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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1912 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 519.70 | Gross profit | 964.56 | Gross loss | -444.86 |
| Profit factor | 2.17 | Expected payoff | 14.85 | ||
| Absolute drawdown | 121.45 | Maximal drawdown | 237.93 (13.74%) | Relative drawdown | 13.74% (237.93) |
| Total trades | 35 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 19 (57.89%) |
| Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
| Largest | profit trade | 102.14 | loss trade | -46.33 | |
| Average | profit trade | 45.93 | loss trade | -31.78 | |
| Maximum | consecutive wins (profit in money) | 9 (455.86) | consecutive losses (loss in money) | 2 (-90.53) | |
| Maximal | consecutive profit (count of wins) | 455.86 (9) | consecutive loss (count of losses) | -90.53 (2) | |
| Average | consecutive wins | 4 | 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 08:44 | s/l | 1 | 0.10 | 95.201 | 95.201 | 97.401 | -45.27 | 954.73 |
| 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 10:17 | s/l | 2 | 0.10 | 97.468 | 97.468 | 95.268 | -45.26 | 909.47 |
| 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 15:21 | buy | 4 | 0.10 | 99.435 | 0.000 | 0.000 | ||
| 10 | 2024.04.03 15:21 | modify | 4 | 0.10 | 99.435 | 98.760 | 100.185 | ||
| 11 | 2024.04.03 15:21 | modify | 3 | 0.10 | 98.685 | 98.760 | 100.185 | ||
| 12 | 2024.04.03 15:33 | buy | 5 | 0.10 | 99.510 | 0.000 | 0.000 | ||
| 13 | 2024.04.03 15:33 | modify | 5 | 0.10 | 99.510 | 99.135 | 100.185 | ||
| 14 | 2024.04.03 15:33 | modify | 4 | 0.10 | 99.435 | 99.135 | 100.185 | ||
| 15 | 2024.04.03 15:33 | modify | 3 | 0.10 | 98.685 | 99.135 | 100.185 | ||
| 16 | 2024.04.04 04:23 | buy | 6 | 0.10 | 99.885 | 0.000 | 0.000 | ||
| 17 | 2024.04.04 04:23 | modify | 6 | 0.10 | 99.885 | 99.285 | 100.185 | ||
| 18 | 2024.04.04 04:23 | modify | 5 | 0.10 | 99.510 | 99.285 | 100.185 | ||
| 19 | 2024.04.04 04:23 | modify | 4 | 0.10 | 99.435 | 99.285 | 100.185 | ||
| 20 | 2024.04.04 04:23 | modify | 3 | 0.10 | 98.685 | 99.285 | 100.185 | ||
| 21 | 2024.04.04 09:46 | t/p | 3 | 0.10 | 100.185 | 99.285 | 100.185 | 102.14 | 1011.61 |
| 22 | 2024.04.04 09:46 | t/p | 4 | 0.10 | 100.185 | 99.285 | 100.185 | 49.69 | 1061.30 |
| 23 | 2024.04.04 09:46 | t/p | 5 | 0.10 | 100.185 | 99.285 | 100.185 | 44.84 | 1106.14 |
| 24 | 2024.04.04 09:46 | t/p | 6 | 0.10 | 100.185 | 99.285 | 100.185 | 19.40 | 1125.54 |
| 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 14:30 | buy | 8 | 0.10 | 99.388 | 0.000 | 0.000 | ||
| 28 | 2024.04.19 14:30 | modify | 8 | 0.10 | 99.388 | 98.713 | 100.138 | ||
| 29 | 2024.04.19 14:30 | modify | 7 | 0.10 | 98.638 | 98.713 | 100.138 | ||
| 30 | 2024.04.22 00:06 | buy | 9 | 0.10 | 99.463 | 0.000 | 0.000 | ||
| 31 | 2024.04.22 00:06 | modify | 9 | 0.10 | 99.463 | 99.088 | 100.138 | ||
| 32 | 2024.04.22 00:06 | modify | 8 | 0.10 | 99.388 | 99.088 | 100.138 | ||
| 33 | 2024.04.22 00:06 | modify | 7 | 0.10 | 98.638 | 99.088 | 100.138 | ||
