Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=7; 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 | 1914 | Ticks modelled | 24321662 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1130.06 | Gross profit | 1410.42 | Gross loss | -280.36 |
| Profit factor | 5.03 | Expected payoff | 35.31 | ||
| Absolute drawdown | 74.56 | Maximal drawdown | 206.36 (1.92%) | Relative drawdown | 1.92% (206.36) |
| Total trades | 32 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 28 (87.50%) | Loss trades (% of total) | 4 (12.50%) | ||
| Largest | profit trade | 102.69 | loss trade | -71.36 | |
| Average | profit trade | 50.37 | loss trade | -70.09 | |
| Maximum | consecutive wins (profit in money) | 12 (610.40) | consecutive losses (loss in money) | 1 (-71.36) | |
| Maximal | consecutive profit (count of wins) | 610.40 (12) | consecutive loss (count of losses) | -71.36 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.05.01 08:00 | sell | 1 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 2 | 2023.05.01 08:00 | modify | 1 | 0.10 | 90.777 | 91.877 | 89.277 | ||
| 3 | 2023.05.02 04:30 | s/l | 1 | 0.10 | 91.877 | 91.877 | 89.277 | -71.36 | 9928.64 |
| 4 | 2023.05.02 12:00 | sell | 2 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 5 | 2023.05.02 12:00 | modify | 2 | 0.10 | 92.043 | 93.143 | 90.543 | ||
| 6 | 2023.05.02 14:24 | sell | 3 | 0.10 | 91.285 | 0.000 | 0.000 | ||
| 7 | 2023.05.02 14:24 | modify | 3 | 0.10 | 91.285 | 91.818 | 90.543 | ||
| 8 | 2023.05.02 14:24 | modify | 2 | 0.10 | 92.043 | 91.818 | 90.543 | ||
| 9 | 2023.05.02 14:37 | sell | 4 | 0.10 | 91.143 | 0.000 | 0.000 | ||
| 10 | 2023.05.02 14:37 | modify | 4 | 0.10 | 91.143 | 91.668 | 90.543 | ||
| 11 | 2023.05.02 14:37 | modify | 3 | 0.10 | 91.285 | 91.668 | 90.543 | ||
| 12 | 2023.05.02 14:37 | modify | 2 | 0.10 | 92.043 | 91.668 | 90.543 | ||
| 13 | 2023.05.02 21:04 | sell | 5 | 0.10 | 90.832 | 0.000 | 0.000 | ||
| 14 | 2023.05.02 21:04 | modify | 5 | 0.10 | 90.832 | 91.518 | 90.543 | ||
| 15 | 2023.05.02 21:04 | modify | 4 | 0.10 | 91.143 | 91.518 | 90.543 | ||
| 16 | 2023.05.02 21:04 | modify | 3 | 0.10 | 91.285 | 91.518 | 90.543 | ||
| 17 | 2023.05.02 21:04 | modify | 2 | 0.10 | 92.043 | 91.518 | 90.543 | ||
| 18 | 2023.05.03 07:05 | t/p | 2 | 0.10 | 90.543 | 91.518 | 90.543 | 94.83 | 10023.47 |
| 19 | 2023.05.03 07:05 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 46.38 | 10069.85 |
| 20 | 2023.05.03 07:05 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 37.30 | 10107.15 |
| 21 | 2023.05.03 07:05 | t/p | 5 | 0.10 | 90.543 | 91.518 | 90.543 | 17.42 | 10124.58 |
| 22 | 2023.07.07 12:00 | buy | 6 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 23 | 2023.07.07 12:00 | modify | 6 | 0.10 | 95.073 | 93.973 | 96.573 | ||
| 24 | 2023.07.11 07:27 | s/l | 6 | 0.10 | 93.973 | 93.973 | 96.573 | -69.67 | 10054.90 |
| 25 | 2023.07.11 16:00 | buy | 7 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 26 | 2023.07.11 16:00 | modify | 7 | 0.10 | 93.651 | 92.551 | 95.151 | ||
