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=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 | 1912 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 262.68 | Gross profit | 499.69 | Gross loss | -237.01 |
| Profit factor | 2.11 | Expected payoff | 6.74 | ||
| Absolute drawdown | 56.90 | Maximal drawdown | 140.51 (11.58%) | Relative drawdown | 11.58% (140.51) |
| Total trades | 39 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 21 (53.85%) | Loss trades (% of total) | 18 (46.15%) | ||
| Largest | profit trade | 65.03 | loss trade | -85.12 | |
| Average | profit trade | 23.79 | loss trade | -13.17 | |
| Maximum | consecutive wins (profit in money) | 6 (165.99) | consecutive losses (loss in money) | 3 (-104.64) | |
| Maximal | consecutive profit (count of wins) | 177.69 (5) | consecutive loss (count of losses) | -104.64 (3) | |
| Average | consecutive wins | 2 | 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 19:18 | sell | 2 | 0.10 | 96.389 | 0.000 | 0.000 | ||
| 4 | 2023.11.09 19:18 | modify | 2 | 0.10 | 96.389 | 96.542 | 95.792 | ||
| 5 | 2023.11.09 19:18 | modify | 1 | 0.10 | 96.792 | 96.542 | 95.792 | ||
| 6 | 2023.11.09 23:21 | sell | 3 | 0.10 | 96.241 | 0.000 | 0.000 | ||
| 7 | 2023.11.09 23:21 | modify | 3 | 0.10 | 96.241 | 96.542 | 95.792 | ||
| 8 | 2023.11.09 23:21 | sell | 4 | 0.10 | 96.241 | 0.000 | 0.000 | ||
| 9 | 2023.11.09 23:21 | modify | 4 | 0.10 | 96.241 | 96.392 | 95.792 | ||
| 10 | 2023.11.09 23:21 | modify | 2 | 0.10 | 96.389 | 96.392 | 95.792 | ||
| 11 | 2023.11.09 23:21 | modify | 1 | 0.10 | 96.792 | 96.392 | 95.792 | ||
| 12 | 2023.11.09 23:21 | modify | 3 | 0.10 | 96.241 | 96.392 | 95.792 | ||
| 13 | 2023.11.10 06:37 | s/l | 1 | 0.10 | 96.392 | 96.392 | 95.792 | 17.18 | 1017.18 |
| 14 | 2023.11.10 06:37 | s/l | 2 | 0.10 | 96.392 | 96.392 | 95.792 | -1.28 | 1015.90 |
| 15 | 2023.11.10 06:37 | s/l | 3 | 0.10 | 96.392 | 96.392 | 95.792 | -10.84 | 1005.05 |
| 16 | 2023.11.10 06:37 | s/l | 4 | 0.10 | 96.392 | 96.392 | 95.792 | -10.84 | 994.21 |
| 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 00:01 | sell | 6 | 0.10 | 95.580 | 0.000 | 0.000 | ||
| 20 | 2023.12.19 00:01 | modify | 6 | 0.10 | 95.580 | 95.738 | 94.988 | ||
| 21 | 2023.12.19 00:01 | modify | 5 | 0.10 | 95.988 | 95.738 | 94.988 | ||
| 22 | 2023.12.19 00:54 | s/l | 5 | 0.10 | 95.738 | 95.738 | 94.988 | 15.08 | 1009.29 |
| 23 | 2023.12.19 00:54 | s/l | 6 | 0.10 | 95.738 | 95.738 | 94.988 | -10.21 | 999.08 |
