Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2614 | Ticks modelled | 79376 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 707.25 | Gross profit | 1098.15 | Gross loss | -390.89 |
| Profit factor | 2.81 | Expected payoff | 22.10 | ||
| Absolute drawdown | 97.16 | Maximal drawdown | 216.44 (2.01%) | Relative drawdown | 2.01% (216.44) |
| Total trades | 32 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 21 (65.62%) | Loss trades (% of total) | 11 (34.38%) | ||
| Largest | profit trade | 103.97 | loss trade | -49.43 | |
| Average | profit trade | 52.29 | loss trade | -35.54 | |
| Maximum | consecutive wins (profit in money) | 13 (684.55) | consecutive losses (loss in money) | 4 (-102.58) | |
| Maximal | consecutive profit (count of wins) | 684.55 (13) | consecutive loss (count of losses) | -102.58 (4) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.21 12:00 | buy | 1 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 2 | 2023.04.21 12:00 | modify | 1 | 0.10 | 89.598 | 88.898 | 91.098 | ||
| 3 | 2023.04.25 13:40 | s/l | 1 | 0.10 | 88.898 | 88.898 | 91.098 | -46.02 | 9953.98 |
| 4 | 2023.05.01 08:00 | sell | 2 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 5 | 2023.05.01 08:00 | modify | 2 | 0.10 | 90.777 | 91.477 | 89.277 | ||
| 6 | 2023.05.02 04:20 | s/l | 2 | 0.10 | 91.477 | 91.477 | 89.277 | -47.78 | 9906.20 |
| 7 | 2023.05.02 12:00 | sell | 3 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 8 | 2023.05.02 12:00 | modify | 3 | 0.10 | 92.043 | 92.743 | 90.543 | ||
| 9 | 2023.05.02 14:50 | sell | 4 | 0.10 | 90.965 | 0.000 | 0.000 | ||
| 10 | 2023.05.02 14:50 | modify | 4 | 0.10 | 90.965 | 91.518 | 90.543 | ||
| 11 | 2023.05.02 14:50 | modify | 3 | 0.10 | 92.043 | 91.518 | 90.543 | ||
| 12 | 2023.05.02 17:35 | sell | 5 | 0.10 | 91.126 | 0.000 | 0.000 | ||
| 13 | 2023.05.02 17:35 | modify | 5 | 0.10 | 91.126 | 91.593 | 90.543 | ||
| 14 | 2023.05.02 17:40 | modify | 5 | 0.10 | 91.126 | 91.518 | 90.543 | ||
| 15 | 2023.05.03 07:30 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 99.76 | 10005.96 |
| 16 | 2023.05.03 07:30 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 27.47 | 10033.43 |
| 17 | 2023.05.03 07:30 | t/p | 5 | 0.10 | 90.543 | 91.518 | 90.543 | 38.27 | 10071.70 |
| 18 | 2023.06.14 04:00 | sell | 6 | 0.10 | 94.861 | 0.000 | 0.000 | ||
| 19 | 2023.06.14 04:00 | modify | 6 | 0.10 | 94.861 | 95.561 | 93.361 | ||
| 20 | 2023.06.15 01:30 | s/l | 6 | 0.10 | 95.561 | 95.561 | 93.361 | -49.43 | 10022.27 |
| 21 | 2023.07.07 12:00 | buy | 7 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 22 | 2023.07.07 12:00 | modify | 7 | 0.10 | 95.073 | 94.373 | 96.573 | ||
| 23 | 2023.07.10 12:40 | s/l | 7 | 0.10 | 94.373 | 94.373 | 96.573 | -46.50 | 9975.77 |
| 24 | 2023.07.11 16:00 | buy | 8 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 25 | 2023.07.11 16:00 | modify | 8 | 0.10 | 93.651 | 92.951 | 95.151 | ||
