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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 698.98 | Gross profit | 1351.71 | Gross loss | -652.73 |
| Profit factor | 2.07 | Expected payoff | 21.84 | ||
| Absolute drawdown | 15.16 | Maximal drawdown | 230.65 (2.15%) | Relative drawdown | 2.15% (230.65) |
| Total trades | 32 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 23 (56.52%) |
| Profit trades (% of total) | 17 (53.12%) | Loss trades (% of total) | 15 (46.88%) | ||
| Largest | profit trade | 112.11 | loss trade | -55.66 | |
| Average | profit trade | 79.51 | loss trade | -43.52 | |
| Maximum | consecutive wins (profit in money) | 6 (546.07) | consecutive losses (loss in money) | 4 (-175.59) | |
| Maximal | consecutive profit (count of wins) | 546.07 (6) | consecutive loss (count of losses) | -175.59 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 08:00 | buy | 1 | 0.10 | 93.708 | 0.000 | 0.000 | ||
| 2 | 2023.09.05 08:00 | modify | 1 | 0.10 | 93.708 | 93.008 | 95.208 | ||
| 3 | 2023.09.08 12:00 | buy | 2 | 0.10 | 94.312 | 0.000 | 0.000 | ||
| 4 | 2023.09.08 12:00 | modify | 2 | 0.10 | 94.312 | 93.933 | 95.208 | ||
| 5 | 2023.09.08 12:00 | modify | 1 | 0.10 | 93.708 | 93.933 | 95.208 | ||
| 6 | 2023.09.10 20:00 | s/l | 1 | 0.10 | 93.933 | 93.933 | 95.208 | 18.16 | 10018.16 |
| 7 | 2023.09.10 20:00 | s/l | 2 | 0.10 | 93.933 | 93.933 | 95.208 | -26.88 | 9991.28 |
| 8 | 2023.09.21 12:00 | buy | 3 | 0.10 | 94.727 | 0.000 | 0.000 | ||
| 9 | 2023.09.21 12:00 | modify | 3 | 0.10 | 94.727 | 94.027 | 96.227 | ||
| 10 | 2023.09.29 04:00 | t/p | 3 | 0.10 | 96.227 | 94.027 | 96.227 | 109.92 | 10101.19 |
| 11 | 2023.09.29 04:00 | sell | 4 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 12 | 2023.09.29 04:00 | modify | 4 | 0.10 | 96.443 | 97.143 | 94.943 | ||
| 13 | 2023.10.03 08:00 | t/p | 4 | 0.10 | 94.943 | 97.143 | 94.943 | 103.99 | 10205.18 |
| 14 | 2023.10.03 08:00 | buy | 5 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 15 | 2023.10.03 08:00 | modify | 5 | 0.10 | 94.671 | 93.971 | 96.171 | ||
| 16 | 2023.10.03 16:00 | s/l | 5 | 0.10 | 93.971 | 93.971 | 96.171 | -49.65 | 10155.53 |
| 17 | 2023.10.19 04:00 | buy | 6 | 0.10 | 94.403 | 0.000 | 0.000 | ||
| 18 | 2023.10.19 04:00 | modify | 6 | 0.10 | 94.403 | 93.703 | 95.903 | ||
| 19 | 2023.10.31 12:00 | t/p | 6 | 0.10 | 95.903 | 93.703 | 95.903 | 110.79 | 10266.32 |
| 20 | 2023.10.31 12:00 | sell | 7 | 0.10 | 95.924 | 0.000 | 0.000 | ||
| 21 | 2023.10.31 12:00 | modify | 7 | 0.10 | 95.924 | 96.624 | 94.424 | ||
| 22 | 2023.11.02 00:00 | s/l | 7 | 0.10 | 96.624 | 96.624 | 94.424 | -54.46 | 10211.87 |
| 23 | 2023.12.05 08:00 | buy | 8 | 0.10 | 96.524 | 0.000 | 0.000 | ||
| 24 | 2023.12.05 08:00 | modify | 8 | 0.10 | 96.524 | 95.824 | 98.024 | ||
| 25 | 2023.12.06 04:00 | buy | 9 | 0.10 | 97.142 | 0.000 | 0.000 | ||
| 26 | 2023.12.06 04:00 | modify | 9 | 0.10 | 97.142 | 96.749 | 98.024 | ||
| 27 | 2023.12.06 04:00 | modify | 8 | 0.10 | 96.524 | 96.749 | 98.024 | ||
| 28 | 2023.12.06 16:00 | s/l | 8 | 0.10 | 96.749 | 96.749 | 98.024 | 16.40 | 10228.27 |
