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=0; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 545.59 | Gross profit | 666.65 | Gross loss | -121.06 |
| Profit factor | 5.51 | Expected payoff | 16.53 | ||
| Absolute drawdown | 56.89 | Maximal drawdown | 92.52 (8.79%) | Relative drawdown | 8.79% (92.52) |
| Total trades | 33 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
| Largest | profit trade | 65.42 | loss trade | -11.94 | |
| Average | profit trade | 31.75 | loss trade | -10.09 | |
| Maximum | consecutive wins (profit in money) | 10 (398.34) | consecutive losses (loss in money) | 3 (-26.26) | |
| Maximal | consecutive profit (count of wins) | 398.34 (10) | consecutive loss (count of losses) | -26.26 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.02 12:00 | sell | 1 | 0.10 | 96.792 | 0.000 | 0.000 | ||
| 2 | 2023.11.02 12:00 | modify | 1 | 0.10 | 96.792 | 97.992 | 95.792 | ||
| 3 | 2023.11.09 19:59 | sell | 2 | 0.10 | 96.372 | 0.000 | 0.000 | ||
| 4 | 2023.11.09 19:59 | modify | 2 | 0.10 | 96.372 | 96.542 | 95.792 | ||
| 5 | 2023.11.09 19:59 | modify | 1 | 0.10 | 96.792 | 96.542 | 95.792 | ||
| 6 | 2023.11.09 23:05 | sell | 3 | 0.10 | 96.224 | 0.000 | 0.000 | ||
| 7 | 2023.11.09 23:05 | modify | 3 | 0.10 | 96.224 | 96.542 | 95.792 | ||
| 8 | 2023.11.09 23:05 | sell | 4 | 0.10 | 96.224 | 0.000 | 0.000 | ||
| 9 | 2023.11.09 23:05 | modify | 4 | 0.10 | 96.224 | 96.392 | 95.792 | ||
| 10 | 2023.11.09 23:05 | modify | 2 | 0.10 | 96.372 | 96.392 | 95.792 | ||
| 11 | 2023.11.09 23:05 | modify | 1 | 0.10 | 96.792 | 96.392 | 95.792 | ||
| 12 | 2023.11.09 23:10 | modify | 3 | 0.10 | 96.224 | 96.392 | 95.792 | ||
| 13 | 2023.11.10 06:40 | s/l | 1 | 0.10 | 96.392 | 96.392 | 95.792 | 17.18 | 1017.18 |
| 14 | 2023.11.10 06:40 | s/l | 2 | 0.10 | 96.392 | 96.392 | 95.792 | -2.37 | 1014.81 |
| 15 | 2023.11.10 06:40 | s/l | 3 | 0.10 | 96.392 | 96.392 | 95.792 | -11.94 | 1002.86 |
| 16 | 2023.11.10 06:40 | s/l | 4 | 0.10 | 96.392 | 96.392 | 95.792 | -11.94 | 990.92 |
| 17 | 2023.12.18 12:00 | sell | 5 | 0.10 | 95.988 | 0.000 | 0.000 | ||
| 18 | 2023.12.18 12:00 | modify | 5 | 0.10 | 95.988 | 97.188 | 94.988 | ||
| 19 | 2023.12.19 00:25 | sell | 6 | 0.10 | 95.586 | 0.000 | 0.000 | ||
| 20 | 2023.12.19 00:25 | modify | 6 | 0.10 | 95.586 | 95.738 | 94.988 | ||
| 21 | 2023.12.19 00:25 | modify | 5 | 0.10 | 95.988 | 95.738 | 94.988 | ||
| 22 | 2023.12.19 00:40 | s/l | 5 | 0.10 | 95.738 | 95.738 | 94.988 | 15.08 | 1006.00 |
| 23 | 2023.12.19 00:40 | s/l | 6 | 0.10 | 95.738 | 95.738 | 94.988 | -9.82 | 996.18 |
| 24 | 2023.12.28 12:00 | buy | 7 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 25 | 2023.12.28 12:00 | modify | 7 | 0.10 | 96.317 | 95.117 | 97.317 | ||