| 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 16:00 | buy | 8 | 0.10 | 96.721 | 0.000 | 0.000 | ||
| 27 | 2023.12.28 16:00 | modify | 8 | 0.10 | 96.721 | 96.567 | 97.317 | ||
| 28 | 2023.12.28 16:00 | modify | 7 | 0.10 | 96.317 | 96.567 | 97.317 | ||
| 29 | 2023.12.28 16:01 | buy | 9 | 0.10 | 96.868 | 0.000 | 0.000 | ||
| 30 | 2023.12.28 16:01 | modify | 9 | 0.10 | 96.868 | 96.567 | 97.317 | ||
| 31 | 2023.12.28 16:01 | buy | 10 | 0.10 | 96.868 | 0.000 | 0.000 | ||
| 32 | 2023.12.28 16:01 | modify | 10 | 0.10 | 96.868 | 96.717 | 97.317 | ||
| 33 | 2023.12.28 16:01 | modify | 8 | 0.10 | 96.721 | 96.717 | 97.317 | ||
| 34 | 2023.12.28 16:01 | modify | 7 | 0.10 | 96.317 | 96.717 | 97.317 | ||
| 35 | 2023.12.28 16:01 | modify | 9 | 0.10 | 96.868 | 96.717 | 97.317 | ||
| 36 | 2023.12.28 16:03 | s/l | 7 | 0.10 | 96.717 | 96.717 | 97.317 | 25.86 | 1024.94 |
| 37 | 2023.12.28 16:03 | s/l | 8 | 0.10 | 96.717 | 96.717 | 97.317 | -0.26 | 1024.68 |
| 38 | 2023.12.28 16:03 | s/l | 9 | 0.10 | 96.717 | 96.717 | 97.317 | -9.76 | 1014.92 |
| 39 | 2023.12.28 16:03 | s/l | 10 | 0.10 | 96.717 | 96.717 | 97.317 | -9.76 | 1005.16 |
| 40 | 2024.01.19 12:00 | sell | 11 | 0.10 | 97.650 | 0.000 | 0.000 | ||
| 41 | 2024.01.19 12:00 | modify | 11 | 0.10 | 97.650 | 98.850 | 96.650 | ||
| 42 | 2024.01.22 20:06 | sell | 12 | 0.10 | 97.249 | 0.000 | 0.000 | ||
| 43 | 2024.01.22 20:06 | modify | 12 | 0.10 | 97.249 | 97.400 | 96.650 | ||
| 44 | 2024.01.22 20:06 | modify | 11 | 0.10 | 97.650 | 97.400 | 96.650 | ||
| 45 | 2024.01.23 00:02 | s/l | 11 | 0.10 | 97.400 | 97.400 | 96.650 | 13.98 | 1019.14 |
| 46 | 2024.01.23 00:02 | s/l | 12 | 0.10 | 97.400 | 97.400 | 96.650 | -10.84 | 1008.30 |
| 47 | 2024.02.20 12:00 | sell | 13 | 0.10 | 98.489 | 0.000 | 0.000 | ||
| 48 | 2024.02.20 12:00 | modify | 13 | 0.10 | 98.489 | 99.689 | 97.489 | ||
| 49 | 2024.02.28 05:36 | sell | 14 | 0.10 | 98.088 | 0.000 | 0.000 | ||
| 50 | 2024.02.28 05:36 | modify | 14 | 0.10 | 98.088 | 98.239 | 97.489 | ||
| 51 | 2024.02.28 05:36 | modify | 13 | 0.10 | 98.489 | 98.239 | 97.489 | ||
| 52 | 2024.02.28 09:10 | sell | 15 | 0.10 | 97.938 | 0.000 | 0.000 | ||
| 53 | 2024.02.28 09:10 | modify | 15 | 0.10 | 97.938 | 98.239 | 97.489 | ||
| 54 | 2024.02.28 09:10 | sell | 16 | 0.10 | 97.938 | 0.000 | 0.000 | ||
| 55 | 2024.02.28 09:10 | modify | 16 | 0.10 | 97.938 | 98.089 | 97.489 | ||
| 56 | 2024.02.28 09:10 | modify | 14 | 0.10 | 98.088 | 98.089 | 97.489 | ||
| 57 | 2024.02.28 09:10 | modify | 13 | 0.10 | 98.489 | 98.089 | 97.489 | ||
