Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7214 | Ticks modelled | 156802 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 467.91 | Gross profit | 613.21 | Gross loss | -145.30 |
| Profit factor | 4.22 | Expected payoff | 18.00 | ||
| Absolute drawdown | 22.15 | Maximal drawdown | 152.86 (11.96%) | Relative drawdown | 11.96% (152.86) |
| Total trades | 26 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 67.87 | loss trade | -54.05 | |
| Average | profit trade | 32.27 | loss trade | -20.76 | |
| Maximum | consecutive wins (profit in money) | 9 (330.80) | consecutive losses (loss in money) | 2 (-33.62) | |
| Maximal | consecutive profit (count of wins) | 330.80 (9) | consecutive loss (count of losses) | -54.05 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.04.10 15:00 | buy | 1 | 0.10 | 99.714 | 0.000 | 0.000 | ||
| 2 | 2024.04.10 15:00 | modify | 1 | 0.10 | 99.714 | 98.914 | 100.714 | ||
| 3 | 2024.04.11 08:15 | buy | 2 | 0.10 | 100.019 | 0.000 | 0.000 | ||
| 4 | 2024.04.11 08:15 | modify | 2 | 0.10 | 100.019 | 99.814 | 100.714 | ||
| 5 | 2024.04.11 08:15 | modify | 1 | 0.10 | 99.714 | 99.814 | 100.714 | ||
| 6 | 2024.04.11 11:50 | s/l | 1 | 0.10 | 99.814 | 99.814 | 100.714 | 7.70 | 1007.70 |
| 7 | 2024.04.11 11:50 | s/l | 2 | 0.10 | 99.814 | 99.814 | 100.714 | -13.85 | 993.85 |
| 8 | 2024.06.04 12:00 | buy | 3 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 9 | 2024.06.04 12:00 | modify | 3 | 0.10 | 102.867 | 102.067 | 103.867 | ||
| 10 | 2024.06.05 00:10 | buy | 4 | 0.10 | 103.186 | 0.000 | 0.000 | ||
| 11 | 2024.06.05 00:10 | modify | 4 | 0.10 | 103.186 | 102.967 | 103.867 | ||
| 12 | 2024.06.05 00:10 | modify | 3 | 0.10 | 102.867 | 102.967 | 103.867 | ||
| 13 | 2024.06.05 01:45 | buy | 5 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 14 | 2024.06.05 01:45 | modify | 5 | 0.10 | 103.445 | 103.117 | 103.867 | ||
| 15 | 2024.06.05 01:45 | modify | 4 | 0.10 | 103.186 | 103.117 | 103.867 | ||
| 16 | 2024.06.05 01:45 | modify | 3 | 0.10 | 102.867 | 103.117 | 103.867 | ||
| 17 | 2024.06.05 02:10 | buy | 6 | 0.10 | 103.583 | 0.000 | 0.000 | ||
| 18 | 2024.06.05 02:10 | modify | 6 | 0.10 | 103.583 | 103.267 | 103.867 | ||
| 19 | 2024.06.05 02:10 | modify | 5 | 0.10 | 103.445 | 103.267 | 103.867 | ||
| 20 | 2024.06.05 02:10 | modify | 4 | 0.10 | 103.186 | 103.267 | 103.867 | ||
| 21 | 2024.06.05 02:10 | modify | 3 | 0.10 | 102.867 | 103.267 | 103.867 | ||
| 22 | 2024.06.05 07:40 | t/p | 3 | 0.10 | 103.867 | 103.267 | 103.867 | 67.87 | 1061.73 |
| 23 | 2024.06.05 07:40 | t/p | 4 | 0.10 | 103.867 | 103.267 | 103.867 | 46.01 | 1107.74 |
| 24 | 2024.06.05 07:40 | t/p | 5 | 0.10 | 103.867 | 103.267 | 103.867 | 28.51 | 1136.25 |
| 25 | 2024.06.05 07:40 | t/p | 6 | 0.10 | 103.867 | 103.267 | 103.867 | 19.19 | 1155.44 |
| 26 | 2024.07.17 10:00 | buy | 7 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 27 | 2024.07.17 10:00 | modify | 7 | 0.10 | 105.655 | 104.855 | 106.655 | ||
| 28 | 2024.07.17 23:15 | s/l | 7 | 0.10 | 104.855 | 104.855 | 106.655 | -54.05 | 1101.39 |
