Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| 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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -945.21 | Gross profit | 1016.73 | Gross loss | -1961.94 |
| Profit factor | 0.52 | Expected payoff | -20.55 | ||
| Absolute drawdown | 945.21 | Maximal drawdown | 1004.83 (94.83%) | Relative drawdown | 94.83% (1004.83) |
| Total trades | 46 | Short positions (won %) | 21 (28.57%) | Long positions (won %) | 25 (36.00%) |
| Profit trades (% of total) | 15 (32.61%) | Loss trades (% of total) | 31 (67.39%) | ||
| Largest | profit trade | 106.36 | loss trade | -83.57 | |
| Average | profit trade | 67.78 | loss trade | -63.29 | |
| Maximum | consecutive wins (profit in money) | 3 (216.24) | consecutive losses (loss in money) | 6 (-421.61) | |
| Maximal | consecutive profit (count of wins) | 216.24 (3) | consecutive loss (count of losses) | -421.61 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.01 04:00 | sell | 1 | 0.10 | 97.913 | 0.000 | 0.000 | ||
| 2 | 2024.03.01 04:00 | modify | 1 | 0.10 | 97.913 | 99.013 | 96.413 | ||
| 3 | 2024.03.11 04:00 | sell | 2 | 0.10 | 97.148 | 0.000 | 0.000 | ||
| 4 | 2024.03.11 04:00 | modify | 2 | 0.10 | 97.148 | 97.688 | 96.413 | ||
| 5 | 2024.03.11 04:00 | modify | 1 | 0.10 | 97.913 | 97.688 | 96.413 | ||
| 6 | 2024.03.11 12:00 | sell | 3 | 0.10 | 97.009 | 0.000 | 0.000 | ||
| 7 | 2024.03.11 12:00 | modify | 3 | 0.10 | 97.009 | 97.388 | 96.413 | ||
| 8 | 2024.03.11 12:00 | modify | 2 | 0.10 | 97.148 | 97.388 | 96.413 | ||
| 9 | 2024.03.11 12:00 | modify | 1 | 0.10 | 97.913 | 97.388 | 96.413 | ||
| 10 | 2024.03.12 04:00 | s/l | 1 | 0.10 | 97.388 | 97.388 | 96.413 | 27.85 | 1027.85 |
| 11 | 2024.03.12 04:00 | s/l | 2 | 0.10 | 97.388 | 97.388 | 96.413 | -17.05 | 1010.79 |
| 12 | 2024.03.12 04:00 | s/l | 3 | 0.10 | 97.388 | 97.388 | 96.413 | -26.44 | 984.35 |
| 13 | 2024.03.12 04:00 | sell | 4 | 0.10 | 97.516 | 0.000 | 0.000 | ||
| 14 | 2024.03.12 04:00 | modify | 4 | 0.10 | 97.516 | 98.616 | 96.016 | ||
| 15 | 2024.03.19 20:00 | s/l | 4 | 0.10 | 98.616 | 98.616 | 96.016 | -80.19 | 904.16 |
| 16 | 2024.03.22 04:00 | buy | 5 | 0.10 | 98.952 | 0.000 | 0.000 | ||
| 17 | 2024.03.22 04:00 | modify | 5 | 0.10 | 98.952 | 97.852 | 100.452 | ||
| 18 | 2024.04.09 12:00 | t/p | 5 | 0.10 | 100.452 | 97.852 | 100.452 | 106.36 | 1010.52 |
| 19 | 2024.04.10 16:00 | buy | 6 | 0.10 | 99.529 | 0.000 | 0.000 | ||
| 20 | 2024.04.10 16:00 | modify | 6 | 0.10 | 99.529 | 98.429 | 101.029 | ||
| 21 | 2024.04.19 04:00 | s/l | 6 | 0.10 | 98.429 | 98.429 | 101.029 | -70.86 | 939.66 |
