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=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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 484.48 | Gross profit | 1700.60 | Gross loss | -1216.12 |
| Profit factor | 1.40 | Expected payoff | 12.11 | ||
| Absolute drawdown | 94.20 | Maximal drawdown | 317.20 (2.97%) | Relative drawdown | 2.97% (317.20) |
| Total trades | 40 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 18 (50.00%) |
| Profit trades (% of total) | 22 (55.00%) | Loss trades (% of total) | 18 (45.00%) | ||
| Largest | profit trade | 105.22 | loss trade | -93.27 | |
| Average | profit trade | 77.30 | loss trade | -67.56 | |
| Maximum | consecutive wins (profit in money) | 6 (457.58) | consecutive losses (loss in money) | 5 (-243.16) | |
| Maximal | consecutive profit (count of wins) | 457.58 (6) | consecutive loss (count of losses) | -243.16 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.02 08:00 | buy | 1 | 0.10 | 89.068 | 0.000 | 0.000 | ||
| 2 | 2023.01.02 08:00 | modify | 1 | 0.10 | 89.068 | 87.868 | 90.568 | ||
| 3 | 2023.01.03 12:00 | s/l | 1 | 0.10 | 87.868 | 87.868 | 90.568 | -81.02 | 9918.98 |
| 4 | 2023.01.09 08:00 | sell | 2 | 0.10 | 91.448 | 0.000 | 0.000 | ||
| 5 | 2023.01.09 08:00 | modify | 2 | 0.10 | 91.448 | 92.648 | 89.948 | ||
| 6 | 2023.01.12 16:00 | t/p | 2 | 0.10 | 89.948 | 92.648 | 89.948 | 97.65 | 10016.63 |
| 7 | 2023.01.13 04:00 | buy | 3 | 0.10 | 89.816 | 0.000 | 0.000 | ||
| 8 | 2023.01.13 04:00 | modify | 3 | 0.10 | 89.816 | 88.616 | 91.316 | ||
| 9 | 2023.01.18 04:00 | t/p | 3 | 0.10 | 91.316 | 88.616 | 91.316 | 103.31 | 10119.94 |
| 10 | 2023.01.18 04:00 | sell | 4 | 0.10 | 91.602 | 0.000 | 0.000 | ||
| 11 | 2023.01.18 04:00 | modify | 4 | 0.10 | 91.602 | 92.802 | 90.102 | ||
| 12 | 2023.01.18 16:00 | t/p | 4 | 0.10 | 90.102 | 92.802 | 90.102 | 101.86 | 10221.80 |
| 13 | 2023.01.23 12:00 | sell | 5 | 0.10 | 91.093 | 0.000 | 0.000 | ||
| 14 | 2023.01.23 12:00 | modify | 5 | 0.10 | 91.093 | 92.293 | 89.593 | ||
| 15 | 2023.01.25 04:00 | s/l | 5 | 0.10 | 92.293 | 92.293 | 89.593 | -83.16 | 10138.63 |
| 16 | 2023.01.25 04:00 | sell | 6 | 0.10 | 92.632 | 0.000 | 0.000 | ||
| 17 | 2023.01.25 04:00 | modify | 6 | 0.10 | 92.632 | 93.832 | 91.132 | ||
| 18 | 2023.01.26 00:00 | sell | 7 | 0.10 | 91.867 | 0.000 | 0.000 | ||
| 19 | 2023.01.26 00:00 | modify | 7 | 0.10 | 91.867 | 92.407 | 91.132 | ||
| 20 | 2023.01.26 00:00 | modify | 6 | 0.10 | 92.632 | 92.407 | 91.132 | ||
| 21 | 2023.01.26 12:00 | s/l | 6 | 0.10 | 92.407 | 92.407 | 91.132 | 12.75 | 10151.39 |
| 22 | 2023.01.26 12:00 | s/l | 7 | 0.10 | 92.407 | 92.407 | 91.132 | -36.67 | 10114.72 |
| 23 | 2023.02.13 12:00 | sell | 8 | 0.10 | 91.965 | 0.000 | 0.000 | ||
| 24 | 2023.02.13 12:00 | modify | 8 | 0.10 | 91.965 | 93.165 | 90.465 | ||
