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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1914 | Ticks modelled | 26833988 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 727.06 | Gross profit | 894.68 | Gross loss | -167.62 |
| Profit factor | 5.34 | Expected payoff | 24.24 | ||
| Absolute drawdown | 49.27 | Maximal drawdown | 187.04 (1.75%) | Relative drawdown | 1.75% (187.04) |
| Total trades | 30 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
| Largest | profit trade | 82.88 | loss trade | -37.57 | |
| Average | profit trade | 38.90 | loss trade | -23.95 | |
| Maximum | consecutive wins (profit in money) | 9 (367.63) | consecutive losses (loss in money) | 3 (-70.51) | |
| Maximal | consecutive profit (count of wins) | 367.63 (9) | consecutive loss (count of losses) | -70.51 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.03.15 16:00 | buy | 1 | 0.10 | 87.820 | 0.000 | 0.000 | ||
| 2 | 2023.03.15 16:00 | modify | 1 | 0.10 | 87.820 | 86.320 | 89.020 | ||
| 3 | 2023.03.15 18:28 | buy | 2 | 0.10 | 88.422 | 0.000 | 0.000 | ||
| 4 | 2023.03.15 18:28 | modify | 2 | 0.10 | 88.422 | 87.940 | 89.020 | ||
| 5 | 2023.03.15 18:28 | modify | 1 | 0.10 | 87.820 | 87.940 | 89.020 | ||
| 6 | 2023.03.15 18:41 | buy | 3 | 0.10 | 88.542 | 0.000 | 0.000 | ||
| 7 | 2023.03.15 18:41 | modify | 3 | 0.10 | 88.542 | 88.120 | 89.020 | ||
| 8 | 2023.03.15 18:41 | modify | 2 | 0.10 | 88.422 | 88.120 | 89.020 | ||
| 9 | 2023.03.15 18:41 | modify | 1 | 0.10 | 87.820 | 88.120 | 89.020 | ||
| 10 | 2023.03.15 19:10 | s/l | 1 | 0.10 | 88.120 | 88.120 | 89.020 | 20.13 | 10020.13 |
| 11 | 2023.03.15 19:10 | s/l | 2 | 0.10 | 88.120 | 88.120 | 89.020 | -20.27 | 9999.86 |
| 12 | 2023.03.15 19:10 | s/l | 3 | 0.10 | 88.120 | 88.120 | 89.020 | -28.32 | 9971.54 |
| 13 | 2023.03.24 12:00 | buy | 4 | 0.10 | 86.306 | 0.000 | 0.000 | ||
| 14 | 2023.03.24 12:00 | modify | 4 | 0.10 | 86.306 | 84.806 | 87.506 | ||
| 15 | 2023.03.24 16:02 | buy | 5 | 0.10 | 86.907 | 0.000 | 0.000 | ||
| 16 | 2023.03.24 16:02 | modify | 5 | 0.10 | 86.907 | 86.426 | 87.506 | ||
| 17 | 2023.03.24 16:02 | modify | 4 | 0.10 | 86.306 | 86.426 | 87.506 | ||
| 18 | 2023.03.24 19:21 | buy | 6 | 0.10 | 87.026 | 0.000 | 0.000 | ||
| 19 | 2023.03.24 19:21 | modify | 6 | 0.10 | 87.026 | 86.606 | 87.506 | ||
| 20 | 2023.03.24 19:21 | modify | 5 | 0.10 | 86.907 | 86.606 | 87.506 | ||
| 21 | 2023.03.24 19:21 | modify | 4 | 0.10 | 86.306 | 86.606 | 87.506 | ||
| 22 | 2023.03.27 06:24 | buy | 7 | 0.10 | 87.266 | 0.000 | 0.000 | ||
| 23 | 2023.03.27 06:24 | modify | 7 | 0.10 | 87.266 | 86.726 | 87.506 | ||
| 24 | 2023.03.27 06:24 | modify | 6 | 0.10 | 87.026 | 86.726 | 87.506 | ||
| 25 | 2023.03.27 06:24 | modify | 5 | 0.10 | 86.907 | 86.726 | 87.506 | ||
| 26 | 2023.03.27 06:24 | modify | 4 | 0.10 | 86.306 | 86.726 | 87.506 | ||
