Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2615 | Ticks modelled | 79521 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 598.45 | Gross profit | 870.26 | Gross loss | -271.81 |
| Profit factor | 3.20 | Expected payoff | 23.94 | ||
| Absolute drawdown | 7.79 | Maximal drawdown | 151.03 (9.08%) | Relative drawdown | 10.91% (124.39) |
| Total trades | 25 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 103.32 | loss trade | -77.24 | |
| Average | profit trade | 48.35 | loss trade | -38.83 | |
| Maximum | consecutive wins (profit in money) | 7 (325.18) | consecutive losses (loss in money) | 2 (-92.19) | |
| Maximal | consecutive profit (count of wins) | 325.18 (7) | consecutive loss (count of losses) | -92.19 (2) | |
| Average | consecutive wins | 4 | 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 | 94.679 | 97.279 | ||
| 3 | 2024.02.01 17:40 | buy | 2 | 0.10 | 96.179 | 0.000 | 0.000 | ||
| 4 | 2024.02.01 17:40 | modify | 2 | 0.10 | 96.179 | 95.854 | 97.279 | ||
| 5 | 2024.02.01 17:40 | modify | 1 | 0.10 | 95.779 | 95.854 | 97.279 | ||
| 6 | 2024.02.02 03:15 | buy | 3 | 0.10 | 96.605 | 0.000 | 0.000 | ||
| 7 | 2024.02.02 03:15 | modify | 3 | 0.10 | 96.605 | 96.454 | 97.279 | ||
| 8 | 2024.02.02 03:15 | modify | 2 | 0.10 | 96.179 | 96.454 | 97.279 | ||
| 9 | 2024.02.02 03:15 | modify | 1 | 0.10 | 95.779 | 96.454 | 97.279 | ||
| 10 | 2024.02.02 09:40 | buy | 4 | 0.10 | 96.921 | 0.000 | 0.000 | ||
| 11 | 2024.02.02 09:40 | modify | 4 | 0.10 | 96.921 | 96.679 | 97.279 | ||
| 12 | 2024.02.02 09:40 | modify | 3 | 0.10 | 96.605 | 96.679 | 97.279 | ||
| 13 | 2024.02.02 09:40 | modify | 2 | 0.10 | 96.179 | 96.679 | 97.279 | ||
| 14 | 2024.02.02 09:40 | modify | 1 | 0.10 | 95.779 | 96.679 | 97.279 | ||
| 15 | 2024.02.02 13:40 | s/l | 1 | 0.10 | 96.679 | 96.679 | 97.279 | 57.40 | 1057.40 |
| 16 | 2024.02.02 13:40 | s/l | 2 | 0.10 | 96.679 | 96.679 | 97.279 | 32.06 | 1089.45 |
| 17 | 2024.02.02 13:40 | s/l | 3 | 0.10 | 96.679 | 96.679 | 97.279 | 4.68 | 1094.13 |
| 18 | 2024.02.02 13:40 | s/l | 4 | 0.10 | 96.679 | 96.679 | 97.279 | -15.33 | 1078.80 |
| 19 | 2024.02.28 16:00 | buy | 5 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 20 | 2024.02.28 16:00 | modify | 5 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 21 | 2024.03.19 14:20 | buy | 6 | 0.10 | 98.352 | 0.000 | 0.000 | ||
| 22 | 2024.03.19 14:20 | modify | 6 | 0.10 | 98.352 | 98.037 | 99.462 | ||
| 23 | 2024.03.19 14:20 | modify | 5 | 0.10 | 97.962 | 98.037 | 99.462 | ||
| 24 | 2024.03.20 01:20 | buy | 7 | 0.10 | 98.787 | 0.000 | 0.000 | ||
| 25 | 2024.03.20 01:20 | modify | 7 | 0.10 | 98.787 | 98.637 | 99.462 | ||
| 26 | 2024.03.20 01:20 | modify | 6 | 0.10 | 98.352 | 98.637 | 99.462 | ||
| 27 | 2024.03.20 01:20 | modify | 5 | 0.10 | 97.962 | 98.637 | 99.462 | ||
| 28 | 2024.03.20 17:05 | buy | 8 | 0.10 | 99.096 | 0.000 | 0.000 | ||
| 29 | 2024.03.20 17:05 | modify | 8 | 0.10 | 99.096 | 98.862 | 99.462 | ||
| 30 | 2024.03.20 17:05 | modify | 7 | 0.10 | 98.787 | 98.862 | 99.462 | ||
