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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=50; 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=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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 615.65 | Gross profit | 1003.71 | Gross loss | -388.06 |
| Profit factor | 2.59 | Expected payoff | 29.32 | ||
| Absolute drawdown | 28.90 | Maximal drawdown | 164.34 (13.11%) | Relative drawdown | 13.11% (164.34) |
| Total trades | 21 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
| Largest | profit trade | 100.12 | loss trade | -45.40 | |
| Average | profit trade | 83.64 | loss trade | -43.12 | |
| Maximum | consecutive wins (profit in money) | 3 (224.80) | consecutive losses (loss in money) | 3 (-132.56) | |
| Maximal | consecutive profit (count of wins) | 224.80 (3) | consecutive loss (count of losses) | -132.56 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.22 08:00 | buy | 1 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 2 | 2024.03.22 08:00 | modify | 1 | 0.10 | 98.685 | 97.985 | 100.185 | ||
| 3 | 2024.04.04 12:00 | t/p | 1 | 0.10 | 100.185 | 97.985 | 100.185 | 100.12 | 1100.12 |
| 4 | 2024.04.19 04:00 | buy | 2 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 5 | 2024.04.19 04:00 | modify | 2 | 0.10 | 98.638 | 97.938 | 100.138 | ||
| 6 | 2024.04.23 16:00 | t/p | 2 | 0.10 | 100.138 | 97.938 | 100.138 | 95.77 | 1195.89 |
| 7 | 2024.04.26 08:00 | sell | 3 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 8 | 2024.04.26 08:00 | modify | 3 | 0.10 | 102.527 | 103.227 | 101.027 | ||
| 9 | 2024.04.28 20:00 | s/l | 3 | 0.10 | 103.227 | 103.227 | 101.027 | -44.32 | 1151.57 |
| 10 | 2024.04.29 04:00 | sell | 4 | 0.10 | 104.644 | 0.000 | 0.000 | ||
| 11 | 2024.04.29 04:00 | modify | 4 | 0.10 | 104.644 | 105.344 | 103.144 | ||
| 12 | 2024.04.29 08:00 | t/p | 4 | 0.10 | 103.144 | 105.344 | 103.144 | 94.96 | 1246.53 |
| 13 | 2024.05.02 00:00 | buy | 5 | 0.10 | 101.722 | 0.000 | 0.000 | ||
| 14 | 2024.05.02 00:00 | modify | 5 | 0.10 | 101.722 | 101.022 | 103.222 | ||
| 15 | 2024.05.02 12:00 | s/l | 5 | 0.10 | 101.022 | 101.022 | 103.222 | -44.32 | 1202.21 |
| 16 | 2024.07.22 08:00 | buy | 6 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 17 | 2024.07.22 08:00 | modify | 6 | 0.10 | 104.521 | 103.821 | 106.021 | ||
| 18 | 2024.07.23 04:00 | s/l | 6 | 0.10 | 103.821 | 103.821 | 106.021 | -43.92 | 1158.29 |
| 19 | 2024.07.24 04:00 | buy | 7 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 20 | 2024.07.24 04:00 | modify | 7 | 0.10 | 102.278 | 101.578 | 103.778 | ||
| 21 | 2024.07.24 16:00 | s/l | 7 | 0.10 | 101.578 | 101.578 | 103.778 | -44.32 | 1113.97 |
| 22 | 2024.07.25 04:00 | buy | 8 | 0.10 | 99.830 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 04:00 | modify | 8 | 0.10 | 99.830 | 99.130 | 101.330 | ||
| 24 | 2024.07.26 12:00 | t/p | 8 | 0.10 | 101.330 | 99.130 | 101.330 | 95.38 | 1209.34 |
| 25 | 2024.07.30 08:00 | sell | 9 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 26 | 2024.07.30 08:00 | modify | 9 | 0.10 | 101.475 | 102.175 | 99.975 | ||
