Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2603 | Ticks modelled | 78782 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 1014.50 | Gross profit | 1314.16 | Gross loss | -299.66 |
| Profit factor | 4.39 | Expected payoff | 26.01 | ||
| Absolute drawdown | 31.64 | Maximal drawdown | 206.10 (1.96%) | Relative drawdown | 1.96% (206.10) |
| Total trades | 39 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 19 (68.42%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 95.15 | loss trade | -56.56 | |
| Average | profit trade | 50.54 | loss trade | -23.05 | |
| Maximum | consecutive wins (profit in money) | 8 (467.09) | consecutive losses (loss in money) | 6 (-171.23) | |
| Maximal | consecutive profit (count of wins) | 467.09 (8) | consecutive loss (count of losses) | -171.23 (6) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.07.13 16:00 | sell | 1 | 0.10 | 94.924 | 0.000 | 0.000 | ||
| 2 | 2023.07.13 16:00 | modify | 1 | 0.10 | 94.924 | 95.824 | 93.424 | ||
| 3 | 2023.07.17 02:05 | sell | 2 | 0.10 | 94.391 | 0.000 | 0.000 | ||
| 4 | 2023.07.17 02:05 | modify | 2 | 0.10 | 94.391 | 94.849 | 93.424 | ||
| 5 | 2023.07.17 02:05 | modify | 1 | 0.10 | 94.924 | 94.849 | 93.424 | ||
| 6 | 2023.07.17 09:40 | sell | 3 | 0.10 | 94.015 | 0.000 | 0.000 | ||
| 7 | 2023.07.17 09:40 | modify | 3 | 0.10 | 94.015 | 94.549 | 93.424 | ||
| 8 | 2023.07.17 09:40 | modify | 2 | 0.10 | 94.391 | 94.549 | 93.424 | ||
| 9 | 2023.07.17 09:40 | modify | 1 | 0.10 | 94.924 | 94.549 | 93.424 | ||
| 10 | 2023.07.17 09:55 | sell | 4 | 0.10 | 94.074 | 0.000 | 0.000 | ||
| 11 | 2023.07.17 09:55 | modify | 4 | 0.10 | 94.074 | 94.249 | 93.424 | ||
| 12 | 2023.07.17 09:55 | modify | 3 | 0.10 | 94.015 | 94.249 | 93.424 | ||
| 13 | 2023.07.17 09:55 | modify | 2 | 0.10 | 94.391 | 94.249 | 93.424 | ||
| 14 | 2023.07.17 09:55 | modify | 1 | 0.10 | 94.924 | 94.249 | 93.424 | ||
| 15 | 2023.07.17 11:30 | s/l | 1 | 0.10 | 94.249 | 94.249 | 93.424 | 40.48 | 10040.48 |
| 16 | 2023.07.17 11:30 | s/l | 2 | 0.10 | 94.249 | 94.249 | 93.424 | 8.92 | 10049.40 |
| 17 | 2023.07.17 11:30 | s/l | 3 | 0.10 | 94.249 | 94.249 | 93.424 | -14.70 | 10034.70 |
| 18 | 2023.07.17 11:30 | s/l | 4 | 0.10 | 94.249 | 94.249 | 93.424 | -11.00 | 10023.70 |
| 19 | 2023.07.27 20:00 | buy | 5 | 0.10 | 93.233 | 0.000 | 0.000 | ||
| 20 | 2023.07.27 20:00 | modify | 5 | 0.10 | 93.233 | 92.333 | 94.733 | ||
| 21 | 2023.07.28 03:30 | buy | 6 | 0.10 | 93.760 | 0.000 | 0.000 | ||
| 22 | 2023.07.28 03:30 | modify | 6 | 0.10 | 93.760 | 93.308 | 94.733 | ||
| 23 | 2023.07.28 03:30 | modify | 5 | 0.10 | 93.233 | 93.308 | 94.733 | ||