| 26 | 2023.12.28 16:35 | buy | 8 | 0.10 | 96.727 | 0.000 | 0.000 | ||
| 27 | 2023.12.28 16:35 | modify | 8 | 0.10 | 96.727 | 96.567 | 97.317 | ||
| 28 | 2023.12.28 16:35 | modify | 7 | 0.10 | 96.317 | 96.567 | 97.317 | ||
| 29 | 2023.12.28 16:40 | s/l | 7 | 0.10 | 96.567 | 96.567 | 97.317 | 16.16 | 1012.34 |
| 30 | 2023.12.28 16:40 | s/l | 8 | 0.10 | 96.567 | 96.567 | 97.317 | -10.34 | 1002.00 |
| 31 | 2024.01.19 12:00 | sell | 9 | 0.10 | 97.650 | 0.000 | 0.000 | ||
| 32 | 2024.01.19 12:00 | modify | 9 | 0.10 | 97.650 | 98.850 | 96.650 | ||
| 33 | 2024.01.22 20:40 | sell | 10 | 0.10 | 97.238 | 0.000 | 0.000 | ||
| 34 | 2024.01.22 20:40 | modify | 10 | 0.10 | 97.238 | 97.400 | 96.650 | ||
| 35 | 2024.01.22 20:40 | modify | 9 | 0.10 | 97.650 | 97.400 | 96.650 | ||
| 36 | 2024.01.23 00:20 | s/l | 9 | 0.10 | 97.400 | 97.400 | 96.650 | 13.99 | 1015.99 |
| 37 | 2024.01.23 00:20 | s/l | 10 | 0.10 | 97.400 | 97.400 | 96.650 | -11.55 | 1004.44 |
| 38 | 2024.02.20 12:00 | sell | 11 | 0.10 | 98.489 | 0.000 | 0.000 | ||
| 39 | 2024.02.20 12:00 | modify | 11 | 0.10 | 98.489 | 99.689 | 97.489 | ||
| 40 | 2024.02.28 05:40 | sell | 12 | 0.10 | 98.088 | 0.000 | 0.000 | ||
| 41 | 2024.02.28 05:40 | modify | 12 | 0.10 | 98.088 | 98.239 | 97.489 | ||
| 42 | 2024.02.28 05:40 | modify | 11 | 0.10 | 98.489 | 98.239 | 97.489 | ||
| 43 | 2024.02.28 11:45 | sell | 13 | 0.10 | 97.922 | 0.000 | 0.000 | ||
| 44 | 2024.02.28 11:45 | modify | 13 | 0.10 | 97.922 | 98.239 | 97.489 | ||
| 45 | 2024.02.28 11:45 | sell | 14 | 0.10 | 97.922 | 0.000 | 0.000 | ||
| 46 | 2024.02.28 11:45 | modify | 14 | 0.10 | 97.922 | 98.089 | 97.489 | ||
| 47 | 2024.02.28 11:45 | modify | 12 | 0.10 | 98.088 | 98.089 | 97.489 | ||
| 48 | 2024.02.28 11:45 | modify | 11 | 0.10 | 98.489 | 98.089 | 97.489 | ||
| 49 | 2024.02.28 11:50 | modify | 13 | 0.10 | 97.922 | 98.089 | 97.489 | ||
| 50 | 2024.02.29 07:40 | t/p | 11 | 0.10 | 97.489 | 98.089 | 97.489 | 52.71 | 1057.15 |
| 51 | 2024.02.29 07:40 | t/p | 12 | 0.10 | 97.489 | 98.089 | 97.489 | 35.46 | 1092.61 |
| 52 | 2024.02.29 07:40 | t/p | 13 | 0.10 | 97.489 | 98.089 | 97.489 | 24.74 | 1117.35 |
| 53 | 2024.02.29 07:40 | t/p | 14 | 0.10 | 97.489 | 98.089 | 97.489 | 24.74 | 1142.09 |
| 54 | 2024.03.11 12:00 | buy | 15 | 0.10 | 97.039 | 0.000 | 0.000 | ||
| 55 | 2024.03.11 12:00 | modify | 15 | 0.10 | 97.039 | 95.839 | 98.039 | ||
| 56 | 2024.03.12 05:40 | buy | 16 | 0.10 | 97.607 | 0.000 | 0.000 | ||
| 57 | 2024.03.12 05:40 | modify | 16 | 0.10 | 97.607 | 97.289 | 98.039 | ||
| 58 | 2024.03.12 05:40 | buy | 17 | 0.10 | 97.607 | 0.000 | 0.000 | ||
| 59 | 2024.03.12 05:40 | modify | 17 | 0.10 | 97.607 | 97.439 | 98.039 | ||
