Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
| 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=10; 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=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=23; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 842.52 | Gross profit | 2126.36 | Gross loss | -1283.84 |
| Profit factor | 1.66 | Expected payoff | 18.72 | ||
| Absolute drawdown | 133.76 | Maximal drawdown | 246.91 (2.44%) | Relative drawdown | 2.44% (246.91) |
| Total trades | 45 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 25 (72.00%) |
| Profit trades (% of total) | 29 (64.44%) | Loss trades (% of total) | 16 (35.56%) | ||
| Largest | profit trade | 108.58 | loss trade | -100.96 | |
| Average | profit trade | 73.32 | loss trade | -80.24 | |
| Maximum | consecutive wins (profit in money) | 11 (822.75) | consecutive losses (loss in money) | 3 (-154.90) | |
| Maximal | consecutive profit (count of wins) | 822.75 (11) | consecutive loss (count of losses) | -196.87 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 87.687 | 0.000 | 0.000 | ||
| 2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 87.687 | 86.287 | 89.187 | ||
| 3 | 2023.01.04 12:00 | t/p | 1 | 0.10 | 89.187 | 86.287 | 89.187 | 102.34 | 10102.34 |
| 4 | 2023.01.04 12:00 | sell | 2 | 0.10 | 89.697 | 0.000 | 0.000 | ||
| 5 | 2023.01.04 12:00 | modify | 2 | 0.10 | 89.697 | 91.097 | 88.197 | ||
| 6 | 2023.01.09 04:00 | s/l | 2 | 0.10 | 91.097 | 91.097 | 88.197 | -99.28 | 10003.06 |
| 7 | 2023.01.12 12:00 | buy | 3 | 0.10 | 90.361 | 0.000 | 0.000 | ||
| 8 | 2023.01.12 12:00 | modify | 3 | 0.10 | 90.361 | 88.961 | 91.861 | ||
| 9 | 2023.01.13 16:00 | s/l | 3 | 0.10 | 88.961 | 88.961 | 91.861 | -94.59 | 9908.47 |
| 10 | 2023.01.18 04:00 | sell | 4 | 0.10 | 91.602 | 0.000 | 0.000 | ||
| 11 | 2023.01.18 04:00 | modify | 4 | 0.10 | 91.602 | 93.002 | 90.102 | ||
| 12 | 2023.01.18 16:00 | t/p | 4 | 0.10 | 90.102 | 93.002 | 90.102 | 101.86 | 10010.33 |
| 13 | 2023.01.19 00:00 | buy | 5 | 0.10 | 89.290 | 0.000 | 0.000 | ||
| 14 | 2023.01.19 00:00 | modify | 5 | 0.10 | 89.290 | 87.890 | 90.790 | ||
| 15 | 2023.01.23 08:00 | t/p | 5 | 0.10 | 90.790 | 87.890 | 90.790 | 102.82 | 10113.15 |
| 16 | 2023.01.23 08:00 | sell | 6 | 0.10 | 90.842 | 0.000 | 0.000 | ||
| 17 | 2023.01.23 08:00 | modify | 6 | 0.10 | 90.842 | 92.242 | 89.342 | ||
| 18 | 2023.01.25 04:00 | s/l | 6 | 0.10 | 92.242 | 92.242 | 89.342 | -96.75 | 10016.39 |
| 19 | 2023.01.25 04:00 | sell | 7 | 0.10 | 92.632 | 0.000 | 0.000 | ||
| 20 | 2023.01.25 04:00 | modify | 7 | 0.10 | 92.632 | 94.032 | 91.132 | ||
