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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 | 672.85 | Gross profit | 998.99 | Gross loss | -326.15 |
| Profit factor | 3.06 | Expected payoff | 28.04 | ||
| Absolute drawdown | 54.76 | Maximal drawdown | 113.62 (1.06%) | Relative drawdown | 1.06% (113.62) |
| Total trades | 24 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
| Largest | profit trade | 88.60 | loss trade | -39.06 | |
| Average | profit trade | 66.60 | loss trade | -36.24 | |
| Maximum | consecutive wins (profit in money) | 4 (287.91) | consecutive losses (loss in money) | 2 (-75.71) | |
| Maximal | consecutive profit (count of wins) | 287.91 (4) | consecutive loss (count of losses) | -75.71 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.15 04:00 | sell | 1 | 0.10 | 95.352 | 0.000 | 0.000 | ||
| 2 | 2023.09.15 04:00 | modify | 1 | 0.10 | 95.352 | 95.852 | 94.152 | ||
| 3 | 2023.09.20 12:00 | s/l | 1 | 0.10 | 95.852 | 95.852 | 94.152 | -39.06 | 9960.94 |
| 4 | 2023.09.27 04:00 | buy | 2 | 0.10 | 95.128 | 0.000 | 0.000 | ||
| 5 | 2023.09.27 04:00 | modify | 2 | 0.10 | 95.128 | 94.628 | 96.328 | ||
| 6 | 2023.09.29 04:00 | t/p | 2 | 0.10 | 96.328 | 94.628 | 96.328 | 86.84 | 10047.78 |
| 7 | 2023.10.03 04:00 | buy | 3 | 0.10 | 95.121 | 0.000 | 0.000 | ||
| 8 | 2023.10.03 04:00 | modify | 3 | 0.10 | 95.121 | 94.621 | 96.321 | ||
| 9 | 2023.10.03 08:00 | s/l | 3 | 0.10 | 94.621 | 94.621 | 96.321 | -35.45 | 10012.33 |
| 10 | 2023.10.12 04:00 | sell | 4 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 11 | 2023.10.12 04:00 | modify | 4 | 0.10 | 95.747 | 96.247 | 94.547 | ||
| 12 | 2023.10.12 20:00 | t/p | 4 | 0.10 | 94.547 | 96.247 | 94.547 | 85.07 | 10097.40 |
| 13 | 2023.10.19 04:00 | buy | 5 | 0.10 | 94.403 | 0.000 | 0.000 | ||
| 14 | 2023.10.19 04:00 | modify | 5 | 0.10 | 94.403 | 93.903 | 95.603 | ||
| 15 | 2023.10.25 04:00 | t/p | 5 | 0.10 | 95.603 | 93.903 | 95.603 | 86.84 | 10184.24 |
| 16 | 2023.10.25 04:00 | sell | 6 | 0.10 | 95.614 | 0.000 | 0.000 | ||
| 17 | 2023.10.25 04:00 | modify | 6 | 0.10 | 95.614 | 96.114 | 94.414 | ||
| 18 | 2023.10.25 16:00 | sell | 7 | 0.10 | 94.952 | 0.000 | 0.000 | ||
| 19 | 2023.10.25 16:00 | modify | 7 | 0.10 | 94.952 | 95.254 | 94.414 | ||
| 20 | 2023.10.25 16:00 | modify | 6 | 0.10 | 95.614 | 95.254 | 94.414 | ||
| 21 | 2023.10.26 00:00 | t/p | 6 | 0.10 | 94.414 | 95.254 | 94.414 | 81.46 | 10265.70 |
| 22 | 2023.10.26 00:00 | t/p | 7 | 0.10 | 94.414 | 95.254 | 94.414 | 34.53 | 10300.24 |
| 23 | 2023.12.05 04:00 | buy | 8 | 0.10 | 96.799 | 0.000 | 0.000 | ||
| 24 | 2023.12.05 04:00 | modify | 8 | 0.10 | 96.799 | 96.299 | 97.999 | ||
| 25 | 2023.12.05 16:00 | s/l | 8 | 0.10 | 96.299 | 96.299 | 97.999 | -35.45 | 10264.79 |
| 26 | 2023.12.07 04:00 | buy | 9 | 0.10 | 95.901 | 0.000 | 0.000 | ||
| 27 | 2023.12.07 04:00 | modify | 9 | 0.10 | 95.901 | 95.401 | 97.101 | ||
| 28 | 2023.12.07 12:00 | s/l | 9 | 0.10 | 95.401 | 95.401 | 97.101 | -35.45 | 10229.34 |
| 29 | 2023.12.14 04:00 | buy | 10 | 0.10 | 94.973 | 0.000 | 0.000 | ||
| 30 | 2023.12.14 04:00 | modify | 10 | 0.10 | 94.973 | 94.473 | 96.173 | ||
| 31 | 2023.12.19 04:00 | t/p | 10 | 0.10 | 96.173 | 94.473 | 96.173 | 86.40 | 10315.74 |
| 32 | 2023.12.19 04:00 | sell | 11 | 0.10 | 96.419 | 0.000 | 0.000 | ||
| 33 | 2023.12.19 04:00 | modify | 11 | 0.10 | 96.419 | 96.919 | 95.219 | ||
| 34 | 2023.12.19 12:00 | s/l | 11 | 0.10 | 96.919 | 96.919 | 95.219 | -35.45 | 10280.29 |
| 35 | 2023.12.27 04:00 | sell | 12 | 0.10 | 97.410 | 0.000 | 0.000 | ||
