Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
| 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 671.84 | Gross profit | 1269.74 | Gross loss | -597.90 |
| Profit factor | 2.12 | Expected payoff | 21.00 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 174.55 (1.63%) | Relative drawdown | 1.66% (172.69) |
| Total trades | 32 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 18 (56.25%) | Loss trades (% of total) | 14 (43.75%) | ||
| Largest | profit trade | 107.64 | loss trade | -54.28 | |
| Average | profit trade | 70.54 | loss trade | -42.71 | |
| Maximum | consecutive wins (profit in money) | 6 (352.34) | consecutive losses (loss in money) | 3 (-142.02) | |
| Maximal | consecutive profit (count of wins) | 352.34 (6) | consecutive loss (count of losses) | -142.02 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.09 16:00 | sell | 1 | 0.10 | 91.598 | 0.000 | 0.000 | ||
| 2 | 2023.01.09 16:00 | modify | 1 | 0.10 | 91.598 | 92.298 | 90.098 | ||
| 3 | 2023.01.12 16:00 | t/p | 1 | 0.10 | 90.098 | 92.298 | 90.098 | 97.66 | 10097.66 |
| 4 | 2023.01.18 08:00 | sell | 2 | 0.10 | 91.420 | 0.000 | 0.000 | ||
| 5 | 2023.01.18 08:00 | modify | 2 | 0.10 | 91.420 | 92.120 | 89.920 | ||
| 6 | 2023.01.18 20:00 | t/p | 2 | 0.10 | 89.920 | 92.120 | 89.920 | 101.87 | 10199.53 |
| 7 | 2023.01.25 08:00 | sell | 3 | 0.10 | 92.553 | 0.000 | 0.000 | ||
| 8 | 2023.01.25 08:00 | modify | 3 | 0.10 | 92.553 | 93.253 | 91.053 | ||
| 9 | 2023.01.31 08:00 | sell | 4 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 10 | 2023.01.31 08:00 | modify | 4 | 0.10 | 91.560 | 92.028 | 91.053 | ||
| 11 | 2023.01.31 08:00 | modify | 3 | 0.10 | 92.553 | 92.028 | 91.053 | ||
| 12 | 2023.02.01 08:00 | s/l | 3 | 0.10 | 92.028 | 92.028 | 91.053 | 29.75 | 10229.28 |
| 13 | 2023.02.01 08:00 | s/l | 4 | 0.10 | 92.028 | 92.028 | 91.053 | -32.63 | 10196.65 |
| 14 | 2023.02.10 12:00 | buy | 5 | 0.10 | 90.613 | 0.000 | 0.000 | ||
| 15 | 2023.02.10 12:00 | modify | 5 | 0.10 | 90.613 | 89.913 | 92.113 | ||
| 16 | 2023.02.13 16:00 | t/p | 5 | 0.10 | 92.113 | 89.913 | 92.113 | 102.36 | 10299.01 |
| 17 | 2023.03.06 16:00 | buy | 6 | 0.10 | 91.560 | 0.000 | 0.000 | ||
| 18 | 2023.03.06 16:00 | modify | 6 | 0.10 | 91.560 | 90.860 | 93.060 | ||
| 19 | 2023.03.07 12:00 | s/l | 6 | 0.10 | 90.860 | 90.860 | 93.060 | -47.06 | 10251.95 |
| 20 | 2023.04.21 12:00 | buy | 7 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 21 | 2023.04.21 12:00 | modify | 7 | 0.10 | 89.598 | 88.898 | 91.098 | ||
| 22 | 2023.04.25 16:00 | s/l | 7 | 0.10 | 88.898 | 88.898 | 91.098 | -46.58 | 10205.37 |
| 23 | 2023.05.01 08:00 | sell | 8 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 24 | 2023.05.01 08:00 | modify | 8 | 0.10 | 90.777 | 91.477 | 89.277 | ||
| 25 | 2023.05.02 08:00 | s/l | 8 | 0.10 | 91.477 | 91.477 | 89.277 | -48.38 | 10156.99 |
| 26 | 2023.05.02 12:00 | sell | 9 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 27 | 2023.05.02 12:00 | modify | 9 | 0.10 | 92.043 | 92.743 | 90.543 | ||