| 34 | 2024.04.22 02:08 | buy | 10 | 0.10 | 99.841 | 0.000 | 0.000 | ||
| 35 | 2024.04.22 02:08 | modify | 10 | 0.10 | 99.841 | 99.238 | 100.138 | ||
| 36 | 2024.04.22 02:08 | modify | 9 | 0.10 | 99.463 | 99.238 | 100.138 | ||
| 37 | 2024.04.22 02:08 | modify | 8 | 0.10 | 99.388 | 99.238 | 100.138 | ||
| 38 | 2024.04.22 02:08 | modify | 7 | 0.10 | 98.638 | 99.238 | 100.138 | ||
| 39 | 2024.04.23 13:45 | t/p | 7 | 0.10 | 100.138 | 99.238 | 100.138 | 97.78 | 1223.32 |
| 40 | 2024.04.23 13:45 | t/p | 8 | 0.10 | 100.138 | 99.238 | 100.138 | 49.28 | 1272.60 |
| 41 | 2024.04.23 13:45 | t/p | 9 | 0.10 | 100.138 | 99.238 | 100.138 | 44.04 | 1316.64 |
| 42 | 2024.04.23 13:45 | t/p | 10 | 0.10 | 100.138 | 99.238 | 100.138 | 19.60 | 1336.23 |
| 43 | 2024.04.26 08:00 | sell | 11 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 44 | 2024.04.26 08:00 | modify | 11 | 0.10 | 102.527 | 103.227 | 101.027 | ||
| 45 | 2024.04.26 08:01 | sell | 12 | 0.10 | 101.776 | 0.000 | 0.000 | ||
| 46 | 2024.04.26 08:01 | modify | 12 | 0.10 | 101.776 | 102.452 | 101.027 | ||
| 47 | 2024.04.26 08:01 | modify | 11 | 0.10 | 102.527 | 102.452 | 101.027 | ||
| 48 | 2024.04.26 08:01 | sell | 13 | 0.10 | 101.699 | 0.000 | 0.000 | ||
| 49 | 2024.04.26 08:01 | modify | 13 | 0.10 | 101.699 | 102.077 | 101.027 | ||
| 50 | 2024.04.26 08:01 | modify | 12 | 0.10 | 101.776 | 102.077 | 101.027 | ||
| 51 | 2024.04.26 08:01 | modify | 11 | 0.10 | 102.527 | 102.077 | 101.027 | ||
| 52 | 2024.04.26 08:03 | s/l | 11 | 0.10 | 102.077 | 102.077 | 101.027 | 29.10 | 1365.33 |
| 53 | 2024.04.26 08:03 | s/l | 12 | 0.10 | 102.077 | 102.077 | 101.027 | -19.46 | 1345.87 |
| 54 | 2024.04.26 08:03 | s/l | 13 | 0.10 | 102.077 | 102.077 | 101.027 | -24.44 | 1321.43 |
| 55 | 2024.04.29 04:00 | sell | 14 | 0.10 | 104.644 | 0.000 | 0.000 | ||
| 56 | 2024.04.29 04:00 | modify | 14 | 0.10 | 104.644 | 105.344 | 103.144 | ||
| 57 | 2024.04.29 04:05 | sell | 15 | 0.10 | 103.888 | 0.000 | 0.000 | ||
| 58 | 2024.04.29 04:05 | modify | 15 | 0.10 | 103.888 | 104.569 | 103.144 | ||
| 59 | 2024.04.29 04:05 | modify | 14 | 0.10 | 104.644 | 104.569 | 103.144 | ||
| 60 | 2024.04.29 04:07 | sell | 16 | 0.10 | 103.815 | 0.000 | 0.000 | ||
| 61 | 2024.04.29 04:07 | modify | 16 | 0.10 | 103.815 | 104.194 | 103.144 | ||
| 62 | 2024.04.29 04:07 | modify | 15 | 0.10 | 103.888 | 104.194 | 103.144 | ||
| 63 | 2024.04.29 04:07 | modify | 14 | 0.10 | 104.644 | 104.194 | 103.144 | ||
| 64 | 2024.04.29 04:17 | sell | 17 | 0.10 | 103.440 | 0.000 | 0.000 | ||
| 65 | 2024.04.29 04:17 | modify | 17 | 0.10 | 103.440 | 104.044 | 103.144 | ||
| 66 | 2024.04.29 04:17 | modify | 16 | 0.10 | 103.815 | 104.044 | 103.144 | ||
| 67 | 2024.04.29 04:17 | modify | 15 | 0.10 | 103.888 | 104.044 | 103.144 | ||
| 68 | 2024.04.29 04:17 | modify | 14 | 0.10 | 104.644 | 104.044 | 103.144 | ||
| 69 | 2024.04.29 04:19 | t/p | 14 | 0.10 | 103.144 | 104.044 | 103.144 | 96.98 | 1418.41 |
