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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 79496 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 969.76 | Gross profit | 1286.23 | Gross loss | -316.47 |
| Profit factor | 4.06 | Expected payoff | 30.31 | ||
| Absolute drawdown | 121.32 | Maximal drawdown | 136.23 (9.51%) | Relative drawdown | 12.40% (124.42) |
| Total trades | 32 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
| Largest | profit trade | 102.05 | loss trade | -46.30 | |
| Average | profit trade | 53.59 | loss trade | -39.56 | |
| Maximum | consecutive wins (profit in money) | 13 (693.74) | consecutive losses (loss in money) | 2 (-90.43) | |
| Maximal | consecutive profit (count of wins) | 693.74 (13) | consecutive loss (count of losses) | -90.43 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.12.07 04:00 | buy | 1 | 0.10 | 95.901 | 0.000 | 0.000 | ||
| 2 | 2023.12.07 04:00 | modify | 1 | 0.10 | 95.901 | 95.201 | 97.401 | ||
| 3 | 2023.12.07 08:40 | s/l | 1 | 0.10 | 95.201 | 95.201 | 97.401 | -45.22 | 954.78 |
| 4 | 2023.12.19 08:00 | sell | 2 | 0.10 | 96.768 | 0.000 | 0.000 | ||
| 5 | 2023.12.19 08:00 | modify | 2 | 0.10 | 96.768 | 97.468 | 95.268 | ||
| 6 | 2023.12.19 10:30 | s/l | 2 | 0.10 | 97.468 | 97.468 | 95.268 | -45.21 | 909.57 |
| 7 | 2024.03.22 08:00 | buy | 3 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 8 | 2024.03.22 08:00 | modify | 3 | 0.10 | 98.685 | 97.985 | 100.185 | ||
| 9 | 2024.04.03 15:20 | buy | 4 | 0.10 | 99.462 | 0.000 | 0.000 | ||
| 10 | 2024.04.03 15:20 | modify | 4 | 0.10 | 99.462 | 98.760 | 100.185 | ||
| 11 | 2024.04.03 15:20 | modify | 3 | 0.10 | 98.685 | 98.760 | 100.185 | ||
| 12 | 2024.04.03 15:30 | buy | 5 | 0.10 | 99.511 | 0.000 | 0.000 | ||
| 13 | 2024.04.03 15:30 | modify | 5 | 0.10 | 99.511 | 99.135 | 100.185 | ||
| 14 | 2024.04.03 15:30 | modify | 4 | 0.10 | 99.462 | 99.135 | 100.185 | ||
| 15 | 2024.04.03 15:30 | modify | 3 | 0.10 | 98.685 | 99.135 | 100.185 | ||
| 16 | 2024.04.04 04:30 | buy | 6 | 0.10 | 99.910 | 0.000 | 0.000 | ||
| 17 | 2024.04.04 04:30 | modify | 6 | 0.10 | 99.910 | 99.285 | 100.185 | ||
| 18 | 2024.04.04 04:30 | modify | 5 | 0.10 | 99.511 | 99.285 | 100.185 | ||
| 19 | 2024.04.04 04:30 | modify | 4 | 0.10 | 99.462 | 99.285 | 100.185 | ||
| 20 | 2024.04.04 04:30 | modify | 3 | 0.10 | 98.685 | 99.285 | 100.185 | ||
| 21 | 2024.04.04 09:30 | t/p | 3 | 0.10 | 100.185 | 99.285 | 100.185 | 102.05 | 1011.62 |
| 22 | 2024.04.04 09:30 | t/p | 4 | 0.10 | 100.185 | 99.285 | 100.185 | 47.90 | 1059.52 |
| 23 | 2024.04.04 09:30 | t/p | 5 | 0.10 | 100.185 | 99.285 | 100.185 | 44.73 | 1104.25 |
| 24 | 2024.04.04 09:30 | t/p | 6 | 0.10 | 100.185 | 99.285 | 100.185 | 17.77 | 1122.02 |
