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=0; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 211.42 | Gross profit | 849.19 | Gross loss | -637.77 |
| Profit factor | 1.33 | Expected payoff | 5.87 | ||
| Absolute drawdown | 111.78 | Maximal drawdown | 235.11 (2.26%) | Relative drawdown | 2.26% (235.11) |
| Total trades | 36 | Short positions (won %) | 23 (43.48%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 19 (52.78%) | Loss trades (% of total) | 17 (47.22%) | ||
| Largest | profit trade | 74.25 | loss trade | -66.28 | |
| Average | profit trade | 44.69 | loss trade | -37.52 | |
| Maximum | consecutive wins (profit in money) | 4 (191.05) | consecutive losses (loss in money) | 3 (-127.31) | |
| Maximal | consecutive profit (count of wins) | 191.05 (4) | consecutive loss (count of losses) | -127.31 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.06 16:00 | buy | 1 | 0.10 | 95.384 | 0.000 | 0.000 | ||
| 2 | 2023.07.06 16:00 | modify | 1 | 0.10 | 95.384 | 94.484 | 96.484 | ||
| 3 | 2023.07.10 12:00 | s/l | 1 | 0.10 | 94.484 | 94.484 | 96.484 | -56.04 | 9943.96 |
| 4 | 2023.07.26 12:00 | buy | 2 | 0.10 | 94.722 | 0.000 | 0.000 | ||
| 5 | 2023.07.26 12:00 | modify | 2 | 0.10 | 94.722 | 93.822 | 95.822 | ||
| 6 | 2023.07.27 20:00 | s/l | 2 | 0.10 | 93.822 | 93.822 | 95.822 | -55.74 | 9888.22 |
| 7 | 2023.07.31 16:00 | sell | 3 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 8 | 2023.07.31 16:00 | modify | 3 | 0.10 | 95.677 | 96.577 | 94.577 | ||
| 9 | 2023.08.02 00:00 | t/p | 3 | 0.10 | 94.577 | 96.577 | 94.577 | 67.28 | 9955.50 |
| 10 | 2023.08.02 16:00 | buy | 4 | 0.10 | 93.702 | 0.000 | 0.000 | ||
| 11 | 2023.08.02 16:00 | modify | 4 | 0.10 | 93.702 | 92.802 | 94.802 | ||
| 12 | 2023.08.10 16:00 | t/p | 4 | 0.10 | 94.802 | 92.802 | 94.802 | 72.17 | 10027.67 |
| 13 | 2023.08.10 16:00 | sell | 5 | 0.10 | 94.679 | 0.000 | 0.000 | ||
| 14 | 2023.08.10 16:00 | modify | 5 | 0.10 | 94.679 | 95.579 | 93.579 | ||
| 15 | 2023.08.13 20:00 | sell | 6 | 0.10 | 94.002 | 0.000 | 0.000 | ||
| 16 | 2023.08.13 20:00 | modify | 6 | 0.10 | 94.002 | 94.184 | 93.579 | ||
| 17 | 2023.08.13 20:00 | modify | 5 | 0.10 | 94.679 | 94.184 | 93.579 | ||
| 18 | 2023.08.14 00:00 | s/l | 5 | 0.10 | 94.184 | 94.184 | 93.579 | 29.21 | 10056.88 |
| 19 | 2023.08.14 00:00 | s/l | 6 | 0.10 | 94.184 | 94.184 | 93.579 | -12.42 | 10044.46 |
| 20 | 2023.09.20 16:00 | sell | 7 | 0.10 | 96.000 | 0.000 | 0.000 | ||
| 21 | 2023.09.20 16:00 | modify | 7 | 0.10 | 96.000 | 96.900 | 94.900 | ||
| 22 | 2023.09.21 12:00 | t/p | 7 | 0.10 | 94.900 | 96.900 | 94.900 | 66.31 | 10110.78 |
