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=2; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=0; 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 | 2607 | Ticks modelled | 4214 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 577.85 | Gross profit | 1000.64 | Gross loss | -422.79 |
| Profit factor | 2.37 | Expected payoff | 22.22 | ||
| Absolute drawdown | 25.40 | Maximal drawdown | 216.17 (2.06%) | Relative drawdown | 2.06% (216.17) |
| Total trades | 26 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
| Largest | profit trade | 115.67 | loss trade | -100.54 | |
| Average | profit trade | 66.71 | loss trade | -38.44 | |
| Maximum | consecutive wins (profit in money) | 5 (399.51) | consecutive losses (loss in money) | 3 (-121.80) | |
| Maximal | consecutive profit (count of wins) | 399.51 (5) | consecutive loss (count of losses) | -131.07 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.29 08:00 | sell | 1 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 2 | 2023.09.29 08:00 | modify | 1 | 0.10 | 96.387 | 97.787 | 94.887 | ||
| 3 | 2023.10.03 08:00 | t/p | 1 | 0.10 | 94.887 | 97.787 | 94.887 | 104.03 | 10104.03 |
| 4 | 2023.10.13 00:00 | buy | 2 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 5 | 2023.10.13 00:00 | modify | 2 | 0.10 | 94.631 | 93.231 | 96.131 | ||
| 6 | 2023.10.27 00:00 | buy | 3 | 0.10 | 95.260 | 0.000 | 0.000 | ||
| 7 | 2023.10.27 00:00 | modify | 3 | 0.10 | 95.260 | 94.781 | 96.131 | ||
| 8 | 2023.10.27 00:00 | modify | 2 | 0.10 | 94.631 | 94.781 | 96.131 | ||
| 9 | 2023.10.27 20:00 | s/l | 2 | 0.10 | 94.781 | 94.781 | 96.131 | 16.80 | 10120.83 |
| 10 | 2023.10.27 20:00 | s/l | 3 | 0.10 | 94.781 | 94.781 | 96.131 | -33.99 | 10086.84 |
| 11 | 2023.11.06 08:00 | sell | 4 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 12 | 2023.11.06 08:00 | modify | 4 | 0.10 | 97.407 | 98.807 | 95.907 | ||
| 13 | 2023.11.09 00:00 | sell | 5 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 14 | 2023.11.09 00:00 | modify | 5 | 0.10 | 96.657 | 96.807 | 95.907 | ||
| 15 | 2023.11.09 00:00 | modify | 4 | 0.10 | 97.407 | 96.807 | 95.907 | ||
| 16 | 2023.11.09 04:00 | s/l | 4 | 0.10 | 96.807 | 96.807 | 95.907 | 36.56 | 10123.40 |
| 17 | 2023.11.09 04:00 | s/l | 5 | 0.10 | 96.807 | 96.807 | 95.907 | -10.65 | 10112.75 |
| 18 | 2023.11.15 00:00 | sell | 6 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 19 | 2023.11.15 00:00 | modify | 6 | 0.10 | 97.785 | 99.185 | 96.285 | ||
| 20 | 2023.11.17 12:00 | sell | 7 | 0.10 | 97.180 | 0.000 | 0.000 | ||
| 21 | 2023.11.17 12:00 | modify | 7 | 0.10 | 97.180 | 97.635 | 96.285 | ||
| 22 | 2023.11.17 12:00 | modify | 6 | 0.10 | 97.785 | 97.635 | 96.285 | ||
| 23 | 2023.11.20 00:00 | s/l | 6 | 0.10 | 97.635 | 97.635 | 96.285 | 4.63 | 10117.38 |
