Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 611.94 | Gross profit | 1523.00 | Gross loss | -911.06 |
| Profit factor | 1.67 | Expected payoff | 16.10 | ||
| Absolute drawdown | 72.73 | Maximal drawdown | 347.10 (3.38%) | Relative drawdown | 3.38% (347.10) |
| Total trades | 38 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 23 (69.57%) |
| Profit trades (% of total) | 22 (57.89%) | Loss trades (% of total) | 16 (42.11%) | ||
| Largest | profit trade | 100.72 | loss trade | -84.98 | |
| Average | profit trade | 69.23 | loss trade | -56.94 | |
| Maximum | consecutive wins (profit in money) | 7 (521.99) | consecutive losses (loss in money) | 3 (-188.78) | |
| Maximal | consecutive profit (count of wins) | 521.99 (7) | consecutive loss (count of losses) | -188.78 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.11 08:00 | buy | 1 | 0.10 | 90.653 | 0.000 | 0.000 | ||
| 2 | 2023.05.11 08:00 | modify | 1 | 0.10 | 90.653 | 89.553 | 92.153 | ||
| 3 | 2023.05.17 16:00 | buy | 2 | 0.10 | 91.480 | 0.000 | 0.000 | ||
| 4 | 2023.05.17 16:00 | modify | 2 | 0.10 | 91.480 | 91.028 | 92.153 | ||
| 5 | 2023.05.17 16:00 | modify | 1 | 0.10 | 90.653 | 91.028 | 92.153 | ||
| 6 | 2023.05.19 12:00 | t/p | 1 | 0.10 | 92.153 | 91.028 | 92.153 | 98.46 | 10098.46 |
| 7 | 2023.05.19 12:00 | t/p | 2 | 0.10 | 92.153 | 91.028 | 92.153 | 44.30 | 10142.76 |
| 8 | 2023.05.31 04:00 | buy | 3 | 0.10 | 90.806 | 0.000 | 0.000 | ||
| 9 | 2023.05.31 04:00 | modify | 3 | 0.10 | 90.806 | 89.706 | 92.306 | ||
| 10 | 2023.06.02 04:00 | buy | 4 | 0.10 | 91.802 | 0.000 | 0.000 | ||
| 11 | 2023.06.02 04:00 | modify | 4 | 0.10 | 91.802 | 91.481 | 92.306 | ||
| 12 | 2023.06.02 04:00 | modify | 3 | 0.10 | 90.806 | 91.481 | 92.306 | ||
| 13 | 2023.06.02 16:00 | t/p | 3 | 0.10 | 92.306 | 91.481 | 92.306 | 97.16 | 10239.93 |
| 14 | 2023.06.02 16:00 | t/p | 4 | 0.10 | 92.306 | 91.481 | 92.306 | 32.21 | 10272.14 |
| 15 | 2023.06.09 08:00 | sell | 5 | 0.10 | 93.815 | 0.000 | 0.000 | ||
| 16 | 2023.06.09 08:00 | modify | 5 | 0.10 | 93.815 | 94.915 | 92.315 | ||
| 17 | 2023.06.13 16:00 | s/l | 5 | 0.10 | 94.915 | 94.915 | 92.315 | -72.40 | 10199.74 |
| 18 | 2023.06.15 04:00 | sell | 6 | 0.10 | 95.928 | 0.000 | 0.000 | ||
| 19 | 2023.06.15 04:00 | modify | 6 | 0.10 | 95.928 | 97.028 | 94.428 | ||
| 20 | 2023.06.16 08:00 | s/l | 6 | 0.10 | 97.028 | 97.028 | 94.428 | -71.35 | 10128.39 |
| 21 | 2023.06.16 08:00 | sell | 7 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 22 | 2023.06.16 08:00 | modify | 7 | 0.10 | 97.044 | 98.144 | 95.544 | ||
| 23 | 2023.06.23 08:00 | t/p | 7 | 0.10 | 95.544 | 98.144 | 95.544 | 88.52 | 10216.91 |
| 24 | 2023.07.06 04:00 | buy | 8 | 0.10 | 95.959 | 0.000 | 0.000 | ||
