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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=60; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 537.41 | Gross profit | 1051.08 | Gross loss | -513.67 |
| Profit factor | 2.05 | Expected payoff | 21.50 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 265.02 (19.96%) | Relative drawdown | 19.96% (265.02) |
| Total trades | 25 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 14 (42.86%) |
| Profit trades (% of total) | 12 (48.00%) | Loss trades (% of total) | 13 (52.00%) | ||
| Largest | profit trade | 105.42 | loss trade | -43.05 | |
| Average | profit trade | 87.59 | loss trade | -39.51 | |
| Maximum | consecutive wins (profit in money) | 4 (311.76) | consecutive losses (loss in money) | 6 (-245.10) | |
| Maximal | consecutive profit (count of wins) | 311.76 (4) | consecutive loss (count of losses) | -245.10 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.21 08:00 | sell | 1 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 2 | 2024.03.21 08:00 | modify | 1 | 0.10 | 100.166 | 100.766 | 98.666 | ||
| 3 | 2024.03.22 08:00 | t/p | 1 | 0.10 | 98.666 | 100.766 | 98.666 | 100.45 | 1100.45 |
| 4 | 2024.03.22 08:00 | buy | 2 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 5 | 2024.03.22 08:00 | modify | 2 | 0.10 | 98.685 | 98.085 | 100.185 | ||
| 6 | 2024.04.04 12:00 | t/p | 2 | 0.10 | 100.185 | 98.085 | 100.185 | 105.42 | 1205.86 |
| 7 | 2024.04.19 04:00 | buy | 3 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 8 | 2024.04.19 04:00 | modify | 3 | 0.10 | 98.638 | 98.038 | 100.138 | ||
| 9 | 2024.04.23 16:00 | t/p | 3 | 0.10 | 100.138 | 98.038 | 100.138 | 101.97 | 1307.83 |
| 10 | 2024.04.24 04:00 | sell | 4 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 11 | 2024.04.24 04:00 | modify | 4 | 0.10 | 100.859 | 101.459 | 99.359 | ||
| 12 | 2024.04.25 08:00 | s/l | 4 | 0.10 | 101.459 | 101.459 | 99.359 | -43.05 | 1264.78 |
| 13 | 2024.04.26 08:00 | sell | 5 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 14 | 2024.04.26 08:00 | modify | 5 | 0.10 | 102.527 | 103.127 | 101.027 | ||
| 15 | 2024.04.26 20:00 | s/l | 5 | 0.10 | 103.127 | 103.127 | 101.027 | -40.52 | 1224.26 |
| 16 | 2024.05.02 00:00 | buy | 6 | 0.10 | 101.722 | 0.000 | 0.000 | ||
| 17 | 2024.05.02 00:00 | modify | 6 | 0.10 | 101.722 | 101.122 | 103.222 | ||
| 18 | 2024.05.02 12:00 | s/l | 6 | 0.10 | 101.122 | 101.122 | 103.222 | -40.54 | 1183.72 |
| 19 | 2024.07.22 08:00 | buy | 7 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 20 | 2024.07.22 08:00 | modify | 7 | 0.10 | 104.521 | 103.921 | 106.021 | ||
| 21 | 2024.07.23 04:00 | s/l | 7 | 0.10 | 103.921 | 103.921 | 106.021 | -40.23 | 1143.49 |
| 22 | 2024.07.23 08:00 | buy | 8 | 0.10 | 103.384 | 0.000 | 0.000 | ||
| 23 | 2024.07.23 08:00 | modify | 8 | 0.10 | 103.384 | 102.784 | 104.884 | ||
| 24 | 2024.07.24 04:00 | s/l | 8 | 0.10 | 102.784 | 102.784 | 104.884 | -40.23 | 1103.27 |
| 25 | 2024.07.24 04:00 | buy | 9 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 26 | 2024.07.24 04:00 | modify | 9 | 0.10 | 102.278 | 101.678 | 103.778 | ||
| 27 | 2024.07.24 08:00 | s/l | 9 | 0.10 | 101.678 | 101.678 | 103.778 | -40.54 | 1062.73 |
| 28 | 2024.07.30 08:00 | sell | 10 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 29 | 2024.07.30 08:00 | modify | 10 | 0.10 | 101.475 | 102.075 | 99.975 | ||
| 30 | 2024.07.31 00:00 | t/p | 10 | 0.10 | 99.975 | 102.075 | 99.975 | 100.45 | 1163.17 |
| 31 | 2024.07.31 00:00 | buy | 11 | 0.10 | 99.869 | 0.000 | 0.000 | ||
| 32 | 2024.07.31 00:00 | modify | 11 | 0.10 | 99.869 | 99.269 | 101.369 | ||