| 24 | 2023.07.28 03:50 | buy | 7 | 0.10 | 94.081 | 0.000 | 0.000 | ||
| 25 | 2023.07.28 03:50 | modify | 7 | 0.10 | 94.081 | 93.908 | 94.733 | ||
| 26 | 2023.07.28 03:50 | modify | 6 | 0.10 | 93.760 | 93.908 | 94.733 | ||
| 27 | 2023.07.28 03:50 | modify | 5 | 0.10 | 93.233 | 93.908 | 94.733 | ||
| 28 | 2023.07.28 03:55 | s/l | 5 | 0.10 | 93.908 | 93.908 | 94.733 | 42.72 | 10066.41 |
| 29 | 2023.07.28 03:55 | s/l | 6 | 0.10 | 93.908 | 93.908 | 94.733 | 9.30 | 10075.71 |
| 30 | 2023.07.28 03:55 | s/l | 7 | 0.10 | 93.908 | 93.908 | 94.733 | -10.87 | 10064.84 |
| 31 | 2023.07.31 08:00 | sell | 8 | 0.10 | 95.113 | 0.000 | 0.000 | ||
| 32 | 2023.07.31 08:00 | modify | 8 | 0.10 | 95.113 | 96.013 | 93.613 | ||
| 33 | 2023.08.01 08:40 | sell | 9 | 0.10 | 94.559 | 0.000 | 0.000 | ||
| 34 | 2023.08.01 08:40 | modify | 9 | 0.10 | 94.559 | 95.038 | 93.613 | ||
| 35 | 2023.08.01 08:40 | modify | 8 | 0.10 | 95.113 | 95.038 | 93.613 | ||
| 36 | 2023.08.02 04:30 | sell | 10 | 0.10 | 94.195 | 0.000 | 0.000 | ||
| 37 | 2023.08.02 04:30 | modify | 10 | 0.10 | 94.195 | 94.738 | 93.613 | ||
| 38 | 2023.08.02 04:30 | modify | 9 | 0.10 | 94.559 | 94.738 | 93.613 | ||
| 39 | 2023.08.02 04:30 | modify | 8 | 0.10 | 95.113 | 94.738 | 93.613 | ||
| 40 | 2023.08.02 21:20 | t/p | 8 | 0.10 | 93.613 | 94.738 | 93.613 | 92.32 | 10157.16 |
| 41 | 2023.08.02 21:20 | t/p | 9 | 0.10 | 93.613 | 94.738 | 93.613 | 58.47 | 10215.64 |
| 42 | 2023.08.02 21:20 | t/p | 10 | 0.10 | 93.613 | 94.738 | 93.613 | 36.57 | 10252.21 |
| 43 | 2023.09.29 04:00 | sell | 11 | 0.10 | 96.443 | 0.000 | 0.000 | ||
| 44 | 2023.09.29 04:00 | modify | 11 | 0.10 | 96.443 | 97.343 | 94.943 | ||
| 45 | 2023.10.02 04:53 | sell | 12 | 0.10 | 95.893 | 0.000 | 0.000 | ||
| 46 | 2023.10.02 04:53 | modify | 12 | 0.10 | 95.893 | 96.368 | 94.943 | ||
| 47 | 2023.10.02 04:53 | modify | 11 | 0.10 | 96.443 | 96.368 | 94.943 | ||
| 48 | 2023.10.02 13:30 | sell | 13 | 0.10 | 95.609 | 0.000 | 0.000 | ||
| 49 | 2023.10.02 13:30 | modify | 13 | 0.10 | 95.609 | 95.768 | 94.943 | ||
| 50 | 2023.10.02 13:30 | modify | 12 | 0.10 | 95.893 | 95.768 | 94.943 | ||
| 51 | 2023.10.02 13:30 | modify | 11 | 0.10 | 96.443 | 95.768 | 94.943 | ||
| 52 | 2023.10.02 13:40 | sell | 14 | 0.10 | 95.532 | 0.000 | 0.000 | ||
| 53 | 2023.10.02 13:40 | modify | 14 | 0.10 | 95.532 | 96.068 | 94.943 | ||
| 54 | 2023.10.02 13:45 | modify | 14 | 0.10 | 95.532 | 95.768 | 94.943 | ||
| 55 | 2023.10.03 04:30 | t/p | 11 | 0.10 | 94.943 | 95.768 | 94.943 | 92.32 | 10344.53 |
| 56 | 2023.10.03 04:30 | t/p | 12 | 0.10 | 94.943 | 95.768 | 94.943 | 58.72 | 10403.25 |
| 57 | 2023.10.03 04:30 | t/p | 13 | 0.10 | 94.943 | 95.768 | 94.943 | 40.88 | 10444.14 |