| 25 | 2023.07.06 04:00 | modify | 8 | 0.10 | 95.959 | 94.859 | 97.459 | ||
| 26 | 2023.07.07 16:00 | s/l | 8 | 0.10 | 94.859 | 94.859 | 97.459 | -69.99 | 10146.92 |
| 27 | 2023.07.10 08:00 | buy | 9 | 0.10 | 94.653 | 0.000 | 0.000 | ||
| 28 | 2023.07.10 08:00 | modify | 9 | 0.10 | 94.653 | 93.553 | 96.153 | ||
| 29 | 2023.07.11 12:00 | s/l | 9 | 0.10 | 93.553 | 93.553 | 96.153 | -69.98 | 10076.95 |
| 30 | 2023.07.12 08:00 | buy | 10 | 0.10 | 93.372 | 0.000 | 0.000 | ||
| 31 | 2023.07.12 08:00 | modify | 10 | 0.10 | 93.372 | 92.272 | 94.872 | ||
| 32 | 2023.07.13 12:00 | t/p | 10 | 0.10 | 94.872 | 92.272 | 94.872 | 96.84 | 10173.79 |
| 33 | 2023.08.02 08:00 | buy | 11 | 0.10 | 93.902 | 0.000 | 0.000 | ||
| 34 | 2023.08.02 08:00 | modify | 11 | 0.10 | 93.902 | 92.802 | 95.402 | ||
| 35 | 2023.08.18 12:00 | s/l | 11 | 0.10 | 92.802 | 92.802 | 95.402 | -64.48 | 10109.30 |
| 36 | 2023.09.05 08:00 | buy | 12 | 0.10 | 93.708 | 0.000 | 0.000 | ||
| 37 | 2023.09.05 08:00 | modify | 12 | 0.10 | 93.708 | 92.608 | 95.208 | ||
| 38 | 2023.09.08 12:00 | buy | 13 | 0.10 | 94.312 | 0.000 | 0.000 | ||
| 39 | 2023.09.08 12:00 | modify | 13 | 0.10 | 94.312 | 93.783 | 95.208 | ||
| 40 | 2023.09.08 12:00 | modify | 12 | 0.10 | 93.708 | 93.783 | 95.208 | ||
| 41 | 2023.09.11 00:00 | s/l | 12 | 0.10 | 93.783 | 93.783 | 95.208 | 6.74 | 10116.05 |
| 42 | 2023.09.11 00:00 | s/l | 13 | 0.10 | 93.783 | 93.783 | 95.208 | -33.49 | 10082.56 |
| 43 | 2023.09.15 04:00 | sell | 14 | 0.10 | 95.352 | 0.000 | 0.000 | ||
| 44 | 2023.09.15 04:00 | modify | 14 | 0.10 | 95.352 | 96.452 | 93.852 | ||
| 45 | 2023.09.29 04:00 | s/l | 14 | 0.10 | 96.452 | 96.452 | 93.852 | -84.98 | 9997.58 |
| 46 | 2023.10.03 04:00 | buy | 15 | 0.10 | 95.121 | 0.000 | 0.000 | ||
| 47 | 2023.10.03 04:00 | modify | 15 | 0.10 | 95.121 | 94.021 | 96.621 | ||
| 48 | 2023.10.03 16:00 | s/l | 15 | 0.10 | 94.021 | 94.021 | 96.621 | -70.31 | 9927.27 |
| 49 | 2023.10.12 04:00 | sell | 16 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 50 | 2023.10.12 04:00 | modify | 16 | 0.10 | 95.747 | 96.847 | 94.247 | ||
| 51 | 2023.10.13 16:00 | t/p | 16 | 0.10 | 94.247 | 96.847 | 94.247 | 94.82 | 10022.09 |
| 52 | 2023.10.17 08:00 | sell | 17 | 0.10 | 95.111 | 0.000 | 0.000 | ||
| 53 | 2023.10.17 08:00 | modify | 17 | 0.10 | 95.111 | 96.211 | 93.611 | ||
| 54 | 2023.10.20 08:00 | sell | 18 | 0.10 | 94.502 | 0.000 | 0.000 | ||
| 55 | 2023.10.20 08:00 | modify | 18 | 0.10 | 94.502 | 95.036 | 93.611 | ||
| 56 | 2023.10.20 08:00 | modify | 17 | 0.10 | 95.111 | 95.036 | 93.611 | ||
| 57 | 2023.10.23 20:00 | s/l | 17 | 0.10 | 95.036 | 95.036 | 93.611 | -1.50 | 10020.59 |
| 58 | 2023.10.23 20:00 | s/l | 18 | 0.10 | 95.036 | 95.036 | 93.611 | -35.18 | 9985.41 |
| 59 | 2023.10.25 04:00 | sell | 19 | 0.10 | 95.614 | 0.000 | 0.000 | ||