| 22 | 2024.04.19 04:00 | buy | 7 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 23 | 2024.04.19 04:00 | modify | 7 | 0.10 | 98.638 | 97.538 | 100.138 | ||
| 24 | 2024.04.23 16:00 | t/p | 7 | 0.10 | 100.138 | 97.538 | 100.138 | 101.97 | 1041.63 |
| 25 | 2024.04.23 16:00 | sell | 8 | 0.10 | 100.268 | 0.000 | 0.000 | ||
| 26 | 2024.04.23 16:00 | modify | 8 | 0.10 | 100.268 | 101.368 | 98.768 | ||
| 27 | 2024.04.25 08:00 | s/l | 8 | 0.10 | 101.368 | 101.368 | 98.768 | -77.66 | 963.97 |
| 28 | 2024.04.26 08:00 | sell | 9 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 29 | 2024.04.26 08:00 | modify | 9 | 0.10 | 102.527 | 103.627 | 101.027 | ||
| 30 | 2024.04.29 04:00 | s/l | 9 | 0.10 | 103.627 | 103.627 | 101.027 | -75.12 | 888.85 |
| 31 | 2024.04.29 08:00 | buy | 10 | 0.10 | 102.126 | 0.000 | 0.000 | ||
| 32 | 2024.04.29 08:00 | modify | 10 | 0.10 | 102.126 | 101.026 | 103.626 | ||
| 33 | 2024.05.02 00:00 | s/l | 10 | 0.10 | 101.026 | 101.026 | 103.626 | -72.74 | 816.11 |
| 34 | 2024.05.02 12:00 | buy | 11 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 35 | 2024.05.02 12:00 | modify | 11 | 0.10 | 101.068 | 99.968 | 102.568 | ||
| 36 | 2024.05.09 12:00 | t/p | 11 | 0.10 | 102.568 | 99.968 | 102.568 | 103.53 | 919.64 |
| 37 | 2024.05.09 16:00 | sell | 12 | 0.10 | 102.817 | 0.000 | 0.000 | ||
| 38 | 2024.05.09 16:00 | modify | 12 | 0.10 | 102.817 | 103.917 | 101.317 | ||
| 39 | 2024.05.15 04:00 | s/l | 12 | 0.10 | 103.917 | 103.917 | 101.317 | -77.67 | 841.97 |
| 40 | 2024.05.15 04:00 | sell | 13 | 0.10 | 103.959 | 0.000 | 0.000 | ||
| 41 | 2024.05.15 04:00 | modify | 13 | 0.10 | 103.959 | 105.059 | 102.459 | ||
| 42 | 2024.05.16 04:00 | sell | 14 | 0.10 | 103.036 | 0.000 | 0.000 | ||
| 43 | 2024.05.16 04:00 | modify | 14 | 0.10 | 103.036 | 103.434 | 102.459 | ||
| 44 | 2024.05.16 04:00 | modify | 13 | 0.10 | 103.959 | 103.434 | 102.459 | ||
| 45 | 2024.05.16 12:00 | s/l | 13 | 0.10 | 103.434 | 103.434 | 102.459 | 32.92 | 874.89 |
| 46 | 2024.05.16 12:00 | s/l | 14 | 0.10 | 103.434 | 103.434 | 102.459 | -26.88 | 848.01 |
| 47 | 2024.05.16 16:00 | sell | 15 | 0.10 | 103.742 | 0.000 | 0.000 | ||
| 48 | 2024.05.16 16:00 | modify | 15 | 0.10 | 103.742 | 104.842 | 102.242 | ||
| 49 | 2024.05.29 04:00 | s/l | 15 | 0.10 | 104.842 | 104.842 | 102.242 | -83.57 | 764.44 |
| 50 | 2024.05.30 08:00 | buy | 16 | 0.10 | 103.762 | 0.000 | 0.000 | ||
| 51 | 2024.05.30 08:00 | modify | 16 | 0.10 | 103.762 | 102.662 | 105.262 | ||
| 52 | 2024.06.03 04:00 | buy | 17 | 0.10 | 104.663 | 0.000 | 0.000 | ||
