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=2; 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=110; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 546.85 | Gross profit | 889.32 | Gross loss | -342.47 |
| Profit factor | 2.60 | Expected payoff | 28.78 | ||
| Absolute drawdown | 71.37 | Maximal drawdown | 203.10 (1.94%) | Relative drawdown | 1.94% (203.10) |
| Total trades | 19 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
| Largest | profit trade | 102.70 | loss trade | -71.37 | |
| Average | profit trade | 68.41 | loss trade | -57.08 | |
| Maximum | consecutive wins (profit in money) | 7 (447.06) | consecutive losses (loss in money) | 3 (-130.04) | |
| Maximal | consecutive profit (count of wins) | 447.06 (7) | consecutive loss (count of losses) | -130.04 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 08:00 | sell | 1 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 08:00 | modify | 1 | 0.10 | 90.777 | 91.877 | 89.277 | ||
| 3 | 2023.05.02 08:00 | s/l | 1 | 0.10 | 91.877 | 91.877 | 89.277 | -71.37 | 9928.63 |
| 4 | 2023.05.02 12:00 | sell | 2 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 5 | 2023.05.02 12:00 | modify | 2 | 0.10 | 92.043 | 93.143 | 90.543 | ||
| 6 | 2023.05.03 08:00 | t/p | 2 | 0.10 | 90.543 | 93.143 | 90.543 | 94.84 | 10023.47 |
| 7 | 2023.07.07 12:00 | buy | 3 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 8 | 2023.07.07 12:00 | modify | 3 | 0.10 | 95.073 | 93.973 | 96.573 | ||
| 9 | 2023.07.11 08:00 | s/l | 3 | 0.10 | 93.973 | 93.973 | 96.573 | -69.69 | 9953.78 |
| 10 | 2023.07.11 16:00 | buy | 4 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 11 | 2023.07.11 16:00 | modify | 4 | 0.10 | 93.651 | 92.551 | 95.151 | ||
| 12 | 2023.07.13 04:00 | buy | 5 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 13 | 2023.07.13 04:00 | modify | 5 | 0.10 | 94.420 | 93.726 | 95.151 | ||
| 14 | 2023.07.13 04:00 | modify | 4 | 0.10 | 93.651 | 93.726 | 95.151 | ||
| 15 | 2023.07.13 16:00 | t/p | 4 | 0.10 | 95.151 | 93.726 | 95.151 | 97.20 | 10050.98 |
| 16 | 2023.07.13 16:00 | t/p | 5 | 0.10 | 95.151 | 93.726 | 95.151 | 46.74 | 10097.72 |
| 17 | 2023.08.03 12:00 | buy | 6 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 18 | 2023.08.03 12:00 | modify | 6 | 0.10 | 93.327 | 92.227 | 94.827 | ||
| 19 | 2023.08.09 08:00 | buy | 7 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 20 | 2023.08.09 08:00 | modify | 7 | 0.10 | 94.100 | 93.402 | 94.827 | ||
| 21 | 2023.08.09 08:00 | modify | 6 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 22 | 2023.08.10 08:00 | buy | 8 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 23 | 2023.08.10 08:00 | modify | 8 | 0.10 | 94.241 | 93.702 | 94.827 | ||
| 24 | 2023.08.10 08:00 | modify | 7 | 0.10 | 94.100 | 93.702 | 94.827 | ||
| 25 | 2023.08.10 08:00 | modify | 6 | 0.10 | 93.327 | 93.702 | 94.827 | ||
| 26 | 2023.08.10 16:00 | t/p | 6 | 0.10 | 94.827 | 93.702 | 94.827 | 98.18 | 10195.90 |
| 27 | 2023.08.10 16:00 | t/p | 7 | 0.10 | 94.827 | 93.702 | 94.827 | 47.46 | 10243.36 |
| 28 | 2023.08.10 16:00 | t/p | 8 | 0.10 | 94.827 | 93.702 | 94.827 | 37.47 | 10280.83 |
