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 | 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=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2608 | Ticks modelled | 79162 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 308.67 | Gross profit | 516.03 | Gross loss | -207.36 |
| Profit factor | 2.49 | Expected payoff | 20.58 | ||
| Absolute drawdown | 134.04 | Maximal drawdown | 134.04 (13.40%) | Relative drawdown | 13.40% (134.04) |
| Total trades | 15 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 74.63 | loss trade | -45.59 | |
| Average | profit trade | 51.60 | loss trade | -41.47 | |
| Maximum | consecutive wins (profit in money) | 7 (317.04) | consecutive losses (loss in money) | 3 (-121.55) | |
| Maximal | consecutive profit (count of wins) | 317.04 (7) | consecutive loss (count of losses) | -121.55 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.20 00:00 | sell | 1 | 0.10 | 98.544 | 0.000 | 0.000 | ||
| 2 | 2024.03.20 00:00 | modify | 1 | 0.10 | 98.544 | 99.144 | 97.444 | ||
| 3 | 2024.03.20 18:30 | s/l | 1 | 0.10 | 99.144 | 99.144 | 97.444 | -40.52 | 959.48 |
| 4 | 2024.03.21 00:00 | sell | 2 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 5 | 2024.03.21 00:00 | modify | 2 | 0.10 | 99.469 | 100.069 | 98.369 | ||
| 6 | 2024.03.21 06:20 | s/l | 2 | 0.10 | 100.069 | 100.069 | 98.369 | -40.51 | 918.97 |
| 7 | 2024.04.26 12:00 | sell | 3 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 8 | 2024.04.26 12:00 | modify | 3 | 0.10 | 102.486 | 103.086 | 101.386 | ||
| 9 | 2024.04.26 17:40 | s/l | 3 | 0.10 | 103.086 | 103.086 | 101.386 | -40.52 | 878.45 |
| 10 | 2024.05.03 00:00 | buy | 4 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 11 | 2024.05.03 00:00 | modify | 4 | 0.10 | 100.639 | 100.039 | 101.739 | ||
| 12 | 2024.05.03 14:10 | buy | 5 | 0.10 | 100.969 | 0.000 | 0.000 | ||
| 13 | 2024.05.03 14:10 | modify | 5 | 0.10 | 100.969 | 100.694 | 101.739 | ||
| 14 | 2024.05.03 14:10 | modify | 4 | 0.10 | 100.639 | 100.694 | 101.739 | ||
| 15 | 2024.05.06 00:45 | buy | 6 | 0.10 | 101.486 | 0.000 | 0.000 | ||
| 16 | 2024.05.06 00:45 | modify | 6 | 0.10 | 101.486 | 101.079 | 101.739 | ||
| 17 | 2024.05.06 00:45 | modify | 5 | 0.10 | 100.969 | 101.079 | 101.739 | ||
| 18 | 2024.05.06 00:45 | modify | 4 | 0.10 | 100.639 | 101.079 | 101.739 | ||
| 19 | 2024.05.06 02:30 | t/p | 4 | 0.10 | 101.739 | 101.079 | 101.739 | 74.63 | 953.08 |
| 20 | 2024.05.06 02:30 | t/p | 5 | 0.10 | 101.739 | 101.079 | 101.739 | 52.33 | 1005.42 |
| 21 | 2024.05.06 02:30 | t/p | 6 | 0.10 | 101.739 | 101.079 | 101.739 | 17.10 | 1022.52 |
| 22 | 2024.06.04 16:00 | buy | 7 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 23 | 2024.06.04 16:00 | modify | 7 | 0.10 | 102.886 | 102.286 | 103.986 | ||
| 24 | 2024.06.05 01:10 | buy | 8 | 0.10 | 103.234 | 0.000 | 0.000 | ||
| 25 | 2024.06.05 01:10 | modify | 8 | 0.10 | 103.234 | 102.941 | 103.986 | ||
| 26 | 2024.06.05 01:10 | modify | 7 | 0.10 | 102.886 | 102.941 | 103.986 | ||
| 27 | 2024.06.05 01:40 | buy | 9 | 0.10 | 103.551 | 0.000 | 0.000 | ||
| 28 | 2024.06.05 01:40 | modify | 9 | 0.10 | 103.551 | 103.161 | 103.986 | ||
| 29 | 2024.06.05 01:40 | modify | 8 | 0.10 | 103.234 | 103.161 | 103.986 | ||
| 30 | 2024.06.05 01:40 | modify | 7 | 0.10 | 102.886 | 103.161 | 103.986 | ||
| 31 | 2024.06.05 06:20 | buy | 10 | 0.10 | 103.717 | 0.000 | 0.000 | ||
| 32 | 2024.06.05 06:20 | modify | 10 | 0.10 | 103.717 | 103.326 | 103.986 | ||
| 33 | 2024.06.05 06:20 | modify | 9 | 0.10 | 103.551 | 103.326 | 103.986 | ||
| 34 | 2024.06.05 06:20 | modify | 8 | 0.10 | 103.234 | 103.326 | 103.986 | ||
| 35 | 2024.06.05 06:20 | modify | 7 | 0.10 | 102.886 | 103.326 | 103.986 | ||
| 36 | 2024.06.05 08:05 | t/p | 7 | 0.10 | 103.986 | 103.326 | 103.986 | 74.62 | 1097.14 |
| 37 | 2024.06.05 08:05 | t/p | 8 | 0.10 | 103.986 | 103.326 | 103.986 | 50.80 | 1147.94 |
| 38 | 2024.06.05 08:05 | t/p | 9 | 0.10 | 103.986 | 103.326 | 103.986 | 29.38 | 1177.32 |
| 39 | 2024.06.05 08:05 | t/p | 10 | 0.10 | 103.986 | 103.326 | 103.986 | 18.17 | 1195.49 |
| 40 | 2024.07.03 12:00 | sell | 11 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 41 | 2024.07.03 12:00 | modify | 11 | 0.10 | 108.042 | 108.642 | 106.942 | ||
| 42 | 2024.07.09 14:30 | s/l | 11 | 0.10 | 108.642 | 108.642 | 106.942 | -45.59 | 1149.91 |
| 43 | 2024.07.11 00:00 | sell | 12 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 44 | 2024.07.11 00:00 | modify | 12 | 0.10 | 109.106 | 109.706 | 108.006 | ||
| 45 | 2024.07.11 12:40 | t/p | 12 | 0.10 | 108.006 | 109.706 | 108.006 | 74.29 | 1224.20 |
| 46 | 2024.07.23 12:00 | buy | 13 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 47 | 2024.07.23 12:00 | modify | 13 | 0.10 | 103.428 | 102.828 | 104.528 | ||
| 48 | 2024.07.24 01:30 | s/l | 13 | 0.10 | 102.828 | 102.828 | 104.528 | -40.23 | 1183.97 |
| 49 | 2024.07.25 12:00 | buy | 14 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 50 | 2024.07.25 12:00 | modify | 14 | 0.10 | 99.600 | 99.000 | 100.700 | ||
| 51 | 2024.07.25 12:20 | buy | 15 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 52 | 2024.07.25 12:20 | modify | 15 | 0.10 | 99.954 | 99.655 | 100.700 | ||
| 53 | 2024.07.25 12:20 | modify | 14 | 0.10 | 99.600 | 99.655 | 100.700 | ||
| 54 | 2024.07.25 13:30 | t/p | 14 | 0.10 | 100.700 | 99.655 | 100.700 | 74.31 | 1258.28 |
| 55 | 2024.07.25 13:30 | t/p | 15 | 0.10 | 100.700 | 99.655 | 100.700 | 50.39 | 1308.67 |