| 53 | 2024.06.03 04:00 | modify | 17 | 0.10 | 104.663 | 104.287 | 105.262 | ||
| 54 | 2024.06.03 04:00 | modify | 16 | 0.10 | 103.762 | 104.287 | 105.262 | ||
| 55 | 2024.06.03 08:00 | s/l | 16 | 0.10 | 104.287 | 104.287 | 105.262 | 36.10 | 800.54 |
| 56 | 2024.06.03 08:00 | s/l | 17 | 0.10 | 104.287 | 104.287 | 105.262 | -25.40 | 775.14 |
| 57 | 2024.06.04 08:00 | buy | 18 | 0.10 | 103.556 | 0.000 | 0.000 | ||
| 58 | 2024.06.04 08:00 | modify | 18 | 0.10 | 103.556 | 102.456 | 105.056 | ||
| 59 | 2024.06.12 16:00 | buy | 19 | 0.10 | 104.460 | 0.000 | 0.000 | ||
| 60 | 2024.06.12 16:00 | modify | 19 | 0.10 | 104.460 | 104.081 | 105.056 | ||
| 61 | 2024.06.12 16:00 | modify | 18 | 0.10 | 103.556 | 104.081 | 105.056 | ||
| 62 | 2024.06.13 20:00 | s/l | 18 | 0.10 | 104.081 | 104.081 | 105.056 | 38.92 | 814.06 |
| 63 | 2024.06.13 20:00 | s/l | 19 | 0.10 | 104.081 | 104.081 | 105.056 | -24.67 | 789.39 |
| 64 | 2024.06.14 04:00 | sell | 20 | 0.10 | 104.636 | 0.000 | 0.000 | ||
| 65 | 2024.06.14 04:00 | modify | 20 | 0.10 | 104.636 | 105.736 | 103.136 | ||
| 66 | 2024.06.16 20:00 | sell | 21 | 0.10 | 103.861 | 0.000 | 0.000 | ||
| 67 | 2024.06.16 20:00 | modify | 21 | 0.10 | 103.861 | 104.411 | 103.136 | ||
| 68 | 2024.06.16 20:00 | modify | 20 | 0.10 | 104.636 | 104.411 | 103.136 | ||
| 69 | 2024.06.18 00:00 | s/l | 20 | 0.10 | 104.411 | 104.411 | 103.136 | 13.50 | 802.89 |
| 70 | 2024.06.18 00:00 | s/l | 21 | 0.10 | 104.411 | 104.411 | 103.136 | -38.84 | 764.05 |
| 71 | 2024.06.18 08:00 | sell | 22 | 0.10 | 104.589 | 0.000 | 0.000 | ||
| 72 | 2024.06.18 08:00 | modify | 22 | 0.10 | 104.589 | 105.689 | 103.089 | ||
| 73 | 2024.06.20 12:00 | s/l | 22 | 0.10 | 105.689 | 105.689 | 103.089 | -77.66 | 686.39 |
| 74 | 2024.06.26 04:00 | sell | 23 | 0.10 | 106.641 | 0.000 | 0.000 | ||
| 75 | 2024.06.26 04:00 | modify | 23 | 0.10 | 106.641 | 107.741 | 105.141 | ||
| 76 | 2024.07.01 16:00 | s/l | 23 | 0.10 | 107.741 | 107.741 | 105.141 | -78.50 | 607.89 |
| 77 | 2024.07.03 08:00 | sell | 24 | 0.10 | 108.074 | 0.000 | 0.000 | ||
| 78 | 2024.07.03 08:00 | modify | 24 | 0.10 | 108.074 | 109.174 | 106.574 | ||
| 79 | 2024.07.10 16:00 | s/l | 24 | 0.10 | 109.174 | 109.174 | 106.574 | -80.19 | 527.70 |
| 80 | 2024.07.11 16:00 | buy | 25 | 0.10 | 107.449 | 0.000 | 0.000 | ||
| 81 | 2024.07.11 16:00 | modify | 25 | 0.10 | 107.449 | 106.349 | 108.949 | ||
| 82 | 2024.07.17 08:00 | s/l | 25 | 0.10 | 106.349 | 106.349 | 108.949 | -73.05 | 454.65 |
| 83 | 2024.07.17 08:00 | buy | 26 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 84 | 2024.07.17 08:00 | modify | 26 | 0.10 | 105.815 | 104.715 | 107.315 | ||
