Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 264.45 | Gross profit | 732.71 | Gross loss | -468.27 |
| Profit factor | 1.56 | Expected payoff | 11.50 | ||
| Absolute drawdown | 89.77 | Maximal drawdown | 184.83 (1.81%) | Relative drawdown | 1.81% (184.83) |
| Total trades | 23 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 11 (47.83%) | Loss trades (% of total) | 12 (52.17%) | ||
| Largest | profit trade | 94.28 | loss trade | -77.89 | |
| Average | profit trade | 66.61 | loss trade | -39.02 | |
| Maximum | consecutive wins (profit in money) | 2 (176.29) | consecutive losses (loss in money) | 3 (-91.79) | |
| Maximal | consecutive profit (count of wins) | 176.29 (2) | consecutive loss (count of losses) | -92.49 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 12:00 | buy | 1 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 2 | 2023.07.07 12:00 | modify | 1 | 0.10 | 95.073 | 93.973 | 96.473 | ||
| 3 | 2023.07.11 08:00 | s/l | 1 | 0.10 | 93.973 | 93.973 | 96.473 | -68.61 | 9931.39 |
| 4 | 2023.07.11 16:00 | buy | 2 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 5 | 2023.07.11 16:00 | modify | 2 | 0.10 | 93.651 | 92.551 | 95.051 | ||
| 6 | 2023.07.13 16:00 | t/p | 2 | 0.10 | 95.051 | 92.551 | 95.051 | 89.26 | 10020.65 |
| 7 | 2023.07.28 00:00 | buy | 3 | 0.10 | 93.238 | 0.000 | 0.000 | ||
| 8 | 2023.07.28 00:00 | modify | 3 | 0.10 | 93.238 | 92.138 | 94.638 | ||
| 9 | 2023.07.28 08:00 | s/l | 3 | 0.10 | 92.138 | 92.138 | 94.638 | -69.20 | 9951.45 |
| 10 | 2023.08.03 12:00 | buy | 4 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 11 | 2023.08.03 12:00 | modify | 4 | 0.10 | 93.327 | 92.227 | 94.727 | ||
| 12 | 2023.08.10 16:00 | t/p | 4 | 0.10 | 94.727 | 92.227 | 94.727 | 90.15 | 10041.60 |
| 13 | 2023.09.29 08:00 | sell | 5 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 14 | 2023.09.29 08:00 | modify | 5 | 0.10 | 96.387 | 97.487 | 94.987 | ||
| 15 | 2023.10.03 08:00 | t/p | 5 | 0.10 | 94.987 | 97.487 | 94.987 | 86.14 | 10127.74 |
| 16 | 2023.11.06 08:00 | sell | 6 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 17 | 2023.11.06 08:00 | modify | 6 | 0.10 | 97.407 | 98.507 | 96.007 | ||
| 18 | 2023.11.08 00:00 | sell | 7 | 0.10 | 96.706 | 0.000 | 0.000 | ||
| 19 | 2023.11.08 00:00 | modify | 7 | 0.10 | 96.706 | 97.337 | 96.007 | ||
| 20 | 2023.11.08 00:00 | modify | 6 | 0.10 | 97.407 | 97.337 | 96.007 | ||
| 21 | 2023.11.14 16:00 | s/l | 6 | 0.10 | 97.337 | 97.337 | 96.007 | -3.31 | 10124.43 |
| 22 | 2023.11.14 16:00 | s/l | 7 | 0.10 | 97.337 | 97.337 | 96.007 | -45.48 | 10078.94 |
| 23 | 2023.11.16 00:00 | sell | 8 | 0.10 | 98.456 | 0.000 | 0.000 | ||
| 24 | 2023.11.16 00:00 | modify | 8 | 0.10 | 98.456 | 99.556 | 97.056 | ||
| 25 | 2023.11.16 20:00 | sell | 9 | 0.10 | 97.467 | 0.000 | 0.000 | ||
| 26 | 2023.11.16 20:00 | modify | 9 | 0.10 | 97.467 | 97.686 | 97.056 | ||
| 27 | 2023.11.16 20:00 | modify | 8 | 0.10 | 98.456 | 97.686 | 97.056 | ||
| 28 | 2023.11.17 12:00 | t/p | 8 | 0.10 | 97.056 | 97.686 | 97.056 | 87.10 | 10166.05 |
| 29 | 2023.11.17 12:00 | t/p | 9 | 0.10 | 97.056 | 97.686 | 97.056 | 24.89 | 10190.94 |
| 30 | 2023.12.06 00:00 | buy | 10 | 0.10 | 96.497 | 0.000 | 0.000 | ||
| 31 | 2023.12.06 00:00 | modify | 10 | 0.10 | 96.497 | 95.397 | 97.897 | ||
| 32 | 2023.12.07 12:00 | s/l | 10 | 0.10 | 95.397 | 95.397 | 97.897 | -68.32 | 10122.62 |
| 33 | 2023.12.27 12:00 | sell | 11 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 34 | 2023.12.27 12:00 | modify | 11 | 0.10 | 97.502 | 98.602 | 96.102 | ||