| 25 | 2023.03.07 08:00 | sell | 9 | 0.10 | 91.038 | 0.000 | 0.000 | ||
| 26 | 2023.03.07 08:00 | modify | 9 | 0.10 | 91.038 | 91.590 | 90.465 | ||
| 27 | 2023.03.07 08:00 | sell | 10 | 0.10 | 91.038 | 0.000 | 0.000 | ||
| 28 | 2023.03.07 08:00 | modify | 10 | 0.10 | 91.038 | 91.440 | 90.465 | ||
| 29 | 2023.03.07 08:00 | modify | 8 | 0.10 | 91.965 | 91.440 | 90.465 | ||
| 30 | 2023.03.07 12:00 | modify | 9 | 0.10 | 91.038 | 91.440 | 90.465 | ||
| 31 | 2023.03.07 16:00 | t/p | 8 | 0.10 | 90.465 | 91.440 | 90.465 | 83.33 | 10198.05 |
| 32 | 2023.03.07 16:00 | t/p | 9 | 0.10 | 90.465 | 91.440 | 90.465 | 38.91 | 10236.96 |
| 33 | 2023.03.07 16:00 | t/p | 10 | 0.10 | 90.465 | 91.440 | 90.465 | 38.91 | 10275.87 |
| 34 | 2023.03.24 12:00 | buy | 11 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 35 | 2023.03.24 12:00 | modify | 11 | 0.10 | 86.306 | 85.106 | 87.806 | ||
| 36 | 2023.03.28 16:00 | t/p | 11 | 0.10 | 87.806 | 85.106 | 87.806 | 102.82 | 10378.69 |
| 37 | 2023.04.03 12:00 | sell | 12 | 0.10 | 89.866 | 0.000 | 0.000 | ||
| 38 | 2023.04.03 12:00 | modify | 12 | 0.10 | 89.866 | 91.066 | 88.366 | ||
| 39 | 2023.04.05 08:00 | t/p | 12 | 0.10 | 88.366 | 91.066 | 88.366 | 100.18 | 10478.86 |
| 40 | 2023.04.13 12:00 | sell | 13 | 0.10 | 89.817 | 0.000 | 0.000 | ||
| 41 | 2023.04.13 12:00 | modify | 13 | 0.10 | 89.817 | 91.017 | 88.317 | ||
| 42 | 2023.04.25 20:00 | t/p | 13 | 0.10 | 88.317 | 91.017 | 88.317 | 93.44 | 10572.30 |
| 43 | 2023.04.28 12:00 | sell | 14 | 0.10 | 89.657 | 0.000 | 0.000 | ||
| 44 | 2023.04.28 12:00 | modify | 14 | 0.10 | 89.657 | 90.857 | 88.157 | ||
| 45 | 2023.05.01 04:00 | s/l | 14 | 0.10 | 90.857 | 90.857 | 88.157 | -82.33 | 10489.97 |
| 46 | 2023.05.08 08:00 | sell | 15 | 0.10 | 91.578 | 0.000 | 0.000 | ||
| 47 | 2023.05.08 08:00 | modify | 15 | 0.10 | 91.578 | 92.778 | 90.078 | ||
| 48 | 2023.05.11 16:00 | t/p | 15 | 0.10 | 90.078 | 92.778 | 90.078 | 97.65 | 10587.61 |
| 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 | 89.571 | ||
| 51 | 2023.05.19 16:00 | s/l | 16 | 0.10 | 92.271 | 92.271 | 89.571 | -86.54 | 10501.07 |
| 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 | 92.032 | ||
| 54 | 2023.06.02 00:00 | buy | 18 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 55 | 2023.06.02 00:00 | modify | 18 | 0.10 | 91.286 | 90.757 | 92.032 | ||
| 56 | 2023.06.02 00:00 | modify | 17 | 0.10 | 90.532 | 90.757 | 92.032 | ||
| 57 | 2023.06.02 12:00 | t/p | 17 | 0.10 | 92.032 | 90.757 | 92.032 | 103.78 | 10604.85 |
| 58 | 2023.06.02 12:00 | t/p | 18 | 0.10 | 92.032 | 90.757 | 92.032 | 50.66 | 10655.51 |
| 59 | 2023.06.12 08:00 | sell | 19 | 0.10 | 94.330 | 0.000 | 0.000 | ||
| 60 | 2023.06.12 08:00 | modify | 19 | 0.10 | 94.330 | 95.530 | 92.830 | ||
| 61 | 2023.06.15 04:00 | s/l | 19 | 0.10 | 95.530 | 95.530 | 92.830 | -85.69 | 10569.82 |