| 85 | 2024.07.18 00:00 | s/l | 26 | 0.10 | 104.715 | 104.715 | 107.315 | -73.37 | 381.28 |
| 86 | 2024.07.18 16:00 | sell | 27 | 0.10 | 105.563 | 0.000 | 0.000 | ||
| 87 | 2024.07.18 16:00 | modify | 27 | 0.10 | 105.563 | 106.663 | 104.063 | ||
| 88 | 2024.07.22 16:00 | t/p | 27 | 0.10 | 104.063 | 106.663 | 104.063 | 99.60 | 480.88 |
| 89 | 2024.07.23 04:00 | buy | 28 | 0.10 | 103.766 | 0.000 | 0.000 | ||
| 90 | 2024.07.23 04:00 | modify | 28 | 0.10 | 103.766 | 102.666 | 105.266 | ||
| 91 | 2024.07.24 04:00 | s/l | 28 | 0.10 | 102.666 | 102.666 | 105.266 | -74.00 | 406.89 |
| 92 | 2024.07.24 04:00 | buy | 29 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 93 | 2024.07.24 04:00 | modify | 29 | 0.10 | 102.278 | 101.178 | 103.778 | ||
| 94 | 2024.07.24 16:00 | s/l | 29 | 0.10 | 101.178 | 101.178 | 103.778 | -74.31 | 332.58 |
| 95 | 2024.07.25 16:00 | sell | 30 | 0.10 | 100.863 | 0.000 | 0.000 | ||
| 96 | 2024.07.25 16:00 | modify | 30 | 0.10 | 100.863 | 101.963 | 99.363 | ||
| 97 | 2024.07.31 04:00 | t/p | 30 | 0.10 | 99.363 | 101.963 | 99.363 | 97.91 | 430.49 |
| 98 | 2024.08.01 04:00 | buy | 31 | 0.10 | 97.637 | 0.000 | 0.000 | ||
| 99 | 2024.08.01 04:00 | modify | 31 | 0.10 | 97.637 | 96.537 | 99.137 | ||
| 100 | 2024.08.02 16:00 | s/l | 31 | 0.10 | 96.537 | 96.537 | 99.137 | -74.00 | 356.49 |
| 101 | 2024.08.02 16:00 | buy | 32 | 0.10 | 95.917 | 0.000 | 0.000 | ||
| 102 | 2024.08.02 16:00 | modify | 32 | 0.10 | 95.917 | 94.817 | 97.417 | ||
| 103 | 2024.08.05 00:00 | s/l | 32 | 0.10 | 94.817 | 94.817 | 97.417 | -74.00 | 282.50 |
| 104 | 2024.08.07 04:00 | sell | 33 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 105 | 2024.08.07 04:00 | modify | 33 | 0.10 | 96.543 | 97.643 | 95.043 | ||
| 106 | 2024.08.08 00:00 | t/p | 33 | 0.10 | 95.043 | 97.643 | 95.043 | 98.77 | 381.26 |
| 107 | 2024.08.08 08:00 | buy | 34 | 0.10 | 95.523 | 0.000 | 0.000 | ||
| 108 | 2024.08.08 08:00 | modify | 34 | 0.10 | 95.523 | 94.423 | 97.023 | ||
| 109 | 2024.08.08 20:00 | t/p | 34 | 0.10 | 97.023 | 94.423 | 97.023 | 101.33 | 482.59 |
| 110 | 2024.08.09 12:00 | buy | 35 | 0.10 | 96.712 | 0.000 | 0.000 | ||
| 111 | 2024.08.09 12:00 | modify | 35 | 0.10 | 96.712 | 95.612 | 98.212 | ||
| 112 | 2024.08.13 20:00 | buy | 36 | 0.10 | 97.467 | 0.000 | 0.000 | ||
| 113 | 2024.08.13 20:00 | modify | 36 | 0.10 | 97.467 | 96.937 | 98.212 | ||
| 114 | 2024.08.13 20:00 | modify | 35 | 0.10 | 96.712 | 96.937 | 98.212 | ||
| 115 | 2024.08.14 04:00 | s/l | 35 | 0.10 | 96.937 | 96.937 | 98.212 | 16.14 | 498.74 |
