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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 757.26 | Gross profit | 889.73 | Gross loss | -132.47 |
| Profit factor | 6.72 | Expected payoff | 23.66 | ||
| Absolute drawdown | 32.38 | Maximal drawdown | 123.08 (8.98%) | Relative drawdown | 8.98% (123.08) |
| Total trades | 32 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 25 (78.12%) | Loss trades (% of total) | 7 (21.88%) | ||
| Largest | profit trade | 74.94 | loss trade | -60.80 | |
| Average | profit trade | 35.59 | loss trade | -18.92 | |
| Maximum | consecutive wins (profit in money) | 9 (363.08) | consecutive losses (loss in money) | 1 (-60.80) | |
| Maximal | consecutive profit (count of wins) | 363.08 (9) | consecutive loss (count of losses) | -60.80 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.14 14:00 | sell | 1 | 0.10 | 103.599 | 0.000 | 0.000 | ||
| 2 | 2024.05.14 14:00 | modify | 1 | 0.10 | 103.599 | 104.499 | 102.499 | ||
| 3 | 2024.05.15 14:07 | sell | 2 | 0.10 | 103.264 | 0.000 | 0.000 | ||
| 4 | 2024.05.15 14:07 | modify | 2 | 0.10 | 103.264 | 103.434 | 102.499 | ||
| 5 | 2024.05.15 14:07 | modify | 1 | 0.10 | 103.599 | 103.434 | 102.499 | ||
| 6 | 2024.05.15 14:20 | s/l | 1 | 0.10 | 103.434 | 103.434 | 102.499 | 10.30 | 1010.30 |
| 7 | 2024.05.15 14:20 | s/l | 2 | 0.10 | 103.434 | 103.434 | 102.499 | -11.48 | 998.82 |
| 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 | 101.967 | 103.967 | ||
| 10 | 2024.06.05 01:45 | buy | 4 | 0.10 | 103.445 | 0.000 | 0.000 | ||
| 11 | 2024.06.05 01:45 | modify | 4 | 0.10 | 103.445 | 103.142 | 103.967 | ||
| 12 | 2024.06.05 01:45 | modify | 3 | 0.10 | 102.867 | 103.142 | 103.967 | ||
| 13 | 2024.06.05 06:45 | buy | 5 | 0.10 | 103.768 | 0.000 | 0.000 | ||
| 14 | 2024.06.05 06:45 | modify | 5 | 0.10 | 103.768 | 103.252 | 103.967 | ||
| 15 | 2024.06.05 06:45 | modify | 4 | 0.10 | 103.445 | 103.252 | 103.967 | ||
| 16 | 2024.06.05 06:45 | modify | 3 | 0.10 | 102.867 | 103.252 | 103.967 | ||
| 17 | 2024.06.05 07:50 | t/p | 3 | 0.10 | 103.967 | 103.252 | 103.967 | 74.62 | 1073.44 |
| 18 | 2024.06.05 07:50 | t/p | 4 | 0.10 | 103.967 | 103.252 | 103.967 | 35.26 | 1108.70 |
| 19 | 2024.06.05 07:50 | t/p | 5 | 0.10 | 103.967 | 103.252 | 103.967 | 13.44 | 1122.14 |
| 20 | 2024.07.17 13:00 | buy | 6 | 0.10 | 105.532 | 0.000 | 0.000 | ||
| 21 | 2024.07.17 13:00 | modify | 6 | 0.10 | 105.532 | 104.632 | 106.632 | ||
| 22 | 2024.07.17 23:32 | s/l | 6 | 0.10 | 104.632 | 104.632 | 106.632 | -60.80 | 1061.34 |
| 23 | 2024.09.02 14:00 | sell | 7 | 0.10 | 99.625 | 0.000 | 0.000 | ||
| 24 | 2024.09.02 14:00 | modify | 7 | 0.10 | 99.625 | 100.525 | 98.525 | ||
| 25 | 2024.09.03 02:45 | sell | 8 | 0.10 | 99.282 | 0.000 | 0.000 | ||
