 11 | 0.10 | 92.293 | 92.293 | 89.593 | -84.43 | 10268.07 |
| 36 | 2023.01.25 04:00 | sell | 12 | 0.10 | 92.632 | 0.000 | 0.000 | ||
| 37 | 2023.01.25 04:00 | modify | 12 | 0.10 | 92.632 | 93.832 | 91.132 | ||
| 38 | 2023.01.26 00:00 | sell | 13 | 0.10 | 91.867 | 0.000 | 0.000 | ||
| 39 | 2023.01.26 00:00 | modify | 13 | 0.10 | 91.867 | 92.557 | 91.132 | ||
| 40 | 2023.01.26 00:00 | modify | 12 | 0.10 | 92.632 | 92.557 | 91.132 | ||
| 41 | 2023.01.26 16:00 | s/l | 12 | 0.10 | 92.557 | 92.557 | 91.132 | 2.61 | 10270.67 |
| 42 | 2023.01.26 16:00 | s/l | 13 | 0.10 | 92.557 | 92.557 | 91.132 | -47.56 | 10223.11 |
| 43 | 2023.02.13 12:00 | sell | 14 | 0.10 | 91.965 | 0.000 | 0.000 | ||
| 44 | 2023.02.13 12:00 | modify | 14 | 0.10 | 91.965 | 93.165 | 90.465 | ||
| 45 | 2023.03.07 08:00 | sell | 15 | 0.10 | 91.038 | 0.000 | 0.000 | ||
| 46 | 2023.03.07 08:00 | modify | 15 | 0.10 | 91.038 | 91.515 | 90.465 | ||
| 47 | 2023.03.07 08:00 | modify | 14 | 0.10 | 91.965 | 91.515 | 90.465 | ||
| 48 | 2023.03.07 16:00 | t/p | 14 | 0.10 | 90.465 | 91.515 | 90.465 | 84.60 | 10307.71 |
| 49 | 2023.03.07 16:00 | t/p | 15 | 0.10 | 90.465 | 91.515 | 90.465 | 39.50 | 10347.21 |
| 50 | 2023.03.24 12:00 | buy | 16 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 51 | 2023.03.24 12:00 | modify | 16 | 0.10 | 86.306 | 85.106 | 87.806 | ||
| 52 | 2023.03.27 12:00 | buy | 17 | 0.10 | 87.445 | 0.000 | 0.000 | ||
| 53 | 2023.03.27 12:00 | modify | 17 | 0.10 | 87.445 | 86.906 | 87.806 | ||
| 54 | 2023.03.27 12:00 | modify | 16 | 0.10 | 86.306 | 86.906 | 87.806 | ||
| 55 | 2023.03.28 16:00 | t/p | 16 | 0.10 | 87.806 | 86.906 | 87.806 | 104.53 | 10451.74 |
| 56 | 2023.03.28 16:00 | t/p | 17 | 0.10 | 87.806 | 86.906 | 87.806 | 25.41 | 10477.15 |
| 57 | 2023.04.03 12:00 | sell | 18 | 0.10 | 89.866 | 0.000 | 0.000 | ||
| 58 | 2023.04.03 12:00 | modify | 18 | 0.10 | 89.866 | 91.066 | 88.366 | ||
| 59 | 2023.04.04 16:00 | sell | 19 | 0.10 | 88.728 | 0.000 | 0.000 | ||
| 60 | 2023.04.04 16:00 | modify | 19 | 0.10 | 88.728 | 89.266 | 88.366 | ||
| 61 | 2023.04.04 16:00 | modify | 18 | 0.10 | 89.866 | 89.266 | 88.366 | ||
| 62 | 2023.04.05 08:00 | t/p | 18 | 0.10 | 88.366 | 89.266 | 88.366 | 101.69 | 10578.84 |
| 63 | 2023.04.05 08:00 | t/p | 19 | 0.10 | 88.366 | 89.266 | 88.366 | 24.10 | 10602.94 |
| 64 | 2023.04.13 12:00 | sell | 20 | 0.10 | 89.817 | 0.000 | 0.000 | ||
| 65 | 2023.04.13 12:00 | modify | 20 | 0.10 | 89.817 | 91.017 | 88.317 | ||
| 66 | 2023.04.25 20:00 | t/p | 20 | 0.10 | 88.317 | 91.017 | 88.317 | 94.85 | 10697.79 |
| 67 | 2023.04.28 12:00 | sell | 21 | 0.10 | 89.657 | 0.000 | 0.000 | ||
| 68 | 2023.04.28 12:00 | modify | 21 | 0.10 | 89.657 | 90.857 | 88.157 | ||
| 69 | 2023.05.01 04:00 | s/l | 21 | 0.10 | 90.857 | 90.857 | 88.157 | -83.57 | 10614.21 |
| 70 | 2023.05.08 08:00 | sell | 22 | 0.10 | 91.578 | 0.000 | 0.000 | ||