| 27 | 2023.03.27 06:59 | t/p | 4 | 0.10 | 87.506 | 86.726 | 87.506 | 80.99 | 10052.53 |
| 28 | 2023.03.27 06:59 | t/p | 5 | 0.10 | 87.506 | 86.726 | 87.506 | 40.66 | 10093.20 |
| 29 | 2023.03.27 06:59 | t/p | 6 | 0.10 | 87.506 | 86.726 | 87.506 | 32.68 | 10125.88 |
| 30 | 2023.03.27 06:59 | t/p | 7 | 0.10 | 87.506 | 86.726 | 87.506 | 16.10 | 10141.98 |
| 31 | 2023.05.02 08:00 | sell | 8 | 0.10 | 92.226 | 0.000 | 0.000 | ||
| 32 | 2023.05.02 08:00 | modify | 8 | 0.10 | 92.226 | 93.726 | 91.026 | ||
| 33 | 2023.05.02 14:06 | sell | 9 | 0.10 | 91.621 | 0.000 | 0.000 | ||
| 34 | 2023.05.02 14:06 | modify | 9 | 0.10 | 91.621 | 92.106 | 91.026 | ||
| 35 | 2023.05.02 14:06 | modify | 8 | 0.10 | 92.226 | 92.106 | 91.026 | ||
| 36 | 2023.05.02 14:10 | sell | 10 | 0.10 | 91.504 | 0.000 | 0.000 | ||
| 37 | 2023.05.02 14:10 | modify | 10 | 0.10 | 91.504 | 91.926 | 91.026 | ||
| 38 | 2023.05.02 14:10 | modify | 9 | 0.10 | 91.621 | 91.926 | 91.026 | ||
| 39 | 2023.05.02 14:10 | modify | 8 | 0.10 | 92.226 | 91.926 | 91.026 | ||
| 40 | 2023.05.02 14:32 | sell | 11 | 0.10 | 91.266 | 0.000 | 0.000 | ||
| 41 | 2023.05.02 14:32 | modify | 11 | 0.10 | 91.266 | 91.806 | 91.026 | ||
| 42 | 2023.05.02 14:32 | modify | 10 | 0.10 | 91.504 | 91.806 | 91.026 | ||
| 43 | 2023.05.02 14:32 | modify | 9 | 0.10 | 91.621 | 91.806 | 91.026 | ||
| 44 | 2023.05.02 14:32 | modify | 8 | 0.10 | 92.226 | 91.806 | 91.026 | ||
| 45 | 2023.05.02 14:53 | t/p | 8 | 0.10 | 91.026 | 91.806 | 91.026 | 80.47 | 10222.45 |
| 46 | 2023.05.02 14:53 | t/p | 9 | 0.10 | 91.026 | 91.806 | 91.026 | 39.90 | 10262.35 |
| 47 | 2023.05.02 14:53 | t/p | 10 | 0.10 | 91.026 | 91.806 | 91.026 | 32.06 | 10294.41 |
| 48 | 2023.05.02 14:53 | t/p | 11 | 0.10 | 91.026 | 91.806 | 91.026 | 16.10 | 10310.51 |
| 49 | 2023.07.27 20:00 | buy | 12 | 0.10 | 93.233 | 0.000 | 0.000 | ||
| 50 | 2023.07.27 20:00 | modify | 12 | 0.10 | 93.233 | 91.733 | 94.433 | ||
| 51 | 2023.07.28 03:35 | buy | 13 | 0.10 | 93.836 | 0.000 | 0.000 | ||
| 52 | 2023.07.28 03:35 | modify | 13 | 0.10 | 93.836 | 93.353 | 94.433 | ||
| 53 | 2023.07.28 03:35 | modify | 12 | 0.10 | 93.233 | 93.353 | 94.433 | ||
| 54 | 2023.07.28 03:35 | buy | 14 | 0.10 | 93.961 | 0.000 | 0.000 | ||
| 55 | 2023.07.28 03:35 | modify | 14 | 0.10 | 93.961 | 93.533 | 94.433 | ||
| 56 | 2023.07.28 03:35 | modify | 13 | 0.10 | 93.836 | 93.533 | 94.433 | ||
| 57 | 2023.07.28 03:35 | modify | 12 | 0.10 | 93.233 | 93.533 | 94.433 | ||
| 58 | 2023.07.28 03:36 | buy | 15 | 0.10 | 94.213 | 0.000 | 0.000 | ||
| 59 | 2023.07.28 03:36 | modify | 15 | 0.10 | 94.213 | 93.653 | 94.433 | ||
| 60 | 2023.07.28 03:36 | modify | 14 | 0.10 | 93.961 | 93.653 | 94.433 | ||
| 61 | 2023.07.28 03:36 | modify | 13 | 0.10 | 93.836 | 93.653 | 94.433 | ||
| 62 | 2023.07.28 03:36 | modify | 12 | 0.10 | 93.233 | 93.653 | 94.433 | ||
