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=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 | 1908 | Ticks modelled | 33247188 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 289.75 | Gross profit | 431.27 | Gross loss | -141.52 |
| Profit factor | 3.05 | Expected payoff | 15.25 | ||
| Absolute drawdown | 12.73 | Maximal drawdown | 146.40 (10.19%) | Relative drawdown | 12.51% (145.50) |
| Total trades | 19 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
| Largest | profit trade | 96.29 | loss trade | -27.53 | |
| Average | profit trade | 35.94 | loss trade | -20.22 | |
| Maximum | consecutive wins (profit in money) | 4 (239.82) | consecutive losses (loss in money) | 2 (-55.05) | |
| Maximal | consecutive profit (count of wins) | 239.82 (4) | consecutive loss (count of losses) | -55.05 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | 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 12:30 | buy | 2 | 0.10 | 101.061 | 0.000 | 0.000 | ||
| 4 | 2024.05.03 12:30 | modify | 2 | 0.10 | 101.061 | 100.849 | 102.039 | ||
| 5 | 2024.05.03 12:30 | modify | 1 | 0.10 | 100.639 | 100.849 | 102.039 | ||
| 6 | 2024.05.03 12:31 | s/l | 1 | 0.10 | 100.849 | 100.849 | 102.039 | 14.45 | 1014.45 |
| 7 | 2024.05.03 12:31 | s/l | 2 | 0.10 | 100.849 | 100.849 | 102.039 | -14.58 | 999.87 |
| 8 | 2024.06.04 16:00 | buy | 3 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 9 | 2024.06.04 16:00 | modify | 3 | 0.10 | 102.886 | 102.486 | 104.286 | ||
| 10 | 2024.06.05 00:16 | buy | 4 | 0.10 | 103.309 | 0.000 | 0.000 | ||
| 11 | 2024.06.05 00:16 | modify | 4 | 0.10 | 103.309 | 103.096 | 104.286 | ||
| 12 | 2024.06.05 00:16 | modify | 3 | 0.10 | 102.886 | 103.096 | 104.286 | ||
| 13 | 2024.06.05 02:01 | buy | 5 | 0.10 | 103.586 | 0.000 | 0.000 | ||
| 14 | 2024.06.05 02:01 | modify | 5 | 0.10 | 103.586 | 103.236 | 104.286 | ||
| 15 | 2024.06.05 02:01 | modify | 4 | 0.10 | 103.309 | 103.236 | 104.286 | ||
| 16 | 2024.06.05 02:01 | modify | 3 | 0.10 | 102.886 | 103.236 | 104.286 | ||
| 17 | 2024.06.05 07:28 | buy | 6 | 0.10 | 103.866 | 0.000 | 0.000 | ||
| 18 | 2024.06.05 07:28 | modify | 6 | 0.10 | 103.866 | 103.656 | 104.286 | ||
| 19 | 2024.06.05 07:28 | modify | 5 | 0.10 | 103.586 | 103.656 | 104.286 | ||
| 20 | 2024.06.05 07:28 | modify | 4 | 0.10 | 103.309 | 103.656 | 104.286 | ||
| 21 | 2024.06.05 07:28 | modify | 3 | 0.10 | 102.886 | 103.656 | 104.286 | ||
| 22 | 2024.06.05 10:55 | s/l | 3 | 0.10 | 103.656 | 103.656 | 104.286 | 53.42 | 1053.29 |
| 23 | 2024.06.05 10:55 | s/l | 4 | 0.10 | 103.656 | 103.656 | 104.286 | 23.88 | 1077.17 |
| 24 | 2024.06.05 10:55 | s/l | 5 | 0.10 | 103.656 | 103.656 | 104.286 | 4.82 | 1081.99 |
| 25 | 2024.06.05 10:55 | s/l | 6 | 0.10 | 103.656 | 103.656 | 104.286 | -14.45 | 1067.54 |
| 26 | 2024.07.03 12:00 | sell | 7 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 27 | 2024.07.03 12:00 | modify | 7 | 0.10 | 108.042 | 108.442 | 106.642 | ||
| 28 | 2024.07.03 14:03 | s/l | 7 | 0.10 | 108.442 | 108.442 | 106.642 | -27.51 | 1040.03 |
| 29 | 2024.07.04 04:00 | sell | 8 | 0.10 | 108.425 | 0.000 | 0.000 | ||
| 30 | 2024.07.04 04:00 | modify | 8 | 0.10 | 108.425 | 108.825 | 107.025 | ||
| 31 | 2024.07.05 12:30 | sell | 9 | 0.10 | 107.990 | 0.000 | 0.000 | ||
| 32 | 2024.07.05 12:30 | modify | 9 | 0.10 | 107.990 | 108.215 | 107.025 | ||
| 33 | 2024.07.05 12:30 | modify | 8 | 0.10 | 108.425 | 108.215 | 107.025 | ||
| 34 | 2024.07.05 12:30 | s/l | 8 | 0.10 | 108.215 | 108.215 | 107.025 | 13.40 | 1053.44 |