| 23 | 2023.09.27 12:00 | buy | 8 | 0.10 | 95.017 | 0.000 | 0.000 | ||
| 24 | 2023.09.27 12:00 | modify | 8 | 0.10 | 95.017 | 94.117 | 96.117 | ||
| 25 | 2023.09.28 12:00 | buy | 9 | 0.10 | 95.463 | 0.000 | 0.000 | ||
| 26 | 2023.09.28 12:00 | modify | 9 | 0.10 | 95.463 | 95.237 | 96.117 | ||
| 27 | 2023.09.28 12:00 | modify | 8 | 0.10 | 95.017 | 95.237 | 96.117 | ||
| 28 | 2023.09.29 04:00 | t/p | 8 | 0.10 | 96.117 | 95.237 | 96.117 | 70.40 | 10181.18 |
| 29 | 2023.09.29 04:00 | t/p | 9 | 0.10 | 96.117 | 95.237 | 96.117 | 41.46 | 10222.64 |
| 30 | 2023.10.06 16:00 | sell | 10 | 0.10 | 95.302 | 0.000 | 0.000 | ||
| 31 | 2023.10.06 16:00 | modify | 10 | 0.10 | 95.302 | 96.202 | 94.202 | ||
| 32 | 2023.10.09 16:00 | sell | 11 | 0.10 | 94.855 | 0.000 | 0.000 | ||
| 33 | 2023.10.09 16:00 | modify | 11 | 0.10 | 94.855 | 95.082 | 94.202 | ||
| 34 | 2023.10.09 16:00 | modify | 10 | 0.10 | 95.302 | 95.082 | 94.202 | ||
| 35 | 2023.10.09 20:00 | s/l | 10 | 0.10 | 95.082 | 95.082 | 94.202 | 12.87 | 10235.51 |
| 36 | 2023.10.09 20:00 | s/l | 11 | 0.10 | 95.082 | 95.082 | 94.202 | -14.28 | 10221.23 |
| 37 | 2023.10.12 16:00 | buy | 12 | 0.10 | 94.848 | 0.000 | 0.000 | ||
| 38 | 2023.10.12 16:00 | modify | 12 | 0.10 | 94.848 | 93.948 | 95.948 | ||
| 39 | 2023.10.31 08:00 | buy | 13 | 0.10 | 95.587 | 0.000 | 0.000 | ||
| 40 | 2023.10.31 08:00 | modify | 13 | 0.10 | 95.587 | 95.288 | 95.948 | ||
| 41 | 2023.10.31 08:00 | modify | 12 | 0.10 | 94.848 | 95.288 | 95.948 | ||
| 42 | 2023.10.31 12:00 | t/p | 12 | 0.10 | 95.948 | 95.288 | 95.948 | 74.25 | 10295.48 |
| 43 | 2023.10.31 12:00 | t/p | 13 | 0.10 | 95.948 | 95.288 | 95.948 | 22.72 | 10318.20 |
| 44 | 2023.11.02 12:00 | sell | 14 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 45 | 2023.11.02 12:00 | modify | 14 | 0.10 | 96.792 | 97.692 | 95.692 | ||
| 46 | 2023.11.14 16:00 | s/l | 14 | 0.10 | 97.692 | 97.692 | 95.692 | -66.28 | 10251.92 |
| 47 | 2023.11.14 16:00 | sell | 15 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 48 | 2023.11.14 16:00 | modify | 15 | 0.10 | 97.721 | 98.621 | 96.621 | ||
| 49 | 2023.11.19 20:00 | sell | 16 | 0.10 | 97.257 | 0.000 | 0.000 | ||
| 50 | 2023.11.19 20:00 | modify | 16 | 0.10 | 97.257 | 97.501 | 96.621 | ||
| 51 | 2023.11.19 20:00 | modify | 15 | 0.10 | 97.721 | 97.501 | 96.621 | ||
| 52 | 2023.11.20 00:00 | s/l | 15 | 0.10 | 97.501 | 97.501 | 96.621 | 8.06 | 10259.98 |
| 53 | 2023.11.20 00:00 | s/l | 16 | 0.10 | 97.501 | 97.501 | 96.621 | -16.32 | 10243.66 |
| 54 | 2023.11.23 16:00 | sell | 17 | 0.10 | 98.092 | 0.000 | 0.000 | ||
| 55 | 2023.11.23 16:00 | modify | 17 | 0.10 | 98.092 | 98.992 | 96.992 | ||
