Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; 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=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 350.20 | Gross profit | 955.63 | Gross loss | -605.43 |
| Profit factor | 1.58 | Expected payoff | 12.97 | ||
| Absolute drawdown | 108.77 | Maximal drawdown | 229.83 (2.25%) | Relative drawdown | 2.25% (229.83) |
| Total trades | 27 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 100.68 | loss trade | -100.73 | |
| Average | profit trade | 63.71 | loss trade | -50.45 | |
| Maximum | consecutive wins (profit in money) | 4 (252.95) | consecutive losses (loss in money) | 4 (-165.25) | |
| Maximal | consecutive profit (count of wins) | 252.95 (4) | consecutive loss (count of losses) | -165.25 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.07 12:00 | buy | 1 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 2 | 2023.07.07 12:00 | modify | 1 | 0.10 | 95.073 | 93.673 | 96.573 | ||
| 3 | 2023.07.11 12:00 | s/l | 1 | 0.10 | 93.673 | 93.673 | 96.573 | -87.59 | 9912.41 |
| 4 | 2023.07.11 16:00 | buy | 2 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 5 | 2023.07.11 16:00 | modify | 2 | 0.10 | 93.651 | 92.251 | 95.151 | ||
| 6 | 2023.07.13 16:00 | t/p | 2 | 0.10 | 95.151 | 92.251 | 95.151 | 95.67 | 10008.08 |
| 7 | 2023.07.28 00:00 | buy | 3 | 0.10 | 93.238 | 0.000 | 0.000 | ||
| 8 | 2023.07.28 00:00 | modify | 3 | 0.10 | 93.238 | 91.838 | 94.738 | ||
| 9 | 2023.07.28 08:00 | s/l | 3 | 0.10 | 91.838 | 91.838 | 94.738 | -88.19 | 9919.89 |
| 10 | 2023.08.03 12:00 | buy | 4 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 11 | 2023.08.03 12:00 | modify | 4 | 0.10 | 93.327 | 91.927 | 94.827 | ||
| 12 | 2023.08.10 00:00 | buy | 5 | 0.10 | 93.954 | 0.000 | 0.000 | ||
| 13 | 2023.08.10 00:00 | modify | 5 | 0.10 | 93.954 | 93.402 | 94.827 | ||
| 14 | 2023.08.10 00:00 | modify | 4 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 15 | 2023.08.10 16:00 | t/p | 4 | 0.10 | 94.827 | 93.402 | 94.827 | 96.56 | 10016.45 |
| 16 | 2023.08.10 16:00 | t/p | 5 | 0.10 | 94.827 | 93.402 | 94.827 | 54.99 | 10071.44 |
| 17 | 2023.09.29 08:00 | sell | 6 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 18 | 2023.09.29 08:00 | modify | 6 | 0.10 | 96.387 | 97.787 | 94.887 | ||
| 19 | 2023.10.03 08:00 | t/p | 6 | 0.10 | 94.887 | 97.787 | 94.887 | 92.54 | 10163.98 |
| 20 | 2023.10.13 00:00 | buy | 7 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 21 | 2023.10.13 00:00 | modify | 7 | 0.10 | 94.631 | 93.231 | 96.131 | ||
| 22 | 2023.10.27 00:00 | buy | 8 | 0.10 | 95.260 | 0.000 | 0.000 | ||
| 23 | 2023.10.27 00:00 | modify | 8 | 0.10 | 95.260 | 94.706 | 96.131 | ||
| 24 | 2023.10.27 00:00 | modify | 7 | 0.10 | 94.631 | 94.706 | 96.131 | ||