| 25 | 2024.04.19 04:00 | buy | 7 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 26 | 2024.04.19 04:00 | modify | 7 | 0.10 | 98.638 | 97.938 | 100.138 | ||
| 27 | 2024.04.19 15:05 | buy | 8 | 0.10 | 99.396 | 0.000 | 0.000 | ||
| 28 | 2024.04.19 15:05 | modify | 8 | 0.10 | 99.396 | 98.713 | 100.138 | ||
| 29 | 2024.04.19 15:05 | modify | 7 | 0.10 | 98.638 | 98.713 | 100.138 | ||
| 30 | 2024.04.22 02:05 | buy | 9 | 0.10 | 99.838 | 0.000 | 0.000 | ||
| 31 | 2024.04.22 02:05 | modify | 9 | 0.10 | 99.838 | 99.238 | 100.138 | ||
| 32 | 2024.04.22 02:05 | modify | 8 | 0.10 | 99.396 | 99.238 | 100.138 | ||
| 33 | 2024.04.22 02:05 | modify | 7 | 0.10 | 98.638 | 99.238 | 100.138 | ||
| 34 | 2024.04.22 06:45 | buy | 10 | 0.10 | 99.483 | 0.000 | 0.000 | ||
| 35 | 2024.04.22 06:45 | modify | 10 | 0.10 | 99.483 | 99.088 | 100.138 | ||
| 36 | 2024.04.22 06:50 | modify | 10 | 0.10 | 99.483 | 99.238 | 100.138 | ||
| 37 | 2024.04.23 13:40 | t/p | 7 | 0.10 | 100.138 | 99.238 | 100.138 | 97.69 | 1219.71 |
| 38 | 2024.04.23 13:40 | t/p | 8 | 0.10 | 100.138 | 99.238 | 100.138 | 48.72 | 1268.43 |
| 39 | 2024.04.23 13:40 | t/p | 9 | 0.10 | 100.138 | 99.238 | 100.138 | 19.78 | 1288.21 |
| 40 | 2024.04.23 13:40 | t/p | 10 | 0.10 | 100.138 | 99.238 | 100.138 | 42.71 | 1330.91 |
| 41 | 2024.04.26 08:00 | sell | 11 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 42 | 2024.04.26 08:00 | modify | 11 | 0.10 | 102.527 | 103.227 | 101.027 | ||
| 43 | 2024.04.26 20:10 | s/l | 11 | 0.10 | 103.227 | 103.227 | 101.027 | -45.22 | 1285.69 |
| 44 | 2024.04.29 04:00 | sell | 12 | 0.10 | 104.644 | 0.000 | 0.000 | ||
| 45 | 2024.04.29 04:00 | modify | 12 | 0.10 | 104.644 | 105.344 | 103.144 | ||
| 46 | 2024.04.29 04:20 | sell | 13 | 0.10 | 103.819 | 0.000 | 0.000 | ||
| 47 | 2024.04.29 04:20 | modify | 13 | 0.10 | 103.819 | 104.194 | 103.144 | ||
| 48 | 2024.04.29 04:20 | modify | 12 | 0.10 | 104.644 | 104.194 | 103.144 | ||
| 49 | 2024.04.29 04:30 | t/p | 12 | 0.10 | 103.144 | 104.194 | 103.144 | 96.89 | 1382.58 |
| 50 | 2024.04.29 04:30 | t/p | 13 | 0.10 | 103.144 | 104.194 | 103.144 | 43.60 | 1426.18 |
| 51 | 2024.07.22 08:00 | buy | 14 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 52 | 2024.07.22 08:00 | modify | 14 | 0.10 | 104.521 | 103.821 | 106.021 | ||
| 53 | 2024.07.23 03:30 | s/l | 14 | 0.10 | 103.821 | 103.821 | 106.021 | -44.82 | 1381.36 |
| 54 | 2024.07.24 04:00 | buy | 15 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 55 | 2024.07.24 04:00 | modify | 15 | 0.10 | 102.278 | 101.578 | 103.778 | ||
| 56 | 2024.07.24 12:40 | s/l | 15 | 0.10 | 101.578 | 101.578 | 103.778 | -45.22 | 1336.14 |
| 57 | 2024.07.25 04:00 | buy | 16 | 0.10 | 99.830 | 0.000 | 0.000 | ||
| 58 | 2024.07.25 04:00 | modify | 16 | 0.10 | 99.830 | 99.130 | 101.330 | ||