| 56 | 2023.12.05 04:00 | t/p | 17 | 0.10 | 96.992 | 98.992 | 96.992 | 59.56 | 10303.21 |
| 57 | 2023.12.18 12:00 | sell | 18 | 0.10 | 95.988 | 0.000 | 0.000 | ||
| 58 | 2023.12.18 12:00 | modify | 18 | 0.10 | 95.988 | 96.888 | 94.888 | ||
| 59 | 2023.12.19 12:00 | s/l | 18 | 0.10 | 96.888 | 96.888 | 94.888 | -57.59 | 10245.63 |
| 60 | 2023.12.28 12:00 | buy | 19 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 61 | 2023.12.28 12:00 | modify | 19 | 0.10 | 96.317 | 95.417 | 97.417 | ||
| 62 | 2023.12.29 04:00 | buy | 20 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 63 | 2023.12.29 04:00 | modify | 20 | 0.10 | 96.778 | 96.537 | 97.417 | ||
| 64 | 2023.12.29 04:00 | modify | 19 | 0.10 | 96.317 | 96.537 | 97.417 | ||
| 65 | 2023.12.29 12:00 | s/l | 19 | 0.10 | 96.537 | 96.537 | 97.417 | 14.14 | 10259.76 |
| 66 | 2023.12.29 12:00 | s/l | 20 | 0.10 | 96.537 | 96.537 | 97.417 | -15.17 | 10244.59 |
| 67 | 2024.01.10 16:00 | sell | 21 | 0.10 | 97.503 | 0.000 | 0.000 | ||
| 68 | 2024.01.10 16:00 | modify | 21 | 0.10 | 97.503 | 98.403 | 96.403 | ||
| 69 | 2024.01.17 12:00 | sell | 22 | 0.10 | 96.817 | 0.000 | 0.000 | ||
| 70 | 2024.01.17 12:00 | modify | 22 | 0.10 | 96.817 | 97.008 | 96.403 | ||
| 71 | 2024.01.17 12:00 | modify | 21 | 0.10 | 97.503 | 97.008 | 96.403 | ||
| 72 | 2024.01.17 16:00 | s/l | 21 | 0.10 | 97.008 | 97.008 | 96.403 | 24.39 | 10268.99 |
| 73 | 2024.01.17 16:00 | s/l | 22 | 0.10 | 97.008 | 97.008 | 96.403 | -12.01 | 10256.98 |
| 74 | 2024.01.19 12:00 | sell | 23 | 0.10 | 97.650 | 0.000 | 0.000 | ||
| 75 | 2024.01.19 12:00 | modify | 23 | 0.10 | 97.650 | 98.550 | 96.550 | ||
| 76 | 2024.01.24 16:00 | sell | 24 | 0.10 | 96.987 | 0.000 | 0.000 | ||
| 77 | 2024.01.24 16:00 | modify | 24 | 0.10 | 96.987 | 97.155 | 96.550 | ||
| 78 | 2024.01.24 16:00 | modify | 23 | 0.10 | 97.650 | 97.155 | 96.550 | ||
| 79 | 2024.01.24 20:00 | s/l | 23 | 0.10 | 97.155 | 97.155 | 96.550 | 28.25 | 10285.23 |
| 80 | 2024.01.24 20:00 | s/l | 24 | 0.10 | 97.155 | 97.155 | 96.550 | -10.57 | 10274.66 |
| 81 | 2024.02.20 12:00 | sell | 25 | 0.10 | 98.489 | 0.000 | 0.000 | ||
| 82 | 2024.02.20 12:00 | modify | 25 | 0.10 | 98.489 | 99.389 | 97.389 | ||
| 83 | 2024.02.29 12:00 | t/p | 25 | 0.10 | 97.389 | 99.389 | 97.389 | 58.59 | 10333.25 |
| 84 | 2024.03.11 12:00 | buy | 26 | 0.10 | 97.039 | 0.000 | 0.000 | ||
| 85 | 2024.03.11 12:00 | modify | 26 | 0.10 | 97.039 | 96.139 | 98.139 | ||
| 86 | 2024.03.13 08:00 | buy | 27 | 0.10 | 97.710 | 0.000 | 0.000 | ||
| 87 | 2024.03.13 08:00 | modify | 27 | 0.10 | 97.710 | 97.534 | 98.139 | ||
