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 | Control points (a very crude method, the results must not be considered) | ||||
| 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=8; 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 | 2614 | Ticks modelled | 79379 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 924.71 | Gross profit | 1266.21 | Gross loss | -341.50 |
| Profit factor | 3.71 | Expected payoff | 30.82 | ||
| Absolute drawdown | 74.57 | Maximal drawdown | 225.05 (2.12%) | Relative drawdown | 2.12% (225.05) |
| Total trades | 30 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 24 (80.00%) | Loss trades (% of total) | 6 (20.00%) | ||
| Largest | profit trade | 102.71 | loss trade | -71.37 | |
| Average | profit trade | 52.76 | loss trade | -56.92 | |
| Maximum | consecutive wins (profit in money) | 11 (579.09) | consecutive losses (loss in money) | 3 (-130.13) | |
| Maximal | consecutive profit (count of wins) | 579.09 (11) | consecutive loss (count of losses) | -130.13 (3) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
| # | 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 | -71.37 | 9928.63 |
| 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 17:35 | sell | 3 | 0.10 | 91.126 | 0.000 | 0.000 | ||
| 7 | 2023.05.02 17:35 | modify | 3 | 0.10 | 91.126 | 91.668 | 90.543 | ||
| 8 | 2023.05.02 17:35 | modify | 2 | 0.10 | 92.043 | 91.668 | 90.543 | ||
| 9 | 2023.05.02 21:15 | sell | 4 | 0.10 | 90.832 | 0.000 | 0.000 | ||
| 10 | 2023.05.02 21:15 | modify | 4 | 0.10 | 90.832 | 91.518 | 90.543 | ||
| 11 | 2023.05.02 21:15 | modify | 3 | 0.10 | 91.126 | 91.518 | 90.543 | ||
| 12 | 2023.05.02 21:15 | modify | 2 | 0.10 | 92.043 | 91.518 | 90.543 | ||
| 13 | 2023.05.03 07:30 | t/p | 2 | 0.10 | 90.543 | 91.518 | 90.543 | 94.84 | 10023.47 |
| 14 | 2023.05.03 07:30 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 36.22 | 10059.69 |
| 15 | 2023.05.03 07:30 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 17.42 | 10077.11 |
| 16 | 2023.07.07 12:00 | buy | 5 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 17 | 2023.07.07 12:00 | modify | 5 | 0.10 | 95.073 | 93.973 | 96.573 | ||
| 18 | 2023.07.11 07:20 | s/l | 5 | 0.10 | 93.973 | 93.973 | 96.573 | -69.68 | 10007.43 |
| 19 | 2023.07.11 16:00 | buy | 6 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 20 | 2023.07.11 16:00 | modify | 6 | 0.10 | 93.651 | 92.551 | 95.151 | ||
| 21 | 2023.07.13 03:59 | buy | 7 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 22 | 2023.07.13 03:59 | modify | 7 | 0.10 | 94.420 | 93.726 | 95.151 | ||
| 23 | 2023.07.13 03:59 | modify | 6 | 0.10 | 93.651 | 93.726 | 95.151 | ||
| 24 | 2023.07.13 05:50 | buy | 8 | 0.10 | 94.563 | 0.000 | 0.000 | ||
| 25 | 2023.07.13 05:50 | modify | 8 | 0.10 | 94.563 | 94.026 | 95.151 | ||
| 26 | 2023.07.13 05:50 | modify | 7 | 0.10 | 94.420 | 94.026 | 95.151 | ||
| 27 | 2023.07.13 05:50 | modify | 6 | 0.10 | 93.651 | 94.026 | 95.151 | ||
| 28 | 2023.07.13 09:30 | buy | 9 | 0.10 | 94.880 | 0.000 | 0.000 | ||
| 29 | 2023.07.13 09:30 | modify | 9 | 0.10 | 94.880 | 94.176 | 95.151 | ||
| 30 | 2023.07.13 09:30 | modify | 8 | 0.10 | 94.563 | 94.176 | 95.151 | ||
| 31 | 2023.07.13 09:30 | modify | 7 | 0.10 | 94.420 | 94.176 | 95.151 | ||
| 32 | 2023.07.13 09:30 | modify | 6 | 0.10 | 93.651 | 94.176 | 95.151 | ||
| 33 | 2023.07.13 12:40 | t/p | 6 | 0.10 | 95.151 | 94.176 | 95.151 | 97.20 | 10104.64 |
| 34 | 2023.07.13 12:40 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 46.74 | 10151.38 |