| 27 | 2023.07.13 03:54 | buy | 8 | 0.10 | 94.401 | 0.000 | 0.000 | ||
| 28 | 2023.07.13 03:54 | modify | 8 | 0.10 | 94.401 | 93.876 | 95.151 | ||
| 29 | 2023.07.13 03:54 | modify | 7 | 0.10 | 93.651 | 93.876 | 95.151 | ||
| 30 | 2023.07.13 05:43 | buy | 9 | 0.10 | 94.552 | 0.000 | 0.000 | ||
| 31 | 2023.07.13 05:43 | modify | 9 | 0.10 | 94.552 | 94.026 | 95.151 | ||
| 32 | 2023.07.13 05:43 | modify | 8 | 0.10 | 94.401 | 94.026 | 95.151 | ||
| 33 | 2023.07.13 05:43 | modify | 7 | 0.10 | 93.651 | 94.026 | 95.151 | ||
| 34 | 2023.07.13 09:25 | buy | 10 | 0.10 | 94.851 | 0.000 | 0.000 | ||
| 35 | 2023.07.13 09:25 | modify | 10 | 0.10 | 94.851 | 94.176 | 95.151 | ||
| 36 | 2023.07.13 09:25 | modify | 9 | 0.10 | 94.552 | 94.176 | 95.151 | ||
| 37 | 2023.07.13 09:25 | modify | 8 | 0.10 | 94.401 | 94.176 | 95.151 | ||
| 38 | 2023.07.13 09:25 | modify | 7 | 0.10 | 93.651 | 94.176 | 95.151 | ||
| 39 | 2023.07.13 12:45 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 97.18 | 10152.09 |
| 40 | 2023.07.13 12:45 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 47.94 | 10200.03 |
| 41 | 2023.07.13 12:45 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 38.29 | 10238.32 |
| 42 | 2023.07.13 12:45 | t/p | 10 | 0.10 | 95.151 | 94.176 | 95.151 | 19.17 | 10257.49 |
| 43 | 2023.08.03 12:00 | buy | 11 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 44 | 2023.08.03 12:00 | modify | 11 | 0.10 | 93.327 | 92.227 | 94.827 | ||
| 45 | 2023.08.09 07:57 | buy | 12 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 46 | 2023.08.09 07:57 | modify | 12 | 0.10 | 94.077 | 93.552 | 94.827 | ||
| 47 | 2023.08.09 07:57 | modify | 11 | 0.10 | 93.327 | 93.552 | 94.827 | ||
| 48 | 2023.08.10 04:07 | buy | 13 | 0.10 | 94.227 | 0.000 | 0.000 | ||
| 49 | 2023.08.10 04:07 | modify | 13 | 0.10 | 94.227 | 93.702 | 94.827 | ||
| 50 | 2023.08.10 04:07 | modify | 12 | 0.10 | 94.077 | 93.702 | 94.827 | ||
| 51 | 2023.08.10 04:07 | modify | 11 | 0.10 | 93.327 | 93.702 | 94.827 | ||
| 52 | 2023.08.10 12:03 | buy | 14 | 0.10 | 94.529 | 0.000 | 0.000 | ||
| 53 | 2023.08.10 12:03 | modify | 14 | 0.10 | 94.529 | 93.852 | 94.827 | ||
| 54 | 2023.08.10 12:03 | modify | 13 | 0.10 | 94.227 | 93.852 | 94.827 | ||
| 55 | 2023.08.10 12:03 | modify | 12 | 0.10 | 94.077 | 93.852 | 94.827 | ||
| 56 | 2023.08.10 12:03 | modify | 11 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 57 | 2023.08.10 13:37 | t/p | 11 | 0.10 | 94.827 | 93.852 | 94.827 | 98.16 | 10355.64 |
| 58 | 2023.08.10 13:37 | t/p | 12 | 0.10 | 94.827 | 93.852 | 94.827 | 48.91 | 10404.55 |
| 59 | 2023.08.10 13:37 | t/p | 13 | 0.10 | 94.827 | 93.852 | 94.827 | 38.36 | 10442.91 |
| 60 | 2023.08.10 13:37 | t/p | 14 | 0.10 | 94.827 | 93.852 | 94.827 | 19.05 | 10461.96 |
| 61 | 2023.09.29 08:00 | sell | 15 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 62 | 2023.09.29 08:00 | modify | 15 | 0.10 | 96.387 | 97.487 | 94.887 | ||
| 63 | 2023.10.02 13:09 | sell | 16 | 0.10 | 95.635 | 0.000 | 0.000 | ||
| 64 | 2023.10.02 13:09 | modify | 16 | 0.10 | 95.635 | 96.162 | 94.887 | ||
