Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79376 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 850.53 | Gross profit | 933.34 | Gross loss | -82.81 |
| Profit factor | 11.27 | Expected payoff | 32.71 | ||
| Absolute drawdown | 47.11 | Maximal drawdown | 162.79 (1.58%) | Relative drawdown | 1.58% (162.79) |
| Total trades | 26 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 17 (82.35%) |
| Profit trades (% of total) | 23 (88.46%) | Loss trades (% of total) | 3 (11.54%) | ||
| Largest | profit trade | 82.88 | loss trade | -32.21 | |
| Average | profit trade | 40.58 | loss trade | -27.60 | |
| Maximum | consecutive wins (profit in money) | 18 (767.62) | consecutive losses (loss in money) | 2 (-50.60) | |
| Maximal | consecutive profit (count of wins) | 767.62 (18) | consecutive loss (count of losses) | -50.60 (2) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 16:00 | buy | 1 | 0.10 | 87.820 | 0.000 | 0.000 | ||
| 2 | 2023.03.15 16:00 | modify | 1 | 0.10 | 87.820 | 86.320 | 89.020 | ||
| 3 | 2023.03.15 19:00 | buy | 2 | 0.10 | 88.420 | 0.000 | 0.000 | ||
| 4 | 2023.03.15 19:00 | modify | 2 | 0.10 | 88.420 | 87.940 | 89.020 | ||
| 5 | 2023.03.15 19:00 | modify | 1 | 0.10 | 87.820 | 87.940 | 89.020 | ||
| 6 | 2023.03.15 23:40 | s/l | 1 | 0.10 | 87.940 | 87.940 | 89.020 | 8.05 | 10008.05 |
| 7 | 2023.03.15 23:40 | s/l | 2 | 0.10 | 87.940 | 87.940 | 89.020 | -32.21 | 9975.84 |
| 8 | 2023.03.24 12:00 | buy | 3 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 9 | 2023.03.24 12:00 | modify | 3 | 0.10 | 86.306 | 84.806 | 87.506 | ||
| 10 | 2023.03.24 16:30 | buy | 4 | 0.10 | 86.915 | 0.000 | 0.000 | ||
| 11 | 2023.03.24 16:30 | modify | 4 | 0.10 | 86.915 | 86.426 | 87.506 | ||
| 12 | 2023.03.24 16:30 | modify | 3 | 0.10 | 86.306 | 86.426 | 87.506 | ||
| 13 | 2023.03.24 19:40 | buy | 5 | 0.10 | 87.050 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 19:40 | modify | 5 | 0.10 | 87.050 | 86.606 | 87.506 | ||
| 15 | 2023.03.24 19:40 | modify | 4 | 0.10 | 86.915 | 86.606 | 87.506 | ||
| 16 | 2023.03.24 19:40 | modify | 3 | 0.10 | 86.306 | 86.606 | 87.506 | ||
| 17 | 2023.03.27 06:20 | buy | 6 | 0.10 | 87.288 | 0.000 | 0.000 | ||
| 18 | 2023.03.27 06:20 | modify | 6 | 0.10 | 87.288 | 86.726 | 87.506 | ||
| 19 | 2023.03.27 06:20 | modify | 5 | 0.10 | 87.050 | 86.726 | 87.506 | ||
