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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=40; 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=55; 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=1; 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 | 737.43 | Gross profit | 1020.61 | Gross loss | -283.19 |
| Profit factor | 3.60 | Expected payoff | 30.73 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 94.15 (0.90%) | Relative drawdown | 0.90% (94.15) |
| Total trades | 24 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 13 (54.17%) | Loss trades (% of total) | 11 (45.83%) | ||
| Largest | profit trade | 97.18 | loss trade | -28.72 | |
| Average | profit trade | 78.51 | loss trade | -25.74 | |
| Maximum | consecutive wins (profit in money) | 6 (469.73) | consecutive losses (loss in money) | 3 (-76.70) | |
| Maximal | consecutive profit (count of wins) | 469.73 (6) | consecutive loss (count of losses) | -76.70 (3) | |
| Average | consecutive wins | 2 | 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 | 92.626 | 90.726 | ||
| 3 | 2023.05.03 04:00 | t/p | 1 | 0.10 | 90.726 | 92.626 | 90.726 | 94.82 | 10094.82 |
| 4 | 2023.05.08 08:00 | sell | 2 | 0.10 | 91.578 | 0.000 | 0.000 | ||
| 5 | 2023.05.08 08:00 | modify | 2 | 0.10 | 91.578 | 91.978 | 90.078 | ||
| 6 | 2023.05.11 16:00 | t/p | 2 | 0.10 | 90.078 | 91.978 | 90.078 | 90.63 | 10185.45 |
| 7 | 2023.05.11 16:00 | buy | 3 | 0.10 | 90.018 | 0.000 | 0.000 | ||
| 8 | 2023.05.11 16:00 | modify | 3 | 0.10 | 90.018 | 89.618 | 91.518 | ||
| 9 | 2023.05.17 00:00 | buy | 4 | 0.10 | 90.857 | 0.000 | 0.000 | ||
| 10 | 2023.05.17 00:00 | modify | 4 | 0.10 | 90.857 | 90.393 | 91.518 | ||
| 11 | 2023.05.17 00:00 | modify | 3 | 0.10 | 90.018 | 90.393 | 91.518 | ||
| 12 | 2023.05.17 16:00 | t/p | 3 | 0.10 | 91.518 | 90.393 | 91.518 | 97.17 | 10282.62 |
| 13 | 2023.05.17 16:00 | t/p | 4 | 0.10 | 91.518 | 90.393 | 91.518 | 42.25 | 10324.87 |
| 14 | 2023.05.31 08:00 | buy | 5 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 15 | 2023.05.31 08:00 | modify | 5 | 0.10 | 90.532 | 90.132 | 92.032 | ||
| 16 | 2023.06.02 00:00 | buy | 6 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 17 | 2023.06.02 00:00 | modify | 6 | 0.10 | 91.286 | 90.607 | 92.032 | ||
| 18 | 2023.06.02 00:00 | modify | 5 | 0.10 | 90.532 | 90.607 | 92.032 | ||
| 19 | 2023.06.02 12:00 | t/p | 5 | 0.10 | 92.032 | 90.607 | 92.032 | 97.17 | 10422.05 |
| 20 | 2023.06.02 12:00 | t/p | 6 | 0.10 | 92.032 | 90.607 | 92.032 | 47.68 | 10469.73 |
| 21 | 2023.06.02 12:00 | sell | 7 | 0.10 | 91.950 | 0.000 | 0.000 | ||
| 22 | 2023.06.02 12:00 | modify | 7 | 0.10 | 91.950 | 92.350 | 90.450 | ||
| 23 | 2023.06.02 16:00 | s/l | 7 | 0.10 | 92.350 | 92.350 | 90.450 | -25.56 | 10444.17 |
| 24 | 2023.06.15 04:00 | sell | 8 | 0.10 | 95.928 | 0.000 | 0.000 | ||
| 25 | 2023.06.15 04:00 | modify | 8 | 0.10 | 95.928 | 96.328 | 94.428 | ||
| 26 | 2023.06.15 08:00 | s/l | 8 | 0.10 | 96.328 | 96.328 | 94.428 | -25.57 | 10418.60 |
| 27 | 2023.06.16 08:00 | sell | 9 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 28 | 2023.06.16 08:00 | modify | 9 | 0.10 | 97.044 | 97.444 | 95.544 | ||
| 29 | 2023.06.16 20:00 | s/l | 9 | 0.10 | 97.444 | 97.444 | 95.544 | -25.57 | 10393.03 |
| 30 | 2023.07.11 12:00 | buy | 10 | 0.10 | 93.588 | 0.000 | 0.000 | ||
| 31 | 2023.07.11 12:00 | modify | 10 | 0.10 | 93.588 | 93.188 | 95.088 | ||
| 32 | 2023.07.13 04:00 | buy | 11 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 33 | 2023.07.13 04:00 | modify | 11 | 0.10 | 94.420 | 93.963 | 95.088 | ||
