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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1914 | Ticks modelled | 27396306 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 603.29 | Gross profit | 882.29 | Gross loss | -279.00 |
| Profit factor | 3.16 | Expected payoff | 20.80 | ||
| Absolute drawdown | 7.79 | Maximal drawdown | 151.05 (9.02%) | Relative drawdown | 10.89% (124.45) |
| Total trades | 29 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 20 (80.00%) |
| Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
| Largest | profit trade | 103.35 | loss trade | -77.25 | |
| Average | profit trade | 42.01 | loss trade | -34.87 | |
| Maximum | consecutive wins (profit in money) | 7 (328.56) | consecutive losses (loss in money) | 2 (-91.51) | |
| Maximal | consecutive profit (count of wins) | 328.56 (7) | consecutive loss (count of losses) | -91.51 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | 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 17:53 | buy | 2 | 0.10 | 96.155 | 0.000 | 0.000 | ||
| 4 | 2024.02.01 17:53 | modify | 2 | 0.10 | 96.155 | 95.854 | 97.279 | ||
| 5 | 2024.02.01 17:53 | modify | 1 | 0.10 | 95.779 | 95.854 | 97.279 | ||
| 6 | 2024.02.02 03:01 | buy | 3 | 0.10 | 96.605 | 0.000 | 0.000 | ||
| 7 | 2024.02.02 03:01 | modify | 3 | 0.10 | 96.605 | 96.454 | 97.279 | ||
| 8 | 2024.02.02 03:01 | modify | 2 | 0.10 | 96.155 | 96.454 | 97.279 | ||
| 9 | 2024.02.02 03:01 | modify | 1 | 0.10 | 95.779 | 96.454 | 97.279 | ||
| 10 | 2024.02.02 09:26 | buy | 4 | 0.10 | 96.905 | 0.000 | 0.000 | ||
| 11 | 2024.02.02 09:26 | modify | 4 | 0.10 | 96.905 | 96.679 | 97.279 | ||
| 12 | 2024.02.02 09:26 | modify | 3 | 0.10 | 96.605 | 96.679 | 97.279 | ||
| 13 | 2024.02.02 09:26 | modify | 2 | 0.10 | 96.155 | 96.679 | 97.279 | ||
| 14 | 2024.02.02 09:26 | modify | 1 | 0.10 | 95.779 | 96.679 | 97.279 | ||
| 15 | 2024.02.02 13:30 | s/l | 1 | 0.10 | 96.679 | 96.679 | 97.279 | 57.41 | 1057.41 |
| 16 | 2024.02.02 13:30 | s/l | 2 | 0.10 | 96.679 | 96.679 | 97.279 | 33.59 | 1090.99 |
| 17 | 2024.02.02 13:30 | s/l | 3 | 0.10 | 96.679 | 96.679 | 97.279 | 4.68 | 1095.67 |
| 18 | 2024.02.02 13:30 | s/l | 4 | 0.10 | 96.679 | 96.679 | 97.279 | -14.32 | 1081.35 |
| 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 14:16 | buy | 6 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 22 | 2024.03.19 14:16 | modify | 6 | 0.10 | 98.338 | 98.037 | 99.462 | ||
| 23 | 2024.03.19 14:16 | modify | 5 | 0.10 | 97.962 | 98.037 | 99.462 | ||
| 24 | 2024.03.20 01:05 | buy | 7 | 0.10 | 98.789 | 0.000 | 0.000 | ||
| 25 | 2024.03.20 01:05 | modify | 7 | 0.10 | 98.789 | 98.637 | 99.462 | ||
| 26 | 2024.03.20 01:05 | modify | 6 | 0.10 | 98.338 | 98.637 | 99.462 | ||
| 27 | 2024.03.20 01:05 | modify | 5 | 0.10 | 97.962 | 98.637 | 99.462 | ||
| 28 | 2024.03.20 17:58 | buy | 8 | 0.10 | 99.087 | 0.000 | 0.000 | ||
| 29 | 2024.03.20 17:58 | modify | 8 | 0.10 | 99.087 | 98.862 | 99.462 | ||
| 30 | 2024.03.20 17:58 | modify | 7 | 0.10 | 98.789 | 98.862 | 99.462 | ||
| 31 | 2024.03.20 17:58 | modify | 6 | 0.10 | 98.338 | 98.862 | 99.462 | ||
| 32 | 2024.03.20 17:58 | modify | 5 | 0.10 | 97.962 | 98.862 | 99.462 | ||
| 33 | 2024.03.20 19:27 | t/p | 5 | 0.10 | 99.462 | 98.862 | 99.462 | 103.35 | 1184.70 |
| 34 | 2024.03.20 19:27 | t/p | 6 | 0.10 | 99.462 | 98.862 | 99.462 | 71.61 | 1256.31 |
