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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 467.12 | Gross profit | 815.44 | Gross loss | -348.32 |
| Profit factor | 2.34 | Expected payoff | 24.59 | ||
| Absolute drawdown | 70.39 | Maximal drawdown | 225.21 (2.22%) | Relative drawdown | 2.22% (225.21) |
| Total trades | 19 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 96.66 | loss trade | -80.71 | |
| Average | profit trade | 74.13 | loss trade | -43.54 | |
| Maximum | consecutive wins (profit in money) | 5 (365.49) | consecutive losses (loss in money) | 5 (-225.21) | |
| Maximal | consecutive profit (count of wins) | 365.49 (5) | consecutive loss (count of losses) | -225.21 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.13 16:00 | sell | 1 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 2 | 2023.07.13 16:00 | modify | 1 | 0.10 | 94.924 | 95.824 | 93.424 | ||
| 3 | 2023.07.18 08:00 | sell | 2 | 0.10 | 94.086 | 0.000 | 0.000 | ||
| 4 | 2023.07.18 08:00 | modify | 2 | 0.10 | 94.086 | 94.249 | 93.424 | ||
| 5 | 2023.07.18 08:00 | modify | 1 | 0.10 | 94.924 | 94.249 | 93.424 | ||
| 6 | 2023.07.18 12:00 | s/l | 1 | 0.10 | 94.249 | 94.249 | 93.424 | 39.53 | 10039.53 |
| 7 | 2023.07.18 12:00 | s/l | 2 | 0.10 | 94.249 | 94.249 | 93.424 | -10.25 | 10029.28 |
| 8 | 2023.07.27 20:00 | buy | 3 | 0.10 | 93.233 | 0.000 | 0.000 | ||
| 9 | 2023.07.27 20:00 | modify | 3 | 0.10 | 93.233 | 92.333 | 94.733 | ||
| 10 | 2023.07.28 08:00 | s/l | 3 | 0.10 | 92.333 | 92.333 | 94.733 | -56.28 | 9973.00 |
| 11 | 2023.07.31 08:00 | sell | 4 | 0.10 | 95.113 | 0.000 | 0.000 | ||
| 12 | 2023.07.31 08:00 | modify | 4 | 0.10 | 95.113 | 96.013 | 93.613 | ||
| 13 | 2023.08.03 00:00 | t/p | 4 | 0.10 | 93.613 | 96.013 | 93.613 | 89.46 | 10062.46 |
| 14 | 2023.09.29 04:00 | sell | 5 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 15 | 2023.09.29 04:00 | modify | 5 | 0.10 | 96.443 | 97.343 | 94.943 | ||
| 16 | 2023.10.03 08:00 | t/p | 5 | 0.10 | 94.943 | 97.343 | 94.943 | 92.36 | 10154.82 |
| 17 | 2023.10.03 08:00 | buy | 6 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 18 | 2023.10.03 08:00 | modify | 6 | 0.10 | 94.671 | 93.771 | 96.171 | ||
| 19 | 2023.10.03 16:00 | s/l | 6 | 0.10 | 93.771 | 93.771 | 96.171 | -56.58 | 10098.24 |
| 20 | 2023.11.14 16:00 | sell | 7 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 21 | 2023.11.14 16:00 | modify | 7 | 0.10 | 97.721 | 98.621 | 96.221 | ||
| 22 | 2023.11.17 12:00 | sell | 8 | 0.10 | 97.180 | 0.000 | 0.000 | ||
| 23 | 2023.11.17 12:00 | modify | 8 | 0.10 | 97.180 | 97.646 | 96.221 | ||
| 24 | 2023.11.17 12:00 | modify | 7 | 0.10 | 97.721 | 97.646 | 96.221 | ||
| 25 | 2023.11.20 00:00 | s/l | 7 | 0.10 | 97.646 | 97.646 | 96.221 | -1.08 | 10097.16 |
| 26 | 2023.11.20 00:00 | s/l | 8 | 0.10 | 97.646 | 97.646 | 96.221 | -30.26 | 10066.90 |
| 27 | 2023.12.07 12:00 | buy | 9 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 28 | 2023.12.07 12:00 | modify | 9 | 0.10 | 95.242 | 94.342 | 96.742 | ||