| 24 | 2023.11.20 00:00 | s/l | 7 | 0.10 | 97.635 | 97.635 | 96.285 | -33.49 | 10083.89 |
| 25 | 2023.12.05 16:00 | buy | 8 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 26 | 2023.12.05 16:00 | modify | 8 | 0.10 | 96.571 | 95.171 | 98.071 | ||
| 27 | 2023.12.07 12:00 | s/l | 8 | 0.10 | 95.171 | 95.171 | 98.071 | -97.58 | 9986.30 |
| 28 | 2023.12.27 12:00 | sell | 9 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 29 | 2023.12.27 12:00 | modify | 9 | 0.10 | 97.502 | 98.902 | 96.002 | ||
| 30 | 2024.01.01 20:00 | t/p | 9 | 0.10 | 96.002 | 98.902 | 96.002 | 100.42 | 10086.72 |
| 31 | 2024.02.01 16:00 | buy | 10 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 32 | 2024.02.01 16:00 | modify | 10 | 0.10 | 95.779 | 94.379 | 97.279 | ||
| 33 | 2024.02.07 12:00 | buy | 11 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 34 | 2024.02.07 12:00 | modify | 11 | 0.10 | 96.682 | 96.304 | 97.279 | ||
| 35 | 2024.02.07 12:00 | modify | 10 | 0.10 | 95.779 | 96.304 | 97.279 | ||
| 36 | 2024.02.09 12:00 | t/p | 10 | 0.10 | 97.279 | 96.304 | 97.279 | 109.96 | 10196.68 |
| 37 | 2024.02.09 12:00 | t/p | 11 | 0.10 | 97.279 | 96.304 | 97.279 | 44.12 | 10240.80 |
| 38 | 2024.02.28 16:00 | buy | 12 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 39 | 2024.02.28 16:00 | modify | 12 | 0.10 | 97.962 | 96.562 | 99.462 | ||
| 40 | 2024.03.20 20:00 | t/p | 12 | 0.10 | 99.462 | 96.562 | 99.462 | 115.67 | 10356.47 |
| 41 | 2024.03.21 00:00 | sell | 13 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 42 | 2024.03.21 00:00 | modify | 13 | 0.10 | 99.469 | 100.869 | 97.969 | ||
| 43 | 2024.03.27 04:00 | sell | 14 | 0.10 | 98.855 | 0.000 | 0.000 | ||
| 44 | 2024.03.27 04:00 | modify | 14 | 0.10 | 98.855 | 99.319 | 97.969 | ||
| 45 | 2024.03.27 04:00 | modify | 13 | 0.10 | 99.469 | 99.319 | 97.969 | ||
| 46 | 2024.04.03 00:00 | sell | 15 | 0.10 | 98.702 | 0.000 | 0.000 | ||
| 47 | 2024.04.03 00:00 | modify | 15 | 0.10 | 98.702 | 98.869 | 97.969 | ||
| 48 | 2024.04.03 00:00 | modify | 14 | 0.10 | 98.855 | 98.869 | 97.969 | ||
| 49 | 2024.04.03 00:00 | modify | 13 | 0.10 | 99.469 | 98.869 | 97.969 | ||
| 50 | 2024.04.03 08:00 | s/l | 13 | 0.10 | 98.869 | 98.869 | 97.969 | 29.35 | 10385.82 |
| 51 | 2024.04.03 08:00 | s/l | 14 | 0.10 | 98.869 | 98.869 | 97.969 | -9.40 | 10376.41 |
| 52 | 2024.04.03 08:00 | s/l | 15 | 0.10 | 98.869 | 98.869 | 97.969 | -11.85 | 10364.56 |
| 53 | 2024.04.26 12:00 | sell | 16 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 54 | 2024.04.26 12:00 | modify | 16 | 0.10 | 102.486 | 103.886 | 100.986 | ||
| 55 | 2024.04.29 04:00 | s/l | 16 | 0.10 | 103.886 | 103.886 | 100.986 | -100.54 | 10264.02 |
| 56 | 2024.05.03 00:00 | buy | 17 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 57 | 2024.05.03 00:00 | modify | 17 | 0.10 | 100.639 | 99.239 | 102.139 | ||