| 35 | 2024.03.20 19:27 | t/p | 7 | 0.10 | 99.462 | 98.862 | 99.462 | 42.64 | 1298.95 |
| 36 | 2024.03.20 19:27 | t/p | 8 | 0.10 | 99.462 | 98.862 | 99.462 | 23.76 | 1322.71 |
| 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 02:29 | sell | 10 | 0.10 | 99.094 | 0.000 | 0.000 | ||
| 40 | 2024.03.22 02:29 | modify | 10 | 0.10 | 99.094 | 99.394 | 97.969 | ||
| 41 | 2024.03.22 02:29 | modify | 9 | 0.10 | 99.469 | 99.394 | 97.969 | ||
| 42 | 2024.03.22 06:55 | sell | 11 | 0.10 | 98.644 | 0.000 | 0.000 | ||
| 43 | 2024.03.22 06:55 | modify | 11 | 0.10 | 98.644 | 98.794 | 97.969 | ||
| 44 | 2024.03.22 06:55 | modify | 10 | 0.10 | 99.094 | 98.794 | 97.969 | ||
| 45 | 2024.03.22 06:55 | modify | 9 | 0.10 | 99.469 | 98.794 | 97.969 | ||
| 46 | 2024.03.22 09:00 | s/l | 9 | 0.10 | 98.794 | 98.794 | 97.969 | 41.68 | 1364.38 |
| 47 | 2024.03.22 09:00 | s/l | 10 | 0.10 | 98.794 | 98.794 | 97.969 | 19.01 | 1383.39 |
| 48 | 2024.03.22 09:00 | s/l | 11 | 0.10 | 98.794 | 98.794 | 97.969 | -9.50 | 1373.89 |
| 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 22:18 | s/l | 12 | 0.10 | 103.586 | 103.586 | 100.986 | -69.67 | 1304.22 |
| 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 | 2024.05.03 12:30 | buy | 14 | 0.10 | 101.024 | 0.000 | 0.000 | ||
| 55 | 2024.05.03 12:30 | modify | 14 | 0.10 | 101.024 | 100.714 | 102.139 | ||
| 56 | 2024.05.03 12:30 | modify | 13 | 0.10 | 100.639 | 100.714 | 102.139 | ||
| 57 | 2024.05.05 23:33 | buy | 15 | 0.10 | 101.466 | 0.000 | 0.000 | ||
| 58 | 2024.05.05 23:33 | modify | 15 | 0.10 | 101.466 | 101.314 | 102.139 | ||
| 59 | 2024.05.05 23:33 | modify | 14 | 0.10 | 101.024 | 101.314 | 102.139 | ||
| 60 | 2024.05.05 23:33 | modify | 13 | 0.10 | 100.639 | 101.314 | 102.139 | ||
| 61 | 2024.05.06 02:07 | buy | 16 | 0.10 | 101.764 | 0.000 | 0.000 | ||
| 62 | 2024.05.06 02:07 | modify | 16 | 0.10 | 101.764 | 101.539 | 102.139 | ||
| 63 | 2024.05.06 02:07 | modify | 15 | 0.10 | 101.466 | 101.539 | 102.139 | ||
| 64 | 2024.05.06 02:07 | modify | 14 | 0.10 | 101.024 | 101.539 | 102.139 | ||
| 65 | 2024.05.06 02:07 | modify | 13 | 0.10 | 100.639 | 101.539 | 102.139 | ||
| 66 | 2024.05.06 23:17 | t/p | 13 | 0.10 | 102.139 | 101.539 | 102.139 | 95.42 | 1399.64 |
| 67 | 2024.05.06 23:17 | t/p | 14 | 0.10 | 102.139 | 101.539 | 102.139 | 71.03 | 1470.67 |
| 68 | 2024.05.06 23:17 | t/p | 15 | 0.10 | 102.139 | 101.539 | 102.139 | 43.03 | 1513.69 |
| 69 | 2024.05.06 23:17 | t/p | 16 | 0.10 | 102.139 | 101.539 | 102.139 | 23.76 | 1537.45 |
| 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 00:12 | buy | 18 | 0.10 | 103.261 | 0.000 | 0.000 | ||
| 73 | 2024.06.05 00:12 | modify | 18 | 0.10 | 103.261 | 102.961 | 104.386 | ||
| 74 | 2024.06.05 00:12 | modify | 17 | 0.10 | 102.886 | 102.961 | 104.386 | ||
| 75 | 2024.06.05 06:13 | buy | 19 | 0.10 | 103.712 | 0.000 | 0.000 | ||
| 76 | 2024.06.05 06:13 | modify | 19 | 0.10 | 103.712 | 103.561 | 104.386 | ||
| 77 | 2024.06.05 06:13 | modify | 18 | 0.10 | 103.261 | 103.561 | 104.386 | ||
| 78 | 2024.06.05 06:13 | modify | 17 | 0.10 | 102.886 | 103.561 | 104.386 | ||
| 79 | 2024.06.05 08:00 | buy | 20 | 0.10 | 104.011 | 0.000 | 0.000 | ||
| 80 | 2024.06.05 08:00 | modify | 20 | 0.10 | 104.011 | 103.786 | 104.386 | ||
| 81 | 2024.06.05 08:00 | modify | 19 | 0.10 | 103.712 | 103.786 | 104.386 | ||
