Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| 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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=30; 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=6; 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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -60.93 | Gross profit | 1120.84 | Gross loss | -1181.77 |
| Profit factor | 0.95 | Expected payoff | -1.35 | ||
| Absolute drawdown | 382.18 | Maximal drawdown | 546.17 (46.92%) | Relative drawdown | 46.92% (546.17) |
| Total trades | 45 | Short positions (won %) | 25 (40.00%) | Long positions (won %) | 20 (50.00%) |
| Profit trades (% of total) | 20 (44.44%) | Loss trades (% of total) | 25 (55.56%) | ||
| Largest | profit trade | 99.99 | loss trade | -71.04 | |
| Average | profit trade | 56.04 | loss trade | -47.27 | |
| Maximum | consecutive wins (profit in money) | 3 (270.60) | consecutive losses (loss in money) | 5 (-325.03) | |
| Maximal | consecutive profit (count of wins) | 270.60 (3) | consecutive loss (count of losses) | -325.03 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.07 08:00 | buy | 1 | 0.10 | 96.692 | 0.000 | 0.000 | ||
| 2 | 2023.11.07 08:00 | modify | 1 | 0.10 | 96.692 | 95.692 | 98.192 | ||
| 3 | 2023.11.08 08:00 | buy | 2 | 0.10 | 97.076 | 0.000 | 0.000 | ||
| 4 | 2023.11.08 08:00 | modify | 2 | 0.10 | 97.076 | 96.842 | 98.192 | ||
| 5 | 2023.11.08 08:00 | modify | 1 | 0.10 | 96.692 | 96.842 | 98.192 | ||
| 6 | 2023.11.08 12:00 | s/l | 1 | 0.10 | 96.842 | 96.842 | 98.192 | 10.09 | 1010.09 |
| 7 | 2023.11.08 12:00 | s/l | 2 | 0.10 | 96.842 | 96.842 | 98.192 | -15.10 | 994.99 |
| 8 | 2023.11.14 16:00 | sell | 3 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 9 | 2023.11.14 16:00 | modify | 3 | 0.10 | 97.721 | 98.721 | 96.221 | ||
| 10 | 2023.11.17 04:00 | sell | 4 | 0.10 | 97.346 | 0.000 | 0.000 | ||
| 11 | 2023.11.17 04:00 | modify | 4 | 0.10 | 97.346 | 97.571 | 96.221 | ||
| 12 | 2023.11.17 04:00 | modify | 3 | 0.10 | 97.721 | 97.571 | 96.221 | ||
| 13 | 2023.11.20 00:00 | s/l | 3 | 0.10 | 97.571 | 97.571 | 96.221 | 3.18 | 998.17 |
| 14 | 2023.11.20 00:00 | s/l | 4 | 0.10 | 97.571 | 97.571 | 96.221 | -15.60 | 982.56 |
| 15 | 2023.12.11 08:00 | sell | 5 | 0.10 | 95.948 | 0.000 | 0.000 | ||
| 16 | 2023.12.11 08:00 | modify | 5 | 0.10 | 95.948 | 96.948 | 94.448 | ||
| 17 | 2023.12.14 00:00 | sell | 6 | 0.10 | 95.169 | 0.000 | 0.000 | ||
| 18 | 2023.12.14 00:00 | modify | 6 | 0.10 | 95.169 | 95.498 | 94.448 | ||
| 19 | 2023.12.14 00:00 | modify | 5 | 0.10 | 95.948 | 95.498 | 94.448 | ||
