Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 6517 | Ticks modelled | 24288944 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 703.18 | Gross profit | 1262.62 | Gross loss | -559.44 |
| Profit factor | 2.26 | Expected payoff | 19.00 | ||
| Absolute drawdown | 29.03 | Maximal drawdown | 407.36 (3.67%) | Relative drawdown | 3.67% (407.36) |
| Total trades | 37 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 23 (69.57%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 113.03 | loss trade | -76.97 | |
| Average | profit trade | 50.50 | loss trade | -46.62 | |
| Maximum | consecutive wins (profit in money) | 12 (672.68) | consecutive losses (loss in money) | 4 (-212.89) | |
| Maximal | consecutive profit (count of wins) | 672.68 (12) | consecutive loss (count of losses) | -212.89 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.05 09:00 | buy | 1 | 0.10 | 93.773 | 0.000 | 0.000 | ||
| 2 | 2023.09.05 09:00 | modify | 1 | 0.10 | 93.773 | 92.773 | 95.273 | ||
| 3 | 2023.09.12 06:43 | buy | 2 | 0.10 | 94.523 | 0.000 | 0.000 | ||
| 4 | 2023.09.12 06:43 | modify | 2 | 0.10 | 94.523 | 93.998 | 95.273 | ||
| 5 | 2023.09.12 06:43 | modify | 1 | 0.10 | 93.773 | 93.998 | 95.273 | ||
| 6 | 2023.09.13 00:07 | buy | 3 | 0.10 | 94.673 | 0.000 | 0.000 | ||
| 7 | 2023.09.13 00:07 | modify | 3 | 0.10 | 94.673 | 94.148 | 95.273 | ||
| 8 | 2023.09.13 00:07 | modify | 2 | 0.10 | 94.523 | 94.148 | 95.273 | ||
| 9 | 2023.09.13 00:07 | modify | 1 | 0.10 | 93.773 | 94.148 | 95.273 | ||
| 10 | 2023.09.14 01:30 | buy | 4 | 0.10 | 94.921 | 0.000 | 0.000 | ||
| 11 | 2023.09.14 01:30 | modify | 4 | 0.10 | 94.921 | 94.598 | 95.273 | ||
| 12 | 2023.09.14 01:30 | modify | 3 | 0.10 | 94.673 | 94.598 | 95.273 | ||
| 13 | 2023.09.14 01:30 | modify | 2 | 0.10 | 94.523 | 94.598 | 95.273 | ||
| 14 | 2023.09.14 01:30 | modify | 1 | 0.10 | 93.773 | 94.598 | 95.273 | ||
| 15 | 2023.09.14 02:11 | s/l | 1 | 0.10 | 94.598 | 94.598 | 95.273 | 63.37 | 10063.37 |
| 16 | 2023.09.14 02:11 | s/l | 2 | 0.10 | 94.598 | 94.598 | 95.273 | 7.08 | 10070.45 |
| 17 | 2023.09.14 02:11 | s/l | 3 | 0.10 | 94.598 | 94.598 | 95.273 | -4.00 | 10066.45 |
| 18 | 2023.09.14 02:11 | s/l | 4 | 0.10 | 94.598 | 94.598 | 95.273 | -22.92 | 10043.53 |
| 19 | 2023.09.29 05:00 | sell | 5 | 0.10 | 96.433 | 0.000 | 0.000 | ||
| 20 | 2023.09.29 05:00 | modify | 5 | 0.10 | 96.433 | 97.433 | 94.933 | ||
| 21 | 2023.10.02 05:43 | sell | 6 | 0.10 | 95.679 | 0.000 | 0.000 | ||
| 22 | 2023.10.02 05:43 | modify | 6 | 0.10 | 95.679 | 96.208 | 94.933 | ||
| 23 | 2023.10.02 05:43 | modify | 5 | 0.10 | 96.433 | 96.208 | 94.933 | ||