| 34 | 2023.07.13 04:00 | modify | 10 | 0.10 | 93.588 | 93.963 | 95.088 | ||
| 35 | 2023.07.13 16:00 | t/p | 10 | 0.10 | 95.088 | 93.963 | 95.088 | 97.18 | 10490.21 |
| 36 | 2023.07.13 16:00 | t/p | 11 | 0.10 | 95.088 | 93.963 | 95.088 | 42.70 | 10532.91 |
| 37 | 2023.09.29 04:00 | sell | 12 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 38 | 2023.09.29 04:00 | modify | 12 | 0.10 | 96.443 | 96.843 | 94.943 | ||
| 39 | 2023.09.29 12:00 | s/l | 12 | 0.10 | 96.843 | 96.843 | 94.943 | -25.56 | 10507.35 |
| 40 | 2023.09.29 12:00 | sell | 13 | 0.10 | 96.715 | 0.000 | 0.000 | ||
| 41 | 2023.09.29 12:00 | modify | 13 | 0.10 | 96.715 | 97.115 | 95.215 | ||
| 42 | 2023.10.03 04:00 | t/p | 13 | 0.10 | 95.215 | 97.115 | 95.215 | 93.77 | 10601.12 |
| 43 | 2023.10.03 08:00 | buy | 14 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 44 | 2023.10.03 08:00 | modify | 14 | 0.10 | 94.671 | 94.271 | 96.171 | ||
| 45 | 2023.10.03 16:00 | s/l | 14 | 0.10 | 94.271 | 94.271 | 96.171 | -25.57 | 10575.55 |
| 46 | 2023.11.14 16:00 | sell | 15 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 47 | 2023.11.14 16:00 | modify | 15 | 0.10 | 97.721 | 98.121 | 96.221 | ||
| 48 | 2023.11.15 08:00 | s/l | 15 | 0.10 | 98.121 | 98.121 | 96.221 | -26.62 | 10548.93 |
| 49 | 2023.11.15 16:00 | sell | 16 | 0.10 | 98.481 | 0.000 | 0.000 | ||
| 50 | 2023.11.15 16:00 | modify | 16 | 0.10 | 98.481 | 98.881 | 96.981 | ||
| 51 | 2023.11.17 12:00 | t/p | 16 | 0.10 | 96.981 | 98.881 | 96.981 | 91.67 | 10640.61 |
| 52 | 2023.12.05 08:00 | buy | 17 | 0.10 | 96.524 | 0.000 | 0.000 | ||
| 53 | 2023.12.05 08:00 | modify | 17 | 0.10 | 96.524 | 96.124 | 98.024 | ||
| 54 | 2023.12.07 04:00 | s/l | 17 | 0.10 | 96.124 | 96.124 | 98.024 | -24.28 | 10616.33 |
| 55 | 2023.12.07 12:00 | buy | 18 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 56 | 2023.12.07 12:00 | modify | 18 | 0.10 | 95.242 | 94.842 | 96.742 | ||
| 57 | 2023.12.07 16:00 | s/l | 18 | 0.10 | 94.842 | 94.842 | 96.742 | -25.57 | 10590.76 |
| 58 | 2024.02.01 12:00 | buy | 19 | 0.10 | 95.743 | 0.000 | 0.000 | ||
| 59 | 2024.02.01 12:00 | modify | 19 | 0.10 | 95.743 | 95.343 | 97.243 | ||
| 60 | 2024.02.02 08:00 | buy | 20 | 0.10 | 96.658 | 0.000 | 0.000 | ||
| 61 | 2024.02.02 08:00 | modify | 20 | 0.10 | 96.658 | 96.268 | 97.243 | ||
| 62 | 2024.02.02 08:00 | modify | 19 | 0.10 | 95.743 | 96.268 | 97.243 | ||
| 63 | 2024.02.05 16:00 | s/l | 19 | 0.10 | 96.268 | 96.268 | 97.243 | 34.21 | 10624.97 |
| 64 | 2024.02.05 16:00 | s/l | 20 | 0.10 | 96.268 | 96.268 | 97.243 | -24.61 | 10600.37 |
| 65 | 2024.03.21 08:00 | sell | 21 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 66 | 2024.03.21 08:00 | modify | 21 | 0.10 | 100.166 | 100.566 | 98.666 | ||
| 67 | 2024.03.22 08:00 | t/p | 21 | 0.10 | 98.666 | 100.566 | 98.666 | 94.82 | 10695.19 |
| 68 | 2024.04.04 12:00 | sell | 22 | 0.10 | 100.181 | 0.000 | 0.000 | ||
| 69 | 2024.04.04 12:00 | modify | 22 | 0.10 | 100.181 | 100.581 | 98.681 | ||
| 70 | 2024.04.09 12:00 | s/l | 22 | 0.10 | 100.581 | 100.581 | 98.681 | -28.72 | 10666.47 |
| 71 | 2024.04.19 04:00 | buy | 23 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 72 | 2024.04.19 04:00 | modify | 23 | 0.10 | 98.638 | 98.238 | 100.138 | ||
| 73 | 2024.04.23 16:00 | t/p | 23 | 0.10 | 100.138 | 98.238 | 100.138 | 96.53 | 10763.00 |
| 74 | 2024.04.26 08:00 | sell | 24 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 75 | 2024.04.26 08:00 | modify | 24 | 0.10 | 102.527 | 102.927 | 101.027 | ||
| 76 | 2024.04.26 16:00 | s/l | 24 | 0.10 | 102.927 | 102.927 | 101.027 | -25.57 | 10737.43 |