| 60 | 2024.03.12 05:40 | modify | 15 | 0.10 | 97.039 | 97.439 | 98.039 | ||
| 61 | 2024.03.12 05:45 | modify | 16 | 0.10 | 97.607 | 97.439 | 98.039 | ||
| 62 | 2024.03.12 06:30 | s/l | 15 | 0.10 | 97.439 | 97.439 | 98.039 | 26.25 | 1168.33 |
| 63 | 2024.03.12 06:30 | s/l | 16 | 0.10 | 97.439 | 97.439 | 98.039 | -10.86 | 1157.47 |
| 64 | 2024.03.12 06:30 | s/l | 17 | 0.10 | 97.439 | 97.439 | 98.039 | -10.86 | 1146.61 |
| 65 | 2024.04.09 12:00 | sell | 18 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 66 | 2024.04.09 12:00 | modify | 18 | 0.10 | 100.501 | 101.701 | 99.501 | ||
| 67 | 2024.04.10 12:30 | sell | 19 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 68 | 2024.04.10 12:30 | modify | 19 | 0.10 | 99.945 | 100.251 | 99.501 | ||
| 69 | 2024.04.10 12:30 | sell | 20 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 70 | 2024.04.10 12:30 | modify | 20 | 0.10 | 99.945 | 100.101 | 99.501 | ||
| 71 | 2024.04.10 12:30 | modify | 18 | 0.10 | 100.501 | 100.101 | 99.501 | ||
| 72 | 2024.04.10 12:35 | modify | 19 | 0.10 | 99.945 | 100.101 | 99.501 | ||
| 73 | 2024.04.10 13:40 | t/p | 18 | 0.10 | 99.501 | 100.101 | 99.501 | 63.55 | 1210.16 |
| 74 | 2024.04.10 13:40 | t/p | 19 | 0.10 | 99.501 | 100.101 | 99.501 | 28.69 | 1238.85 |
| 75 | 2024.04.10 13:40 | t/p | 20 | 0.10 | 99.501 | 100.101 | 99.501 | 28.69 | 1267.54 |
| 76 | 2024.05.02 12:00 | buy | 21 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 77 | 2024.05.02 12:00 | modify | 21 | 0.10 | 101.068 | 99.868 | 102.068 | ||
| 78 | 2024.05.06 00:45 | buy | 22 | 0.10 | 101.486 | 0.000 | 0.000 | ||
| 79 | 2024.05.06 00:45 | modify | 22 | 0.10 | 101.486 | 101.318 | 102.068 | ||
| 80 | 2024.05.06 00:45 | modify | 21 | 0.10 | 101.068 | 101.318 | 102.068 | ||
| 81 | 2024.05.06 23:06 | t/p | 21 | 0.10 | 102.068 | 101.318 | 102.068 | 65.42 | 1332.96 |
| 82 | 2024.05.06 23:06 | t/p | 22 | 0.10 | 102.068 | 101.318 | 102.068 | 37.62 | 1370.58 |
| 83 | 2024.06.04 12:00 | buy | 23 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 84 | 2024.06.04 12:00 | modify | 23 | 0.10 | 102.867 | 101.667 | 103.867 | ||
| 85 | 2024.06.05 00:30 | buy | 24 | 0.10 | 103.269 | 0.000 | 0.000 | ||
| 86 | 2024.06.05 00:30 | modify | 24 | 0.10 | 103.269 | 103.117 | 103.867 | ||
| 87 | 2024.06.05 00:30 | modify | 23 | 0.10 | 102.867 | 103.117 | 103.867 | ||
| 88 | 2024.06.05 01:30 | buy | 25 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 89 | 2024.06.05 01:30 | modify | 25 | 0.10 | 103.445 | 103.117 | 103.867 | ||
| 90 | 2024.06.05 01:30 | buy | 26 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 91 | 2024.06.05 01:30 | modify | 26 | 0.10 | 103.445 | 103.267 | 103.867 | ||