| 82 | 2024.06.05 08:00 | modify | 18 | 0.10 | 103.261 | 103.786 | 104.386 | ||
| 83 | 2024.06.05 08:00 | modify | 17 | 0.10 | 102.886 | 103.786 | 104.386 | ||
| 84 | 2024.06.05 09:16 | s/l | 17 | 0.10 | 103.786 | 103.786 | 104.386 | 57.41 | 1594.86 |
| 85 | 2024.06.05 09:16 | s/l | 18 | 0.10 | 103.786 | 103.786 | 104.386 | 33.25 | 1628.11 |
| 86 | 2024.06.05 09:16 | s/l | 19 | 0.10 | 103.786 | 103.786 | 104.386 | 4.68 | 1632.79 |
| 87 | 2024.06.05 09:16 | s/l | 20 | 0.10 | 103.786 | 103.786 | 104.386 | -14.26 | 1618.53 |
| 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 15:26 | s/l | 21 | 0.10 | 109.142 | 109.142 | 106.542 | -77.25 | 1541.27 |
| 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 12:42 | sell | 23 | 0.10 | 108.727 | 0.000 | 0.000 | ||
| 94 | 2024.07.11 12:42 | modify | 23 | 0.10 | 108.727 | 109.031 | 107.606 | ||
| 95 | 2024.07.11 12:42 | modify | 22 | 0.10 | 109.106 | 109.031 | 107.606 | ||
| 96 | 2024.07.11 12:43 | sell | 24 | 0.10 | 108.273 | 0.000 | 0.000 | ||
| 97 | 2024.07.11 12:43 | modify | 24 | 0.10 | 108.273 | 108.431 | 107.606 | ||
| 98 | 2024.07.11 12:43 | modify | 23 | 0.10 | 108.727 | 108.431 | 107.606 | ||
| 99 | 2024.07.11 12:43 | modify | 22 | 0.10 | 109.106 | 108.431 | 107.606 | ||
| 100 | 2024.07.11 12:43 | sell | 25 | 0.10 | 107.969 | 0.000 | 0.000 | ||
| 101 | 2024.07.11 12:43 | modify | 25 | 0.10 | 107.969 | 108.206 | 107.606 | ||
| 102 | 2024.07.11 12:43 | modify | 24 | 0.10 | 108.273 | 108.206 | 107.606 | ||
| 103 | 2024.07.11 12:43 | modify | 23 | 0.10 | 108.727 | 108.206 | 107.606 | ||
| 104 | 2024.07.11 12:43 | modify | 22 | 0.10 | 109.106 | 108.206 | 107.606 | ||
| 105 | 2024.07.11 12:43 | s/l | 22 | 0.10 | 108.206 | 108.206 | 107.606 | 57.00 | 1598.27 |
| 106 | 2024.07.11 12:43 | s/l | 23 | 0.10 | 108.206 | 108.206 | 107.606 | 33.00 | 1631.27 |
| 107 | 2024.07.11 12:43 | s/l | 24 | 0.10 | 108.206 | 108.206 | 107.606 | 4.24 | 1635.51 |
| 108 | 2024.07.11 12:43 | s/l | 25 | 0.10 | 108.206 | 108.206 | 107.606 | -15.02 | 1620.49 |
| 109 | 2024.07.23 12:00 | buy | 26 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 110 | 2024.07.23 12:00 | modify | 26 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 111 | 2024.07.24 03:24 | s/l | 26 | 0.10 | 102.328 | 102.328 | 104.928 | -69.28 | 1551.21 |
| 112 | 2024.07.25 12:00 | buy | 27 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 113 | 2024.07.25 12:00 | modify | 27 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 114 | 2024.07.25 12:32 | buy | 28 | 0.10 | 99.975 | 0.000 | 0.000 | ||
| 115 | 2024.07.25 12:32 | modify | 28 | 0.10 | 99.975 | 99.675 | 101.100 | ||
| 116 | 2024.07.25 12:32 | modify | 27 | 0.10 | 99.600 | 99.675 | 101.100 | ||
| 117 | 2024.07.25 12:57 | buy | 29 | 0.10 | 100.428 | 0.000 | 0.000 | ||
| 118 | 2024.07.25 12:57 | modify | 29 | 0.10 | 100.428 | 100.275 | 101.100 | ||
| 119 | 2024.07.25 12:57 | modify | 28 | 0.10 | 99.975 | 100.275 | 101.100 | ||
| 120 | 2024.07.25 12:57 | modify | 27 | 0.10 | 99.600 | 100.275 | 101.100 | ||
| 121 | 2024.07.25 13:00 | s/l | 27 | 0.10 | 100.275 | 100.275 | 101.100 | 42.76 | 1593.97 |
| 122 | 2024.07.25 13:00 | s/l | 28 | 0.10 | 100.275 | 100.275 | 101.100 | 19.01 | 1612.98 |
| 123 | 2024.07.25 13:00 | s/l | 29 | 0.10 | 100.275 | 100.275 | 101.100 | -9.69 | 1603.29 |