Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
| 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2608 | Ticks modelled | 79352 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 405.59 | Gross profit | 631.28 | Gross loss | -225.69 |
| Profit factor | 2.80 | Expected payoff | 25.35 | ||
| Absolute drawdown | 101.92 | Maximal drawdown | 150.24 (12.41%) | Relative drawdown | 13.22% (140.49) |
| Total trades | 16 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
| Largest | profit trade | 103.86 | loss trade | -96.77 | |
| Average | profit trade | 52.61 | loss trade | -56.42 | |
| Maximum | consecutive wins (profit in money) | 4 (260.48) | consecutive losses (loss in money) | 2 (-113.30) | |
| Maximal | consecutive profit (count of wins) | 260.48 (4) | consecutive loss (count of losses) | -113.30 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 12:00 | sell | 1 | 0.10 | 108.042 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 12:00 | modify | 1 | 0.10 | 108.042 | 109.442 | 106.542 | ||
| 3 | 2024.07.11 13:50 | sell | 2 | 0.10 | 107.053 | 0.000 | 0.000 | ||
| 4 | 2024.07.11 13:50 | modify | 2 | 0.10 | 107.053 | 107.292 | 106.542 | ||
| 5 | 2024.07.11 13:50 | modify | 1 | 0.10 | 108.042 | 107.292 | 106.542 | ||
| 6 | 2024.07.11 13:55 | s/l | 1 | 0.10 | 107.292 | 107.292 | 106.542 | 43.82 | 1043.82 |
| 7 | 2024.07.11 13:55 | s/l | 2 | 0.10 | 107.292 | 107.292 | 106.542 | -16.53 | 1027.29 |
| 8 | 2024.07.23 12:00 | buy | 3 | 0.10 | 103.428 | 0.000 | 0.000 | ||
| 9 | 2024.07.23 12:00 | modify | 3 | 0.10 | 103.428 | 102.028 | 104.928 | ||
| 10 | 2024.07.24 04:30 | s/l | 3 | 0.10 | 102.028 | 102.028 | 104.928 | -96.77 | 930.53 |
| 11 | 2024.07.25 12:00 | buy | 4 | 0.10 | 99.600 | 0.000 | 0.000 | ||
| 12 | 2024.07.25 12:00 | modify | 4 | 0.10 | 99.600 | 98.200 | 101.100 | ||
| 13 | 2024.07.25 12:30 | buy | 5 | 0.10 | 100.219 | 0.000 | 0.000 | ||
| 14 | 2024.07.25 12:30 | modify | 5 | 0.10 | 100.219 | 99.900 | 101.100 | ||
| 15 | 2024.07.25 12:30 | buy | 6 | 0.10 | 100.219 | 0.000 | 0.000 | ||
| 16 | 2024.07.25 12:30 | modify | 6 | 0.10 | 100.219 | 99.975 | 101.100 | ||
| 17 | 2024.07.25 12:30 | modify | 4 | 0.10 | 99.600 | 99.975 | 101.100 | ||
| 18 | 2024.07.25 12:35 | modify | 5 | 0.10 | 100.219 | 99.975 | 101.100 | ||
| 19 | 2024.07.25 14:30 | buy | 7 | 0.10 | 100.600 | 0.000 | 0.000 | ||
| 20 | 2024.07.25 14:30 | modify | 7 | 0.10 | 100.600 | 100.350 | 101.100 | ||
| 21 | 2024.07.25 14:30 | modify | 6 | 0.10 | 100.219 | 100.350 | 101.100 | ||
| 22 | 2024.07.25 14:30 | modify | 5 | 0.10 | 100.219 | 100.350 | 101.100 | ||
| 23 | 2024.07.25 14:30 | modify | 4 | 0.10 | 99.600 | 100.350 | 101.100 | ||
| 24 | 2024.07.25 16:40 | t/p | 4 | 0.10 | 101.100 | 100.350 | 101.100 | 103.86 | 1034.39 |
| 25 | 2024.07.25 16:40 | t/p | 5 | 0.10 | 101.100 | 100.350 | 101.100 | 61.00 | 1095.39 |
| 26 | 2024.07.25 16:40 | t/p | 6 | 0.10 | 101.100 | 100.350 | 101.100 | 61.00 | 1156.39 |
