Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | -26.59 | Gross profit | 240.97 | Gross loss | -267.57 |
| Profit factor | 0.90 | Expected payoff | -2.66 | ||
| Absolute drawdown | 200.88 | Maximal drawdown | 257.50 (24.37%) | Relative drawdown | 24.37% (257.50) |
| Total trades | 10 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 103.86 | loss trade | -96.77 | |
| Average | profit trade | 60.24 | loss trade | -44.59 | |
| Maximum | consecutive wins (profit in money) | 1 (103.86) | consecutive losses (loss in money) | 3 (-132.70) | |
| Maximal | consecutive profit (count of wins) | 103.86 (1) | consecutive loss (count of losses) | -132.70 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 12:00 | sell | 1 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 12:00 | modify | 1 | 0.10 | 108.042 | 109.442 | 106.542 | ||
| 3 | 2024.07.11 16:00 | sell | 2 | 0.10 | 107.419 | 0.000 | 0.000 | ||
| 4 | 2024.07.11 16:00 | modify | 2 | 0.10 | 107.419 | 107.742 | 106.542 | ||
| 5 | 2024.07.11 16:00 | sell | 3 | 0.10 | 107.419 | 0.000 | 0.000 | ||
| 6 | 2024.07.11 16:00 | modify | 3 | 0.10 | 107.419 | 107.667 | 106.542 | ||
| 7 | 2024.07.11 16:00 | modify | 1 | 0.10 | 108.042 | 107.667 | 106.542 | ||
| 8 | 2024.07.11 20:00 | modify | 2 | 0.10 | 107.419 | 107.667 | 106.542 | ||
| 9 | 2024.07.12 00:00 | s/l | 1 | 0.10 | 107.667 | 107.667 | 106.542 | 17.08 | 1017.08 |
| 10 | 2024.07.12 00:00 | s/l | 2 | 0.10 | 107.667 | 107.667 | 106.542 | -17.97 | 999.11 |
| 11 | 2024.07.12 00:00 | s/l | 3 | 0.10 | 107.667 | 107.667 | 106.542 | -17.97 | 981.15 |
| 12 | 2024.07.23 12:00 | buy | 4 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 13 | 2024.07.23 12:00 | modify | 4 | 0.10 | 103.428 | 102.028 | 104.928 | ||
| 14 | 2024.07.24 08:00 | s/l | 4 | 0.10 | 102.028 | 102.028 | 104.928 | -96.77 | 884.38 |
| 15 | 2024.07.25 12:00 | buy | 5 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 16 | 2024.07.25 12:00 | modify | 5 | 0.10 | 99.600 | 98.200 | 101.100 | ||
| 17 | 2024.07.25 20:00 | t/p | 5 | 0.10 | 101.100 | 98.200 | 101.100 | 103.86 | 988.24 |
| 18 | 2024.09.04 12:00 | buy | 6 | 0.10 | 97.364 | 0.000 | 0.000 | ||
| 19 | 2024.09.04 12:00 | modify | 6 | 0.10 | 97.364 | 95.964 | 98.864 | ||
| 20 | 2024.09.06 08:00 | s/l | 6 | 0.10 | 95.964 | 95.964 | 98.864 | -96.27 | 891.97 |
| 21 | 2025.05.02 08:00 | sell | 7 | 0.10 | 93.097 | 0.000 | 0.000 | ||
| 22 | 2025.05.02 08:00 | modify | 7 | 0.10 | 93.097 | 94.497 | 91.597 | ||
| 23 | 2025.05.07 20:00 | sell | 8 | 0.10 | 92.478 | 0.000 | 0.000 | ||
| 24 | 2025.05.07 20:00 | modify | 8 | 0.10 | 92.478 | 92.797 | 91.597 | ||
| 25 | 2025.05.07 20:00 | sell | 9 | 0.10 | 92.478 | 0.000 | 0.000 | ||
| 26 | 2025.05.07 20:00 | modify | 9 | 0.10 | 92.478 | 92.722 | 91.597 | ||
| 27 | 2025.05.07 20:00 | modify | 7 | 0.10 | 93.097 | 92.722 | 91.597 | ||
| 28 | 2025.05.08 00:00 | modify | 8 | 0.10 | 92.478 | 92.722 | 91.597 | ||
| 29 | 2025.05.08 04:00 | s/l | 7 | 0.10 | 92.722 | 92.722 | 91.597 | 21.11 | 913.07 |
| 30 | 2025.05.08 04:00 | s/l | 8 | 0.10 | 92.722 | 92.722 | 91.597 | -19.30 | 893.78 |
| 31 | 2025.05.08 04:00 | s/l | 9 | 0.10 | 92.722 | 92.722 | 91.597 | -19.30 | 874.48 |
| 32 | 2025.05.12 12:00 | sell | 10 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 33 | 2025.05.12 12:00 | modify | 10 | 0.10 | 94.564 | 95.964 | 93.064 | ||
| 34 | 2025.05.16 04:00 | t/p | 10 | 0.10 | 93.064 | 95.964 | 93.064 | 98.93 | 973.41 |