Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=17; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 748.19 | Gross profit | 1212.42 | Gross loss | -464.23 |
| Profit factor | 2.61 | Expected payoff | 29.93 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 204.19 (1.90%) | Relative drawdown | 1.90% (204.19) |
| Total trades | 25 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 98.50 | loss trade | -53.24 | |
| Average | profit trade | 75.78 | loss trade | -51.58 | |
| Maximum | consecutive wins (profit in money) | 4 (375.43) | consecutive losses (loss in money) | 3 (-152.15) | |
| Maximal | consecutive profit (count of wins) | 375.43 (4) | consecutive loss (count of losses) | -152.15 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.02 08:00 | sell | 1 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 2 | 2023.05.02 08:00 | modify | 1 | 0.10 | 92.226 | 93.026 | 90.726 | ||
| 3 | 2023.05.03 04:00 | t/p | 1 | 0.10 | 90.726 | 93.026 | 90.726 | 94.83 | 10094.83 |
| 4 | 2023.05.04 16:00 | buy | 2 | 0.10 | 89.330 | 0.000 | 0.000 | ||
| 5 | 2023.05.04 16:00 | modify | 2 | 0.10 | 89.330 | 88.530 | 90.830 | ||
| 6 | 2023.05.05 16:00 | t/p | 2 | 0.10 | 90.830 | 88.530 | 90.830 | 96.22 | 10191.05 |
| 7 | 2023.05.05 16:00 | sell | 3 | 0.10 | 90.974 | 0.000 | 0.000 | ||
| 8 | 2023.05.05 16:00 | modify | 3 | 0.10 | 90.974 | 91.774 | 89.474 | ||
| 9 | 2023.05.08 12:00 | s/l | 3 | 0.10 | 91.774 | 91.774 | 89.474 | -52.19 | 10138.87 |
| 10 | 2023.05.11 16:00 | buy | 4 | 0.10 | 90.018 | 0.000 | 0.000 | ||
| 11 | 2023.05.11 16:00 | modify | 4 | 0.10 | 90.018 | 89.218 | 91.518 | ||
| 12 | 2023.05.15 16:00 | buy | 5 | 0.10 | 91.161 | 0.000 | 0.000 | ||
| 13 | 2023.05.15 16:00 | modify | 5 | 0.10 | 91.161 | 90.543 | 91.518 | ||
| 14 | 2023.05.15 16:00 | modify | 4 | 0.10 | 90.018 | 90.543 | 91.518 | ||
| 15 | 2023.05.17 16:00 | t/p | 4 | 0.10 | 91.518 | 90.543 | 91.518 | 97.19 | 10236.06 |
| 16 | 2023.05.17 16:00 | t/p | 5 | 0.10 | 91.518 | 90.543 | 91.518 | 23.48 | 10259.54 |
| 17 | 2023.06.02 16:00 | sell | 6 | 0.10 | 92.447 | 0.000 | 0.000 | ||
| 18 | 2023.06.02 16:00 | modify | 6 | 0.10 | 92.447 | 93.247 | 90.947 | ||
| 19 | 2023.06.06 16:00 | s/l | 6 | 0.10 | 93.247 | 93.247 | 90.947 | -53.24 | 10206.30 |
| 20 | 2023.06.15 16:00 | sell | 7 | 0.10 | 96.509 | 0.000 | 0.000 | ||
| 21 | 2023.06.15 16:00 | modify | 7 | 0.10 | 96.509 | 97.309 | 95.009 | ||
| 22 | 2023.06.16 16:00 | s/l | 7 | 0.10 | 97.309 | 97.309 | 95.009 | -52.19 | 10154.11 |
| 23 | 2023.06.16 16:00 | sell | 8 | 0.10 | 97.346 | 0.000 | 0.000 | ||
| 24 | 2023.06.16 16:00 | modify | 8 | 0.10 | 97.346 | 98.146 | 95.846 | ||
| 25 | 2023.06.20 16:00 | t/p | 8 | 0.10 | 95.846 | 98.146 | 95.846 | 93.79 | 10247.90 |
| 26 | 2023.07.11 12:00 | buy | 9 | 0.10 | 93.588 | 0.000 | 0.000 | ||
| 27 | 2023.07.11 12:00 | modify | 9 | 0.10 | 93.588 | 92.788 | 95.088 | ||
| 28 | 2023.07.13 16:00 | t/p | 9 | 0.10 | 95.088 | 92.788 | 95.088 | 97.20 | 10345.11 |
| 29 | 2023.07.31 08:00 | sell | 10 | 0.10 | 95.113 | 0.000 | 0.000 | ||
| 30 | 2023.07.31 08:00 | modify | 10 | 0.10 | 95.113 | 95.913 | 93.613 | ||
| 31 | 2023.08.03 00:00 | t/p | 10 | 0.10 | 93.613 | 95.913 | 93.613 | 90.64 | 10435.74 |
| 32 | 2023.09.29 12:00 | sell | 11 | 0.10 | 96.715 | 0.000 | 0.000 | ||
| 33 | 2023.09.29 12:00 | modify | 11 | 0.10 | 96.715 | 97.515 | 95.215 | ||
| 34 | 2023.10.03 04:00 | t/p | 11 | 0.10 | 95.215 | 97.515 | 95.215 | 93.79 | 10529.54 |
| 35 | 2023.10.03 08:00 | buy | 12 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 36 | 2023.10.03 08:00 | modify | 12 | 0.10 | 94.671 | 93.871 | 96.171 | ||