| 35 | 2024.07.05 12:30 | s/l | 9 | 0.10 | 108.215 | 108.215 | 107.025 | -15.48 | 1037.96 |
| 36 | 2024.07.11 00:00 | sell | 10 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 37 | 2024.07.11 00:00 | modify | 10 | 0.10 | 109.106 | 109.506 | 107.706 | ||
| 38 | 2024.07.11 12:42 | sell | 11 | 0.10 | 108.684 | 0.000 | 0.000 | ||
| 39 | 2024.07.11 12:42 | modify | 11 | 0.10 | 108.684 | 108.896 | 107.706 | ||
| 40 | 2024.07.11 12:42 | modify | 10 | 0.10 | 109.106 | 108.896 | 107.706 | ||
| 41 | 2024.07.11 12:42 | sell | 12 | 0.10 | 108.400 | 0.000 | 0.000 | ||
| 42 | 2024.07.11 12:42 | modify | 12 | 0.10 | 108.400 | 108.756 | 107.706 | ||
| 43 | 2024.07.11 12:42 | modify | 11 | 0.10 | 108.684 | 108.756 | 107.706 | ||
| 44 | 2024.07.11 12:42 | modify | 10 | 0.10 | 109.106 | 108.756 | 107.706 | ||
| 45 | 2024.07.11 12:43 | sell | 13 | 0.10 | 108.121 | 0.000 | 0.000 | ||
| 46 | 2024.07.11 12:43 | modify | 13 | 0.10 | 108.121 | 108.336 | 107.706 | ||
| 47 | 2024.07.11 12:43 | modify | 12 | 0.10 | 108.400 | 108.336 | 107.706 | ||
| 48 | 2024.07.11 12:43 | modify | 11 | 0.10 | 108.684 | 108.336 | 107.706 | ||
| 49 | 2024.07.11 12:43 | modify | 10 | 0.10 | 109.106 | 108.336 | 107.706 | ||
| 50 | 2024.07.11 12:44 | t/p | 10 | 0.10 | 107.706 | 108.336 | 107.706 | 96.29 | 1134.25 |
| 51 | 2024.07.11 12:44 | t/p | 11 | 0.10 | 107.706 | 108.336 | 107.706 | 67.26 | 1201.51 |
| 52 | 2024.07.11 12:44 | t/p | 12 | 0.10 | 107.706 | 108.336 | 107.706 | 47.73 | 1249.24 |
| 53 | 2024.07.11 12:44 | t/p | 13 | 0.10 | 107.706 | 108.336 | 107.706 | 28.54 | 1277.78 |
| 54 | 2024.07.23 12:00 | buy | 14 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 55 | 2024.07.23 12:00 | modify | 14 | 0.10 | 103.428 | 103.028 | 104.828 | ||
| 56 | 2024.07.23 17:07 | s/l | 14 | 0.10 | 103.028 | 103.028 | 104.828 | -27.52 | 1250.26 |
| 57 | 2024.07.24 00:00 | buy | 15 | 0.10 | 103.021 | 0.000 | 0.000 | ||
| 58 | 2024.07.24 00:00 | modify | 15 | 0.10 | 103.021 | 102.621 | 104.421 | ||
| 59 | 2024.07.24 01:28 | s/l | 15 | 0.10 | 102.621 | 102.621 | 104.421 | -27.53 | 1222.73 |
| 60 | 2024.07.25 12:00 | buy | 16 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 61 | 2024.07.25 12:00 | modify | 16 | 0.10 | 99.600 | 99.200 | 101.000 | ||
| 62 | 2024.07.25 12:32 | buy | 17 | 0.10 | 100.022 | 0.000 | 0.000 | ||
| 63 | 2024.07.25 12:32 | modify | 17 | 0.10 | 100.022 | 99.810 | 101.000 | ||
| 64 | 2024.07.25 12:32 | modify | 16 | 0.10 | 99.600 | 99.810 | 101.000 | ||
| 65 | 2024.07.25 12:54 | buy | 18 | 0.10 | 100.304 | 0.000 | 0.000 | ||
| 66 | 2024.07.25 12:54 | modify | 18 | 0.10 | 100.304 | 99.950 | 101.000 | ||
| 67 | 2024.07.25 12:54 | modify | 17 | 0.10 | 100.022 | 99.950 | 101.000 | ||
| 68 | 2024.07.25 12:54 | modify | 16 | 0.10 | 99.600 | 99.950 | 101.000 | ||
| 69 | 2024.07.25 13:05 | buy | 19 | 0.10 | 100.580 | 0.000 | 0.000 | ||
| 70 | 2024.07.25 13:05 | modify | 19 | 0.10 | 100.580 | 100.370 | 101.000 | ||
| 71 | 2024.07.25 13:05 | modify | 18 | 0.10 | 100.304 | 100.370 | 101.000 | ||
| 72 | 2024.07.25 13:05 | modify | 17 | 0.10 | 100.022 | 100.370 | 101.000 | ||
| 73 | 2024.07.25 13:05 | modify | 16 | 0.10 | 99.600 | 100.370 | 101.000 | ||
| 74 | 2024.07.25 14:01 | s/l | 16 | 0.10 | 100.370 | 100.370 | 101.000 | 52.98 | 1275.71 |
| 75 | 2024.07.25 14:01 | s/l | 17 | 0.10 | 100.370 | 100.370 | 101.000 | 23.95 | 1299.66 |
| 76 | 2024.07.25 14:01 | s/l | 18 | 0.10 | 100.370 | 100.370 | 101.000 | 4.54 | 1304.20 |
| 77 | 2024.07.25 14:01 | s/l | 19 | 0.10 | 100.370 | 100.370 | 101.000 | -14.45 | 1289.75 |