| 29 | 2023.09.29 08:00 | sell | 9 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 30 | 2023.09.29 08:00 | modify | 9 | 0.10 | 96.387 | 97.487 | 94.887 | ||
| 31 | 2023.10.03 08:00 | t/p | 9 | 0.10 | 94.887 | 97.487 | 94.887 | 93.79 | 10374.62 |
| 32 | 2023.11.06 08:00 | sell | 10 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 33 | 2023.11.06 08:00 | modify | 10 | 0.10 | 97.407 | 98.507 | 95.907 | ||
| 34 | 2023.11.09 00:00 | sell | 11 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 35 | 2023.11.09 00:00 | modify | 11 | 0.10 | 96.657 | 97.332 | 95.907 | ||
| 36 | 2023.11.09 00:00 | modify | 10 | 0.10 | 97.407 | 97.332 | 95.907 | ||
| 37 | 2023.11.10 12:00 | sell | 12 | 0.10 | 96.202 | 0.000 | 0.000 | ||
| 38 | 2023.11.10 12:00 | modify | 12 | 0.10 | 96.202 | 96.882 | 95.907 | ||
| 39 | 2023.11.10 12:00 | modify | 11 | 0.10 | 96.657 | 96.882 | 95.907 | ||
| 40 | 2023.11.10 12:00 | modify | 10 | 0.10 | 97.407 | 96.882 | 95.907 | ||
| 41 | 2023.11.13 12:00 | s/l | 10 | 0.10 | 96.882 | 96.882 | 95.907 | 26.22 | 10400.84 |
| 42 | 2023.11.13 12:00 | s/l | 11 | 0.10 | 96.882 | 96.882 | 95.907 | -16.48 | 10384.36 |
| 43 | 2023.11.13 12:00 | s/l | 12 | 0.10 | 96.882 | 96.882 | 95.907 | -44.52 | 10339.85 |
| 44 | 2023.12.05 16:00 | buy | 13 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 45 | 2023.12.05 16:00 | modify | 13 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 46 | 2023.12.07 12:00 | s/l | 13 | 0.10 | 95.471 | 95.471 | 98.071 | -69.05 | 10270.80 |
| 47 | 2023.12.27 12:00 | sell | 14 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 48 | 2023.12.27 12:00 | modify | 14 | 0.10 | 97.502 | 98.602 | 96.002 | ||
| 49 | 2023.12.28 12:00 | sell | 15 | 0.10 | 96.287 | 0.000 | 0.000 | ||
| 50 | 2023.12.28 12:00 | modify | 15 | 0.10 | 96.287 | 96.977 | 96.002 | ||
| 51 | 2023.12.28 12:00 | modify | 14 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 52 | 2024.01.01 20:00 | t/p | 14 | 0.10 | 96.002 | 96.977 | 96.002 | 90.65 | 10361.45 |
| 53 | 2024.01.01 20:00 | t/p | 15 | 0.10 | 96.002 | 96.977 | 96.002 | 16.12 | 10377.57 |
| 54 | 2024.02.01 16:00 | buy | 16 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 55 | 2024.02.01 16:00 | modify | 16 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 56 | 2024.02.07 12:00 | buy | 17 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 57 | 2024.02.07 12:00 | modify | 17 | 0.10 | 96.682 | 96.154 | 97.279 | ||
| 58 | 2024.02.07 12:00 | modify | 16 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 59 | 2024.02.09 12:00 | t/p | 16 | 0.10 | 97.279 | 96.154 | 97.279 | 98.49 | 10476.06 |
| 60 | 2024.02.09 12:00 | t/p | 17 | 0.10 | 97.279 | 96.154 | 97.279 | 39.46 | 10515.52 |
| 61 | 2024.02.28 16:00 | buy | 18 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 62 | 2024.02.28 16:00 | modify | 18 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 63 | 2024.03.20 20:00 | t/p | 18 | 0.10 | 99.462 | 96.862 | 99.462 | 102.70 | 10618.22 |
| 64 | 2024.04.26 12:00 | sell | 19 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 65 | 2024.04.26 12:00 | modify | 19 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 66 | 2024.04.29 00:00 | s/l | 19 | 0.10 | 103.586 | 103.586 | 100.986 | -71.37 | 10546.85 |