| 29 | 2023.12.07 20:00 | s/l | 9 | 0.10 | 94.342 | 94.342 | 96.742 | -56.58 | 10010.32 |
| 30 | 2023.12.19 08:00 | sell | 10 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 31 | 2023.12.19 08:00 | modify | 10 | 0.10 | 96.768 | 97.668 | 95.268 | ||
| 32 | 2024.01.11 00:00 | s/l | 10 | 0.10 | 97.668 | 97.668 | 95.268 | -80.71 | 9929.61 |
| 33 | 2024.02.01 12:00 | buy | 11 | 0.10 | 95.743 | 0.000 | 0.000 | ||
| 34 | 2024.02.01 12:00 | modify | 11 | 0.10 | 95.743 | 94.843 | 97.243 | ||
| 35 | 2024.02.02 08:00 | buy | 12 | 0.10 | 96.658 | 0.000 | 0.000 | ||
| 36 | 2024.02.02 08:00 | modify | 12 | 0.10 | 96.658 | 96.118 | 97.243 | ||
| 37 | 2024.02.02 08:00 | modify | 11 | 0.10 | 95.743 | 96.118 | 97.243 | ||
| 38 | 2024.02.07 04:00 | buy | 13 | 0.10 | 96.597 | 0.000 | 0.000 | ||
| 39 | 2024.02.07 04:00 | modify | 13 | 0.10 | 96.597 | 96.418 | 97.243 | ||
| 40 | 2024.02.07 04:00 | modify | 12 | 0.10 | 96.658 | 96.418 | 97.243 | ||
| 41 | 2024.02.07 04:00 | modify | 11 | 0.10 | 95.743 | 96.418 | 97.243 | ||
| 42 | 2024.02.09 12:00 | t/p | 11 | 0.10 | 97.243 | 96.418 | 97.243 | 96.65 | 10026.27 |
| 43 | 2024.02.09 12:00 | t/p | 12 | 0.10 | 97.243 | 96.418 | 97.243 | 38.84 | 10065.11 |
| 44 | 2024.02.09 12:00 | t/p | 13 | 0.10 | 97.243 | 96.418 | 97.243 | 41.79 | 10106.90 |
| 45 | 2024.03.21 08:00 | sell | 14 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 46 | 2024.03.21 08:00 | modify | 14 | 0.10 | 100.166 | 101.066 | 98.666 | ||
| 47 | 2024.03.22 08:00 | t/p | 14 | 0.10 | 98.666 | 101.066 | 98.666 | 93.31 | 10200.21 |
| 48 | 2024.04.19 04:00 | buy | 15 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 49 | 2024.04.19 04:00 | modify | 15 | 0.10 | 98.638 | 97.738 | 100.138 | ||
| 50 | 2024.04.23 16:00 | t/p | 15 | 0.10 | 100.138 | 97.738 | 100.138 | 94.89 | 10295.10 |
| 51 | 2024.04.26 08:00 | sell | 16 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 52 | 2024.04.26 08:00 | modify | 16 | 0.10 | 102.527 | 103.427 | 101.027 | ||
| 53 | 2024.04.28 20:00 | s/l | 16 | 0.10 | 103.427 | 103.427 | 101.027 | -56.58 | 10238.52 |
| 54 | 2024.05.02 16:00 | buy | 17 | 0.10 | 100.704 | 0.000 | 0.000 | ||
| 55 | 2024.05.02 16:00 | modify | 17 | 0.10 | 100.704 | 99.804 | 102.204 | ||
| 56 | 2024.05.07 04:00 | t/p | 17 | 0.10 | 102.204 | 99.804 | 102.204 | 95.19 | 10333.71 |
| 57 | 2024.06.04 12:00 | buy | 18 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 58 | 2024.06.04 12:00 | modify | 18 | 0.10 | 102.867 | 101.967 | 104.367 | ||
| 59 | 2024.06.10 20:00 | buy | 19 | 0.10 | 103.792 | 0.000 | 0.000 | ||
| 60 | 2024.06.10 20:00 | modify | 19 | 0.10 | 103.792 | 103.242 | 104.367 | ||
| 61 | 2024.06.10 20:00 | modify | 18 | 0.10 | 102.867 | 103.242 | 104.367 | ||
| 62 | 2024.06.12 16:00 | t/p | 18 | 0.10 | 104.367 | 103.242 | 104.367 | 96.66 | 10430.37 |
| 63 | 2024.06.12 16:00 | t/p | 19 | 0.10 | 104.367 | 103.242 | 104.367 | 36.74 | 10467.12 |