| 20 | 2023.12.14 04:00 | s/l | 5 | 0.10 | 95.498 | 95.498 | 94.448 | 23.62 | 1006.18 |
| 21 | 2023.12.14 04:00 | s/l | 6 | 0.10 | 95.498 | 95.498 | 94.448 | -21.24 | 984.94 |
| 22 | 2023.12.18 12:00 | sell | 7 | 0.10 | 95.988 | 0.000 | 0.000 | ||
| 23 | 2023.12.18 12:00 | modify | 7 | 0.10 | 95.988 | 96.988 | 94.488 | ||
| 24 | 2023.12.19 12:00 | s/l | 7 | 0.10 | 96.988 | 96.988 | 94.488 | -65.62 | 919.32 |
| 25 | 2023.12.28 08:00 | buy | 8 | 0.10 | 96.524 | 0.000 | 0.000 | ||
| 26 | 2023.12.28 08:00 | modify | 8 | 0.10 | 96.524 | 95.524 | 98.024 | ||
| 27 | 2024.01.08 20:00 | buy | 9 | 0.10 | 96.901 | 0.000 | 0.000 | ||
| 28 | 2024.01.08 20:00 | modify | 9 | 0.10 | 96.901 | 96.674 | 98.024 | ||
| 29 | 2024.01.08 20:00 | modify | 8 | 0.10 | 96.524 | 96.674 | 98.024 | ||
| 30 | 2024.01.09 04:00 | s/l | 8 | 0.10 | 96.674 | 96.674 | 98.024 | 13.64 | 932.96 |
| 31 | 2024.01.09 04:00 | s/l | 9 | 0.10 | 96.674 | 96.674 | 98.024 | -14.25 | 918.71 |
| 32 | 2024.01.10 16:00 | sell | 10 | 0.10 | 97.503 | 0.000 | 0.000 | ||
| 33 | 2024.01.10 16:00 | modify | 10 | 0.10 | 97.503 | 98.503 | 96.003 | ||
| 34 | 2024.01.12 12:00 | sell | 11 | 0.10 | 97.113 | 0.000 | 0.000 | ||
| 35 | 2024.01.12 12:00 | modify | 11 | 0.10 | 97.113 | 97.353 | 96.003 | ||
| 36 | 2024.01.12 12:00 | modify | 10 | 0.10 | 97.503 | 97.353 | 96.003 | ||
| 37 | 2024.01.19 00:00 | s/l | 10 | 0.10 | 97.353 | 97.353 | 96.003 | -2.24 | 916.47 |
| 38 | 2024.01.19 00:00 | s/l | 11 | 0.10 | 97.353 | 97.353 | 96.003 | -23.07 | 893.39 |
| 39 | 2024.02.01 08:00 | buy | 12 | 0.10 | 95.934 | 0.000 | 0.000 | ||
| 40 | 2024.02.01 08:00 | modify | 12 | 0.10 | 95.934 | 94.934 | 97.434 | ||
| 41 | 2024.02.02 00:00 | buy | 13 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 42 | 2024.02.02 00:00 | modify | 13 | 0.10 | 96.317 | 96.084 | 97.434 | ||
| 43 | 2024.02.02 00:00 | modify | 12 | 0.10 | 95.934 | 96.084 | 97.434 | ||
| 44 | 2024.02.09 16:00 | t/p | 12 | 0.10 | 97.434 | 96.084 | 97.434 | 99.99 | 993.38 |
| 45 | 2024.02.09 16:00 | t/p | 13 | 0.10 | 97.434 | 96.084 | 97.434 | 74.87 | 1068.26 |
| 46 | 2024.03.21 08:00 | sell | 14 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 47 | 2024.03.21 08:00 | modify | 14 | 0.10 | 100.166 | 101.166 | 98.666 | ||
| 48 | 2024.03.22 08:00 | t/p | 14 | 0.10 | 98.666 | 101.166 | 98.666 | 95.74 | 1163.99 |
| 49 | 2024.04.03 16:00 | sell | 15 | 0.10 | 99.455 | 0.000 | 0.000 | ||
| 50 | 2024.04.03 16:00 | modify | 15 | 0.10 | 99.455 | 100.455 | 97.955 | ||
| 51 | 2024.04.09 12:00 | s/l | 15 | 0.10 | 100.455 | 100.455 | 97.955 | -71.04 | 1092.95 |