| 36 | 2023.12.27 04:00 | modify | 12 | 0.10 | 97.410 | 97.910 | 96.210 | ||
| 37 | 2023.12.28 12:00 | t/p | 12 | 0.10 | 96.210 | 97.910 | 96.210 | 81.46 | 10361.75 |
| 38 | 2024.01.16 04:00 | buy | 13 | 0.10 | 96.640 | 0.000 | 0.000 | ||
| 39 | 2024.01.16 04:00 | modify | 13 | 0.10 | 96.640 | 96.140 | 97.840 | ||
| 40 | 2024.01.18 20:00 | buy | 14 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 41 | 2024.01.18 20:00 | modify | 14 | 0.10 | 97.255 | 96.700 | 97.840 | ||
| 42 | 2024.01.18 20:00 | modify | 13 | 0.10 | 96.640 | 96.700 | 97.840 | ||
| 43 | 2024.01.19 04:00 | buy | 15 | 0.10 | 97.612 | 0.000 | 0.000 | ||
| 44 | 2024.01.19 04:00 | modify | 15 | 0.10 | 97.612 | 97.060 | 97.840 | ||
| 45 | 2024.01.19 04:00 | modify | 14 | 0.10 | 97.255 | 97.060 | 97.840 | ||
| 46 | 2024.01.19 04:00 | modify | 13 | 0.10 | 96.640 | 97.060 | 97.840 | ||
| 47 | 2024.01.22 04:00 | t/p | 13 | 0.10 | 97.840 | 97.060 | 97.840 | 87.72 | 10449.47 |
| 48 | 2024.01.22 04:00 | t/p | 14 | 0.10 | 97.840 | 97.060 | 97.840 | 42.36 | 10491.83 |
| 49 | 2024.01.22 04:00 | t/p | 15 | 0.10 | 97.840 | 97.060 | 97.840 | 16.61 | 10508.44 |
| 50 | 2024.02.01 04:00 | buy | 16 | 0.10 | 96.365 | 0.000 | 0.000 | ||
| 51 | 2024.02.01 04:00 | modify | 16 | 0.10 | 96.365 | 95.865 | 97.565 | ||
| 52 | 2024.02.01 12:00 | s/l | 16 | 0.10 | 95.865 | 95.865 | 97.565 | -35.45 | 10472.99 |
| 53 | 2024.02.28 04:00 | buy | 17 | 0.10 | 98.204 | 0.000 | 0.000 | ||
| 54 | 2024.02.28 04:00 | modify | 17 | 0.10 | 98.204 | 97.704 | 99.404 | ||
| 55 | 2024.02.29 04:00 | s/l | 17 | 0.10 | 97.704 | 97.704 | 99.404 | -34.13 | 10438.85 |
| 56 | 2024.03.11 04:00 | buy | 18 | 0.10 | 97.178 | 0.000 | 0.000 | ||
| 57 | 2024.03.11 04:00 | modify | 18 | 0.10 | 97.178 | 96.678 | 98.378 | ||
| 58 | 2024.03.19 16:00 | t/p | 18 | 0.10 | 98.378 | 96.678 | 98.378 | 88.60 | 10527.45 |
| 59 | 2024.04.19 04:00 | buy | 19 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 60 | 2024.04.19 04:00 | modify | 19 | 0.10 | 98.638 | 98.138 | 99.838 | ||
| 61 | 2024.04.19 08:00 | buy | 20 | 0.10 | 99.248 | 0.000 | 0.000 | ||
| 62 | 2024.04.19 08:00 | modify | 20 | 0.10 | 99.248 | 98.698 | 99.838 | ||
| 63 | 2024.04.19 08:00 | modify | 19 | 0.10 | 98.638 | 98.698 | 99.838 | ||
| 64 | 2024.04.22 04:00 | buy | 21 | 0.10 | 99.603 | 0.000 | 0.000 | ||
| 65 | 2024.04.22 04:00 | modify | 21 | 0.10 | 99.603 | 99.058 | 99.838 | ||
| 66 | 2024.04.22 04:00 | modify | 20 | 0.10 | 99.248 | 99.058 | 99.838 | ||
| 67 | 2024.04.22 04:00 | modify | 19 | 0.10 | 98.638 | 99.058 | 99.838 | ||
| 68 | 2024.04.22 20:00 | t/p | 19 | 0.10 | 99.838 | 99.058 | 99.838 | 85.52 | 10612.97 |
| 69 | 2024.04.22 20:00 | t/p | 20 | 0.10 | 99.838 | 99.058 | 99.838 | 42.27 | 10655.24 |
| 70 | 2024.04.22 20:00 | t/p | 21 | 0.10 | 99.838 | 99.058 | 99.838 | 16.66 | 10671.90 |
| 71 | 2024.04.24 04:00 | sell | 22 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 72 | 2024.04.24 04:00 | modify | 22 | 0.10 | 100.859 | 101.359 | 99.659 | ||
| 73 | 2024.04.25 08:00 | s/l | 22 | 0.10 | 101.359 | 101.359 | 99.659 | -39.06 | 10632.84 |
| 74 | 2024.05.06 04:00 | sell | 23 | 0.10 | 101.822 | 0.000 | 0.000 | ||
| 75 | 2024.05.06 04:00 | modify | 23 | 0.10 | 101.822 | 102.322 | 100.622 | ||
| 76 | 2024.05.07 04:00 | s/l | 23 | 0.10 | 102.322 | 102.322 | 100.622 | -36.65 | 10596.19 |
| 77 | 2024.05.28 04:00 | sell | 24 | 0.10 | 104.525 | 0.000 | 0.000 | ||
| 78 | 2024.05.28 04:00 | modify | 24 | 0.10 | 104.525 | 105.025 | 103.325 | ||
| 79 | 2024.06.04 12:00 | t/p | 24 | 0.10 | 103.325 | 105.025 | 103.325 | 76.66 | 10672.85 |