| 29 | 2023.12.06 16:00 | s/l | 9 | 0.10 | 96.749 | 96.749 | 98.024 | -27.88 | 10200.39 |
| 30 | 2023.12.07 04:00 | buy | 10 | 0.10 | 95.901 | 0.000 | 0.000 | ||
| 31 | 2023.12.07 04:00 | modify | 10 | 0.10 | 95.901 | 95.201 | 97.401 | ||
| 32 | 2023.12.07 12:00 | s/l | 10 | 0.10 | 95.201 | 95.201 | 97.401 | -49.65 | 10150.74 |
| 33 | 2023.12.19 04:00 | sell | 11 | 0.10 | 96.419 | 0.000 | 0.000 | ||
| 34 | 2023.12.19 04:00 | modify | 11 | 0.10 | 96.419 | 97.119 | 94.919 | ||
| 35 | 2023.12.19 12:00 | s/l | 11 | 0.10 | 97.119 | 97.119 | 94.919 | -49.65 | 10101.09 |
| 36 | 2023.12.28 12:00 | buy | 12 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 37 | 2023.12.28 12:00 | modify | 12 | 0.10 | 96.317 | 95.617 | 97.817 | ||
| 38 | 2024.01.05 04:00 | buy | 13 | 0.10 | 97.168 | 0.000 | 0.000 | ||
| 39 | 2024.01.05 04:00 | modify | 13 | 0.10 | 97.168 | 96.692 | 97.817 | ||
| 40 | 2024.01.05 04:00 | modify | 12 | 0.10 | 96.317 | 96.692 | 97.817 | ||
| 41 | 2024.01.08 08:00 | s/l | 12 | 0.10 | 96.692 | 96.692 | 97.817 | 30.56 | 10131.64 |
| 42 | 2024.01.08 08:00 | s/l | 13 | 0.10 | 96.692 | 96.692 | 97.817 | -33.33 | 10098.31 |
| 43 | 2024.02.01 12:00 | buy | 14 | 0.10 | 95.743 | 0.000 | 0.000 | ||
| 44 | 2024.02.01 12:00 | modify | 14 | 0.10 | 95.743 | 95.043 | 97.243 | ||
| 45 | 2024.02.07 04:00 | buy | 15 | 0.10 | 96.597 | 0.000 | 0.000 | ||
| 46 | 2024.02.07 04:00 | modify | 15 | 0.10 | 96.597 | 96.118 | 97.243 | ||
| 47 | 2024.02.07 04:00 | modify | 14 | 0.10 | 95.743 | 96.118 | 97.243 | ||
| 48 | 2024.02.09 12:00 | t/p | 14 | 0.10 | 97.243 | 96.118 | 97.243 | 109.92 | 10208.23 |
| 49 | 2024.02.09 12:00 | t/p | 15 | 0.10 | 97.243 | 96.118 | 97.243 | 47.59 | 10255.81 |
| 50 | 2024.03.21 08:00 | sell | 16 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 51 | 2024.03.21 08:00 | modify | 16 | 0.10 | 100.166 | 100.866 | 98.666 | ||
| 52 | 2024.03.22 08:00 | t/p | 16 | 0.10 | 98.666 | 100.866 | 98.666 | 105.18 | 10360.99 |
| 53 | 2024.03.22 08:00 | buy | 17 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 54 | 2024.03.22 08:00 | modify | 17 | 0.10 | 98.685 | 97.985 | 100.185 | ||
| 55 | 2024.04.04 12:00 | t/p | 17 | 0.10 | 100.185 | 97.985 | 100.185 | 112.11 | 10473.11 |
| 56 | 2024.04.19 04:00 | buy | 18 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 57 | 2024.04.19 04:00 | modify | 18 | 0.10 | 98.638 | 97.938 | 100.138 | ||
| 58 | 2024.04.19 08:00 | buy | 19 | 0.10 | 99.248 | 0.000 | 0.000 | ||
| 59 | 2024.04.19 08:00 | modify | 19 | 0.10 | 99.248 | 98.863 | 100.138 | ||
| 60 | 2024.04.19 08:00 | modify | 18 | 0.10 | 98.638 | 98.863 | 100.138 | ||
| 61 | 2024.04.23 16:00 | t/p | 18 | 0.10 | 100.138 | 98.863 | 100.138 | 107.27 | 10580.37 |
| 62 | 2024.04.23 16:00 | t/p | 19 | 0.10 | 100.138 | 98.863 | 100.138 | 64.01 | 10644.38 |
| 63 | 2024.04.24 04:00 | sell | 20 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 64 | 2024.04.24 04:00 | modify | 20 | 0.10 | 100.859 | 101.559 | 99.359 | ||
| 65 | 2024.04.25 08:00 | s/l | 20 | 0.10 | 101.559 | 101.559 | 99.359 | -53.26 | 10591.13 |
| 66 | 2024.04.26 08:00 | sell | 21 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 67 | 2024.04.26 08:00 | modify | 21 | 0.10 | 102.527 | 103.227 | 101.027 | ||
