Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=7; 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 | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 425.59 | Gross profit | 1440.05 | Gross loss | -1014.47 |
| Profit factor | 1.42 | Expected payoff | 13.30 | ||
| Absolute drawdown | 161.42 | Maximal drawdown | 359.92 (3.53%) | Relative drawdown | 3.53% (359.92) |
| Total trades | 32 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 22 (81.82%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 93.03 | loss trade | -179.71 | |
| Average | profit trade | 65.46 | loss trade | -101.45 | |
| Maximum | consecutive wins (profit in money) | 8 (505.18) | consecutive losses (loss in money) | 2 (-258.46) | |
| Maximal | consecutive profit (count of wins) | 505.18 (8) | consecutive loss (count of losses) | -258.46 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.01 04:00 | buy | 1 | 0.10 | 94.105 | 0.000 | 0.000 | ||
| 2 | 2023.09.01 04:00 | modify | 1 | 0.10 | 94.105 | 92.605 | 95.305 | ||
| 3 | 2023.09.14 04:00 | buy | 2 | 0.10 | 94.714 | 0.000 | 0.000 | ||
| 4 | 2023.09.14 04:00 | modify | 2 | 0.10 | 94.714 | 94.465 | 95.305 | ||
| 5 | 2023.09.14 04:00 | modify | 1 | 0.10 | 94.105 | 94.465 | 95.305 | ||
| 6 | 2023.09.14 12:00 | buy | 3 | 0.10 | 94.972 | 0.000 | 0.000 | ||
| 7 | 2023.09.14 12:00 | modify | 3 | 0.10 | 94.972 | 94.525 | 95.305 | ||
| 8 | 2023.09.14 12:00 | modify | 2 | 0.10 | 94.714 | 94.525 | 95.305 | ||
| 9 | 2023.09.14 12:00 | modify | 1 | 0.10 | 94.105 | 94.525 | 95.305 | ||
| 10 | 2023.09.15 04:00 | t/p | 1 | 0.10 | 95.305 | 94.525 | 95.305 | 91.27 | 10091.27 |
| 11 | 2023.09.15 04:00 | t/p | 2 | 0.10 | 95.305 | 94.525 | 95.305 | 42.36 | 10133.63 |
| 12 | 2023.09.15 04:00 | t/p | 3 | 0.10 | 95.305 | 94.525 | 95.305 | 24.06 | 10157.69 |
| 13 | 2023.09.15 04:00 | sell | 4 | 0.10 | 95.352 | 0.000 | 0.000 | ||
| 14 | 2023.09.15 04:00 | modify | 4 | 0.10 | 95.352 | 96.852 | 94.152 | ||
| 15 | 2023.09.29 12:00 | s/l | 4 | 0.10 | 96.852 | 96.852 | 94.152 | -123.22 | 10034.47 |
| 16 | 2023.10.05 04:00 | sell | 5 | 0.10 | 94.652 | 0.000 | 0.000 | ||
| 17 | 2023.10.05 04:00 | modify | 5 | 0.10 | 94.652 | 96.152 | 93.452 | ||
| 18 | 2023.10.31 20:00 | s/l | 5 | 0.10 | 96.152 | 96.152 | 93.452 | -135.24 | 9899.23 |
| 19 | 2023.11.07 04:00 | buy | 6 | 0.10 | 97.054 | 0.000 | 0.000 | ||