| 31 | 2024.03.20 17:05 | modify | 6 | 0.10 | 98.352 | 98.862 | 99.462 | ||
| 32 | 2024.03.20 17:05 | modify | 5 | 0.10 | 97.962 | 98.862 | 99.462 | ||
| 33 | 2024.03.20 19:30 | t/p | 5 | 0.10 | 99.462 | 98.862 | 99.462 | 103.32 | 1182.12 |
| 34 | 2024.03.20 19:30 | t/p | 6 | 0.10 | 99.462 | 98.862 | 99.462 | 70.70 | 1252.82 |
| 35 | 2024.03.20 19:30 | t/p | 7 | 0.10 | 99.462 | 98.862 | 99.462 | 42.75 | 1295.57 |
| 36 | 2024.03.20 19:30 | t/p | 8 | 0.10 | 99.462 | 98.862 | 99.462 | 23.18 | 1318.75 |
| 37 | 2024.03.21 00:00 | sell | 9 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 38 | 2024.03.21 00:00 | modify | 9 | 0.10 | 99.469 | 100.569 | 97.969 | ||
| 39 | 2024.03.22 02:55 | sell | 10 | 0.10 | 99.068 | 0.000 | 0.000 | ||
| 40 | 2024.03.22 02:55 | modify | 10 | 0.10 | 99.068 | 99.394 | 97.969 | ||
| 41 | 2024.03.22 02:55 | modify | 9 | 0.10 | 99.469 | 99.394 | 97.969 | ||
| 42 | 2024.03.22 06:50 | sell | 11 | 0.10 | 98.636 | 0.000 | 0.000 | ||
| 43 | 2024.03.22 06:50 | modify | 11 | 0.10 | 98.636 | 98.794 | 97.969 | ||
| 44 | 2024.03.22 06:50 | modify | 10 | 0.10 | 99.068 | 98.794 | 97.969 | ||
| 45 | 2024.03.22 06:50 | modify | 9 | 0.10 | 99.469 | 98.794 | 97.969 | ||
| 46 | 2024.03.22 09:06 | s/l | 9 | 0.10 | 98.794 | 98.794 | 97.969 | 41.66 | 1360.40 |
| 47 | 2024.03.22 09:06 | s/l | 10 | 0.10 | 98.794 | 98.794 | 97.969 | 17.35 | 1377.75 |
| 48 | 2024.03.22 09:06 | s/l | 11 | 0.10 | 98.794 | 98.794 | 97.969 | -10.01 | 1367.74 |
| 49 | 2024.04.26 12:00 | sell | 12 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 50 | 2024.04.26 12:00 | modify | 12 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 51 | 2024.04.28 22:33 | s/l | 12 | 0.10 | 103.586 | 103.586 | 100.986 | -69.67 | 1298.07 |
| 52 | 2024.05.03 00:00 | buy | 13 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 53 | 2024.05.03 00:00 | modify | 13 | 0.10 | 100.639 | 99.539 | 102.139 | ||
| 54 | 2024.05.05 22:00 | buy | 14 | 0.10 | 101.021 | 0.000 | 0.000 | ||
| 55 | 2024.05.05 22:00 | modify | 14 | 0.10 | 101.021 | 100.714 | 102.139 | ||
| 56 | 2024.05.05 22:00 | modify | 13 | 0.10 | 100.639 | 100.714 | 102.139 | ||
| 57 | 2024.05.06 00:45 | buy | 15 | 0.10 | 101.486 | 0.000 | 0.000 | ||
| 58 | 2024.05.06 00:45 | modify | 15 | 0.10 | 101.486 | 101.314 | 102.139 | ||
| 59 | 2024.05.06 00:45 | modify | 14 | 0.10 | 101.021 | 101.314 | 102.139 | ||
| 60 | 2024.05.06 00:45 | modify | 13 | 0.10 | 100.639 | 101.314 | 102.139 | ||
| 61 | 2024.05.06 02:30 | buy | 16 | 0.10 | 101.780 | 0.000 | 0.000 | ||
| 62 | 2024.05.06 02:30 | modify | 16 | 0.10 | 101.780 | 101.539 | 102.139 | ||
| 63 | 2024.05.06 02:30 | modify | 15 | 0.10 | 101.486 | 101.539 | 102.139 | ||
| 64 | 2024.05.06 02:30 | modify | 14 | 0.10 | 101.021 | 101.539 | 102.139 | ||
| 65 | 2024.05.06 02:30 | modify | 13 | 0.10 | 100.639 | 101.539 | 102.139 | ||
| 66 | 2024.05.06 23:33 | t/p | 13 | 0.10 | 102.139 | 101.539 | 102.139 | 95.40 | 1393.47 |
| 67 | 2024.05.06 23:33 | t/p | 14 | 0.10 | 102.139 | 101.539 | 102.139 | 71.20 | 1464.67 |