| 71 | 2023.05.08 08:00 | modify | 22 | 0.10 | 91.578 | 92.778 | 90.078 | ||
| 72 | 2023.05.11 16:00 | t/p | 22 | 0.10 | 90.078 | 92.778 | 90.078 | 99.13 | 10713.34 |
| 73 | 2023.05.15 12:00 | sell | 23 | 0.10 | 91.071 | 0.000 | 0.000 | ||
| 74 | 2023.05.15 12:00 | modify | 23 | 0.10 | 91.071 | 92.271 | 89.571 | ||
| 75 | 2023.05.19 16:00 | s/l | 23 | 0.10 | 92.271 | 92.271 | 89.571 | -87.85 | 10625.49 |
| 76 | 2023.05.31 08:00 | buy | 24 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 77 | 2023.05.31 08:00 | modify | 24 | 0.10 | 90.532 | 89.332 | 92.032 | ||
| 78 | 2023.06.02 00:00 | buy | 25 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 79 | 2023.06.02 00:00 | modify | 25 | 0.10 | 91.286 | 90.607 | 92.032 | ||
| 80 | 2023.06.02 00:00 | modify | 24 | 0.10 | 90.532 | 90.607 | 92.032 | ||
| 81 | 2023.06.02 12:00 | t/p | 24 | 0.10 | 92.032 | 90.607 | 92.032 | 105.52 | 10731.01 |
| 82 | 2023.06.02 12:00 | t/p | 25 | 0.10 | 92.032 | 90.607 | 92.032 | 51.51 | 10782.52 |
| 83 | 2023.06.12 08:00 | sell | 26 | 0.10 | 94.330 | 0.000 | 0.000 | ||
| 84 | 2023.06.12 08:00 | modify | 26 | 0.10 | 94.330 | 95.530 | 92.830 | ||
| 85 | 2023.06.15 04:00 | s/l | 26 | 0.10 | 95.530 | 95.530 | 92.830 | -86.99 | 10695.53 |
| 86 | 2023.06.15 04:00 | sell | 27 | 0.10 | 95.928 | 0.000 | 0.000 | ||
| 87 | 2023.06.15 04:00 | modify | 27 | 0.10 | 95.928 | 97.128 | 94.428 | ||
| 88 | 2023.06.16 08:00 | s/l | 27 | 0.10 | 97.128 | 97.128 | 94.428 | -83.57 | 10611.95 |
| 89 | 2023.06.16 08:00 | sell | 28 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 90 | 2023.06.16 08:00 | modify | 28 | 0.10 | 97.044 | 98.244 | 95.544 | ||
| 91 | 2023.06.20 12:00 | sell | 29 | 0.10 | 95.919 | 0.000 | 0.000 | ||
| 92 | 2023.06.20 12:00 | modify | 29 | 0.10 | 95.919 | 96.444 | 95.544 | ||
| 93 | 2023.06.20 12:00 | modify | 28 | 0.10 | 97.044 | 96.444 | 95.544 | ||
| 94 | 2023.06.21 20:00 | s/l | 28 | 0.10 | 96.444 | 96.444 | 95.544 | 38.80 | 10650.75 |
| 95 | 2023.06.21 20:00 | s/l | 29 | 0.10 | 96.444 | 96.444 | 95.544 | -37.04 | 10613.70 |
| 96 | 2023.07.06 04:00 | buy | 30 | 0.10 | 95.959 | 0.000 | 0.000 | ||
| 97 | 2023.07.06 04:00 | modify | 30 | 0.10 | 95.959 | 94.759 | 97.459 | ||
| 98 | 2023.07.07 16:00 | s/l | 30 | 0.10 | 94.759 | 94.759 | 97.459 | -82.36 | 10531.34 |
| 99 | 2023.07.10 08:00 | buy | 31 | 0.10 | 94.653 | 0.000 | 0.000 | ||
| 100 | 2023.07.10 08:00 | modify | 31 | 0.10 | 94.653 | 93.453 | 96.153 | ||
| 101 | 2023.07.12 08:00 | s/l | 31 | 0.10 | 93.453 | 93.453 | 96.153 | -81.88 | 10449.46 |
| 102 | 2023.07.12 08:00 | buy | 32 | 0.10 | 93.372 | 0.000 | 0.000 | ||
| 103 | 2023.07.12 08:00 | modify | 32 | 0.10 | 93.372 | 92.172 | 94.872 | ||
| 104 | 2023.07.13 12:00 | t/p | 32 | 0.10 | 94.872 | 92.172 | 94.872 | 105.03 | 10554.49 |
| 105 | 2023.07.26 12:00 | buy | 33 | 0.10 | 94.722 | 0.000 | 0.000 | ||