| 58 | 2024.05.07 00:00 | t/p | 17 | 0.10 | 102.139 | 99.239 | 102.139 | 107.31 | 10371.33 |
| 59 | 2024.05.30 12:00 | buy | 18 | 0.10 | 103.805 | 0.000 | 0.000 | ||
| 60 | 2024.05.30 12:00 | modify | 18 | 0.10 | 103.805 | 102.405 | 105.305 | ||
| 61 | 2024.05.31 12:00 | buy | 19 | 0.10 | 104.563 | 0.000 | 0.000 | ||
| 62 | 2024.05.31 12:00 | modify | 19 | 0.10 | 104.563 | 104.405 | 105.305 | ||
| 63 | 2024.05.31 12:00 | modify | 18 | 0.10 | 103.805 | 104.405 | 105.305 | ||
| 64 | 2024.05.31 16:00 | s/l | 18 | 0.10 | 104.405 | 104.405 | 105.305 | 43.02 | 10414.35 |
| 65 | 2024.05.31 16:00 | s/l | 19 | 0.10 | 104.405 | 104.405 | 105.305 | -11.21 | 10403.14 |
| 66 | 2024.06.04 16:00 | buy | 20 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 67 | 2024.06.04 16:00 | modify | 20 | 0.10 | 102.886 | 101.486 | 104.386 | ||
| 68 | 2024.06.10 20:00 | buy | 21 | 0.10 | 103.792 | 0.000 | 0.000 | ||
| 69 | 2024.06.10 20:00 | modify | 21 | 0.10 | 103.792 | 103.411 | 104.386 | ||
| 70 | 2024.06.10 20:00 | modify | 20 | 0.10 | 102.886 | 103.411 | 104.386 | ||
| 71 | 2024.06.12 16:00 | t/p | 20 | 0.10 | 104.386 | 103.411 | 104.386 | 109.96 | 10513.09 |
| 72 | 2024.06.12 16:00 | t/p | 21 | 0.10 | 104.386 | 103.411 | 104.386 | 43.03 | 10556.12 |
| 73 | 2024.07.03 12:00 | sell | 22 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 74 | 2024.07.03 12:00 | modify | 22 | 0.10 | 108.042 | 109.442 | 106.542 | ||
| 75 | 2024.07.11 16:00 | sell | 23 | 0.10 | 107.419 | 0.000 | 0.000 | ||
| 76 | 2024.07.11 16:00 | modify | 23 | 0.10 | 107.419 | 107.892 | 106.542 | ||
| 77 | 2024.07.11 16:00 | modify | 22 | 0.10 | 108.042 | 107.892 | 106.542 | ||
| 78 | 2024.07.11 20:00 | sell | 24 | 0.10 | 107.285 | 0.000 | 0.000 | ||
| 79 | 2024.07.11 20:00 | modify | 24 | 0.10 | 107.285 | 107.442 | 106.542 | ||
| 80 | 2024.07.11 20:00 | modify | 23 | 0.10 | 107.419 | 107.442 | 106.542 | ||
| 81 | 2024.07.11 20:00 | modify | 22 | 0.10 | 108.042 | 107.442 | 106.542 | ||
| 82 | 2024.07.12 00:00 | s/l | 22 | 0.10 | 107.442 | 107.442 | 106.542 | 29.36 | 10585.48 |
| 83 | 2024.07.12 00:00 | s/l | 23 | 0.10 | 107.442 | 107.442 | 106.542 | -2.83 | 10582.65 |
| 84 | 2024.07.12 00:00 | s/l | 24 | 0.10 | 107.442 | 107.442 | 106.542 | -12.34 | 10570.31 |
| 85 | 2024.07.23 12:00 | buy | 25 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 86 | 2024.07.23 12:00 | modify | 25 | 0.10 | 103.428 | 102.028 | 104.928 | ||
| 87 | 2024.07.24 08:00 | s/l | 25 | 0.10 | 102.028 | 102.028 | 104.928 | -98.90 | 10471.41 |
| 88 | 2024.07.25 12:00 | buy | 26 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 89 | 2024.07.25 12:00 | modify | 26 | 0.10 | 99.600 | 98.200 | 101.100 | ||
| 90 | 2024.07.25 20:00 | t/p | 26 | 0.10 | 101.100 | 98.200 | 101.100 | 106.44 | 10577.85 |