| 24 | 2023.10.02 13:52 | sell | 7 | 0.10 | 95.532 | 0.000 | 0.000 | ||
| 25 | 2023.10.02 13:52 | modify | 7 | 0.10 | 95.532 | 96.058 | 94.933 | ||
| 26 | 2023.10.02 13:52 | modify | 6 | 0.10 | 95.679 | 96.058 | 94.933 | ||
| 27 | 2023.10.02 13:52 | modify | 5 | 0.10 | 96.433 | 96.058 | 94.933 | ||
| 28 | 2023.10.02 19:00 | sell | 8 | 0.10 | 95.308 | 0.000 | 0.000 | ||
| 29 | 2023.10.02 19:00 | modify | 8 | 0.10 | 95.308 | 95.608 | 94.933 | ||
| 30 | 2023.10.02 19:00 | modify | 7 | 0.10 | 95.532 | 95.608 | 94.933 | ||
| 31 | 2023.10.02 19:00 | modify | 6 | 0.10 | 95.679 | 95.608 | 94.933 | ||
| 32 | 2023.10.02 19:00 | modify | 5 | 0.10 | 96.433 | 95.608 | 94.933 | ||
| 33 | 2023.10.03 04:16 | t/p | 5 | 0.10 | 94.933 | 95.608 | 94.933 | 104.02 | 10147.55 |
| 34 | 2023.10.03 04:16 | t/p | 6 | 0.10 | 94.933 | 95.608 | 94.933 | 51.73 | 10199.27 |
| 35 | 2023.10.03 04:16 | t/p | 7 | 0.10 | 94.933 | 95.608 | 94.933 | 41.30 | 10240.57 |
| 36 | 2023.10.03 04:16 | t/p | 8 | 0.10 | 94.933 | 95.608 | 94.933 | 25.40 | 10265.97 |
| 37 | 2023.10.19 05:00 | buy | 9 | 0.10 | 94.440 | 0.000 | 0.000 | ||
| 38 | 2023.10.19 05:00 | modify | 9 | 0.10 | 94.440 | 93.440 | 95.940 | ||
| 39 | 2023.10.19 17:16 | buy | 10 | 0.10 | 95.190 | 0.000 | 0.000 | ||
| 40 | 2023.10.19 17:16 | modify | 10 | 0.10 | 95.190 | 94.665 | 95.940 | ||
| 41 | 2023.10.19 17:16 | modify | 9 | 0.10 | 94.440 | 94.665 | 95.940 | ||
| 42 | 2023.10.20 00:03 | s/l | 9 | 0.10 | 94.665 | 94.665 | 95.940 | 16.40 | 10282.37 |
| 43 | 2023.10.20 00:03 | s/l | 10 | 0.10 | 94.665 | 94.665 | 95.940 | -36.81 | 10245.56 |
| 44 | 2023.11.07 06:00 | buy | 11 | 0.10 | 96.778 | 0.000 | 0.000 | ||
| 45 | 2023.11.07 06:00 | modify | 11 | 0.10 | 96.778 | 95.778 | 98.278 | ||
| 46 | 2023.11.14 14:14 | buy | 12 | 0.10 | 97.528 | 0.000 | 0.000 | ||
| 47 | 2023.11.14 14:14 | modify | 12 | 0.10 | 97.528 | 97.003 | 98.278 | ||
| 48 | 2023.11.14 14:14 | modify | 11 | 0.10 | 96.778 | 97.003 | 98.278 | ||
| 49 | 2023.11.14 14:43 | buy | 13 | 0.10 | 97.678 | 0.000 | 0.000 | ||
| 50 | 2023.11.14 14:43 | modify | 13 | 0.10 | 97.678 | 97.153 | 98.278 | ||
| 51 | 2023.11.14 14:43 | modify | 12 | 0.10 | 97.528 | 97.153 | 98.278 | ||
| 52 | 2023.11.14 14:43 | modify | 11 | 0.10 | 96.778 | 97.153 | 98.278 | ||
| 53 | 2023.11.14 16:28 | buy | 14 | 0.10 | 97.906 | 0.000 | 0.000 | ||
| 54 | 2023.11.14 16:28 | modify | 14 | 0.10 | 97.906 | 97.603 | 98.278 | ||
| 55 | 2023.11.14 16:28 | modify | 13 | 0.10 | 97.678 | 97.603 | 98.278 | ||
| 56 | 2023.11.14 16:28 | modify | 12 | 0.10 | 97.528 | 97.603 | 98.278 | ||
| 57 | 2023.11.14 16:28 | modify | 11 | 0.10 | 96.778 | 97.603 | 98.278 | ||
