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=0; 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=120; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 380.11 | Gross profit | 536.02 | Gross loss | -155.91 |
| Profit factor | 3.44 | Expected payoff | 18.10 | ||
| Absolute drawdown | 113.42 | Maximal drawdown | 153.24 (14.74%) | Relative drawdown | 14.74% (153.24) |
| Total trades | 21 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
| Largest | profit trade | 67.80 | loss trade | -78.63 | |
| Average | profit trade | 38.29 | loss trade | -22.27 | |
| Maximum | consecutive wins (profit in money) | 9 (415.56) | consecutive losses (loss in money) | 2 (-91.85) | |
| Maximal | consecutive profit (count of wins) | 415.56 (9) | consecutive loss (count of losses) | -91.85 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.02 12:00 | sell | 1 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 2 | 2023.11.02 12:00 | modify | 1 | 0.10 | 96.792 | 97.992 | 95.792 | ||
| 3 | 2023.11.09 20:00 | sell | 2 | 0.10 | 96.371 | 0.000 | 0.000 | ||
| 4 | 2023.11.09 20:00 | modify | 2 | 0.10 | 96.371 | 96.542 | 95.792 | ||
| 5 | 2023.11.09 20:00 | modify | 1 | 0.10 | 96.792 | 96.542 | 95.792 | ||
| 6 | 2023.11.13 08:00 | s/l | 1 | 0.10 | 96.542 | 96.542 | 95.792 | 6.41 | 1006.41 |
| 7 | 2023.11.13 08:00 | s/l | 2 | 0.10 | 96.542 | 96.542 | 95.792 | -13.22 | 993.19 |
| 8 | 2023.12.18 12:00 | sell | 3 | 0.10 | 95.988 | 0.000 | 0.000 | ||
| 9 | 2023.12.18 12:00 | modify | 3 | 0.10 | 95.988 | 97.188 | 94.988 | ||
| 10 | 2023.12.19 12:00 | s/l | 3 | 0.10 | 97.188 | 97.188 | 94.988 | -78.63 | 914.56 |
| 11 | 2023.12.28 12:00 | buy | 4 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 12 | 2023.12.28 12:00 | modify | 4 | 0.10 | 96.317 | 95.117 | 97.317 | ||
| 13 | 2024.01.05 08:00 | t/p | 4 | 0.10 | 97.317 | 95.117 | 97.317 | 67.80 | 982.36 |
| 14 | 2024.01.19 12:00 | sell | 5 | 0.10 | 97.650 | 0.000 | 0.000 | ||
| 15 | 2024.01.19 12:00 | modify | 5 | 0.10 | 97.650 | 98.850 | 96.650 | ||
| 16 | 2024.01.26 00:00 | sell | 6 | 0.10 | 97.229 | 0.000 | 0.000 | ||
| 17 | 2024.01.26 00:00 | modify | 6 | 0.10 | 97.229 | 97.400 | 96.650 | ||
| 18 | 2024.01.26 00:00 | modify | 5 | 0.10 | 97.650 | 97.400 | 96.650 | ||
| 19 | 2024.01.26 08:00 | s/l | 5 | 0.10 | 97.400 | 97.400 | 96.650 | 8.58 | 990.93 |
| 20 | 2024.01.26 08:00 | s/l | 6 | 0.10 | 97.400 | 97.400 | 96.650 | -11.05 | 979.88 |
| 21 | 2024.02.20 12:00 | sell | 7 | 0.10 | 98.489 | 0.000 | 0.000 | ||
| 22 | 2024.02.20 12:00 | modify | 7 | 0.10 | 98.489 | 99.689 | 97.489 | ||
| 23 | 2024.02.28 12:00 | sell | 8 | 0.10 | 97.913 | 0.000 | 0.000 | ||
| 24 | 2024.02.28 12:00 | modify | 8 | 0.10 | 97.913 | 98.239 | 97.489 | ||
| 25 | 2024.02.28 12:00 | sell | 9 | 0.10 | 97.913 | 0.000 | 0.000 | ||
| 26 | 2024.02.28 12:00 | modify | 9 | 0.10 | 97.913 | 98.089 | 97.489 | ||
| 27 | 2024.02.28 12:00 | modify | 7 | 0.10 | 98.489 | 98.089 | 97.489 | ||
| 28 | 2024.02.28 16:00 | modify | 8 | 0.10 | 97.913 | 98.089 | 97.489 | ||
| 29 | 2024.02.29 08:00 | t/p | 7 | 0.10 | 97.489 | 98.089 | 97.489 | 52.70 | 1032.58 |
| 30 | 2024.02.29 08:00 | t/p | 8 | 0.10 | 97.489 | 98.089 | 97.489 | 24.15 | 1056.73 |
| 31 | 2024.02.29 08:00 | t/p | 9 | 0.10 | 97.489 | 98.089 | 97.489 | 24.15 | 1080.88 |
