Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
| 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; 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=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 | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 262.22 | Gross profit | 636.86 | Gross loss | -374.64 |
| Profit factor | 1.70 | Expected payoff | 16.39 | ||
| Absolute drawdown | 85.94 | Maximal drawdown | 230.75 (18.76%) | Relative drawdown | 18.76% (230.75) |
| Total trades | 16 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) | ||
| Largest | profit trade | 105.17 | loss trade | -78.59 | |
| Average | profit trade | 70.76 | loss trade | -53.52 | |
| Maximum | consecutive wins (profit in money) | 3 (217.48) | consecutive losses (loss in money) | 3 (-130.37) | |
| Maximal | consecutive profit (count of wins) | 217.48 (3) | consecutive loss (count of losses) | -130.37 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.15 00:00 | sell | 1 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 2 | 2023.11.15 00:00 | modify | 1 | 0.10 | 97.785 | 98.885 | 96.285 | ||
| 3 | 2023.11.17 12:00 | sell | 2 | 0.10 | 97.180 | 0.000 | 0.000 | ||
| 4 | 2023.11.17 12:00 | modify | 2 | 0.10 | 97.180 | 97.560 | 96.285 | ||
| 5 | 2023.11.17 12:00 | modify | 1 | 0.10 | 97.785 | 97.560 | 96.285 | ||
| 6 | 2023.11.20 00:00 | s/l | 1 | 0.10 | 97.560 | 97.560 | 96.285 | 9.11 | 1009.11 |
| 7 | 2023.11.20 00:00 | s/l | 2 | 0.10 | 97.560 | 97.560 | 96.285 | -25.61 | 983.50 |
| 8 | 2023.12.05 16:00 | buy | 3 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 9 | 2023.12.05 16:00 | modify | 3 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 10 | 2023.12.07 12:00 | s/l | 3 | 0.10 | 95.471 | 95.471 | 98.071 | -69.44 | 914.06 |
| 11 | 2024.02.01 16:00 | buy | 4 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 12 | 2024.02.01 16:00 | modify | 4 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 13 | 2024.02.09 12:00 | t/p | 4 | 0.10 | 97.279 | 94.679 | 97.279 | 100.02 | 1014.08 |
| 14 | 2024.02.28 16:00 | buy | 5 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 15 | 2024.02.28 16:00 | modify | 5 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 16 | 2024.03.20 20:00 | t/p | 5 | 0.10 | 99.462 | 96.862 | 99.462 | 105.17 | 1119.25 |
| 17 | 2024.03.21 00:00 | sell | 6 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 18 | 2024.03.21 00:00 | modify | 6 | 0.10 | 99.469 | 100.569 | 97.969 | ||
| 19 | 2024.03.27 04:00 | sell | 7 | 0.10 | 98.855 | 0.000 | 0.000 | ||
| 20 | 2024.03.27 04:00 | modify | 7 | 0.10 | 98.855 | 99.244 | 97.969 | ||
| 21 | 2024.03.27 04:00 | modify | 6 | 0.10 | 99.469 | 99.244 | 97.969 | ||
| 22 | 2024.03.28 20:00 | sell | 8 | 0.10 | 98.615 | 0.000 | 0.000 | ||
| 23 | 2024.03.28 20:00 | modify | 8 | 0.10 | 98.615 | 99.094 | 97.969 | ||
| 24 | 2024.03.28 20:00 | modify | 7 | 0.10 | 98.855 | 99.094 | 97.969 | ||
| 25 | 2024.03.28 20:00 | modify | 6 | 0.10 | 99.469 | 99.094 | 97.969 | ||
| 26 | 2024.04.03 16:00 | s/l | 6 | 0.10 | 99.094 | 99.094 | 97.969 | 12.29 | 1131.54 |
| 27 | 2024.04.03 16:00 | s/l | 7 | 0.10 | 99.094 | 99.094 | 97.969 | -23.01 | 1108.53 |
| 28 | 2024.04.03 16:00 | s/l | 8 | 0.10 | 99.094 | 99.094 | 97.969 | -35.26 | 1073.26 |
| 29 | 2024.04.26 12:00 | sell | 9 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 30 | 2024.04.26 12:00 | modify | 9 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 31 | 2024.04.29 00:00 | s/l | 9 | 0.10 | 103.586 | 103.586 | 100.986 | -72.09 | 1001.17 |
| 32 | 2024.05.03 00:00 | buy | 10 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 33 | 2024.05.03 00:00 | modify | 10 | 0.10 | 100.639 | 99.539 | 102.139 | ||
| 34 | 2024.05.06 04:00 | buy | 11 | 0.10 | 101.852 | 0.000 | 0.000 | ||
| 35 | 2024.05.06 04:00 | modify | 11 | 0.10 | 101.852 | 101.464 | 102.139 | ||
| 36 | 2024.05.06 04:00 | modify | 10 | 0.10 | 100.639 | 101.464 | 102.139 | ||
| 37 | 2024.05.07 00:00 | t/p | 10 | 0.10 | 102.139 | 101.464 | 102.139 | 97.64 | 1098.81 |
| 38 | 2024.05.07 00:00 | t/p | 11 | 0.10 | 102.139 | 101.464 | 102.139 | 18.93 | 1117.74 |
| 39 | 2024.06.04 16:00 | buy | 12 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 40 | 2024.06.04 16:00 | modify | 12 | 0.10 | 102.886 | 101.786 | 104.386 | ||
| 41 | 2024.06.12 16:00 | t/p | 12 | 0.10 | 104.386 | 101.786 | 104.386 | 100.02 | 1217.76 |
| 42 | 2024.07.03 12:00 | sell | 13 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 43 | 2024.07.03 12:00 | modify | 13 | 0.10 | 108.042 | 109.142 | 106.542 | ||
| 44 | 2024.07.10 16:00 | s/l | 13 | 0.10 | 109.142 | 109.142 | 106.542 | -78.59 | 1139.16 |
| 45 | 2024.07.11 00:00 | sell | 14 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 46 | 2024.07.11 00:00 | modify | 14 | 0.10 | 109.106 | 110.206 | 107.606 | ||
| 47 | 2024.07.11 16:00 | t/p | 14 | 0.10 | 107.606 | 110.206 | 107.606 | 96.84 | 1236.00 |
| 48 | 2024.07.23 12:00 | buy | 15 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 49 | 2024.07.23 12:00 | modify | 15 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 50 | 2024.07.24 04:00 | s/l | 15 | 0.10 | 102.328 | 102.328 | 104.928 | -70.62 | 1165.38 |
| 51 | 2024.07.25 12:00 | buy | 16 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 52 | 2024.07.25 12:00 | modify | 16 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 53 | 2024.07.25 20:00 | t/p | 16 | 0.10 | 101.100 | 98.500 | 101.100 | 96.84 | 1262.22 |