| 20 | 2023.03.27 06:20 | modify | 4 | 0.10 | 86.915 | 86.726 | 87.506 | ||
| 21 | 2023.03.27 06:20 | modify | 3 | 0.10 | 86.306 | 86.726 | 87.506 | ||
| 22 | 2023.03.27 06:40 | t/p | 3 | 0.10 | 87.506 | 86.726 | 87.506 | 80.99 | 10056.83 |
| 23 | 2023.03.27 06:40 | t/p | 4 | 0.10 | 87.506 | 86.726 | 87.506 | 40.13 | 10096.97 |
| 24 | 2023.03.27 06:40 | t/p | 5 | 0.10 | 87.506 | 86.726 | 87.506 | 31.07 | 10128.04 |
| 25 | 2023.03.27 06:40 | t/p | 6 | 0.10 | 87.506 | 86.726 | 87.506 | 14.63 | 10142.67 |
| 26 | 2023.05.02 08:00 | sell | 7 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 27 | 2023.05.02 08:00 | modify | 7 | 0.10 | 92.226 | 93.726 | 91.026 | ||
| 28 | 2023.05.02 14:40 | t/p | 7 | 0.10 | 91.026 | 93.726 | 91.026 | 80.47 | 10223.14 |
| 29 | 2023.07.27 20:00 | buy | 8 | 0.10 | 93.233 | 0.000 | 0.000 | ||
| 30 | 2023.07.27 20:00 | modify | 8 | 0.10 | 93.233 | 91.733 | 94.433 | ||
| 31 | 2023.07.28 15:50 | buy | 9 | 0.10 | 93.859 | 0.000 | 0.000 | ||
| 32 | 2023.07.28 15:50 | modify | 9 | 0.10 | 93.859 | 93.353 | 94.433 | ||
| 33 | 2023.07.28 15:50 | modify | 8 | 0.10 | 93.233 | 93.353 | 94.433 | ||
| 34 | 2023.07.28 16:30 | buy | 10 | 0.10 | 93.965 | 0.000 | 0.000 | ||
| 35 | 2023.07.28 16:30 | modify | 10 | 0.10 | 93.965 | 93.533 | 94.433 | ||
| 36 | 2023.07.28 16:30 | modify | 9 | 0.10 | 93.859 | 93.533 | 94.433 | ||
| 37 | 2023.07.28 16:30 | modify | 8 | 0.10 | 93.233 | 93.533 | 94.433 | ||
| 38 | 2023.07.31 01:20 | buy | 11 | 0.10 | 94.218 | 0.000 | 0.000 | ||
| 39 | 2023.07.31 01:20 | modify | 11 | 0.10 | 94.218 | 93.653 | 94.433 | ||
| 40 | 2023.07.31 01:20 | modify | 10 | 0.10 | 93.965 | 93.653 | 94.433 | ||
| 41 | 2023.07.31 01:20 | modify | 9 | 0.10 | 93.859 | 93.653 | 94.433 | ||
| 42 | 2023.07.31 01:20 | modify | 8 | 0.10 | 93.233 | 93.653 | 94.433 | ||
| 43 | 2023.07.31 01:40 | t/p | 8 | 0.10 | 94.433 | 93.653 | 94.433 | 81.48 | 10304.61 |
| 44 | 2023.07.31 01:40 | t/p | 9 | 0.10 | 94.433 | 93.653 | 94.433 | 38.99 | 10343.61 |
| 45 | 2023.07.31 01:40 | t/p | 10 | 0.10 | 94.433 | 93.653 | 94.433 | 31.88 | 10375.49 |
| 46 | 2023.07.31 01:40 | t/p | 11 | 0.10 | 94.433 | 93.653 | 94.433 | 14.43 | 10389.92 |
| 47 | 2023.07.31 16:00 | sell | 12 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 48 | 2023.07.31 16:00 | modify | 12 | 0.10 | 95.677 | 97.177 | 94.477 | ||
| 49 | 2023.08.01 04:40 | sell | 13 | 0.10 | 95.074 | 0.000 | 0.000 | ||
