Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 498.95 | Gross profit | 728.62 | Gross loss | -229.68 |
| Profit factor | 3.17 | Expected payoff | 35.64 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 159.87 (11.44%) | Relative drawdown | 11.44% (159.87) |
| Total trades | 14 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
| Largest | profit trade | 103.32 | loss trade | -77.24 | |
| Average | profit trade | 72.86 | loss trade | -57.42 | |
| Maximum | consecutive wins (profit in money) | 5 (322.17) | consecutive losses (loss in money) | 2 (-83.17) | |
| Maximal | consecutive profit (count of wins) | 322.17 (5) | consecutive loss (count of losses) | -83.17 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.01 16:00 | buy | 1 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 2 | 2024.02.01 16:00 | modify | 1 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 3 | 2024.02.01 20:00 | buy | 2 | 0.10 | 96.158 | 0.000 | 0.000 | ||
| 4 | 2024.02.01 20:00 | modify | 2 | 0.10 | 96.158 | 95.854 | 97.279 | ||
| 5 | 2024.02.01 20:00 | modify | 1 | 0.10 | 95.779 | 95.854 | 97.279 | ||
| 6 | 2024.02.09 12:00 | t/p | 1 | 0.10 | 97.279 | 95.854 | 97.279 | 98.17 | 1098.17 |
| 7 | 2024.02.09 12:00 | t/p | 2 | 0.10 | 97.279 | 95.854 | 97.279 | 74.17 | 1172.34 |
| 8 | 2024.02.28 16:00 | buy | 3 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 9 | 2024.02.28 16:00 | modify | 3 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 10 | 2024.03.20 20:00 | t/p | 3 | 0.10 | 99.462 | 96.862 | 99.462 | 103.32 | 1275.66 |
| 11 | 2024.03.21 00:00 | sell | 4 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 12 | 2024.03.21 00:00 | modify | 4 | 0.10 | 99.469 | 100.569 | 97.969 | ||
| 13 | 2024.03.26 16:00 | sell | 5 | 0.10 | 99.076 | 0.000 | 0.000 | ||
| 14 | 2024.03.26 16:00 | modify | 5 | 0.10 | 99.076 | 99.394 | 97.969 | ||
| 15 | 2024.03.26 16:00 | modify | 4 | 0.10 | 99.469 | 99.394 | 97.969 | ||
| 16 | 2024.03.28 20:00 | sell | 6 | 0.10 | 98.615 | 0.000 | 0.000 | ||
| 17 | 2024.03.28 20:00 | modify | 6 | 0.10 | 98.615 | 98.794 | 97.969 | ||
| 18 | 2024.03.28 20:00 | modify | 5 | 0.10 | 99.076 | 98.794 | 97.969 | ||
| 19 | 2024.03.28 20:00 | modify | 4 | 0.10 | 99.469 | 98.794 | 97.969 | ||
| 20 | 2024.03.29 16:00 | s/l | 4 | 0.10 | 98.794 | 98.794 | 97.969 | 34.07 | 1309.73 |
| 21 | 2024.03.29 16:00 | s/l | 5 | 0.10 | 98.794 | 98.794 | 97.969 | 12.44 | 1322.17 |
| 22 | 2024.03.29 16:00 | s/l | 6 | 0.10 | 98.794 | 98.794 | 97.969 | -12.42 | 1309.75 |
| 23 | 2024.04.26 12:00 | sell | 7 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 24 | 2024.04.26 12:00 | modify | 7 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 25 | 2024.04.29 00:00 | s/l | 7 | 0.10 | 103.586 | 103.586 | 100.986 | -70.74 | 1239.01 |
| 26 | 2024.05.03 00:00 | buy | 8 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 27 | 2024.05.03 00:00 | modify | 8 | 0.10 | 100.639 | 99.539 | 102.139 | ||
| 28 | 2024.05.07 00:00 | t/p | 8 | 0.10 | 102.139 | 99.539 | 102.139 | 95.80 | 1334.81 |
| 29 | 2024.06.04 16:00 | buy | 9 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 30 | 2024.06.04 16:00 | modify | 9 | 0.10 | 102.886 | 101.786 | 104.386 | ||
| 31 | 2024.06.12 04:00 | buy | 10 | 0.10 | 104.031 | 0.000 | 0.000 | ||
| 32 | 2024.06.12 04:00 | modify | 10 | 0.10 | 104.031 | 103.786 | 104.386 | ||
| 33 | 2024.06.12 04:00 | modify | 9 | 0.10 | 102.886 | 103.786 | 104.386 | ||
| 34 | 2024.06.12 16:00 | t/p | 9 | 0.10 | 104.386 | 103.786 | 104.386 | 98.17 | 1432.98 |
| 35 | 2024.06.12 16:00 | t/p | 10 | 0.10 | 104.386 | 103.786 | 104.386 | 22.49 | 1455.47 |
| 36 | 2024.07.03 12:00 | sell | 11 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 37 | 2024.07.03 12:00 | modify | 11 | 0.10 | 108.042 | 109.142 | 106.542 | ||
| 38 | 2024.07.10 16:00 | s/l | 11 | 0.10 | 109.142 | 109.142 | 106.542 | -77.24 | 1378.22 |
| 39 | 2024.07.11 00:00 | sell | 12 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 40 | 2024.07.11 00:00 | modify | 12 | 0.10 | 109.106 | 110.206 | 107.606 | ||
| 41 | 2024.07.11 16:00 | t/p | 12 | 0.10 | 107.606 | 110.206 | 107.606 | 94.99 | 1473.21 |
| 42 | 2024.07.23 12:00 | buy | 13 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 43 | 2024.07.23 12:00 | modify | 13 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 44 | 2024.07.24 04:00 | s/l | 13 | 0.10 | 102.328 | 102.328 | 104.928 | -69.26 | 1403.95 |
| 45 | 2024.07.25 12:00 | buy | 14 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 46 | 2024.07.25 12:00 | modify | 14 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 47 | 2024.07.25 20:00 | t/p | 14 | 0.10 | 101.100 | 98.500 | 101.100 | 95.00 | 1498.95 |