| 70 | 2024.04.29 04:19 | t/p | 15 | 0.10 | 103.144 | 104.044 | 103.144 | 48.11 | 1466.52 |
| 71 | 2024.04.29 04:19 | t/p | 16 | 0.10 | 103.144 | 104.044 | 103.144 | 43.39 | 1509.91 |
| 72 | 2024.04.29 04:19 | t/p | 17 | 0.10 | 103.144 | 104.044 | 103.144 | 19.14 | 1529.05 |
| 73 | 2024.07.22 08:00 | buy | 18 | 0.10 | 104.521 | 0.000 | 0.000 | ||
| 74 | 2024.07.22 08:00 | modify | 18 | 0.10 | 104.521 | 103.821 | 106.021 | ||
| 75 | 2024.07.23 03:24 | s/l | 18 | 0.10 | 103.821 | 103.821 | 106.021 | -44.86 | 1484.19 |
| 76 | 2024.07.24 04:00 | buy | 19 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 77 | 2024.07.24 04:00 | modify | 19 | 0.10 | 102.278 | 101.578 | 103.778 | ||
| 78 | 2024.07.24 12:35 | s/l | 19 | 0.10 | 101.578 | 101.578 | 103.778 | -45.26 | 1438.93 |
| 79 | 2024.07.25 04:00 | buy | 20 | 0.10 | 99.830 | 0.000 | 0.000 | ||
| 80 | 2024.07.25 04:00 | modify | 20 | 0.10 | 99.830 | 99.130 | 101.330 | ||
| 81 | 2024.07.25 13:05 | buy | 21 | 0.10 | 100.580 | 0.000 | 0.000 | ||
| 82 | 2024.07.25 13:05 | modify | 21 | 0.10 | 100.580 | 99.905 | 101.330 | ||
| 83 | 2024.07.25 13:05 | modify | 20 | 0.10 | 99.830 | 99.905 | 101.330 | ||
| 84 | 2024.07.25 13:06 | buy | 22 | 0.10 | 100.657 | 0.000 | 0.000 | ||
| 85 | 2024.07.25 13:06 | modify | 22 | 0.10 | 100.657 | 100.280 | 101.330 | ||
| 86 | 2024.07.25 13:06 | modify | 21 | 0.10 | 100.580 | 100.280 | 101.330 | ||
| 87 | 2024.07.25 13:06 | modify | 20 | 0.10 | 99.830 | 100.280 | 101.330 | ||
| 88 | 2024.07.25 14:03 | s/l | 20 | 0.10 | 100.280 | 100.280 | 101.330 | 29.10 | 1468.03 |
| 89 | 2024.07.25 14:03 | s/l | 21 | 0.10 | 100.280 | 100.280 | 101.330 | -19.40 | 1448.63 |
| 90 | 2024.07.25 14:03 | s/l | 22 | 0.10 | 100.280 | 100.280 | 101.330 | -24.38 | 1424.25 |
| 91 | 2024.07.30 08:00 | sell | 23 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 92 | 2024.07.30 08:00 | modify | 23 | 0.10 | 101.475 | 102.175 | 99.975 | ||
| 93 | 2024.07.30 15:04 | sell | 24 | 0.10 | 100.723 | 0.000 | 0.000 | ||
| 94 | 2024.07.30 15:04 | modify | 24 | 0.10 | 100.723 | 101.400 | 99.975 | ||
| 95 | 2024.07.30 15:04 | modify | 23 | 0.10 | 101.475 | 101.400 | 99.975 | ||
| 96 | 2024.07.30 15:04 | sell | 25 | 0.10 | 100.637 | 0.000 | 0.000 | ||
| 97 | 2024.07.30 15:04 | modify | 25 | 0.10 | 100.637 | 101.025 | 99.975 | ||
| 98 | 2024.07.30 15:04 | modify | 24 | 0.10 | 100.723 | 101.025 | 99.975 | ||
| 99 | 2024.07.30 15:04 | modify | 23 | 0.10 | 101.475 | 101.025 | 99.975 | ||
| 100 | 2024.07.30 16:30 | sell | 26 | 0.10 | 100.272 | 0.000 | 0.000 | ||
| 101 | 2024.07.30 16:30 | modify | 26 | 0.10 | 100.272 | 100.875 | 99.975 | ||
| 102 | 2024.07.30 16:30 | modify | 25 | 0.10 | 100.637 | 100.875 | 99.975 | ||
| 103 | 2024.07.30 16:30 | modify | 24 | 0.10 | 100.723 | 100.875 | 99.975 | ||
| 104 | 2024.07.30 16:30 | modify | 23 | 0.10 | 101.475 | 100.875 | 99.975 | ||
| 105 | 2024.07.30 20:42 | t/p | 23 | 0.10 | 99.975 | 100.875 | 99.975 | 96.98 | 1521.23 |
| 106 | 2024.07.30 20:42 | t/p | 24 | 0.10 | 99.975 | 100.875 | 99.975 | 48.36 | 1569.59 |
