Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
| 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 | 2612 | Ticks modelled | 79495 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 600.15 | Gross profit | 980.85 | Gross loss | -380.70 |
| Profit factor | 2.58 | Expected payoff | 21.43 | ||
| Absolute drawdown | 55.92 | Maximal drawdown | 236.63 (14.45%) | Relative drawdown | 14.45% (236.63) |
| Total trades | 28 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
| Largest | profit trade | 105.15 | loss trade | -78.58 | |
| Average | profit trade | 54.49 | loss trade | -38.07 | |
| Maximum | consecutive wins (profit in money) | 8 (453.34) | consecutive losses (loss in money) | 3 (-120.41) | |
| Maximal | consecutive profit (count of wins) | 453.34 (8) | consecutive loss (count of losses) | -120.41 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.11.15 00:00 | sell | 1 | 0.10 | 97.785 | 0.000 | 0.000 | ||
| 2 | 2023.11.15 00:00 | modify | 1 | 0.10 | 97.785 | 98.885 | 96.285 | ||
| 3 | 2023.11.17 09:05 | sell | 2 | 0.10 | 96.940 | 0.000 | 0.000 | ||
| 4 | 2023.11.17 09:05 | modify | 2 | 0.10 | 96.940 | 97.410 | 96.285 | ||
| 5 | 2023.11.17 09:05 | modify | 1 | 0.10 | 97.785 | 97.410 | 96.285 | ||
| 6 | 2023.11.17 10:55 | sell | 3 | 0.10 | 97.158 | 0.000 | 0.000 | ||
| 7 | 2023.11.17 10:55 | modify | 3 | 0.10 | 97.158 | 97.560 | 96.285 | ||
| 8 | 2023.11.17 11:00 | modify | 3 | 0.10 | 97.158 | 97.410 | 96.285 | ||
| 9 | 2023.11.17 18:20 | s/l | 1 | 0.10 | 97.410 | 97.410 | 96.285 | 19.87 | 1019.87 |
| 10 | 2023.11.17 18:20 | s/l | 2 | 0.10 | 97.410 | 97.410 | 96.285 | -30.34 | 989.53 |
| 11 | 2023.11.17 18:20 | s/l | 3 | 0.10 | 97.410 | 97.410 | 96.285 | -16.27 | 973.26 |
| 12 | 2023.12.05 16:00 | buy | 4 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 13 | 2023.12.05 16:00 | modify | 4 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 14 | 2023.12.06 03:40 | buy | 5 | 0.10 | 97.182 | 0.000 | 0.000 | ||
| 15 | 2023.12.06 03:40 | modify | 5 | 0.10 | 97.182 | 96.796 | 98.071 | ||
| 16 | 2023.12.06 03:40 | modify | 4 | 0.10 | 96.571 | 96.796 | 98.071 | ||
| 17 | 2023.12.06 08:40 | s/l | 4 | 0.10 | 96.796 | 96.796 | 98.071 | 14.92 | 988.17 |
| 18 | 2023.12.06 08:40 | s/l | 5 | 0.10 | 96.796 | 96.796 | 98.071 | -24.92 | 963.25 |
| 19 | 2024.02.01 16:00 | buy | 6 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 20 | 2024.02.01 16:00 | modify | 6 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 21 | 2024.02.02 00:40 | buy | 7 | 0.10 | 96.389 | 0.000 | 0.000 | ||
| 22 | 2024.02.02 00:40 | modify | 7 | 0.10 | 96.389 | 96.004 | 97.279 | ||
| 23 | 2024.02.02 00:40 | modify | 6 | 0.10 | 95.779 | 96.004 | 97.279 | ||
| 24 | 2024.02.02 03:15 | buy | 8 | 0.10 | 96.605 | 0.000 | 0.000 | ||
| 25 | 2024.02.02 03:15 | modify | 8 | 0.10 | 96.605 | 96.154 | 97.279 | ||
| 26 | 2024.02.02 03:15 | modify | 7 | 0.10 | 96.389 | 96.154 | 97.279 | ||
| 27 | 2024.02.02 03:15 | modify | 6 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 28 | 2024.02.08 06:30 | buy | 9 | 0.10 | 97.007 | 0.000 | 0.000 | ||
| 29 | 2024.02.08 06:30 | modify | 9 | 0.10 | 97.007 | 96.604 | 97.279 | ||
| 30 | 2024.02.08 06:30 | modify | 8 | 0.10 | 96.605 | 96.604 | 97.279 | ||
| 31 | 2024.02.08 06:30 | modify | 7 | 0.10 | 96.389 | 96.604 | 97.279 | ||