| 59 | 2024.07.25 14:30 | buy | 17 | 0.10 | 100.600 | 0.000 | 0.000 | ||
| 60 | 2024.07.25 14:30 | modify | 17 | 0.10 | 100.600 | 99.905 | 101.330 | ||
| 61 | 2024.07.25 14:30 | modify | 16 | 0.10 | 99.830 | 99.905 | 101.330 | ||
| 62 | 2024.07.25 19:10 | buy | 18 | 0.10 | 100.669 | 0.000 | 0.000 | ||
| 63 | 2024.07.25 19:10 | modify | 18 | 0.10 | 100.669 | 100.280 | 101.330 | ||
| 64 | 2024.07.25 19:10 | modify | 17 | 0.10 | 100.600 | 100.280 | 101.330 | ||
| 65 | 2024.07.25 19:10 | modify | 16 | 0.10 | 99.830 | 100.280 | 101.330 | ||
| 66 | 2024.07.26 07:50 | buy | 19 | 0.10 | 101.049 | 0.000 | 0.000 | ||
| 67 | 2024.07.26 07:50 | modify | 19 | 0.10 | 101.049 | 100.430 | 101.330 | ||
| 68 | 2024.07.26 07:50 | modify | 18 | 0.10 | 100.669 | 100.430 | 101.330 | ||
| 69 | 2024.07.26 07:50 | modify | 17 | 0.10 | 100.600 | 100.430 | 101.330 | ||
| 70 | 2024.07.26 07:50 | modify | 16 | 0.10 | 99.830 | 100.430 | 101.330 | ||
| 71 | 2024.07.26 10:30 | t/p | 16 | 0.10 | 101.330 | 100.430 | 101.330 | 97.30 | 1433.44 |
| 72 | 2024.07.26 10:30 | t/p | 17 | 0.10 | 101.330 | 100.430 | 101.330 | 47.56 | 1480.99 |
| 73 | 2024.07.26 10:30 | t/p | 18 | 0.10 | 101.330 | 100.430 | 101.330 | 43.10 | 1524.09 |
| 74 | 2024.07.26 10:30 | t/p | 19 | 0.10 | 101.330 | 100.430 | 101.330 | 18.16 | 1542.25 |
| 75 | 2024.07.30 08:00 | sell | 20 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 76 | 2024.07.30 08:00 | modify | 20 | 0.10 | 101.475 | 102.175 | 99.975 | ||
| 77 | 2024.07.30 18:35 | sell | 21 | 0.10 | 100.261 | 0.000 | 0.000 | ||
| 78 | 2024.07.30 18:35 | modify | 21 | 0.10 | 100.261 | 100.875 | 99.975 | ||
| 79 | 2024.07.30 18:35 | modify | 20 | 0.10 | 101.475 | 100.875 | 99.975 | ||
| 80 | 2024.07.30 20:40 | t/p | 20 | 0.10 | 99.975 | 100.875 | 99.975 | 96.89 | 1639.14 |
| 81 | 2024.07.30 20:40 | t/p | 21 | 0.10 | 99.975 | 100.875 | 99.975 | 18.47 | 1657.61 |
| 82 | 2024.08.07 04:00 | sell | 22 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 83 | 2024.08.07 04:00 | modify | 22 | 0.10 | 96.543 | 97.243 | 95.043 | ||
| 84 | 2024.08.07 18:20 | sell | 23 | 0.10 | 95.788 | 0.000 | 0.000 | ||
| 85 | 2024.08.07 18:20 | modify | 23 | 0.10 | 95.788 | 96.468 | 95.043 | ||
| 86 | 2024.08.07 18:20 | modify | 22 | 0.10 | 96.543 | 96.468 | 95.043 | ||
| 87 | 2024.08.07 18:46 | sell | 24 | 0.10 | 95.700 | 0.000 | 0.000 | ||
| 88 | 2024.08.07 18:46 | modify | 24 | 0.10 | 95.700 | 96.093 | 95.043 | ||
| 89 | 2024.08.07 18:46 | modify | 23 | 0.10 | 95.788 | 96.093 | 95.043 | ||
| 90 | 2024.08.07 18:46 | modify | 22 | 0.10 | 96.543 | 96.093 | 95.043 | ||
| 91 | 2024.08.07 22:40 | sell | 25 | 0.10 | 95.331 | 0.000 | 0.000 | ||
| 92 | 2024.08.07 22:40 | modify | 25 | 0.10 | 95.331 | 95.943 | 95.043 | ||
