Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 275.05 | Gross profit | 389.26 | Gross loss | -114.21 |
| Profit factor | 3.41 | Expected payoff | 34.38 | ||
| Absolute drawdown | 2.14 | Maximal drawdown | 73.60 (6.15%) | Relative drawdown | 6.15% (73.60) |
| Total trades | 8 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 99.87 | loss trade | -31.65 | |
| Average | profit trade | 97.32 | loss trade | -28.55 | |
| Maximum | consecutive wins (profit in money) | 2 (196.64) | consecutive losses (loss in money) | 2 (-59.16) | |
| Maximal | consecutive profit (count of wins) | 196.64 (2) | consecutive loss (count of losses) | -59.16 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 00:00 | buy | 1 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 2 | 2024.05.03 00:00 | modify | 1 | 0.10 | 100.639 | 100.239 | 102.039 | ||
| 3 | 2024.05.06 16:00 | t/p | 1 | 0.10 | 102.039 | 100.239 | 102.039 | 96.77 | 1096.77 |
| 4 | 2024.06.04 16:00 | buy | 2 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 5 | 2024.06.04 16:00 | modify | 2 | 0.10 | 102.886 | 102.486 | 104.286 | ||
| 6 | 2024.06.12 16:00 | t/p | 2 | 0.10 | 104.286 | 102.486 | 104.286 | 99.87 | 1196.64 |
| 7 | 2024.07.03 12:00 | sell | 3 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 8 | 2024.07.03 12:00 | modify | 3 | 0.10 | 108.042 | 108.442 | 106.642 | ||
| 9 | 2024.07.03 16:00 | s/l | 3 | 0.10 | 108.442 | 108.442 | 106.642 | -27.51 | 1169.13 |
| 10 | 2024.07.04 04:00 | sell | 4 | 0.10 | 108.425 | 0.000 | 0.000 | ||
| 11 | 2024.07.04 04:00 | modify | 4 | 0.10 | 108.425 | 108.825 | 107.025 | ||
| 12 | 2024.07.10 00:00 | s/l | 4 | 0.10 | 108.825 | 108.825 | 107.025 | -31.65 | 1137.48 |
| 13 | 2024.07.11 00:00 | sell | 5 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 14 | 2024.07.11 00:00 | modify | 5 | 0.10 | 109.106 | 109.506 | 107.706 | ||
| 15 | 2024.07.11 16:00 | t/p | 5 | 0.10 | 107.706 | 109.506 | 107.706 | 96.29 | 1233.77 |
| 16 | 2024.07.23 12:00 | buy | 6 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 17 | 2024.07.23 12:00 | modify | 6 | 0.10 | 103.428 | 103.028 | 104.828 | ||
| 18 | 2024.07.23 20:00 | s/l | 6 | 0.10 | 103.028 | 103.028 | 104.828 | -27.52 | 1206.25 |
| 19 | 2024.07.24 00:00 | buy | 7 | 0.10 | 103.021 | 0.000 | 0.000 | ||
| 20 | 2024.07.24 00:00 | modify | 7 | 0.10 | 103.021 | 102.621 | 104.421 | ||
| 21 | 2024.07.24 04:00 | s/l | 7 | 0.10 | 102.621 | 102.621 | 104.421 | -27.53 | 1178.72 |
| 22 | 2024.07.25 12:00 | buy | 8 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 12:00 | modify | 8 | 0.10 | 99.600 | 99.200 | 101.000 | ||
| 24 | 2024.07.25 20:00 | t/p | 8 | 0.10 | 101.000 | 99.200 | 101.000 | 96.33 | 1275.05 |