| 68 | 2024.05.06 23:33 | t/p | 15 | 0.10 | 102.139 | 101.539 | 102.139 | 41.35 | 1506.02 |
| 69 | 2024.05.06 23:33 | t/p | 16 | 0.10 | 102.139 | 101.539 | 102.139 | 22.73 | 1528.75 |
| 70 | 2024.06.04 16:00 | buy | 17 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 71 | 2024.06.04 16:00 | modify | 17 | 0.10 | 102.886 | 101.786 | 104.386 | ||
| 72 | 2024.06.05 00:30 | buy | 18 | 0.10 | 103.269 | 0.000 | 0.000 | ||
| 73 | 2024.06.05 00:30 | modify | 18 | 0.10 | 103.269 | 102.961 | 104.386 | ||
| 74 | 2024.06.05 00:30 | modify | 17 | 0.10 | 102.886 | 102.961 | 104.386 | ||
| 75 | 2024.06.05 06:20 | buy | 19 | 0.10 | 103.717 | 0.000 | 0.000 | ||
| 76 | 2024.06.05 06:20 | modify | 19 | 0.10 | 103.717 | 103.561 | 104.386 | ||
| 77 | 2024.06.05 06:20 | modify | 18 | 0.10 | 103.269 | 103.561 | 104.386 | ||
| 78 | 2024.06.05 06:20 | modify | 17 | 0.10 | 102.886 | 103.561 | 104.386 | ||
| 79 | 2024.06.05 08:05 | buy | 20 | 0.10 | 104.022 | 0.000 | 0.000 | ||
| 80 | 2024.06.05 08:05 | modify | 20 | 0.10 | 104.022 | 103.786 | 104.386 | ||
| 81 | 2024.06.05 08:05 | modify | 19 | 0.10 | 103.717 | 103.786 | 104.386 | ||
| 82 | 2024.06.05 08:05 | modify | 18 | 0.10 | 103.269 | 103.786 | 104.386 | ||
| 83 | 2024.06.05 08:05 | modify | 17 | 0.10 | 102.886 | 103.786 | 104.386 | ||
| 84 | 2024.06.05 09:40 | s/l | 17 | 0.10 | 103.786 | 103.786 | 104.386 | 57.40 | 1586.14 |
| 85 | 2024.06.05 09:40 | s/l | 18 | 0.10 | 103.786 | 103.786 | 104.386 | 32.74 | 1618.88 |
| 86 | 2024.06.05 09:40 | s/l | 19 | 0.10 | 103.786 | 103.786 | 104.386 | 4.37 | 1623.25 |
| 87 | 2024.06.05 09:40 | s/l | 20 | 0.10 | 103.786 | 103.786 | 104.386 | -14.95 | 1608.30 |
| 88 | 2024.07.03 12:00 | sell | 21 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 89 | 2024.07.03 12:00 | modify | 21 | 0.10 | 108.042 | 109.142 | 106.542 | ||
| 90 | 2024.07.10 15:40 | s/l | 21 | 0.10 | 109.142 | 109.142 | 106.542 | -77.24 | 1531.06 |
| 91 | 2024.07.11 00:00 | sell | 22 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 92 | 2024.07.11 00:00 | modify | 22 | 0.10 | 109.106 | 110.206 | 107.606 | ||
| 93 | 2024.07.11 13:20 | t/p | 22 | 0.10 | 107.606 | 110.206 | 107.606 | 95.00 | 1626.06 |
| 94 | 2024.07.23 12:00 | buy | 23 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 95 | 2024.07.23 12:00 | modify | 23 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 96 | 2024.07.24 03:30 | s/l | 23 | 0.10 | 102.328 | 102.328 | 104.928 | -69.27 | 1556.78 |
| 97 | 2024.07.25 12:00 | buy | 24 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 98 | 2024.07.25 12:00 | modify | 24 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 99 | 2024.07.25 13:30 | buy | 25 | 0.10 | 100.742 | 0.000 | 0.000 | ||
| 100 | 2024.07.25 13:30 | modify | 25 | 0.10 | 100.742 | 100.500 | 101.100 | ||
| 101 | 2024.07.25 13:30 | modify | 24 | 0.10 | 99.600 | 100.500 | 101.100 | ||
| 102 | 2024.07.25 14:05 | s/l | 24 | 0.10 | 100.500 | 100.500 | 101.100 | 57.00 | 1613.78 |
| 103 | 2024.07.25 14:05 | s/l | 25 | 0.10 | 100.500 | 100.500 | 101.100 | -15.33 | 1598.45 |