| 33 | 2024.07.31 04:00 | s/l | 11 | 0.10 | 99.269 | 99.269 | 101.369 | -40.54 | 1122.63 |
| 34 | 2024.08.07 04:00 | sell | 12 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 35 | 2024.08.07 04:00 | modify | 12 | 0.10 | 96.543 | 97.143 | 95.043 | ||
| 36 | 2024.08.08 00:00 | t/p | 12 | 0.10 | 95.043 | 97.143 | 95.043 | 98.77 | 1221.40 |
| 37 | 2024.09.05 00:00 | buy | 13 | 0.10 | 96.291 | 0.000 | 0.000 | ||
| 38 | 2024.09.05 00:00 | modify | 13 | 0.10 | 96.291 | 95.691 | 97.791 | ||
| 39 | 2024.09.06 08:00 | s/l | 13 | 0.10 | 95.691 | 95.691 | 97.791 | -40.22 | 1181.18 |
| 40 | 2024.09.11 04:00 | buy | 14 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 41 | 2024.09.11 04:00 | modify | 14 | 0.10 | 94.077 | 93.477 | 95.577 | ||
| 42 | 2024.09.12 08:00 | t/p | 14 | 0.10 | 95.577 | 93.477 | 95.577 | 102.27 | 1283.46 |
| 43 | 2024.09.19 04:00 | sell | 15 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 44 | 2024.09.19 04:00 | modify | 15 | 0.10 | 97.255 | 97.855 | 95.755 | ||
| 45 | 2024.09.19 12:00 | s/l | 15 | 0.10 | 97.855 | 97.855 | 95.755 | -40.51 | 1242.95 |
| 46 | 2024.10.01 04:00 | sell | 16 | 0.10 | 99.762 | 0.000 | 0.000 | ||
| 47 | 2024.10.01 04:00 | modify | 16 | 0.10 | 99.762 | 100.362 | 98.262 | ||
| 48 | 2024.10.01 16:00 | sell | 17 | 0.10 | 98.927 | 0.000 | 0.000 | ||
| 49 | 2024.10.01 16:00 | modify | 17 | 0.10 | 98.927 | 99.312 | 98.262 | ||
| 50 | 2024.10.01 16:00 | modify | 16 | 0.10 | 99.762 | 99.312 | 98.262 | ||
| 51 | 2024.10.02 04:00 | s/l | 16 | 0.10 | 99.312 | 99.312 | 98.262 | 29.55 | 1272.49 |
| 52 | 2024.10.02 04:00 | s/l | 17 | 0.10 | 99.312 | 99.312 | 98.262 | -26.83 | 1245.66 |
| 53 | 2024.11.07 04:00 | sell | 18 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 54 | 2024.11.07 04:00 | modify | 18 | 0.10 | 102.173 | 102.773 | 100.673 | ||
| 55 | 2024.11.08 16:00 | t/p | 18 | 0.10 | 100.673 | 102.773 | 100.673 | 100.46 | 1346.11 |
| 56 | 2024.11.26 04:00 | buy | 19 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 57 | 2024.11.26 04:00 | modify | 19 | 0.10 | 99.826 | 99.226 | 101.326 | ||
| 58 | 2024.11.26 16:00 | s/l | 19 | 0.10 | 99.226 | 99.226 | 101.326 | -40.53 | 1305.58 |
| 59 | 2024.12.12 04:00 | sell | 20 | 0.10 | 97.757 | 0.000 | 0.000 | ||
| 60 | 2024.12.12 04:00 | modify | 20 | 0.10 | 97.757 | 98.357 | 96.257 | ||
| 61 | 2024.12.17 00:00 | s/l | 20 | 0.10 | 98.357 | 98.357 | 96.257 | -43.04 | 1262.54 |
| 62 | 2024.12.19 00:00 | buy | 21 | 0.10 | 95.997 | 0.000 | 0.000 | ||
| 63 | 2024.12.19 00:00 | modify | 21 | 0.10 | 95.997 | 95.397 | 97.497 | ||
| 64 | 2024.12.19 08:00 | t/p | 21 | 0.10 | 97.497 | 95.397 | 97.497 | 101.33 | 1363.87 |
| 65 | 2024.12.31 08:00 | buy | 22 | 0.10 | 97.208 | 0.000 | 0.000 | ||
| 66 | 2024.12.31 08:00 | modify | 22 | 0.10 | 97.208 | 96.608 | 98.708 | ||
| 67 | 2025.01.06 12:00 | t/p | 22 | 0.10 | 98.708 | 96.608 | 98.708 | 103.22 | 1467.09 |
| 68 | 2025.02.12 04:00 | sell | 23 | 0.10 | 96.777 | 0.000 | 0.000 | ||
| 69 | 2025.02.12 04:00 | modify | 23 | 0.10 | 96.777 | 97.377 | 95.277 | ||
| 70 | 2025.02.21 20:00 | t/p | 23 | 0.10 | 95.277 | 97.377 | 95.277 | 92.01 | 1559.10 |
| 71 | 2025.02.28 04:00 | buy | 24 | 0.10 | 92.959 | 0.000 | 0.000 | ||
| 72 | 2025.02.28 04:00 | modify | 24 | 0.10 | 92.959 | 92.359 | 94.459 | ||
| 73 | 2025.02.28 16:00 | buy | 25 | 0.10 | 93.730 | 0.000 | 0.000 | ||
| 74 | 2025.02.28 16:00 | modify | 25 | 0.10 | 93.730 | 93.184 | 94.459 | ||
| 75 | 2025.02.28 16:00 | modify | 24 | 0.10 | 92.959 | 93.184 | 94.459 | ||
| 76 | 2025.02.28 20:00 | s/l | 24 | 0.10 | 93.184 | 93.184 | 94.459 | 15.20 | 1574.30 |
| 77 | 2025.02.28 20:00 | s/l | 25 | 0.10 | 93.184 | 93.184 | 94.459 | -36.89 | 1537.41 |