| 35 | 2023.07.13 12:40 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 37.60 | 10188.98 |
| 36 | 2023.07.13 12:40 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 17.33 | 10206.31 |
| 37 | 2023.08.03 12:00 | buy | 10 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 38 | 2023.08.03 12:00 | modify | 10 | 0.10 | 93.327 | 92.227 | 94.827 | ||
| 39 | 2023.08.09 07:59 | buy | 11 | 0.10 | 94.099 | 0.000 | 0.000 | ||
| 40 | 2023.08.09 07:59 | modify | 11 | 0.10 | 94.099 | 93.402 | 94.827 | ||
| 41 | 2023.08.09 07:59 | modify | 10 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 42 | 2023.08.10 04:30 | buy | 12 | 0.10 | 94.237 | 0.000 | 0.000 | ||
| 43 | 2023.08.10 04:30 | modify | 12 | 0.10 | 94.237 | 93.702 | 94.827 | ||
| 44 | 2023.08.10 04:30 | modify | 11 | 0.10 | 94.099 | 93.702 | 94.827 | ||
| 45 | 2023.08.10 04:30 | modify | 10 | 0.10 | 93.327 | 93.702 | 94.827 | ||
| 46 | 2023.08.10 13:30 | t/p | 10 | 0.10 | 94.827 | 93.702 | 94.827 | 98.18 | 10304.48 |
| 47 | 2023.08.10 13:30 | t/p | 11 | 0.10 | 94.827 | 93.702 | 94.827 | 47.52 | 10352.00 |
| 48 | 2023.08.10 13:30 | t/p | 12 | 0.10 | 94.827 | 93.702 | 94.827 | 37.72 | 10389.72 |
| 49 | 2023.09.29 08:00 | sell | 13 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 50 | 2023.09.29 08:00 | modify | 13 | 0.10 | 96.387 | 97.487 | 94.887 | ||
| 51 | 2023.10.02 13:30 | sell | 14 | 0.10 | 95.609 | 0.000 | 0.000 | ||
| 52 | 2023.10.02 13:30 | modify | 14 | 0.10 | 95.609 | 96.312 | 94.887 | ||
| 53 | 2023.10.02 13:30 | modify | 13 | 0.10 | 96.387 | 96.312 | 94.887 | ||
| 54 | 2023.10.02 14:55 | sell | 15 | 0.10 | 95.467 | 0.000 | 0.000 | ||
| 55 | 2023.10.02 14:55 | modify | 15 | 0.10 | 95.467 | 96.012 | 94.887 | ||
| 56 | 2023.10.02 14:55 | modify | 14 | 0.10 | 95.609 | 96.012 | 94.887 | ||
| 57 | 2023.10.02 14:55 | modify | 13 | 0.10 | 96.387 | 96.012 | 94.887 | ||
| 58 | 2023.10.03 04:30 | t/p | 13 | 0.10 | 94.887 | 96.012 | 94.887 | 93.79 | 10483.52 |
| 59 | 2023.10.03 04:30 | t/p | 14 | 0.10 | 94.887 | 96.012 | 94.887 | 45.10 | 10528.62 |
| 60 | 2023.10.03 04:30 | t/p | 15 | 0.10 | 94.887 | 96.012 | 94.887 | 36.03 | 10564.65 |
| 61 | 2023.11.06 08:00 | sell | 16 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 62 | 2023.11.06 08:00 | modify | 16 | 0.10 | 97.407 | 98.507 | 95.907 | ||
| 63 | 2023.11.07 05:05 | sell | 17 | 0.10 | 96.653 | 0.000 | 0.000 | ||
| 64 | 2023.11.07 05:05 | modify | 17 | 0.10 | 96.653 | 97.332 | 95.907 | ||
| 65 | 2023.11.07 05:05 | modify | 16 | 0.10 | 97.407 | 97.332 | 95.907 | ||
| 66 | 2023.11.07 14:40 | sell | 18 | 0.10 | 96.488 | 0.000 | 0.000 | ||
| 67 | 2023.11.07 14:40 | modify | 18 | 0.10 | 96.488 | 97.032 | 95.907 | ||
| 68 | 2023.11.07 14:40 | modify | 17 | 0.10 | 96.653 | 97.032 | 95.907 | ||
| 69 | 2023.11.07 14:40 | modify | 16 | 0.10 | 97.407 | 97.032 | 95.907 | ||
| 70 | 2023.11.08 02:40 | s/l | 16 | 0.10 | 97.032 | 97.032 | 95.907 | 21.87 | 10586.52 |
| 71 | 2023.11.08 02:40 | s/l | 17 | 0.10 | 97.032 | 97.032 | 95.907 | -25.28 | 10561.24 |
| 72 | 2023.11.08 02:40 | s/l | 18 | 0.10 | 97.032 | 97.032 | 95.907 | -35.82 | 10525.42 |
| 73 | 2023.12.05 16:00 | buy | 19 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 74 | 2023.12.05 16:00 | modify | 19 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 75 | 2023.12.07 08:20 | s/l | 19 | 0.10 | 95.471 | 95.471 | 98.071 | -69.04 | 10456.39 |
| 76 | 2023.12.27 12:00 | sell | 20 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 77 | 2023.12.27 12:00 | modify | 20 | 0.10 | 97.502 | 98.602 | 96.002 | ||