| 58 | 2024.02.28 09:10 | modify | 15 | 0.10 | 97.938 | 98.089 | 97.489 | ||
| 59 | 2024.02.29 07:33 | t/p | 13 | 0.10 | 97.489 | 98.089 | 97.489 | 52.72 | 1061.02 |
| 60 | 2024.02.29 07:33 | t/p | 14 | 0.10 | 97.489 | 98.089 | 97.489 | 35.47 | 1096.49 |
| 61 | 2024.02.29 07:33 | t/p | 15 | 0.10 | 97.489 | 98.089 | 97.489 | 25.77 | 1122.26 |
| 62 | 2024.02.29 07:33 | t/p | 16 | 0.10 | 97.489 | 98.089 | 97.489 | 25.77 | 1148.03 |
| 63 | 2024.03.11 12:00 | buy | 17 | 0.10 | 97.039 | 0.000 | 0.000 | ||
| 64 | 2024.03.11 12:00 | modify | 17 | 0.10 | 97.039 | 95.839 | 98.039 | ||
| 65 | 2024.03.12 02:17 | buy | 18 | 0.10 | 97.439 | 0.000 | 0.000 | ||
| 66 | 2024.03.12 02:17 | modify | 18 | 0.10 | 97.439 | 97.289 | 98.039 | ||
| 67 | 2024.03.12 02:17 | modify | 17 | 0.10 | 97.039 | 97.289 | 98.039 | ||
| 68 | 2024.03.12 05:07 | buy | 19 | 0.10 | 97.590 | 0.000 | 0.000 | ||
| 69 | 2024.03.12 05:07 | modify | 19 | 0.10 | 97.590 | 97.289 | 98.039 | ||
| 70 | 2024.03.12 05:07 | buy | 20 | 0.10 | 97.590 | 0.000 | 0.000 | ||
| 71 | 2024.03.12 05:07 | modify | 20 | 0.10 | 97.590 | 97.439 | 98.039 | ||
| 72 | 2024.03.12 05:07 | modify | 18 | 0.10 | 97.439 | 97.439 | 98.039 | ||
| 73 | 2024.03.12 05:07 | modify | 17 | 0.10 | 97.039 | 97.439 | 98.039 | ||
| 74 | 2024.03.12 05:07 | modify | 19 | 0.10 | 97.590 | 97.439 | 98.039 | ||
| 75 | 2024.03.12 06:08 | s/l | 17 | 0.10 | 97.439 | 97.439 | 98.039 | 26.26 | 1174.28 |
| 76 | 2024.03.12 06:08 | s/l | 18 | 0.10 | 97.439 | 97.439 | 98.039 | 0.00 | 1174.28 |
| 77 | 2024.03.12 06:08 | s/l | 19 | 0.10 | 97.439 | 97.439 | 98.039 | -9.76 | 1164.52 |
| 78 | 2024.03.12 06:08 | s/l | 20 | 0.10 | 97.439 | 97.439 | 98.039 | -9.76 | 1154.76 |
| 79 | 2024.04.09 12:00 | sell | 21 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 80 | 2024.04.09 12:00 | modify | 21 | 0.10 | 100.501 | 101.701 | 99.501 | ||
| 81 | 2024.04.10 12:30 | sell | 22 | 0.10 | 100.098 | 0.000 | 0.000 | ||
| 82 | 2024.04.10 12:30 | modify | 22 | 0.10 | 100.098 | 100.251 | 99.501 | ||
| 83 | 2024.04.10 12:30 | modify | 21 | 0.10 | 100.501 | 100.251 | 99.501 | ||
| 84 | 2024.04.10 12:30 | s/l | 21 | 0.10 | 100.251 | 100.251 | 99.501 | 15.08 | 1169.84 |
| 85 | 2024.04.10 12:30 | s/l | 22 | 0.10 | 100.251 | 100.251 | 99.501 | -9.89 | 1159.95 |
| 86 | 2024.05.02 12:00 | buy | 23 | 0.10 | 101.068 | 0.000 | 0.000 | ||
| 87 | 2024.05.02 12:00 | modify | 23 | 0.10 | 101.068 | 99.868 | 102.068 | ||
| 88 | 2024.05.05 23:33 | buy | 24 | 0.10 | 101.471 | 0.000 | 0.000 | ||
| 89 | 2024.05.05 23:33 | modify | 24 | 0.10 | 101.471 | 101.318 | 102.068 | ||
