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 | 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=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 | 1912 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 465.25 | Gross profit | 889.84 | Gross loss | -424.60 |
| Profit factor | 2.10 | Expected payoff | 13.68 | ||
| Absolute drawdown | 55.94 | Maximal drawdown | 254.03 (15.22%) | Relative drawdown | 15.22% (254.03) |
| Total trades | 34 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 22 (72.73%) |
| Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
| Largest | profit trade | 105.17 | loss trade | -78.59 | |
| Average | profit trade | 44.49 | loss trade | -30.33 | |
| Maximum | consecutive wins (profit in money) | 9 (475.01) | consecutive losses (loss in money) | 3 (-119.14) | |
| Maximal | consecutive profit (count of wins) | 475.01 (9) | consecutive loss (count of losses) | -119.14 (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 08:14 | sell | 2 | 0.10 | 97.185 | 0.000 | 0.000 | ||
| 4 | 2023.11.17 08:14 | modify | 2 | 0.10 | 97.185 | 97.560 | 96.285 | ||
| 5 | 2023.11.17 08:14 | modify | 1 | 0.10 | 97.785 | 97.560 | 96.285 | ||
| 6 | 2023.11.17 09:10 | sell | 3 | 0.10 | 96.960 | 0.000 | 0.000 | ||
| 7 | 2023.11.17 09:10 | modify | 3 | 0.10 | 96.960 | 97.410 | 96.285 | ||
| 8 | 2023.11.17 09:10 | modify | 2 | 0.10 | 97.185 | 97.410 | 96.285 | ||
| 9 | 2023.11.17 09:10 | modify | 1 | 0.10 | 97.785 | 97.410 | 96.285 | ||
| 10 | 2023.11.17 18:03 | s/l | 1 | 0.10 | 97.410 | 97.410 | 96.285 | 19.88 | 1019.88 |
| 11 | 2023.11.17 18:03 | s/l | 2 | 0.10 | 97.410 | 97.410 | 96.285 | -14.53 | 1005.35 |
| 12 | 2023.11.17 18:03 | s/l | 3 | 0.10 | 97.410 | 97.410 | 96.285 | -29.06 | 976.29 |
| 13 | 2023.12.05 16:00 | buy | 4 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 14 | 2023.12.05 16:00 | modify | 4 | 0.10 | 96.571 | 95.471 | 98.071 | ||
| 15 | 2023.12.06 03:47 | buy | 5 | 0.10 | 97.171 | 0.000 | 0.000 | ||
| 16 | 2023.12.06 03:47 | modify | 5 | 0.10 | 97.171 | 96.796 | 98.071 | ||
| 17 | 2023.12.06 03:47 | modify | 4 | 0.10 | 96.571 | 96.796 | 98.071 | ||
| 18 | 2023.12.06 08:29 | s/l | 4 | 0.10 | 96.796 | 96.796 | 98.071 | 14.92 | 991.20 |
| 19 | 2023.12.06 08:29 | s/l | 5 | 0.10 | 96.796 | 96.796 | 98.071 | -24.22 | 966.98 |
| 20 | 2024.02.01 16:00 | buy | 6 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 21 | 2024.02.01 16:00 | modify | 6 | 0.10 | 95.779 | 94.679 | 97.279 | ||