| 107 | 2024.07.30 20:42 | t/p | 25 | 0.10 | 99.975 | 100.875 | 99.975 | 42.80 | 1612.39 |
| 108 | 2024.07.30 20:42 | t/p | 26 | 0.10 | 99.975 | 100.875 | 99.975 | 19.20 | 1631.59 |
| 109 | 2024.08.07 04:00 | sell | 27 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 110 | 2024.08.07 04:00 | modify | 27 | 0.10 | 96.543 | 97.243 | 95.043 | ||
| 111 | 2024.08.07 06:35 | sell | 28 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 112 | 2024.08.07 06:35 | modify | 28 | 0.10 | 95.789 | 96.468 | 95.043 | ||
| 113 | 2024.08.07 06:35 | modify | 27 | 0.10 | 96.543 | 96.468 | 95.043 | ||
| 114 | 2024.08.07 07:23 | sell | 29 | 0.10 | 95.717 | 0.000 | 0.000 | ||
| 115 | 2024.08.07 07:23 | modify | 29 | 0.10 | 95.717 | 96.093 | 95.043 | ||
| 116 | 2024.08.07 07:23 | modify | 28 | 0.10 | 95.789 | 96.093 | 95.043 | ||
| 117 | 2024.08.07 07:23 | modify | 27 | 0.10 | 96.543 | 96.093 | 95.043 | ||
| 118 | 2024.08.07 07:51 | s/l | 27 | 0.10 | 96.093 | 96.093 | 95.043 | 29.10 | 1660.69 |
| 119 | 2024.08.07 07:51 | s/l | 28 | 0.10 | 96.093 | 96.093 | 95.043 | -19.65 | 1641.04 |
| 120 | 2024.08.07 07:51 | s/l | 29 | 0.10 | 96.093 | 96.093 | 95.043 | -24.30 | 1616.74 |
| 121 | 2024.09.11 04:00 | buy | 30 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 122 | 2024.09.11 04:00 | modify | 30 | 0.10 | 94.077 | 93.377 | 95.577 | ||
| 123 | 2024.09.11 13:04 | buy | 31 | 0.10 | 94.827 | 0.000 | 0.000 | ||
| 124 | 2024.09.11 13:04 | modify | 31 | 0.10 | 94.827 | 94.152 | 95.577 | ||
| 125 | 2024.09.11 13:04 | modify | 30 | 0.10 | 94.077 | 94.152 | 95.577 | ||
| 126 | 2024.09.11 13:57 | s/l | 30 | 0.10 | 94.152 | 94.152 | 95.577 | 4.85 | 1621.59 |
| 127 | 2024.09.11 13:57 | s/l | 31 | 0.10 | 94.152 | 94.152 | 95.577 | -43.64 | 1577.95 |
| 128 | 2024.09.19 04:00 | sell | 32 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 129 | 2024.09.19 04:00 | modify | 32 | 0.10 | 97.255 | 97.955 | 95.755 | ||
| 130 | 2024.09.20 08:00 | s/l | 32 | 0.10 | 97.955 | 97.955 | 95.755 | -46.33 | 1531.62 |
| 131 | 2024.10.08 04:00 | buy | 33 | 0.10 | 99.617 | 0.000 | 0.000 | ||
| 132 | 2024.10.08 04:00 | modify | 33 | 0.10 | 99.617 | 98.917 | 101.117 | ||
| 133 | 2024.10.09 05:05 | buy | 34 | 0.10 | 100.368 | 0.000 | 0.000 | ||
| 134 | 2024.10.09 05:05 | modify | 34 | 0.10 | 100.368 | 99.692 | 101.117 | ||
| 135 | 2024.10.09 05:05 | modify | 33 | 0.10 | 99.617 | 99.692 | 101.117 | ||
| 136 | 2024.10.10 03:09 | buy | 35 | 0.10 | 100.443 | 0.000 | 0.000 | ||
| 137 | 2024.10.10 03:09 | modify | 35 | 0.10 | 100.443 | 100.067 | 101.117 | ||
| 138 | 2024.10.10 03:09 | modify | 34 | 0.10 | 100.368 | 100.067 | 101.117 | ||
| 139 | 2024.10.10 03:09 | modify | 33 | 0.10 | 99.617 | 100.067 | 101.117 | ||
| 140 | 2024.10.10 10:24 | s/l | 33 | 0.10 | 100.067 | 100.067 | 101.117 | 30.68 | 1562.30 |
| 141 | 2024.10.10 10:24 | s/l | 34 | 0.10 | 100.067 | 100.067 | 101.117 | -18.28 | 1544.02 |
| 142 | 2024.10.10 10:24 | s/l | 35 | 0.10 | 100.067 | 100.067 | 101.117 | -24.32 | 1519.70 |