Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2617 | Ticks modelled | 79454 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1325.18 | Gross profit | 1607.19 | Gross loss | -282.00 |
| Profit factor | 5.70 | Expected payoff | 40.16 | ||
| Absolute drawdown | 9.21 | Maximal drawdown | 170.28 (1.56%) | Relative drawdown | 1.56% (170.28) |
| Total trades | 33 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 25 (84.00%) |
| Profit trades (% of total) | 26 (78.79%) | Loss trades (% of total) | 7 (21.21%) | ||
| Largest | profit trade | 99.13 | loss trade | -51.47 | |
| Average | profit trade | 61.81 | loss trade | -40.29 | |
| Maximum | consecutive wins (profit in money) | 16 (969.15) | consecutive losses (loss in money) | 2 (-100.97) | |
| Maximal | consecutive profit (count of wins) | 969.15 (16) | consecutive loss (count of losses) | -100.97 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 08:00 | buy | 1 | 0.10 | 90.652 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 08:00 | modify | 1 | 0.10 | 90.652 | 89.952 | 92.052 | ||
| 3 | 2022.08.02 13:55 | buy | 2 | 0.10 | 91.098 | 0.000 | 0.000 | ||
| 4 | 2022.08.02 13:55 | modify | 2 | 0.10 | 91.098 | 90.722 | 92.052 | ||
| 5 | 2022.08.02 13:55 | modify | 1 | 0.10 | 90.652 | 90.722 | 92.052 | ||
| 6 | 2022.08.02 14:30 | buy | 3 | 0.10 | 91.424 | 0.000 | 0.000 | ||
| 7 | 2022.08.02 14:30 | modify | 3 | 0.10 | 91.424 | 91.002 | 92.052 | ||
| 8 | 2022.08.02 14:30 | modify | 2 | 0.10 | 91.098 | 91.002 | 92.052 | ||
| 9 | 2022.08.02 14:30 | modify | 1 | 0.10 | 90.652 | 91.002 | 92.052 | ||
| 10 | 2022.08.02 14:55 | buy | 4 | 0.10 | 91.582 | 0.000 | 0.000 | ||
| 11 | 2022.08.02 14:55 | modify | 4 | 0.10 | 91.582 | 91.142 | 92.052 | ||
| 12 | 2022.08.02 14:55 | modify | 3 | 0.10 | 91.424 | 91.142 | 92.052 | ||
| 13 | 2022.08.02 14:55 | modify | 2 | 0.10 | 91.098 | 91.142 | 92.052 | ||
| 14 | 2022.08.02 14:55 | modify | 1 | 0.10 | 90.652 | 91.142 | 92.052 | ||
| 15 | 2022.08.02 17:40 | t/p | 1 | 0.10 | 92.052 | 91.142 | 92.052 | 97.70 | 10097.70 |
| 16 | 2022.08.02 17:40 | t/p | 2 | 0.10 | 92.052 | 91.142 | 92.052 | 66.58 | 10164.28 |
| 17 | 2022.08.02 17:40 | t/p | 3 | 0.10 | 92.052 | 91.142 | 92.052 | 43.83 | 10208.11 |
| 18 | 2022.08.02 17:40 | t/p | 4 | 0.10 | 92.052 | 91.142 | 92.052 | 32.80 | 10240.91 |