| 63 | 2023.07.28 03:40 | s/l | 12 | 0.10 | 93.653 | 93.653 | 94.433 | 28.66 | 10339.17 |
| 64 | 2023.07.28 03:40 | s/l | 13 | 0.10 | 93.653 | 93.653 | 94.433 | -12.28 | 10326.89 |
| 65 | 2023.07.28 03:40 | s/l | 14 | 0.10 | 93.653 | 93.653 | 94.433 | -20.66 | 10306.23 |
| 66 | 2023.07.28 03:40 | s/l | 15 | 0.10 | 93.653 | 93.653 | 94.433 | -37.57 | 10268.66 |
| 67 | 2023.07.31 16:00 | sell | 16 | 0.10 | 95.677 | 0.000 | 0.000 | ||
| 68 | 2023.07.31 16:00 | modify | 16 | 0.10 | 95.677 | 97.177 | 94.477 | ||
| 69 | 2023.08.01 04:40 | sell | 17 | 0.10 | 95.077 | 0.000 | 0.000 | ||
| 70 | 2023.08.01 04:40 | modify | 17 | 0.10 | 95.077 | 95.557 | 94.477 | ||
| 71 | 2023.08.01 04:40 | modify | 16 | 0.10 | 95.677 | 95.557 | 94.477 | ||
| 72 | 2023.08.01 06:24 | sell | 18 | 0.10 | 94.955 | 0.000 | 0.000 | ||
| 73 | 2023.08.01 06:24 | modify | 18 | 0.10 | 94.955 | 95.377 | 94.477 | ||
| 74 | 2023.08.01 06:24 | modify | 17 | 0.10 | 95.077 | 95.377 | 94.477 | ||
| 75 | 2023.08.01 06:24 | modify | 16 | 0.10 | 95.677 | 95.377 | 94.477 | ||
| 76 | 2023.08.01 08:22 | sell | 19 | 0.10 | 94.712 | 0.000 | 0.000 | ||
| 77 | 2023.08.01 08:22 | modify | 19 | 0.10 | 94.712 | 95.257 | 94.477 | ||
| 78 | 2023.08.01 08:22 | modify | 18 | 0.10 | 94.955 | 95.257 | 94.477 | ||
| 79 | 2023.08.01 08:22 | modify | 17 | 0.10 | 95.077 | 95.257 | 94.477 | ||
| 80 | 2023.08.01 08:22 | modify | 16 | 0.10 | 95.677 | 95.257 | 94.477 | ||
| 81 | 2023.08.02 03:12 | t/p | 16 | 0.10 | 94.477 | 95.257 | 94.477 | 78.81 | 10347.47 |
| 82 | 2023.08.02 03:12 | t/p | 17 | 0.10 | 94.477 | 95.257 | 94.477 | 39.40 | 10386.87 |
| 83 | 2023.08.02 03:12 | t/p | 18 | 0.10 | 94.477 | 95.257 | 94.477 | 31.22 | 10418.09 |
| 84 | 2023.08.02 03:12 | t/p | 19 | 0.10 | 94.477 | 95.257 | 94.477 | 14.93 | 10433.02 |
| 85 | 2023.10.03 16:00 | buy | 20 | 0.10 | 93.880 | 0.000 | 0.000 | ||
| 86 | 2023.10.03 16:00 | modify | 20 | 0.10 | 93.880 | 92.380 | 95.080 | ||
| 87 | 2023.10.05 02:34 | buy | 21 | 0.10 | 94.480 | 0.000 | 0.000 | ||
| 88 | 2023.10.05 02:34 | modify | 21 | 0.10 | 94.480 | 94.000 | 95.080 | ||
| 89 | 2023.10.05 02:34 | modify | 20 | 0.10 | 93.880 | 94.000 | 95.080 | ||
| 90 | 2023.10.05 03:21 | buy | 22 | 0.10 | 94.600 | 0.000 | 0.000 | ||
| 91 | 2023.10.05 03:21 | modify | 22 | 0.10 | 94.600 | 94.180 | 95.080 | ||
| 92 | 2023.10.05 03:21 | modify | 21 | 0.10 | 94.480 | 94.180 | 95.080 | ||
| 93 | 2023.10.05 03:21 | modify | 20 | 0.10 | 93.880 | 94.180 | 95.080 | ||
| 94 | 2023.10.06 02:40 | buy | 23 | 0.10 | 94.841 | 0.000 | 0.000 | ||
| 95 | 2023.10.06 02:40 | modify | 23 | 0.10 | 94.841 | 94.300 | 95.080 | ||
| 96 | 2023.10.06 02:40 | modify | 22 | 0.10 | 94.600 | 94.300 | 95.080 | ||
| 97 | 2023.10.06 02:40 | modify | 21 | 0.10 | 94.480 | 94.300 | 95.080 | ||