| 50 | 2023.08.01 04:40 | modify | 13 | 0.10 | 95.074 | 95.557 | 94.477 | ||
| 51 | 2023.08.01 04:40 | modify | 12 | 0.10 | 95.677 | 95.557 | 94.477 | ||
| 52 | 2023.08.01 06:46 | sell | 14 | 0.10 | 94.953 | 0.000 | 0.000 | ||
| 53 | 2023.08.01 06:46 | modify | 14 | 0.10 | 94.953 | 95.377 | 94.477 | ||
| 54 | 2023.08.01 06:46 | modify | 13 | 0.10 | 95.074 | 95.377 | 94.477 | ||
| 55 | 2023.08.01 06:46 | modify | 12 | 0.10 | 95.677 | 95.377 | 94.477 | ||
| 56 | 2023.08.01 09:20 | sell | 15 | 0.10 | 94.714 | 0.000 | 0.000 | ||
| 57 | 2023.08.01 09:20 | modify | 15 | 0.10 | 94.714 | 95.257 | 94.477 | ||
| 58 | 2023.08.01 09:20 | modify | 14 | 0.10 | 94.953 | 95.257 | 94.477 | ||
| 59 | 2023.08.01 09:20 | modify | 13 | 0.10 | 95.074 | 95.257 | 94.477 | ||
| 60 | 2023.08.01 09:20 | modify | 12 | 0.10 | 95.677 | 95.257 | 94.477 | ||
| 61 | 2023.08.02 03:40 | t/p | 12 | 0.10 | 94.477 | 95.257 | 94.477 | 78.81 | 10468.73 |
| 62 | 2023.08.02 03:40 | t/p | 13 | 0.10 | 94.477 | 95.257 | 94.477 | 39.20 | 10507.93 |
| 63 | 2023.08.02 03:40 | t/p | 14 | 0.10 | 94.477 | 95.257 | 94.477 | 31.09 | 10539.02 |
| 64 | 2023.08.02 03:40 | t/p | 15 | 0.10 | 94.477 | 95.257 | 94.477 | 15.06 | 10554.08 |
| 65 | 2023.10.03 16:00 | buy | 16 | 0.10 | 93.880 | 0.000 | 0.000 | ||
| 66 | 2023.10.03 16:00 | modify | 16 | 0.10 | 93.880 | 92.380 | 95.080 | ||
| 67 | 2023.10.05 02:40 | buy | 17 | 0.10 | 94.508 | 0.000 | 0.000 | ||
| 68 | 2023.10.05 02:40 | modify | 17 | 0.10 | 94.508 | 94.000 | 95.080 | ||
| 69 | 2023.10.05 02:40 | modify | 16 | 0.10 | 93.880 | 94.000 | 95.080 | ||
| 70 | 2023.10.05 05:55 | buy | 18 | 0.10 | 94.610 | 0.000 | 0.000 | ||
| 71 | 2023.10.05 05:55 | modify | 18 | 0.10 | 94.610 | 94.180 | 95.080 | ||
| 72 | 2023.10.05 05:55 | modify | 17 | 0.10 | 94.508 | 94.180 | 95.080 | ||
| 73 | 2023.10.05 05:55 | modify | 16 | 0.10 | 93.880 | 94.180 | 95.080 | ||
| 74 | 2023.10.06 02:50 | buy | 19 | 0.10 | 94.856 | 0.000 | 0.000 | ||
| 75 | 2023.10.06 02:50 | modify | 19 | 0.10 | 94.856 | 94.300 | 95.080 | ||
| 76 | 2023.10.06 02:50 | modify | 18 | 0.10 | 94.610 | 94.300 | 95.080 | ||
| 77 | 2023.10.06 02:50 | modify | 17 | 0.10 | 94.508 | 94.300 | 95.080 | ||
| 78 | 2023.10.06 02:50 | modify | 16 | 0.10 | 93.880 | 94.300 | 95.080 | ||
| 79 | 2023.10.06 15:30 | t/p | 16 | 0.10 | 95.080 | 94.300 | 95.080 | 82.88 | 10636.96 |