| 26 | 2023.07.13 03:59 | buy | 9 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 27 | 2023.07.13 03:59 | modify | 9 | 0.10 | 94.420 | 93.726 | 95.151 | ||
| 28 | 2023.07.13 03:59 | modify | 8 | 0.10 | 93.651 | 93.726 | 95.151 | ||
| 29 | 2023.07.13 05:50 | buy | 10 | 0.10 | 94.563 | 0.000 | 0.000 | ||
| 30 | 2023.07.13 05:50 | modify | 10 | 0.10 | 94.563 | 94.101 | 95.151 | ||
| 31 | 2023.07.13 05:50 | modify | 9 | 0.10 | 94.420 | 94.101 | 95.151 | ||
| 32 | 2023.07.13 05:50 | modify | 8 | 0.10 | 93.651 | 94.101 | 95.151 | ||
| 33 | 2023.07.13 07:40 | buy | 11 | 0.10 | 94.717 | 0.000 | 0.000 | ||
| 34 | 2023.07.13 07:40 | modify | 11 | 0.10 | 94.717 | 94.176 | 95.151 | ||
| 35 | 2023.07.13 07:40 | modify | 10 | 0.10 | 94.563 | 94.176 | 95.151 | ||
| 36 | 2023.07.13 07:40 | modify | 9 | 0.10 | 94.420 | 94.176 | 95.151 | ||
| 37 | 2023.07.13 07:40 | modify | 8 | 0.10 | 93.651 | 94.176 | 95.151 | ||
| 38 | 2023.07.13 12:40 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 102.55 | 10078.32 |
| 39 | 2023.07.13 12:40 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 49.06 | 10127.38 |
| 40 | 2023.07.13 12:40 | t/p | 10 | 0.10 | 95.151 | 94.176 | 95.151 | 39.46 | 10166.84 |
| 41 | 2023.07.13 12:40 | t/p | 11 | 0.10 | 95.151 | 94.176 | 95.151 | 29.13 | 10195.97 |
| 42 | 2023.08.03 12:00 | buy | 12 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 43 | 2023.08.03 12:00 | modify | 12 | 0.10 | 93.327 | 92.627 | 94.827 | ||
| 44 | 2023.08.09 07:59 | buy | 13 | 0.10 | 94.099 | 0.000 | 0.000 | ||
| 45 | 2023.08.09 07:59 | modify | 13 | 0.10 | 94.099 | 93.402 | 94.827 | ||
| 46 | 2023.08.09 07:59 | modify | 12 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 47 | 2023.08.10 04:30 | buy | 14 | 0.10 | 94.237 | 0.000 | 0.000 | ||
| 48 | 2023.08.10 04:30 | modify | 14 | 0.10 | 94.237 | 93.777 | 94.827 | ||
| 49 | 2023.08.10 04:30 | modify | 13 | 0.10 | 94.099 | 93.777 | 94.827 | ||
| 50 | 2023.08.10 04:30 | modify | 12 | 0.10 | 93.327 | 93.777 | 94.827 | ||
| 51 | 2023.08.10 06:40 | buy | 15 | 0.10 | 94.399 | 0.000 | 0.000 | ||
| 52 | 2023.08.10 06:40 | modify | 15 | 0.10 | 94.399 | 93.852 | 94.827 | ||
| 53 | 2023.08.10 06:40 | modify | 14 | 0.10 | 94.237 | 93.852 | 94.827 | ||
| 54 | 2023.08.10 06:40 | modify | 13 | 0.10 | 94.099 | 93.852 | 94.827 | ||
| 55 | 2023.08.10 06:40 | modify | 12 | 0.10 | 93.327 | 93.852 | 94.827 | ||
| 56 | 2023.08.10 13:30 | t/p | 12 | 0.10 | 94.827 | 93.852 | 94.827 | 103.97 | 10299.94 |
| 57 | 2023.08.10 13:30 | t/p | 13 | 0.10 | 94.827 | 93.852 | 94.827 | 50.28 | 10350.22 |
| 58 | 2023.08.10 13:30 | t/p | 14 | 0.10 | 94.827 | 93.852 | 94.827 | 39.59 | 10389.81 |
| 59 | 2023.08.10 13:30 | t/p | 15 | 0.10 | 94.827 | 93.852 | 94.827 | 28.72 | 10418.53 |