| 26 | 2024.09.03 02:45 | modify | 8 | 0.10 | 99.282 | 99.460 | 98.525 | ||
| 27 | 2024.09.03 02:45 | modify | 7 | 0.10 | 99.625 | 99.460 | 98.525 | ||
| 28 | 2024.09.03 03:15 | sell | 9 | 0.10 | 99.053 | 0.000 | 0.000 | ||
| 29 | 2024.09.03 03:15 | modify | 9 | 0.10 | 99.053 | 99.350 | 98.525 | ||
| 30 | 2024.09.03 03:15 | modify | 8 | 0.10 | 99.282 | 99.350 | 98.525 | ||
| 31 | 2024.09.03 03:15 | modify | 7 | 0.10 | 99.625 | 99.350 | 98.525 | ||
| 32 | 2024.09.03 04:03 | sell | 10 | 0.10 | 98.741 | 0.000 | 0.000 | ||
| 33 | 2024.09.03 04:03 | modify | 10 | 0.10 | 98.741 | 99.240 | 98.525 | ||
| 34 | 2024.09.03 04:03 | modify | 9 | 0.10 | 99.053 | 99.240 | 98.525 | ||
| 35 | 2024.09.03 04:03 | modify | 8 | 0.10 | 99.282 | 99.240 | 98.525 | ||
| 36 | 2024.09.03 04:03 | modify | 7 | 0.10 | 99.625 | 99.240 | 98.525 | ||
| 37 | 2024.09.03 05:20 | t/p | 7 | 0.10 | 98.525 | 99.240 | 98.525 | 73.44 | 1134.78 |
| 38 | 2024.09.03 05:20 | t/p | 8 | 0.10 | 98.525 | 99.240 | 98.525 | 51.12 | 1185.90 |
| 39 | 2024.09.03 05:20 | t/p | 9 | 0.10 | 98.525 | 99.240 | 98.525 | 35.65 | 1221.55 |
| 40 | 2024.09.03 05:20 | t/p | 10 | 0.10 | 98.525 | 99.240 | 98.525 | 14.58 | 1236.13 |
| 41 | 2024.09.13 12:00 | buy | 11 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 42 | 2024.09.13 12:00 | modify | 11 | 0.10 | 94.346 | 93.446 | 95.446 | ||
| 43 | 2024.09.16 12:50 | buy | 12 | 0.10 | 94.682 | 0.000 | 0.000 | ||
| 44 | 2024.09.16 12:50 | modify | 12 | 0.10 | 94.682 | 94.511 | 95.446 | ||
| 45 | 2024.09.16 12:50 | modify | 11 | 0.10 | 94.346 | 94.511 | 95.446 | ||
| 46 | 2024.09.16 15:50 | buy | 13 | 0.10 | 94.925 | 0.000 | 0.000 | ||
| 47 | 2024.09.16 15:50 | modify | 13 | 0.10 | 94.925 | 94.621 | 95.446 | ||
| 48 | 2024.09.16 15:50 | modify | 12 | 0.10 | 94.682 | 94.621 | 95.446 | ||
| 49 | 2024.09.16 15:50 | modify | 11 | 0.10 | 94.346 | 94.621 | 95.446 | ||
| 50 | 2024.09.17 12:45 | buy | 14 | 0.10 | 95.227 | 0.000 | 0.000 | ||
| 51 | 2024.09.17 12:45 | modify | 14 | 0.10 | 95.227 | 94.731 | 95.446 | ||
| 52 | 2024.09.17 12:45 | modify | 13 | 0.10 | 94.925 | 94.731 | 95.446 | ||
| 53 | 2024.09.17 12:45 | modify | 12 | 0.10 | 94.682 | 94.731 | 95.446 | ||
| 54 | 2024.09.17 12:45 | modify | 11 | 0.10 | 94.346 | 94.731 | 95.446 | ||
| 55 | 2024.09.17 13:45 | t/p | 11 | 0.10 | 95.446 | 94.731 | 95.446 | 74.94 | 1311.06 |
| 56 | 2024.09.17 13:45 | t/p | 12 | 0.10 | 95.446 | 94.731 | 95.446 | 51.92 | 1362.99 |
| 57 | 2024.09.17 13:45 | t/p | 13 | 0.10 | 95.446 | 94.731 | 95.446 | 35.50 | 1398.49 |
| 58 | 2024.09.17 13:45 | t/p | 14 | 0.10 | 95.446 | 94.731 | 95.446 | 14.79 | 1413.28 |
| 59 | 2024.09.20 12:00 | sell | 15 | 0.10 | 98.213 | 0.000 | 0.000 | ||
| 60 | 2024.09.20 12:00 | modify | 15 | 0.10 | 98.213 | 99.113 | 97.113 | ||