| 58 | 2023.10.03 04:30 | t/p | 14 | 0.10 | 94.943 | 95.768 | 94.943 | 36.04 | 10480.18 |
| 59 | 2023.10.03 08:00 | buy | 15 | 0.10 | 94.671 | 0.000 | 0.000 | ||
| 60 | 2023.10.03 08:00 | modify | 15 | 0.10 | 94.671 | 93.771 | 96.171 | ||
| 61 | 2023.10.03 14:20 | s/l | 15 | 0.10 | 93.771 | 93.771 | 96.171 | -56.56 | 10423.62 |
| 62 | 2023.11.14 16:00 | sell | 16 | 0.10 | 97.721 | 0.000 | 0.000 | ||
| 63 | 2023.11.14 16:00 | modify | 16 | 0.10 | 97.721 | 98.621 | 96.221 | ||
| 64 | 2023.11.17 02:40 | sell | 17 | 0.10 | 97.190 | 0.000 | 0.000 | ||
| 65 | 2023.11.17 02:40 | modify | 17 | 0.10 | 97.190 | 97.646 | 96.221 | ||
| 66 | 2023.11.17 02:40 | modify | 16 | 0.10 | 97.721 | 97.646 | 96.221 | ||
| 67 | 2023.11.19 23:33 | s/l | 16 | 0.10 | 97.646 | 97.646 | 96.221 | -0.11 | 10423.51 |
| 68 | 2023.11.19 23:33 | s/l | 17 | 0.10 | 97.646 | 97.646 | 96.221 | -28.65 | 10394.86 |
| 69 | 2023.12.07 12:00 | buy | 18 | 0.10 | 95.242 | 0.000 | 0.000 | ||
| 70 | 2023.12.07 12:00 | modify | 18 | 0.10 | 95.242 | 94.342 | 96.742 | ||
| 71 | 2023.12.07 17:30 | s/l | 18 | 0.10 | 94.342 | 94.342 | 96.742 | -56.56 | 10338.30 |
| 72 | 2023.12.19 08:00 | sell | 19 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 73 | 2023.12.19 08:00 | modify | 19 | 0.10 | 96.768 | 97.668 | 95.268 | ||
| 74 | 2023.12.25 04:20 | sell | 20 | 0.10 | 96.243 | 0.000 | 0.000 | ||
| 75 | 2023.12.25 04:20 | modify | 20 | 0.10 | 96.243 | 96.693 | 95.268 | ||
| 76 | 2023.12.25 04:20 | modify | 19 | 0.10 | 96.768 | 96.693 | 95.268 | ||
| 77 | 2023.12.25 06:30 | s/l | 19 | 0.10 | 96.693 | 96.693 | 95.268 | -1.08 | 10337.22 |
| 78 | 2023.12.25 06:30 | s/l | 20 | 0.10 | 96.693 | 96.693 | 95.268 | -28.27 | 10308.95 |
| 79 | 2024.02.01 12:00 | buy | 21 | 0.10 | 95.743 | 0.000 | 0.000 | ||
| 80 | 2024.02.01 12:00 | modify | 21 | 0.10 | 95.743 | 94.843 | 97.243 | ||
| 81 | 2024.02.01 21:30 | buy | 22 | 0.10 | 96.275 | 0.000 | 0.000 | ||
| 82 | 2024.02.01 21:30 | modify | 22 | 0.10 | 96.275 | 95.818 | 97.243 | ||
| 83 | 2024.02.01 21:30 | modify | 21 | 0.10 | 95.743 | 95.818 | 97.243 | ||
| 84 | 2024.02.02 02:40 | buy | 23 | 0.10 | 96.589 | 0.000 | 0.000 | ||
| 85 | 2024.02.02 02:40 | modify | 23 | 0.10 | 96.589 | 96.418 | 97.243 | ||
| 86 | 2024.02.02 02:40 | modify | 22 | 0.10 | 96.275 | 96.418 | 97.243 | ||
| 87 | 2024.02.02 02:40 | modify | 21 | 0.10 | 95.743 | 96.418 | 97.243 | ||
| 88 | 2024.02.02 05:05 | buy | 24 | 0.10 | 96.659 | 0.000 | 0.000 | ||
| 89 | 2024.02.02 05:05 | modify | 24 | 0.10 | 96.659 | 96.118 | 97.243 | ||
| 90 | 2024.02.02 05:10 | modify | 24 | 0.10 | 96.659 | 96.418 | 97.243 | ||