| 21 | 2023.01.26 00:00 | sell | 8 | 0.10 | 91.867 | 0.000 | 0.000 | ||
| 22 | 2023.01.26 00:00 | modify | 8 | 0.10 | 91.867 | 92.407 | 91.132 | ||
| 23 | 2023.01.26 00:00 | modify | 7 | 0.10 | 92.632 | 92.407 | 91.132 | ||
| 24 | 2023.01.26 12:00 | s/l | 7 | 0.10 | 92.407 | 92.407 | 91.132 | 12.75 | 10029.15 |
| 25 | 2023.01.26 12:00 | s/l | 8 | 0.10 | 92.407 | 92.407 | 91.132 | -36.66 | 9992.49 |
| 26 | 2023.02.13 12:00 | sell | 9 | 0.10 | 91.965 | 0.000 | 0.000 | ||
| 27 | 2023.02.13 12:00 | modify | 9 | 0.10 | 91.965 | 93.365 | 90.465 | ||
| 28 | 2023.03.07 16:00 | t/p | 9 | 0.10 | 90.465 | 93.365 | 90.465 | 83.33 | 10075.82 |
| 29 | 2023.03.07 16:00 | buy | 10 | 0.10 | 90.387 | 0.000 | 0.000 | ||
| 30 | 2023.03.07 16:00 | modify | 10 | 0.10 | 90.387 | 88.987 | 91.887 | ||
| 31 | 2023.03.10 16:00 | s/l | 10 | 0.10 | 88.987 | 88.987 | 91.887 | -92.67 | 9983.14 |
| 32 | 2023.03.10 16:00 | buy | 11 | 0.10 | 89.066 | 0.000 | 0.000 | ||
| 33 | 2023.03.10 16:00 | modify | 11 | 0.10 | 89.066 | 87.666 | 90.566 | ||
| 34 | 2023.03.15 20:00 | s/l | 11 | 0.10 | 87.666 | 87.666 | 90.566 | -93.63 | 9889.51 |
| 35 | 2023.03.17 04:00 | sell | 12 | 0.10 | 89.330 | 0.000 | 0.000 | ||
| 36 | 2023.03.17 04:00 | modify | 12 | 0.10 | 89.330 | 90.730 | 87.830 | ||
| 37 | 2023.03.20 08:00 | t/p | 12 | 0.10 | 87.830 | 90.730 | 87.830 | 101.01 | 9990.52 |
| 38 | 2023.03.20 08:00 | buy | 13 | 0.10 | 87.700 | 0.000 | 0.000 | ||
| 39 | 2023.03.20 08:00 | modify | 13 | 0.10 | 87.700 | 86.300 | 89.200 | ||
| 40 | 2023.03.24 12:00 | s/l | 13 | 0.10 | 86.300 | 86.300 | 89.200 | -92.19 | 9898.33 |
| 41 | 2023.03.24 12:00 | buy | 14 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 42 | 2023.03.24 12:00 | modify | 14 | 0.10 | 86.306 | 84.906 | 87.806 | ||
| 43 | 2023.03.27 12:00 | buy | 15 | 0.10 | 87.445 | 0.000 | 0.000 | ||
| 44 | 2023.03.27 12:00 | modify | 15 | 0.10 | 87.445 | 86.831 | 87.806 | ||
| 45 | 2023.03.27 12:00 | modify | 14 | 0.10 | 86.306 | 86.831 | 87.806 | ||
| 46 | 2023.03.28 16:00 | t/p | 14 | 0.10 | 87.806 | 86.831 | 87.806 | 102.82 | 10001.15 |
| 47 | 2023.03.28 16:00 | t/p | 15 | 0.10 | 87.806 | 86.831 | 87.806 | 24.99 | 10026.14 |
| 48 | 2023.03.29 16:00 | sell | 16 | 0.10 | 88.624 | 0.000 | 0.000 | ||
| 49 | 2023.03.29 16:00 | modify | 16 | 0.10 | 88.624 | 90.024 | 87.124 | ||
| 50 | 2023.04.03 16:00 | s/l | 16 | 0.10 | 90.024 | 90.024 | 87.124 | -99.28 | 9926.86 |
| 51 | 2023.04.04 16:00 | buy | 17 | 0.10 | 88.758 | 0.000 | 0.000 | ||
| 52 | 2023.04.04 16:00 | modify | 17 | 0.10 | 88.758 | 87.358 | 90.258 | ||