| 80 | 2023.10.06 15:30 | t/p | 17 | 0.10 | 95.080 | 94.300 | 95.080 | 38.85 | 10675.82 |
| 81 | 2023.10.06 15:30 | t/p | 18 | 0.10 | 95.080 | 94.300 | 95.080 | 32.01 | 10707.83 |
| 82 | 2023.10.06 15:30 | t/p | 19 | 0.10 | 95.080 | 94.300 | 95.080 | 15.03 | 10722.86 |
| 83 | 2023.12.07 20:00 | buy | 20 | 0.10 | 94.763 | 0.000 | 0.000 | ||
| 84 | 2023.12.07 20:00 | modify | 20 | 0.10 | 94.763 | 93.263 | 95.963 | ||
| 85 | 2023.12.08 07:05 | buy | 21 | 0.10 | 95.382 | 0.000 | 0.000 | ||
| 86 | 2023.12.08 07:05 | modify | 21 | 0.10 | 95.382 | 94.883 | 95.963 | ||
| 87 | 2023.12.08 07:05 | modify | 20 | 0.10 | 94.763 | 94.883 | 95.963 | ||
| 88 | 2023.12.08 11:55 | buy | 22 | 0.10 | 95.498 | 0.000 | 0.000 | ||
| 89 | 2023.12.08 11:55 | modify | 22 | 0.10 | 95.498 | 95.063 | 95.963 | ||
| 90 | 2023.12.08 11:55 | modify | 21 | 0.10 | 95.382 | 95.063 | 95.963 | ||
| 91 | 2023.12.08 11:55 | modify | 20 | 0.10 | 94.763 | 95.063 | 95.963 | ||
| 92 | 2023.12.08 13:40 | s/l | 20 | 0.10 | 95.063 | 95.063 | 95.963 | 20.60 | 10743.46 |
| 93 | 2023.12.08 13:40 | s/l | 21 | 0.10 | 95.063 | 95.063 | 95.963 | -21.41 | 10722.05 |
| 94 | 2023.12.08 13:40 | s/l | 22 | 0.10 | 95.063 | 95.063 | 95.963 | -29.19 | 10692.86 |
| 95 | 2023.12.19 12:00 | sell | 23 | 0.10 | 97.483 | 0.000 | 0.000 | ||
| 96 | 2023.12.19 12:00 | modify | 23 | 0.10 | 97.483 | 98.983 | 96.283 | ||
| 97 | 2023.12.21 01:30 | sell | 24 | 0.10 | 96.504 | 0.000 | 0.000 | ||
| 98 | 2023.12.21 01:30 | modify | 24 | 0.10 | 96.504 | 97.063 | 96.283 | ||
| 99 | 2023.12.21 01:30 | modify | 23 | 0.10 | 97.483 | 97.063 | 96.283 | ||
| 100 | 2023.12.22 13:35 | sell | 25 | 0.10 | 96.763 | 0.000 | 0.000 | ||
| 101 | 2023.12.22 13:35 | modify | 25 | 0.10 | 96.763 | 97.183 | 96.283 | ||
| 102 | 2023.12.22 13:40 | modify | 25 | 0.10 | 96.763 | 97.063 | 96.283 | ||
| 103 | 2023.12.22 14:45 | sell | 26 | 0.10 | 96.857 | 0.000 | 0.000 | ||
| 104 | 2023.12.22 14:45 | modify | 26 | 0.10 | 96.857 | 97.363 | 96.283 | ||
| 105 | 2023.12.22 14:50 | modify | 26 | 0.10 | 96.857 | 97.063 | 96.283 | ||
| 106 | 2023.12.25 04:20 | t/p | 23 | 0.10 | 96.283 | 97.063 | 96.283 | 75.49 | 10768.35 |
| 107 | 2023.12.25 04:20 | t/p | 24 | 0.10 | 96.283 | 97.063 | 96.283 | 13.16 | 10781.51 |
| 108 | 2023.12.25 04:20 | t/p | 25 | 0.10 | 96.283 | 97.063 | 96.283 | 31.36 | 10812.87 |
| 109 | 2023.12.25 04:20 | t/p | 26 | 0.10 | 96.283 | 97.063 | 96.283 | 37.66 | 10850.53 |