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 | 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 79334 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 525.27 | Gross profit | 638.45 | Gross loss | -113.18 |
| Profit factor | 5.64 | Expected payoff | 30.90 | ||
| Absolute drawdown | 12.73 | Maximal drawdown | 136.70 (10.02%) | Relative drawdown | 10.02% (136.70) |
| Total trades | 17 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 96.77 | loss trade | -27.53 | |
| Average | profit trade | 53.20 | loss trade | -22.64 | |
| Maximum | consecutive wins (profit in money) | 6 (292.36) | consecutive losses (loss in money) | 2 (-55.05) | |
| Maximal | consecutive profit (count of wins) | 292.36 (6) | consecutive loss (count of losses) | -55.05 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.03 00:00 | buy | 1 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 2 | 2024.05.03 00:00 | modify | 1 | 0.10 | 100.639 | 100.239 | 102.039 | ||
| 3 | 2024.05.03 12:50 | buy | 2 | 0.10 | 101.069 | 0.000 | 0.000 | ||
| 4 | 2024.05.03 12:50 | modify | 2 | 0.10 | 101.069 | 100.849 | 102.039 | ||
| 5 | 2024.05.03 12:50 | modify | 1 | 0.10 | 100.639 | 100.849 | 102.039 | ||
| 6 | 2024.05.05 22:46 | buy | 3 | 0.10 | 101.340 | 0.000 | 0.000 | ||
| 7 | 2024.05.05 22:46 | modify | 3 | 0.10 | 101.340 | 100.989 | 102.039 | ||
| 8 | 2024.05.05 22:46 | modify | 2 | 0.10 | 101.069 | 100.989 | 102.039 | ||
| 9 | 2024.05.05 22:46 | modify | 1 | 0.10 | 100.639 | 100.989 | 102.039 | ||
| 10 | 2024.05.06 14:40 | t/p | 1 | 0.10 | 102.039 | 100.989 | 102.039 | 96.77 | 1096.77 |
| 11 | 2024.05.06 14:40 | t/p | 2 | 0.10 | 102.039 | 100.989 | 102.039 | 67.19 | 1163.96 |
| 12 | 2024.05.06 14:40 | t/p | 3 | 0.10 | 102.039 | 100.989 | 102.039 | 48.54 | 1212.51 |
| 13 | 2024.06.04 16:00 | buy | 4 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 14 | 2024.06.04 16:00 | modify | 4 | 0.10 | 102.886 | 102.486 | 104.286 | ||
| 15 | 2024.06.05 00:50 | buy | 5 | 0.10 | 103.318 | 0.000 | 0.000 | ||
| 16 | 2024.06.05 00:50 | modify | 5 | 0.10 | 103.318 | 103.096 | 104.286 | ||
| 17 | 2024.06.05 00:50 | modify | 4 | 0.10 | 102.886 | 103.096 | 104.286 | ||
| 18 | 2024.06.05 02:30 | buy | 6 | 0.10 | 103.610 | 0.000 | 0.000 | ||
| 19 | 2024.06.05 02:30 | modify | 6 | 0.10 | 103.610 | 103.236 | 104.286 | ||
| 20 | 2024.06.05 02:30 | modify | 5 | 0.10 | 103.318 | 103.236 | 104.286 | ||
| 21 | 2024.06.05 02:30 | modify | 4 | 0.10 | 102.886 | 103.236 | 104.286 | ||
| 22 | 2024.06.05 13:20 | buy | 7 | 0.10 | 103.876 | 0.000 | 0.000 | ||
| 23 | 2024.06.05 13:20 | modify | 7 | 0.10 | 103.876 | 103.656 | 104.286 | ||
| 24 | 2024.06.05 13:20 | modify | 6 | 0.10 | 103.610 | 103.656 | 104.286 | ||
| 25 | 2024.06.05 13:20 | modify | 5 | 0.10 | 103.318 | 103.656 | 104.286 | ||
| 26 | 2024.06.05 13:20 | modify | 4 | 0.10 | 102.886 | 103.656 | 104.286 | ||
| 27 | 2024.06.05 13:40 | s/l | 4 | 0.10 | 103.656 | 103.656 | 104.286 | 53.42 | 1265.93 |
| 28 | 2024.06.05 13:40 | s/l | 5 | 0.10 | 103.656 | 103.656 | 104.286 | 23.26 | 1289.19 |