| 20 | 2023.11.07 04:00 | modify | 6 | 0.10 | 97.054 | 95.554 | 98.254 | ||
| 21 | 2023.11.15 16:00 | t/p | 6 | 0.10 | 98.254 | 95.554 | 98.254 | 88.64 | 9987.87 |
| 22 | 2023.11.21 04:00 | buy | 7 | 0.10 | 97.061 | 0.000 | 0.000 | ||
| 23 | 2023.11.21 04:00 | modify | 7 | 0.10 | 97.061 | 95.561 | 98.261 | ||
| 24 | 2023.11.22 12:00 | buy | 8 | 0.10 | 97.682 | 0.000 | 0.000 | ||
| 25 | 2023.11.22 12:00 | modify | 8 | 0.10 | 97.682 | 97.421 | 98.261 | ||
| 26 | 2023.11.22 12:00 | modify | 7 | 0.10 | 97.061 | 97.421 | 98.261 | ||
| 27 | 2023.11.24 12:00 | t/p | 7 | 0.10 | 98.261 | 97.421 | 98.261 | 87.32 | 10075.19 |
| 28 | 2023.11.24 12:00 | t/p | 8 | 0.10 | 98.261 | 97.421 | 98.261 | 42.83 | 10118.02 |
| 29 | 2023.11.27 04:00 | buy | 9 | 0.10 | 97.948 | 0.000 | 0.000 | ||
| 30 | 2023.11.27 04:00 | modify | 9 | 0.10 | 97.948 | 96.448 | 99.148 | ||
| 31 | 2023.12.05 12:00 | s/l | 9 | 0.10 | 96.448 | 96.448 | 99.148 | -102.88 | 10015.13 |
| 32 | 2023.12.06 04:00 | sell | 10 | 0.10 | 97.112 | 0.000 | 0.000 | ||
| 33 | 2023.12.06 04:00 | modify | 10 | 0.10 | 97.112 | 98.612 | 95.912 | ||
| 34 | 2023.12.07 04:00 | t/p | 10 | 0.10 | 95.912 | 98.612 | 95.912 | 81.50 | 10096.64 |
| 35 | 2023.12.07 04:00 | buy | 11 | 0.10 | 95.901 | 0.000 | 0.000 | ||
| 36 | 2023.12.07 04:00 | modify | 11 | 0.10 | 95.901 | 94.401 | 97.101 | ||
| 37 | 2023.12.07 20:00 | s/l | 11 | 0.10 | 94.401 | 94.401 | 97.101 | -106.40 | 9990.24 |
| 38 | 2023.12.14 04:00 | buy | 12 | 0.10 | 94.973 | 0.000 | 0.000 | ||
| 39 | 2023.12.14 04:00 | modify | 12 | 0.10 | 94.973 | 93.473 | 96.173 | ||
| 40 | 2023.12.19 04:00 | t/p | 12 | 0.10 | 96.173 | 93.473 | 96.173 | 86.44 | 10076.67 |
| 41 | 2023.12.19 04:00 | sell | 13 | 0.10 | 96.419 | 0.000 | 0.000 | ||
| 42 | 2023.12.19 04:00 | modify | 13 | 0.10 | 96.419 | 97.919 | 95.219 | ||
| 43 | 2024.02.16 04:00 | s/l | 13 | 0.10 | 97.919 | 97.919 | 95.219 | -179.71 | 9896.96 |
| 44 | 2024.02.29 04:00 | buy | 14 | 0.10 | 97.645 | 0.000 | 0.000 | ||
| 45 | 2024.02.29 04:00 | modify | 14 | 0.10 | 97.645 | 96.145 | 98.845 | ||
| 46 | 2024.03.20 04:00 | t/p | 14 | 0.10 | 98.845 | 96.145 | 98.845 | 93.03 | 9989.99 |
| 47 | 2024.03.22 04:00 | buy | 15 | 0.10 | 98.952 | 0.000 | 0.000 | ||
| 48 | 2024.03.22 04:00 | modify | 15 | 0.10 | 98.952 | 97.452 | 100.152 | ||
| 49 | 2024.04.03 20:00 | buy | 16 | 0.10 | 99.560 | 0.000 | 0.000 | ||