| 53 | 2023.04.17 04:00 | buy | 18 | 0.10 | 89.903 | 0.000 | 0.000 | ||
| 54 | 2023.04.17 04:00 | modify | 18 | 0.10 | 89.903 | 89.283 | 90.258 | ||
| 55 | 2023.04.17 04:00 | modify | 17 | 0.10 | 88.758 | 89.283 | 90.258 | ||
| 56 | 2023.04.18 04:00 | t/p | 17 | 0.10 | 90.258 | 89.283 | 90.258 | 108.58 | 10035.44 |
| 57 | 2023.04.18 04:00 | t/p | 18 | 0.10 | 90.258 | 89.283 | 90.258 | 24.58 | 10060.02 |
| 58 | 2023.04.25 16:00 | buy | 19 | 0.10 | 88.789 | 0.000 | 0.000 | ||
| 59 | 2023.04.25 16:00 | modify | 19 | 0.10 | 88.789 | 87.389 | 90.289 | ||
| 60 | 2023.04.28 08:00 | buy | 20 | 0.10 | 89.541 | 0.000 | 0.000 | ||
| 61 | 2023.04.28 08:00 | modify | 20 | 0.10 | 89.541 | 89.014 | 90.289 | ||
| 62 | 2023.04.28 08:00 | modify | 19 | 0.10 | 88.789 | 89.014 | 90.289 | ||
| 63 | 2023.05.01 04:00 | t/p | 19 | 0.10 | 90.289 | 89.014 | 90.289 | 104.74 | 10164.76 |
| 64 | 2023.05.01 04:00 | t/p | 20 | 0.10 | 90.289 | 89.014 | 90.289 | 51.28 | 10216.04 |
| 65 | 2023.05.02 08:00 | sell | 21 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 66 | 2023.05.02 08:00 | modify | 21 | 0.10 | 92.226 | 93.626 | 90.726 | ||
| 67 | 2023.05.03 04:00 | t/p | 21 | 0.10 | 90.726 | 93.626 | 90.726 | 101.01 | 10317.04 |
| 68 | 2023.05.03 12:00 | buy | 22 | 0.10 | 90.333 | 0.000 | 0.000 | ||
| 69 | 2023.05.03 12:00 | modify | 22 | 0.10 | 90.333 | 88.933 | 91.833 | ||
| 70 | 2023.05.08 16:00 | t/p | 22 | 0.10 | 91.833 | 88.933 | 91.833 | 104.26 | 10421.30 |
| 71 | 2023.05.11 16:00 | buy | 23 | 0.10 | 90.018 | 0.000 | 0.000 | ||
| 72 | 2023.05.11 16:00 | modify | 23 | 0.10 | 90.018 | 88.618 | 91.518 | ||
| 73 | 2023.05.15 16:00 | buy | 24 | 0.10 | 91.161 | 0.000 | 0.000 | ||
| 74 | 2023.05.15 16:00 | modify | 24 | 0.10 | 91.161 | 90.543 | 91.518 | ||
| 75 | 2023.05.15 16:00 | modify | 23 | 0.10 | 90.018 | 90.543 | 91.518 | ||
| 76 | 2023.05.17 00:00 | buy | 25 | 0.10 | 90.857 | 0.000 | 0.000 | ||
| 77 | 2023.05.17 00:00 | modify | 25 | 0.10 | 90.857 | 90.393 | 91.518 | ||
| 78 | 2023.05.17 04:00 | modify | 25 | 0.10 | 90.857 | 90.543 | 91.518 | ||
| 79 | 2023.05.17 16:00 | t/p | 23 | 0.10 | 91.518 | 90.543 | 91.518 | 103.78 | 10525.08 |
| 80 | 2023.05.17 16:00 | t/p | 24 | 0.10 | 91.518 | 90.543 | 91.518 | 25.20 | 10550.28 |
| 81 | 2023.05.17 16:00 | t/p | 25 | 0.10 | 91.518 | 90.543 | 91.518 | 44.89 | 10595.17 |
| 82 | 2023.05.31 08:00 | buy | 26 | 0.10 | 90.532 | 0.000 | 0.000 | ||
| 83 | 2023.05.31 08:00 | modify | 26 | 0.10 | 90.532 | 89.132 | 92.032 | ||
| 84 | 2023.06.02 00:00 | buy | 27 | 0.10 | 91.286 | 0.000 | 0.000 | ||