| 19 | 2022.11.03 12:00 | buy | 5 | 0.10 | 93.243 | 0.000 | 0.000 | ||
| 20 | 2022.11.03 12:00 | modify | 5 | 0.10 | 93.243 | 92.543 | 94.643 | ||
| 21 | 2022.11.04 03:20 | buy | 6 | 0.10 | 93.675 | 0.000 | 0.000 | ||
| 22 | 2022.11.04 03:20 | modify | 6 | 0.10 | 93.675 | 93.313 | 94.643 | ||
| 23 | 2022.11.04 03:20 | modify | 5 | 0.10 | 93.243 | 93.313 | 94.643 | ||
| 24 | 2022.11.04 05:20 | buy | 7 | 0.10 | 94.024 | 0.000 | 0.000 | ||
| 25 | 2022.11.04 05:20 | modify | 7 | 0.10 | 94.024 | 93.593 | 94.643 | ||
| 26 | 2022.11.04 05:20 | modify | 6 | 0.10 | 93.675 | 93.593 | 94.643 | ||
| 27 | 2022.11.04 05:20 | modify | 5 | 0.10 | 93.243 | 93.593 | 94.643 | ||
| 28 | 2022.11.04 12:10 | buy | 8 | 0.10 | 94.167 | 0.000 | 0.000 | ||
| 29 | 2022.11.04 12:10 | modify | 8 | 0.10 | 94.167 | 93.733 | 94.643 | ||
| 30 | 2022.11.04 12:10 | modify | 7 | 0.10 | 94.024 | 93.733 | 94.643 | ||
| 31 | 2022.11.04 12:10 | modify | 6 | 0.10 | 93.675 | 93.733 | 94.643 | ||
| 32 | 2022.11.04 12:10 | modify | 5 | 0.10 | 93.243 | 93.733 | 94.643 | ||
| 33 | 2022.11.04 12:40 | t/p | 5 | 0.10 | 94.643 | 93.733 | 94.643 | 98.17 | 10339.08 |
| 34 | 2022.11.04 12:40 | t/p | 6 | 0.10 | 94.643 | 93.733 | 94.643 | 67.55 | 10406.63 |
| 35 | 2022.11.04 12:40 | t/p | 7 | 0.10 | 94.643 | 93.733 | 94.643 | 43.19 | 10449.82 |
| 36 | 2022.11.04 12:40 | t/p | 8 | 0.10 | 94.643 | 93.733 | 94.643 | 33.21 | 10483.03 |
| 37 | 2023.01.03 12:00 | buy | 9 | 0.10 | 87.687 | 0.000 | 0.000 | ||
| 38 | 2023.01.03 12:00 | modify | 9 | 0.10 | 87.687 | 86.987 | 89.087 | ||
| 39 | 2023.01.03 16:35 | buy | 10 | 0.10 | 88.116 | 0.000 | 0.000 | ||
| 40 | 2023.01.03 16:35 | modify | 10 | 0.10 | 88.116 | 87.757 | 89.087 | ||
| 41 | 2023.01.03 16:35 | modify | 9 | 0.10 | 87.687 | 87.757 | 89.087 | ||
| 42 | 2023.01.04 01:20 | buy | 11 | 0.10 | 88.471 | 0.000 | 0.000 | ||
| 43 | 2023.01.04 01:20 | modify | 11 | 0.10 | 88.471 | 88.037 | 89.087 | ||
| 44 | 2023.01.04 01:20 | modify | 10 | 0.10 | 88.116 | 88.037 | 89.087 | ||
| 45 | 2023.01.04 01:20 | modify | 9 | 0.10 | 87.687 | 88.037 | 89.087 | ||
| 46 | 2023.01.04 01:40 | buy | 12 | 0.10 | 88.614 | 0.000 | 0.000 | ||
| 47 | 2023.01.04 01:40 | modify | 12 | 0.10 | 88.614 | 88.177 | 89.087 | ||
| 48 | 2023.01.04 01:40 | modify | 11 | 0.10 | 88.471 | 88.177 | 89.087 | ||
| 49 | 2023.01.04 01:40 | modify | 10 | 0.10 | 88.116 | 88.177 | 89.087 | ||