| 93 | 2024.08.07 22:40 | modify | 24 | 0.10 | 95.700 | 95.943 | 95.043 | ||
| 94 | 2024.08.07 22:40 | modify | 23 | 0.10 | 95.788 | 95.943 | 95.043 | ||
| 95 | 2024.08.07 22:40 | modify | 22 | 0.10 | 96.543 | 95.943 | 95.043 | ||
| 96 | 2024.08.07 23:40 | t/p | 22 | 0.10 | 95.043 | 95.943 | 95.043 | 96.89 | 1754.50 |
| 97 | 2024.08.07 23:40 | t/p | 23 | 0.10 | 95.043 | 95.943 | 95.043 | 48.13 | 1802.63 |
| 98 | 2024.08.07 23:40 | t/p | 24 | 0.10 | 95.043 | 95.943 | 95.043 | 42.44 | 1845.07 |
| 99 | 2024.08.07 23:40 | t/p | 25 | 0.10 | 95.043 | 95.943 | 95.043 | 18.61 | 1863.68 |
| 100 | 2024.09.11 04:00 | buy | 26 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 101 | 2024.09.11 04:00 | modify | 26 | 0.10 | 94.077 | 93.377 | 95.577 | ||
| 102 | 2024.09.11 18:20 | buy | 27 | 0.10 | 94.837 | 0.000 | 0.000 | ||
| 103 | 2024.09.11 18:20 | modify | 27 | 0.10 | 94.837 | 94.152 | 95.577 | ||
| 104 | 2024.09.11 18:20 | modify | 26 | 0.10 | 94.077 | 94.152 | 95.577 | ||
| 105 | 2024.09.11 23:40 | buy | 28 | 0.10 | 95.299 | 0.000 | 0.000 | ||
| 106 | 2024.09.11 23:40 | modify | 28 | 0.10 | 95.299 | 94.677 | 95.577 | ||
| 107 | 2024.09.11 23:40 | modify | 27 | 0.10 | 94.837 | 94.677 | 95.577 | ||
| 108 | 2024.09.11 23:40 | modify | 26 | 0.10 | 94.077 | 94.677 | 95.577 | ||
| 109 | 2024.09.12 05:30 | t/p | 26 | 0.10 | 95.577 | 94.677 | 95.577 | 98.08 | 1961.76 |
| 110 | 2024.09.12 05:30 | t/p | 27 | 0.10 | 95.577 | 94.677 | 95.577 | 48.99 | 2010.75 |
| 111 | 2024.09.12 05:30 | t/p | 28 | 0.10 | 95.577 | 94.677 | 95.577 | 19.14 | 2029.88 |
| 112 | 2024.09.19 04:00 | sell | 29 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 113 | 2024.09.19 04:00 | modify | 29 | 0.10 | 97.255 | 97.955 | 95.755 | ||
| 114 | 2024.09.20 08:30 | s/l | 29 | 0.10 | 97.955 | 97.955 | 95.755 | -46.30 | 1983.58 |
| 115 | 2024.10.08 04:00 | buy | 30 | 0.10 | 99.617 | 0.000 | 0.000 | ||
| 116 | 2024.10.08 04:00 | modify | 30 | 0.10 | 99.617 | 98.917 | 101.117 | ||
| 117 | 2024.10.09 05:46 | buy | 31 | 0.10 | 100.386 | 0.000 | 0.000 | ||
| 118 | 2024.10.09 05:46 | modify | 31 | 0.10 | 100.386 | 99.692 | 101.117 | ||
| 119 | 2024.10.09 05:46 | modify | 30 | 0.10 | 99.617 | 99.692 | 101.117 | ||
| 120 | 2024.10.10 03:40 | buy | 32 | 0.10 | 100.455 | 0.000 | 0.000 | ||
| 121 | 2024.10.10 03:40 | modify | 32 | 0.10 | 100.455 | 100.067 | 101.117 | ||
| 122 | 2024.10.10 03:40 | modify | 31 | 0.10 | 100.386 | 100.067 | 101.117 | ||
| 123 | 2024.10.10 03:40 | modify | 30 | 0.10 | 99.617 | 100.067 | 101.117 | ||
| 124 | 2024.10.10 10:40 | s/l | 30 | 0.10 | 100.067 | 100.067 | 101.117 | 30.65 | 2014.24 |
| 125 | 2024.10.10 10:40 | s/l | 31 | 0.10 | 100.067 | 100.067 | 101.117 | -19.41 | 1994.82 |
| 126 | 2024.10.10 10:40 | s/l | 32 | 0.10 | 100.067 | 100.067 | 101.117 | -25.06 | 1969.76 |