| 88 | 2024.03.13 08:00 | modify | 26 | 0.10 | 97.039 | 97.534 | 98.139 | ||
| 89 | 2024.03.14 16:00 | s/l | 26 | 0.10 | 97.534 | 97.534 | 98.139 | 32.63 | 10365.88 |
| 90 | 2024.03.14 16:00 | s/l | 27 | 0.10 | 97.534 | 97.534 | 98.139 | -10.18 | 10355.69 |
| 91 | 2024.03.19 16:00 | sell | 28 | 0.10 | 98.398 | 0.000 | 0.000 | ||
| 92 | 2024.03.19 16:00 | modify | 28 | 0.10 | 98.398 | 99.298 | 97.298 | ||
| 93 | 2024.03.20 20:00 | s/l | 28 | 0.10 | 99.298 | 99.298 | 97.298 | -57.60 | 10298.10 |
| 94 | 2024.04.03 16:00 | sell | 29 | 0.10 | 99.455 | 0.000 | 0.000 | ||
| 95 | 2024.04.03 16:00 | modify | 29 | 0.10 | 99.455 | 100.355 | 98.355 | ||
| 96 | 2024.04.04 16:00 | s/l | 29 | 0.10 | 100.355 | 100.355 | 98.355 | -59.53 | 10238.57 |
| 97 | 2024.04.09 12:00 | sell | 30 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 98 | 2024.04.09 12:00 | modify | 30 | 0.10 | 100.501 | 101.401 | 99.401 | ||
| 99 | 2024.04.11 12:00 | sell | 31 | 0.10 | 99.837 | 0.000 | 0.000 | ||
| 100 | 2024.04.11 12:00 | modify | 31 | 0.10 | 99.837 | 100.006 | 99.401 | ||
| 101 | 2024.04.11 12:00 | modify | 30 | 0.10 | 100.501 | 100.006 | 99.401 | ||
| 102 | 2024.04.11 16:00 | s/l | 30 | 0.10 | 100.006 | 100.006 | 99.401 | 27.28 | 10265.85 |
| 103 | 2024.04.11 16:00 | s/l | 31 | 0.10 | 100.006 | 100.006 | 99.401 | -10.64 | 10255.21 |
| 104 | 2024.04.23 16:00 | sell | 32 | 0.10 | 100.268 | 0.000 | 0.000 | ||
| 105 | 2024.04.23 16:00 | modify | 32 | 0.10 | 100.268 | 101.168 | 99.168 | ||
| 106 | 2024.04.25 04:00 | s/l | 32 | 0.10 | 101.168 | 101.168 | 99.168 | -60.49 | 10194.72 |
| 107 | 2024.05.02 12:00 | buy | 33 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 108 | 2024.05.02 12:00 | modify | 33 | 0.10 | 101.068 | 100.168 | 102.168 | ||
| 109 | 2024.05.07 00:00 | t/p | 33 | 0.10 | 102.168 | 100.168 | 102.168 | 70.11 | 10264.82 |
| 110 | 2024.05.09 16:00 | sell | 34 | 0.10 | 102.817 | 0.000 | 0.000 | ||
| 111 | 2024.05.09 16:00 | modify | 34 | 0.10 | 102.817 | 103.717 | 101.717 | ||
| 112 | 2024.05.14 16:00 | s/l | 34 | 0.10 | 103.717 | 103.717 | 101.717 | -59.53 | 10205.30 |
| 113 | 2024.06.04 12:00 | buy | 35 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 114 | 2024.06.04 12:00 | modify | 35 | 0.10 | 102.867 | 101.967 | 103.967 | ||
| 115 | 2024.06.05 08:00 | t/p | 35 | 0.10 | 103.967 | 101.967 | 103.967 | 69.52 | 10274.81 |
| 116 | 2024.06.12 16:00 | sell | 36 | 0.10 | 104.430 | 0.000 | 0.000 | ||
| 117 | 2024.06.12 16:00 | modify | 36 | 0.10 | 104.430 | 105.330 | 103.330 | ||
| 118 | 2024.06.19 12:00 | s/l | 36 | 0.10 | 105.330 | 105.330 | 103.330 | -63.39 | 10211.42 |