| 62 | 2023.06.15 04:00 | sell | 20 | 0.10 | 95.928 | 0.000 | 0.000 | ||
| 63 | 2023.06.15 04:00 | modify | 20 | 0.10 | 95.928 | 97.128 | 94.428 | ||
| 64 | 2023.06.16 08:00 | s/l | 20 | 0.10 | 97.128 | 97.128 | 94.428 | -82.33 | 10487.49 |
| 65 | 2023.06.16 08:00 | sell | 21 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 66 | 2023.06.16 08:00 | modify | 21 | 0.10 | 97.044 | 98.244 | 95.544 | ||
| 67 | 2023.06.23 08:00 | t/p | 21 | 0.10 | 95.544 | 98.244 | 95.544 | 95.96 | 10583.45 |
| 68 | 2023.07.06 04:00 | buy | 22 | 0.10 | 95.959 | 0.000 | 0.000 | ||
| 69 | 2023.07.06 04:00 | modify | 22 | 0.10 | 95.959 | 94.759 | 97.459 | ||
| 70 | 2023.07.07 16:00 | s/l | 22 | 0.10 | 94.759 | 94.759 | 97.459 | -81.01 | 10502.44 |
| 71 | 2023.07.10 08:00 | buy | 23 | 0.10 | 94.653 | 0.000 | 0.000 | ||
| 72 | 2023.07.10 08:00 | modify | 23 | 0.10 | 94.653 | 93.453 | 96.153 | ||
| 73 | 2023.07.12 08:00 | s/l | 23 | 0.10 | 93.453 | 93.453 | 96.153 | -80.54 | 10421.90 |
| 74 | 2023.07.12 08:00 | buy | 24 | 0.10 | 93.372 | 0.000 | 0.000 | ||
| 75 | 2023.07.12 08:00 | modify | 24 | 0.10 | 93.372 | 92.172 | 94.872 | ||
| 76 | 2023.07.13 12:00 | t/p | 24 | 0.10 | 94.872 | 92.172 | 94.872 | 103.31 | 10525.21 |
| 77 | 2023.07.26 12:00 | buy | 25 | 0.10 | 94.722 | 0.000 | 0.000 | ||
| 78 | 2023.07.26 12:00 | modify | 25 | 0.10 | 94.722 | 93.522 | 96.222 | ||
| 79 | 2023.07.27 20:00 | s/l | 25 | 0.10 | 93.522 | 93.522 | 96.222 | -80.05 | 10445.16 |
| 80 | 2023.08.03 08:00 | buy | 26 | 0.10 | 93.309 | 0.000 | 0.000 | ||
| 81 | 2023.08.03 08:00 | modify | 26 | 0.10 | 93.309 | 92.109 | 94.809 | ||
| 82 | 2023.08.10 16:00 | t/p | 26 | 0.10 | 94.809 | 92.109 | 94.809 | 105.22 | 10550.38 |
| 83 | 2023.09.05 08:00 | buy | 27 | 0.10 | 93.708 | 0.000 | 0.000 | ||
| 84 | 2023.09.05 08:00 | modify | 27 | 0.10 | 93.708 | 92.508 | 95.208 | ||
| 85 | 2023.09.13 00:00 | buy | 28 | 0.10 | 94.624 | 0.000 | 0.000 | ||
| 86 | 2023.09.13 00:00 | modify | 28 | 0.10 | 94.624 | 94.083 | 95.208 | ||
| 87 | 2023.09.13 00:00 | buy | 29 | 0.10 | 94.624 | 0.000 | 0.000 | ||
| 88 | 2023.09.13 00:00 | modify | 29 | 0.10 | 94.624 | 94.233 | 95.208 | ||
| 89 | 2023.09.13 00:00 | modify | 27 | 0.10 | 93.708 | 94.233 | 95.208 | ||
| 90 | 2023.09.13 04:00 | modify | 28 | 0.10 | 94.624 | 94.233 | 95.208 | ||
| 91 | 2023.09.13 08:00 | buy | 30 | 0.10 | 94.458 | 0.000 | 0.000 | ||
| 92 | 2023.09.13 08:00 | modify | 30 | 0.10 | 94.458 | 93.933 | 95.208 | ||
| 93 | 2023.09.13 12:00 | modify | 30 | 0.10 | 94.458 | 94.233 | 95.208 | ||
| 94 | 2023.09.13 16:00 | s/l | 27 | 0.10 | 94.233 | 94.233 | 95.208 | 39.49 | 10589.87 |
| 95 | 2023.09.13 16:00 | s/l | 28 | 0.10 | 94.233 | 94.233 | 95.208 | -26.56 | 10563.31 |
| 96 | 2023.09.13 16:00 | s/l | 29 | 0.10 | 94.233 | 94.233 | 95.208 | -26.56 | 10536.75 |