| 58 | 2023.11.15 14:38 | t/p | 11 | 0.10 | 98.278 | 97.603 | 98.278 | 109.95 | 10355.51 |
| 59 | 2023.11.15 14:38 | t/p | 12 | 0.10 | 98.278 | 97.603 | 98.278 | 53.65 | 10409.16 |
| 60 | 2023.11.15 14:38 | t/p | 13 | 0.10 | 98.278 | 97.603 | 98.278 | 43.01 | 10452.16 |
| 61 | 2023.11.15 14:38 | t/p | 14 | 0.10 | 98.278 | 97.603 | 98.278 | 26.83 | 10478.99 |
| 62 | 2023.12.07 07:00 | buy | 15 | 0.10 | 95.789 | 0.000 | 0.000 | ||
| 63 | 2023.12.07 07:00 | modify | 15 | 0.10 | 95.789 | 94.789 | 97.289 | ||
| 64 | 2023.12.07 17:46 | s/l | 15 | 0.10 | 94.789 | 94.789 | 97.289 | -70.95 | 10408.04 |
| 65 | 2024.01.10 05:00 | sell | 16 | 0.10 | 97.057 | 0.000 | 0.000 | ||
| 66 | 2024.01.10 05:00 | modify | 16 | 0.10 | 97.057 | 98.057 | 95.557 | ||
| 67 | 2024.02.01 01:51 | sell | 17 | 0.10 | 96.306 | 0.000 | 0.000 | ||
| 68 | 2024.02.01 01:51 | modify | 17 | 0.10 | 96.306 | 96.832 | 95.557 | ||
| 69 | 2024.02.01 01:51 | modify | 16 | 0.10 | 97.057 | 96.832 | 95.557 | ||
| 70 | 2024.02.01 04:32 | sell | 18 | 0.10 | 96.157 | 0.000 | 0.000 | ||
| 71 | 2024.02.01 04:32 | modify | 18 | 0.10 | 96.157 | 96.682 | 95.557 | ||
| 72 | 2024.02.01 04:32 | modify | 17 | 0.10 | 96.306 | 96.682 | 95.557 | ||
| 73 | 2024.02.01 04:32 | modify | 16 | 0.10 | 97.057 | 96.682 | 95.557 | ||
| 74 | 2024.02.01 07:01 | sell | 19 | 0.10 | 95.932 | 0.000 | 0.000 | ||
| 75 | 2024.02.01 07:01 | modify | 19 | 0.10 | 95.932 | 96.232 | 95.557 | ||
| 76 | 2024.02.01 07:01 | modify | 18 | 0.10 | 96.157 | 96.232 | 95.557 | ||
| 77 | 2024.02.01 07:01 | modify | 17 | 0.10 | 96.306 | 96.232 | 95.557 | ||
| 78 | 2024.02.01 07:01 | modify | 16 | 0.10 | 97.057 | 96.232 | 95.557 | ||
| 79 | 2024.02.01 14:17 | t/p | 16 | 0.10 | 95.557 | 96.232 | 95.557 | 77.56 | 10485.61 |
| 80 | 2024.02.01 14:17 | t/p | 17 | 0.10 | 95.557 | 96.232 | 95.557 | 53.13 | 10538.74 |
| 81 | 2024.02.01 14:17 | t/p | 18 | 0.10 | 95.557 | 96.232 | 95.557 | 42.56 | 10581.30 |
| 82 | 2024.02.01 14:17 | t/p | 19 | 0.10 | 95.557 | 96.232 | 95.557 | 26.60 | 10607.90 |
| 83 | 2024.03.05 08:00 | buy | 20 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 84 | 2024.03.05 08:00 | modify | 20 | 0.10 | 97.567 | 96.567 | 99.067 | ||
| 85 | 2024.03.19 14:15 | buy | 21 | 0.10 | 98.321 | 0.000 | 0.000 | ||
| 86 | 2024.03.19 14:15 | modify | 21 | 0.10 | 98.321 | 97.792 | 99.067 | ||
| 87 | 2024.03.19 14:15 | modify | 20 | 0.10 | 97.567 | 97.792 | 99.067 | ||
| 88 | 2024.03.19 14:49 | buy | 22 | 0.10 | 98.467 | 0.000 | 0.000 | ||
| 89 | 2024.03.19 14:49 | modify | 22 | 0.10 | 98.467 | 97.942 | 99.067 | ||
| 90 | 2024.03.19 14:49 | modify | 21 | 0.10 | 98.321 | 97.942 | 99.067 | ||