| 50 | 2023.01.04 01:40 | modify | 9 | 0.10 | 87.687 | 88.177 | 89.087 | ||
| 51 | 2023.01.04 04:40 | t/p | 9 | 0.10 | 89.087 | 88.177 | 89.087 | 98.17 | 10581.19 |
| 52 | 2023.01.04 04:40 | t/p | 10 | 0.10 | 89.087 | 88.177 | 89.087 | 68.24 | 10649.43 |
| 53 | 2023.01.04 04:40 | t/p | 11 | 0.10 | 89.087 | 88.177 | 89.087 | 42.99 | 10692.42 |
| 54 | 2023.01.04 04:40 | t/p | 12 | 0.10 | 89.087 | 88.177 | 89.087 | 33.01 | 10725.43 |
| 55 | 2023.01.13 16:00 | buy | 13 | 0.10 | 88.768 | 0.000 | 0.000 | ||
| 56 | 2023.01.13 16:00 | modify | 13 | 0.10 | 88.768 | 88.068 | 90.168 | ||
| 57 | 2023.01.13 18:40 | buy | 14 | 0.10 | 89.210 | 0.000 | 0.000 | ||
| 58 | 2023.01.13 18:40 | modify | 14 | 0.10 | 89.210 | 88.838 | 90.168 | ||
| 59 | 2023.01.13 18:40 | modify | 13 | 0.10 | 88.768 | 88.838 | 90.168 | ||
| 60 | 2023.01.16 01:50 | buy | 15 | 0.10 | 89.566 | 0.000 | 0.000 | ||
| 61 | 2023.01.16 01:50 | modify | 15 | 0.10 | 89.566 | 89.118 | 90.168 | ||
| 62 | 2023.01.16 01:50 | modify | 14 | 0.10 | 89.210 | 89.118 | 90.168 | ||
| 63 | 2023.01.16 01:50 | modify | 13 | 0.10 | 88.768 | 89.118 | 90.168 | ||
| 64 | 2023.01.17 02:10 | buy | 16 | 0.10 | 89.697 | 0.000 | 0.000 | ||
| 65 | 2023.01.17 02:10 | modify | 16 | 0.10 | 89.697 | 89.258 | 90.168 | ||
| 66 | 2023.01.17 02:10 | modify | 15 | 0.10 | 89.566 | 89.258 | 90.168 | ||
| 67 | 2023.01.17 02:10 | modify | 14 | 0.10 | 89.210 | 89.258 | 90.168 | ||
| 68 | 2023.01.17 02:10 | modify | 13 | 0.10 | 88.768 | 89.258 | 90.168 | ||
| 69 | 2023.01.18 02:20 | t/p | 13 | 0.10 | 90.168 | 89.258 | 90.168 | 99.13 | 10824.55 |
| 70 | 2023.01.18 02:20 | t/p | 14 | 0.10 | 90.168 | 89.258 | 90.168 | 68.29 | 10892.84 |
| 71 | 2023.01.18 02:20 | t/p | 15 | 0.10 | 90.168 | 89.258 | 90.168 | 42.96 | 10935.80 |
| 72 | 2023.01.18 02:20 | t/p | 16 | 0.10 | 90.168 | 89.258 | 90.168 | 33.35 | 10969.15 |
| 73 | 2023.03.07 12:00 | buy | 17 | 0.10 | 90.672 | 0.000 | 0.000 | ||
| 74 | 2023.03.07 12:00 | modify | 17 | 0.10 | 90.672 | 89.972 | 92.072 | ||
| 75 | 2023.03.09 17:40 | s/l | 17 | 0.10 | 89.972 | 89.972 | 92.072 | -46.95 | 10922.20 |
| 76 | 2023.05.01 16:00 | sell | 18 | 0.10 | 91.151 | 0.000 | 0.000 | ||
| 77 | 2023.05.01 16:00 | modify | 18 | 0.10 | 91.151 | 91.851 | 89.751 | ||
| 78 | 2023.05.02 04:30 | s/l | 18 | 0.10 | 91.851 | 91.851 | 89.751 | -49.50 | 10872.70 |