| 35 | 2023.12.28 08:00 | sell | 12 | 0.10 | 96.494 | 0.000 | 0.000 | ||
| 36 | 2023.12.28 08:00 | modify | 12 | 0.10 | 96.494 | 96.732 | 96.102 | ||
| 37 | 2023.12.28 08:00 | modify | 11 | 0.10 | 97.502 | 96.732 | 96.102 | ||
| 38 | 2023.12.28 20:00 | s/l | 11 | 0.10 | 96.732 | 96.732 | 96.102 | 45.54 | 10168.16 |
| 39 | 2023.12.28 20:00 | s/l | 12 | 0.10 | 96.732 | 96.732 | 96.102 | -14.97 | 10153.19 |
| 40 | 2024.02.01 16:00 | buy | 13 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 41 | 2024.02.01 16:00 | modify | 13 | 0.10 | 95.779 | 94.679 | 97.179 | ||
| 42 | 2024.02.06 04:00 | buy | 14 | 0.10 | 96.641 | 0.000 | 0.000 | ||
| 43 | 2024.02.06 04:00 | modify | 14 | 0.10 | 96.641 | 96.409 | 97.179 | ||
| 44 | 2024.02.06 04:00 | modify | 13 | 0.10 | 95.779 | 96.409 | 97.179 | ||
| 45 | 2024.02.06 16:00 | s/l | 13 | 0.10 | 96.409 | 96.409 | 97.179 | 40.52 | 10193.71 |
| 46 | 2024.02.06 16:00 | s/l | 14 | 0.10 | 96.409 | 96.409 | 97.179 | -14.60 | 10179.11 |
| 47 | 2024.02.11 20:00 | sell | 15 | 0.10 | 97.303 | 0.000 | 0.000 | ||
| 48 | 2024.02.11 20:00 | modify | 15 | 0.10 | 97.303 | 98.403 | 95.903 | ||
| 49 | 2024.02.20 12:00 | s/l | 15 | 0.10 | 98.403 | 98.403 | 95.903 | -77.89 | 10101.22 |
| 50 | 2024.02.28 16:00 | buy | 16 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 51 | 2024.02.28 16:00 | modify | 16 | 0.10 | 97.962 | 96.862 | 99.362 | ||
| 52 | 2024.03.20 20:00 | t/p | 16 | 0.10 | 99.362 | 96.862 | 99.362 | 94.28 | 10195.50 |
| 53 | 2024.03.21 00:00 | sell | 17 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 54 | 2024.03.21 00:00 | modify | 17 | 0.10 | 99.469 | 100.569 | 98.069 | ||
| 55 | 2024.03.22 20:00 | sell | 18 | 0.10 | 98.613 | 0.000 | 0.000 | ||
| 56 | 2024.03.22 20:00 | modify | 18 | 0.10 | 98.613 | 98.839 | 98.069 | ||
| 57 | 2024.03.22 20:00 | modify | 17 | 0.10 | 99.469 | 98.839 | 98.069 | ||
| 58 | 2024.03.24 20:00 | sell | 19 | 0.10 | 98.472 | 0.000 | 0.000 | ||
| 59 | 2024.03.24 20:00 | modify | 19 | 0.10 | 98.472 | 98.699 | 98.069 | ||
| 60 | 2024.03.24 20:00 | modify | 18 | 0.10 | 98.613 | 98.699 | 98.069 | ||
| 61 | 2024.03.24 20:00 | modify | 17 | 0.10 | 99.469 | 98.699 | 98.069 | ||
| 62 | 2024.03.25 00:00 | s/l | 17 | 0.10 | 98.699 | 98.699 | 98.069 | 46.51 | 10242.01 |
| 63 | 2024.03.25 00:00 | s/l | 18 | 0.10 | 98.699 | 98.699 | 98.069 | -6.38 | 10235.64 |
| 64 | 2024.03.25 00:00 | s/l | 19 | 0.10 | 98.699 | 98.699 | 98.069 | -15.25 | 10220.39 |
| 65 | 2024.04.26 12:00 | sell | 20 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 66 | 2024.04.26 12:00 | modify | 20 | 0.10 | 102.486 | 103.586 | 101.086 | ||
| 67 | 2024.04.29 00:00 | s/l | 20 | 0.10 | 103.586 | 103.586 | 101.086 | -70.17 | 10150.23 |
| 68 | 2024.05.03 00:00 | buy | 21 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 69 | 2024.05.03 00:00 | modify | 21 | 0.10 | 100.639 | 99.539 | 102.039 | ||
| 70 | 2024.05.06 16:00 | t/p | 21 | 0.10 | 102.039 | 99.539 | 102.039 | 88.38 | 10238.60 |
| 71 | 2024.05.30 12:00 | buy | 22 | 0.10 | 103.805 | 0.000 | 0.000 | ||
| 72 | 2024.05.30 12:00 | modify | 22 | 0.10 | 103.805 | 102.705 | 105.205 | ||
| 73 | 2024.05.31 20:00 | buy | 23 | 0.10 | 104.659 | 0.000 | 0.000 | ||
| 74 | 2024.05.31 20:00 | modify | 23 | 0.10 | 104.659 | 104.435 | 105.205 | ||
| 75 | 2024.05.31 20:00 | modify | 22 | 0.10 | 103.805 | 104.435 | 105.205 | ||
| 76 | 2024.06.02 20:00 | s/l | 22 | 0.10 | 104.435 | 104.435 | 105.205 | 39.94 | 10278.54 |
| 77 | 2024.06.02 20:00 | s/l | 23 | 0.10 | 104.435 | 104.435 | 105.205 | -14.09 | 10264.45 |