| 22 | 2024.02.02 00:37 | buy | 7 | 0.10 | 96.381 | 0.000 | 0.000 | ||
| 23 | 2024.02.02 00:37 | modify | 7 | 0.10 | 96.381 | 96.004 | 97.279 | ||
| 24 | 2024.02.02 00:37 | modify | 6 | 0.10 | 95.779 | 96.004 | 97.279 | ||
| 25 | 2024.02.02 03:01 | buy | 8 | 0.10 | 96.605 | 0.000 | 0.000 | ||
| 26 | 2024.02.02 03:01 | modify | 8 | 0.10 | 96.605 | 96.154 | 97.279 | ||
| 27 | 2024.02.02 03:01 | modify | 7 | 0.10 | 96.381 | 96.154 | 97.279 | ||
| 28 | 2024.02.02 03:01 | modify | 6 | 0.10 | 95.779 | 96.154 | 97.279 | ||
| 29 | 2024.02.08 06:42 | buy | 9 | 0.10 | 96.979 | 0.000 | 0.000 | ||
| 30 | 2024.02.08 06:42 | modify | 9 | 0.10 | 96.979 | 96.604 | 97.279 | ||
| 31 | 2024.02.08 06:42 | modify | 8 | 0.10 | 96.605 | 96.604 | 97.279 | ||
| 32 | 2024.02.08 06:42 | modify | 7 | 0.10 | 96.381 | 96.604 | 97.279 | ||
| 33 | 2024.02.08 06:42 | modify | 6 | 0.10 | 95.779 | 96.604 | 97.279 | ||
| 34 | 2024.02.09 08:39 | t/p | 6 | 0.10 | 97.279 | 96.604 | 97.279 | 100.03 | 1067.01 |
| 35 | 2024.02.09 08:39 | t/p | 7 | 0.10 | 97.279 | 96.604 | 97.279 | 60.76 | 1127.77 |
| 36 | 2024.02.09 08:39 | t/p | 8 | 0.10 | 97.279 | 96.604 | 97.279 | 46.29 | 1174.07 |
| 37 | 2024.02.09 08:39 | t/p | 9 | 0.10 | 97.279 | 96.604 | 97.279 | 19.77 | 1193.83 |
| 38 | 2024.02.28 16:00 | buy | 10 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 39 | 2024.02.28 16:00 | modify | 10 | 0.10 | 97.962 | 96.862 | 99.462 | ||
| 40 | 2024.03.19 16:39 | buy | 11 | 0.10 | 98.564 | 0.000 | 0.000 | ||
| 41 | 2024.03.19 16:39 | modify | 11 | 0.10 | 98.564 | 98.187 | 99.462 | ||
| 42 | 2024.03.19 16:39 | modify | 10 | 0.10 | 97.962 | 98.187 | 99.462 | ||
| 43 | 2024.03.20 01:05 | buy | 12 | 0.10 | 98.789 | 0.000 | 0.000 | ||
| 44 | 2024.03.20 01:05 | modify | 12 | 0.10 | 98.789 | 98.337 | 99.462 | ||
| 45 | 2024.03.20 01:05 | modify | 11 | 0.10 | 98.564 | 98.337 | 99.462 | ||
| 46 | 2024.03.20 01:05 | modify | 10 | 0.10 | 97.962 | 98.337 | 99.462 | ||
| 47 | 2024.03.20 18:00 | buy | 13 | 0.10 | 99.166 | 0.000 | 0.000 | ||
| 48 | 2024.03.20 18:00 | modify | 13 | 0.10 | 99.166 | 98.787 | 99.462 | ||
| 49 | 2024.03.20 18:00 | modify | 12 | 0.10 | 98.789 | 98.787 | 99.462 | ||
| 50 | 2024.03.20 18:00 | modify | 11 | 0.10 | 98.564 | 98.787 | 99.462 | ||
| 51 | 2024.03.20 18:00 | modify | 10 | 0.10 | 97.962 | 98.787 | 99.462 | ||
| 52 | 2024.03.20 19:27 | t/p | 10 | 0.10 | 99.462 | 98.787 | 99.462 | 105.17 | 1299.00 |