| 29 | 2024.07.24 06:00 | buy | 8 | 0.10 | 101.996 | 0.000 | 0.000 | ||
| 30 | 2024.07.24 06:00 | modify | 8 | 0.10 | 101.996 | 101.196 | 102.996 | ||
| 31 | 2024.07.24 07:20 | buy | 9 | 0.10 | 102.310 | 0.000 | 0.000 | ||
| 32 | 2024.07.24 07:20 | modify | 9 | 0.10 | 102.310 | 102.096 | 102.996 | ||
| 33 | 2024.07.24 07:20 | modify | 8 | 0.10 | 101.996 | 102.096 | 102.996 | ||
| 34 | 2024.07.24 07:45 | s/l | 8 | 0.10 | 102.096 | 102.096 | 102.996 | 6.75 | 1108.14 |
| 35 | 2024.07.24 07:45 | s/l | 9 | 0.10 | 102.096 | 102.096 | 102.996 | -14.46 | 1093.68 |
| 36 | 2024.07.25 05:00 | buy | 10 | 0.10 | 99.860 | 0.000 | 0.000 | ||
| 37 | 2024.07.25 05:00 | modify | 10 | 0.10 | 99.860 | 99.060 | 100.860 | ||
| 38 | 2024.07.25 13:20 | t/p | 10 | 0.10 | 100.860 | 99.060 | 100.860 | 67.55 | 1161.23 |
| 39 | 2024.08.15 16:00 | sell | 11 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 40 | 2024.08.15 16:00 | modify | 11 | 0.10 | 98.709 | 99.509 | 97.709 | ||
| 41 | 2024.08.16 10:50 | sell | 12 | 0.10 | 98.409 | 0.000 | 0.000 | ||
| 42 | 2024.08.16 10:50 | modify | 12 | 0.10 | 98.409 | 98.609 | 97.709 | ||
| 43 | 2024.08.16 10:50 | modify | 11 | 0.10 | 98.709 | 98.609 | 97.709 | ||
| 44 | 2024.08.16 11:45 | sell | 13 | 0.10 | 98.132 | 0.000 | 0.000 | ||
| 45 | 2024.08.16 11:45 | modify | 13 | 0.10 | 98.132 | 98.459 | 97.709 | ||
| 46 | 2024.08.16 11:45 | modify | 12 | 0.10 | 98.409 | 98.459 | 97.709 | ||
| 47 | 2024.08.16 11:45 | modify | 11 | 0.10 | 98.709 | 98.459 | 97.709 | ||
| 48 | 2024.08.16 13:22 | sell | 14 | 0.10 | 97.988 | 0.000 | 0.000 | ||
| 49 | 2024.08.16 13:22 | modify | 14 | 0.10 | 97.988 | 98.309 | 97.709 | ||
| 50 | 2024.08.16 13:22 | modify | 13 | 0.10 | 98.132 | 98.309 | 97.709 | ||
| 51 | 2024.08.16 13:22 | modify | 12 | 0.10 | 98.409 | 98.309 | 97.709 | ||
| 52 | 2024.08.16 13:22 | modify | 11 | 0.10 | 98.709 | 98.309 | 97.709 | ||
| 53 | 2024.08.16 14:20 | s/l | 11 | 0.10 | 98.309 | 98.309 | 97.709 | 26.17 | 1187.39 |
| 54 | 2024.08.16 14:20 | s/l | 12 | 0.10 | 98.309 | 98.309 | 97.709 | 6.75 | 1194.14 |
| 55 | 2024.08.16 14:20 | s/l | 13 | 0.10 | 98.309 | 98.309 | 97.709 | -11.95 | 1182.19 |
| 56 | 2024.08.16 14:20 | s/l | 14 | 0.10 | 98.309 | 98.309 | 97.709 | -21.67 | 1160.52 |
| 57 | 2024.09.17 16:00 | sell | 15 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 58 | 2024.09.17 16:00 | modify | 15 | 0.10 | 95.747 | 96.547 | 94.747 | ||
| 59 | 2024.09.18 04:40 | sell | 16 | 0.10 | 95.429 | 0.000 | 0.000 | ||
| 60 | 2024.09.18 04:40 | modify | 16 | 0.10 | 95.429 | 95.647 | 94.747 | ||
| 61 | 2024.09.18 04:40 | modify | 15 | 0.10 | 95.747 | 95.647 | 94.747 | ||
| 62 | 2024.09.18 05:50 | s/l | 15 | 0.10 | 95.647 | 95.647 | 94.747 | 5.91 | 1166.43 |
| 63 | 2024.09.18 05:50 | s/l | 16 | 0.10 | 95.647 | 95.647 | 94.747 | -14.72 | 1151.71 |
| 64 | 2024.12.09 15:00 | sell | 17 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 65 | 2024.12.09 15:00 | modify | 17 | 0.10 | 97.498 | 98.298 | 96.498 | ||
| 66 | 2024.12.10 01:40 | sell | 18 | 0.10 | 97.197 | 0.000 | 0.000 | ||
