Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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 | 2612 | Ticks modelled | 79495 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 520.34 | Gross profit | 546.19 | Gross loss | -25.85 |
| Profit factor | 21.13 | Expected payoff | 40.03 | ||
| Absolute drawdown | 7.95 | Maximal drawdown | 91.00 (6.25%) | Relative drawdown | 6.25% (91.00) |
| Total trades | 13 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
| Largest | profit trade | 71.49 | loss trade | -25.85 | |
| Average | profit trade | 45.52 | loss trade | -25.85 | |
| Maximum | consecutive wins (profit in money) | 8 (362.33) | consecutive losses (loss in money) | 1 (-25.85) | |
| Maximal | consecutive profit (count of wins) | 362.33 (8) | consecutive loss (count of losses) | -25.85 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.02.01 16:00 | buy | 1 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 2 | 2024.02.01 16:00 | modify | 1 | 0.10 | 95.779 | 95.379 | 96.879 | ||
| 3 | 2024.02.01 17:30 | buy | 2 | 0.10 | 96.126 | 0.000 | 0.000 | ||
| 4 | 2024.02.01 17:30 | modify | 2 | 0.10 | 96.126 | 95.834 | 96.879 | ||
| 5 | 2024.02.01 17:30 | modify | 1 | 0.10 | 95.779 | 95.834 | 96.879 | ||
| 6 | 2024.02.02 00:40 | buy | 3 | 0.10 | 96.389 | 0.000 | 0.000 | ||
| 7 | 2024.02.02 00:40 | modify | 3 | 0.10 | 96.389 | 96.164 | 96.879 | ||
| 8 | 2024.02.02 00:40 | buy | 4 | 0.10 | 96.389 | 0.000 | 0.000 | ||
| 9 | 2024.02.02 00:40 | modify | 4 | 0.10 | 96.389 | 96.164 | 96.879 | ||
| 10 | 2024.02.02 00:40 | modify | 2 | 0.10 | 96.126 | 96.164 | 96.879 | ||
| 11 | 2024.02.02 00:40 | modify | 1 | 0.10 | 95.779 | 96.164 | 96.879 | ||
| 12 | 2024.02.02 09:40 | t/p | 1 | 0.10 | 96.879 | 96.164 | 96.879 | 71.49 | 1071.49 |
| 13 | 2024.02.02 09:40 | t/p | 2 | 0.10 | 96.879 | 96.164 | 96.879 | 49.06 | 1120.54 |
| 14 | 2024.02.02 09:40 | t/p | 3 | 0.10 | 96.879 | 96.164 | 96.879 | 31.66 | 1152.20 |
| 15 | 2024.02.02 09:40 | t/p | 4 | 0.10 | 96.879 | 96.164 | 96.879 | 31.66 | 1183.86 |
| 16 | 2024.04.26 12:00 | sell | 5 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 17 | 2024.04.26 12:00 | modify | 5 | 0.10 | 102.486 | 102.886 | 101.386 | ||
| 18 | 2024.04.26 15:40 | s/l | 5 | 0.10 | 102.886 | 102.886 | 101.386 | -25.85 | 1158.01 |
| 19 | 2024.06.04 16:00 | buy | 6 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 20 | 2024.06.04 16:00 | modify | 6 | 0.10 | 102.886 | 102.486 | 103.986 | ||
| 21 | 2024.06.05 01:10 | buy | 7 | 0.10 | 103.234 | 0.000 | 0.000 | ||
| 22 | 2024.06.05 01:10 | modify | 7 | 0.10 | 103.234 | 102.941 | 103.986 | ||
| 23 | 2024.06.05 01:10 | modify | 6 | 0.10 | 102.886 | 102.941 | 103.986 | ||
| 24 | 2024.06.05 01:50 | buy | 8 | 0.10 | 103.516 | 0.000 | 0.000 | ||
| 25 | 2024.06.05 01:50 | modify | 8 | 0.10 | 103.516 | 103.271 | 103.986 | ||
| 26 | 2024.06.05 01:50 | buy | 9 | 0.10 | 103.516 | 0.000 | 0.000 | ||
| 27 | 2024.06.05 01:50 | modify | 9 | 0.10 | 103.516 | 103.271 | 103.986 | ||
| 28 | 2024.06.05 01:50 | modify | 7 | 0.10 | 103.234 | 103.271 | 103.986 | ||
| 29 | 2024.06.05 01:50 | modify | 6 | 0.10 | 102.886 | 103.271 | 103.986 | ||
| 30 | 2024.06.05 08:05 | t/p | 6 | 0.10 | 103.986 | 103.271 | 103.986 | 71.49 | 1229.50 |
| 31 | 2024.06.05 08:05 | t/p | 7 | 0.10 | 103.986 | 103.271 | 103.986 | 48.60 | 1278.10 |
| 32 | 2024.06.05 08:05 | t/p | 8 | 0.10 | 103.986 | 103.271 | 103.986 | 30.38 | 1308.48 |
| 33 | 2024.06.05 08:05 | t/p | 9 | 0.10 | 103.986 | 103.271 | 103.986 | 30.38 | 1338.86 |
| 34 | 2024.07.25 12:00 | buy | 10 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 35 | 2024.07.25 12:00 | modify | 10 | 0.10 | 99.600 | 99.200 | 100.700 | ||
| 36 | 2024.07.25 12:20 | buy | 11 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 37 | 2024.07.25 12:20 | modify | 11 | 0.10 | 99.954 | 99.655 | 100.700 | ||
| 38 | 2024.07.25 12:20 | modify | 10 | 0.10 | 99.600 | 99.655 | 100.700 | ||
| 39 | 2024.07.25 12:30 | buy | 12 | 0.10 | 100.219 | 0.000 | 0.000 | ||
| 40 | 2024.07.25 12:30 | modify | 12 | 0.10 | 100.219 | 99.985 | 100.700 | ||
| 41 | 2024.07.25 12:30 | buy | 13 | 0.10 | 100.219 | 0.000 | 0.000 | ||
| 42 | 2024.07.25 12:30 | modify | 13 | 0.10 | 100.219 | 99.985 | 100.700 | ||
| 43 | 2024.07.25 12:30 | modify | 11 | 0.10 | 99.954 | 99.985 | 100.700 | ||
| 44 | 2024.07.25 12:30 | modify | 10 | 0.10 | 99.600 | 99.985 | 100.700 | ||
| 45 | 2024.07.25 13:30 | t/p | 10 | 0.10 | 100.700 | 99.985 | 100.700 | 71.09 | 1409.95 |
| 46 | 2024.07.25 13:30 | t/p | 11 | 0.10 | 100.700 | 99.985 | 100.700 | 48.21 | 1458.16 |
| 47 | 2024.07.25 13:30 | t/p | 12 | 0.10 | 100.700 | 99.985 | 100.700 | 31.09 | 1489.25 |
| 48 | 2024.07.25 13:30 | t/p | 13 | 0.10 | 100.700 | 99.985 | 100.700 | 31.09 | 1520.34 |