| 91 | 2024.02.02 14:40 | s/l | 21 | 0.10 | 96.418 | 96.418 | 97.243 | 42.72 | 10351.67 |
| 92 | 2024.02.02 14:40 | s/l | 22 | 0.10 | 96.418 | 96.418 | 97.243 | 9.29 | 10360.95 |
| 93 | 2024.02.02 14:40 | s/l | 23 | 0.10 | 96.418 | 96.418 | 97.243 | -10.74 | 10350.21 |
| 94 | 2024.02.02 14:40 | s/l | 24 | 0.10 | 96.418 | 96.418 | 97.243 | -15.14 | 10335.07 |
| 95 | 2024.03.21 08:00 | sell | 25 | 0.10 | 100.166 | 0.000 | 0.000 | ||
| 96 | 2024.03.21 08:00 | modify | 25 | 0.10 | 100.166 | 101.066 | 98.666 | ||
| 97 | 2024.03.21 14:20 | sell | 26 | 0.10 | 99.641 | 0.000 | 0.000 | ||
| 98 | 2024.03.21 14:20 | modify | 26 | 0.10 | 99.641 | 100.091 | 98.666 | ||
| 99 | 2024.03.21 14:20 | modify | 25 | 0.10 | 100.166 | 100.091 | 98.666 | ||
| 100 | 2024.03.22 02:10 | sell | 27 | 0.10 | 99.327 | 0.000 | 0.000 | ||
| 101 | 2024.03.22 02:10 | modify | 27 | 0.10 | 99.327 | 99.491 | 98.666 | ||
| 102 | 2024.03.22 02:10 | modify | 26 | 0.10 | 99.641 | 99.491 | 98.666 | ||
| 103 | 2024.03.22 02:10 | modify | 25 | 0.10 | 100.166 | 99.491 | 98.666 | ||
| 104 | 2024.03.22 02:20 | sell | 28 | 0.10 | 99.242 | 0.000 | 0.000 | ||
| 105 | 2024.03.22 02:20 | modify | 28 | 0.10 | 99.242 | 99.791 | 98.666 | ||
| 106 | 2024.03.22 02:25 | modify | 28 | 0.10 | 99.242 | 99.491 | 98.666 | ||
| 107 | 2024.03.22 06:40 | t/p | 25 | 0.10 | 98.666 | 99.491 | 98.666 | 93.28 | 10428.36 |
| 108 | 2024.03.22 06:40 | t/p | 26 | 0.10 | 98.666 | 99.491 | 98.666 | 60.29 | 10488.65 |
| 109 | 2024.03.22 06:40 | t/p | 27 | 0.10 | 98.666 | 99.491 | 98.666 | 41.53 | 10530.18 |
| 110 | 2024.03.22 06:40 | t/p | 28 | 0.10 | 98.666 | 99.491 | 98.666 | 36.19 | 10566.37 |
| 111 | 2024.04.19 04:00 | buy | 29 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 112 | 2024.04.19 04:00 | modify | 29 | 0.10 | 98.638 | 97.738 | 100.138 | ||
| 113 | 2024.04.19 09:20 | buy | 30 | 0.10 | 99.165 | 0.000 | 0.000 | ||
| 114 | 2024.04.19 09:20 | modify | 30 | 0.10 | 99.165 | 98.713 | 100.138 | ||
| 115 | 2024.04.19 09:20 | modify | 29 | 0.10 | 98.638 | 98.713 | 100.138 | ||
| 116 | 2024.04.22 01:05 | buy | 31 | 0.10 | 99.542 | 0.000 | 0.000 | ||
| 117 | 2024.04.22 01:05 | modify | 31 | 0.10 | 99.542 | 99.013 | 100.138 | ||
| 118 | 2024.04.22 01:05 | modify | 30 | 0.10 | 99.165 | 99.013 | 100.138 | ||
| 119 | 2024.04.22 01:05 | modify | 29 | 0.10 | 98.638 | 99.013 | 100.138 | ||
| 120 | 2024.04.22 06:45 | buy | 32 | 0.10 | 99.483 | 0.000 | 0.000 | ||
| 121 | 2024.04.22 06:45 | modify | 32 | 0.10 | 99.483 | 99.313 | 100.138 | ||
| 122 | 2024.04.22 06:45 | modify | 31 | 0.10 | 99.542 | 99.313 | 100.138 | ||
| 123 | 2024.04.22 06:45 | modify | 30 | 0.10 | 99.165 | 99.313 | 100.138 | ||
