Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1908 | Ticks modelled | 28354190 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 25.47 | Gross profit | 66.19 | Gross loss | -40.72 |
| Profit factor | 1.63 | Expected payoff | 3.64 | ||
| Absolute drawdown | 9.05 | Maximal drawdown | 58.77 (5.42%) | Relative drawdown | 5.42% (58.77) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 40.85 | loss trade | -15.20 | |
| Average | profit trade | 33.10 | loss trade | -8.14 | |
| Maximum | consecutive wins (profit in money) | 1 (40.85) | consecutive losses (loss in money) | 3 (-10.32) | |
| Maximal | consecutive profit (count of wins) | 40.85 (1) | consecutive loss (count of losses) | -30.40 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.06.04 16:00 | buy | 1 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 2 | 2024.06.04 16:00 | modify | 1 | 0.10 | 102.886 | 102.086 | 104.386 | ||
| 3 | 2024.06.05 01:47 | buy | 2 | 0.10 | 103.487 | 0.000 | 0.000 | ||
| 4 | 2024.06.05 01:47 | modify | 2 | 0.10 | 103.487 | 103.111 | 104.386 | ||
| 5 | 2024.06.05 01:47 | buy | 3 | 0.10 | 103.487 | 0.000 | 0.000 | ||
| 6 | 2024.06.05 01:47 | modify | 3 | 0.10 | 103.487 | 103.261 | 104.386 | ||
| 7 | 2024.06.05 01:47 | modify | 1 | 0.10 | 102.886 | 103.261 | 104.386 | ||
| 8 | 2024.06.05 01:47 | modify | 2 | 0.10 | 103.487 | 103.261 | 104.386 | ||
| 9 | 2024.06.05 02:02 | buy | 4 | 0.10 | 103.637 | 0.000 | 0.000 | ||
| 10 | 2024.06.05 02:02 | modify | 4 | 0.10 | 103.637 | 103.486 | 104.386 | ||
| 11 | 2024.06.05 02:02 | modify | 3 | 0.10 | 103.487 | 103.486 | 104.386 | ||
| 12 | 2024.06.05 02:02 | modify | 2 | 0.10 | 103.487 | 103.486 | 104.386 | ||
| 13 | 2024.06.05 02:02 | modify | 1 | 0.10 | 102.886 | 103.486 | 104.386 | ||
| 14 | 2024.06.05 03:13 | s/l | 1 | 0.10 | 103.486 | 103.486 | 104.386 | 40.85 | 1040.85 |
| 15 | 2024.06.05 03:13 | s/l | 2 | 0.10 | 103.486 | 103.486 | 104.386 | -0.06 | 1040.79 |
| 16 | 2024.06.05 03:13 | s/l | 3 | 0.10 | 103.486 | 103.486 | 104.386 | -0.06 | 1040.73 |
| 17 | 2024.06.05 03:13 | s/l | 4 | 0.10 | 103.486 | 103.486 | 104.386 | -10.20 | 1030.53 |
| 18 | 2024.07.25 12:00 | buy | 5 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 19 | 2024.07.25 12:00 | modify | 5 | 0.10 | 99.600 | 98.800 | 101.100 | ||
| 20 | 2024.07.25 12:34 | buy | 6 | 0.10 | 100.200 | 0.000 | 0.000 | ||
| 21 | 2024.07.25 12:34 | modify | 6 | 0.10 | 100.200 | 99.825 | 101.100 | ||
| 22 | 2024.07.25 12:34 | buy | 7 | 0.10 | 100.200 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 12:34 | modify | 7 | 0.10 | 100.200 | 99.975 | 101.100 | ||
| 24 | 2024.07.25 12:34 | modify | 5 | 0.10 | 99.600 | 99.975 | 101.100 | ||
| 25 | 2024.07.25 12:34 | modify | 6 | 0.10 | 100.200 | 99.975 | 101.100 | ||
| 26 | 2024.07.25 12:44 | s/l | 5 | 0.10 | 99.975 | 99.975 | 101.100 | 25.34 | 1055.87 |
| 27 | 2024.07.25 12:44 | s/l | 6 | 0.10 | 99.975 | 99.975 | 101.100 | -15.20 | 1040.67 |
| 28 | 2024.07.25 12:44 | s/l | 7 | 0.10 | 99.975 | 99.975 | 101.100 | -15.20 | 1025.47 |