| 60 | 2023.10.25 04:00 | modify | 19 | 0.10 | 95.614 | 96.714 | 94.114 | ||
| 61 | 2023.10.26 12:00 | sell | 20 | 0.10 | 94.760 | 0.000 | 0.000 | ||
| 62 | 2023.10.26 12:00 | modify | 20 | 0.10 | 94.760 | 95.239 | 94.114 | ||
| 63 | 2023.10.26 12:00 | modify | 19 | 0.10 | 95.614 | 95.239 | 94.114 | ||
| 64 | 2023.10.27 00:00 | s/l | 19 | 0.10 | 95.239 | 95.239 | 94.114 | 19.77 | 10005.18 |
| 65 | 2023.10.27 00:00 | s/l | 20 | 0.10 | 95.239 | 95.239 | 94.114 | -31.66 | 9973.52 |
| 66 | 2023.11.07 08:00 | buy | 21 | 0.10 | 96.692 | 0.000 | 0.000 | ||
| 67 | 2023.11.07 08:00 | modify | 21 | 0.10 | 96.692 | 95.592 | 98.192 | ||
| 68 | 2023.11.15 16:00 | t/p | 21 | 0.10 | 98.192 | 95.592 | 98.192 | 98.46 | 10071.98 |
| 69 | 2023.11.23 08:00 | sell | 22 | 0.10 | 98.009 | 0.000 | 0.000 | ||
| 70 | 2023.11.23 08:00 | modify | 22 | 0.10 | 98.009 | 99.109 | 96.509 | ||
| 71 | 2023.12.05 08:00 | t/p | 22 | 0.10 | 96.509 | 99.109 | 96.509 | 85.38 | 10157.36 |
| 72 | 2023.12.07 04:00 | buy | 23 | 0.10 | 95.901 | 0.000 | 0.000 | ||
| 73 | 2023.12.07 04:00 | modify | 23 | 0.10 | 95.901 | 94.801 | 97.401 | ||
| 74 | 2023.12.07 20:00 | s/l | 23 | 0.10 | 94.801 | 94.801 | 97.401 | -70.31 | 10087.05 |
| 75 | 2023.12.14 04:00 | buy | 24 | 0.10 | 94.973 | 0.000 | 0.000 | ||
| 76 | 2023.12.14 04:00 | modify | 24 | 0.10 | 94.973 | 93.873 | 96.473 | ||
| 77 | 2023.12.19 04:00 | t/p | 24 | 0.10 | 96.473 | 93.873 | 96.473 | 96.84 | 10183.90 |
| 78 | 2023.12.19 04:00 | sell | 25 | 0.10 | 96.419 | 0.000 | 0.000 | ||
| 79 | 2023.12.19 04:00 | modify | 25 | 0.10 | 96.419 | 97.519 | 94.919 | ||
| 80 | 2023.12.19 12:00 | s/l | 25 | 0.10 | 97.519 | 97.519 | 94.919 | -70.30 | 10113.60 |
| 81 | 2023.12.27 04:00 | sell | 26 | 0.10 | 97.410 | 0.000 | 0.000 | ||
| 82 | 2023.12.27 04:00 | modify | 26 | 0.10 | 97.410 | 98.510 | 95.910 | ||
| 83 | 2024.01.01 20:00 | t/p | 26 | 0.10 | 95.910 | 98.510 | 95.910 | 90.63 | 10204.22 |
| 84 | 2024.01.16 04:00 | buy | 27 | 0.10 | 96.640 | 0.000 | 0.000 | ||
| 85 | 2024.01.16 04:00 | modify | 27 | 0.10 | 96.640 | 95.540 | 98.140 | ||
| 86 | 2024.01.18 20:00 | buy | 28 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 87 | 2024.01.18 20:00 | modify | 28 | 0.10 | 97.255 | 96.715 | 98.140 | ||
| 88 | 2024.01.18 20:00 | modify | 27 | 0.10 | 96.640 | 96.715 | 98.140 | ||
| 89 | 2024.01.24 00:00 | buy | 29 | 0.10 | 97.617 | 0.000 | 0.000 | ||
| 90 | 2024.01.24 00:00 | modify | 29 | 0.10 | 97.617 | 97.315 | 98.140 | ||
| 91 | 2024.01.24 00:00 | modify | 28 | 0.10 | 97.255 | 97.315 | 98.140 | ||
| 92 | 2024.01.24 00:00 | modify | 27 | 0.10 | 96.640 | 97.315 | 98.140 | ||
| 93 | 2024.01.24 04:00 | s/l | 27 | 0.10 | 97.315 | 97.315 | 98.140 | 45.73 | 10249.95 |