| 106 | 2023.07.26 12:00 | modify | 33 | 0.10 | 94.722 | 93.522 | 96.222 | ||
| 107 | 2023.07.27 20:00 | s/l | 33 | 0.10 | 93.522 | 93.522 | 96.222 | -81.39 | 10473.11 |
| 108 | 2023.08.03 08:00 | buy | 34 | 0.10 | 93.309 | 0.000 | 0.000 | ||
| 109 | 2023.08.03 08:00 | modify | 34 | 0.10 | 93.309 | 92.109 | 94.809 | ||
| 110 | 2023.08.10 16:00 | t/p | 34 | 0.10 | 94.809 | 92.109 | 94.809 | 106.98 | 10580.08 |
| 111 | 2023.09.05 08:00 | buy | 35 | 0.10 | 93.708 | 0.000 | 0.000 | ||
| 112 | 2023.09.05 08:00 | modify | 35 | 0.10 | 93.708 | 92.508 | 95.208 | ||
| 113 | 2023.09.13 00:00 | buy | 36 | 0.10 | 94.624 | 0.000 | 0.000 | ||
| 114 | 2023.09.13 00:00 | modify | 36 | 0.10 | 94.624 | 94.158 | 95.208 | ||
| 115 | 2023.09.13 00:00 | modify | 35 | 0.10 | 93.708 | 94.158 | 95.208 | ||
| 116 | 2023.09.13 08:00 | buy | 37 | 0.10 | 94.458 | 0.000 | 0.000 | ||
| 117 | 2023.09.13 08:00 | modify | 37 | 0.10 | 94.458 | 93.783 | 95.208 | ||
| 118 | 2023.09.13 12:00 | modify | 37 | 0.10 | 94.458 | 94.158 | 95.208 | ||
| 119 | 2023.09.15 04:00 | t/p | 35 | 0.10 | 95.208 | 94.158 | 95.208 | 109.41 | 10689.50 |
| 120 | 2023.09.15 04:00 | t/p | 36 | 0.10 | 95.208 | 94.158 | 95.208 | 42.27 | 10731.76 |
| 121 | 2023.09.15 04:00 | t/p | 37 | 0.10 | 95.208 | 94.158 | 95.208 | 53.73 | 10785.49 |
| 122 | 2023.09.15 04:00 | sell | 38 | 0.10 | 95.352 | 0.000 | 0.000 | ||
| 123 | 2023.09.15 04:00 | modify | 38 | 0.10 | 95.352 | 96.552 | 93.852 | ||
| 124 | 2023.09.29 12:00 | s/l | 38 | 0.10 | 96.552 | 96.552 | 93.852 | -94.69 | 10690.81 |
| 125 | 2023.10.03 08:00 | buy | 39 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 126 | 2023.10.03 08:00 | modify | 39 | 0.10 | 94.671 | 93.471 | 96.171 | ||
| 127 | 2023.10.03 16:00 | s/l | 39 | 0.10 | 93.471 | 93.471 | 96.171 | -82.85 | 10607.96 |
| 128 | 2023.10.12 04:00 | sell | 40 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 129 | 2023.10.12 04:00 | modify | 40 | 0.10 | 95.747 | 96.947 | 94.247 | ||
| 130 | 2023.10.12 16:00 | sell | 41 | 0.10 | 94.818 | 0.000 | 0.000 | ||
| 131 | 2023.10.12 16:00 | modify | 41 | 0.10 | 94.818 | 95.297 | 94.247 | ||
| 132 | 2023.10.12 16:00 | modify | 40 | 0.10 | 95.747 | 95.297 | 94.247 | ||
| 133 | 2023.10.13 16:00 | t/p | 40 | 0.10 | 94.247 | 95.297 | 94.247 | 102.55 | 10710.50 |
| 134 | 2023.10.13 16:00 | t/p | 41 | 0.10 | 94.247 | 95.297 | 94.247 | 38.51 | 10749.01 |
| 135 | 2023.11.02 12:00 | sell | 42 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 136 | 2023.11.02 12:00 | modify | 42 | 0.10 | 96.792 | 97.992 | 95.292 | ||
| 137 | 2023.11.15 04:00 | s/l | 42 | 0.10 | 97.992 | 97.992 | 95.292 | -92.12 | 10656.89 |
| 138 | 2023.11.30 04:00 | buy | 43 | 0.10 | 97.369 | 0.000 | 0.000 | ||
| 139 | 2023.11.30 04:00 | modify | 43 | 0.10 | 97.369 | 96.169 | 98.869 | ||
| 140 | 2023.11.30 23:59 | close at stop | 43 | 0.10 | 97.894 | 96.169 | 98.869 | 36.25 | 10693.14 |