| 79 | 2023.05.02 08:00 | sell | 19 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 80 | 2023.05.02 08:00 | modify | 19 | 0.10 | 92.226 | 92.926 | 90.826 | ||
| 81 | 2023.05.02 13:55 | sell | 20 | 0.10 | 91.797 | 0.000 | 0.000 | ||
| 82 | 2023.05.02 13:55 | modify | 20 | 0.10 | 91.797 | 92.156 | 90.826 | ||
| 83 | 2023.05.02 13:55 | modify | 19 | 0.10 | 92.226 | 92.156 | 90.826 | ||
| 84 | 2023.05.03 01:40 | t/p | 19 | 0.10 | 90.826 | 92.156 | 90.826 | 97.03 | 10969.73 |
| 85 | 2023.05.03 01:40 | t/p | 20 | 0.10 | 90.826 | 92.156 | 90.826 | 67.09 | 11036.82 |
| 86 | 2023.06.13 16:00 | sell | 21 | 0.10 | 94.840 | 0.000 | 0.000 | ||
| 87 | 2023.06.13 16:00 | modify | 21 | 0.10 | 94.840 | 95.540 | 93.440 | ||
| 88 | 2023.06.15 01:30 | s/l | 21 | 0.10 | 95.540 | 95.540 | 93.440 | -51.47 | 10985.35 |
| 89 | 2023.06.15 16:00 | sell | 22 | 0.10 | 96.509 | 0.000 | 0.000 | ||
| 90 | 2023.06.15 16:00 | modify | 22 | 0.10 | 96.509 | 97.209 | 95.109 | ||
| 91 | 2023.06.16 07:05 | s/l | 22 | 0.10 | 97.209 | 97.209 | 95.109 | -49.50 | 10935.85 |
| 92 | 2023.06.16 08:00 | sell | 23 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 93 | 2023.06.16 08:00 | modify | 23 | 0.10 | 97.044 | 97.744 | 95.644 | ||
| 94 | 2023.06.20 04:45 | sell | 24 | 0.10 | 96.599 | 0.000 | 0.000 | ||
| 95 | 2023.06.20 04:45 | modify | 24 | 0.10 | 96.599 | 96.974 | 95.644 | ||
| 96 | 2023.06.20 04:45 | modify | 23 | 0.10 | 97.044 | 96.974 | 95.644 | ||
| 97 | 2023.06.20 08:30 | sell | 25 | 0.10 | 96.272 | 0.000 | 0.000 | ||
| 98 | 2023.06.20 08:30 | modify | 25 | 0.10 | 96.272 | 96.694 | 95.644 | ||
| 99 | 2023.06.20 08:30 | modify | 24 | 0.10 | 96.599 | 96.694 | 95.644 | ||
| 100 | 2023.06.20 08:30 | modify | 23 | 0.10 | 97.044 | 96.694 | 95.644 | ||
| 101 | 2023.06.20 14:40 | t/p | 23 | 0.10 | 95.644 | 96.694 | 95.644 | 96.37 | 11032.23 |
| 102 | 2023.06.20 14:40 | t/p | 24 | 0.10 | 95.644 | 96.694 | 95.644 | 66.64 | 11098.87 |
| 103 | 2023.06.20 14:40 | t/p | 25 | 0.10 | 95.644 | 96.694 | 95.644 | 43.82 | 11142.69 |
| 104 | 2023.07.10 12:00 | buy | 26 | 0.10 | 94.455 | 0.000 | 0.000 | ||
| 105 | 2023.07.10 12:00 | modify | 26 | 0.10 | 94.455 | 93.755 | 95.855 | ||
| 106 | 2023.07.11 07:40 | s/l | 26 | 0.10 | 93.755 | 93.755 | 95.855 | -48.36 | 11094.32 |
| 107 | 2023.07.12 12:00 | buy | 27 | 0.10 | 93.340 | 0.000 | 0.000 | ||