| 27 | 2024.07.31 00:00 | t/p | 9 | 0.10 | 99.975 | 102.175 | 99.975 | 93.89 | 1303.23 |
| 28 | 2024.07.31 00:00 | buy | 10 | 0.10 | 99.869 | 0.000 | 0.000 | ||
| 29 | 2024.07.31 00:00 | modify | 10 | 0.10 | 99.869 | 99.169 | 101.369 | ||
| 30 | 2024.07.31 04:00 | s/l | 10 | 0.10 | 99.169 | 99.169 | 101.369 | -44.32 | 1258.91 |
| 31 | 2024.08.07 04:00 | sell | 11 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 32 | 2024.08.07 04:00 | modify | 11 | 0.10 | 96.543 | 97.243 | 95.043 | ||
| 33 | 2024.08.08 00:00 | t/p | 11 | 0.10 | 95.043 | 97.243 | 95.043 | 91.72 | 1350.63 |
| 34 | 2024.09.05 00:00 | buy | 12 | 0.10 | 96.291 | 0.000 | 0.000 | ||
| 35 | 2024.09.05 00:00 | modify | 12 | 0.10 | 96.291 | 95.591 | 97.791 | ||
| 36 | 2024.09.06 08:00 | s/l | 12 | 0.10 | 95.591 | 95.591 | 97.791 | -43.92 | 1306.71 |
| 37 | 2024.09.11 04:00 | buy | 13 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 38 | 2024.09.11 04:00 | modify | 13 | 0.10 | 94.077 | 93.377 | 95.577 | ||
| 39 | 2024.09.12 08:00 | t/p | 13 | 0.10 | 95.577 | 93.377 | 95.577 | 96.17 | 1402.88 |
| 40 | 2024.09.19 04:00 | sell | 14 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 41 | 2024.09.19 04:00 | modify | 14 | 0.10 | 97.255 | 97.955 | 95.755 | ||
| 42 | 2024.09.20 12:00 | s/l | 14 | 0.10 | 97.955 | 97.955 | 95.755 | -45.40 | 1357.47 |
| 43 | 2024.10.08 04:00 | buy | 15 | 0.10 | 99.617 | 0.000 | 0.000 | ||
| 44 | 2024.10.08 04:00 | modify | 15 | 0.10 | 99.617 | 98.917 | 101.117 | ||
| 45 | 2024.10.11 04:00 | buy | 16 | 0.10 | 100.379 | 0.000 | 0.000 | ||
| 46 | 2024.10.11 04:00 | modify | 16 | 0.10 | 100.379 | 99.842 | 101.117 | ||
| 47 | 2024.10.11 04:00 | modify | 15 | 0.10 | 99.617 | 99.842 | 101.117 | ||
| 48 | 2024.10.15 16:00 | s/l | 15 | 0.10 | 99.842 | 99.842 | 101.117 | 17.01 | 1374.48 |
| 49 | 2024.10.15 16:00 | s/l | 16 | 0.10 | 99.842 | 99.842 | 101.117 | -33.21 | 1341.28 |
| 50 | 2024.11.07 04:00 | sell | 17 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 51 | 2024.11.07 04:00 | modify | 17 | 0.10 | 102.173 | 102.873 | 100.673 | ||
| 52 | 2024.11.08 16:00 | t/p | 17 | 0.10 | 100.673 | 102.873 | 100.673 | 93.89 | 1435.16 |
| 53 | 2024.11.26 04:00 | buy | 18 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 54 | 2024.11.26 04:00 | modify | 18 | 0.10 | 99.826 | 99.126 | 101.326 | ||
| 55 | 2024.11.26 20:00 | s/l | 18 | 0.10 | 99.126 | 99.126 | 101.326 | -44.32 | 1390.84 |
| 56 | 2024.12.12 04:00 | sell | 19 | 0.10 | 97.757 | 0.000 | 0.000 | ||
| 57 | 2024.12.12 04:00 | modify | 19 | 0.10 | 97.757 | 98.457 | 96.257 | ||
| 58 | 2024.12.18 08:00 | sell | 20 | 0.10 | 96.979 | 0.000 | 0.000 | ||
| 59 | 2024.12.18 08:00 | modify | 20 | 0.10 | 96.979 | 97.532 | 96.257 | ||
| 60 | 2024.12.18 08:00 | modify | 19 | 0.10 | 97.757 | 97.532 | 96.257 | ||
| 61 | 2024.12.19 00:00 | t/p | 19 | 0.10 | 96.257 | 97.532 | 96.257 | 87.38 | 1478.22 |
| 62 | 2024.12.19 00:00 | t/p | 20 | 0.10 | 96.257 | 97.532 | 96.257 | 42.46 | 1520.68 |
| 63 | 2024.12.19 00:00 | buy | 21 | 0.10 | 95.997 | 0.000 | 0.000 | ||
| 64 | 2024.12.19 00:00 | modify | 21 | 0.10 | 95.997 | 95.297 | 97.497 | ||
| 65 | 2024.12.19 08:00 | t/p | 21 | 0.10 | 97.497 | 95.297 | 97.497 | 94.97 | 1615.65 |