| 52 | 2024.04.10 16:00 | buy | 16 | 0.10 | 99.529 | 0.000 | 0.000 | ||
| 53 | 2024.04.10 16:00 | modify | 16 | 0.10 | 99.529 | 98.529 | 101.029 | ||
| 54 | 2024.04.19 04:00 | s/l | 16 | 0.10 | 98.529 | 98.529 | 101.029 | -60.18 | 1032.77 |
| 55 | 2024.04.25 08:00 | sell | 17 | 0.10 | 101.518 | 0.000 | 0.000 | ||
| 56 | 2024.04.25 08:00 | modify | 17 | 0.10 | 101.518 | 102.518 | 100.018 | ||
| 57 | 2024.04.26 08:00 | s/l | 17 | 0.10 | 102.518 | 102.518 | 100.018 | -65.62 | 967.15 |
| 58 | 2024.04.26 08:00 | sell | 18 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 59 | 2024.04.26 08:00 | modify | 18 | 0.10 | 102.527 | 103.527 | 101.027 | ||
| 60 | 2024.04.29 00:00 | s/l | 18 | 0.10 | 103.527 | 103.527 | 101.027 | -65.62 | 901.52 |
| 61 | 2024.04.29 08:00 | buy | 19 | 0.10 | 102.126 | 0.000 | 0.000 | ||
| 62 | 2024.04.29 08:00 | modify | 19 | 0.10 | 102.126 | 101.126 | 103.626 | ||
| 63 | 2024.05.02 00:00 | s/l | 19 | 0.10 | 101.126 | 101.126 | 103.626 | -62.56 | 838.96 |
| 64 | 2024.05.02 12:00 | buy | 20 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 65 | 2024.05.02 12:00 | modify | 20 | 0.10 | 101.068 | 100.068 | 102.568 | ||
| 66 | 2024.05.09 12:00 | t/p | 20 | 0.10 | 102.568 | 100.068 | 102.568 | 99.59 | 938.56 |
| 67 | 2024.06.04 08:00 | buy | 21 | 0.10 | 103.556 | 0.000 | 0.000 | ||
| 68 | 2024.06.04 08:00 | modify | 21 | 0.10 | 103.556 | 102.556 | 105.056 | ||
| 69 | 2024.06.11 08:00 | buy | 22 | 0.10 | 103.936 | 0.000 | 0.000 | ||
| 70 | 2024.06.11 08:00 | modify | 22 | 0.10 | 103.936 | 103.706 | 105.056 | ||
| 71 | 2024.06.11 08:00 | modify | 21 | 0.10 | 103.556 | 103.706 | 105.056 | ||
| 72 | 2024.06.11 12:00 | s/l | 21 | 0.10 | 103.706 | 103.706 | 105.056 | 12.45 | 951.01 |
| 73 | 2024.06.11 12:00 | s/l | 22 | 0.10 | 103.706 | 103.706 | 105.056 | -14.84 | 936.17 |
| 74 | 2024.07.11 16:00 | buy | 23 | 0.10 | 107.449 | 0.000 | 0.000 | ||
| 75 | 2024.07.11 16:00 | modify | 23 | 0.10 | 107.449 | 106.449 | 108.949 | ||
| 76 | 2024.07.17 08:00 | s/l | 23 | 0.10 | 106.449 | 106.449 | 108.949 | -62.97 | 873.20 |
| 77 | 2024.07.17 08:00 | buy | 24 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 78 | 2024.07.17 08:00 | modify | 24 | 0.10 | 105.815 | 104.815 | 107.315 | ||
| 79 | 2024.07.18 00:00 | s/l | 24 | 0.10 | 104.815 | 104.815 | 107.315 | -63.36 | 809.84 |
| 80 | 2024.07.22 08:00 | buy | 25 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 81 | 2024.07.22 08:00 | modify | 25 | 0.10 | 104.521 | 103.521 | 106.021 | ||
| 82 | 2024.07.23 08:00 | s/l | 25 | 0.10 | 103.521 | 103.521 | 106.021 | -64.14 | 745.70 |
