Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2607 | Ticks modelled | 79112 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 621.12 | Gross profit | 768.51 | Gross loss | -147.39 |
| Profit factor | 5.21 | Expected payoff | 28.23 | ||
| Absolute drawdown | 39.94 | Maximal drawdown | 95.10 (0.91%) | Relative drawdown | 0.91% (95.10) |
| Total trades | 22 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 78.51 | loss trade | -42.58 | |
| Average | profit trade | 45.21 | loss trade | -29.48 | |
| Maximum | consecutive wins (profit in money) | 5 (188.09) | consecutive losses (loss in money) | 2 (-35.06) | |
| Maximal | consecutive profit (count of wins) | 188.09 (5) | consecutive loss (count of losses) | -42.58 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.29 08:00 | sell | 1 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 2 | 2023.09.29 08:00 | modify | 1 | 0.10 | 96.387 | 96.987 | 95.287 | ||
| 3 | 2023.10.02 05:20 | sell | 2 | 0.10 | 95.825 | 0.000 | 0.000 | ||
| 4 | 2023.10.02 05:20 | modify | 2 | 0.10 | 95.825 | 96.222 | 95.287 | ||
| 5 | 2023.10.02 05:20 | modify | 1 | 0.10 | 96.387 | 96.222 | 95.287 | ||
| 6 | 2023.10.02 11:40 | sell | 3 | 0.10 | 95.713 | 0.000 | 0.000 | ||
| 7 | 2023.10.02 11:40 | modify | 3 | 0.10 | 95.713 | 96.112 | 95.287 | ||
| 8 | 2023.10.02 11:40 | sell | 4 | 0.10 | 95.713 | 0.000 | 0.000 | ||
| 9 | 2023.10.02 11:40 | modify | 4 | 0.10 | 95.713 | 95.947 | 95.287 | ||
| 10 | 2023.10.02 11:40 | modify | 2 | 0.10 | 95.825 | 95.947 | 95.287 | ||
| 11 | 2023.10.02 11:40 | modify | 1 | 0.10 | 96.387 | 95.947 | 95.287 | ||
| 12 | 2023.10.02 11:45 | modify | 3 | 0.10 | 95.713 | 95.947 | 95.287 | ||
| 13 | 2023.10.02 21:15 | t/p | 1 | 0.10 | 95.287 | 95.947 | 95.287 | 76.86 | 10076.86 |
| 14 | 2023.10.02 21:15 | t/p | 2 | 0.10 | 95.287 | 95.947 | 95.287 | 38.18 | 10115.04 |
| 15 | 2023.10.02 21:15 | t/p | 3 | 0.10 | 95.287 | 95.947 | 95.287 | 30.23 | 10145.27 |
| 16 | 2023.10.02 21:15 | t/p | 4 | 0.10 | 95.287 | 95.947 | 95.287 | 30.23 | 10175.50 |
| 17 | 2023.10.13 00:00 | buy | 5 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 18 | 2023.10.13 00:00 | modify | 5 | 0.10 | 94.631 | 94.031 | 95.731 | ||
| 19 | 2023.10.17 08:15 | buy | 6 | 0.10 | 95.185 | 0.000 | 0.000 | ||
| 20 | 2023.10.17 08:15 | modify | 6 | 0.10 | 95.185 | 94.796 | 95.731 | ||
| 21 | 2023.10.17 08:15 | modify | 5 | 0.10 | 94.631 | 94.796 | 95.731 | ||
| 22 | 2023.10.17 10:30 | s/l | 5 | 0.10 | 94.796 | 94.796 | 95.731 | 12.59 | 10188.09 |
| 23 | 2023.10.17 10:30 | s/l | 6 | 0.10 | 94.796 | 94.796 | 95.731 | -27.61 | 10160.48 |
| 24 | 2024.02.01 16:00 | buy | 7 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 25 | 2024.02.01 16:00 | modify | 7 | 0.10 | 95.779 | 95.179 | 96.879 | ||
| 26 | 2024.02.02 00:20 | buy | 8 | 0.10 | 96.340 | 0.000 | 0.000 | ||
| 27 | 2024.02.02 00:20 | modify | 8 | 0.10 | 96.340 | 95.944 | 96.879 | ||
| 28 | 2024.02.02 00:20 | modify | 7 | 0.10 | 95.779 | 95.944 | 96.879 | ||
| 29 | 2024.02.02 02:00 | buy | 9 | 0.10 | 96.463 | 0.000 | 0.000 | ||
| 30 | 2024.02.02 02:00 | modify | 9 | 0.10 | 96.463 | 96.054 | 96.879 | ||
| 31 | 2024.02.02 02:00 | buy | 10 | 0.10 | 96.463 | 0.000 | 0.000 | ||
| 32 | 2024.02.02 02:00 | modify | 10 | 0.10 | 96.463 | 96.219 | 96.879 | ||
| 33 | 2024.02.02 02:00 | modify | 8 | 0.10 | 96.340 | 96.219 | 96.879 | ||
| 34 | 2024.02.02 02:00 | modify | 7 | 0.10 | 95.779 | 96.219 | 96.879 | ||
| 35 | 2024.02.02 02:05 | modify | 9 | 0.10 | 96.463 | 96.219 | 96.879 | ||
| 36 | 2024.02.02 09:40 | t/p | 7 | 0.10 | 96.879 | 96.219 | 96.879 | 78.51 | 10238.99 |
| 37 | 2024.02.02 09:40 | t/p | 8 | 0.10 | 96.879 | 96.219 | 96.879 | 38.25 | 10277.24 |
| 38 | 2024.02.02 09:40 | t/p | 9 | 0.10 | 96.879 | 96.219 | 96.879 | 29.53 | 10306.77 |