| 92 | 2024.06.05 01:30 | modify | 24 | 0.10 | 103.269 | 103.267 | 103.867 | ||
| 93 | 2024.06.05 01:30 | modify | 23 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 94 | 2024.06.05 01:35 | modify | 25 | 0.10 | 103.445 | 103.267 | 103.867 | ||
| 95 | 2024.06.05 07:30 | t/p | 23 | 0.10 | 103.867 | 103.267 | 103.867 | 65.03 | 1435.61 |
| 96 | 2024.06.05 07:30 | t/p | 24 | 0.10 | 103.867 | 103.267 | 103.867 | 38.65 | 1474.26 |
| 97 | 2024.06.05 07:30 | t/p | 25 | 0.10 | 103.867 | 103.267 | 103.867 | 27.27 | 1501.53 |
| 98 | 2024.06.05 07:30 | t/p | 26 | 0.10 | 103.867 | 103.267 | 103.867 | 27.27 | 1528.80 |
| 99 | 2024.09.19 12:00 | sell | 27 | 0.10 | 97.471 | 0.000 | 0.000 | ||
| 100 | 2024.09.19 12:00 | modify | 27 | 0.10 | 97.471 | 98.671 | 96.471 | ||
| 101 | 2024.09.19 22:40 | sell | 28 | 0.10 | 97.065 | 0.000 | 0.000 | ||
| 102 | 2024.09.19 22:40 | modify | 28 | 0.10 | 97.065 | 97.221 | 96.471 | ||
| 103 | 2024.09.19 22:40 | modify | 27 | 0.10 | 97.471 | 97.221 | 96.471 | ||
| 104 | 2024.09.19 23:20 | s/l | 27 | 0.10 | 97.221 | 97.221 | 96.471 | 16.16 | 1544.96 |
| 105 | 2024.09.19 23:20 | s/l | 28 | 0.10 | 97.221 | 97.221 | 96.471 | -10.08 | 1534.88 |
| 106 | 2024.09.20 12:00 | sell | 29 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 107 | 2024.09.20 12:00 | modify | 29 | 0.10 | 98.213 | 99.413 | 97.213 | ||
| 108 | 2024.09.20 14:15 | sell | 30 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 109 | 2024.09.20 14:15 | modify | 30 | 0.10 | 97.785 | 97.963 | 97.213 | ||
| 110 | 2024.09.20 14:15 | modify | 29 | 0.10 | 98.213 | 97.963 | 97.213 | ||
| 111 | 2024.09.20 14:20 | s/l | 29 | 0.10 | 97.963 | 97.963 | 97.213 | 16.15 | 1551.03 |
| 112 | 2024.09.20 14:20 | s/l | 30 | 0.10 | 97.963 | 97.963 | 97.213 | -11.51 | 1539.52 |
| 113 | 2024.09.25 12:00 | sell | 31 | 0.10 | 99.239 | 0.000 | 0.000 | ||
| 114 | 2024.09.25 12:00 | modify | 31 | 0.10 | 99.239 | 100.439 | 98.239 | ||
| 115 | 2024.09.25 15:40 | sell | 32 | 0.10 | 98.686 | 0.000 | 0.000 | ||
| 116 | 2024.09.25 15:40 | modify | 32 | 0.10 | 98.686 | 98.989 | 98.239 | ||
| 117 | 2024.09.25 15:40 | sell | 33 | 0.10 | 98.686 | 0.000 | 0.000 | ||
| 118 | 2024.09.25 15:40 | modify | 33 | 0.10 | 98.686 | 98.839 | 98.239 | ||
| 119 | 2024.09.25 15:40 | modify | 31 | 0.10 | 99.239 | 98.839 | 98.239 | ||
| 120 | 2024.09.25 15:45 | modify | 32 | 0.10 | 98.686 | 98.839 | 98.239 | ||
| 121 | 2024.09.25 15:55 | s/l | 31 | 0.10 | 98.839 | 98.839 | 98.239 | 25.85 | 1565.37 |
| 122 | 2024.09.25 15:55 | s/l | 32 | 0.10 | 98.839 | 98.839 | 98.239 | -9.89 | 1555.48 |
| 123 | 2024.09.25 15:55 | s/l | 33 | 0.10 | 98.839 | 98.839 | 98.239 | -9.89 | 1545.59 |