| 90 | 2024.05.05 23:33 | modify | 23 | 0.10 | 101.068 | 101.318 | 102.068 | ||
| 91 | 2024.05.06 00:04 | buy | 25 | 0.10 | 101.619 | 0.000 | 0.000 | ||
| 92 | 2024.05.06 00:04 | modify | 25 | 0.10 | 101.619 | 101.318 | 102.068 | ||
| 93 | 2024.05.06 00:04 | buy | 26 | 0.10 | 101.619 | 0.000 | 0.000 | ||
| 94 | 2024.05.06 00:04 | modify | 26 | 0.10 | 101.619 | 101.468 | 102.068 | ||
| 95 | 2024.05.06 00:04 | modify | 24 | 0.10 | 101.471 | 101.468 | 102.068 | ||
| 96 | 2024.05.06 00:04 | modify | 23 | 0.10 | 101.068 | 101.468 | 102.068 | ||
| 97 | 2024.05.06 00:04 | modify | 25 | 0.10 | 101.619 | 101.468 | 102.068 | ||
| 98 | 2024.05.06 00:20 | s/l | 23 | 0.10 | 101.468 | 101.468 | 102.068 | 26.64 | 1186.59 |
| 99 | 2024.05.06 00:20 | s/l | 24 | 0.10 | 101.468 | 101.468 | 102.068 | 0.20 | 1186.79 |
| 100 | 2024.05.06 00:20 | s/l | 25 | 0.10 | 101.468 | 101.468 | 102.068 | -9.76 | 1177.03 |
| 101 | 2024.05.06 00:20 | s/l | 26 | 0.10 | 101.468 | 101.468 | 102.068 | -9.76 | 1167.27 |
| 102 | 2024.05.06 12:00 | sell | 27 | 0.10 | 101.936 | 0.000 | 0.000 | ||
| 103 | 2024.05.06 12:00 | modify | 27 | 0.10 | 101.936 | 103.136 | 100.936 | ||
| 104 | 2024.05.13 11:23 | s/l | 27 | 0.10 | 103.136 | 103.136 | 100.936 | -85.12 | 1082.14 |
| 105 | 2024.06.04 12:00 | buy | 28 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 106 | 2024.06.04 12:00 | modify | 28 | 0.10 | 102.867 | 101.667 | 103.867 | ||
| 107 | 2024.06.05 00:13 | buy | 29 | 0.10 | 103.270 | 0.000 | 0.000 | ||
| 108 | 2024.06.05 00:13 | modify | 29 | 0.10 | 103.270 | 103.117 | 103.867 | ||
| 109 | 2024.06.05 00:13 | modify | 28 | 0.10 | 102.867 | 103.117 | 103.867 | ||
| 110 | 2024.06.05 01:45 | buy | 30 | 0.10 | 103.419 | 0.000 | 0.000 | ||
| 111 | 2024.06.05 01:45 | modify | 30 | 0.10 | 103.419 | 103.117 | 103.867 | ||
| 112 | 2024.06.05 01:45 | buy | 31 | 0.10 | 103.419 | 0.000 | 0.000 | ||
| 113 | 2024.06.05 01:45 | modify | 31 | 0.10 | 103.419 | 103.267 | 103.867 | ||
| 114 | 2024.06.05 01:45 | modify | 29 | 0.10 | 103.270 | 103.267 | 103.867 | ||
| 115 | 2024.06.05 01:45 | modify | 28 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 116 | 2024.06.05 01:45 | modify | 30 | 0.10 | 103.419 | 103.267 | 103.867 | ||
| 117 | 2024.06.05 07:34 | t/p | 28 | 0.10 | 103.867 | 103.267 | 103.867 | 65.03 | 1147.17 |
| 118 | 2024.06.05 07:34 | t/p | 29 | 0.10 | 103.867 | 103.267 | 103.867 | 38.59 | 1185.76 |
| 119 | 2024.06.05 07:34 | t/p | 30 | 0.10 | 103.867 | 103.267 | 103.867 | 28.96 | 1214.72 |