| 50 | 2024.04.03 20:00 | modify | 16 | 0.10 | 99.560 | 99.312 | 100.152 | ||
| 51 | 2024.04.03 20:00 | modify | 15 | 0.10 | 98.952 | 99.312 | 100.152 | ||
| 52 | 2024.04.04 12:00 | t/p | 15 | 0.10 | 100.152 | 99.312 | 100.152 | 90.83 | 10080.82 |
| 53 | 2024.04.04 12:00 | t/p | 16 | 0.10 | 100.152 | 99.312 | 100.152 | 43.32 | 10124.14 |
| 54 | 2024.04.05 04:00 | buy | 17 | 0.10 | 99.420 | 0.000 | 0.000 | ||
| 55 | 2024.04.05 04:00 | modify | 17 | 0.10 | 99.420 | 97.920 | 100.620 | ||
| 56 | 2024.04.08 08:00 | buy | 18 | 0.10 | 100.035 | 0.000 | 0.000 | ||
| 57 | 2024.04.08 08:00 | modify | 18 | 0.10 | 100.035 | 99.780 | 100.620 | ||
| 58 | 2024.04.08 08:00 | modify | 17 | 0.10 | 99.420 | 99.780 | 100.620 | ||
| 59 | 2024.04.08 12:00 | buy | 19 | 0.10 | 100.092 | 0.000 | 0.000 | ||
| 60 | 2024.04.08 12:00 | modify | 19 | 0.10 | 100.092 | 99.720 | 100.620 | ||
| 61 | 2024.04.08 12:00 | modify | 18 | 0.10 | 100.035 | 99.720 | 100.620 | ||
| 62 | 2024.04.08 12:00 | modify | 17 | 0.10 | 99.420 | 99.720 | 100.620 | ||
| 63 | 2024.04.09 16:00 | t/p | 17 | 0.10 | 100.620 | 99.720 | 100.620 | 86.00 | 10210.14 |
| 64 | 2024.04.09 16:00 | t/p | 18 | 0.10 | 100.620 | 99.720 | 100.620 | 41.93 | 10252.07 |
| 65 | 2024.04.09 16:00 | t/p | 19 | 0.10 | 100.620 | 99.720 | 100.620 | 37.89 | 10289.96 |
| 66 | 2024.04.16 04:00 | buy | 20 | 0.10 | 99.093 | 0.000 | 0.000 | ||
| 67 | 2024.04.16 04:00 | modify | 20 | 0.10 | 99.093 | 97.593 | 100.293 | ||
| 68 | 2024.04.23 04:00 | buy | 21 | 0.10 | 99.955 | 0.000 | 0.000 | ||
| 69 | 2024.04.23 04:00 | modify | 21 | 0.10 | 99.955 | 99.513 | 100.293 | ||
| 70 | 2024.04.23 04:00 | modify | 20 | 0.10 | 99.093 | 99.513 | 100.293 | ||
| 71 | 2024.04.23 16:00 | t/p | 20 | 0.10 | 100.293 | 99.513 | 100.293 | 88.20 | 10378.16 |
| 72 | 2024.04.23 16:00 | t/p | 21 | 0.10 | 100.293 | 99.513 | 100.293 | 23.98 | 10402.14 |
| 73 | 2024.04.25 04:00 | sell | 22 | 0.10 | 101.102 | 0.000 | 0.000 | ||
| 74 | 2024.04.25 04:00 | modify | 22 | 0.10 | 101.102 | 102.602 | 99.902 | ||
| 75 | 2024.04.26 08:00 | s/l | 22 | 0.10 | 102.602 | 102.602 | 99.902 | -107.59 | 10294.55 |
| 76 | 2024.05.16 04:00 | buy | 23 | 0.10 | 103.066 | 0.000 | 0.000 | ||
| 77 | 2024.05.16 04:00 | modify | 23 | 0.10 | 103.066 | 101.566 | 104.266 | ||
| 78 | 2024.05.17 20:00 | t/p | 23 | 0.10 | 104.266 | 101.566 | 104.266 | 85.56 | 10380.11 |