| 32 | 2024.02.08 06:30 | modify | 6 | 0.10 | 95.779 | 96.604 | 97.279 | ||
| 33 | 2024.02.09 08:40 | t/p | 6 | 0.10 | 97.279 | 96.604 | 97.279 | 100.00 | 1063.25 |
| 34 | 2024.02.09 08:40 | t/p | 7 | 0.10 | 97.279 | 96.604 | 97.279 | 60.22 | 1123.47 |
| 35 | 2024.02.09 08:40 | t/p | 8 | 0.10 | 97.279 | 96.604 | 97.279 | 46.28 | 1169.76 |
| 36 | 2024.02.09 08:40 | t/p | 9 | 0.10 | 97.279 | 96.604 | 97.279 | 17.96 | 1187.71 |
| 37 | 2024.02.28 16:00 | buy | 10 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 38 | 2024.02.28 16:00 | modify | 10 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 39 | 2024.03.19 16:30 | buy | 11 | 0.10 | 98.568 | 0.000 | 0.000 | ||
| 40 | 2024.03.19 16:30 | modify | 11 | 0.10 | 98.568 | 98.187 | 99.462 | ||
| 41 | 2024.03.19 16:30 | modify | 10 | 0.10 | 97.962 | 98.187 | 99.462 | ||
| 42 | 2024.03.20 01:20 | buy | 12 | 0.10 | 98.787 | 0.000 | 0.000 | ||
| 43 | 2024.03.20 01:20 | modify | 12 | 0.10 | 98.787 | 98.337 | 99.462 | ||
| 44 | 2024.03.20 01:20 | modify | 11 | 0.10 | 98.568 | 98.337 | 99.462 | ||
| 45 | 2024.03.20 01:20 | modify | 10 | 0.10 | 97.962 | 98.337 | 99.462 | ||
| 46 | 2024.03.20 19:30 | t/p | 10 | 0.10 | 99.462 | 98.337 | 99.462 | 105.15 | 1292.86 |
| 47 | 2024.03.20 19:30 | t/p | 11 | 0.10 | 99.462 | 98.337 | 99.462 | 58.11 | 1350.97 |
| 48 | 2024.03.20 19:30 | t/p | 12 | 0.10 | 99.462 | 98.337 | 99.462 | 43.58 | 1394.55 |
| 49 | 2024.03.21 00:00 | sell | 13 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 50 | 2024.03.21 00:00 | modify | 13 | 0.10 | 99.469 | 100.569 | 97.969 | ||
| 51 | 2024.03.22 04:20 | sell | 14 | 0.10 | 98.855 | 0.000 | 0.000 | ||
| 52 | 2024.03.22 04:20 | modify | 14 | 0.10 | 98.855 | 99.244 | 97.969 | ||
| 53 | 2024.03.22 04:20 | modify | 13 | 0.10 | 99.469 | 99.244 | 97.969 | ||
| 54 | 2024.03.22 06:50 | sell | 15 | 0.10 | 98.636 | 0.000 | 0.000 | ||
| 55 | 2024.03.22 06:50 | modify | 15 | 0.10 | 98.636 | 99.094 | 97.969 | ||
| 56 | 2024.03.22 06:50 | modify | 14 | 0.10 | 98.855 | 99.094 | 97.969 | ||
| 57 | 2024.03.22 06:50 | modify | 13 | 0.10 | 99.469 | 99.094 | 97.969 | ||
| 58 | 2024.03.25 16:40 | s/l | 13 | 0.10 | 99.094 | 99.094 | 97.969 | 22.04 | 1416.59 |
| 59 | 2024.03.25 16:40 | s/l | 14 | 0.10 | 99.094 | 99.094 | 97.969 | -16.50 | 1400.09 |
| 60 | 2024.03.25 16:40 | s/l | 15 | 0.10 | 99.094 | 99.094 | 97.969 | -30.64 | 1369.45 |
| 61 | 2024.04.26 12:00 | sell | 16 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 62 | 2024.04.26 12:00 | modify | 16 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 63 | 2024.04.28 22:33 | s/l | 16 | 0.10 | 103.586 | 103.586 | 100.986 | -71.00 | 1298.45 |
| 64 | 2024.05.03 00:00 | buy | 17 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 65 | 2024.05.03 00:00 | modify | 17 | 0.10 | 100.639 | 99.539 | 102.139 | ||
| 66 | 2024.05.03 14:40 | buy | 18 | 0.10 | 101.250 | 0.000 | 0.000 | ||
| 67 | 2024.05.03 14:40 | modify | 18 | 0.10 | 101.250 | 100.864 | 102.139 | ||
| 68 | 2024.05.03 14:40 | modify | 17 | 0.10 | 100.639 | 100.864 | 102.139 | ||
| 69 | 2024.05.06 00:45 | buy | 19 | 0.10 | 101.486 | 0.000 | 0.000 | ||
| 70 | 2024.05.06 00:45 | modify | 19 | 0.10 | 101.486 | 101.014 | 102.139 | ||