| 85 | 2023.06.02 00:00 | modify | 27 | 0.10 | 91.286 | 90.757 | 92.032 | ||
| 86 | 2023.06.02 00:00 | modify | 26 | 0.10 | 90.532 | 90.757 | 92.032 | ||
| 87 | 2023.06.02 12:00 | t/p | 26 | 0.10 | 92.032 | 90.757 | 92.032 | 103.78 | 10698.95 |
| 88 | 2023.06.02 12:00 | t/p | 27 | 0.10 | 92.032 | 90.757 | 92.032 | 50.66 | 10749.61 |
| 89 | 2023.06.02 16:00 | sell | 28 | 0.10 | 92.447 | 0.000 | 0.000 | ||
| 90 | 2023.06.02 16:00 | modify | 28 | 0.10 | 92.447 | 93.847 | 90.947 | ||
| 91 | 2023.06.09 08:00 | s/l | 28 | 0.10 | 93.847 | 93.847 | 90.947 | -100.96 | 10648.66 |
| 92 | 2023.06.15 04:00 | sell | 29 | 0.10 | 95.928 | 0.000 | 0.000 | ||
| 93 | 2023.06.15 04:00 | modify | 29 | 0.10 | 95.928 | 97.328 | 94.428 | ||
| 94 | 2023.06.16 16:00 | s/l | 29 | 0.10 | 97.328 | 97.328 | 94.428 | -95.91 | 10552.74 |
| 95 | 2023.06.16 16:00 | sell | 30 | 0.10 | 97.346 | 0.000 | 0.000 | ||
| 96 | 2023.06.16 16:00 | modify | 30 | 0.10 | 97.346 | 98.746 | 95.846 | ||
| 97 | 2023.06.20 16:00 | t/p | 30 | 0.10 | 95.846 | 98.746 | 95.846 | 100.18 | 10652.92 |
| 98 | 2023.07.11 12:00 | buy | 31 | 0.10 | 93.588 | 0.000 | 0.000 | ||
| 99 | 2023.07.11 12:00 | modify | 31 | 0.10 | 93.588 | 92.188 | 95.088 | ||
| 100 | 2023.07.13 04:00 | buy | 32 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 101 | 2023.07.13 04:00 | modify | 32 | 0.10 | 94.420 | 93.963 | 95.088 | ||
| 102 | 2023.07.13 04:00 | modify | 31 | 0.10 | 93.588 | 93.963 | 95.088 | ||
| 103 | 2023.07.13 16:00 | t/p | 31 | 0.10 | 95.088 | 93.963 | 95.088 | 103.78 | 10756.70 |
| 104 | 2023.07.13 16:00 | t/p | 32 | 0.10 | 95.088 | 93.963 | 95.088 | 45.36 | 10802.06 |
| 105 | 2023.07.13 20:00 | sell | 33 | 0.10 | 95.066 | 0.000 | 0.000 | ||
| 106 | 2023.07.13 20:00 | modify | 33 | 0.10 | 95.066 | 96.466 | 93.566 | ||
| 107 | 2023.07.17 12:00 | sell | 34 | 0.10 | 94.291 | 0.000 | 0.000 | ||
| 108 | 2023.07.17 12:00 | modify | 34 | 0.10 | 94.291 | 94.841 | 93.566 | ||
| 109 | 2023.07.17 12:00 | modify | 33 | 0.10 | 95.066 | 94.841 | 93.566 | ||
| 110 | 2023.07.17 16:00 | s/l | 33 | 0.10 | 94.841 | 94.841 | 93.566 | 13.60 | 10815.65 |
| 111 | 2023.07.17 16:00 | s/l | 34 | 0.10 | 94.841 | 94.841 | 93.566 | -37.35 | 10778.30 |
| 112 | 2023.07.27 20:00 | buy | 35 | 0.10 | 93.233 | 0.000 | 0.000 | ||
| 113 | 2023.07.27 20:00 | modify | 35 | 0.10 | 93.233 | 91.833 | 94.733 | ||
| 114 | 2023.07.28 08:00 | s/l | 35 | 0.10 | 91.833 | 91.833 | 94.733 | -94.59 | 10683.71 |
| 115 | 2023.07.31 04:00 | sell | 36 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 116 | 2023.07.31 04:00 | modify | 36 | 0.10 | 94.631 | 96.031 | 93.131 | ||