| 79 | 2024.05.30 04:00 | buy | 24 | 0.10 | 104.039 | 0.000 | 0.000 | ||
| 80 | 2024.05.30 04:00 | modify | 24 | 0.10 | 104.039 | 102.539 | 105.239 | ||
| 81 | 2024.05.31 20:00 | buy | 25 | 0.10 | 104.659 | 0.000 | 0.000 | ||
| 82 | 2024.05.31 20:00 | modify | 25 | 0.10 | 104.659 | 104.399 | 105.239 | ||
| 83 | 2024.05.31 20:00 | modify | 24 | 0.10 | 104.039 | 104.399 | 105.239 | ||
| 84 | 2024.06.02 20:00 | s/l | 24 | 0.10 | 104.399 | 104.399 | 105.239 | 25.97 | 10406.07 |
| 85 | 2024.06.02 20:00 | s/l | 25 | 0.10 | 104.399 | 104.399 | 105.239 | -18.45 | 10387.62 |
| 86 | 2024.06.26 04:00 | sell | 26 | 0.10 | 106.641 | 0.000 | 0.000 | ||
| 87 | 2024.06.26 04:00 | modify | 26 | 0.10 | 106.641 | 108.141 | 105.441 | ||
| 88 | 2024.07.03 08:00 | s/l | 26 | 0.10 | 108.141 | 108.141 | 105.441 | -114.80 | 10272.82 |
| 89 | 2024.07.11 04:00 | sell | 27 | 0.10 | 109.286 | 0.000 | 0.000 | ||
| 90 | 2024.07.11 04:00 | modify | 27 | 0.10 | 109.286 | 110.786 | 108.086 | ||
| 91 | 2024.07.11 16:00 | t/p | 27 | 0.10 | 108.086 | 110.786 | 108.086 | 85.11 | 10357.93 |
| 92 | 2024.07.26 04:00 | sell | 28 | 0.10 | 100.722 | 0.000 | 0.000 | ||
| 93 | 2024.07.26 04:00 | modify | 28 | 0.10 | 100.722 | 102.222 | 99.522 | ||
| 94 | 2024.07.31 04:00 | t/p | 28 | 0.10 | 99.522 | 102.222 | 99.522 | 81.50 | 10439.43 |
| 95 | 2024.08.07 04:00 | sell | 29 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 96 | 2024.08.07 04:00 | modify | 29 | 0.10 | 96.543 | 98.043 | 95.343 | ||
| 97 | 2024.08.08 00:00 | t/p | 29 | 0.10 | 95.343 | 98.043 | 95.343 | 81.50 | 10520.94 |
| 98 | 2024.08.08 04:00 | sell | 30 | 0.10 | 96.033 | 0.000 | 0.000 | ||
| 99 | 2024.08.08 04:00 | modify | 30 | 0.10 | 96.033 | 97.533 | 94.833 | ||
| 100 | 2024.08.12 16:00 | s/l | 30 | 0.10 | 97.533 | 97.533 | 94.833 | -108.79 | 10412.14 |
| 101 | 2024.08.19 04:00 | buy | 31 | 0.10 | 98.012 | 0.000 | 0.000 | ||
| 102 | 2024.08.19 04:00 | modify | 31 | 0.10 | 98.012 | 96.512 | 99.212 | ||
| 103 | 2024.08.29 08:00 | buy | 32 | 0.10 | 98.617 | 0.000 | 0.000 | ||
| 104 | 2024.08.29 08:00 | modify | 32 | 0.10 | 98.617 | 98.372 | 99.212 | ||
| 105 | 2024.08.29 08:00 | modify | 31 | 0.10 | 98.012 | 98.372 | 99.212 | ||
| 106 | 2024.08.29 12:00 | s/l | 31 | 0.10 | 98.372 | 98.372 | 99.212 | 30.81 | 10442.96 |
| 107 | 2024.08.29 12:00 | s/l | 32 | 0.10 | 98.372 | 98.372 | 99.212 | -17.37 | 10425.59 |