Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
| 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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 1908 | Ticks modelled | 33247188 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 196.98 | Gross profit | 227.26 | Gross loss | -30.28 |
| Profit factor | 7.51 | Expected payoff | 24.62 | ||
| Absolute drawdown | 9.22 | Maximal drawdown | 77.04 (6.05%) | Relative drawdown | 6.05% (77.04) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 76.13 | loss trade | -15.14 | |
| Average | profit trade | 37.88 | loss trade | -15.14 | |
| Maximum | consecutive wins (profit in money) | 6 (227.26) | consecutive losses (loss in money) | 2 (-30.28) | |
| Maximal | consecutive profit (count of wins) | 227.26 (6) | consecutive loss (count of losses) | -30.28 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | 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 | 102.186 | 103.986 | ||
| 3 | 2024.06.05 00:09 | buy | 2 | 0.10 | 103.216 | 0.000 | 0.000 | ||
| 4 | 2024.06.05 00:09 | modify | 2 | 0.10 | 103.216 | 103.051 | 103.986 | ||
| 5 | 2024.06.05 00:09 | modify | 1 | 0.10 | 102.886 | 103.051 | 103.986 | ||
| 6 | 2024.06.05 01:47 | buy | 3 | 0.10 | 103.493 | 0.000 | 0.000 | ||
| 7 | 2024.06.05 01:47 | modify | 3 | 0.10 | 103.493 | 103.326 | 103.986 | ||
| 8 | 2024.06.05 01:47 | buy | 4 | 0.10 | 103.493 | 0.000 | 0.000 | ||
| 9 | 2024.06.05 01:47 | modify | 4 | 0.10 | 103.493 | 103.271 | 103.986 | ||
| 10 | 2024.06.05 01:47 | modify | 2 | 0.10 | 103.216 | 103.271 | 103.986 | ||
| 11 | 2024.06.05 01:47 | modify | 1 | 0.10 | 102.886 | 103.271 | 103.986 | ||
| 12 | 2024.06.05 01:47 | modify | 3 | 0.10 | 103.493 | 103.271 | 103.986 | ||
| 13 | 2024.06.05 08:00 | t/p | 1 | 0.10 | 103.986 | 103.271 | 103.986 | 76.13 | 1076.13 |
| 14 | 2024.06.05 08:00 | t/p | 2 | 0.10 | 103.986 | 103.271 | 103.986 | 52.99 | 1129.12 |
| 15 | 2024.06.05 08:00 | t/p | 3 | 0.10 | 103.986 | 103.271 | 103.986 | 33.93 | 1163.05 |
| 16 | 2024.06.05 08:00 | t/p | 4 | 0.10 | 103.986 | 103.271 | 103.986 | 33.93 | 1196.98 |
| 17 | 2024.07.25 12:00 | buy | 5 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 18 | 2024.07.25 12:00 | modify | 5 | 0.10 | 99.600 | 98.900 | 100.700 | ||
| 19 | 2024.07.25 12:30 | buy | 6 | 0.10 | 99.930 | 0.000 | 0.000 | ||
| 20 | 2024.07.25 12:30 | modify | 6 | 0.10 | 99.930 | 99.765 | 100.700 | ||
| 21 | 2024.07.25 12:30 | modify | 5 | 0.10 | 99.600 | 99.765 | 100.700 | ||
| 22 | 2024.07.25 12:34 | buy | 7 | 0.10 | 100.205 | 0.000 | 0.000 | ||
| 23 | 2024.07.25 12:34 | modify | 7 | 0.10 | 100.205 | 100.040 | 100.700 | ||
| 24 | 2024.07.25 12:34 | buy | 8 | 0.10 | 100.205 | 0.000 | 0.000 | ||
| 25 | 2024.07.25 12:34 | modify | 8 | 0.10 | 100.205 | 99.985 | 100.700 | ||
| 26 | 2024.07.25 12:34 | modify | 6 | 0.10 | 99.930 | 99.985 | 100.700 | ||
| 27 | 2024.07.25 12:34 | modify | 5 | 0.10 | 99.600 | 99.985 | 100.700 | ||
| 28 | 2024.07.25 12:34 | modify | 7 | 0.10 | 100.205 | 99.985 | 100.700 | ||
| 29 | 2024.07.25 12:43 | s/l | 5 | 0.10 | 99.985 | 99.985 | 100.700 | 26.49 | 1223.47 |
| 30 | 2024.07.25 12:43 | s/l | 6 | 0.10 | 99.985 | 99.985 | 100.700 | 3.79 | 1227.26 |
| 31 | 2024.07.25 12:43 | s/l | 7 | 0.10 | 99.985 | 99.985 | 100.700 | -15.14 | 1212.12 |
| 32 | 2024.07.25 12:43 | s/l | 8 | 0.10 | 99.985 | 99.985 | 100.700 | -15.14 | 1196.98 |