| 60 | 2023.09.29 08:00 | sell | 16 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 61 | 2023.09.29 08:00 | modify | 16 | 0.10 | 96.387 | 97.087 | 94.887 | ||
| 62 | 2023.10.02 13:30 | sell | 17 | 0.10 | 95.609 | 0.000 | 0.000 | ||
| 63 | 2023.10.02 13:30 | modify | 17 | 0.10 | 95.609 | 96.312 | 94.887 | ||
| 64 | 2023.10.02 13:30 | modify | 16 | 0.10 | 96.387 | 96.312 | 94.887 | ||
| 65 | 2023.10.02 14:55 | sell | 18 | 0.10 | 95.467 | 0.000 | 0.000 | ||
| 66 | 2023.10.02 14:55 | modify | 18 | 0.10 | 95.467 | 95.937 | 94.887 | ||
| 67 | 2023.10.02 14:55 | modify | 17 | 0.10 | 95.609 | 95.937 | 94.887 | ||
| 68 | 2023.10.02 14:55 | modify | 16 | 0.10 | 96.387 | 95.937 | 94.887 | ||
| 69 | 2023.10.02 16:40 | sell | 19 | 0.10 | 95.327 | 0.000 | 0.000 | ||
| 70 | 2023.10.02 16:40 | modify | 19 | 0.10 | 95.327 | 95.862 | 94.887 | ||
| 71 | 2023.10.02 16:40 | modify | 18 | 0.10 | 95.467 | 95.862 | 94.887 | ||
| 72 | 2023.10.02 16:40 | modify | 17 | 0.10 | 95.609 | 95.862 | 94.887 | ||
| 73 | 2023.10.02 16:40 | modify | 16 | 0.10 | 96.387 | 95.862 | 94.887 | ||
| 74 | 2023.10.03 04:30 | t/p | 16 | 0.10 | 94.887 | 95.862 | 94.887 | 98.93 | 10517.46 |
| 75 | 2023.10.03 04:30 | t/p | 17 | 0.10 | 94.887 | 95.862 | 94.887 | 47.59 | 10565.05 |
| 76 | 2023.10.03 04:30 | t/p | 18 | 0.10 | 94.887 | 95.862 | 94.887 | 38.07 | 10603.12 |
| 77 | 2023.10.03 04:30 | t/p | 19 | 0.10 | 94.887 | 95.862 | 94.887 | 28.68 | 10631.80 |
| 78 | 2023.11.06 08:00 | sell | 20 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 79 | 2023.11.06 08:00 | modify | 20 | 0.10 | 97.407 | 98.107 | 95.907 | ||
| 80 | 2023.11.07 05:05 | sell | 21 | 0.10 | 96.653 | 0.000 | 0.000 | ||
| 81 | 2023.11.07 05:05 | modify | 21 | 0.10 | 96.653 | 97.332 | 95.907 | ||
| 82 | 2023.11.07 05:05 | modify | 20 | 0.10 | 97.407 | 97.332 | 95.907 | ||
| 83 | 2023.11.07 14:40 | sell | 22 | 0.10 | 96.488 | 0.000 | 0.000 | ||
| 84 | 2023.11.07 14:40 | modify | 22 | 0.10 | 96.488 | 96.957 | 95.907 | ||
| 85 | 2023.11.07 14:40 | modify | 21 | 0.10 | 96.653 | 96.957 | 95.907 | ||
| 86 | 2023.11.07 14:40 | modify | 20 | 0.10 | 97.407 | 96.957 | 95.907 | ||
| 87 | 2023.11.08 02:30 | s/l | 20 | 0.10 | 96.957 | 96.957 | 95.907 | 28.52 | 10660.32 |
| 88 | 2023.11.08 02:30 | s/l | 21 | 0.10 | 96.957 | 96.957 | 95.907 | -21.22 | 10639.10 |
| 89 | 2023.11.08 02:30 | s/l | 22 | 0.10 | 96.957 | 96.957 | 95.907 | -32.28 | 10606.82 |
| 90 | 2023.12.05 16:00 | buy | 23 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 91 | 2023.12.05 16:00 | modify | 23 | 0.10 | 96.571 | 95.871 | 98.071 | ||
| 92 | 2023.12.07 03:40 | s/l | 23 | 0.10 | 95.871 | 95.871 | 98.071 | -45.08 | 10561.74 |
| 93 | 2023.12.27 12:00 | sell | 24 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 94 | 2023.12.27 12:00 | modify | 24 | 0.10 | 97.502 | 98.202 | 96.002 | ||
| 95 | 2023.12.28 04:50 | sell | 25 | 0.10 | 96.582 | 0.000 | 0.000 | ||