| 120 | 2024.06.05 07:34 | t/p | 31 | 0.10 | 103.867 | 103.267 | 103.867 | 28.96 | 1243.68 |
| 121 | 2024.09.19 12:00 | sell | 32 | 0.10 | 97.471 | 0.000 | 0.000 | ||
| 122 | 2024.09.19 12:00 | modify | 32 | 0.10 | 97.471 | 98.671 | 96.471 | ||
| 123 | 2024.09.19 21:06 | sell | 33 | 0.10 | 97.067 | 0.000 | 0.000 | ||
| 124 | 2024.09.19 21:06 | modify | 33 | 0.10 | 97.067 | 97.221 | 96.471 | ||
| 125 | 2024.09.19 21:06 | modify | 32 | 0.10 | 97.471 | 97.221 | 96.471 | ||
| 126 | 2024.09.19 23:06 | s/l | 32 | 0.10 | 97.221 | 97.221 | 96.471 | 16.15 | 1259.83 |
| 127 | 2024.09.19 23:06 | s/l | 33 | 0.10 | 97.221 | 97.221 | 96.471 | -9.95 | 1249.88 |
| 128 | 2024.09.20 12:00 | sell | 34 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 129 | 2024.09.20 12:00 | modify | 34 | 0.10 | 98.213 | 99.413 | 97.213 | ||
| 130 | 2024.09.20 13:11 | sell | 35 | 0.10 | 97.811 | 0.000 | 0.000 | ||
| 131 | 2024.09.20 13:11 | modify | 35 | 0.10 | 97.811 | 97.963 | 97.213 | ||
| 132 | 2024.09.20 13:11 | modify | 34 | 0.10 | 98.213 | 97.963 | 97.213 | ||
| 133 | 2024.09.20 13:28 | s/l | 34 | 0.10 | 97.963 | 97.963 | 97.213 | 16.15 | 1266.03 |
| 134 | 2024.09.20 13:28 | s/l | 35 | 0.10 | 97.963 | 97.963 | 97.213 | -9.82 | 1256.21 |
| 135 | 2024.09.25 12:00 | sell | 36 | 0.10 | 99.239 | 0.000 | 0.000 | ||
| 136 | 2024.09.25 12:00 | modify | 36 | 0.10 | 99.239 | 100.439 | 98.239 | ||
| 137 | 2024.09.25 15:44 | sell | 37 | 0.10 | 98.839 | 0.000 | 0.000 | ||
| 138 | 2024.09.25 15:44 | modify | 37 | 0.10 | 98.839 | 98.989 | 98.239 | ||
| 139 | 2024.09.25 15:44 | modify | 36 | 0.10 | 99.239 | 98.989 | 98.239 | ||
| 140 | 2024.09.25 15:57 | sell | 38 | 0.10 | 98.689 | 0.000 | 0.000 | ||
| 141 | 2024.09.25 15:57 | modify | 38 | 0.10 | 98.689 | 98.989 | 98.239 | ||
| 142 | 2024.09.25 15:57 | sell | 39 | 0.10 | 98.689 | 0.000 | 0.000 | ||
| 143 | 2024.09.25 15:57 | modify | 39 | 0.10 | 98.689 | 98.839 | 98.239 | ||
| 144 | 2024.09.25 15:57 | modify | 37 | 0.10 | 98.839 | 98.839 | 98.239 | ||
| 145 | 2024.09.25 15:57 | modify | 36 | 0.10 | 99.239 | 98.839 | 98.239 | ||
| 146 | 2024.09.25 15:57 | modify | 38 | 0.10 | 98.689 | 98.839 | 98.239 | ||
| 147 | 2024.09.25 18:47 | s/l | 36 | 0.10 | 98.839 | 98.839 | 98.239 | 25.85 | 1282.06 |
| 148 | 2024.09.25 18:47 | s/l | 37 | 0.10 | 98.839 | 98.839 | 98.239 | 0.00 | 1282.06 |
| 149 | 2024.09.25 18:47 | s/l | 38 | 0.10 | 98.839 | 98.839 | 98.239 | -9.69 | 1272.37 |
| 150 | 2024.09.25 18:47 | s/l | 39 | 0.10 | 98.839 | 98.839 | 98.239 | -9.69 | 1262.68 |