| 71 | 2024.05.06 00:45 | modify | 18 | 0.10 | 101.250 | 101.014 | 102.139 | ||
| 72 | 2024.05.06 00:45 | modify | 17 | 0.10 | 100.639 | 101.014 | 102.139 | ||
| 73 | 2024.05.06 03:59 | buy | 20 | 0.10 | 101.847 | 0.000 | 0.000 | ||
| 74 | 2024.05.06 03:59 | modify | 20 | 0.10 | 101.847 | 101.464 | 102.139 | ||
| 75 | 2024.05.06 03:59 | modify | 19 | 0.10 | 101.486 | 101.464 | 102.139 | ||
| 76 | 2024.05.06 03:59 | modify | 18 | 0.10 | 101.250 | 101.464 | 102.139 | ||
| 77 | 2024.05.06 03:59 | modify | 17 | 0.10 | 100.639 | 101.464 | 102.139 | ||
| 78 | 2024.05.06 23:33 | t/p | 17 | 0.10 | 102.139 | 101.464 | 102.139 | 97.23 | 1395.67 |
| 79 | 2024.05.06 23:33 | t/p | 18 | 0.10 | 102.139 | 101.464 | 102.139 | 57.79 | 1453.46 |
| 80 | 2024.05.06 23:33 | t/p | 19 | 0.10 | 102.139 | 101.464 | 102.139 | 42.15 | 1495.61 |
| 81 | 2024.05.06 23:33 | t/p | 20 | 0.10 | 102.139 | 101.464 | 102.139 | 18.85 | 1514.46 |
| 82 | 2024.06.04 16:00 | buy | 21 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 83 | 2024.06.04 16:00 | modify | 21 | 0.10 | 102.886 | 101.786 | 104.386 | ||
| 84 | 2024.06.05 03:45 | buy | 22 | 0.10 | 103.502 | 0.000 | 0.000 | ||
| 85 | 2024.06.05 03:45 | modify | 22 | 0.10 | 103.502 | 103.111 | 104.386 | ||
| 86 | 2024.06.05 03:45 | modify | 21 | 0.10 | 102.886 | 103.111 | 104.386 | ||
| 87 | 2024.06.05 06:20 | buy | 23 | 0.10 | 103.717 | 0.000 | 0.000 | ||
| 88 | 2024.06.05 06:20 | modify | 23 | 0.10 | 103.717 | 103.261 | 104.386 | ||
| 89 | 2024.06.05 06:20 | modify | 22 | 0.10 | 103.502 | 103.261 | 104.386 | ||
| 90 | 2024.06.05 06:20 | modify | 21 | 0.10 | 102.886 | 103.261 | 104.386 | ||
| 91 | 2024.06.07 15:30 | s/l | 21 | 0.10 | 103.261 | 103.261 | 104.386 | 26.19 | 1540.65 |
| 92 | 2024.06.07 15:30 | s/l | 22 | 0.10 | 103.261 | 103.261 | 104.386 | -13.98 | 1526.67 |
| 93 | 2024.06.07 15:30 | s/l | 23 | 0.10 | 103.261 | 103.261 | 104.386 | -27.85 | 1498.83 |
| 94 | 2024.07.03 12:00 | sell | 24 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 95 | 2024.07.03 12:00 | modify | 24 | 0.10 | 108.042 | 109.142 | 106.542 | ||
| 96 | 2024.07.10 15:40 | s/l | 24 | 0.10 | 109.142 | 109.142 | 106.542 | -78.58 | 1420.24 |
| 97 | 2024.07.11 00:00 | sell | 25 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 98 | 2024.07.11 00:00 | modify | 25 | 0.10 | 109.106 | 110.206 | 107.606 | ||
| 99 | 2024.07.11 13:20 | t/p | 25 | 0.10 | 107.606 | 110.206 | 107.606 | 96.82 | 1517.06 |
| 100 | 2024.07.23 12:00 | buy | 26 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 101 | 2024.07.23 12:00 | modify | 26 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 102 | 2024.07.24 03:30 | s/l | 26 | 0.10 | 102.328 | 102.328 | 104.928 | -70.61 | 1446.45 |
| 103 | 2024.07.25 12:00 | buy | 27 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 104 | 2024.07.25 12:00 | modify | 27 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 105 | 2024.07.25 12:30 | buy | 28 | 0.10 | 100.219 | 0.000 | 0.000 | ||
| 106 | 2024.07.25 12:30 | modify | 28 | 0.10 | 100.219 | 99.825 | 101.100 | ||
| 107 | 2024.07.25 12:30 | modify | 27 | 0.10 | 99.600 | 99.825 | 101.100 | ||
| 108 | 2024.07.25 16:40 | t/p | 27 | 0.10 | 101.100 | 99.825 | 101.100 | 96.83 | 1543.28 |
| 109 | 2024.07.25 16:40 | t/p | 28 | 0.10 | 101.100 | 99.825 | 101.100 | 56.87 | 1600.15 |