| 96 | 2023.12.28 04:50 | modify | 25 | 0.10 | 96.582 | 97.052 | 96.002 | ||
| 97 | 2023.12.28 04:50 | modify | 24 | 0.10 | 97.502 | 97.052 | 96.002 | ||
| 98 | 2023.12.28 05:45 | sell | 26 | 0.10 | 96.747 | 0.000 | 0.000 | ||
| 99 | 2023.12.28 05:45 | modify | 26 | 0.10 | 96.747 | 97.427 | 96.002 | ||
| 100 | 2023.12.28 05:50 | modify | 26 | 0.10 | 96.747 | 97.052 | 96.002 | ||
| 101 | 2023.12.28 08:06 | sell | 27 | 0.10 | 96.424 | 0.000 | 0.000 | ||
| 102 | 2023.12.28 08:06 | modify | 27 | 0.10 | 96.424 | 96.977 | 96.002 | ||
| 103 | 2023.12.28 08:06 | modify | 25 | 0.10 | 96.582 | 96.977 | 96.002 | ||
| 104 | 2023.12.28 08:06 | modify | 26 | 0.10 | 96.747 | 96.977 | 96.002 | ||
| 105 | 2023.12.28 08:06 | modify | 24 | 0.10 | 97.502 | 96.977 | 96.002 | ||
| 106 | 2023.12.29 21:40 | t/p | 24 | 0.10 | 96.002 | 96.977 | 96.002 | 97.27 | 10659.01 |
| 107 | 2023.12.29 21:40 | t/p | 25 | 0.10 | 96.002 | 96.977 | 96.002 | 38.06 | 10697.07 |
| 108 | 2023.12.29 21:40 | t/p | 26 | 0.10 | 96.002 | 96.977 | 96.002 | 49.13 | 10746.20 |
| 109 | 2023.12.29 21:40 | t/p | 27 | 0.10 | 96.002 | 96.977 | 96.002 | 27.47 | 10773.67 |
| 110 | 2024.02.01 16:00 | buy | 28 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 111 | 2024.02.01 16:00 | modify | 28 | 0.10 | 95.779 | 95.079 | 97.279 | ||
| 112 | 2024.02.02 02:30 | buy | 29 | 0.10 | 96.553 | 0.000 | 0.000 | ||
| 113 | 2024.02.02 02:30 | modify | 29 | 0.10 | 96.553 | 95.854 | 97.279 | ||
| 114 | 2024.02.02 02:30 | modify | 28 | 0.10 | 95.779 | 95.854 | 97.279 | ||
| 115 | 2024.02.02 07:30 | buy | 30 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 116 | 2024.02.02 07:30 | modify | 30 | 0.10 | 96.682 | 96.229 | 97.279 | ||
| 117 | 2024.02.02 07:30 | modify | 29 | 0.10 | 96.553 | 96.229 | 97.279 | ||
| 118 | 2024.02.02 07:30 | modify | 28 | 0.10 | 95.779 | 96.229 | 97.279 | ||
| 119 | 2024.02.02 09:20 | buy | 31 | 0.10 | 96.832 | 0.000 | 0.000 | ||
| 120 | 2024.02.02 09:20 | modify | 31 | 0.10 | 96.832 | 96.304 | 97.279 | ||
| 121 | 2024.02.02 09:20 | modify | 30 | 0.10 | 96.682 | 96.304 | 97.279 | ||
| 122 | 2024.02.02 09:20 | modify | 29 | 0.10 | 96.553 | 96.304 | 97.279 | ||
| 123 | 2024.02.02 09:20 | modify | 28 | 0.10 | 95.779 | 96.304 | 97.279 | ||
| 124 | 2024.02.05 14:40 | s/l | 28 | 0.10 | 96.304 | 96.304 | 97.279 | 36.17 | 10809.84 |
| 125 | 2024.02.05 14:40 | s/l | 29 | 0.10 | 96.304 | 96.304 | 97.279 | -16.24 | 10793.60 |
| 126 | 2024.02.05 14:40 | s/l | 30 | 0.10 | 96.304 | 96.304 | 97.279 | -24.90 | 10768.70 |
| 127 | 2024.02.05 14:40 | s/l | 31 | 0.10 | 96.304 | 96.304 | 97.279 | -34.96 | 10733.74 |
| 128 | 2024.02.28 16:00 | buy | 32 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 129 | 2024.02.28 16:00 | modify | 32 | 0.10 | 97.962 | 97.262 | 99.462 | ||
| 130 | 2024.02.29 23:59 | close at stop | 32 | 0.10 | 97.546 | 97.262 | 99.462 | -26.49 | 10707.25 |