| 68 | 2024.04.28 20:00 | s/l | 21 | 0.10 | 103.227 | 103.227 | 101.027 | -49.64 | 10541.49 |
| 69 | 2024.05.02 12:00 | buy | 22 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 70 | 2024.05.02 12:00 | modify | 22 | 0.10 | 101.068 | 100.368 | 102.568 | ||
| 71 | 2024.05.09 12:00 | t/p | 22 | 0.10 | 102.568 | 100.368 | 102.568 | 109.48 | 10650.96 |
| 72 | 2024.06.04 12:00 | buy | 23 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 73 | 2024.06.04 12:00 | modify | 23 | 0.10 | 102.867 | 102.167 | 104.367 | ||
| 74 | 2024.06.06 08:00 | buy | 24 | 0.10 | 103.930 | 0.000 | 0.000 | ||
| 75 | 2024.06.06 08:00 | modify | 24 | 0.10 | 103.930 | 103.542 | 104.367 | ||
| 76 | 2024.06.06 08:00 | modify | 23 | 0.10 | 102.867 | 103.542 | 104.367 | ||
| 77 | 2024.06.07 08:00 | s/l | 23 | 0.10 | 103.542 | 103.542 | 104.367 | 50.08 | 10701.04 |
| 78 | 2024.06.07 08:00 | s/l | 24 | 0.10 | 103.542 | 103.542 | 104.367 | -27.08 | 10673.96 |
| 79 | 2024.07.17 08:00 | buy | 25 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 80 | 2024.07.17 08:00 | modify | 25 | 0.10 | 105.815 | 105.115 | 107.315 | ||
| 81 | 2024.07.17 20:00 | s/l | 25 | 0.10 | 105.115 | 105.115 | 107.315 | -49.65 | 10624.31 |
| 82 | 2024.07.22 08:00 | buy | 26 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 83 | 2024.07.22 08:00 | modify | 26 | 0.10 | 104.521 | 103.821 | 106.021 | ||
| 84 | 2024.07.23 04:00 | s/l | 26 | 0.10 | 103.821 | 103.821 | 106.021 | -49.21 | 10575.10 |
| 85 | 2024.07.24 04:00 | buy | 27 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 86 | 2024.07.24 04:00 | modify | 27 | 0.10 | 102.278 | 101.578 | 103.778 | ||
| 87 | 2024.07.24 16:00 | s/l | 27 | 0.10 | 101.578 | 101.578 | 103.778 | -49.65 | 10525.45 |
| 88 | 2024.07.25 04:00 | buy | 28 | 0.10 | 99.830 | 0.000 | 0.000 | ||
| 89 | 2024.07.25 04:00 | modify | 28 | 0.10 | 99.830 | 99.130 | 101.330 | ||
| 90 | 2024.07.25 16:00 | buy | 29 | 0.10 | 100.893 | 0.000 | 0.000 | ||
| 91 | 2024.07.25 16:00 | modify | 29 | 0.10 | 100.893 | 100.505 | 101.330 | ||
| 92 | 2024.07.25 16:00 | modify | 28 | 0.10 | 99.830 | 100.505 | 101.330 | ||
| 93 | 2024.07.26 00:00 | s/l | 28 | 0.10 | 100.505 | 100.505 | 101.330 | 48.32 | 10573.77 |
| 94 | 2024.07.26 00:00 | s/l | 29 | 0.10 | 100.505 | 100.505 | 101.330 | -27.08 | 10546.69 |
| 95 | 2024.07.30 08:00 | sell | 30 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 96 | 2024.07.30 08:00 | modify | 30 | 0.10 | 101.475 | 102.175 | 99.975 | ||
| 97 | 2024.07.31 00:00 | t/p | 30 | 0.10 | 99.975 | 102.175 | 99.975 | 105.18 | 10651.87 |
| 98 | 2024.08.07 04:00 | sell | 31 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 99 | 2024.08.07 04:00 | modify | 31 | 0.10 | 96.543 | 97.243 | 95.043 | ||
| 100 | 2024.08.08 00:00 | t/p | 31 | 0.10 | 95.043 | 97.243 | 95.043 | 102.77 | 10754.64 |
| 101 | 2024.08.12 12:00 | sell | 32 | 0.10 | 97.354 | 0.000 | 0.000 | ||
| 102 | 2024.08.12 12:00 | modify | 32 | 0.10 | 97.354 | 98.054 | 95.854 | ||
| 103 | 2024.08.15 16:00 | s/l | 32 | 0.10 | 98.054 | 98.054 | 95.854 | -55.66 | 10698.98 |