| 83 | 2024.07.26 08:00 | sell | 26 | 0.10 | 100.949 | 0.000 | 0.000 | ||
| 84 | 2024.07.26 08:00 | modify | 26 | 0.10 | 100.949 | 101.949 | 99.449 | ||
| 85 | 2024.07.31 04:00 | t/p | 26 | 0.10 | 99.449 | 101.949 | 99.449 | 93.56 | 839.26 |
| 86 | 2024.08.02 16:00 | buy | 27 | 0.10 | 95.917 | 0.000 | 0.000 | ||
| 87 | 2024.08.02 16:00 | modify | 27 | 0.10 | 95.917 | 94.917 | 97.417 | ||
| 88 | 2024.08.05 00:00 | s/l | 27 | 0.10 | 94.917 | 94.917 | 97.417 | -64.15 | 775.11 |
| 89 | 2024.08.06 16:00 | sell | 28 | 0.10 | 94.591 | 0.000 | 0.000 | ||
| 90 | 2024.08.06 16:00 | modify | 28 | 0.10 | 94.591 | 95.591 | 93.091 | ||
| 91 | 2024.08.07 04:00 | s/l | 28 | 0.10 | 95.591 | 95.591 | 93.091 | -65.62 | 709.48 |
| 92 | 2024.08.08 16:00 | sell | 29 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 93 | 2024.08.08 16:00 | modify | 29 | 0.10 | 96.768 | 97.768 | 95.268 | ||
| 94 | 2024.08.12 16:00 | s/l | 29 | 0.10 | 97.768 | 97.768 | 95.268 | -66.72 | 642.76 |
| 95 | 2024.08.15 16:00 | sell | 30 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 96 | 2024.08.15 16:00 | modify | 30 | 0.10 | 98.709 | 99.709 | 97.209 | ||
| 97 | 2024.08.18 20:00 | sell | 31 | 0.10 | 98.313 | 0.000 | 0.000 | ||
| 98 | 2024.08.18 20:00 | modify | 31 | 0.10 | 98.313 | 98.559 | 97.209 | ||
| 99 | 2024.08.18 20:00 | modify | 30 | 0.10 | 98.709 | 98.559 | 97.209 | ||
| 100 | 2024.08.19 00:00 | s/l | 30 | 0.10 | 98.559 | 98.559 | 97.209 | 7.51 | 650.28 |
| 101 | 2024.08.19 00:00 | s/l | 31 | 0.10 | 98.559 | 98.559 | 97.209 | -16.96 | 633.31 |
| 102 | 2024.09.02 12:00 | sell | 32 | 0.10 | 99.599 | 0.000 | 0.000 | ||
| 103 | 2024.09.02 12:00 | modify | 32 | 0.10 | 99.599 | 100.599 | 98.099 | ||
| 104 | 2024.09.03 04:00 | sell | 33 | 0.10 | 98.838 | 0.000 | 0.000 | ||
| 105 | 2024.09.03 04:00 | modify | 33 | 0.10 | 98.838 | 99.149 | 98.099 | ||
| 106 | 2024.09.03 04:00 | modify | 32 | 0.10 | 99.599 | 99.149 | 98.099 | ||
| 107 | 2024.09.03 16:00 | t/p | 32 | 0.10 | 98.099 | 99.149 | 98.099 | 95.73 | 729.04 |
| 108 | 2024.09.03 16:00 | t/p | 33 | 0.10 | 98.099 | 99.149 | 98.099 | 47.70 | 776.74 |
| 109 | 2024.09.06 16:00 | buy | 34 | 0.10 | 94.918 | 0.000 | 0.000 | ||
| 110 | 2024.09.06 16:00 | modify | 34 | 0.10 | 94.918 | 93.918 | 96.418 | ||
| 111 | 2024.09.11 08:00 | s/l | 34 | 0.10 | 93.918 | 93.918 | 96.418 | -63.36 | 713.38 |
| 112 | 2024.09.13 12:00 | buy | 35 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 113 | 2024.09.13 12:00 | modify | 35 | 0.10 | 94.346 | 93.346 | 95.846 | ||
| 114 | 2024.09.17 16:00 | t/p | 35 | 0.10 | 95.846 | 93.346 | 95.846 | 97.61 | 810.99 |