| 53 | 2024.03.20 19:27 | t/p | 11 | 0.10 | 99.462 | 98.787 | 99.462 | 58.38 | 1357.38 |
| 54 | 2024.03.20 19:27 | t/p | 12 | 0.10 | 99.462 | 98.787 | 99.462 | 43.46 | 1400.84 |
| 55 | 2024.03.20 19:27 | t/p | 13 | 0.10 | 99.462 | 98.787 | 99.462 | 19.12 | 1419.96 |
| 56 | 2024.03.21 00:00 | sell | 14 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 57 | 2024.03.21 00:00 | modify | 14 | 0.10 | 99.469 | 100.569 | 97.969 | ||
| 58 | 2024.03.22 04:01 | sell | 15 | 0.10 | 98.869 | 0.000 | 0.000 | ||
| 59 | 2024.03.22 04:01 | modify | 15 | 0.10 | 98.869 | 99.244 | 97.969 | ||
| 60 | 2024.03.22 04:01 | modify | 14 | 0.10 | 99.469 | 99.244 | 97.969 | ||
| 61 | 2024.03.22 06:55 | sell | 16 | 0.10 | 98.644 | 0.000 | 0.000 | ||
| 62 | 2024.03.22 06:55 | modify | 16 | 0.10 | 98.644 | 99.094 | 97.969 | ||
| 63 | 2024.03.22 06:55 | modify | 15 | 0.10 | 98.869 | 99.094 | 97.969 | ||
| 64 | 2024.03.22 06:55 | modify | 14 | 0.10 | 99.469 | 99.094 | 97.969 | ||
| 65 | 2024.03.25 16:14 | s/l | 14 | 0.10 | 99.094 | 99.094 | 97.969 | 22.03 | 1441.99 |
| 66 | 2024.03.25 16:14 | s/l | 15 | 0.10 | 99.094 | 99.094 | 97.969 | -15.61 | 1426.38 |
| 67 | 2024.03.25 16:14 | s/l | 16 | 0.10 | 99.094 | 99.094 | 97.969 | -30.13 | 1396.25 |
| 68 | 2024.04.26 12:00 | sell | 17 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 69 | 2024.04.26 12:00 | modify | 17 | 0.10 | 102.486 | 103.586 | 100.986 | ||
| 70 | 2024.04.28 22:18 | s/l | 17 | 0.10 | 103.586 | 103.586 | 100.986 | -71.00 | 1325.25 |
| 71 | 2024.05.03 00:00 | buy | 18 | 0.10 | 100.639 | 0.000 | 0.000 | ||
| 72 | 2024.05.03 00:00 | modify | 18 | 0.10 | 100.639 | 99.539 | 102.139 | ||
| 73 | 2024.05.03 14:00 | buy | 19 | 0.10 | 101.241 | 0.000 | 0.000 | ||
| 74 | 2024.05.03 14:00 | modify | 19 | 0.10 | 101.241 | 100.864 | 102.139 | ||
| 75 | 2024.05.03 14:00 | modify | 18 | 0.10 | 100.639 | 100.864 | 102.139 | ||
| 76 | 2024.05.05 23:33 | buy | 20 | 0.10 | 101.466 | 0.000 | 0.000 | ||
| 77 | 2024.05.05 23:33 | modify | 20 | 0.10 | 101.466 | 101.014 | 102.139 | ||
| 78 | 2024.05.05 23:33 | modify | 19 | 0.10 | 101.241 | 101.014 | 102.139 | ||
| 79 | 2024.05.05 23:33 | modify | 18 | 0.10 | 100.639 | 101.014 | 102.139 | ||
| 80 | 2024.05.06 03:29 | buy | 21 | 0.10 | 101.840 | 0.000 | 0.000 | ||
| 81 | 2024.05.06 03:29 | modify | 21 | 0.10 | 101.840 | 101.464 | 102.139 | ||
| 82 | 2024.05.06 03:29 | modify | 20 | 0.10 | 101.466 | 101.464 | 102.139 | ||
| 83 | 2024.05.06 03:29 | modify | 19 | 0.10 | 101.241 | 101.464 | 102.139 | ||