| 124 | 2024.04.22 06:45 | modify | 29 | 0.10 | 98.638 | 99.313 | 100.138 | ||
| 125 | 2024.04.23 13:40 | t/p | 29 | 0.10 | 100.138 | 99.313 | 100.138 | 94.85 | 10661.22 |
| 126 | 2024.04.23 13:40 | t/p | 30 | 0.10 | 100.138 | 99.313 | 100.138 | 61.74 | 10722.96 |
| 127 | 2024.04.23 13:40 | t/p | 31 | 0.10 | 100.138 | 99.313 | 100.138 | 37.75 | 10760.71 |
| 128 | 2024.04.23 13:40 | t/p | 32 | 0.10 | 100.138 | 99.313 | 100.138 | 41.46 | 10802.16 |
| 129 | 2024.04.26 08:00 | sell | 33 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 130 | 2024.04.26 08:00 | modify | 33 | 0.10 | 102.527 | 103.427 | 101.027 | ||
| 131 | 2024.04.26 20:40 | s/l | 33 | 0.10 | 103.427 | 103.427 | 101.027 | -56.56 | 10745.60 |
| 132 | 2024.05.02 16:00 | buy | 34 | 0.10 | 100.704 | 0.000 | 0.000 | ||
| 133 | 2024.05.02 16:00 | modify | 34 | 0.10 | 100.704 | 99.804 | 102.204 | ||
| 134 | 2024.05.03 14:40 | buy | 35 | 0.10 | 101.250 | 0.000 | 0.000 | ||
| 135 | 2024.05.03 14:40 | modify | 35 | 0.10 | 101.250 | 100.779 | 102.204 | ||
| 136 | 2024.05.03 14:40 | modify | 34 | 0.10 | 100.704 | 100.779 | 102.204 | ||
| 137 | 2024.05.05 23:30 | buy | 36 | 0.10 | 101.538 | 0.000 | 0.000 | ||
| 138 | 2024.05.05 23:30 | modify | 36 | 0.10 | 101.538 | 101.379 | 102.204 | ||
| 139 | 2024.05.05 23:30 | modify | 35 | 0.10 | 101.250 | 101.379 | 102.204 | ||
| 140 | 2024.05.05 23:30 | modify | 34 | 0.10 | 100.704 | 101.379 | 102.204 | ||
| 141 | 2024.05.05 23:40 | buy | 37 | 0.10 | 101.617 | 0.000 | 0.000 | ||
| 142 | 2024.05.05 23:40 | modify | 37 | 0.10 | 101.617 | 101.079 | 102.204 | ||
| 143 | 2024.05.05 23:45 | modify | 37 | 0.10 | 101.617 | 101.379 | 102.204 | ||
| 144 | 2024.05.07 00:20 | t/p | 34 | 0.10 | 102.204 | 101.379 | 102.204 | 95.15 | 10840.75 |
| 145 | 2024.05.07 00:20 | t/p | 35 | 0.10 | 102.204 | 101.379 | 102.204 | 60.54 | 10901.29 |
| 146 | 2024.05.07 00:20 | t/p | 36 | 0.10 | 102.204 | 101.379 | 102.204 | 42.44 | 10943.73 |
| 147 | 2024.05.07 00:20 | t/p | 37 | 0.10 | 102.204 | 101.379 | 102.204 | 37.47 | 10981.20 |
| 148 | 2024.06.04 12:00 | buy | 38 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 149 | 2024.06.04 12:00 | modify | 38 | 0.10 | 102.867 | 101.967 | 104.367 | ||
| 150 | 2024.06.05 05:15 | buy | 39 | 0.10 | 103.692 | 0.000 | 0.000 | ||
| 151 | 2024.06.05 05:15 | modify | 39 | 0.10 | 103.692 | 103.542 | 104.367 | ||
| 152 | 2024.06.05 05:15 | modify | 38 | 0.10 | 102.867 | 103.542 | 104.367 | ||
| 153 | 2024.06.05 05:40 | s/l | 38 | 0.10 | 103.542 | 103.542 | 104.367 | 42.72 | 11023.92 |
| 154 | 2024.06.05 05:40 | s/l | 39 | 0.10 | 103.542 | 103.542 | 104.367 | -9.42 | 11014.50 |