| 78 | 2023.12.28 04:50 | sell | 21 | 0.10 | 96.582 | 0.000 | 0.000 | ||
| 79 | 2023.12.28 04:50 | modify | 21 | 0.10 | 96.582 | 97.127 | 96.002 | ||
| 80 | 2023.12.28 04:50 | modify | 20 | 0.10 | 97.502 | 97.127 | 96.002 | ||
| 81 | 2023.12.28 05:45 | sell | 22 | 0.10 | 96.747 | 0.000 | 0.000 | ||
| 82 | 2023.12.28 05:45 | modify | 22 | 0.10 | 96.747 | 97.427 | 96.002 | ||
| 83 | 2023.12.28 05:50 | modify | 22 | 0.10 | 96.747 | 97.127 | 96.002 | ||
| 84 | 2023.12.28 08:33 | sell | 23 | 0.10 | 96.301 | 0.000 | 0.000 | ||
| 85 | 2023.12.28 08:33 | modify | 23 | 0.10 | 96.301 | 96.977 | 96.002 | ||
| 86 | 2023.12.28 08:33 | modify | 21 | 0.10 | 96.582 | 96.977 | 96.002 | ||
| 87 | 2023.12.28 08:33 | modify | 22 | 0.10 | 96.747 | 96.977 | 96.002 | ||
| 88 | 2023.12.28 08:33 | modify | 20 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 89 | 2023.12.29 21:40 | t/p | 20 | 0.10 | 96.002 | 96.977 | 96.002 | 91.69 | 10548.08 |
| 90 | 2023.12.29 21:40 | t/p | 21 | 0.10 | 96.002 | 96.977 | 96.002 | 36.02 | 10584.10 |
| 91 | 2023.12.29 21:40 | t/p | 22 | 0.10 | 96.002 | 96.977 | 96.002 | 46.57 | 10630.68 |
| 92 | 2023.12.29 21:40 | t/p | 23 | 0.10 | 96.002 | 96.977 | 96.002 | 18.06 | 10648.74 |
| 93 | 2024.02.01 16:00 | buy | 24 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 94 | 2024.02.01 16:00 | modify | 24 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 95 | 2024.02.02 02:30 | buy | 25 | 0.10 | 96.553 | 0.000 | 0.000 | ||
| 96 | 2024.02.02 02:30 | modify | 25 | 0.10 | 96.553 | 95.854 | 97.279 | ||
| 97 | 2024.02.02 02:30 | modify | 24 | 0.10 | 95.779 | 95.854 | 97.279 | ||
| 98 | 2024.02.02 07:30 | buy | 26 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 99 | 2024.02.02 07:30 | modify | 26 | 0.10 | 96.682 | 96.154 | 97.279 | ||
| 100 | 2024.02.02 07:30 | modify | 25 | 0.10 | 96.553 | 96.154 | 97.279 | ||
| 101 | 2024.02.02 07:30 | modify | 24 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 102 | 2024.02.08 06:30 | buy | 27 | 0.10 | 97.007 | 0.000 | 0.000 | ||
| 103 | 2024.02.08 06:30 | modify | 27 | 0.10 | 97.007 | 96.304 | 97.279 | ||
| 104 | 2024.02.08 06:30 | modify | 26 | 0.10 | 96.682 | 96.304 | 97.279 | ||
| 105 | 2024.02.08 06:30 | modify | 25 | 0.10 | 96.553 | 96.304 | 97.279 | ||
| 106 | 2024.02.08 06:30 | modify | 24 | 0.10 | 95.779 | 96.304 | 97.279 | ||
| 107 | 2024.02.09 08:40 | t/p | 24 | 0.10 | 97.279 | 96.304 | 97.279 | 98.50 | 10747.24 |
| 108 | 2024.02.09 08:40 | t/p | 25 | 0.10 | 97.279 | 96.304 | 97.279 | 48.69 | 10795.92 |
| 109 | 2024.02.09 08:40 | t/p | 26 | 0.10 | 97.279 | 96.304 | 97.279 | 40.45 | 10836.37 |
| 110 | 2024.02.09 08:40 | t/p | 27 | 0.10 | 97.279 | 96.304 | 97.279 | 17.72 | 10854.09 |
| 111 | 2024.02.28 16:00 | buy | 28 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 112 | 2024.02.28 16:00 | modify | 28 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 113 | 2024.03.20 02:20 | buy | 29 | 0.10 | 98.864 | 0.000 | 0.000 | ||
| 114 | 2024.03.20 02:20 | modify | 29 | 0.10 | 98.864 | 98.337 | 99.462 | ||
| 115 | 2024.03.20 02:20 | modify | 28 | 0.10 | 97.962 | 98.337 | 99.462 | ||
| 116 | 2024.03.20 19:30 | t/p | 28 | 0.10 | 99.462 | 98.337 | 99.462 | 102.71 | 10956.80 |
| 117 | 2024.03.20 19:30 | t/p | 29 | 0.10 | 99.462 | 98.337 | 99.462 | 38.23 | 10995.03 |
| 118 | 2024.04.26 12:00 | sell | 30 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 119 | 2024.04.26 12:00 | modify | 30 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 120 | 2024.04.28 22:33 | s/l | 30 | 0.10 | 103.586 | 103.586 | 100.986 | -70.32 | 10924.71 |