| 84 | 2024.05.06 03:29 | modify | 18 | 0.10 | 100.639 | 101.464 | 102.139 | ||
| 85 | 2024.05.06 23:17 | t/p | 18 | 0.10 | 102.139 | 101.464 | 102.139 | 97.24 | 1422.48 |
| 86 | 2024.05.06 23:17 | t/p | 19 | 0.10 | 102.139 | 101.464 | 102.139 | 58.37 | 1480.85 |
| 87 | 2024.05.06 23:17 | t/p | 20 | 0.10 | 102.139 | 101.464 | 102.139 | 43.85 | 1524.69 |
| 88 | 2024.05.06 23:17 | t/p | 21 | 0.10 | 102.139 | 101.464 | 102.139 | 19.30 | 1543.99 |
| 89 | 2024.06.04 16:00 | buy | 22 | 0.10 | 102.886 | 0.000 | 0.000 | ||
| 90 | 2024.06.04 16:00 | modify | 22 | 0.10 | 102.886 | 101.786 | 104.386 | ||
| 91 | 2024.06.05 01:47 | buy | 23 | 0.10 | 103.487 | 0.000 | 0.000 | ||
| 92 | 2024.06.05 01:47 | modify | 23 | 0.10 | 103.487 | 103.111 | 104.386 | ||
| 93 | 2024.06.05 01:47 | modify | 22 | 0.10 | 102.886 | 103.111 | 104.386 | ||
| 94 | 2024.06.05 06:13 | buy | 24 | 0.10 | 103.712 | 0.000 | 0.000 | ||
| 95 | 2024.06.05 06:13 | modify | 24 | 0.10 | 103.712 | 103.261 | 104.386 | ||
| 96 | 2024.06.05 06:13 | modify | 23 | 0.10 | 103.487 | 103.261 | 104.386 | ||
| 97 | 2024.06.05 06:13 | modify | 22 | 0.10 | 102.886 | 103.261 | 104.386 | ||
| 98 | 2024.06.07 15:06 | s/l | 22 | 0.10 | 103.261 | 103.261 | 104.386 | 26.18 | 1570.17 |
| 99 | 2024.06.07 15:06 | s/l | 23 | 0.10 | 103.261 | 103.261 | 104.386 | -13.01 | 1557.17 |
| 100 | 2024.06.07 15:06 | s/l | 24 | 0.10 | 103.261 | 103.261 | 104.386 | -27.54 | 1529.63 |
| 101 | 2024.07.03 12:00 | sell | 25 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 102 | 2024.07.03 12:00 | modify | 25 | 0.10 | 108.042 | 109.142 | 106.542 | ||
| 103 | 2024.07.10 15:26 | s/l | 25 | 0.10 | 109.142 | 109.142 | 106.542 | -78.59 | 1451.04 |
| 104 | 2024.07.11 00:00 | sell | 26 | 0.10 | 109.106 | 0.000 | 0.000 | ||
| 105 | 2024.07.11 00:00 | modify | 26 | 0.10 | 109.106 | 110.206 | 107.606 | ||
| 106 | 2024.07.11 12:42 | sell | 27 | 0.10 | 108.499 | 0.000 | 0.000 | ||
| 107 | 2024.07.11 12:42 | modify | 27 | 0.10 | 108.499 | 108.881 | 107.606 | ||
| 108 | 2024.07.11 12:42 | modify | 26 | 0.10 | 109.106 | 108.881 | 107.606 | ||
| 109 | 2024.07.11 12:43 | sell | 28 | 0.10 | 108.273 | 0.000 | 0.000 | ||
| 110 | 2024.07.11 12:43 | modify | 28 | 0.10 | 108.273 | 108.731 | 107.606 | ||
| 111 | 2024.07.11 12:43 | modify | 27 | 0.10 | 108.499 | 108.731 | 107.606 | ||
| 112 | 2024.07.11 12:43 | modify | 26 | 0.10 | 109.106 | 108.731 | 107.606 | ||
| 113 | 2024.07.11 12:43 | sell | 29 | 0.10 | 107.894 | 0.000 | 0.000 | ||