| 32 | 2024.03.11 12:00 | buy | 10 | 0.10 | 97.039 | 0.000 | 0.000 | ||
| 33 | 2024.03.11 12:00 | modify | 10 | 0.10 | 97.039 | 95.839 | 98.039 | ||
| 34 | 2024.03.15 08:00 | buy | 11 | 0.10 | 97.462 | 0.000 | 0.000 | ||
| 35 | 2024.03.15 08:00 | modify | 11 | 0.10 | 97.462 | 97.289 | 98.039 | ||
| 36 | 2024.03.15 08:00 | modify | 10 | 0.10 | 97.039 | 97.289 | 98.039 | ||
| 37 | 2024.03.18 12:00 | t/p | 10 | 0.10 | 98.039 | 97.289 | 98.039 | 67.40 | 1148.29 |
| 38 | 2024.03.18 12:00 | t/p | 11 | 0.10 | 98.039 | 97.289 | 98.039 | 37.69 | 1185.97 |
| 39 | 2024.04.09 12:00 | sell | 12 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 40 | 2024.04.09 12:00 | modify | 12 | 0.10 | 100.501 | 101.701 | 99.501 | ||
| 41 | 2024.04.10 16:00 | t/p | 12 | 0.10 | 99.501 | 101.701 | 99.501 | 63.55 | 1249.52 |
| 42 | 2024.05.02 12:00 | buy | 13 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 43 | 2024.05.02 12:00 | modify | 13 | 0.10 | 101.068 | 99.868 | 102.068 | ||
| 44 | 2024.05.07 00:00 | t/p | 13 | 0.10 | 102.068 | 99.868 | 102.068 | 65.82 | 1315.34 |
| 45 | 2024.06.04 12:00 | buy | 14 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 46 | 2024.06.04 12:00 | modify | 14 | 0.10 | 102.867 | 101.667 | 103.867 | ||
| 47 | 2024.06.05 08:00 | t/p | 14 | 0.10 | 103.867 | 101.667 | 103.867 | 65.04 | 1380.37 |
| 48 | 2024.09.19 12:00 | sell | 15 | 0.10 | 97.471 | 0.000 | 0.000 | ||
| 49 | 2024.09.19 12:00 | modify | 15 | 0.10 | 97.471 | 98.671 | 96.471 | ||
| 50 | 2024.09.20 04:00 | sell | 16 | 0.10 | 97.063 | 0.000 | 0.000 | ||
| 51 | 2024.09.20 04:00 | modify | 16 | 0.10 | 97.063 | 97.221 | 96.471 | ||
| 52 | 2024.09.20 04:00 | modify | 15 | 0.10 | 97.471 | 97.221 | 96.471 | ||
| 53 | 2024.09.20 08:00 | s/l | 15 | 0.10 | 97.221 | 97.221 | 96.471 | 15.07 | 1395.44 |
| 54 | 2024.09.20 08:00 | s/l | 16 | 0.10 | 97.221 | 97.221 | 96.471 | -10.22 | 1385.22 |
| 55 | 2024.09.20 12:00 | sell | 17 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 56 | 2024.09.20 12:00 | modify | 17 | 0.10 | 98.213 | 99.413 | 97.213 | ||
| 57 | 2024.09.23 08:00 | sell | 18 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 58 | 2024.09.23 08:00 | modify | 18 | 0.10 | 97.785 | 97.963 | 97.213 | ||
| 59 | 2024.09.23 08:00 | modify | 17 | 0.10 | 98.213 | 97.963 | 97.213 | ||
| 60 | 2024.09.23 12:00 | s/l | 17 | 0.10 | 97.963 | 97.963 | 97.213 | 15.08 | 1400.30 |
| 61 | 2024.09.23 12:00 | s/l | 18 | 0.10 | 97.963 | 97.963 | 97.213 | -11.51 | 1388.79 |
| 62 | 2024.09.25 12:00 | sell | 19 | 0.10 | 99.239 | 0.000 | 0.000 | ||
| 63 | 2024.09.25 12:00 | modify | 19 | 0.10 | 99.239 | 100.439 | 98.239 | ||
| 64 | 2024.09.26 00:00 | sell | 20 | 0.10 | 98.672 | 0.000 | 0.000 | ||
| 65 | 2024.09.26 00:00 | modify | 20 | 0.10 | 98.672 | 98.989 | 98.239 | ||
| 66 | 2024.09.26 00:00 | sell | 21 | 0.10 | 98.672 | 0.000 | 0.000 | ||
| 67 | 2024.09.26 00:00 | modify | 21 | 0.10 | 98.672 | 98.839 | 98.239 | ||
| 68 | 2024.09.26 00:00 | modify | 19 | 0.10 | 99.239 | 98.839 | 98.239 | ||
| 69 | 2024.09.26 04:00 | s/l | 19 | 0.10 | 98.839 | 98.839 | 98.239 | 22.60 | 1411.39 |
| 70 | 2024.09.26 04:00 | s/l | 20 | 0.10 | 98.989 | 98.989 | 98.239 | -20.49 | 1390.90 |
| 71 | 2024.09.26 04:00 | s/l | 21 | 0.10 | 98.839 | 98.839 | 98.239 | -10.79 | 1380.11 |