| 116 | 2024.08.14 04:00 | s/l | 36 | 0.10 | 96.937 | 96.937 | 98.212 | -35.50 | 463.24 |
| 117 | 2024.08.14 08:00 | sell | 37 | 0.10 | 97.778 | 0.000 | 0.000 | ||
| 118 | 2024.08.14 08:00 | modify | 37 | 0.10 | 97.778 | 98.878 | 96.278 | ||
| 119 | 2024.08.16 08:00 | s/l | 37 | 0.10 | 98.878 | 98.878 | 96.278 | -77.67 | 385.57 |
| 120 | 2024.08.16 12:00 | buy | 38 | 0.10 | 98.223 | 0.000 | 0.000 | ||
| 121 | 2024.08.16 12:00 | modify | 38 | 0.10 | 98.223 | 97.123 | 99.723 | ||
| 122 | 2024.08.19 08:00 | s/l | 38 | 0.10 | 97.123 | 97.123 | 99.723 | -74.00 | 311.58 |
| 123 | 2024.08.20 16:00 | buy | 39 | 0.10 | 98.230 | 0.000 | 0.000 | ||
| 124 | 2024.08.20 16:00 | modify | 39 | 0.10 | 98.230 | 97.130 | 99.730 | ||
| 125 | 2024.09.02 16:00 | t/p | 39 | 0.10 | 99.730 | 97.130 | 99.730 | 105.43 | 417.01 |
| 126 | 2024.09.03 04:00 | buy | 40 | 0.10 | 98.868 | 0.000 | 0.000 | ||
| 127 | 2024.09.03 04:00 | modify | 40 | 0.10 | 98.868 | 97.768 | 100.368 | ||
| 128 | 2024.09.03 16:00 | s/l | 40 | 0.10 | 97.768 | 97.768 | 100.368 | -74.31 | 342.70 |
| 129 | 2024.09.04 16:00 | buy | 41 | 0.10 | 97.031 | 0.000 | 0.000 | ||
| 130 | 2024.09.04 16:00 | modify | 41 | 0.10 | 97.031 | 95.931 | 98.531 | ||
| 131 | 2024.09.06 08:00 | s/l | 41 | 0.10 | 95.931 | 95.931 | 98.531 | -73.05 | 269.64 |
| 132 | 2024.09.06 16:00 | buy | 42 | 0.10 | 94.918 | 0.000 | 0.000 | ||
| 133 | 2024.09.06 16:00 | modify | 42 | 0.10 | 94.918 | 93.818 | 96.418 | ||
| 134 | 2024.09.11 08:00 | s/l | 42 | 0.10 | 93.818 | 93.818 | 96.418 | -73.38 | 196.27 |
| 135 | 2024.09.13 04:00 | buy | 43 | 0.10 | 94.876 | 0.000 | 0.000 | ||
| 136 | 2024.09.13 04:00 | modify | 43 | 0.10 | 94.876 | 93.776 | 96.376 | ||
| 137 | 2024.09.17 16:00 | buy | 44 | 0.10 | 95.777 | 0.000 | 0.000 | ||
| 138 | 2024.09.17 16:00 | modify | 44 | 0.10 | 95.777 | 95.401 | 96.376 | ||
| 139 | 2024.09.17 16:00 | modify | 43 | 0.10 | 94.876 | 95.401 | 96.376 | ||
| 140 | 2024.09.18 08:00 | s/l | 43 | 0.10 | 95.401 | 95.401 | 96.376 | 36.40 | 232.67 |
| 141 | 2024.09.18 08:00 | s/l | 44 | 0.10 | 95.401 | 95.401 | 96.376 | -25.10 | 207.58 |
| 142 | 2024.09.18 08:00 | sell | 45 | 0.10 | 96.164 | 0.000 | 0.000 | ||
| 143 | 2024.09.18 08:00 | modify | 45 | 0.10 | 96.164 | 97.264 | 94.664 | ||
| 144 | 2024.09.19 04:00 | s/l | 45 | 0.10 | 97.264 | 97.264 | 94.664 | -76.81 | 130.76 |
| 145 | 2024.09.20 08:00 | sell | 46 | 0.10 | 97.861 | 0.000 | 0.000 | ||
| 146 | 2024.09.20 08:00 | modify | 46 | 0.10 | 97.861 | 98.961 | 96.361 | ||
| 147 | 2024.09.24 08:00 | s/l | 46 | 0.10 | 98.961 | 98.961 | 96.361 | -75.97 | 54.79 |