| 91 | 2024.03.19 14:49 | modify | 20 | 0.10 | 97.567 | 97.942 | 99.067 | ||
| 92 | 2024.03.20 00:04 | buy | 23 | 0.10 | 98.697 | 0.000 | 0.000 | ||
| 93 | 2024.03.20 00:04 | modify | 23 | 0.10 | 98.697 | 98.392 | 99.067 | ||
| 94 | 2024.03.20 00:04 | modify | 22 | 0.10 | 98.467 | 98.392 | 99.067 | ||
| 95 | 2024.03.20 00:04 | modify | 21 | 0.10 | 98.321 | 98.392 | 99.067 | ||
| 96 | 2024.03.20 00:04 | modify | 20 | 0.10 | 97.567 | 98.392 | 99.067 | ||
| 97 | 2024.03.20 17:58 | t/p | 20 | 0.10 | 99.067 | 98.392 | 99.067 | 113.03 | 10720.93 |
| 98 | 2024.03.20 17:58 | t/p | 21 | 0.10 | 99.067 | 98.392 | 99.067 | 53.38 | 10774.31 |
| 99 | 2024.03.20 17:58 | t/p | 22 | 0.10 | 99.067 | 98.392 | 99.067 | 43.02 | 10817.33 |
| 100 | 2024.03.20 17:58 | t/p | 23 | 0.10 | 99.067 | 98.392 | 99.067 | 26.26 | 10843.59 |
| 101 | 2024.03.22 09:00 | buy | 24 | 0.10 | 98.763 | 0.000 | 0.000 | ||
| 102 | 2024.03.22 09:00 | modify | 24 | 0.10 | 98.763 | 97.763 | 100.263 | ||
| 103 | 2024.04.03 15:33 | buy | 25 | 0.10 | 99.514 | 0.000 | 0.000 | ||
| 104 | 2024.04.03 15:33 | modify | 25 | 0.10 | 99.514 | 98.988 | 100.263 | ||
| 105 | 2024.04.03 15:33 | modify | 24 | 0.10 | 98.763 | 98.988 | 100.263 | ||
| 106 | 2024.04.03 17:54 | buy | 26 | 0.10 | 99.663 | 0.000 | 0.000 | ||
| 107 | 2024.04.03 17:54 | modify | 26 | 0.10 | 99.663 | 99.138 | 100.263 | ||
| 108 | 2024.04.03 17:54 | modify | 25 | 0.10 | 99.514 | 99.138 | 100.263 | ||
| 109 | 2024.04.03 17:54 | modify | 24 | 0.10 | 98.763 | 99.138 | 100.263 | ||
| 110 | 2024.04.04 04:23 | buy | 27 | 0.10 | 99.888 | 0.000 | 0.000 | ||
| 111 | 2024.04.04 04:23 | modify | 27 | 0.10 | 99.888 | 99.588 | 100.263 | ||
| 112 | 2024.04.04 04:23 | modify | 26 | 0.10 | 99.663 | 99.588 | 100.263 | ||
| 113 | 2024.04.04 04:23 | modify | 25 | 0.10 | 99.514 | 99.588 | 100.263 | ||
| 114 | 2024.04.04 04:23 | modify | 24 | 0.10 | 98.763 | 99.588 | 100.263 | ||
| 115 | 2024.04.04 10:29 | t/p | 24 | 0.10 | 100.263 | 99.588 | 100.263 | 112.16 | 10955.75 |
| 116 | 2024.04.04 10:29 | t/p | 25 | 0.10 | 100.263 | 99.588 | 100.263 | 54.47 | 11010.22 |
| 117 | 2024.04.04 10:29 | t/p | 26 | 0.10 | 100.263 | 99.588 | 100.263 | 43.90 | 11054.12 |
| 118 | 2024.04.04 10:29 | t/p | 27 | 0.10 | 100.263 | 99.588 | 100.263 | 26.61 | 11080.73 |
| 119 | 2024.04.26 09:00 | sell | 28 | 0.10 | 102.518 | 0.000 | 0.000 | ||
| 120 | 2024.04.26 09:00 | modify | 28 | 0.10 | 102.518 | 103.518 | 101.018 | ||
| 121 | 2024.04.28 22:16 | s/l | 28 | 0.10 | 103.518 | 103.518 | 101.018 | -70.96 | 11009.77 |
| 122 | 2024.05.06 05:00 | sell | 29 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 123 | 2024.05.06 05:00 | modify | 29 | 0.10 | 101.815 | 102.815 | 100.315 | ||