| 28 | 2023.05.03 08:00 | t/p | 9 | 0.10 | 90.543 | 92.743 | 90.543 | 101.03 | 10258.01 |
| 29 | 2023.07.07 12:00 | buy | 10 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 30 | 2023.07.07 12:00 | modify | 10 | 0.10 | 95.073 | 94.373 | 96.573 | ||
| 31 | 2023.07.10 16:00 | s/l | 10 | 0.10 | 94.373 | 94.373 | 96.573 | -47.06 | 10210.95 |
| 32 | 2023.07.11 16:00 | buy | 11 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 33 | 2023.07.11 16:00 | modify | 11 | 0.10 | 93.651 | 92.951 | 95.151 | ||
| 34 | 2023.07.13 04:00 | buy | 12 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 35 | 2023.07.13 04:00 | modify | 12 | 0.10 | 94.420 | 93.876 | 95.151 | ||
| 36 | 2023.07.13 04:00 | modify | 11 | 0.10 | 93.651 | 93.876 | 95.151 | ||
| 37 | 2023.07.13 16:00 | t/p | 11 | 0.10 | 95.151 | 93.876 | 95.151 | 103.80 | 10314.75 |
| 38 | 2023.07.13 16:00 | t/p | 12 | 0.10 | 95.151 | 93.876 | 95.151 | 49.65 | 10364.40 |
| 39 | 2023.07.13 16:00 | sell | 13 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 40 | 2023.07.13 16:00 | modify | 13 | 0.10 | 94.924 | 95.624 | 93.424 | ||
| 41 | 2023.07.21 12:00 | s/l | 13 | 0.10 | 95.624 | 95.624 | 93.424 | -54.28 | 10310.13 |
| 42 | 2023.08.02 12:00 | buy | 14 | 0.10 | 93.939 | 0.000 | 0.000 | ||
| 43 | 2023.08.02 12:00 | modify | 14 | 0.10 | 93.939 | 93.239 | 95.439 | ||
| 44 | 2023.08.03 12:00 | s/l | 14 | 0.10 | 93.239 | 93.239 | 95.439 | -46.11 | 10264.02 |
| 45 | 2023.08.03 12:00 | buy | 15 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 46 | 2023.08.03 12:00 | modify | 15 | 0.10 | 93.327 | 92.627 | 94.827 | ||
| 47 | 2023.08.09 08:00 | buy | 16 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 48 | 2023.08.09 08:00 | modify | 16 | 0.10 | 94.100 | 93.552 | 94.827 | ||
| 49 | 2023.08.09 08:00 | modify | 15 | 0.10 | 93.327 | 93.552 | 94.827 | ||
| 50 | 2023.08.10 08:00 | buy | 17 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 51 | 2023.08.10 08:00 | modify | 17 | 0.10 | 94.241 | 93.927 | 94.827 | ||
| 52 | 2023.08.10 08:00 | modify | 16 | 0.10 | 94.100 | 93.927 | 94.827 | ||
| 53 | 2023.08.10 08:00 | modify | 15 | 0.10 | 93.327 | 93.927 | 94.827 | ||
| 54 | 2023.08.10 16:00 | t/p | 15 | 0.10 | 94.827 | 93.927 | 94.827 | 105.24 | 10369.25 |
| 55 | 2023.08.10 16:00 | t/p | 16 | 0.10 | 94.827 | 93.927 | 94.827 | 50.82 | 10420.07 |
| 56 | 2023.08.10 16:00 | t/p | 17 | 0.10 | 94.827 | 93.927 | 94.827 | 39.80 | 10459.87 |
| 57 | 2023.09.05 12:00 | buy | 18 | 0.10 | 93.815 | 0.000 | 0.000 | ||
| 58 | 2023.09.05 12:00 | modify | 18 | 0.10 | 93.815 | 93.115 | 95.315 | ||
| 59 | 2023.09.14 08:00 | buy | 19 | 0.10 | 94.741 | 0.000 | 0.000 | ||
| 60 | 2023.09.14 08:00 | modify | 19 | 0.10 | 94.741 | 94.415 | 95.315 | ||
| 61 | 2023.09.14 08:00 | modify | 18 | 0.10 | 93.815 | 94.415 | 95.315 | ||
| 62 | 2023.09.15 04:00 | t/p | 18 | 0.10 | 95.315 | 94.415 | 95.315 | 107.64 | 10567.51 |
| 63 | 2023.09.15 04:00 | t/p | 19 | 0.10 | 95.315 | 94.415 | 95.315 | 39.46 | 10606.97 |