| 61 | 2024.09.20 16:02 | sell | 16 | 0.10 | 97.870 | 0.000 | 0.000 | ||
| 62 | 2024.09.20 16:02 | modify | 16 | 0.10 | 97.870 | 98.048 | 97.113 | ||
| 63 | 2024.09.20 16:02 | modify | 15 | 0.10 | 98.213 | 98.048 | 97.113 | ||
| 64 | 2024.09.20 16:50 | s/l | 15 | 0.10 | 98.048 | 98.048 | 97.113 | 11.14 | 1424.42 |
| 65 | 2024.09.20 16:50 | s/l | 16 | 0.10 | 98.048 | 98.048 | 97.113 | -12.02 | 1412.40 |
| 66 | 2024.10.04 14:00 | sell | 17 | 0.10 | 100.855 | 0.000 | 0.000 | ||
| 67 | 2024.10.04 14:00 | modify | 17 | 0.10 | 100.855 | 101.755 | 99.755 | ||
| 68 | 2024.10.07 13:10 | sell | 18 | 0.10 | 100.514 | 0.000 | 0.000 | ||
| 69 | 2024.10.07 13:10 | modify | 18 | 0.10 | 100.514 | 100.690 | 99.755 | ||
| 70 | 2024.10.07 13:10 | modify | 17 | 0.10 | 100.855 | 100.690 | 99.755 | ||
| 71 | 2024.10.07 13:50 | sell | 19 | 0.10 | 100.294 | 0.000 | 0.000 | ||
| 72 | 2024.10.07 13:50 | modify | 19 | 0.10 | 100.294 | 100.580 | 99.755 | ||
| 73 | 2024.10.07 13:50 | modify | 18 | 0.10 | 100.514 | 100.580 | 99.755 | ||
| 74 | 2024.10.07 13:50 | modify | 17 | 0.10 | 100.855 | 100.580 | 99.755 | ||
| 75 | 2024.10.07 18:40 | sell | 20 | 0.10 | 99.950 | 0.000 | 0.000 | ||
| 76 | 2024.10.07 18:40 | modify | 20 | 0.10 | 99.950 | 100.470 | 99.755 | ||
| 77 | 2024.10.07 18:40 | modify | 19 | 0.10 | 100.294 | 100.470 | 99.755 | ||
| 78 | 2024.10.07 18:40 | modify | 18 | 0.10 | 100.514 | 100.470 | 99.755 | ||
| 79 | 2024.10.07 18:40 | modify | 17 | 0.10 | 100.855 | 100.470 | 99.755 | ||
| 80 | 2024.10.07 22:50 | t/p | 17 | 0.10 | 99.755 | 100.470 | 99.755 | 73.44 | 1485.84 |
| 81 | 2024.10.07 22:50 | t/p | 18 | 0.10 | 99.755 | 100.470 | 99.755 | 51.25 | 1537.09 |
| 82 | 2024.10.07 22:50 | t/p | 19 | 0.10 | 99.755 | 100.470 | 99.755 | 36.40 | 1573.49 |
| 83 | 2024.10.07 22:50 | t/p | 20 | 0.10 | 99.755 | 100.470 | 99.755 | 13.17 | 1586.66 |
| 84 | 2024.10.10 13:00 | buy | 21 | 0.10 | 100.081 | 0.000 | 0.000 | ||
| 85 | 2024.10.10 13:00 | modify | 21 | 0.10 | 100.081 | 99.181 | 101.181 | ||
| 86 | 2024.10.11 04:07 | buy | 22 | 0.10 | 100.417 | 0.000 | 0.000 | ||
| 87 | 2024.10.11 04:07 | modify | 22 | 0.10 | 100.417 | 100.246 | 101.181 | ||
| 88 | 2024.10.11 04:07 | modify | 21 | 0.10 | 100.081 | 100.246 | 101.181 | ||
| 89 | 2024.10.11 05:15 | s/l | 21 | 0.10 | 100.246 | 100.246 | 101.181 | 11.45 | 1598.11 |
| 90 | 2024.10.11 05:15 | s/l | 22 | 0.10 | 100.246 | 100.246 | 101.181 | -11.56 | 1586.55 |
| 91 | 2024.11.27 13:00 | buy | 23 | 0.10 | 98.221 | 0.000 | 0.000 | ||
| 92 | 2024.11.27 13:00 | modify | 23 | 0.10 | 98.221 | 97.321 | 99.321 | ||
| 93 | 2024.11.28 00:45 | buy | 24 | 0.10 | 98.575 | 0.000 | 0.000 | ||
| 94 | 2024.11.28 00:45 | modify | 24 | 0.10 | 98.575 | 98.386 | 99.321 | ||
| 95 | 2024.11.28 00:45 | modify | 23 | 0.10 | 98.221 | 98.386 | 99.321 | ||
