Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=6; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 650.61 | Gross profit | 833.48 | Gross loss | -182.88 |
| Profit factor | 4.56 | Expected payoff | 38.27 | ||
| Absolute drawdown | 41.07 | Maximal drawdown | 139.83 (1.32%) | Relative drawdown | 1.32% (139.83) |
| Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 104.43 | loss trade | -46.43 | |
| Average | profit trade | 69.46 | loss trade | -36.58 | |
| Maximum | consecutive wins (profit in money) | 7 (473.45) | consecutive losses (loss in money) | 2 (-63.18) | |
| Maximal | consecutive profit (count of wins) | 473.45 (7) | consecutive loss (count of losses) | -63.18 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 08:00 | sell | 1 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 08:00 | modify | 1 | 0.10 | 90.777 | 91.377 | 89.277 | ||
| 3 | 2023.05.02 08:00 | s/l | 1 | 0.10 | 91.377 | 91.377 | 89.277 | -41.07 | 9958.93 |
| 4 | 2023.05.02 12:00 | sell | 2 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 5 | 2023.05.02 12:00 | modify | 2 | 0.10 | 92.043 | 92.643 | 90.543 | ||
| 6 | 2023.05.03 08:00 | t/p | 2 | 0.10 | 90.543 | 92.643 | 90.543 | 99.76 | 10058.69 |
| 7 | 2023.07.07 12:00 | buy | 3 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 8 | 2023.07.07 12:00 | modify | 3 | 0.10 | 95.073 | 94.473 | 96.573 | ||
| 9 | 2023.07.10 12:00 | s/l | 3 | 0.10 | 94.473 | 94.473 | 96.573 | -39.79 | 10018.90 |
| 10 | 2023.07.11 16:00 | buy | 4 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 11 | 2023.07.11 16:00 | modify | 4 | 0.10 | 93.651 | 93.051 | 95.151 | ||
| 12 | 2023.07.13 04:00 | buy | 5 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 13 | 2023.07.13 04:00 | modify | 5 | 0.10 | 94.420 | 93.726 | 95.151 | ||
| 14 | 2023.07.13 04:00 | modify | 4 | 0.10 | 93.651 | 93.726 | 95.151 | ||
| 15 | 2023.07.13 16:00 | t/p | 4 | 0.10 | 95.151 | 93.726 | 95.151 | 102.55 | 10121.45 |
| 16 | 2023.07.13 16:00 | t/p | 5 | 0.10 | 95.151 | 93.726 | 95.151 | 49.06 | 10170.51 |
| 17 | 2023.08.03 12:00 | buy | 6 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 18 | 2023.08.03 12:00 | modify | 6 | 0.10 | 93.327 | 92.727 | 94.827 | ||
| 19 | 2023.08.09 08:00 | buy | 7 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 20 | 2023.08.09 08:00 | modify | 7 | 0.10 | 94.100 | 93.402 | 94.827 | ||
| 21 | 2023.08.09 08:00 | modify | 6 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 22 | 2023.08.10 08:00 | buy | 8 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 23 | 2023.08.10 08:00 | modify | 8 | 0.10 | 94.241 | 93.702 | 94.827 | ||
| 24 | 2023.08.10 08:00 | modify | 7 | 0.10 | 94.100 | 93.702 | 94.827 | ||
| 25 | 2023.08.10 08:00 | modify | 6 | 0.10 | 93.327 | 93.702 | 94.827 | ||
| 26 | 2023.08.10 16:00 | t/p | 6 | 0.10 | 94.827 | 93.702 | 94.827 | 103.97 | 10274.48 |
| 27 | 2023.08.10 16:00 | t/p | 7 | 0.10 | 94.827 | 93.702 | 94.827 | 50.21 | 10324.69 |
| 28 | 2023.08.10 16:00 | t/p | 8 | 0.10 | 94.827 | 93.702 | 94.827 | 39.33 | 10364.02 |
| 29 | 2023.09.29 08:00 | sell | 9 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 30 | 2023.09.29 08:00 | modify | 9 | 0.10 | 96.387 | 96.987 | 94.887 | ||
| 31 | 2023.10.03 08:00 | t/p | 9 | 0.10 | 94.887 | 96.987 | 94.887 | 98.93 | 10462.95 |
| 32 | 2023.11.06 08:00 | sell | 10 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 33 | 2023.11.06 08:00 | modify | 10 | 0.10 | 97.407 | 98.007 | 95.907 | ||
| 34 | 2023.11.09 00:00 | sell | 11 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 35 | 2023.11.09 00:00 | modify | 11 | 0.10 | 96.657 | 97.332 | 95.907 | ||
| 36 | 2023.11.09 00:00 | modify | 10 | 0.10 | 97.407 | 97.332 | 95.907 | ||
| 37 | 2023.11.10 12:00 | sell | 12 | 0.10 | 96.202 | 0.000 | 0.000 | ||
| 38 | 2023.11.10 12:00 | modify | 12 | 0.10 | 96.202 | 96.882 | 95.907 | ||
| 39 | 2023.11.10 12:00 | modify | 11 | 0.10 | 96.657 | 96.882 | 95.907 | ||
| 40 | 2023.11.10 12:00 | modify | 10 | 0.10 | 97.407 | 96.882 | 95.907 | ||
| 41 | 2023.11.13 12:00 | s/l | 10 | 0.10 | 96.882 | 96.882 | 95.907 | 29.40 | 10492.35 |
| 42 | 2023.11.13 12:00 | s/l | 11 | 0.10 | 96.882 | 96.882 | 95.907 | -16.75 | 10475.60 |
| 43 | 2023.11.13 12:00 | s/l | 12 | 0.10 | 96.882 | 96.882 | 95.907 | -46.43 | 10429.17 |
| 44 | 2023.12.27 12:00 | sell | 13 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 45 | 2023.12.27 12:00 | modify | 13 | 0.10 | 97.502 | 98.102 | 96.002 | ||
| 46 | 2023.12.28 12:00 | sell | 14 | 0.10 | 96.287 | 0.000 | 0.000 | ||
| 47 | 2023.12.28 12:00 | modify | 14 | 0.10 | 96.287 | 96.977 | 96.002 | ||
| 48 | 2023.12.28 12:00 | modify | 13 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 49 | 2024.01.01 20:00 | t/p | 13 | 0.10 | 96.002 | 96.977 | 96.002 | 96.44 | 10525.61 |
| 50 | 2024.01.01 20:00 | t/p | 14 | 0.10 | 96.002 | 96.977 | 96.002 | 17.45 | 10543.06 |
| 51 | 2024.02.01 16:00 | buy | 15 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 52 | 2024.02.01 16:00 | modify | 15 | 0.10 | 95.779 | 95.179 | 97.279 | ||
| 53 | 2024.02.07 12:00 | buy | 16 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 54 | 2024.02.07 12:00 | modify | 16 | 0.10 | 96.682 | 96.154 | 97.279 | ||
| 55 | 2024.02.07 12:00 | modify | 15 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 56 | 2024.02.09 12:00 | t/p | 15 | 0.10 | 97.279 | 96.154 | 97.279 | 104.43 | 10647.50 |
| 57 | 2024.02.09 12:00 | t/p | 16 | 0.10 | 97.279 | 96.154 | 97.279 | 41.95 | 10689.45 |
| 58 | 2024.02.28 16:00 | buy | 17 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 59 | 2024.02.28 16:00 | modify | 17 | 0.10 | 97.962 | 97.362 | 99.462 | ||
| 60 | 2024.02.29 12:00 | s/l | 17 | 0.10 | 97.362 | 97.362 | 99.462 | -38.84 | 10650.61 |