| 97 | 2023.09.13 16:00 | s/l | 30 | 0.10 | 94.233 | 94.233 | 95.208 | -15.28 | 10521.47 |
| 98 | 2023.09.15 04:00 | sell | 31 | 0.10 | 95.352 | 0.000 | 0.000 | ||
| 99 | 2023.09.15 04:00 | modify | 31 | 0.10 | 95.352 | 96.552 | 93.852 | ||
| 100 | 2023.09.29 12:00 | s/l | 31 | 0.10 | 96.552 | 96.552 | 93.852 | -93.27 | 10428.19 |
| 101 | 2023.10.03 08:00 | buy | 32 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 102 | 2023.10.03 08:00 | modify | 32 | 0.10 | 94.671 | 93.471 | 96.171 | ||
| 103 | 2023.10.03 16:00 | s/l | 32 | 0.10 | 93.471 | 93.471 | 96.171 | -81.49 | 10346.70 |
| 104 | 2023.10.12 04:00 | sell | 33 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 105 | 2023.10.12 04:00 | modify | 33 | 0.10 | 95.747 | 96.947 | 94.247 | ||
| 106 | 2023.10.12 16:00 | sell | 34 | 0.10 | 94.818 | 0.000 | 0.000 | ||
| 107 | 2023.10.12 16:00 | modify | 34 | 0.10 | 94.818 | 95.372 | 94.247 | ||
| 108 | 2023.10.12 16:00 | sell | 35 | 0.10 | 94.818 | 0.000 | 0.000 | ||
| 109 | 2023.10.12 16:00 | modify | 35 | 0.10 | 94.818 | 95.222 | 94.247 | ||
| 110 | 2023.10.12 16:00 | modify | 33 | 0.10 | 95.747 | 95.222 | 94.247 | ||
| 111 | 2023.10.12 20:00 | modify | 34 | 0.10 | 94.818 | 95.222 | 94.247 | ||
| 112 | 2023.10.13 16:00 | t/p | 33 | 0.10 | 94.247 | 95.222 | 94.247 | 101.02 | 10447.72 |
| 113 | 2023.10.13 16:00 | t/p | 34 | 0.10 | 94.247 | 95.222 | 94.247 | 37.93 | 10485.65 |
| 114 | 2023.10.13 16:00 | t/p | 35 | 0.10 | 94.247 | 95.222 | 94.247 | 37.93 | 10523.58 |
| 115 | 2023.11.02 12:00 | sell | 36 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 116 | 2023.11.02 12:00 | modify | 36 | 0.10 | 96.792 | 97.992 | 95.292 | ||
| 117 | 2023.11.15 04:00 | s/l | 36 | 0.10 | 97.992 | 97.992 | 95.292 | -90.76 | 10432.82 |
| 118 | 2023.12.05 04:00 | buy | 37 | 0.10 | 96.799 | 0.000 | 0.000 | ||
| 119 | 2023.12.05 04:00 | modify | 37 | 0.10 | 96.799 | 95.599 | 98.299 | ||
| 120 | 2023.12.07 08:00 | s/l | 37 | 0.10 | 95.599 | 95.599 | 98.299 | -79.57 | 10353.25 |
| 121 | 2023.12.14 04:00 | buy | 38 | 0.10 | 94.973 | 0.000 | 0.000 | ||
| 122 | 2023.12.14 04:00 | modify | 38 | 0.10 | 94.973 | 93.773 | 96.473 | ||
| 123 | 2023.12.18 08:00 | buy | 39 | 0.10 | 95.726 | 0.000 | 0.000 | ||
| 124 | 2023.12.18 08:00 | modify | 39 | 0.10 | 95.726 | 95.198 | 96.473 | ||
| 125 | 2023.12.18 08:00 | modify | 38 | 0.10 | 94.973 | 95.198 | 96.473 | ||
| 126 | 2023.12.19 04:00 | t/p | 38 | 0.10 | 96.473 | 95.198 | 96.473 | 103.30 | 10456.55 |
| 127 | 2023.12.19 04:00 | t/p | 39 | 0.10 | 96.473 | 95.198 | 96.473 | 51.21 | 10507.76 |
| 128 | 2023.12.19 08:00 | sell | 40 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 129 | 2023.12.19 08:00 | modify | 40 | 0.10 | 96.768 | 97.968 | 95.268 | ||
| 130 | 2023.12.29 23:59 | close at stop | 40 | 0.10 | 96.962 | 97.968 | 95.268 | -23.28 | 10484.48 |