| 117 | 2023.08.02 08:00 | sell | 37 | 0.10 | 93.872 | 0.000 | 0.000 | ||
| 118 | 2023.08.02 08:00 | modify | 37 | 0.10 | 93.872 | 94.406 | 93.131 | ||
| 119 | 2023.08.02 08:00 | modify | 36 | 0.10 | 94.631 | 94.406 | 93.131 | ||
| 120 | 2023.08.03 12:00 | t/p | 36 | 0.10 | 93.131 | 94.406 | 93.131 | 97.64 | 10781.35 |
| 121 | 2023.08.03 12:00 | t/p | 37 | 0.10 | 93.131 | 94.406 | 93.131 | 47.78 | 10829.14 |
| 122 | 2023.09.29 04:00 | sell | 38 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 123 | 2023.09.29 04:00 | modify | 38 | 0.10 | 96.443 | 97.843 | 94.943 | ||
| 124 | 2023.10.03 08:00 | t/p | 38 | 0.10 | 94.943 | 97.843 | 94.943 | 100.17 | 10929.30 |
| 125 | 2023.10.03 08:00 | buy | 39 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 126 | 2023.10.03 08:00 | modify | 39 | 0.10 | 94.671 | 93.271 | 96.171 | ||
| 127 | 2023.10.03 16:00 | s/l | 39 | 0.10 | 93.271 | 93.271 | 96.171 | -95.07 | 10834.23 |
| 128 | 2023.10.13 16:00 | buy | 40 | 0.10 | 94.122 | 0.000 | 0.000 | ||
| 129 | 2023.10.13 16:00 | modify | 40 | 0.10 | 94.122 | 92.722 | 95.622 | ||
| 130 | 2023.10.16 20:00 | buy | 41 | 0.10 | 94.880 | 0.000 | 0.000 | ||
| 131 | 2023.10.16 20:00 | modify | 41 | 0.10 | 94.880 | 94.347 | 95.622 | ||
| 132 | 2023.10.16 20:00 | modify | 40 | 0.10 | 94.122 | 94.347 | 95.622 | ||
| 133 | 2023.10.18 08:00 | t/p | 40 | 0.10 | 95.622 | 94.347 | 95.622 | 103.31 | 10937.54 |
| 134 | 2023.10.18 08:00 | t/p | 41 | 0.10 | 95.622 | 94.347 | 95.622 | 51.35 | 10988.89 |
| 135 | 2023.11.14 16:00 | sell | 42 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 136 | 2023.11.14 16:00 | modify | 42 | 0.10 | 97.721 | 99.121 | 96.221 | ||
| 137 | 2023.11.21 08:00 | sell | 43 | 0.10 | 96.953 | 0.000 | 0.000 | ||
| 138 | 2023.11.21 08:00 | modify | 43 | 0.10 | 96.953 | 97.496 | 96.221 | ||
| 139 | 2023.11.21 08:00 | modify | 42 | 0.10 | 97.721 | 97.496 | 96.221 | ||
| 140 | 2023.11.22 12:00 | s/l | 42 | 0.10 | 97.496 | 97.496 | 96.221 | 8.53 | 10997.42 |
| 141 | 2023.11.22 12:00 | s/l | 43 | 0.10 | 97.496 | 97.496 | 96.221 | -37.72 | 10959.70 |
| 142 | 2023.12.05 08:00 | buy | 44 | 0.10 | 96.524 | 0.000 | 0.000 | ||
| 143 | 2023.12.05 08:00 | modify | 44 | 0.10 | 96.524 | 95.124 | 98.024 | ||
| 144 | 2023.12.07 12:00 | s/l | 44 | 0.10 | 95.124 | 95.124 | 98.024 | -93.15 | 10866.55 |
| 145 | 2023.12.19 08:00 | sell | 45 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 146 | 2023.12.19 08:00 | modify | 45 | 0.10 | 96.768 | 98.168 | 95.268 | ||
| 147 | 2023.12.29 23:59 | close at stop | 45 | 0.10 | 96.973 | 98.168 | 95.268 | -24.03 | 10842.52 |