| 124 | 2024.05.09 12:33 | s/l | 29 | 0.10 | 102.815 | 102.815 | 100.315 | -76.97 | 10932.80 |
| 125 | 2024.06.05 09:00 | sell | 30 | 0.10 | 103.930 | 0.000 | 0.000 | ||
| 126 | 2024.06.05 09:00 | modify | 30 | 0.10 | 103.930 | 104.930 | 102.430 | ||
| 127 | 2024.06.07 15:08 | sell | 31 | 0.10 | 103.180 | 0.000 | 0.000 | ||
| 128 | 2024.06.07 15:08 | modify | 31 | 0.10 | 103.180 | 103.705 | 102.430 | ||
| 129 | 2024.06.07 15:08 | modify | 30 | 0.10 | 103.930 | 103.705 | 102.430 | ||
| 130 | 2024.06.07 15:31 | sell | 32 | 0.10 | 103.030 | 0.000 | 0.000 | ||
| 131 | 2024.06.07 15:31 | modify | 32 | 0.10 | 103.030 | 103.555 | 102.430 | ||
| 132 | 2024.06.07 15:31 | modify | 31 | 0.10 | 103.180 | 103.555 | 102.430 | ||
| 133 | 2024.06.07 15:31 | modify | 30 | 0.10 | 103.930 | 103.555 | 102.430 | ||
| 134 | 2024.06.10 03:15 | s/l | 30 | 0.10 | 103.555 | 103.555 | 102.430 | 20.60 | 10953.40 |
| 135 | 2024.06.10 03:15 | s/l | 31 | 0.10 | 103.555 | 103.555 | 102.430 | -27.81 | 10925.58 |
| 136 | 2024.06.10 03:15 | s/l | 32 | 0.10 | 103.555 | 103.555 | 102.430 | -38.45 | 10887.13 |
| 137 | 2024.06.26 07:00 | sell | 33 | 0.10 | 106.773 | 0.000 | 0.000 | ||
| 138 | 2024.06.26 07:00 | modify | 33 | 0.10 | 106.773 | 107.773 | 105.273 | ||
| 139 | 2024.07.01 13:35 | s/l | 33 | 0.10 | 107.773 | 107.773 | 105.273 | -76.97 | 10810.16 |
| 140 | 2024.07.24 06:00 | buy | 34 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 141 | 2024.07.24 06:00 | modify | 34 | 0.10 | 101.996 | 100.996 | 103.496 | ||
| 142 | 2024.07.25 00:25 | s/l | 34 | 0.10 | 100.996 | 100.996 | 103.496 | -69.65 | 10740.51 |
| 143 | 2024.07.25 05:00 | buy | 35 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 144 | 2024.07.25 05:00 | modify | 35 | 0.10 | 99.860 | 98.860 | 101.360 | ||
| 145 | 2024.07.25 13:05 | buy | 36 | 0.10 | 100.611 | 0.000 | 0.000 | ||
| 146 | 2024.07.25 13:05 | modify | 36 | 0.10 | 100.611 | 100.085 | 101.360 | ||
| 147 | 2024.07.25 13:05 | modify | 35 | 0.10 | 99.860 | 100.085 | 101.360 | ||
| 148 | 2024.07.25 13:15 | buy | 37 | 0.10 | 100.760 | 0.000 | 0.000 | ||
| 149 | 2024.07.25 13:15 | modify | 37 | 0.10 | 100.760 | 100.235 | 101.360 | ||
| 150 | 2024.07.25 13:15 | modify | 36 | 0.10 | 100.611 | 100.235 | 101.360 | ||
| 151 | 2024.07.25 13:15 | modify | 35 | 0.10 | 99.860 | 100.235 | 101.360 | ||
| 152 | 2024.07.25 14:11 | s/l | 35 | 0.10 | 100.235 | 100.235 | 101.360 | 26.61 | 10767.12 |
| 153 | 2024.07.25 14:11 | s/l | 36 | 0.10 | 100.235 | 100.235 | 101.360 | -26.68 | 10740.44 |
| 154 | 2024.07.25 14:11 | s/l | 37 | 0.10 | 100.235 | 100.235 | 101.360 | -37.26 | 10703.18 |