| 25 | 2023.10.27 20:00 | s/l | 7 | 0.10 | 94.706 | 94.706 | 96.131 | 8.87 | 10172.85 |
| 26 | 2023.10.27 20:00 | s/l | 8 | 0.10 | 94.706 | 94.706 | 96.131 | -34.89 | 10137.96 |
| 27 | 2023.11.06 08:00 | sell | 9 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 28 | 2023.11.06 08:00 | modify | 9 | 0.10 | 97.407 | 98.807 | 95.907 | ||
| 29 | 2023.11.10 12:00 | sell | 10 | 0.10 | 96.202 | 0.000 | 0.000 | ||
| 30 | 2023.11.10 12:00 | modify | 10 | 0.10 | 96.202 | 96.882 | 95.907 | ||
| 31 | 2023.11.10 12:00 | modify | 9 | 0.10 | 97.407 | 96.882 | 95.907 | ||
| 32 | 2023.11.13 12:00 | s/l | 9 | 0.10 | 96.882 | 96.882 | 95.907 | 26.31 | 10164.27 |
| 33 | 2023.11.13 12:00 | s/l | 10 | 0.10 | 96.882 | 96.882 | 95.907 | -43.80 | 10120.47 |
| 34 | 2023.11.15 00:00 | sell | 11 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 35 | 2023.11.15 00:00 | modify | 11 | 0.10 | 97.785 | 99.185 | 96.285 | ||
| 36 | 2023.11.17 12:00 | sell | 12 | 0.10 | 97.180 | 0.000 | 0.000 | ||
| 37 | 2023.11.17 12:00 | modify | 12 | 0.10 | 97.180 | 97.710 | 96.285 | ||
| 38 | 2023.11.17 12:00 | modify | 11 | 0.10 | 97.785 | 97.710 | 96.285 | ||
| 39 | 2023.11.20 08:00 | s/l | 11 | 0.10 | 97.710 | 97.710 | 96.285 | -0.10 | 10120.38 |
| 40 | 2023.11.20 08:00 | s/l | 12 | 0.10 | 97.710 | 97.710 | 96.285 | -34.35 | 10086.03 |
| 41 | 2023.12.05 16:00 | buy | 13 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 42 | 2023.12.05 16:00 | modify | 13 | 0.10 | 96.571 | 95.171 | 98.071 | ||
| 43 | 2023.12.07 12:00 | s/l | 13 | 0.10 | 95.171 | 95.171 | 98.071 | -87.01 | 9999.02 |
| 44 | 2023.12.27 12:00 | sell | 14 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 45 | 2023.12.27 12:00 | modify | 14 | 0.10 | 97.502 | 98.902 | 96.002 | ||
| 46 | 2023.12.28 12:00 | sell | 15 | 0.10 | 96.287 | 0.000 | 0.000 | ||
| 47 | 2023.12.28 12:00 | modify | 15 | 0.10 | 96.287 | 96.977 | 96.002 | ||
| 48 | 2023.12.28 12:00 | modify | 14 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 49 | 2024.01.01 20:00 | t/p | 14 | 0.10 | 96.002 | 96.977 | 96.002 | 89.65 | 10088.67 |
| 50 | 2024.01.01 20:00 | t/p | 15 | 0.10 | 96.002 | 96.977 | 96.002 | 16.03 | 10104.70 |
| 51 | 2024.02.01 16:00 | buy | 16 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 52 | 2024.02.01 16:00 | modify | 16 | 0.10 | 95.779 | 94.379 | 97.279 | ||
| 53 | 2024.02.09 12:00 | t/p | 16 | 0.10 | 97.279 | 94.379 | 97.279 | 96.84 | 10201.55 |
| 54 | 2024.02.11 20:00 | sell | 17 | 0.10 | 97.303 | 0.000 | 0.000 | ||
| 55 | 2024.02.11 20:00 | modify | 17 | 0.10 | 97.303 | 98.703 | 95.803 | ||
| 56 | 2024.02.22 04:00 | s/l | 17 | 0.10 | 98.703 | 98.703 | 95.803 | -100.73 | 10100.82 |
| 57 | 2024.02.28 16:00 | buy | 18 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 58 | 2024.02.28 16:00 | modify | 18 | 0.10 | 97.962 | 96.562 | 99.462 | ||