| 115 | 2024.09.17 16:00 | sell | 36 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 116 | 2024.09.17 16:00 | modify | 36 | 0.10 | 95.747 | 96.747 | 94.247 | ||
| 117 | 2024.09.19 04:00 | s/l | 36 | 0.10 | 96.747 | 96.747 | 94.247 | -68.87 | 742.12 |
| 118 | 2024.09.20 08:00 | sell | 37 | 0.10 | 97.861 | 0.000 | 0.000 | ||
| 119 | 2024.09.20 08:00 | modify | 37 | 0.10 | 97.861 | 98.861 | 96.361 | ||
| 120 | 2024.09.24 08:00 | s/l | 37 | 0.10 | 98.861 | 98.861 | 96.361 | -66.71 | 675.41 |
| 121 | 2024.09.26 16:00 | sell | 38 | 0.10 | 99.827 | 0.000 | 0.000 | ||
| 122 | 2024.09.26 16:00 | modify | 38 | 0.10 | 99.827 | 100.827 | 98.327 | ||
| 123 | 2024.09.27 08:00 | t/p | 38 | 0.10 | 98.327 | 100.827 | 98.327 | 95.74 | 771.15 |
| 124 | 2024.09.27 08:00 | buy | 39 | 0.10 | 98.569 | 0.000 | 0.000 | ||
| 125 | 2024.09.27 08:00 | modify | 39 | 0.10 | 98.569 | 97.569 | 100.069 | ||
| 126 | 2024.09.30 16:00 | buy | 40 | 0.10 | 99.330 | 0.000 | 0.000 | ||
| 127 | 2024.09.30 16:00 | modify | 40 | 0.10 | 99.330 | 99.019 | 100.069 | ||
| 128 | 2024.09.30 16:00 | modify | 39 | 0.10 | 98.569 | 99.019 | 100.069 | ||
| 129 | 2024.10.01 08:00 | t/p | 39 | 0.10 | 100.069 | 99.019 | 100.069 | 97.61 | 868.76 |
| 130 | 2024.10.01 08:00 | t/p | 40 | 0.10 | 100.069 | 99.019 | 100.069 | 48.10 | 916.86 |
| 131 | 2024.10.02 12:00 | sell | 41 | 0.10 | 99.815 | 0.000 | 0.000 | ||
| 132 | 2024.10.02 12:00 | modify | 41 | 0.10 | 99.815 | 100.815 | 98.315 | ||
| 133 | 2024.10.02 20:00 | s/l | 41 | 0.10 | 100.815 | 100.815 | 98.315 | -64.54 | 852.32 |
| 134 | 2024.10.04 16:00 | sell | 42 | 0.10 | 101.049 | 0.000 | 0.000 | ||
| 135 | 2024.10.04 16:00 | modify | 42 | 0.10 | 101.049 | 102.049 | 99.549 | ||
| 136 | 2024.10.08 04:00 | t/p | 42 | 0.10 | 99.549 | 102.049 | 99.549 | 94.65 | 946.97 |
| 137 | 2024.10.17 16:00 | sell | 43 | 0.10 | 100.605 | 0.000 | 0.000 | ||
| 138 | 2024.10.17 16:00 | modify | 43 | 0.10 | 100.605 | 101.605 | 99.105 | ||
| 139 | 2024.10.18 16:00 | sell | 44 | 0.10 | 100.203 | 0.000 | 0.000 | ||
| 140 | 2024.10.18 16:00 | modify | 44 | 0.10 | 100.203 | 100.455 | 99.105 | ||
| 141 | 2024.10.18 16:00 | modify | 43 | 0.10 | 100.605 | 100.455 | 99.105 | ||
| 142 | 2024.10.21 00:00 | s/l | 43 | 0.10 | 100.455 | 100.455 | 99.105 | 7.51 | 954.48 |
| 143 | 2024.10.21 00:00 | s/l | 44 | 0.10 | 100.455 | 100.455 | 99.105 | -17.35 | 937.13 |
| 144 | 2024.10.31 16:00 | buy | 45 | 0.10 | 99.815 | 0.000 | 0.000 | ||
| 145 | 2024.10.31 16:00 | modify | 45 | 0.10 | 99.815 | 98.815 | 101.315 | ||
| 146 | 2024.10.31 23:59 | close at stop | 45 | 0.10 | 99.845 | 98.815 | 101.315 | 1.94 | 939.07 |