| 64 | 2023.09.15 12:00 | sell | 20 | 0.10 | 95.435 | 0.000 | 0.000 | ||
| 65 | 2023.09.15 12:00 | modify | 20 | 0.10 | 95.435 | 96.135 | 93.935 | ||
| 66 | 2023.09.21 16:00 | sell | 21 | 0.10 | 94.656 | 0.000 | 0.000 | ||
| 67 | 2023.09.21 16:00 | modify | 21 | 0.10 | 94.656 | 95.210 | 93.935 | ||
| 68 | 2023.09.21 16:00 | modify | 20 | 0.10 | 95.435 | 95.210 | 93.935 | ||
| 69 | 2023.09.22 04:00 | s/l | 20 | 0.10 | 95.210 | 95.210 | 93.935 | 9.38 | 10616.36 |
| 70 | 2023.09.22 04:00 | s/l | 21 | 0.10 | 95.210 | 95.210 | 93.935 | -38.47 | 10577.88 |
| 71 | 2023.09.22 16:00 | sell | 22 | 0.10 | 95.624 | 0.000 | 0.000 | ||
| 72 | 2023.09.22 16:00 | modify | 22 | 0.10 | 95.624 | 96.324 | 94.124 | ||
| 73 | 2023.09.29 04:00 | s/l | 22 | 0.10 | 96.324 | 96.324 | 94.124 | -53.44 | 10524.45 |
| 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 | 97.087 | 94.887 | ||
| 76 | 2023.10.03 08:00 | t/p | 23 | 0.10 | 94.887 | 97.087 | 94.887 | 100.19 | 10624.63 |
| 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 | 97.350 | 95.150 | ||
| 79 | 2023.11.06 00:00 | s/l | 24 | 0.10 | 97.350 | 97.350 | 95.150 | -49.22 | 10575.41 |
| 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 | 98.107 | 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 | 8.54 | 10583.95 |
| 86 | 2023.11.14 16:00 | s/l | 26 | 0.10 | 97.182 | 97.182 | 95.907 | -38.18 | 10545.77 |
| 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 | 98.691 | 96.491 | ||
| 89 | 2023.12.05 12:00 | t/p | 27 | 0.10 | 96.491 | 98.691 | 96.491 | 93.45 | 10639.22 |
| 90 | 2023.12.05 16:00 | buy | 28 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 91 | 2023.12.05 16:00 | modify | 28 | 0.10 | 96.571 | 95.871 | 98.071 | ||
| 92 | 2023.12.07 04:00 | s/l | 28 | 0.10 | 95.871 | 95.871 | 98.071 | -45.63 | 10593.59 |
| 93 | 2023.12.11 12:00 | sell | 29 | 0.10 | 95.943 | 0.000 | 0.000 | ||
| 94 | 2023.12.11 12:00 | modify | 29 | 0.10 | 95.943 | 96.643 | 94.443 | ||
| 95 | 2023.12.14 00:00 | sell | 30 | 0.10 | 95.169 | 0.000 | 0.000 | ||
| 96 | 2023.12.14 00:00 | modify | 30 | 0.10 | 95.169 | 95.718 | 94.443 | ||
| 97 | 2023.12.14 00:00 | modify | 29 | 0.10 | 95.943 | 95.718 | 94.443 | ||
| 98 | 2023.12.14 04:00 | sell | 31 | 0.10 | 94.943 | 0.000 | 0.000 | ||
| 99 | 2023.12.14 04:00 | modify | 31 | 0.10 | 94.943 | 95.418 | 94.443 | ||
| 100 | 2023.12.14 04:00 | modify | 30 | 0.10 | 95.169 | 95.418 | 94.443 | ||
| 101 | 2023.12.14 04:00 | modify | 29 | 0.10 | 95.943 | 95.418 | 94.443 | ||
| 102 | 2023.12.15 04:00 | s/l | 29 | 0.10 | 95.418 | 95.418 | 94.443 | 30.61 | 10624.20 |
| 103 | 2023.12.15 04:00 | s/l | 30 | 0.10 | 95.418 | 95.418 | 94.443 | -17.75 | 10606.44 |
| 104 | 2023.12.15 04:00 | s/l | 31 | 0.10 | 95.418 | 95.418 | 94.443 | -33.10 | 10573.34 |
| 105 | 2023.12.27 12:00 | sell | 32 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 106 | 2023.12.27 12:00 | modify | 32 | 0.10 | 97.502 | 98.202 | 96.002 | ||
| 107 | 2023.12.29 23:59 | t/p | 32 | 0.10 | 96.002 | 98.202 | 96.002 | 98.50 | 10671.84 |