| 108 | 2023.07.12 12:00 | modify | 27 | 0.10 | 93.340 | 92.640 | 94.740 | ||
| 109 | 2023.07.12 12:50 | buy | 28 | 0.10 | 93.788 | 0.000 | 0.000 | ||
| 110 | 2023.07.12 12:50 | modify | 28 | 0.10 | 93.788 | 93.410 | 94.740 | ||
| 111 | 2023.07.12 12:50 | modify | 27 | 0.10 | 93.340 | 93.410 | 94.740 | ||
| 112 | 2023.07.12 14:05 | buy | 29 | 0.10 | 94.111 | 0.000 | 0.000 | ||
| 113 | 2023.07.12 14:05 | modify | 29 | 0.10 | 94.111 | 93.690 | 94.740 | ||
| 114 | 2023.07.12 14:05 | modify | 28 | 0.10 | 93.788 | 93.690 | 94.740 | ||
| 115 | 2023.07.12 14:05 | modify | 27 | 0.10 | 93.340 | 93.690 | 94.740 | ||
| 116 | 2023.07.12 15:33 | s/l | 27 | 0.10 | 93.690 | 93.690 | 94.740 | 24.42 | 11118.74 |
| 117 | 2023.07.12 15:33 | s/l | 28 | 0.10 | 93.690 | 93.690 | 94.740 | -6.84 | 11111.90 |
| 118 | 2023.07.12 15:33 | s/l | 29 | 0.10 | 93.690 | 93.690 | 94.740 | -29.38 | 11082.52 |
| 119 | 2023.07.28 08:00 | buy | 30 | 0.10 | 92.665 | 0.000 | 0.000 | ||
| 120 | 2023.07.28 08:00 | modify | 30 | 0.10 | 92.665 | 91.965 | 94.065 | ||
| 121 | 2023.07.28 12:20 | buy | 31 | 0.10 | 93.102 | 0.000 | 0.000 | ||
| 122 | 2023.07.28 12:20 | modify | 31 | 0.10 | 93.102 | 92.735 | 94.065 | ||
| 123 | 2023.07.28 12:20 | modify | 30 | 0.10 | 92.665 | 92.735 | 94.065 | ||
| 124 | 2023.07.28 13:06 | buy | 32 | 0.10 | 93.450 | 0.000 | 0.000 | ||
| 125 | 2023.07.28 13:06 | modify | 32 | 0.10 | 93.450 | 93.015 | 94.065 | ||
| 126 | 2023.07.28 13:06 | modify | 31 | 0.10 | 93.102 | 93.015 | 94.065 | ||
| 127 | 2023.07.28 13:06 | modify | 30 | 0.10 | 92.665 | 93.015 | 94.065 | ||
| 128 | 2023.07.28 15:10 | buy | 33 | 0.10 | 93.593 | 0.000 | 0.000 | ||
| 129 | 2023.07.28 15:10 | modify | 33 | 0.10 | 93.593 | 93.155 | 94.065 | ||
| 130 | 2023.07.28 15:10 | modify | 32 | 0.10 | 93.450 | 93.155 | 94.065 | ||
| 131 | 2023.07.28 15:10 | modify | 31 | 0.10 | 93.102 | 93.155 | 94.065 | ||
| 132 | 2023.07.28 15:10 | modify | 30 | 0.10 | 92.665 | 93.155 | 94.065 | ||
| 133 | 2023.07.31 01:20 | t/p | 30 | 0.10 | 94.065 | 93.155 | 94.065 | 98.18 | 11180.70 |
| 134 | 2023.07.31 01:20 | t/p | 31 | 0.10 | 94.065 | 93.155 | 94.065 | 67.68 | 11248.37 |
| 135 | 2023.07.31 01:20 | t/p | 32 | 0.10 | 94.065 | 93.155 | 94.065 | 43.40 | 11291.77 |
| 136 | 2023.07.31 01:20 | t/p | 33 | 0.10 | 94.065 | 93.155 | 94.065 | 33.42 | 11325.18 |