| 94 | 2024.01.24 04:00 | s/l | 28 | 0.10 | 97.315 | 97.315 | 98.140 | 5.13 | 10255.09 |
| 95 | 2024.01.24 04:00 | s/l | 29 | 0.10 | 97.315 | 97.315 | 98.140 | -19.30 | 10235.79 |
| 96 | 2024.02.01 04:00 | buy | 30 | 0.10 | 96.365 | 0.000 | 0.000 | ||
| 97 | 2024.02.01 04:00 | modify | 30 | 0.10 | 96.365 | 95.265 | 97.865 | ||
| 98 | 2024.02.09 08:00 | buy | 31 | 0.10 | 97.215 | 0.000 | 0.000 | ||
| 99 | 2024.02.09 08:00 | modify | 31 | 0.10 | 97.215 | 96.740 | 97.865 | ||
| 100 | 2024.02.09 08:00 | modify | 30 | 0.10 | 96.365 | 96.740 | 97.865 | ||
| 101 | 2024.02.12 00:00 | buy | 32 | 0.10 | 97.361 | 0.000 | 0.000 | ||
| 102 | 2024.02.12 00:00 | modify | 32 | 0.10 | 97.361 | 97.040 | 97.865 | ||
| 103 | 2024.02.12 00:00 | modify | 31 | 0.10 | 97.215 | 97.040 | 97.865 | ||
| 104 | 2024.02.12 00:00 | modify | 30 | 0.10 | 96.365 | 97.040 | 97.865 | ||
| 105 | 2024.02.16 04:00 | t/p | 30 | 0.10 | 97.865 | 97.040 | 97.865 | 100.72 | 10336.51 |
| 106 | 2024.02.16 04:00 | t/p | 31 | 0.10 | 97.865 | 97.040 | 97.865 | 43.81 | 10380.32 |
| 107 | 2024.02.16 04:00 | t/p | 32 | 0.10 | 97.865 | 97.040 | 97.865 | 34.15 | 10414.47 |
| 108 | 2024.02.22 08:00 | sell | 33 | 0.10 | 98.928 | 0.000 | 0.000 | ||
| 109 | 2024.02.22 08:00 | modify | 33 | 0.10 | 98.928 | 100.028 | 97.428 | ||
| 110 | 2024.02.29 12:00 | t/p | 33 | 0.10 | 97.428 | 100.028 | 97.428 | 88.52 | 10502.99 |
| 111 | 2024.03.05 08:00 | buy | 34 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 112 | 2024.03.05 08:00 | modify | 34 | 0.10 | 97.567 | 96.467 | 99.067 | ||
| 113 | 2024.03.20 20:00 | t/p | 34 | 0.10 | 99.067 | 96.467 | 99.067 | 100.72 | 10603.71 |
| 114 | 2024.04.19 04:00 | buy | 35 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 115 | 2024.04.19 04:00 | modify | 35 | 0.10 | 98.638 | 97.538 | 100.138 | ||
| 116 | 2024.04.19 08:00 | buy | 36 | 0.10 | 99.248 | 0.000 | 0.000 | ||
| 117 | 2024.04.19 08:00 | modify | 36 | 0.10 | 99.248 | 98.713 | 100.138 | ||
| 118 | 2024.04.19 08:00 | modify | 35 | 0.10 | 98.638 | 98.713 | 100.138 | ||
| 119 | 2024.04.23 16:00 | t/p | 35 | 0.10 | 100.138 | 98.713 | 100.138 | 96.53 | 10700.24 |
| 120 | 2024.04.23 16:00 | t/p | 36 | 0.10 | 100.138 | 98.713 | 100.138 | 57.54 | 10757.78 |
| 121 | 2024.04.24 04:00 | sell | 37 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 122 | 2024.04.24 04:00 | modify | 37 | 0.10 | 100.859 | 101.959 | 99.359 | ||
| 123 | 2024.04.26 08:00 | s/l | 37 | 0.10 | 101.959 | 101.959 | 99.359 | -74.49 | 10683.29 |
| 124 | 2024.04.26 08:00 | sell | 38 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 125 | 2024.04.26 08:00 | modify | 38 | 0.10 | 102.527 | 103.627 | 101.027 | ||
| 126 | 2024.04.29 04:00 | s/l | 38 | 0.10 | 103.627 | 103.627 | 101.027 | -71.35 | 10611.94 |