| 96 | 2024.11.28 03:20 | s/l | 23 | 0.10 | 98.386 | 98.386 | 99.321 | 12.09 | 1598.65 |
| 97 | 2024.11.28 03:20 | s/l | 24 | 0.10 | 98.386 | 98.386 | 99.321 | -12.77 | 1585.88 |
| 98 | 2024.12.09 12:00 | sell | 25 | 0.10 | 96.945 | 0.000 | 0.000 | ||
| 99 | 2024.12.09 12:00 | modify | 25 | 0.10 | 96.945 | 97.845 | 95.845 | ||
| 100 | 2024.12.10 05:17 | sell | 26 | 0.10 | 96.602 | 0.000 | 0.000 | ||
| 101 | 2024.12.10 05:17 | modify | 26 | 0.10 | 96.602 | 96.780 | 95.845 | ||
| 102 | 2024.12.10 05:17 | modify | 25 | 0.10 | 96.945 | 96.780 | 95.845 | ||
| 103 | 2024.12.10 06:45 | s/l | 25 | 0.10 | 96.780 | 96.780 | 95.845 | 10.30 | 1596.17 |
| 104 | 2024.12.10 06:45 | s/l | 26 | 0.10 | 96.780 | 96.780 | 95.845 | -12.02 | 1584.15 |
| 105 | 2025.01.08 14:00 | buy | 27 | 0.10 | 98.188 | 0.000 | 0.000 | ||
| 106 | 2025.01.08 14:00 | modify | 27 | 0.10 | 98.188 | 97.288 | 99.288 | ||
| 107 | 2025.01.08 19:20 | buy | 28 | 0.10 | 98.528 | 0.000 | 0.000 | ||
| 108 | 2025.01.08 19:20 | modify | 28 | 0.10 | 98.528 | 98.353 | 99.288 | ||
| 109 | 2025.01.08 19:20 | modify | 27 | 0.10 | 98.188 | 98.353 | 99.288 | ||
| 110 | 2025.01.08 22:03 | s/l | 27 | 0.10 | 98.353 | 98.353 | 99.288 | 11.15 | 1595.30 |
| 111 | 2025.01.08 22:03 | s/l | 28 | 0.10 | 98.353 | 98.353 | 99.288 | -11.82 | 1583.48 |
| 112 | 2025.01.22 13:00 | sell | 29 | 0.10 | 97.933 | 0.000 | 0.000 | ||
| 113 | 2025.01.22 13:00 | modify | 29 | 0.10 | 97.933 | 98.833 | 96.833 | ||
| 114 | 2025.01.27 08:33 | sell | 30 | 0.10 | 97.601 | 0.000 | 0.000 | ||
| 115 | 2025.01.27 08:33 | modify | 30 | 0.10 | 97.601 | 97.768 | 96.833 | ||
| 116 | 2025.01.27 08:33 | modify | 29 | 0.10 | 97.933 | 97.768 | 96.833 | ||
| 117 | 2025.01.27 09:15 | sell | 31 | 0.10 | 97.383 | 0.000 | 0.000 | ||
| 118 | 2025.01.27 09:15 | modify | 31 | 0.10 | 97.383 | 97.658 | 96.833 | ||
| 119 | 2025.01.27 09:15 | modify | 30 | 0.10 | 97.601 | 97.658 | 96.833 | ||
| 120 | 2025.01.27 09:15 | modify | 29 | 0.10 | 97.933 | 97.658 | 96.833 | ||
| 121 | 2025.01.27 12:12 | sell | 32 | 0.10 | 97.051 | 0.000 | 0.000 | ||
| 122 | 2025.01.27 12:12 | modify | 32 | 0.10 | 97.051 | 97.548 | 96.833 | ||
| 123 | 2025.01.27 12:12 | modify | 31 | 0.10 | 97.383 | 97.548 | 96.833 | ||
| 124 | 2025.01.27 12:12 | modify | 30 | 0.10 | 97.601 | 97.548 | 96.833 | ||
| 125 | 2025.01.27 12:12 | modify | 29 | 0.10 | 97.933 | 97.548 | 96.833 | ||
| 126 | 2025.01.27 16:50 | t/p | 29 | 0.10 | 96.833 | 97.548 | 96.833 | 70.06 | 1653.54 |
| 127 | 2025.01.27 16:50 | t/p | 30 | 0.10 | 96.833 | 97.548 | 96.833 | 51.86 | 1705.40 |
| 128 | 2025.01.27 16:50 | t/p | 31 | 0.10 | 96.833 | 97.548 | 96.833 | 37.14 | 1742.54 |
| 129 | 2025.01.27 16:50 | t/p | 32 | 0.10 | 96.833 | 97.548 | 96.833 | 14.72 | 1757.26 |