| 114 | 2024.07.11 12:43 | modify | 29 | 0.10 | 107.894 | 108.281 | 107.606 | ||
| 115 | 2024.07.11 12:43 | modify | 28 | 0.10 | 108.273 | 108.281 | 107.606 | ||
| 116 | 2024.07.11 12:43 | modify | 27 | 0.10 | 108.499 | 108.281 | 107.606 | ||
| 117 | 2024.07.11 12:43 | modify | 26 | 0.10 | 109.106 | 108.281 | 107.606 | ||
| 118 | 2024.07.11 12:45 | s/l | 26 | 0.10 | 108.281 | 108.281 | 107.606 | 53.25 | 1504.29 |
| 119 | 2024.07.11 12:45 | s/l | 27 | 0.10 | 108.281 | 108.281 | 107.606 | 14.07 | 1518.36 |
| 120 | 2024.07.11 12:45 | s/l | 28 | 0.10 | 108.281 | 108.281 | 107.606 | -0.52 | 1517.84 |
| 121 | 2024.07.11 12:45 | s/l | 29 | 0.10 | 108.281 | 108.281 | 107.606 | -24.98 | 1492.86 |
| 122 | 2024.07.23 12:00 | buy | 30 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 123 | 2024.07.23 12:00 | modify | 30 | 0.10 | 103.428 | 102.328 | 104.928 | ||
| 124 | 2024.07.24 03:24 | s/l | 30 | 0.10 | 102.328 | 102.328 | 104.928 | -70.62 | 1422.24 |
| 125 | 2024.07.25 12:00 | buy | 31 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 126 | 2024.07.25 12:00 | modify | 31 | 0.10 | 99.600 | 98.500 | 101.100 | ||
| 127 | 2024.07.25 12:34 | buy | 32 | 0.10 | 100.200 | 0.000 | 0.000 | ||
| 128 | 2024.07.25 12:34 | modify | 32 | 0.10 | 100.200 | 99.825 | 101.100 | ||
| 129 | 2024.07.25 12:34 | modify | 31 | 0.10 | 99.600 | 99.825 | 101.100 | ||
| 130 | 2024.07.25 12:57 | buy | 33 | 0.10 | 100.428 | 0.000 | 0.000 | ||
| 131 | 2024.07.25 12:57 | modify | 33 | 0.10 | 100.428 | 99.975 | 101.100 | ||
| 132 | 2024.07.25 12:57 | modify | 32 | 0.10 | 100.200 | 99.975 | 101.100 | ||
| 133 | 2024.07.25 12:57 | modify | 31 | 0.10 | 99.600 | 99.975 | 101.100 | ||
| 134 | 2024.07.25 13:16 | buy | 34 | 0.10 | 100.806 | 0.000 | 0.000 | ||
| 135 | 2024.07.25 13:16 | modify | 34 | 0.10 | 100.806 | 100.425 | 101.100 | ||
| 136 | 2024.07.25 13:16 | modify | 33 | 0.10 | 100.428 | 100.425 | 101.100 | ||
| 137 | 2024.07.25 13:16 | modify | 32 | 0.10 | 100.200 | 100.425 | 101.100 | ||
| 138 | 2024.07.25 13:16 | modify | 31 | 0.10 | 99.600 | 100.425 | 101.100 | ||
| 139 | 2024.07.25 13:39 | s/l | 31 | 0.10 | 100.425 | 100.425 | 101.100 | 53.26 | 1475.50 |
| 140 | 2024.07.25 13:39 | s/l | 32 | 0.10 | 100.425 | 100.425 | 101.100 | 14.53 | 1490.03 |
| 141 | 2024.07.25 13:39 | s/l | 33 | 0.10 | 100.425 | 100.425 | 101.100 | -0.19 | 1489.84 |
| 142 | 2024.07.25 13:39 | s/l | 34 | 0.10 | 100.425 | 100.425 | 101.100 | -24.59 | 1465.25 |