| 37 | 2023.10.03 16:00 | s/l | 12 | 0.10 | 93.871 | 93.871 | 96.171 | -51.14 | 10478.40 |
| 38 | 2023.10.13 16:00 | buy | 13 | 0.10 | 94.122 | 0.000 | 0.000 | ||
| 39 | 2023.10.13 16:00 | modify | 13 | 0.10 | 94.122 | 93.322 | 95.622 | ||
| 40 | 2023.10.16 20:00 | buy | 14 | 0.10 | 94.880 | 0.000 | 0.000 | ||
| 41 | 2023.10.16 20:00 | modify | 14 | 0.10 | 94.880 | 94.197 | 95.622 | ||
| 42 | 2023.10.16 20:00 | buy | 15 | 0.10 | 94.880 | 0.000 | 0.000 | ||
| 43 | 2023.10.16 20:00 | modify | 15 | 0.10 | 94.880 | 94.497 | 95.622 | ||
| 44 | 2023.10.16 20:00 | modify | 13 | 0.10 | 94.122 | 94.497 | 95.622 | ||
| 45 | 2023.10.17 00:00 | modify | 14 | 0.10 | 94.880 | 94.497 | 95.622 | ||
| 46 | 2023.10.18 08:00 | t/p | 13 | 0.10 | 95.622 | 94.497 | 95.622 | 96.88 | 10575.28 |
| 47 | 2023.10.18 08:00 | t/p | 14 | 0.10 | 95.622 | 94.497 | 95.622 | 48.09 | 10623.37 |
| 48 | 2023.10.18 08:00 | t/p | 15 | 0.10 | 95.622 | 94.497 | 95.622 | 48.09 | 10671.45 |
| 49 | 2023.11.14 16:00 | sell | 16 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 50 | 2023.11.14 16:00 | modify | 16 | 0.10 | 97.721 | 98.521 | 96.221 | ||
| 51 | 2023.11.15 16:00 | s/l | 16 | 0.10 | 98.521 | 98.521 | 96.221 | -52.19 | 10619.26 |
| 52 | 2023.11.15 16:00 | sell | 17 | 0.10 | 98.481 | 0.000 | 0.000 | ||
| 53 | 2023.11.15 16:00 | modify | 17 | 0.10 | 98.481 | 99.281 | 96.981 | ||
| 54 | 2023.11.17 04:00 | sell | 18 | 0.10 | 97.346 | 0.000 | 0.000 | ||
| 55 | 2023.11.17 04:00 | modify | 18 | 0.10 | 97.346 | 97.956 | 96.981 | ||
| 56 | 2023.11.17 04:00 | modify | 17 | 0.10 | 98.481 | 97.956 | 96.981 | ||
| 57 | 2023.11.17 12:00 | t/p | 17 | 0.10 | 96.981 | 97.956 | 96.981 | 91.69 | 10710.96 |
| 58 | 2023.11.17 12:00 | t/p | 18 | 0.10 | 96.981 | 97.956 | 96.981 | 23.34 | 10734.30 |
| 59 | 2023.12.05 08:00 | buy | 19 | 0.10 | 96.524 | 0.000 | 0.000 | ||
| 60 | 2023.12.05 08:00 | modify | 19 | 0.10 | 96.524 | 95.724 | 98.024 | ||
| 61 | 2023.12.07 08:00 | s/l | 19 | 0.10 | 95.724 | 95.724 | 98.024 | -49.86 | 10684.44 |
| 62 | 2023.12.07 12:00 | buy | 20 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 63 | 2023.12.07 12:00 | modify | 20 | 0.10 | 95.242 | 94.442 | 96.742 | ||
| 64 | 2023.12.07 20:00 | s/l | 20 | 0.10 | 94.442 | 94.442 | 96.742 | -51.15 | 10633.29 |
| 65 | 2023.12.19 08:00 | sell | 21 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 66 | 2023.12.19 08:00 | modify | 21 | 0.10 | 96.768 | 97.568 | 95.268 | ||
| 67 | 2023.12.19 12:00 | s/l | 21 | 0.10 | 97.568 | 97.568 | 95.268 | -51.14 | 10582.15 |
| 68 | 2024.02.01 08:00 | buy | 22 | 0.10 | 95.934 | 0.000 | 0.000 | ||
| 69 | 2024.02.01 08:00 | modify | 22 | 0.10 | 95.934 | 95.134 | 97.434 | ||
| 70 | 2024.02.09 04:00 | buy | 23 | 0.10 | 97.061 | 0.000 | 0.000 | ||
| 71 | 2024.02.09 04:00 | modify | 23 | 0.10 | 97.061 | 96.459 | 97.434 | ||
| 72 | 2024.02.09 04:00 | modify | 22 | 0.10 | 95.934 | 96.459 | 97.434 | ||
| 73 | 2024.02.09 16:00 | t/p | 22 | 0.10 | 97.434 | 96.459 | 97.434 | 98.50 | 10680.65 |
| 74 | 2024.02.09 16:00 | t/p | 23 | 0.10 | 97.434 | 96.459 | 97.434 | 23.85 | 10704.50 |
| 75 | 2024.03.21 08:00 | sell | 24 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 76 | 2024.03.21 08:00 | modify | 24 | 0.10 | 100.166 | 100.966 | 98.666 | ||
| 77 | 2024.03.22 08:00 | t/p | 24 | 0.10 | 98.666 | 100.966 | 98.666 | 94.83 | 10799.33 |
| 78 | 2024.04.26 08:00 | sell | 25 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 79 | 2024.04.26 08:00 | modify | 25 | 0.10 | 102.527 | 103.327 | 101.027 | ||
| 80 | 2024.04.28 20:00 | s/l | 25 | 0.10 | 103.327 | 103.327 | 101.027 | -51.14 | 10748.19 |