| 65 | 2023.10.02 13:09 | modify | 15 | 0.10 | 96.387 | 96.162 | 94.887 | ||
| 66 | 2023.10.02 14:00 | sell | 17 | 0.10 | 95.487 | 0.000 | 0.000 | ||
| 67 | 2023.10.02 14:00 | modify | 17 | 0.10 | 95.487 | 96.012 | 94.887 | ||
| 68 | 2023.10.02 14:00 | modify | 16 | 0.10 | 95.635 | 96.012 | 94.887 | ||
| 69 | 2023.10.02 14:00 | modify | 15 | 0.10 | 96.387 | 96.012 | 94.887 | ||
| 70 | 2023.10.03 01:29 | sell | 18 | 0.10 | 95.187 | 0.000 | 0.000 | ||
| 71 | 2023.10.03 01:29 | modify | 18 | 0.10 | 95.187 | 95.862 | 94.887 | ||
| 72 | 2023.10.03 01:29 | modify | 17 | 0.10 | 95.487 | 95.862 | 94.887 | ||
| 73 | 2023.10.03 01:29 | modify | 16 | 0.10 | 95.635 | 95.862 | 94.887 | ||
| 74 | 2023.10.03 01:29 | modify | 15 | 0.10 | 96.387 | 95.862 | 94.887 | ||
| 75 | 2023.10.03 04:17 | t/p | 15 | 0.10 | 94.887 | 95.862 | 94.887 | 93.78 | 10555.75 |
| 76 | 2023.10.03 04:17 | t/p | 16 | 0.10 | 94.887 | 95.862 | 94.887 | 46.76 | 10602.51 |
| 77 | 2023.10.03 04:17 | t/p | 17 | 0.10 | 94.887 | 95.862 | 94.887 | 37.30 | 10639.81 |
| 78 | 2023.10.03 04:17 | t/p | 18 | 0.10 | 94.887 | 95.862 | 94.887 | 19.18 | 10658.99 |
| 79 | 2023.12.05 16:00 | buy | 19 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 80 | 2023.12.05 16:00 | modify | 19 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 81 | 2023.12.07 08:23 | s/l | 19 | 0.10 | 95.471 | 95.471 | 98.071 | -69.03 | 10589.96 |
| 82 | 2023.12.27 12:00 | sell | 20 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 83 | 2023.12.27 12:00 | modify | 20 | 0.10 | 97.502 | 98.602 | 96.002 | ||
| 84 | 2023.12.28 04:38 | sell | 21 | 0.10 | 96.751 | 0.000 | 0.000 | ||
| 85 | 2023.12.28 04:38 | modify | 21 | 0.10 | 96.751 | 97.277 | 96.002 | ||
| 86 | 2023.12.28 04:38 | modify | 20 | 0.10 | 97.502 | 97.277 | 96.002 | ||
| 87 | 2023.12.28 04:46 | sell | 22 | 0.10 | 96.601 | 0.000 | 0.000 | ||
| 88 | 2023.12.28 04:46 | modify | 22 | 0.10 | 96.601 | 97.127 | 96.002 | ||
| 89 | 2023.12.28 04:46 | modify | 21 | 0.10 | 96.751 | 97.127 | 96.002 | ||
| 90 | 2023.12.28 04:46 | modify | 20 | 0.10 | 97.502 | 97.127 | 96.002 | ||
| 91 | 2023.12.28 08:56 | sell | 23 | 0.10 | 96.301 | 0.000 | 0.000 | ||
| 92 | 2023.12.28 08:56 | modify | 23 | 0.10 | 96.301 | 96.977 | 96.002 | ||
| 93 | 2023.12.28 08:56 | modify | 22 | 0.10 | 96.601 | 96.977 | 96.002 | ||
| 94 | 2023.12.28 08:56 | modify | 21 | 0.10 | 96.751 | 96.977 | 96.002 | ||
| 95 | 2023.12.28 08:56 | modify | 20 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 96 | 2023.12.29 21:57 | t/p | 20 | 0.10 | 96.002 | 96.977 | 96.002 | 91.68 | 10681.65 |
| 97 | 2023.12.29 21:57 | t/p | 21 | 0.10 | 96.002 | 96.977 | 96.002 | 46.83 | 10728.48 |
| 98 | 2023.12.29 21:57 | t/p | 22 | 0.10 | 96.002 | 96.977 | 96.002 | 37.24 | 10765.72 |
| 99 | 2023.12.29 21:57 | t/p | 23 | 0.10 | 96.002 | 96.977 | 96.002 | 18.06 | 10783.78 |
| 100 | 2024.02.01 16:00 | buy | 24 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 101 | 2024.02.01 16:00 | modify | 24 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 102 | 2024.02.02 02:06 | buy | 25 | 0.10 | 96.530 | 0.000 | 0.000 | ||