| 59 | 2024.03.20 20:00 | t/p | 18 | 0.10 | 99.462 | 96.562 | 99.462 | 100.68 | 10201.50 |
| 60 | 2024.03.21 00:00 | sell | 19 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 61 | 2024.03.21 00:00 | modify | 19 | 0.10 | 99.469 | 100.869 | 97.969 | ||
| 62 | 2024.03.27 04:00 | sell | 20 | 0.10 | 98.855 | 0.000 | 0.000 | ||
| 63 | 2024.03.27 04:00 | modify | 20 | 0.10 | 98.855 | 99.394 | 97.969 | ||
| 64 | 2024.03.27 04:00 | modify | 19 | 0.10 | 99.469 | 99.394 | 97.969 | ||
| 65 | 2024.03.28 20:00 | sell | 21 | 0.10 | 98.615 | 0.000 | 0.000 | ||
| 66 | 2024.03.28 20:00 | modify | 21 | 0.10 | 98.615 | 98.869 | 97.969 | ||
| 67 | 2024.03.28 20:00 | modify | 20 | 0.10 | 98.855 | 98.869 | 97.969 | ||
| 68 | 2024.03.28 20:00 | modify | 19 | 0.10 | 99.469 | 98.869 | 97.969 | ||
| 69 | 2024.04.01 00:00 | s/l | 19 | 0.10 | 98.869 | 98.869 | 97.969 | 29.10 | 10230.60 |
| 70 | 2024.04.01 00:00 | s/l | 20 | 0.10 | 98.869 | 98.869 | 97.969 | -5.71 | 10224.89 |
| 71 | 2024.04.01 00:00 | s/l | 21 | 0.10 | 98.869 | 98.869 | 97.969 | -17.93 | 10206.96 |
| 72 | 2024.04.26 12:00 | sell | 22 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 73 | 2024.04.26 12:00 | modify | 22 | 0.10 | 102.486 | 103.886 | 100.986 | ||
| 74 | 2024.04.29 04:00 | s/l | 22 | 0.10 | 103.886 | 103.886 | 100.986 | -89.15 | 10117.82 |
| 75 | 2024.05.03 00:00 | buy | 23 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 76 | 2024.05.03 00:00 | modify | 23 | 0.10 | 100.639 | 99.239 | 102.139 | ||
| 77 | 2024.05.06 04:00 | buy | 24 | 0.10 | 101.852 | 0.000 | 0.000 | ||
| 78 | 2024.05.06 04:00 | modify | 24 | 0.10 | 101.852 | 101.164 | 102.139 | ||
| 79 | 2024.05.06 04:00 | modify | 23 | 0.10 | 100.639 | 101.164 | 102.139 | ||
| 80 | 2024.05.07 00:00 | t/p | 23 | 0.10 | 102.139 | 101.164 | 102.139 | 95.08 | 10212.90 |
| 81 | 2024.05.07 00:00 | t/p | 24 | 0.10 | 102.139 | 101.164 | 102.139 | 18.38 | 10231.27 |
| 82 | 2024.05.30 12:00 | buy | 25 | 0.10 | 103.805 | 0.000 | 0.000 | ||
| 83 | 2024.05.30 12:00 | modify | 25 | 0.10 | 103.805 | 102.405 | 105.305 | ||
| 84 | 2024.05.31 20:00 | buy | 26 | 0.10 | 104.659 | 0.000 | 0.000 | ||
| 85 | 2024.05.31 20:00 | modify | 26 | 0.10 | 104.659 | 104.405 | 105.305 | ||
| 86 | 2024.05.31 20:00 | modify | 25 | 0.10 | 103.805 | 104.405 | 105.305 | ||
| 87 | 2024.06.02 20:00 | s/l | 25 | 0.10 | 104.405 | 104.405 | 105.305 | 38.09 | 10269.36 |
| 88 | 2024.06.02 20:00 | s/l | 26 | 0.10 | 104.405 | 104.405 | 105.305 | -16.00 | 10253.36 |
| 89 | 2024.06.04 16:00 | buy | 27 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 90 | 2024.06.04 16:00 | modify | 27 | 0.10 | 102.886 | 101.486 | 104.386 | ||
| 91 | 2024.06.12 16:00 | t/p | 27 | 0.10 | 104.386 | 101.486 | 104.386 | 96.84 | 10350.20 |