| 67 | 2024.12.10 01:40 | modify | 18 | 0.10 | 97.197 | 97.398 | 96.498 | ||
| 68 | 2024.12.10 01:40 | modify | 17 | 0.10 | 97.498 | 97.398 | 96.498 | ||
| 69 | 2024.12.10 03:20 | sell | 19 | 0.10 | 96.926 | 0.000 | 0.000 | ||
| 70 | 2024.12.10 03:20 | modify | 19 | 0.10 | 96.926 | 97.248 | 96.498 | ||
| 71 | 2024.12.10 03:20 | modify | 18 | 0.10 | 97.197 | 97.248 | 96.498 | ||
| 72 | 2024.12.10 03:20 | modify | 17 | 0.10 | 97.498 | 97.248 | 96.498 | ||
| 73 | 2024.12.10 03:40 | sell | 20 | 0.10 | 96.777 | 0.000 | 0.000 | ||
| 74 | 2024.12.10 03:40 | modify | 20 | 0.10 | 96.777 | 97.098 | 96.498 | ||
| 75 | 2024.12.10 03:40 | modify | 19 | 0.10 | 96.926 | 97.098 | 96.498 | ||
| 76 | 2024.12.10 03:40 | modify | 18 | 0.10 | 97.197 | 97.098 | 96.498 | ||
| 77 | 2024.12.10 03:40 | modify | 17 | 0.10 | 97.498 | 97.098 | 96.498 | ||
| 78 | 2024.12.10 03:50 | t/p | 17 | 0.10 | 96.498 | 97.098 | 96.498 | 66.69 | 1218.39 |
| 79 | 2024.12.10 03:50 | t/p | 18 | 0.10 | 96.498 | 97.098 | 96.498 | 47.20 | 1265.59 |
| 80 | 2024.12.10 03:50 | t/p | 19 | 0.10 | 96.498 | 97.098 | 96.498 | 28.90 | 1294.49 |
| 81 | 2024.12.10 03:50 | t/p | 20 | 0.10 | 96.498 | 97.098 | 96.498 | 18.84 | 1313.33 |
| 82 | 2024.12.19 17:00 | sell | 21 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 83 | 2024.12.19 17:00 | modify | 21 | 0.10 | 98.580 | 99.380 | 97.580 | ||
| 84 | 2024.12.19 19:59 | sell | 22 | 0.10 | 98.267 | 0.000 | 0.000 | ||
| 85 | 2024.12.19 19:59 | modify | 22 | 0.10 | 98.267 | 98.480 | 97.580 | ||
| 86 | 2024.12.19 19:59 | modify | 21 | 0.10 | 98.580 | 98.480 | 97.580 | ||
| 87 | 2024.12.20 01:25 | sell | 23 | 0.10 | 97.878 | 0.000 | 0.000 | ||
| 88 | 2024.12.20 01:25 | modify | 23 | 0.10 | 97.878 | 98.180 | 97.580 | ||
| 89 | 2024.12.20 01:25 | modify | 22 | 0.10 | 98.267 | 98.180 | 97.580 | ||
| 90 | 2024.12.20 01:25 | modify | 21 | 0.10 | 98.580 | 98.180 | 97.580 | ||
| 91 | 2024.12.20 01:42 | sell | 24 | 0.10 | 98.025 | 0.000 | 0.000 | ||
| 92 | 2024.12.20 01:42 | modify | 24 | 0.10 | 98.025 | 98.330 | 97.580 | ||
| 93 | 2024.12.20 01:45 | modify | 24 | 0.10 | 98.025 | 98.180 | 97.580 | ||
| 94 | 2024.12.20 14:15 | t/p | 21 | 0.10 | 97.580 | 98.180 | 97.580 | 66.69 | 1380.02 |
| 95 | 2024.12.20 14:15 | t/p | 22 | 0.10 | 97.580 | 98.180 | 97.580 | 45.56 | 1425.58 |
| 96 | 2024.12.20 14:15 | t/p | 23 | 0.10 | 97.580 | 98.180 | 97.580 | 20.13 | 1445.71 |
| 97 | 2024.12.20 14:15 | t/p | 24 | 0.10 | 97.580 | 98.180 | 97.580 | 30.05 | 1475.76 |
| 98 | 2025.01.27 12:00 | buy | 25 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 99 | 2025.01.27 12:00 | modify | 25 | 0.10 | 97.016 | 96.216 | 98.016 | ||
| 100 | 2025.01.27 21:15 | buy | 26 | 0.10 | 97.332 | 0.000 | 0.000 | ||
| 101 | 2025.01.27 21:15 | modify | 26 | 0.10 | 97.332 | 97.116 | 98.016 | ||
| 102 | 2025.01.27 21:15 | modify | 25 | 0.10 | 97.016 | 97.116 | 98.016 | ||
| 103 | 2025.01.27 23:15 | s/l | 25 | 0.10 | 97.116 | 97.116 | 98.016 | 6.75 | 1482.51 |
| 104 | 2025.01.27 23:15 | s/l | 26 | 0.10 | 97.116 | 97.116 | 98.016 | -14.60 | 1467.91 |