| 98 | 2023.10.06 02:40 | modify | 20 | 0.10 | 93.880 | 94.300 | 95.080 | ||
| 99 | 2023.10.06 15:27 | t/p | 20 | 0.10 | 95.080 | 94.300 | 95.080 | 82.88 | 10515.91 |
| 100 | 2023.10.06 15:27 | t/p | 21 | 0.10 | 95.080 | 94.300 | 95.080 | 40.73 | 10556.64 |
| 101 | 2023.10.06 15:27 | t/p | 22 | 0.10 | 95.080 | 94.300 | 95.080 | 32.68 | 10589.32 |
| 102 | 2023.10.06 15:27 | t/p | 23 | 0.10 | 95.080 | 94.300 | 95.080 | 16.04 | 10605.36 |
| 103 | 2023.12.07 20:00 | buy | 24 | 0.10 | 94.763 | 0.000 | 0.000 | ||
| 104 | 2023.12.07 20:00 | modify | 24 | 0.10 | 94.763 | 93.263 | 95.963 | ||
| 105 | 2023.12.08 07:19 | buy | 25 | 0.10 | 95.364 | 0.000 | 0.000 | ||
| 106 | 2023.12.08 07:19 | modify | 25 | 0.10 | 95.364 | 94.883 | 95.963 | ||
| 107 | 2023.12.08 07:19 | modify | 24 | 0.10 | 94.763 | 94.883 | 95.963 | ||
| 108 | 2023.12.08 10:54 | buy | 26 | 0.10 | 95.485 | 0.000 | 0.000 | ||
| 109 | 2023.12.08 10:54 | modify | 26 | 0.10 | 95.485 | 95.063 | 95.963 | ||
| 110 | 2023.12.08 10:54 | modify | 25 | 0.10 | 95.364 | 95.063 | 95.963 | ||
| 111 | 2023.12.08 10:54 | modify | 24 | 0.10 | 94.763 | 95.063 | 95.963 | ||
| 112 | 2023.12.08 13:50 | s/l | 24 | 0.10 | 95.063 | 95.063 | 95.963 | 20.60 | 10625.96 |
| 113 | 2023.12.08 13:50 | s/l | 25 | 0.10 | 95.063 | 95.063 | 95.963 | -20.20 | 10605.76 |
| 114 | 2023.12.08 13:50 | s/l | 26 | 0.10 | 95.063 | 95.063 | 95.963 | -28.32 | 10577.44 |
| 115 | 2023.12.19 12:00 | sell | 27 | 0.10 | 97.483 | 0.000 | 0.000 | ||
| 116 | 2023.12.19 12:00 | modify | 27 | 0.10 | 97.483 | 98.983 | 96.283 | ||
| 117 | 2023.12.20 20:13 | sell | 28 | 0.10 | 96.882 | 0.000 | 0.000 | ||
| 118 | 2023.12.20 20:13 | modify | 28 | 0.10 | 96.882 | 97.363 | 96.283 | ||
| 119 | 2023.12.20 20:13 | modify | 27 | 0.10 | 97.483 | 97.363 | 96.283 | ||
| 120 | 2023.12.20 20:28 | sell | 29 | 0.10 | 96.761 | 0.000 | 0.000 | ||
| 121 | 2023.12.20 20:28 | modify | 29 | 0.10 | 96.761 | 97.183 | 96.283 | ||
| 122 | 2023.12.20 20:28 | modify | 28 | 0.10 | 96.882 | 97.183 | 96.283 | ||
| 123 | 2023.12.20 20:28 | modify | 27 | 0.10 | 97.483 | 97.183 | 96.283 | ||
| 124 | 2023.12.20 22:09 | sell | 30 | 0.10 | 96.497 | 0.000 | 0.000 | ||
| 125 | 2023.12.20 22:09 | modify | 30 | 0.10 | 96.497 | 97.063 | 96.283 | ||
| 126 | 2023.12.20 22:09 | modify | 29 | 0.10 | 96.761 | 97.063 | 96.283 | ||
| 127 | 2023.12.20 22:09 | modify | 28 | 0.10 | 96.882 | 97.063 | 96.283 | ||
| 128 | 2023.12.20 22:09 | modify | 27 | 0.10 | 97.483 | 97.063 | 96.283 | ||
| 129 | 2023.12.25 04:20 | t/p | 27 | 0.10 | 96.283 | 97.063 | 96.283 | 75.49 | 10652.93 |
| 130 | 2023.12.25 04:20 | t/p | 28 | 0.10 | 96.283 | 97.063 | 96.283 | 36.02 | 10688.95 |
| 131 | 2023.12.25 04:20 | t/p | 29 | 0.10 | 96.283 | 97.063 | 96.283 | 27.90 | 10716.86 |
| 132 | 2023.12.25 04:20 | t/p | 30 | 0.10 | 96.283 | 97.063 | 96.283 | 10.20 | 10727.06 |