| 29 | 2024.06.05 13:40 | s/l | 6 | 0.10 | 103.656 | 103.656 | 104.286 | 3.17 | 1292.36 |
| 30 | 2024.06.05 13:40 | s/l | 7 | 0.10 | 103.656 | 103.656 | 104.286 | -15.14 | 1277.22 |
| 31 | 2024.07.03 12:00 | sell | 8 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 32 | 2024.07.03 12:00 | modify | 8 | 0.10 | 108.042 | 108.442 | 106.642 | ||
| 33 | 2024.07.03 14:40 | s/l | 8 | 0.10 | 108.442 | 108.442 | 106.642 | -27.51 | 1249.71 |
| 34 | 2024.07.04 04:00 | sell | 9 | 0.10 | 108.425 | 0.000 | 0.000 | ||
| 35 | 2024.07.04 04:00 | modify | 9 | 0.10 | 108.425 | 108.825 | 107.025 | ||
| 36 | 2024.07.05 12:15 | sell | 10 | 0.10 | 107.990 | 0.000 | 0.000 | ||
| 37 | 2024.07.05 12:15 | modify | 10 | 0.10 | 107.990 | 108.215 | 107.025 | ||
| 38 | 2024.07.05 12:15 | modify | 9 | 0.10 | 108.425 | 108.215 | 107.025 | ||
| 39 | 2024.07.05 12:20 | s/l | 9 | 0.10 | 108.215 | 108.215 | 107.025 | 13.40 | 1263.11 |
| 40 | 2024.07.05 12:20 | s/l | 10 | 0.10 | 108.215 | 108.215 | 107.025 | -15.48 | 1247.63 |
| 41 | 2024.07.11 00:00 | sell | 11 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 42 | 2024.07.11 00:00 | modify | 11 | 0.10 | 109.106 | 109.506 | 107.706 | ||
| 43 | 2024.07.11 12:20 | sell | 12 | 0.10 | 108.671 | 0.000 | 0.000 | ||
| 44 | 2024.07.11 12:20 | modify | 12 | 0.10 | 108.671 | 108.896 | 107.706 | ||
| 45 | 2024.07.11 12:20 | modify | 11 | 0.10 | 109.106 | 108.896 | 107.706 | ||
| 46 | 2024.07.11 12:40 | t/p | 11 | 0.10 | 107.706 | 108.896 | 107.706 | 96.29 | 1343.92 |
| 47 | 2024.07.11 12:40 | t/p | 12 | 0.10 | 107.706 | 108.896 | 107.706 | 66.37 | 1410.29 |
| 48 | 2024.07.23 12:00 | buy | 13 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 49 | 2024.07.23 12:00 | modify | 13 | 0.10 | 103.428 | 103.028 | 104.828 | ||
| 50 | 2024.07.23 17:20 | s/l | 13 | 0.10 | 103.028 | 103.028 | 104.828 | -27.52 | 1382.77 |
| 51 | 2024.07.24 00:00 | buy | 14 | 0.10 | 103.021 | 0.000 | 0.000 | ||
| 52 | 2024.07.24 00:00 | modify | 14 | 0.10 | 103.021 | 102.621 | 104.421 | ||
| 53 | 2024.07.24 01:40 | s/l | 14 | 0.10 | 102.621 | 102.621 | 104.421 | -27.53 | 1355.24 |
| 54 | 2024.07.25 12:00 | buy | 15 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 55 | 2024.07.25 12:00 | modify | 15 | 0.10 | 99.600 | 99.200 | 101.000 | ||
| 56 | 2024.07.25 12:55 | buy | 16 | 0.10 | 100.329 | 0.000 | 0.000 | ||
| 57 | 2024.07.25 12:55 | modify | 16 | 0.10 | 100.329 | 99.950 | 101.000 | ||
| 58 | 2024.07.25 12:55 | modify | 15 | 0.10 | 99.600 | 99.950 | 101.000 | ||
| 59 | 2024.07.25 14:30 | buy | 17 | 0.10 | 100.600 | 0.000 | 0.000 | ||
| 60 | 2024.07.25 14:30 | modify | 17 | 0.10 | 100.600 | 100.370 | 101.000 | ||
| 61 | 2024.07.25 14:30 | modify | 16 | 0.10 | 100.329 | 100.370 | 101.000 | ||
| 62 | 2024.07.25 14:30 | modify | 15 | 0.10 | 99.600 | 100.370 | 101.000 | ||
| 63 | 2024.07.25 16:30 | t/p | 15 | 0.10 | 101.000 | 100.370 | 101.000 | 96.33 | 1451.57 |
| 64 | 2024.07.25 16:30 | t/p | 16 | 0.10 | 101.000 | 100.370 | 101.000 | 46.17 | 1497.74 |
| 65 | 2024.07.25 16:30 | t/p | 17 | 0.10 | 101.000 | 100.370 | 101.000 | 27.53 | 1525.27 |