| 39 | 2024.02.02 09:40 | t/p | 10 | 0.10 | 96.879 | 96.219 | 96.879 | 29.53 | 10336.30 |
| 40 | 2024.04.26 12:00 | sell | 11 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 41 | 2024.04.26 12:00 | modify | 11 | 0.10 | 102.486 | 103.086 | 101.386 | ||
| 42 | 2024.04.26 17:40 | s/l | 11 | 0.10 | 103.086 | 103.086 | 101.386 | -42.58 | 10293.72 |
| 43 | 2024.05.03 00:00 | buy | 12 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 44 | 2024.05.03 00:00 | modify | 12 | 0.10 | 100.639 | 100.039 | 101.739 | ||
| 45 | 2024.05.03 13:40 | buy | 13 | 0.10 | 101.213 | 0.000 | 0.000 | ||
| 46 | 2024.05.03 13:40 | modify | 13 | 0.10 | 101.213 | 100.804 | 101.739 | ||
| 47 | 2024.05.03 13:40 | modify | 12 | 0.10 | 100.639 | 100.804 | 101.739 | ||
| 48 | 2024.05.06 02:30 | t/p | 12 | 0.10 | 101.739 | 100.804 | 101.739 | 78.50 | 10372.22 |
| 49 | 2024.05.06 02:30 | t/p | 13 | 0.10 | 101.739 | 100.804 | 101.739 | 37.76 | 10409.98 |
| 50 | 2024.05.30 12:00 | buy | 14 | 0.10 | 103.805 | 0.000 | 0.000 | ||
| 51 | 2024.05.30 12:00 | modify | 14 | 0.10 | 103.805 | 103.205 | 104.905 | ||
| 52 | 2024.05.31 08:40 | buy | 15 | 0.10 | 104.492 | 0.000 | 0.000 | ||
| 53 | 2024.05.31 08:40 | modify | 15 | 0.10 | 104.492 | 104.080 | 104.905 | ||
| 54 | 2024.05.31 08:40 | buy | 16 | 0.10 | 104.492 | 0.000 | 0.000 | ||
| 55 | 2024.05.31 08:40 | modify | 16 | 0.10 | 104.492 | 104.245 | 104.905 | ||
| 56 | 2024.05.31 08:40 | modify | 14 | 0.10 | 103.805 | 104.245 | 104.905 | ||
| 57 | 2024.05.31 08:45 | modify | 15 | 0.10 | 104.492 | 104.245 | 104.905 | ||
| 58 | 2024.05.31 14:15 | s/l | 14 | 0.10 | 104.245 | 104.245 | 104.905 | 31.66 | 10441.63 |
| 59 | 2024.05.31 14:15 | s/l | 15 | 0.10 | 104.245 | 104.245 | 104.905 | -17.53 | 10424.10 |
| 60 | 2024.05.31 14:15 | s/l | 16 | 0.10 | 104.245 | 104.245 | 104.905 | -17.53 | 10406.57 |
| 61 | 2024.06.04 16:00 | buy | 17 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 62 | 2024.06.04 16:00 | modify | 17 | 0.10 | 102.886 | 102.286 | 103.986 | ||
| 63 | 2024.06.05 01:30 | buy | 18 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 64 | 2024.06.05 01:30 | modify | 18 | 0.10 | 103.445 | 103.051 | 103.986 | ||
| 65 | 2024.06.05 01:30 | modify | 17 | 0.10 | 102.886 | 103.051 | 103.986 | ||
| 66 | 2024.06.05 01:40 | buy | 19 | 0.10 | 103.551 | 0.000 | 0.000 | ||
| 67 | 2024.06.05 01:40 | modify | 19 | 0.10 | 103.551 | 103.161 | 103.986 | ||
| 68 | 2024.06.05 01:40 | buy | 20 | 0.10 | 103.551 | 0.000 | 0.000 | ||
| 69 | 2024.06.05 01:40 | modify | 20 | 0.10 | 103.551 | 103.326 | 103.986 | ||
| 70 | 2024.06.05 01:40 | modify | 18 | 0.10 | 103.445 | 103.326 | 103.986 | ||
| 71 | 2024.06.05 01:40 | modify | 17 | 0.10 | 102.886 | 103.326 | 103.986 | ||
| 72 | 2024.06.05 01:45 | modify | 19 | 0.10 | 103.551 | 103.326 | 103.986 | ||
| 73 | 2024.06.05 08:05 | t/p | 17 | 0.10 | 103.986 | 103.326 | 103.986 | 78.50 | 10485.07 |
| 74 | 2024.06.05 08:05 | t/p | 18 | 0.10 | 103.986 | 103.326 | 103.986 | 38.39 | 10523.46 |
| 75 | 2024.06.05 08:05 | t/p | 19 | 0.10 | 103.986 | 103.326 | 103.986 | 30.87 | 10554.33 |
| 76 | 2024.06.05 08:05 | t/p | 20 | 0.10 | 103.986 | 103.326 | 103.986 | 30.87 | 10585.20 |
| 77 | 2024.07.23 12:00 | buy | 21 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 78 | 2024.07.23 12:00 | modify | 21 | 0.10 | 103.428 | 102.828 | 104.528 | ||
| 79 | 2024.07.24 01:30 | s/l | 21 | 0.10 | 102.828 | 102.828 | 104.528 | -42.14 | 10543.06 |
| 80 | 2024.07.25 12:00 | buy | 22 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 81 | 2024.07.25 12:00 | modify | 22 | 0.10 | 99.600 | 99.000 | 100.700 | ||
| 82 | 2024.07.25 13:30 | t/p | 22 | 0.10 | 100.700 | 99.000 | 100.700 | 78.06 | 10621.12 |