| 103 | 2024.02.02 02:06 | modify | 25 | 0.10 | 96.530 | 96.004 | 97.279 | ||
| 104 | 2024.02.02 02:06 | modify | 24 | 0.10 | 95.779 | 96.004 | 97.279 | ||
| 105 | 2024.02.02 07:17 | buy | 26 | 0.10 | 96.679 | 0.000 | 0.000 | ||
| 106 | 2024.02.02 07:17 | modify | 26 | 0.10 | 96.679 | 96.154 | 97.279 | ||
| 107 | 2024.02.02 07:17 | modify | 25 | 0.10 | 96.530 | 96.154 | 97.279 | ||
| 108 | 2024.02.02 07:17 | modify | 24 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 109 | 2024.02.08 06:42 | buy | 27 | 0.10 | 96.979 | 0.000 | 0.000 | ||
| 110 | 2024.02.08 06:42 | modify | 27 | 0.10 | 96.979 | 96.304 | 97.279 | ||
| 111 | 2024.02.08 06:42 | modify | 26 | 0.10 | 96.679 | 96.304 | 97.279 | ||
| 112 | 2024.02.08 06:42 | modify | 25 | 0.10 | 96.530 | 96.304 | 97.279 | ||
| 113 | 2024.02.08 06:42 | modify | 24 | 0.10 | 95.779 | 96.304 | 97.279 | ||
| 114 | 2024.02.09 08:39 | t/p | 24 | 0.10 | 97.279 | 96.304 | 97.279 | 98.48 | 10882.26 |
| 115 | 2024.02.09 08:39 | t/p | 25 | 0.10 | 97.279 | 96.304 | 97.279 | 50.15 | 10932.41 |
| 116 | 2024.02.09 08:39 | t/p | 26 | 0.10 | 97.279 | 96.304 | 97.279 | 40.62 | 10973.02 |
| 117 | 2024.02.09 08:39 | t/p | 27 | 0.10 | 97.279 | 96.304 | 97.279 | 19.50 | 10992.53 |
| 118 | 2024.02.28 16:00 | buy | 28 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 119 | 2024.02.28 16:00 | modify | 28 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 120 | 2024.03.20 00:30 | buy | 29 | 0.10 | 98.713 | 0.000 | 0.000 | ||
| 121 | 2024.03.20 00:30 | modify | 29 | 0.10 | 98.713 | 98.187 | 99.462 | ||
| 122 | 2024.03.20 00:30 | modify | 28 | 0.10 | 97.962 | 98.187 | 99.462 | ||
| 123 | 2024.03.20 02:09 | buy | 30 | 0.10 | 98.862 | 0.000 | 0.000 | ||
| 124 | 2024.03.20 02:09 | modify | 30 | 0.10 | 98.862 | 98.337 | 99.462 | ||
| 125 | 2024.03.20 02:09 | modify | 29 | 0.10 | 98.713 | 98.337 | 99.462 | ||
| 126 | 2024.03.20 02:09 | modify | 28 | 0.10 | 97.962 | 98.337 | 99.462 | ||
| 127 | 2024.03.20 18:00 | buy | 31 | 0.10 | 99.166 | 0.000 | 0.000 | ||
| 128 | 2024.03.20 18:00 | modify | 31 | 0.10 | 99.166 | 98.487 | 99.462 | ||
| 129 | 2024.03.20 18:00 | modify | 30 | 0.10 | 98.862 | 98.487 | 99.462 | ||
| 130 | 2024.03.20 18:00 | modify | 29 | 0.10 | 98.713 | 98.487 | 99.462 | ||
| 131 | 2024.03.20 18:00 | modify | 28 | 0.10 | 97.962 | 98.487 | 99.462 | ||
| 132 | 2024.03.20 19:27 | t/p | 28 | 0.10 | 99.462 | 98.487 | 99.462 | 102.69 | 11095.21 |
| 133 | 2024.03.20 19:27 | t/p | 29 | 0.10 | 99.462 | 98.487 | 99.462 | 47.88 | 11143.09 |
| 134 | 2024.03.20 19:27 | t/p | 30 | 0.10 | 99.462 | 98.487 | 99.462 | 38.35 | 11181.44 |
| 135 | 2024.03.20 19:27 | t/p | 31 | 0.10 | 99.462 | 98.487 | 99.462 | 18.92 | 11200.36 |
| 136 | 2024.04.26 12:00 | sell | 32 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 137 | 2024.04.26 12:00 | modify | 32 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 138 | 2024.04.28 22:18 | s/l | 32 | 0.10 | 103.586 | 103.586 | 100.986 | -70.30 | 11130.06 |