| 27 | 2024.07.25 16:40 | t/p | 7 | 0.10 | 101.100 | 100.350 | 101.100 | 34.62 | 1191.01 |
| 28 | 2024.09.04 12:00 | buy | 8 | 0.10 | 97.364 | 0.000 | 0.000 | ||
| 29 | 2024.09.04 12:00 | modify | 8 | 0.10 | 97.364 | 95.964 | 98.864 | ||
| 30 | 2024.09.06 05:30 | s/l | 8 | 0.10 | 95.964 | 95.964 | 98.864 | -96.27 | 1094.73 |
| 31 | 2025.05.02 08:00 | sell | 9 | 0.10 | 93.097 | 0.000 | 0.000 | ||
| 32 | 2025.05.02 08:00 | modify | 9 | 0.10 | 93.097 | 94.497 | 91.597 | ||
| 33 | 2025.05.06 07:40 | sell | 10 | 0.10 | 92.497 | 0.000 | 0.000 | ||
| 34 | 2025.05.06 07:40 | modify | 10 | 0.10 | 92.497 | 92.797 | 91.597 | ||
| 35 | 2025.05.06 07:40 | sell | 11 | 0.10 | 92.497 | 0.000 | 0.000 | ||
| 36 | 2025.05.06 07:40 | modify | 11 | 0.10 | 92.497 | 92.722 | 91.597 | ||
| 37 | 2025.05.06 07:40 | modify | 9 | 0.10 | 93.097 | 92.722 | 91.597 | ||
| 38 | 2025.05.06 07:45 | modify | 10 | 0.10 | 92.497 | 92.722 | 91.597 | ||
| 39 | 2025.05.06 13:15 | sell | 12 | 0.10 | 92.114 | 0.000 | 0.000 | ||
| 40 | 2025.05.06 13:15 | modify | 12 | 0.10 | 92.114 | 92.347 | 91.597 | ||
| 41 | 2025.05.06 13:15 | modify | 11 | 0.10 | 92.497 | 92.347 | 91.597 | ||
| 42 | 2025.05.06 13:15 | modify | 10 | 0.10 | 92.497 | 92.347 | 91.597 | ||
| 43 | 2025.05.06 13:15 | modify | 9 | 0.10 | 93.097 | 92.347 | 91.597 | ||
| 44 | 2025.05.06 13:40 | s/l | 9 | 0.10 | 92.347 | 92.347 | 91.597 | 50.27 | 1145.00 |
| 45 | 2025.05.06 13:40 | s/l | 10 | 0.10 | 92.347 | 92.347 | 91.597 | 10.38 | 1155.38 |
| 46 | 2025.05.06 13:40 | s/l | 11 | 0.10 | 92.347 | 92.347 | 91.597 | 10.38 | 1165.76 |
| 47 | 2025.05.06 13:40 | s/l | 12 | 0.10 | 92.347 | 92.347 | 91.597 | -16.12 | 1149.64 |
| 48 | 2025.05.12 12:00 | sell | 13 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 49 | 2025.05.12 12:00 | modify | 13 | 0.10 | 94.564 | 95.964 | 93.064 | ||
| 50 | 2025.05.15 04:55 | sell | 14 | 0.10 | 93.954 | 0.000 | 0.000 | ||
| 51 | 2025.05.15 04:55 | modify | 14 | 0.10 | 93.954 | 94.264 | 93.064 | ||
| 52 | 2025.05.15 04:55 | sell | 15 | 0.10 | 93.954 | 0.000 | 0.000 | ||
| 53 | 2025.05.15 04:55 | modify | 15 | 0.10 | 93.954 | 94.189 | 93.064 | ||
| 54 | 2025.05.15 04:55 | modify | 13 | 0.10 | 94.564 | 94.189 | 93.064 | ||
| 55 | 2025.05.15 05:00 | modify | 14 | 0.10 | 93.954 | 94.189 | 93.064 | ||
| 56 | 2025.05.15 07:40 | sell | 16 | 0.10 | 93.589 | 0.000 | 0.000 | ||
| 57 | 2025.05.15 07:40 | modify | 16 | 0.10 | 93.589 | 93.814 | 93.064 | ||
| 58 | 2025.05.15 07:40 | modify | 15 | 0.10 | 93.954 | 93.814 | 93.064 | ||
| 59 | 2025.05.15 07:40 | modify | 14 | 0.10 | 93.954 | 93.814 | 93.064 | ||
| 60 | 2025.05.15 07:40 | modify | 13 | 0.10 | 94.564 | 93.814 | 93.064 | ||
| 61 | 2025.05.16 00:30 | t/p | 13 | 0.10 | 93.064 | 93.814 | 93.064 | 98.93 | 1248.57 |
| 62 | 2025.05.16 00:30 | t/p | 14 | 0.10 | 93.064 | 93.814 | 93.064 | 60.75 | 1309.32 |
| 63 | 2025.05.16 00:30 | t/p | 15 | 0.10 | 93.064 | 93.814 | 93.064 | 60.75 | 1370.08 |
| 64 | 2025.05.16 00:30 | t/p | 16 | 0.10 | 93.064 | 93.814 | 93.064 | 35.51 | 1405.59 |